ccxt 4.4.92 → 4.4.94

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (62) hide show
  1. package/README.md +3 -3
  2. package/dist/ccxt.browser.min.js +3 -3
  3. package/dist/cjs/ccxt.js +1 -1
  4. package/dist/cjs/src/ascendex.js +9 -8
  5. package/dist/cjs/src/base/Exchange.js +118 -33
  6. package/dist/cjs/src/binance.js +44 -1
  7. package/dist/cjs/src/bitmex.js +3 -3
  8. package/dist/cjs/src/bybit.js +85 -10
  9. package/dist/cjs/src/coinbase.js +3 -1
  10. package/dist/cjs/src/coinbaseexchange.js +53 -0
  11. package/dist/cjs/src/coincheck.js +47 -4
  12. package/dist/cjs/src/coinex.js +19 -14
  13. package/dist/cjs/src/coinmetro.js +16 -3
  14. package/dist/cjs/src/cryptomus.js +30 -53
  15. package/dist/cjs/src/deribit.js +6 -6
  16. package/dist/cjs/src/exmo.js +66 -61
  17. package/dist/cjs/src/htx.js +7 -1
  18. package/dist/cjs/src/hyperliquid.js +134 -33
  19. package/dist/cjs/src/kucoin.js +13 -15
  20. package/dist/cjs/src/latoken.js +19 -74
  21. package/dist/cjs/src/lbank.js +2 -2
  22. package/dist/cjs/src/okx.js +169 -4
  23. package/dist/cjs/src/paradex.js +54 -0
  24. package/dist/cjs/src/phemex.js +3 -3
  25. package/dist/cjs/src/pro/bitstamp.js +55 -16
  26. package/dist/cjs/src/pro/bybit.js +2 -1
  27. package/dist/cjs/src/wavesexchange.js +15 -2
  28. package/js/ccxt.d.ts +1 -1
  29. package/js/ccxt.js +1 -1
  30. package/js/src/ascendex.js +9 -8
  31. package/js/src/base/Exchange.d.ts +3 -1
  32. package/js/src/base/Exchange.js +118 -33
  33. package/js/src/binance.d.ts +10 -0
  34. package/js/src/binance.js +44 -1
  35. package/js/src/bitmex.d.ts +1 -1
  36. package/js/src/bitmex.js +3 -3
  37. package/js/src/bybit.d.ts +12 -1
  38. package/js/src/bybit.js +85 -10
  39. package/js/src/coinbase.js +4 -2
  40. package/js/src/coinbaseexchange.js +53 -0
  41. package/js/src/coincheck.js +48 -5
  42. package/js/src/coinex.js +16 -13
  43. package/js/src/coinmetro.js +16 -3
  44. package/js/src/cryptomus.js +30 -53
  45. package/js/src/deribit.js +6 -6
  46. package/js/src/exmo.js +66 -61
  47. package/js/src/htx.js +7 -1
  48. package/js/src/hyperliquid.d.ts +31 -0
  49. package/js/src/hyperliquid.js +134 -33
  50. package/js/src/kucoin.js +13 -15
  51. package/js/src/latoken.d.ts +0 -1
  52. package/js/src/latoken.js +19 -74
  53. package/js/src/lbank.js +2 -2
  54. package/js/src/okx.d.ts +12 -0
  55. package/js/src/okx.js +169 -4
  56. package/js/src/paradex.d.ts +10 -0
  57. package/js/src/paradex.js +54 -0
  58. package/js/src/phemex.js +3 -3
  59. package/js/src/pro/bitstamp.js +55 -16
  60. package/js/src/pro/bybit.js +2 -1
  61. package/js/src/wavesexchange.js +15 -2
  62. package/package.json +1 -1
package/dist/cjs/ccxt.js CHANGED
@@ -193,7 +193,7 @@ var xt$1 = require('./src/pro/xt.js');
193
193
 
194
194
  //-----------------------------------------------------------------------------
195
195
  // this is updated by vss.js when building
196
- const version = '4.4.92';
196
+ const version = '4.4.94';
197
197
  Exchange["default"].ccxtVersion = version;
198
198
  const exchanges = {
199
199
  'alpaca': alpaca,
@@ -1438,6 +1438,8 @@ class ascendex extends ascendex$1 {
1438
1438
  // "timestamp": 1573576916201
1439
1439
  // }
1440
1440
  //
1441
+ // & linear (fetchClosedOrders)
1442
+ //
1441
1443
  // {
1442
1444
  // "ac": "FUTURES",
1443
1445
  // "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
@@ -1445,7 +1447,7 @@ class ascendex extends ascendex$1 {
1445
1447
  // "orderId": "a17e0874ecbdU0711043490bbtcpDU5X",
1446
1448
  // "seqNum": -1,
1447
1449
  // "orderType": "Limit",
1448
- // "execInst": "NULL_VAL",
1450
+ // "execInst": "NULL_VAL", // NULL_VAL, ReduceOnly , ...
