ccxt 4.4.9 → 4.4.10

package/js/src/bitmart.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/bitmart.js';
-import type { Int, OrderSide, Balances, OrderType, OHLCV, Order, Str, Trade, Transaction, Ticker, OrderBook, Tickers, Strings, Currency, Market, TransferEntry, Num, TradingFeeInterface, Currencies, IsolatedBorrowRates, IsolatedBorrowRate, Dict, OrderRequest, int } from './base/types.js';
+import type { Int, OrderSide, Balances, OrderType, OHLCV, Order, Str, Trade, Transaction, Ticker, OrderBook, Tickers, Strings, Currency, Market, TransferEntry, Num, TradingFeeInterface, Currencies, IsolatedBorrowRates, IsolatedBorrowRate, Dict, OrderRequest, int, FundingRate } from './base/types.js';
 /**
  * @class bitmart
  * @augments Exchange
@@ -124,44 +124,8 @@ export default class bitmart extends Exchange {
     fetchOpenInterest(symbol: string, params?: {}): Promise<import("./base/types.js").OpenInterest>;
     parseOpenInterest(interest: any, market?: Market): import("./base/types.js").OpenInterest;
     setLeverage(leverage: Int, symbol?: Str, params?: {}): Promise<any>;
-    fetchFundingRate(symbol: string, params?: {}): Promise<{
-        info: any;
-        symbol: string;
-        markPrice: any;
-        indexPrice: any;
-        interestRate: any;
-        estimatedSettlePrice: any;
-        timestamp: number;
-        datetime: string;
-        fundingRate: number;
-        fundingTimestamp: any;
-        fundingDatetime: any;
-        nextFundingRate: any;
-        nextFundingTimestamp: any;
-        nextFundingDatetime: any;
-        previousFundingRate: number;
-        previousFundingTimestamp: any;
-        previousFundingDatetime: any;
-    }>;
-    parseFundingRate(contract: any, market?: Market): {
-        info: any;
-        symbol: string;
-        markPrice: any;
-        indexPrice: any;
-        interestRate: any;
-        estimatedSettlePrice: any;
-        timestamp: number;
-        datetime: string;
-        fundingRate: number;
-        fundingTimestamp: any;
-        fundingDatetime: any;
-        nextFundingRate: any;
-        nextFundingTimestamp: any;
-        nextFundingDatetime: any;
-        previousFundingRate: number;
-        previousFundingTimestamp: any;
-        previousFundingDatetime: any;
-    };
+    fetchFundingRate(symbol: string, params?: {}): Promise<FundingRate>;
+    parseFundingRate(contract: any, market?: Market): FundingRate;
     fetchPosition(symbol: string, params?: {}): Promise<import("./base/types.js").Position>;
     fetchPositions(symbols?: Strings, params?: {}): Promise<import("./base/types.js").Position[]>;
     parsePosition(position: Dict, market?: Market): import("./base/types.js").Position;

package/js/src/bitmart.js

@@ -4499,6 +4499,7 @@ export default class bitmart extends Exchange {
             'previousFundingRate': this.safeNumber(contract, 'rate_value'),
             'previousFundingTimestamp': undefined,
             'previousFundingDatetime': undefined,
+            'interval': undefined,
         };
     }
     async fetchPosition(symbol, params = {}) {

