ccxt 4.4.32 → 4.4.33

package/dist/cjs/src/okx.js

@@ -1173,6 +1173,97 @@ class okx extends okx$1 {
                 },
                 'brokerId': 'e847386590ce4dBC',
             },
+            'features': {
+                // https://www.okx.com/docs-v5/en/#order-book-trading-trade-post-place-order
+                'default': {
+                    'sandbox': true,
+                    'createOrder': {
+                        'triggerPrice': true,
+                        'triggerPriceType': {
+                            'last': true,
+                            'mark': true,
+                            'index': true,
+                        },
+                        'triggerDirection': false,
+                        'stopLossPrice': true,
+                        'takeProfitPrice': true,
+                        'marginMode': true,
+                        'attachedStopLossTakeProfit': {
+                            'triggerPriceType': {
+                                'last': true,
+                                'mark': true,
+                                'index': true,
+                            },
+                            'limitPrice': true,
+                        },
+                        'timeInForce': {
+                            'GTC': true,
+                            'IOC': true,
+                            'FOK': true,
+                            'PO': true,
+                            'GTD': false,
+                        },
+                        'hedged': true,
+                        // even though the below params not unified yet, it's useful metadata for users to know that exchange supports them
+                        'selfTradePrevention': true,
+                        'trailing': true,
+                        'twap': true,
+                        'iceberg': true,
+                        'oco': true,
+                    },
+                    'createOrders': {
+                        'max': 20,
+                    },
+                    'fetchMyTrades': {
+                        'daysBack': 90,
+                        'limit': 100,
+                        'untilDays': 10000,
+                    },
+                    'fetchOrder': {
+                        'marginMode': false,
+                        'trigger': true,
+                        'trailing': true,
+                    },
+                    'fetchOpenOrders': {
+                        'limit': 100,
+                        'marginMode': false,
+                        'trigger': true,
+                        'trailing': true,
+                    },
+                    'fetchOrders': undefined,
+                    'fetchClosedOrders': {
+                        'limit': 100,
+                        'daysBackClosed': 90,
+                        'daysBackCanceled': 1 / 12,
+                        'untilDays': undefined,
+                        'marginMode': false,
+                        'trigger': true,
+                        'trailing': true,
+                    },
+                    'fetchOHLCV': {
+                        'limit': 300,
+                    },
+                },
+                'spot': {
+                    'extends': 'default',
+                },
+                'swap': {
+                    'linear': {
+                        'extends': 'default',
+                    },
+                    'inverse': {
+                        'extends': 'default',
+                    },
+                },
+                'future': {
+                    'linear': {
+                        'extends': 'default',
+                    },
+                    'inverse': {
+                        'extends': 'default',
+                    },
+                },
+            },
             'commonCurrencies': {
                 // the exchange refers to ERC20 version of Aeternity (AEToken)
                 'AE': 'AET',
@@ -3218,7 +3309,7 @@ class okx extends okx$1 {
                 request['newPx'] = this.priceToPrecision(symbol, price);
             }
         }
-        params = this.omit(params, ['clOrdId', 'clientOrderId', 'takeProfitPrice', 'stopLossPrice', 'stopLoss', 'takeProfit']);
+        params = this.omit(params, ['clOrdId', 'clientOrderId', 'takeProfitPrice', 'stopLossPrice', 'stopLoss', 'takeProfit', 'postOnly']);
         return this.extend(request, params);
     }
     /**