1449
1451
  // "side": "Buy",
1450
1452
  // "symbol": "BTC-PERP",
1451
1453
  // "price": "30000",
@@ -1534,14 +1536,14 @@ class ascendex extends ascendex$1 {
1534
1536
  const status = this.parseOrderStatus(this.safeString(order, 'status'));
1535
1537
  const marketId = this.safeString(order, 'symbol');
1536
1538
  const symbol = this.safeSymbol(marketId, market, '/');
1537
- let timestamp = this.safeInteger2(order, 'timestamp', 'sendingTime');
1539
+ let timestamp = this.safeIntegerN(order, ['timestamp', 'sendingTime', 'time']);
1538
1540
  const lastTradeTimestamp = this.safeInteger(order, 'lastExecTime');
1539
1541
  if (timestamp === undefined) {
1540
1542
  timestamp = lastTradeTimestamp;
1541
1543
  }
1542
1544
  const price = this.safeString(order, 'price');
1543
1545
  const amount = this.safeString(order, 'orderQty');
1544
- const average = this.safeString(order, 'avgPx');
1546
+ const average = this.safeString2(order, 'avgPx', 'avgFilledPx');
1545
1547
  const filled = this.safeStringN(order, ['cumFilledQty', 'cumQty', 'fillQty']);
1546
1548
  const id = this.safeString(order, 'orderId');
1547
1549
  let clientOrderId = this.safeString(order, 'id');
@@ -1573,12 +1575,12 @@ class ascendex extends ascendex$1 {
1573
1575
  }
1574
1576
  const triggerPrice = this.omitZero(this.safeString(order, 'stopPrice'));
1575
1577
  let reduceOnly = undefined;
1576
- const execInst = this.safeString(order, 'execInst');
1577
- if (execInst === 'reduceOnly') {
1578
+ const execInst = this.safeStringLower(order, 'execInst');
1579
+ if (execInst === 'reduceonly') {
1578
1580
  reduceOnly = true;
1579
1581
  }
1580
1582
  let postOnly = undefined;
1581
- if (execInst === 'Post') {
1583
+ if (execInst === 'post') {
1582
1584
  postOnly = true;
1583
1585
  }
1584
1586
  return this.safeOrder({
@@ -2342,8 +2344,7 @@ class ascendex extends ascendex$1 {
2342
2344
  // }
2343
2345
  //
2344
2346
  let data = this.safeList(response, 'data', []);
2345
- const isArray = Array.isArray(data);
2346
- if (!isArray) {
2347
+ if (!Array.isArray(data)) {
2347
2348
  data = this.safeList(data, 'data', []);
2348
2349
  }
2349
2350
  return this.parseOrders(data, market, since, limit);
@@ -3514,8 +3514,7 @@ class Exchange {
3514
3514
  }
3515
3515
  safeTicker(ticker, market = undefined) {
3516
3516
  let open = this.omitZero(this.safeString(ticker, 'open'));
3517
- let close = this.omitZero(this.safeString(ticker, 'close'));
3518
- let last = this.omitZero(this.safeString(ticker, 'last'));
3517
+ let close = this.omitZero(this.safeString2(ticker, 'close', 'last'));
3519
3518
  let change = this.omitZero(this.safeString(ticker, 'change'));
3520
3519
  let percentage = this.omitZero(this.safeString(ticker, 'percentage'));
3521
3520
  let average = this.omitZero(this.safeString(ticker, 'average'));
@@ -3525,17 +3524,55 @@ class Exchange {
3525
3524
  if (vwap === undefined) {
3526
3525
  vwap = Precise["default"].stringDiv(this.omitZero(quoteVolume), baseVolume);
3527
3526
  }
3528
- if ((last !== undefined) && (close === undefined)) {
3529
- close = last;
3527
+ // calculate open
3528
+ if (change !== undefined) {
3529
+ if (close === undefined && average !== undefined) {
3530
+ close = Precise["default"].stringAdd(average, Precise["default"].stringDiv(change, '2'));
3531
+ }
3532
+ if (open === undefined && close !== undefined) {
3533
+ open = Precise["default"].stringSub(close, change);
3534
+ }
3530
3535
  }
3531
- else if ((last === undefined) && (close !== undefined)) {
3532
- last = close;
3536
+ else if (percentage !== undefined) {
3537
+ if (close === undefined && average !== undefined) {
3538
+ const openAddClose = Precise["default"].stringMul(average, '2');
3539
+ // openAddClose = open * (1 + (100 + percentage)/100)
3540
+ const denominator = Precise["default"].stringAdd('2', Precise["default"].stringDiv(percentage, '100'));
3541
+ const calcOpen = (open !== undefined) ? open : Precise["default"].stringDiv(openAddClose, denominator);
3542
+ close = Precise["default"].stringMul(calcOpen, Precise["default"].stringAdd('1', Precise["default"].stringDiv(percentage, '100')));
3543
+ }
3544
