ccxt 4.4.46 → 4.4.48

package/js/src/base/Exchange.js

@@ -79,7 +79,7 @@ export default class Exchange {
         this.requiresWeb3 = false;
         this.requiresEddsa = false;
         this.precision = undefined;
-        this.enableLastJsonResponse = true;
+        this.enableLastJsonResponse = false;
         this.enableLastHttpResponse = true;
         this.enableLastResponseHeaders = true;
         this.last_http_response = undefined;
@@ -5717,21 +5717,14 @@ export default class Exchange {
     parseFundingRate(contract, market = undefined) {
         throw new NotSupported(this.id + ' parseFundingRate() is not supported yet');
     }
-    parseFundingRates(response, market = undefined) {
-        const result = {};
+    parseFundingRates(response, symbols = undefined) {
+        const fundingRates = {};
         for (let i = 0; i < response.length; i++) {
-            const parsed = this.parseFundingRate(response[i], market);
-            result[parsed['symbol']] = parsed;
-        }
-        return result;
-    }
-    parseOpenInterests(response, market = undefined) {
-        const result = {};
-        for (let i = 0; i < response.length; i++) {
-            const parsed = this.parseOpenInterest(response[i], market);
-            result[parsed['symbol']] = parsed;
+            const entry = response[i];
+            const parsed = this.parseFundingRate(entry);
+            fundingRates[parsed['symbol']] = parsed;
         }
-        return result;
+        return this.filterByArray(fundingRates, 'symbol', symbols);
     }
     parseLongShortRatio(info, market = undefined) {
         throw new NotSupported(this.id + ' parseLongShortRatio() is not supported yet');
@@ -5842,6 +5835,15 @@ export default class Exchange {
     parseOpenInterest(interest, market = undefined) {
         throw new NotSupported(this.id + ' parseOpenInterest () is not supported yet');
     }
+    parseOpenInterests(response, symbols = undefined) {
+        const result = {};
+        for (let i = 0; i < response.length; i++) {
+            const entry = response[i];
+            const parsed = this.parseOpenInterest(entry);
+            result[parsed['symbol']] = parsed;
+        }
+        return this.filterByArray(result, 'symbol', symbols);
+    }
     parseOpenInterestsHistory(response, market = undefined, since = undefined, limit = undefined) {
         const interests = [];
         for (let i = 0; i < response.length; i++) {

package/js/src/bigone.d.ts

@@ -90,6 +90,7 @@ export default class bigone extends Exchange {
      * @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
+     * @param {int} [params.until] timestamp in ms of the earliest candle to fetch
      * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
      */
     fetchOHLCV(symbol: string, timeframe?: string, since?: Int, limit?: Int, params?: {}): Promise<OHLCV[]>;