package/dist/cjs/src/phemex.js

@@ -510,7 +510,7 @@ class phemex extends phemex$1 {
     parseSwapMarket(market) {
         //
         //     {
-        //         "symbol":"BTCUSD",
+        //         "symbol":"BTCUSD", //
         //         "code":"1",
         //         "type":"Perpetual",
         //         "displaySymbol":"BTC / USD",
@@ -518,7 +518,7 @@ class phemex extends phemex$1 {
         //         "markSymbol":".MBTC",
         //         "fundingRateSymbol":".BTCFR",
         //         "fundingRate8hSymbol":".BTCFR8H",
-        //         "contractUnderlyingAssets":"USD",
+        //         "contractUnderlyingAssets":"USD", // or eg. `1000 SHIB`
         //         "settleCurrency":"BTC",
         //         "quoteCurrency":"USD",
         //         "contractSize":"1 USD",
@@ -561,7 +561,8 @@ class phemex extends phemex$1 {
         const baseId = this.safeString2(market, 'baseCurrency', 'contractUnderlyingAssets');
         const quoteId = this.safeString(market, 'quoteCurrency');
         const settleId = this.safeString(market, 'settleCurrency');
-        const base = this.safeCurrencyCode(baseId);
+        let base = this.safeCurrencyCode(baseId);
+        base = base.replace(' ', ''); // replace space for junction codes, eg. `1000 SHIB`
         const quote = this.safeCurrencyCode(quoteId);
         const settle = this.safeCurrencyCode(settleId);
         let inverse = false;
@@ -2641,7 +2642,7 @@ class phemex extends phemex$1 {
                 if (stopLossDefined) {
                     const stopLossTriggerPrice = this.safeValue2(stopLoss, 'triggerPrice', 'stopPrice');
                     if (stopLossTriggerPrice === undefined) {
-                        throw new errors.InvalidOrder(this.id + ' createOrder() requires a trigger price in params["stopLoss"]["triggerPrice"], or params["stopLoss"]["stopPrice"] for a stop loss order');
+                        throw new errors.InvalidOrder(this.id + ' createOrder() requires a trigger price in params["stopLoss"]["triggerPrice"] for a stop loss order');
                     }
                     if (market['settle'] === 'USDT') {
                         request['stopLossRp'] = this.priceToPrecision(symbol, stopLossTriggerPrice);
@@ -2661,7 +2662,7 @@ class phemex extends phemex$1 {
                 if (takeProfitDefined) {
                     const takeProfitTriggerPrice = this.safeValue2(takeProfit, 'triggerPrice', 'stopPrice');
                     if (takeProfitTriggerPrice === undefined) {
-                        throw new errors.InvalidOrder(this.id + ' createOrder() requires a trigger price in params["takeProfit"]["triggerPrice"], or params["takeProfit"]["stopPrice"] for a take profit order');
+                        throw new errors.InvalidOrder(this.id + ' createOrder() requires a trigger price in params["takeProfit"]["triggerPrice"] for a take profit order');
                     }
                     if (market['settle'] === 'USDT') {
                         request['takeProfitRp'] = this.priceToPrecision(symbol, takeProfitTriggerPrice);
@@ -2851,7 +2852,7 @@ class phemex extends phemex$1 {
                 request['baseQtyEV'] = this.toEv(amount, market);
             }
         }
-        const stopPrice = this.safeString2(params, 'stopPx', 'stopPrice');
+        const stopPrice = this.safeStringN(params, ['triggerPrice', 'stopPx', 'stopPrice']);
         if (stopPrice !== undefined) {
             if (isUSDTSettled) {
                 request['stopPxRp'] = this.priceToPrecision(symbol, stopPrice);
@@ -2860,7 +2861,7 @@ class phemex extends phemex$1 {
                 request['stopPxEp'] = this.toEp(stopPrice, market);
             }
         }
-        params = this.omit(params, ['stopPx', 'stopPrice']);
+        params = this.omit(params, ['triggerPrice', 'stopPx', 'stopPrice']);
         let response = undefined;
         if (isUSDTSettled) {
             const posSide = this.safeString(params, 'posSide');
@@ -4204,6 +4205,7 @@ class phemex extends phemex$1 {
      * @method
      * @name phemex#setMarginMode
      * @description set margin mode to 'cross' or 'isolated'
+     * @see https://phemex-docs.github.io/#set-leverage
      * @param {string} marginMode 'cross' or 'isolated'
      * @param {string} symbol unified market symbol
      * @param {object} [params] extra parameters specific to the exchange API endpoint
@@ -4494,6 +4496,8 @@ class phemex extends phemex$1 {
      * @method
      * @name phemex#transfer
      * @description transfer currency internally between wallets on the same account
+     * @see https://phemex-docs.github.io/#transfer-between-spot-and-futures
+     * @see https://phemex-docs.github.io/#universal-transfer-main-account-only-transfer-between-sub-to-main-main-to-sub-or-sub-to-sub
      * @param {string} code unified currency code
      * @param {float} amount amount to transfer
      * @param {string} fromAccount account to transfer from
@@ -4581,6 +4585,7 @@ class phemex extends phemex$1 {
      * @method
      * @name phemex#fetchTransfers
      * @description fetch a history of internal transfers made on an account
+     * @see https://phemex-docs.github.io/#query-transfer-history
      * @param {string} code unified currency code of the currency transferred
      * @param {int} [since] the earliest time in ms to fetch transfers for
      * @param {int} [limit] the maximum number of  transfers structures to retrieve