+ if (open === undefined && close !== undefined) {
3545
+ open = Precise["default"].stringDiv(close, Precise["default"].stringAdd('1', Precise["default"].stringDiv(percentage, '100')));
3546
+ }
3533
3547
  }
3534
- if ((last !== undefined) && (open !== undefined)) {
3535
- if (change === undefined) {
3536
- change = Precise["default"].stringSub(last, open);
3548
+ // change
3549
+ if (change === undefined) {
3550
+ if (close !== undefined && open !== undefined) {
3551
+ change = Precise["default"].stringSub(close, open);
3537
3552
  }
3538
- if (average === undefined) {
3553
+ else if (close !== undefined && percentage !== undefined) {
3554
+ change = Precise["default"].stringMul(Precise["default"].stringDiv(percentage, '100'), Precise["default"].stringDiv(close, '100'));
3555
+ }
3556
+ else if (open !== undefined && percentage !== undefined) {
3557
+ change = Precise["default"].stringMul(open, Precise["default"].stringDiv(percentage, '100'));
3558
+ }
3559
+ }
3560
+ // calculate things according to "open" (similar can be done with "close")
3561
+ if (open !== undefined) {
3562
+ // percentage (using change)
3563
+ if (percentage === undefined && change !== undefined) {
3564
+ percentage = Precise["default"].stringMul(Precise["default"].stringDiv(change, open), '100');
3565
+ }
3566
+ // close (using change)
3567
+ if (close === undefined && change !== undefined) {
3568
+ close = Precise["default"].stringAdd(open, change);
3569
+ }
3570
+ // close (using average)
3571
+ if (close === undefined && average !== undefined) {
3572
+ close = Precise["default"].stringMul(average, '2');
3573
+ }
3574
+ // average
3575
+ if (average === undefined && close !== undefined) {
3539
3576
  let precision = 18;
3540
3577
  if (market !== undefined && this.isTickPrecision()) {
3541
3578
  const marketPrecision = this.safeDict(market, 'precision');
@@ -3544,20 +3581,12 @@ class Exchange {
3544
3581
  precision = this.precisionFromString(precisionPrice);
3545
3582
  }
3546
3583
  }
3547
- average = Precise["default"].stringDiv(Precise["default"].stringAdd(last, open), '2', precision);
3584
+ average = Precise["default"].stringDiv(Precise["default"].stringAdd(open, close), '2', precision);
3548
3585
  }
3549
3586
  }
3550
- if ((percentage === undefined) && (change !== undefined) && (open !== undefined) && Precise["default"].stringGt(open, '0')) {
3551
- percentage = Precise["default"].stringMul(Precise["default"].stringDiv(change, open), '100');
3552
- }
3553
- if ((change === undefined) && (percentage !== undefined) && (open !== undefined)) {
3554
- change = Precise["default"].stringDiv(Precise["default"].stringMul(percentage, open), '100');
3555
- }
3556
- if ((open === undefined) && (last !== undefined) && (change !== undefined)) {
3557
- open = Precise["default"].stringSub(last, change);
3558
- }
3559
3587
  // timestamp and symbol operations don't belong in safeTicker
3560
3588
  // they should be done in the derived classes
3589
+ const closeParsed = this.parseNumber(this.omitZero(close));
3561
3590
  return this.extend(ticker, {
3562
3591
  'bid': this.parseNumber(this.omitZero(this.safeString(ticker, 'bid'))),
3563
3592
  'bidVolume': this.safeNumber(ticker, 'bidVolume'),
@@ -3566,8 +3595,8 @@ class Exchange {
3566
3595
  'high': this.parseNumber(this.omitZero(this.safeString(ticker, 'high'))),
3567
3596
  'low': this.parseNumber(this.omitZero(this.safeString(ticker, 'low'))),
3568
3597
  'open': this.parseNumber(this.omitZero(open)),
3569
- 'close': this.parseNumber(this.omitZero(close)),
3570
- 'last': this.parseNumber(this.omitZero(last)),
3598
+ 'close': closeParsed,
3599
+ 'last': closeParsed,
3571
3600
  'change': this.parseNumber(change),
3572
3601
  'percentage': this.parseNumber(percentage),
3573
3602
  'average': this.parseNumber(average),
@@ -4022,7 +4051,7 @@ class Exchange {
4022
4051
  return this.filterBySinceLimit(sorted, since, limit, 0, tail);
4023
4052
  }
4024
4053
  parseLeverageTiers(response, symbols = undefined, marketIdKey = undefined) {
4025
- // marketIdKey should only be undefined when response is a dictionary
4054
+ // marketIdKey should only be undefined when response is a dictionary.