package/js/src/bitmex.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/bitmex.js';
-import type { Int, OrderSide, OrderType, Trade, OHLCV, Order, Liquidation, OrderBook, Balances, Str, Dict, Transaction, Ticker, Tickers, Market, Strings, Currency, Leverage, Leverages, Num, Currencies, int, LedgerEntry } from './base/types.js';
+import type { Int, OrderSide, OrderType, Trade, OHLCV, Order, Liquidation, OrderBook, Balances, Str, Dict, Transaction, Ticker, Tickers, Market, Strings, Currency, Leverage, Leverages, Num, Currencies, int, LedgerEntry, FundingRate, FundingRates } from './base/types.js';
 /**
  * @class bitmex
  * @augments Exchange
@@ -49,26 +49,8 @@ export default class bitmex extends Exchange {
     fetchPositions(symbols?: Strings, params?: {}): Promise<import("./base/types.js").Position[]>;
     parsePosition(position: Dict, market?: Market): import("./base/types.js").Position;
     withdraw(code: string, amount: number, address: string, tag?: any, params?: {}): Promise<Transaction>;
-    fetchFundingRates(symbols?: Strings, params?: {}): Promise<any>;
-    parseFundingRate(contract: any, market?: Market): {
-        info: any;
-        symbol: string;
-        markPrice: number;
-        indexPrice: any;
-        interestRate: any;
-        estimatedSettlePrice: number;
-        timestamp: number;
-        datetime: string;
-        fundingRate: number;
-        fundingTimestamp: string;
-        fundingDatetime: string;
-        nextFundingRate: number;
-        nextFundingTimestamp: any;
-        nextFundingDatetime: any;
-        previousFundingRate: any;
-        previousFundingTimestamp: any;
-        previousFundingDatetime: any;
-    };
+    fetchFundingRates(symbols?: Strings, params?: {}): Promise<FundingRates>;
+    parseFundingRate(contract: any, market?: Market): FundingRate;
     fetchFundingRateHistory(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<import("./base/types.js").FundingRateHistory[]>;
     parseFundingRateHistory(info: any, market?: Market): {
         info: any;

package/js/src/bitmex.js

@@ -59,7 +59,7 @@ export default class bitmex extends Exchange {
                 'fetchDepositWithdrawFee': 'emulated',
                 'fetchDepositWithdrawFees': true,
                 'fetchFundingHistory': false,
-                'fetchFundingRate': false,
+                'fetchFundingRate': 'emulated',
                 'fetchFundingRateHistory': true,
                 'fetchFundingRates': true,
                 'fetchIndexOHLCV': false,
@@ -2492,7 +2492,7 @@ export default class bitmex extends Exchange {
          * @see https://www.bitmex.com/api/explorer/#!/Instrument/Instrument_getActiveAndIndices
          * @param {string[]|undefined} symbols list of unified market symbols
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} a dictionary of [funding rates structures]{@link https://docs.ccxt.com/#/?id=funding-rates-structure}, indexe by market symbols
+         * @returns {object[]} a list of [funding rate structures]{@link https://docs.ccxt.com/#/?id=funding-rates-structure}, indexed by market symbols
          */
         await this.loadMarkets();
         const response = await this.publicGetInstrumentActiveAndIndices(params);
@@ -2526,7 +2526,7 @@ export default class bitmex extends Exchange {
             'timestamp': this.parse8601(datetime),
             'datetime': datetime,
             'fundingRate': this.safeNumber(contract, 'fundingRate'),
-            'fundingTimestamp': this.iso8601(fundingDatetime),
+            'fundingTimestamp': this.parseToNumeric(this.iso8601(fundingDatetime)),
             'fundingDatetime': fundingDatetime,
             'nextFundingRate': this.safeNumber(contract, 'indicativeFundingRate'),
             'nextFundingTimestamp': undefined,
@@ -2534,6 +2534,7 @@ export default class bitmex extends Exchange {
             'previousFundingRate': undefined,
             'previousFundingTimestamp': undefined,
             'previousFundingDatetime': undefined,
+            'interval': undefined,
         };
     }
     async fetchFundingRateHistory(symbol = undefined, since = undefined, limit = undefined, params = {}) {