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

@@ -2252,6 +2252,7 @@ class okx extends okx$1 {
         //
         //     { event: 'error', msg: "Illegal request: {"op":"subscribe","args":["spot/ticker:BTC-USDT"]}", code: "60012" }
         //     { event: 'error", msg: "channel:ticker,instId:BTC-USDT doesn"t exist", code: "60018" }
+        //     {"event":"error","msg":"Illegal request: {\\"id\\":\\"17321173472466905\\",\\"op\\":\\"amend-order\\",\\"args\\":[{\\"instId\\":\\"ETH-USDC\\",\\"ordId\\":\\"2000345622407479296\\",\\"newSz\\":\\"0.050857\\",\\"newPx\\":\\"2949.4\\",\\"postOnly\\":true}],\\"postOnly\\":true}","code":"60012","connId":"0808af6c"}
         //
         let errorCode = this.safeString(message, 'code');
         try {
@@ -2284,7 +2285,16 @@ class okx extends okx$1 {
         catch (e) {
             // if the message contains an id, it means it is a response to a request
             // so we only reject that promise, instead of deleting all futures, destroying the authentication future
-            const id = this.safeString(message, 'id');
+            let id = this.safeString(message, 'id');
+            if (id === undefined) {
+                // try to parse it from the stringified json inside msg
+                const msg = this.safeString(message, 'msg');
+                if (msg !== undefined && msg.startsWith('Illegal request: {')) {
+                    const stringifiedJson = msg.replace('Illegal request: ', '');
+                    const parsedJson = this.parseJson(stringifiedJson);
+                    id = this.safeString(parsedJson, 'id');
+                }
+            }
             if (id !== undefined) {
                 client.reject(e, id);
                 return false;