package/js/src/bigone.js

@@ -299,6 +299,105 @@ export default class bigone extends Exchange {
                     // undetermined: XinFin, YAS, Ycash
                 },
             },
+            'features': {
+                'default': {
+                    'sandbox': false,
+                    'createOrder': {
+                        'marginMode': false,
+                        'triggerPrice': true,
+                        'triggerPriceType': undefined,
+                        'triggerDirection': true,
+                        'stopLossPrice': false,
+                        'takeProfitPrice': false,
+                        'attachedStopLossTakeProfit': undefined,
+                        'timeInForce': {
+                            'IOC': true,
+                            'FOK': false,
+                            'PO': true,
+                            'GTD': false,
+                        },
+                        'hedged': false,
+                        'trailing': false,
+                        'leverage': false,
+                        'marketBuyRequiresPrice': true,
+                        'marketBuyByCost': true,
+                        'selfTradePrevention': false,
+                        'iceberg': false,
+                    },
+                    'createOrders': undefined,
+                    'fetchMyTrades': {
+                        'marginMode': false,
+                        'limit': 200,
+                        'daysBack': undefined,
+                        'untilDays': undefined,
+                    },
+                    'fetchOrder': {
+                        'marginMode': false,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOpenOrders': {
+                        'marginMode': false,
+                        'limit': 200,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOrders': {
+                        'marginMode': false,
+                        'limit': 200,
+                        'daysBack': undefined,
+                        'untilDays': undefined,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchClosedOrders': {
+                        'marginMode': false,
+                        'limit': 200,
+                        'daysBack': undefined,
+                        'daysBackCanceled': undefined,
+                        'untilDays': undefined,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOHLCV': {
+                        'limit': 500,
+                    },
+                },
+                'spot': {
+                    'extends': 'default',
+                },
+                'forDerivatives': {
+                    'extends': 'default',
+                    'createOrder': {
+                        // todo: implement
+                        'triggerPriceType': {
+                            'mark': true,
+                            'index': true,
+                            'last': true,
+                        },
+                    },
+                    'fetchOrders': {
+                        'daysBack': 100000,
+                        'untilDays': 100000,
+                    },
+                    'fetchClosedOrders': {
+                        'daysBack': 100000,
+                        'untilDays': 100000,
+                    },
+                },
+                'swap': {
+                    'linear': {
+                        'extends': 'forDerivatives',
+                    },
+                    'inverse': {
+                        'extends': 'forDerivatives',
+                    },
+                },
+                'future': {
+                    'linear': undefined,
+                    'inverse': undefined,
+                },
+            },
             'precisionMode': TICK_SIZE,
             'exceptions': {
                 'exact': {
@@ -1205,6 +1304,7 @@ export default class bigone extends Exchange {
      * @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
+     * @param {int} [params.until] timestamp in ms of the earliest candle to fetch
      * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
      */
     async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
@@ -1213,20 +1313,32 @@ export default class bigone extends Exchange {
         if (market['contract']) {
             throw new BadRequest(this.id + ' fetchOHLCV () can only fetch ohlcvs for spot markets');
         }
+        const until = this.safeInteger(params, 'until');
+        const untilIsDefined = (until !== undefined);
+        const sinceIsDefined = (since !== undefined);
         if (limit === undefined) {
-            limit = 100; // default 100, max 500
+            limit = (sinceIsDefined && untilIsDefined) ? 500 : 100; // default 100, max 500, if since and limit defined then fetch all the candles between them unless it exceeds the max of 500
         }
         const request = {
             'asset_pair_name': market['id'],
             'period': this.safeString(this.timeframes, timeframe, timeframe),
             'limit': limit,
         };
-        if (since !== undefined) {
+        if (sinceIsDefined) {
             // const start = this.parseToInt (since / 1000);
             const duration = this.parseTimeframe(timeframe);
-            const end = this.sum(since, limit * duration * 1000);
-            request['time'] = this.iso8601(end);
+            const endByLimit = this.sum(since, limit * duration * 1000);
+            if (untilIsDefined) {
+                request['time'] = this.iso8601(Math.min(endByLimit, until + 1));
+            }
+            else {
+                request['time'] = this.iso8601(endByLimit);
+            }
+        }
+        else if (untilIsDefined) {
+            request['time'] = this.iso8601(until + 1);
         }
+        params = this.omit(params, 'until');
         const response = await this.publicGetAssetPairsAssetPairNameCandles(this.extend(request, params));
         //
         //     {

package/js/src/binance.d.ts

@@ -872,6 +872,13 @@ export default class binance extends Exchange {
      * @returns {object[]} a list of [funding rate structures]{@link https://docs.ccxt.com/#/?id=funding-rate-history-structure}
      */
     fetchFundingRateHistory(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<FundingRateHistory[]>;
+    parseFundingRateHistory(contract: any, market?: Market): {
+        info: any;
+        symbol: string;
+        fundingRate: number;
+        timestamp: number;
+        datetime: string;
+    };
     /**
      * @method
      * @name binance#fetchFundingRates