4026
4055
  symbols = this.marketSymbols(symbols);
4027
4056
  const tiers = {};
4028
4057
  let symbolsLength = 0;
@@ -5460,6 +5489,9 @@ class Exchange {
5460
5489
  async fetchGreeks(symbol, params = {}) {
5461
5490
  throw new errors.NotSupported(this.id + ' fetchGreeks() is not supported yet');
5462
5491
  }
5492
+ async fetchAllGreeks(symbols = undefined, params = {}) {
5493
+ throw new errors.NotSupported(this.id + ' fetchAllGreeks() is not supported yet');
5494
+ }
5463
5495
  async fetchOptionChain(code, params = {}) {
5464
5496
  throw new errors.NotSupported(this.id + ' fetchOptionChain() is not supported yet');
5465
5497
  }
@@ -5754,11 +5786,20 @@ class Exchange {
5754
5786
  if (precisionNumber === 0) {
5755
5787
  return '1';
5756
5788
  }
5757
- let parsedPrecision = '0.';
5758
- for (let i = 0; i < precisionNumber - 1; i++) {
5759
- parsedPrecision = parsedPrecision + '0';
5789
+ if (precisionNumber > 0) {
5790
+ let parsedPrecision = '0.';
5791
+ for (let i = 0; i < precisionNumber - 1; i++) {
5792
+ parsedPrecision = parsedPrecision + '0';
5793
+ }
5794
+ return parsedPrecision + '1';
5795
+ }
5796
+ else {
5797
+ let parsedPrecision = '1';
5798
+ for (let i = 0; i < precisionNumber * -1 - 1; i++) {
5799
+ parsedPrecision = parsedPrecision + '0';
5800
+ }
5801
+ return parsedPrecision + '0';
5760
5802
  }
5761
- return parsedPrecision + '1';
5762
5803
  }
5763
5804
  integerPrecisionToAmount(precision) {
5764
5805
  /**
@@ -6915,6 +6956,31 @@ class Exchange {
6915
6956
  parseGreeks(greeks, market = undefined) {
6916
6957
  throw new errors.NotSupported(this.id + ' parseGreeks () is not supported yet');
6917
6958
  }
6959
+ parseAllGreeks(greeks, symbols = undefined, params = {}) {
6960
+ //
6961
+ // the value of greeks is either a dict or a list
6962
+ //
6963
+ const results = [];
6964
+ if (Array.isArray(greeks)) {
6965
+ for (let i = 0; i < greeks.length; i++) {
6966
+ const parsedTicker = this.parseGreeks(greeks[i]);
6967
+ const greek = this.extend(parsedTicker, params);
6968
+ results.push(greek);
6969
+ }
6970
+ }
6971
+ else {
6972
+ const marketIds = Object.keys(greeks);
6973
+ for (let i = 0; i < marketIds.length; i++) {
6974
+ const marketId = marketIds[i];
6975
+ const market = this.safeMarket(marketId);
6976
+ const parsed = this.parseGreeks(greeks[marketId], market);
6977
+ const greek = this.extend(parsed, params);
6978
+ results.push(greek);
6979
+ }
6980
+ }
6981
+ symbols = this.marketSymbols(symbols);
6982
+ return this.filterByArray(results, 'symbol', symbols);
6983
+ }
6918
6984
  parseOption(chain, currency = undefined, market = undefined) {
6919
6985
  throw new errors.NotSupported(this.id + ' parseOption () is not supported yet');
6920
6986
  }
@@ -7153,16 +7219,35 @@ class Exchange {
7153
7219
  */
7154
7220
  throw new errors.NotSupported(this.id + ' fetchTransfers () is not supported yet');
7155
7221
  }
7156
- cleanUnsubscription(client, subHash, unsubHash) {
7222
+ cleanUnsubscription(client, subHash, unsubHash, subHashIsPrefix = false) {
7157
7223
  if (unsubHash in client.subscriptions) {
7158
7224
  delete client.subscriptions[unsubHash];
7159
7225
  }
7160
- if (subHash in client.subscriptions) {
7161
- delete client.subscriptions[subHash];
7226
+ if (!subHashIsPrefix) {
7227
+ if (subHash in client.subscriptions) {
7228
+ delete client.subscriptions[subHash];
7229
+ }
7230
+ if (subHash in client.futures) {
7231
+ const error = new errors.UnsubscribeError(this.id + ' ' + subHash);
7232
+ client.reject(error, subHash);
7233
+ }
7162
7234
  }
7163
- if (subHash in client.futures) {