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 { Int, int, Str, Strings, Num, Bool, IndexType, OrderSide, OrderType, MarketType, SubType, Dict, NullableDict, List, NullableList, Fee, OHLCV, OHLCVC, implicitReturnType, Market, Currency, Dictionary, MinMax, FeeInterface, TradingFeeInterface, MarketInterface, Trade, Order, OrderBook, Ticker, Transaction, Tickers, CurrencyInterface, Balance, BalanceAccount, Account, PartialBalances, Balances, DepositAddress, WithdrawalResponse, DepositAddressResponse, FundingRate, FundingRates, Position, BorrowInterest, LeverageTier, LedgerEntry, DepositWithdrawFeeNetwork, DepositWithdrawFee, TransferEntry, CrossBorrowRate, IsolatedBorrowRate, FundingRateHistory, OpenInterest, Liquidation, OrderRequest, CancellationRequest, FundingHistory, MarketMarginModes, MarginMode, Greeks, Conversion, Option, LastPrice, Leverage, MarginModification, Leverages, LastPrices, Currencies, TradingFees, MarginModes, OptionChain, IsolatedBorrowRates, CrossBorrowRates, LeverageTiers, LongShortRatio } from './src/base/types.js';
 import { BaseError, ExchangeError, AuthenticationError, PermissionDenied, AccountNotEnabled, AccountSuspended, ArgumentsRequired, BadRequest, BadSymbol, OperationRejected, NoChange, MarginModeAlreadySet, MarketClosed, ManualInteractionNeeded, InsufficientFunds, InvalidAddress, AddressPending, InvalidOrder, OrderNotFound, OrderNotCached, OrderImmediatelyFillable, OrderNotFillable, DuplicateOrderId, ContractUnavailable, NotSupported, InvalidProxySettings, ExchangeClosedByUser, OperationFailed, NetworkError, DDoSProtection, RateLimitExceeded, ExchangeNotAvailable, OnMaintenance, InvalidNonce, ChecksumError, RequestTimeout, BadResponse, NullResponse, CancelPending, UnsubscribeError } from './src/base/errors.js';
-declare const version = "4.4.31";
+declare const version = "4.4.32";
 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, MarketClosed, ManualInteractionNeeded, InsufficientFunds, InvalidAddress, AddressPending, InvalidOrder, OrderNotFound, OrderNotCached, OrderImmediatelyFillable, OrderNotFillable, DuplicateOrderId, ContractUnavailable, NotSupported, InvalidProxySettings, ExchangeClosedByUser, OperationFailed, NetworkError, DDoSProtection, RateLimitExceeded, ExchangeNotAvailable, OnMaintenance, InvalidNonce, ChecksumError, RequestTimeout, BadResponse, NullResponse, CancelPending, UnsubscribeError } from './src/base/errors.js';
 //-----------------------------------------------------------------------------
 // this is updated by vss.js when building
-const version = '4.4.32';
+const version = '4.4.33';
 Exchange.ccxtVersion = version;
 //-----------------------------------------------------------------------------
 import ace from './src/ace.js';

package/js/src/abstract/coinbaseexchange.d.ts

@@ -11,6 +11,7 @@ interface Exchange {
     publicGetProductsIdTrades(params?: {}): Promise<implicitReturnType>;
     publicGetTime(params?: {}): Promise<implicitReturnType>;
     publicGetProductsSparkLines(params?: {}): Promise<implicitReturnType>;
+    publicGetProductsVolumeSummary(params?: {}): Promise<implicitReturnType>;
     privateGetAddressBook(params?: {}): Promise<implicitReturnType>;
     privateGetAccounts(params?: {}): Promise<implicitReturnType>;
     privateGetAccountsId(params?: {}): Promise<implicitReturnType>;

package/js/src/abstract/kraken.d.ts

@@ -15,6 +15,7 @@ interface Exchange {
     privatePostAddOrder(params?: {}): Promise<implicitReturnType>;
     privatePostAddOrderBatch(params?: {}): Promise<implicitReturnType>;
     privatePostAddExport(params?: {}): Promise<implicitReturnType>;
+    privatePostAmendOrder(params?: {}): Promise<implicitReturnType>;
     privatePostBalance(params?: {}): Promise<implicitReturnType>;
     privatePostCancelAll(params?: {}): Promise<implicitReturnType>;
     privatePostCancelAllOrdersAfter(params?: {}): Promise<implicitReturnType>;

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

@@ -127,6 +127,7 @@ export default class Exchange {
     id: string;
     markets: Dictionary<any>;
     has: Dictionary<boolean | 'emulated'>;
+    features: Dictionary<Dictionary<any>>;
     status: {
         status: Str;
         updated: Num;
@@ -815,6 +816,8 @@ export default class Exchange {
     isRoundNumber(value: number): boolean;
     safeIntegerOmitZero(obj: object, key: IndexType, defaultValue?: Int): Int;
     afterConstruct(): void;
+    featuresGenerator(): void;
+    featuresMapper(initialFeatures: any, marketType: Str, subType?: Str): any;
     orderbookChecksumMessage(symbol: Str): string;
     createNetworksByIdObject(): void;
     getDefaultOptions(): {