package/js/src/blofin.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/blofin.js';
-import type { Int, OrderSide, OrderType, Trade, OHLCV, Order, FundingRateHistory, OrderRequest, Str, Transaction, Ticker, OrderBook, Balances, Tickers, Market, Strings, Currency, Position, TransferEntry, Leverage, Leverages, MarginMode, Num, TradingFeeInterface, Dict, int, LedgerEntry } from './base/types.js';
+import type { Int, OrderSide, OrderType, Trade, OHLCV, Order, FundingRateHistory, OrderRequest, Str, Transaction, Ticker, OrderBook, Balances, Tickers, Market, Strings, Currency, Position, TransferEntry, Leverage, Leverages, MarginMode, Num, TradingFeeInterface, Dict, int, LedgerEntry, FundingRate } from './base/types.js';
 /**
  * @class blofin
  * @augments Exchange
@@ -17,44 +17,8 @@ export default class blofin extends Exchange {
     parseOHLCV(ohlcv: any, market?: Market): OHLCV;
     fetchOHLCV(symbol: string, timeframe?: string, since?: Int, limit?: Int, params?: {}): Promise<OHLCV[]>;
     fetchFundingRateHistory(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<FundingRateHistory[]>;
-    parseFundingRate(contract: any, market?: Market): {
-        info: any;
-        symbol: string;
-        markPrice: any;
-        indexPrice: any;
-        interestRate: number;
-        estimatedSettlePrice: any;
-        timestamp: any;
-        datetime: any;
-        fundingRate: number;
-        fundingTimestamp: number;
-        fundingDatetime: string;
-        nextFundingRate: number;
-        nextFundingTimestamp: number;
-        nextFundingDatetime: string;
-        previousFundingRate: any;
-        previousFundingTimestamp: any;
-        previousFundingDatetime: any;
-    };
-    fetchFundingRate(symbol: string, params?: {}): Promise<{
-        info: any;
-        symbol: string;
-        markPrice: any;
-        indexPrice: any;
-        interestRate: number;
-        estimatedSettlePrice: any;
-        timestamp: any;
-        datetime: any;
-        fundingRate: number;
-        fundingTimestamp: number;
-        fundingDatetime: string;
-        nextFundingRate: number;
-        nextFundingTimestamp: number;
-        nextFundingDatetime: string;
-        previousFundingRate: any;
-        previousFundingTimestamp: any;
-        previousFundingDatetime: any;
-    }>;
+    parseFundingRate(contract: any, market?: Market): FundingRate;
+    fetchFundingRate(symbol: string, params?: {}): Promise<FundingRate>;
     parseBalanceByType(type: any, response: any): Balances;
     parseBalance(response: any): Balances;
     parseFundingBalance(response: any): Balances;

package/js/src/blofin.js

@@ -796,17 +796,10 @@ export default class blofin extends Exchange {
         //        "fundingRate": "0.00027815",
         //        "fundingTime": "1634256000000",
         //        "instId": "BTC-USD-SWAP",
-        //        "instType": "SWAP",
-        //        "nextFundingRate": "0.00017",
-        //        "nextFundingTime": "1634284800000"
         //    }
         //
-        // in the response above nextFundingRate is actually two funding rates from now
-        //
-        const nextFundingRateTimestamp = this.safeInteger(contract, 'nextFundingTime');
         const marketId = this.safeString(contract, 'instId');
         const symbol = this.safeSymbol(marketId, market);
-        const nextFundingRate = this.safeNumber(contract, 'nextFundingRate');
         const fundingTime = this.safeInteger(contract, 'fundingTime');
         // > The current interest is 0.
         return {
@@ -821,12 +814,13 @@ export default class blofin extends Exchange {
             'fundingRate': this.safeNumber(contract, 'fundingRate'),
             'fundingTimestamp': fundingTime,
             'fundingDatetime': this.iso8601(fundingTime),
-            'nextFundingRate': nextFundingRate,
-            'nextFundingTimestamp': nextFundingRateTimestamp,
-            'nextFundingDatetime': this.iso8601(nextFundingRateTimestamp),
+            'nextFundingRate': undefined,
+            'nextFundingTimestamp': undefined,
+            'nextFundingDatetime': undefined,
             'previousFundingRate': undefined,
             'previousFundingTimestamp': undefined,
             'previousFundingDatetime': undefined,
+            'interval': undefined,
         };
     }
     async fetchFundingRate(symbol, params = {}) {
@@ -856,9 +850,6 @@ export default class blofin extends Exchange {
         //                "fundingRate": "0.00027815",
         //                "fundingTime": "1634256000000",
         //                "instId": "BTC-USD-SWAP",
-        //                "instType": "SWAP",
-        //                "nextFundingRate": "0.00017",
-        //                "nextFundingTime": "1634284800000"
         //            }
         //        ],
         //        "msg": ""