7164
- const error = new errors.UnsubscribeError(this.id + ' ' + subHash);
7165
- client.reject(error, subHash);
7235
+ else {
7236
+ const clientSubscriptions = Object.keys(client.subscriptions);
7237
+ for (let i = 0; i < clientSubscriptions.length; i++) {
7238
+ const sub = clientSubscriptions[i];
7239
+ if (sub.startsWith(subHash)) {
7240
+ delete client.subscriptions[sub];
7241
+ }
7242
+ }
7243
+ const clientFutures = Object.keys(client.futures);
7244
+ for (let i = 0; i < clientFutures.length; i++) {
7245
+ const future = clientFutures[i];
7246
+ if (future.startsWith(subHash)) {
7247
+ const error = new errors.UnsubscribeError(this.id + ' ' + future);
7248
+ client.reject(error, future);
7249
+ }
7250
+ }
7166
7251
  }
7167
7252
  client.resolve(true, unsubHash);
7168
7253
  }
@@ -64,6 +64,7 @@ class binance extends binance$1 {
64
64
  'editOrder': true,
65
65
  'editOrders': true,
66
66
  'fetchAccounts': undefined,
67
+ 'fetchAllGreeks': true,
67
68
  'fetchBalance': true,
68
69
  'fetchBidsAsks': true,
69
70
  'fetchBorrowInterest': true,
@@ -11537,6 +11538,7 @@ class binance extends binance$1 {
11537
11538
  const request = {};
11538
11539
  if (symbol !== undefined) {
11539
11540
  request['symbol'] = market['id'];
11541
+ symbol = market['symbol'];
11540
11542
  }
11541
11543
  if (since !== undefined) {
11542
11544
  request['startTime'] = since;
@@ -11567,7 +11569,7 @@ class binance extends binance$1 {
11567
11569
  //
11568
11570
  const settlements = this.parseSettlements(response, market);
11569
11571
  const sorted = this.sortBy(settlements, 'timestamp');
11570
- return this.filterBySymbolSinceLimit(sorted, market['symbol'], since, limit);
11572
+ return this.filterBySymbolSinceLimit(sorted, symbol, since, limit);
11571
11573
  }
11572
11574
  parseSettlement(settlement, market) {
11573
11575
  //
@@ -13332,6 +13334,47 @@ class binance extends binance$1 {
13332
13334
  //
13333
13335
  return this.parseGreeks(response[0], market);
13334
13336
  }
13337
+ /**
13338
+ * @method
13339
+ * @name binance#fetchAllGreeks
13340
+ * @description fetches all option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
13341
+ * @see https://developers.binance.com/docs/derivatives/option/market-data/Option-Mark-Price
13342
+ * @param {string[]} [symbols] unified symbols of the markets to fetch greeks for, all markets are returned if not assigned
13343
+ * @param {object} [params] extra parameters specific to the exchange API endpoint
13344
+ * @returns {object} a [greeks structure]{@link https://docs.ccxt.com/#/?id=greeks-structure}
13345
+ */
13346
+ async fetchAllGreeks(symbols = undefined, params = {}) {
13347
+ await this.loadMarkets();
13348
+ symbols = this.marketSymbols(symbols, undefined, true, true, true);
13349
+ const request = {};
13350
+ let market = undefined;
13351
+ if (symbols !== undefined) {
13352
+ const symbolsLength = symbols.length;
13353
+ if (symbolsLength === 1) {
13354
+ market = this.market(symbols[0]);
13355
+ request['symbol'] = market['id'];
13356
+ }
13357
+ }
13358
+ const response = await this.eapiPublicGetMark(this.extend(request, params));
13359
+ //
13360
+ // [
13361
+ // {
13362
+ // "symbol": "BTC-231229-40000-C",
13363
+ // "markPrice": "2012",
13364
+ // "bidIV": "0.60236275",
13365
+ // "askIV": "0.62267244",
13366
+ // "markIV": "0.6125176",
13367
+ // "delta": "0.39111646",
13368
+ // "theta": "-32.13948531",
13369
+ // "gamma": "0.00004656",
13370
+ // "vega": "51.70062218",
13371
+ // "highPriceLimit": "6474",
13372
+ // "lowPriceLimit": "5"
13373
+ // }
13374
+ // ]
13375
+ //