package/js/src/base/Exchange.js

@@ -91,6 +91,7 @@ export default class Exchange {
         this.last_request_path = undefined;
         this.id = 'Exchange';
         this.markets = undefined;
+        this.features = undefined;
         this.status = undefined;
         this.rateLimit = undefined; // milliseconds
         this.tokenBucket = undefined;
@@ -2299,6 +2300,94 @@ export default class Exchange {
     }
     afterConstruct() {
         this.createNetworksByIdObject();
+        this.featuresGenerator();
+    }
+    featuresGenerator() {
+        //
+        // the exchange-specific features can be something like this, where we support 'string' aliases too:
+        //
+        //     {
+        //         'myItem' : {
+        //             'createOrder' : {...},
+        //             'fetchOrders' : {...},
+        //         },
+        //         'swap': {
+        //             'linear': 'myItem',
+        //             'inverse': 'myItem',
+        //         },
+        //         'future': {
+        //             'linear': 'myItem',
+        //             'inverse': 'myItem',
+        //         }
+        //     }
+        //
+        //
+        //
+        // this method would regenerate the blank features tree, eg:
+        //
+        //     {
+        //         "spot": {
+        //             "createOrder": undefined,
+        //             "fetchBalance": undefined,
+        //             ...
+        //         },
+        //         "swap": {
+        //             ...
+        //         }
+        //     }
+        //
+        if (this.features === undefined) {
+            return;
+        }
+        // reconstruct
+        const initialFeatures = this.features;
+        this.features = {};
+        const unifiedMarketTypes = ['spot', 'swap', 'future', 'option'];
+        const subTypes = ['linear', 'inverse'];
+        // atm only support basic methods to avoid to be able to maintain, eg: 'createOrder', 'fetchOrder', 'fetchOrders', 'fetchMyTrades'
+        for (let i = 0; i < unifiedMarketTypes.length; i++) {
+            const marketType = unifiedMarketTypes[i];
+            // if marketType is not filled for this exchange, don't add that in `features`
+            if (!(marketType in initialFeatures)) {
+                this.features[marketType] = undefined;
+            }
+            else {
+                if (marketType === 'spot') {
+                    this.features[marketType] = this.featuresMapper(initialFeatures, marketType, undefined);
+                }
+                else {
+                    this.features[marketType] = {};
+                    for (let j = 0; j < subTypes.length; j++) {
+                        const subType = subTypes[j];
+                        this.features[marketType][subType] = this.featuresMapper(initialFeatures, marketType, subType);
+                    }
+                }
+            }
+        }
+    }
+    featuresMapper(initialFeatures, marketType, subType = undefined) {
+        let featuresObj = (subType !== undefined) ? initialFeatures[marketType][subType] : initialFeatures[marketType];
+        const extendsStr = this.safeString(featuresObj, 'extends');
+        if (extendsStr !== undefined) {
+            featuresObj = this.omit(featuresObj, 'extends');
+            const extendObj = initialFeatures[extendsStr];
+            featuresObj = this.extend(extendObj, featuresObj); // Warning, do not use deepExtend here, because we override only one level
+        }
+        //
+        // corrections
+        //
+        if ('createOrder' in featuresObj) {
+            const value = this.safeDict(featuresObj['createOrder'], 'attachedStopLossTakeProfit');
+            if (value !== undefined) {
+                featuresObj['createOrder']['stopLoss'] = value;
+                featuresObj['createOrder']['takeProfit'] = value;
+            }
+            // omit 'hedged' from spot
+            if (marketType === 'spot') {
+                featuresObj['createOrder']['hedged'] = undefined;
+            }
+        }
+        return featuresObj;
     }
     orderbookChecksumMessage(symbol) {
         return symbol + ' : ' + 'orderbook data checksum validation failed. You can reconnect by calling watchOrderBook again or you can mute the error by setting exchange.options["watchOrderBook"]["checksum"] = false';