package/js/src/bybit.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/bybit.js';
-import type { Int, OrderSide, OrderType, Trade, Order, OHLCV, FundingRateHistory, OpenInterest, OrderRequest, Balances, Str, Transaction, Ticker, OrderBook, Tickers, Greeks, Strings, Market, Currency, MarketInterface, TransferEntry, Liquidation, Leverage, Num, FundingHistory, Option, OptionChain, TradingFeeInterface, Currencies, TradingFees, CancellationRequest, Position, CrossBorrowRate, Dict, LeverageTier, LeverageTiers, int, LedgerEntry, Conversion } from './base/types.js';
+import type { Int, OrderSide, OrderType, Trade, Order, OHLCV, FundingRateHistory, OpenInterest, OrderRequest, Balances, Str, Transaction, Ticker, OrderBook, Tickers, Greeks, Strings, Market, Currency, MarketInterface, TransferEntry, Liquidation, Leverage, Num, FundingHistory, Option, OptionChain, TradingFeeInterface, Currencies, TradingFees, CancellationRequest, Position, CrossBorrowRate, Dict, LeverageTier, LeverageTiers, int, LedgerEntry, Conversion, FundingRate, FundingRates } from './base/types.js';
 /**
  * @class bybit
  * @augments Exchange
@@ -29,26 +29,8 @@ export default class bybit extends Exchange {
     fetchTickers(symbols?: Strings, params?: {}): Promise<Tickers>;
     parseOHLCV(ohlcv: any, market?: Market): OHLCV;
     fetchOHLCV(symbol: string, timeframe?: string, since?: Int, limit?: Int, params?: {}): Promise<OHLCV[]>;
-    parseFundingRate(ticker: any, market?: Market): {
-        info: any;
-        symbol: string;
-        markPrice: number;
-        indexPrice: number;
-        interestRate: any;
-        estimatedSettlePrice: any;
-        timestamp: number;
-        datetime: string;
-        fundingRate: number;
-        fundingTimestamp: number;
-        fundingDatetime: string;
-        nextFundingRate: any;
-        nextFundingTimestamp: any;
-        nextFundingDatetime: any;
-        previousFundingRate: any;
-        previousFundingTimestamp: any;
-        previousFundingDatetime: any;
-    };
-    fetchFundingRates(symbols?: Strings, params?: {}): Promise<any>;
+    parseFundingRate(ticker: any, market?: Market): FundingRate;
+    fetchFundingRates(symbols?: Strings, params?: {}): Promise<FundingRates>;
     fetchFundingRateHistory(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<FundingRateHistory[]>;
     parseTrade(trade: Dict, market?: Market): Trade;
     fetchTrades(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;