13376
+ return this.parseAllGreeks(response, symbols);
13377
+ }
13335
13378
  parseGreeks(greeks, market = undefined) {
13336
13379
  //
13337
13380
  // {
@@ -1987,7 +1987,7 @@ class bitmex extends bitmex$1 {
1987
1987
  * @param {float} [price] the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
1988
1988
  * @param {object} [params] extra parameters specific to the exchange API endpoint
1989
1989
  * @param {object} [params.triggerPrice] the price at which a trigger order is triggered at
1990
- * @param {object} [params.triggerDirection] the direction whenever the trigger happens with relation to price - 'above' or 'below'
1990
+ * @param {object} [params.triggerDirection] the direction whenever the trigger happens with relation to price - 'ascending' or 'descending'
1991
1991
  * @param {float} [params.trailingAmount] the quote amount to trail away from the current market price
1992
1992
  * @returns {object} an [order structure]{@link https://github.com/ccxt/ccxt/wiki/Manual#order-structure}
1993
1993
  */
@@ -2017,7 +2017,7 @@ class bitmex extends bitmex$1 {
2017
2017
  const isTrailingAmountOrder = trailingAmount !== undefined;
2018
2018
  if (isTriggerOrder || isTrailingAmountOrder) {
2019
2019
  const triggerDirection = this.safeString(params, 'triggerDirection');
2020
- const triggerAbove = (triggerDirection === 'above');
2020
+ const triggerAbove = ((triggerDirection === 'ascending') || (triggerDirection === 'above'));
2021
2021
  if ((type === 'limit') || (type === 'market')) {
2022
2022
  this.checkRequiredArgument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below']);
2023
2023
  }
@@ -2074,7 +2074,7 @@ class bitmex extends bitmex$1 {
2074
2074
  const isTrailingAmountOrder = trailingAmount !== undefined;
2075
2075
  if (isTrailingAmountOrder) {
2076
2076
  const triggerDirection = this.safeString(params, 'triggerDirection');
2077
- const triggerAbove = (triggerDirection === 'above');
2077
+ const triggerAbove = ((triggerDirection === 'ascending') || (triggerDirection === 'above'));
2078
2078
  if ((type === 'limit') || (type === 'market')) {
2079
2079
  this.checkRequiredArgument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below']);
2080
2080
  }
@@ -57,6 +57,7 @@ class bybit extends bybit$1 {
57
57
  'createTriggerOrder': true,
58
58
  'editOrder': true,
59
59
  'editOrders': true,
60
+ 'fetchAllGreeks': true,
60
61
  'fetchBalance': true,
61
62
  'fetchBidsAsks': 'emulated',
62
63
  'fetchBorrowInterest': false,
@@ -1155,6 +1156,7 @@ class bybit extends bybit$1 {
1155
1156
  '4h': '4h',
1156
1157
  '1d': '1d',
1157
1158
  },
1159
+ 'useMarkPriceForPositionCollateral': false, // use mark price for position collateral
1158
1160
  },
1159
1161
  'features': {
1160
1162
  'default': {
@@ -3884,7 +3886,7 @@ class bybit extends bybit$1 {
3884
3886
  * @param {int} [params.isLeverage] *unified spot only* false then spot trading true then margin trading
3885
3887
  * @param {string} [params.tpslMode] *contract only* 'full' or 'partial'
3886
3888
  * @param {string} [params.mmp] *option only* market maker protection
3887
- * @param {string} [params.triggerDirection] *contract only* the direction for trigger orders, 'above' or 'below'
3889
+ * @param {string} [params.triggerDirection] *contract only* the direction for trigger orders, 'ascending' or 'descending'
3888
3890
  * @param {float} [params.triggerPrice] The price at which a trigger order is triggered at
3889
3891
  * @param {float} [params.stopLossPrice] The price at which a stop loss order is triggered at
3890
3892