package/js/src/binance.js

@@ -1558,6 +1558,157 @@ export default class binance extends Exchange {
                     'BUSD': 'USD',
                 },
             },
+            'features': {
+                // https://developers.binance.com/docs/binance-spot-api-docs/rest-api#:~:text=quoteOrderQty
+                'spot': {
+                    'sandbox': true,
+                    'createOrder': {
+                        'triggerPrice': true,
+                        'triggerPriceType': undefined,
+                        'triggerDirection': false,
+                        'stopLossPrice': true,
+                        'takeProfitPrice': true,
+                        'attachedStopLossTakeProfit': undefined,
+                        'marginMode': true,
+                        'timeInForce': {
+                            'GTC': true,
+                            'IOC': true,
+                            'FOK': true,
+                            'PO': true,
+                            'GTD': false,
+                        },
+                        'hedged': true,
+                        // exchange-supported features
+                        'selfTradePrevention': true,
+                        'trailing': true,
+                        'twap': false,
+                        'iceberg': true,
+                        'oco': false,
+                    },
+                    'createOrders': undefined,
+                    'fetchMyTrades': {
+                        'limit': 1000,
+                        'daysBack': undefined,
+                        'untilDays': 1, // days between start-end
+                    },
+                    'fetchOrder': {
+                        'marginMode': true,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOpenOrders': {
+                        'limit': undefined,
+                        'marginMode': true,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOrders': {
+                        'limit': 1000,
+                        'daysBack': undefined,
+                        'untilDays': 10000,
+                        'marginMode': true,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchClosedOrders': {
+                        'limit': 1000,
+                        'daysBackClosed': undefined,
+                        'daysBackCanceled': undefined,
+                        'untilDays': 10000,
+                        'marginMode': true,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOHLCV': {
+                        'limit': 1000,
+                    },
+                },
+                'default': {
+                    'sandbox': true,
+                    'createOrder': {
+                        'triggerPrice': true,
+                        'triggerPriceType': {
+                            'mark': true,
+                            'last': true,
+                            'index': false,
+                        },
+                        'stopLossPrice': true,
+                        'takeProfitPrice': true,
+                        'attachedStopLossTakeProfit': undefined,
+                        'marginMode': false,
+                        'timeInForce': {
+                            'GTC': true,
+                            'IOC': true,
+                            'FOK': true,
+                            'PO': true,
+                            'GTD': true,
+                            // 'GTX': true,
+                        },
+                        'hedged': true,
+                        // exchange-supported features
+                        'selfTradePrevention': true,
+                        'trailing': true,
+                        'twap': false,
+                        'iceberg': false,
+                        'oco': false,
+                    },
+                    'createOrders': {
+                        'max': 5,
+                    },
+                    'fetchMyTrades': {
+                        'daysBack': undefined,
+                        'limit': 1000,
+                        'untilDays': 7,
+                    },
+                    'fetchOrder': {
+                        'marginMode': false,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOpenOrders': {
+                        'limit': 500,
+                        'marginMode': true,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOrders': {
+                        'limit': 1000,
+                        'daysBack': 90,
+                        'untilDays': 7,
+                        'marginMode': true,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchClosedOrders': {
+                        'limit': 1000,
+                        'daysBackClosed': 90,
+                        'daysBackCanceled': 3,
+                        'untilDays': 7,
+                        'marginMode': true,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOHLCV': {
+                        'limit': 1500,
+                    },
+                },
+                'swap': {
+                    'linear': {
+                        'extends': 'default',
+                    },
+                    'inverse': {
+                        'extends': 'default',
+                    },
+                },
+                'future': {
+                    'linear': {
+                        'extends': 'default',
+                    },
+                    'inverse': {
+                        'extends': 'default',
+                    },
+                },
+            },
             'exceptions': {
                 'spot': {
                     'exact': {
@@ -1953,6 +2104,8 @@ export default class binance extends Exchange {
                         '-4088': PermissionDenied,
                         '-4114': BadRequest,
                         '-4115': BadRequest,
+                        '-4116': InvalidOrder,
+                        '-4117': OperationRejected,
                         '-4118': OperationRejected,
                         '-4131': OperationRejected,
                         '-4140': BadRequest,