package/js/src/bybit.js

@@ -82,7 +82,7 @@ export default class bybit extends Exchange {
                 'fetchDepositWithdrawFee': 'emulated',
                 'fetchDepositWithdrawFees': true,
                 'fetchFundingHistory': true,
-                'fetchFundingRate': true,
+                'fetchFundingRate': 'emulated',
                 'fetchFundingRateHistory': true,
                 'fetchFundingRates': true,
                 'fetchGreeks': true,
@@ -2438,6 +2438,7 @@ export default class bybit extends Exchange {
         return this.parseOHLCVs(ohlcvs, market, timeframe, since, limit);
     }
     parseFundingRate(ticker, market = undefined) {
+        //
         //     {
         //         "symbol": "BTCUSDT",
         //         "bidPrice": "19255",
@@ -2488,6 +2489,7 @@ export default class bybit extends Exchange {
             'previousFundingRate': undefined,
             'previousFundingTimestamp': undefined,
             'previousFundingDatetime': undefined,
+            'interval': undefined,
         };
     }
     async fetchFundingRates(symbols = undefined, params = {}) {
@@ -2498,7 +2500,7 @@ export default class bybit extends Exchange {
          * @see https://bybit-exchange.github.io/docs/v5/market/tickers
          * @param {string[]} symbols unified symbols of the markets to fetch the funding rates for, all market funding rates are returned if not assigned
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an array of [funding rate structures]{@link https://docs.ccxt.com/#/?id=funding-rate-structure}
+         * @returns {object[]} a list of [funding rate structures]{@link https://docs.ccxt.com/#/?id=funding-rate-structure}
          */
         await this.loadMarkets();
         let market = undefined;
@@ -2558,18 +2560,10 @@ export default class bybit extends Exchange {
         //         "time": 1663670053454
         //     }
         //
-        let tickerList = this.safeValue(response, 'result', []);
-        const timestamp = this.safeInteger(response, 'time');
-        tickerList = this.safeValue(tickerList, 'list');
-        const fundingRates = {};
-        for (let i = 0; i < tickerList.length; i++) {
-            const rawTicker = tickerList[i];
-            rawTicker['timestamp'] = timestamp; // will be removed inside the parser
-            const ticker = this.parseFundingRate(tickerList[i], undefined);
-            const symbol = ticker['symbol'];
-            fundingRates[symbol] = ticker;
-        }
-        return this.filterByArray(fundingRates, 'symbol', symbols);
+        const data = this.safeDict(response, 'result', {});
+        const tickerList = this.safeList(data, 'list', []);
+        const result = this.parseFundingRates(tickerList);
+        return this.filterByArray(result, 'symbol', symbols);
     }
     async fetchFundingRateHistory(symbol = undefined, since = undefined, limit = undefined, params = {}) {
         /**
@@ -3713,6 +3707,7 @@ export default class bybit extends Exchange {
             // 'orderIv': '0', // Implied volatility; parameters are passed according to the real value; for example, for 10%, 0.1 is passed
         };
         const hedged = this.safeBool(params, 'hedged', false);
+        const reduceOnly = this.safeBool(params, 'reduceOnly');
         let triggerPrice = this.safeValue2(params, 'triggerPrice', 'stopPrice');
         const stopLossTriggerPrice = this.safeValue(params, 'stopLossPrice');
         const takeProfitTriggerPrice = this.safeValue(params, 'takeProfitPrice');
@@ -3912,6 +3907,10 @@ export default class bybit extends Exchange {
             }
         }
         if (!market['spot'] && hedged) {
+            if (reduceOnly) {
+                params = this.omit(params, 'reduceOnly');
+                side = (side === 'buy') ? 'sell' : 'buy';
+            }
             request['positionIdx'] = (side === 'buy') ? 1 : 2;
         }
         params = this.omit(params, ['stopPrice', 'timeInForce', 'stopLossPrice', 'takeProfitPrice', 'postOnly', 'clientOrderId', 'triggerPrice', 'stopLoss', 'takeProfit', 'trailingAmount', 'trailingTriggerPrice', 'hedged']);
@@ -6831,6 +6830,8 @@ export default class bybit extends Exchange {
         }
         const maintenanceMarginPercentage = Precise.stringDiv(maintenanceMarginString, notional);
         const marginRatio = Precise.stringDiv(maintenanceMarginString, collateralString, 4);
+        const positionIdx = this.safeString(position, 'positionIdx');
+        const hedged = (positionIdx !== undefined) && (positionIdx !== '0');
         return this.safePosition({
             'info': position,
             'id': undefined,
@@ -6859,6 +6860,7 @@ export default class bybit extends Exchange {
             'percentage': undefined,
             'stopLossPrice': this.safeNumber2(position, 'stop_loss', 'stopLoss'),
             'takeProfitPrice': this.safeNumber2(position, 'take_profit', 'takeProfit'),
+            'hedged': hedged,
         });
     }
     async fetchLeverage(symbol, params = {}) {