  * @param {float} [params.takeProfitPrice] The price at which a take profit order is triggered at
@@ -3909,7 +3911,7 @@ class bybit extends bybit$1 {
3909
3911
  const isTakeProfit = takeProfitPrice !== undefined;
3910
3912
  const orderRequest = this.createOrderRequest(symbol, type, side, amount, price, params, enableUnifiedAccount);
3911
3913
  let defaultMethod = undefined;
3912
- if (isTrailingAmountOrder || isStopLoss || isTakeProfit) {
3914
+ if ((isTrailingAmountOrder || isStopLoss || isTakeProfit) && !market['spot']) {
3913
3915
  defaultMethod = 'privatePostV5PositionTradingStop';
3914
3916
  }
3915
3917
  else {
@@ -3990,7 +3992,7 @@ class bybit extends bybit$1 {
3990
3992
  const isLimit = lowerCaseType === 'limit';
3991
3993
  const isBuy = side === 'buy';
3992
3994
  let defaultMethod = undefined;
3993
- if (isTrailingAmountOrder || isStopLossTriggerOrder || isTakeProfitTriggerOrder) {
3995
+ if ((isTrailingAmountOrder || isStopLossTriggerOrder || isTakeProfitTriggerOrder) && !market['spot']) {
3994
3996
  defaultMethod = 'privatePostV5PositionTradingStop';
3995
3997
  }
3996
3998
  else {
@@ -4139,9 +4141,9 @@ class bybit extends bybit$1 {
4139
4141
  }
4140
4142
  else {
4141
4143
  if (triggerDirection === undefined) {
4142
- throw new errors.ArgumentsRequired(this.id + ' stop/trigger orders require a triggerDirection parameter, either "above" or "below" to determine the direction of the trigger.');
4144
+ throw new errors.ArgumentsRequired(this.id + ' stop/trigger orders require a triggerDirection parameter, either "ascending" or "descending" to determine the direction of the trigger.');
4143
4145
  }
4144
- const isAsending = ((triggerDirection === 'above') || (triggerDirection === '1'));
4146
+ const isAsending = ((triggerDirection === 'ascending') || (triggerDirection === 'above') || (triggerDirection === '1'));
4145
4147
  request['triggerDirection'] = isAsending ? 1 : 2;
4146
4148
  }
4147
4149
  request['triggerPrice'] = this.getPrice(symbol, triggerPrice);
@@ -6553,12 +6555,14 @@ class bybit extends bybit$1 {
6553
6555
  }
6554
6556
  let collateralString = this.safeString(position, 'positionBalance');
6555
6557
  const entryPrice = this.omitZero(this.safeStringN(position, ['entryPrice', 'avgPrice', 'avgEntryPrice']));
6558
+ const markPrice = this.safeString(position, 'markPrice');
6556
6559
  const liquidationPrice = this.omitZero(this.safeString(position, 'liqPrice'));
6557
6560
  const leverage = this.safeString(position, 'leverage');
6558
6561
  if (liquidationPrice !== undefined) {
6559
6562
  if (market['settle'] === 'USDC') {
6560
6563
  // (Entry price - Liq price) * Contracts + Maintenance Margin + (unrealised pnl) = Collateral
6561
- const difference = Precise["default"].stringAbs(Precise["default"].stringSub(entryPrice, liquidationPrice));
6564
+ const price = this.safeBool(this.options, 'useMarkPriceForPositionCollateral', false) ? markPrice : entryPrice;
6565
+ const difference = Precise["default"].stringAbs(Precise["default"].stringSub(price, liquidationPrice));
6562
6566
  collateralString = Precise["default"].stringAdd(Precise["default"].stringAdd(Precise["default"].stringMul(difference, size), maintenanceMarginString), unrealisedPnl);
6563
6567
  }
6564
6568
  else {
@@ -6614,7 +6618,7 @@ class bybit extends bybit$1 {
6614
6618
  'contractSize': this.safeNumber(market, 'contractSize'),
6615
6619
  'marginRatio': this.parseNumber(marginRatio),
6616
6620
  'liquidationPrice': this.parseNumber(liquidationPrice),
6617
- 'markPrice': this.safeNumber(position, 'markPrice'),
6621
+ 'markPrice': this.parseNumber(markPrice),
6618
6622