package/js/src/binance.js

@@ -1128,6 +1128,7 @@ export default class binance extends Exchange {
                         'um/symbolConfig': 1,
                         'cm/accountConfig': 1,
                         'cm/symbolConfig': 1,
+                        'rateLimit/order': 1,
                     },
                     'post': {
                         'um/order': 1,
@@ -9872,20 +9873,24 @@ export default class binance extends Exchange {
         //         "fundingTime": "1621267200000",
         //     }
         //
-        const rates = [];
-        for (let i = 0; i < response.length; i++) {
-            const entry = response[i];
-            const timestamp = this.safeInteger(entry, 'fundingTime');
-            rates.push({
-                'info': entry,
-                'symbol': this.safeSymbol(this.safeString(entry, 'symbol'), undefined, undefined, 'swap'),
-                'fundingRate': this.safeNumber(entry, 'fundingRate'),
-                'timestamp': timestamp,
-                'datetime': this.iso8601(timestamp),
-            });
-        }
-        const sorted = this.sortBy(rates, 'timestamp');
-        return this.filterBySymbolSinceLimit(sorted, symbol, since, limit);
+        return this.parseFundingRateHistories(response, market, since, limit);
+    }
+    parseFundingRateHistory(contract, market = undefined) {
+        //
+        //     {
+        //         "symbol": "BTCUSDT",
+        //         "fundingRate": "0.00063521",
+        //         "fundingTime": "1621267200000",
+        //     }
+        //
+        const timestamp = this.safeInteger(contract, 'fundingTime');
+        return {
+            'info': contract,
+            'symbol': this.safeSymbol(this.safeString(contract, 'symbol'), undefined, undefined, 'swap'),
+            'fundingRate': this.safeNumber(contract, 'fundingRate'),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+        };
     }
     /**
      * @method
@@ -9916,8 +9921,7 @@ export default class binance extends Exchange {
         else {
             throw new NotSupported(this.id + ' fetchFundingRates() supports linear and inverse contracts only');
         }
-        const result = this.parseFundingRates(response);
-        return this.filterByArray(result, 'symbol', symbols);
+        return this.parseFundingRates(response, symbols);
     }
     parseFundingRate(contract, market = undefined) {
         // ensure it matches with https://www.binance.com/en/futures/funding-history/0
@@ -14195,8 +14199,7 @@ export default class binance extends Exchange {
         //         },
         //     ]
         //
-        const result = this.parseFundingRates(response, market);
-        return this.filterByArray(result, 'symbol', symbols);
+        return this.parseFundingRates(response, symbols);
     }
     /**
      * @method

package/js/src/binanceus.js

@@ -208,6 +208,16 @@ export default class binanceus extends binance {
                     },
                 },
             },
+            'features': {
+                'swap': {
+                    'linear': undefined,
+                    'inverse': undefined,
+                },
+                'future': {
+                    'linear': undefined,
+                    'inverse': undefined,
+                },
+            },
         });
     }
 }

package/js/src/bingx.js

@@ -1570,8 +1570,7 @@ export default class bingx extends Exchange {
         symbols = this.marketSymbols(symbols, 'swap', true);
         const response = await this.swapV2PublicGetQuotePremiumIndex(this.extend(params));
         const data = this.safeList(response, 'data', []);
-        const result = this.parseFundingRates(data);
-        return this.filterByArray(result, 'symbol', symbols);
+        return this.parseFundingRates(data, symbols);
     }
     parseFundingRate(contract, market = undefined) {
         //