package/js/src/coinex.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/coinex.js';
-import type { Balances, Currency, FundingHistory, FundingRateHistory, Int, Market, OHLCV, Order, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, OrderRequest, TransferEntry, Leverage, Num, MarginModification, TradingFeeInterface, Currencies, TradingFees, Position, IsolatedBorrowRate, Dict, LeverageTiers, LeverageTier, int } from './base/types.js';
+import type { Balances, Currency, FundingHistory, FundingRateHistory, Int, Market, OHLCV, Order, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, OrderRequest, TransferEntry, Leverage, Num, MarginModification, TradingFeeInterface, Currencies, TradingFees, Position, IsolatedBorrowRate, Dict, LeverageTiers, LeverageTier, int, FundingRate, FundingRates } from './base/types.js';
 /**
  * @class coinex
  * @augments Exchange
@@ -75,45 +75,10 @@ export default class coinex extends Exchange {
     addMargin(symbol: string, amount: number, params?: {}): Promise<MarginModification>;
     reduceMargin(symbol: string, amount: number, params?: {}): Promise<MarginModification>;
     fetchFundingHistory(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<FundingHistory[]>;
-    fetchFundingRate(symbol: string, params?: {}): Promise<{
-        info: any;
-        symbol: string;
-        markPrice: number;
-        indexPrice: any;
-        interestRate: any;
-        estimatedSettlePrice: any;
-        timestamp: any;
-        datetime: any;
-        fundingRate: number;
-        fundingTimestamp: number;
-        fundingDatetime: string;
-        nextFundingRate: number;
-        nextFundingTimestamp: number;
-        nextFundingDatetime: string;
-        previousFundingRate: any;
-        previousFundingTimestamp: any;
-        previousFundingDatetime: any;
-    }>;
-    parseFundingRate(contract: any, market?: Market): {
-        info: any;
-        symbol: string;
-        markPrice: number;
-        indexPrice: any;
-        interestRate: any;
-        estimatedSettlePrice: any;
-        timestamp: any;
-        datetime: any;
-        fundingRate: number;
-        fundingTimestamp: number;
-        fundingDatetime: string;
-        nextFundingRate: number;
-        nextFundingTimestamp: number;
-        nextFundingDatetime: string;
-        previousFundingRate: any;
-        previousFundingTimestamp: any;
-        previousFundingDatetime: any;
-    };
-    fetchFundingRates(symbols?: Strings, params?: {}): Promise<any>;
+    fetchFundingRate(symbol: string, params?: {}): Promise<FundingRate>;
+    parseFundingRate(contract: any, market?: Market): FundingRate;
+    parseFundingInterval(interval: any): string;
+    fetchFundingRates(symbols?: Strings, params?: {}): Promise<FundingRates>;
     withdraw(code: string, amount: number, address: string, tag?: any, params?: {}): Promise<Transaction>;
     parseTransactionStatus(status: Str): string;
     fetchFundingRateHistory(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<FundingRateHistory[]>;

package/js/src/coinex.js

@@ -4573,6 +4573,9 @@ export default class coinex extends Exchange {
         //
         const currentFundingTimestamp = this.safeInteger(contract, 'latest_funding_time');
         const futureFundingTimestamp = this.safeInteger(contract, 'next_funding_time');
+        const fundingTimeString = this.safeString(contract, 'latest_funding_time');
+        const nextFundingTimeString = this.safeString(contract, 'next_funding_time');
+        const millisecondsInterval = Precise.stringSub(nextFundingTimeString, fundingTimeString);
         const marketId = this.safeString(contract, 'market');
         return {
             'info': contract,
@@ -4592,13 +4595,24 @@ export default class coinex extends Exchange {
             'previousFundingRate': undefined,
             'previousFundingTimestamp': undefined,
             'previousFundingDatetime': undefined,
+            'interval': this.parseFundingInterval(millisecondsInterval),
         };
     }
+    parseFundingInterval(interval) {
+        const intervals = {
+            '3600000': '1h',
+            '14400000': '4h',
+            '28800000': '8h',
+            '57600000': '16h',
+            '86400000': '24h',
+        };
+        return this.safeString(intervals, interval, interval);
+    }
     async fetchFundingRates(symbols = undefined, params = {}) {
         /**
          * @method
          * @name coinex#fetchFundingRates
-         * @description fetch the current funding rates
+         * @description fetch the current funding rates for multiple markets
          * @see https://docs.coinex.com/api/v2/futures/market/http/list-market-funding-rate
          * @param {string[]} symbols unified market symbols
          * @param {object} [params] extra parameters specific to the exchange API endpoint