package/js/src/bit2c.js

@@ -173,6 +173,62 @@ export default class bit2c extends Exchange {
             'options': {
                 'fetchTradesMethod': 'public_get_exchanges_pair_trades',
             },
+            'features': {
+                'spot': {
+                    'sandbox': false,
+                    'createOrder': {
+                        'marginMode': false,
+                        'triggerPrice': false,
+                        'triggerPriceType': undefined,
+                        'triggerDirection': false,
+                        'stopLossPrice': false,
+                        'takeProfitPrice': false,
+                        'attachedStopLossTakeProfit': undefined,
+                        'timeInForce': {
+                            'IOC': false,
+                            'FOK': false,
+                            'PO': false,
+                            'GTD': false,
+                        },
+                        'hedged': false,
+                        'trailing': false,
+                        'leverage': false,
+                        'marketBuyRequiresPrice': false,
+                        'marketBuyByCost': false,
+                        'selfTradePrevention': false,
+                        'iceberg': false,
+                    },
+                    'createOrders': undefined,
+                    'fetchMyTrades': {
+                        'marginMode': false,
+                        'limit': 100,
+                        'daysBack': 30,
+                        'untilDays': 30,
+                    },
+                    'fetchOrder': {
+                        'marginMode': false,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOpenOrders': {
+                        'marginMode': false,
+                        'limit': undefined,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOrders': undefined,
+                    'fetchClosedOrders': undefined,
+                    'fetchOHLCV': undefined,
+                },
+                'swap': {
+                    'linear': undefined,
+                    'inverse': undefined,
+                },
+                'future': {
+                    'linear': undefined,
+                    'inverse': undefined,
+                },
+            },
             'precisionMode': TICK_SIZE,
             'exceptions': {
                 'exact': {

package/js/src/bitbank.js

@@ -149,6 +149,64 @@ export default class bitbank extends Exchange {
                     ],
                 },
             },
+            'features': {
+                'spot': {
+                    'sandbox': false,
+                    'createOrder': {
+                        'marginMode': false,
+                        'triggerPrice': true,
+                        'triggerPriceType': undefined,
+                        'triggerDirection': false,
+                        'stopLossPrice': false,
+                        'takeProfitPrice': false,
+                        'attachedStopLossTakeProfit': undefined,
+                        'timeInForce': {
+                            'IOC': false,
+                            'FOK': false,
+                            'PO': true,
+                            'GTD': false,
+                        },
+                        'hedged': false,
+                        'trailing': false,
+                        'leverage': false,
+                        'marketBuyRequiresPrice': false,
+                        'marketBuyByCost': false,
+                        'selfTradePrevention': false,
+                        'iceberg': false,
+                    },
+                    'createOrders': undefined,
+                    'fetchMyTrades': {
+                        'marginMode': false,
+                        'limit': 1000,
+                        'daysBack': undefined,
+                        'untilDays': undefined,
+                    },
+                    'fetchOrder': {
+                        'marginMode': false,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOpenOrders': {
+                        'marginMode': false,
+                        'limit': 1000,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOrders': undefined,
+                    'fetchClosedOrders': undefined,
+                    'fetchOHLCV': {
+                        'limit': 1000,
+                    },
+                },
+                'swap': {
+                    'linear': undefined,
+                    'inverse': undefined,
+                },
+                'future': {
+                    'linear': undefined,
+                    'inverse': undefined,
+                },
+            },
             'precisionMode': TICK_SIZE,
             'exceptions': {
                 'exact': {