package/js/src/delta.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/delta.js';
-import type { Balances, Currency, Greeks, Int, Market, MarketInterface, OHLCV, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Position, Leverage, MarginMode, Num, Option, MarginModification, Currencies, Dict, int, LedgerEntry } from './base/types.js';
+import type { Balances, Currency, Greeks, Int, Market, MarketInterface, OHLCV, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Position, Leverage, MarginMode, Num, Option, MarginModification, Currencies, Dict, int, LedgerEntry, FundingRate, FundingRates } from './base/types.js';
 /**
  * @class delta
  * @augments Exchange
@@ -60,45 +60,9 @@ export default class delta extends Exchange {
         network: string;
         info: any;
     };
-    fetchFundingRate(symbol: string, params?: {}): Promise<{
-        info: any;
-        symbol: string;
-        markPrice: number;
-        indexPrice: number;
-        interestRate: any;
-        estimatedSettlePrice: any;
-        timestamp: number;
-        datetime: string;
-        fundingRate: number;
-        fundingTimestamp: any;
-        fundingDatetime: any;
-        nextFundingRate: any;
-        nextFundingTimestamp: any;
-        nextFundingDatetime: any;
-        previousFundingRate: any;
-        previousFundingTimestamp: any;
-        previousFundingDatetime: any;
-    }>;
-    fetchFundingRates(symbols?: Strings, params?: {}): Promise<any>;
-    parseFundingRate(contract: any, market?: Market): {
-        info: any;
-        symbol: string;
-        markPrice: number;
-        indexPrice: number;
-        interestRate: any;
-        estimatedSettlePrice: any;
-        timestamp: number;
-        datetime: string;
-        fundingRate: number;
-        fundingTimestamp: any;
-        fundingDatetime: any;
-        nextFundingRate: any;
-        nextFundingTimestamp: any;
-        nextFundingDatetime: any;
-        previousFundingRate: any;
-        previousFundingTimestamp: any;
-        previousFundingDatetime: any;
-    };
+    fetchFundingRate(symbol: string, params?: {}): Promise<FundingRate>;
+    fetchFundingRates(symbols?: Strings, params?: {}): Promise<FundingRates>;
+    parseFundingRate(contract: any, market?: Market): FundingRate;
     addMargin(symbol: string, amount: number, params?: {}): Promise<MarginModification>;
     reduceMargin(symbol: string, amount: number, params?: {}): Promise<MarginModification>;
     modifyMarginHelper(symbol: string, amount: any, type: any, params?: {}): Promise<MarginModification>;

package/js/src/delta.js

@@ -2455,7 +2455,7 @@ export default class delta extends Exchange {
          * @see https://docs.delta.exchange/#get-tickers-for-products
          * @param {string[]|undefined} symbols list of unified market symbols
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} a dictionary of [funding rates structures]{@link https://docs.ccxt.com/#/?id=funding-rates-structure}, indexe by market symbols
+         * @returns {object[]} a list of [funding rate structures]{@link https://docs.ccxt.com/#/?id=funding-rates-structure}, indexed by market symbols
          */
         await this.loadMarkets();
         symbols = this.marketSymbols(symbols);
@@ -2579,6 +2579,7 @@ export default class delta extends Exchange {
             'previousFundingRate': undefined,
             'previousFundingTimestamp': undefined,
             'previousFundingDatetime': undefined,
+            'interval': undefined,
         };
     }
     async addMargin(symbol, amount, params = {}) {

package/js/src/deribit.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/deribit.js';
-import type { Balances, Currency, FundingRateHistory, Greeks, Int, Liquidation, Market, OHLCV, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, TransferEntry, MarketInterface, Num, Account, Option, OptionChain, Currencies, TradingFees, Dict, int } from './base/types.js';
+import type { Balances, Currency, FundingRateHistory, Greeks, Int, Liquidation, Market, OHLCV, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, TransferEntry, MarketInterface, Num, Account, Option, OptionChain, Currencies, TradingFees, Dict, int, FundingRate } from './base/types.js';
 /**
  * @class deribit
  * @augments Exchange
@@ -89,45 +89,9 @@ export default class deribit extends Exchange {
         networks: {};
     };
     fetchDepositWithdrawFees(codes?: Strings, params?: {}): Promise<any>;
-    fetchFundingRate(symbol: string, params?: {}): Promise<{
-        info: any;
-        symbol: string;
-        markPrice: any;
-        indexPrice: number;
-        interestRate: any;
-        estimatedSettlePrice: any;
-        timestamp: number;
-        datetime: string;
-        fundingRate: number;
-        fundingTimestamp: any;
-        fundingDatetime: any;
-        nextFundingRate: any;
-        nextFundingTimestamp: any;
-        nextFundingDatetime: any;
-        previousFundingRate: any;
-        previousFundingTimestamp: any;
-        previousFundingDatetime: any;
-    }>;
+    fetchFundingRate(symbol: string, params?: {}): Promise<FundingRate>;
     fetchFundingRateHistory(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<FundingRateHistory[]>;
-    parseFundingRate(contract: any, market?: Market): {
-        info: any;
-        symbol: string;
-        markPrice: any;
-        indexPrice: number;
-        interestRate: any;
-        estimatedSettlePrice: any;
-        timestamp: number;
-        datetime: string;
-        fundingRate: number;
-        fundingTimestamp: any;
-        fundingDatetime: any;
-        nextFundingRate: any;
-        nextFundingTimestamp: any;
-        nextFundingDatetime: any;
-        previousFundingRate: any;
-        previousFundingTimestamp: any;
-        previousFundingDatetime: any;
-    };
+    parseFundingRate(contract: any, market?: Market): FundingRate;
     fetchLiquidations(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<Liquidation[]>;
     addPaginationCursorToResult(cursor: any, data: any): any;
     fetchMyLiquidations(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<Liquidation[]>;

package/js/src/deribit.js

@@ -3140,6 +3140,7 @@ export default class deribit extends Exchange {
             'previousFundingRate': undefined,
             'previousFundingTimestamp': undefined,
             'previousFundingDatetime': undefined,
+            'interval': '8h',
         };
     }
     async fetchLiquidations(symbol, since = undefined, limit = undefined, params = {}) {

package/js/src/digifinex.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/digifinex.js';
-import type { FundingRateHistory, Int, OHLCV, Order, OrderSide, OrderType, OrderRequest, Trade, Balances, Str, Transaction, Ticker, OrderBook, Tickers, Strings, Market, Currency, TransferEntry, Num, MarginModification, TradingFeeInterface, Currencies, CrossBorrowRate, CrossBorrowRates, Dict, LeverageTier, LeverageTiers, int, LedgerEntry } from './base/types.js';
+import type { FundingRateHistory, Int, OHLCV, Order, OrderSide, OrderType, OrderRequest, Trade, Balances, Str, Transaction, Ticker, OrderBook, Tickers, Strings, Market, Currency, TransferEntry, Num, MarginModification, TradingFeeInterface, Currencies, CrossBorrowRate, CrossBorrowRates, Dict, LeverageTier, LeverageTiers, int, LedgerEntry, FundingRate } from './base/types.js';
 /**
  * @class digifinex
  * @augments Exchange
@@ -84,26 +84,9 @@ export default class digifinex extends Exchange {
         info: any;
     };
     parseBorrowRates(info: any, codeKey: any): any;
-    fetchFundingRate(symbol: string, params?: {}): Promise<any>;
-    parseFundingRate(contract: any, market?: Market): {
-        info: any;
-        symbol: string;
-        markPrice: any;
-        indexPrice: any;
-        interestRate: any;
-        estimatedSettlePrice: any;
-        timestamp: any;
-        datetime: any;
-        fundingRate: number;
-        fundingTimestamp: number;
-        fundingDatetime: string;
-        nextFundingRate: string;
-        nextFundingTimestamp: number;
-        nextFundingDatetime: string;
-        previousFundingRate: any;
-        previousFundingTimestamp: any;
-        previousFundingDatetime: any;
-    };
+    fetchFundingRate(symbol: string, params?: {}): Promise<FundingRate>;
+    parseFundingRate(contract: any, market?: Market): FundingRate;
+    parseFundingInterval(interval: any): string;
     fetchFundingRateHistory(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<FundingRateHistory[]>;
     fetchTradingFee(symbol: string, params?: {}): Promise<TradingFeeInterface>;
     parseTradingFee(fee: Dict, market?: Market): TradingFeeInterface;