package/js/src/bitbns.js

@@ -147,6 +147,66 @@ export default class bitbns extends Exchange {
                 },
             },
             'precisionMode': TICK_SIZE,
+            'features': {
+                'spot': {
+                    'sandbox': false,
+                    'createOrder': {
+                        'marginMode': false,
+                        'triggerPrice': true,
+                        'triggerPriceType': undefined,
+                        'triggerDirection': false,
+                        'stopLossPrice': false,
+                        'takeProfitPrice': false,
+                        'attachedStopLossTakeProfit': undefined,
+                        'timeInForce': {
+                            'IOC': false,
+                            'FOK': false,
+                            'PO': false,
+                            'GTD': false,
+                        },
+                        'hedged': false,
+                        'trailing': false,
+                        'leverage': false,
+                        'marketBuyRequiresPrice': false,
+                        'marketBuyByCost': false,
+                        'selfTradePrevention': false,
+                        'iceberg': false,
+                    },
+                    'createOrders': undefined,
+                    'fetchMyTrades': {
+                        'marginMode': false,
+                        'limit': undefined,
+                        'daysBack': undefined,
+                        'untilDays': undefined,
+                    },
+                    'fetchOrder': {
+                        'marginMode': false,
+                        'trigger': false,
+                        'trailing': false,
+                    },
+                    'fetchOpenOrders': {
+                        'marginMode': false,
+                        'limit': undefined,
+                        'trigger': true,
+                        'trailing': false,
+                    },
+                    'fetchOrders': undefined,
+                    'fetchClosedOrders': undefined,
+                    // todo: implement fetchOHLCV
+                    'fetchOHLCV': {
+                        'limit': 100,
+                    },
+                },
+                // todo: implement swap methods
+                'swap': {
+                    'linear': undefined,
+                    'inverse': undefined,
+                },
+                'future': {
+                    'linear': undefined,
+                    'inverse': undefined,
+                },
+            },
             'exceptions': {
                 'exact': {
                     '400': BadRequest,

package/js/src/bitfinex.js

@@ -3139,7 +3139,7 @@ export default class bitfinex extends Exchange {
         //       ]
         //   ]
         //
-        return this.parseFundingRates(response);
+        return this.parseFundingRates(response, symbols);
     }
     /**
      * @method
@@ -3372,8 +3372,7 @@ export default class bitfinex extends Exchange {
         //         ]
         //     ]
         //
-        const result = this.parseOpenInterests(response);
-        return this.filterByArray(result, 'symbol', symbols);
+        return this.parseOpenInterests(response, symbols);
     }
     /**
      * @method

package/js/src/bitfinex1.d.ts

@@ -216,7 +216,7 @@ export default class bitfinex1 extends Exchange {
     parseOHLCV(ohlcv: any, market?: Market): OHLCV;
     /**
      * @method
-     * @name bitfinex#fetchOHLCV
+     * @name bitfinex1#fetchOHLCV
      * @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
      * @see https://docs.bitfinex.com/reference/rest-public-candles#aggregate-funding-currency-candles
      * @param {string} symbol unified symbol of the market to fetch OHLCV data for
@@ -224,6 +224,7 @@ export default class bitfinex1 extends Exchange {
      * @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
+     * @param {int} [params.until] timestamp in ms of the latest candle to fetch
      * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
      */
     fetchOHLCV(symbol: string, timeframe?: string, since?: Int, limit?: Int, params?: {}): Promise<OHLCV[]>;

package/js/src/bitfinex1.js

@@ -1376,7 +1376,7 @@ export default class bitfinex1 extends Exchange {
     }
     /**
      * @method
-     * @name bitfinex#fetchOHLCV
+     * @name bitfinex1#fetchOHLCV
      * @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
      * @see https://docs.bitfinex.com/reference/rest-public-candles#aggregate-funding-currency-candles
      * @param {string} symbol unified symbol of the market to fetch OHLCV data for
@@ -1384,6 +1384,7 @@ export default class bitfinex1 extends Exchange {
      * @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
+     * @param {int} [params.until] timestamp in ms of the latest candle to fetch
      * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
      */
     async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
@@ -1402,9 +1403,18 @@ export default class bitfinex1 extends Exchange {
             'sort': 1,
             'limit': limit,
         };
+        const until = this.safeInteger(params, 'until');
         if (since !== undefined) {
             request['start'] = since;
         }
+        else if (until !== undefined) {
+            const duration = this.parseTimeframe(timeframe);
+            request['start'] = until - ((limit - 1) * duration * 1000);
+        }
+        if (until !== undefined) {
+            request['end'] = until;
+        }
+        params = this.omit(params, 'until');
         const response = await this.v2GetCandlesTradeTimeframeSymbolHist(this.extend(request, params));
         //
         //     [