  'lastPrice': this.safeNumber(position, 'avgExitPrice'),
6619
6623
  'collateral': this.parseNumber(collateralString),
6620
6624
  'marginMode': marginMode,
@@ -8030,6 +8034,77 @@ class bybit extends bybit$1 {
8030
8034
  'datetime': this.iso8601(timestamp),
8031
8035
  });
8032
8036
  }
8037
+ /**
8038
+ * @method
8039
+ * @name bybit#fetchAllGreeks
8040
+ * @description fetches all option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
8041
+ * @see https://bybit-exchange.github.io/docs/api-explorer/v5/market/tickers
8042
+ * @param {string[]} [symbols] unified symbols of the markets to fetch greeks for, all markets are returned if not assigned
8043
+ * @param {object} [params] extra parameters specific to the exchange API endpoint
8044
+ * @param {string} [params.baseCoin] the baseCoin of the symbol, default is BTC
8045
+ * @returns {object} a [greeks structure]{@link https://docs.ccxt.com/#/?id=greeks-structure}
8046
+ */
8047
+ async fetchAllGreeks(symbols = undefined, params = {}) {
8048
+ await this.loadMarkets();
8049
+ symbols = this.marketSymbols(symbols, undefined, true, true, true);
8050
+ const baseCoin = this.safeString(params, 'baseCoin', 'BTC');
8051
+ const request = {
8052
+ 'category': 'option',
8053
+ 'baseCoin': baseCoin,
8054
+ };
8055
+ let market = undefined;
8056
+ if (symbols !== undefined) {
8057
+ const symbolsLength = symbols.length;
8058
+ if (symbolsLength === 1) {
8059
+ market = this.market(symbols[0]);
8060
+ request['symbol'] = market['id'];
8061
+ }
8062
+ }
8063
+ const response = await this.publicGetV5MarketTickers(this.extend(request, params));
8064
+ //
8065
+ // {
8066
+ // "retCode": 0,
8067
+ // "retMsg": "SUCCESS",
8068
+ // "result": {
8069
+ // "category": "option",
8070
+ // "list": [
8071
+ // {
8072
+ // "symbol": "BTC-26JAN24-39000-C",
8073
+ // "bid1Price": "3205",
8074
+ // "bid1Size": "7.1",
8075
+ // "bid1Iv": "0.5478",
8076
+ // "ask1Price": "3315",
8077
+ // "ask1Size": "1.98",
8078
+ // "ask1Iv": "0.5638",
8079
+ // "lastPrice": "3230",
8080
+ // "highPrice24h": "3255",
8081
+ // "lowPrice24h": "3200",
8082
+ // "markPrice": "3273.02263032",
8083
+ // "indexPrice": "36790.96",
8084
+ // "markIv": "0.5577",
8085
+ // "underlyingPrice": "37649.67254894",
8086
+ // "openInterest": "19.67",
8087
+ // "turnover24h": "170140.33875912",
8088
+ // "volume24h": "4.56",
8089
+ // "totalVolume": "22",
8090
+ // "totalTurnover": "789305",
8091
+ // "delta": "0.49640971",
8092
+ // "gamma": "0.00004131",
8093
+ // "vega": "69.08651675",
8094
+ // "theta": "-24.9443226",
8095
+ // "predictedDeliveryPrice": "0",
8096
+ // "change24h": "0.18532111"
8097
+ // }
8098
+ // ]
8099
+ // },
8100
+ // "retExtInfo": {},
8101
+ // "time": 1699584008326
8102
+ // }
8103
+ //
8104
+ const result = this.safeDict(response, 'result', {});
8105
+ const data = this.safeList(result, 'list', []);
8106
+ return this.parseAllGreeks(data, symbols);
8107
+ }
8033
8108
  parseGreeks(greeks, market = undefined) {
8034
8109
  //
8035
8110
  // {
@@ -9175,7 +9250,7 @@ class bybit extends bybit$1 {
9175
9250
  }
9176
9251
  else {
9177
9252
  authFull = auth_base + queryEncoded;
9178
- url += '?' + this.rawencode(query);
9253
+ url += '?' + queryEncoded;
9179
9254
  }
9180
9255
  let signature = undefined;
9181
9256
  if (this.secret.indexOf('PRIVATE KEY') > -1) {
@@ -9193,7 +9268,7 @@ class bybit extends bybit$1 {
9193
9268
  'timestamp': timestamp,
9194
9269
  });
9195
9270
  const sortedQuery = this.keysort(query);
9196
- const auth = this.rawencode(sortedQuery);
9271
+ const auth = this.rawencode(sortedQuery, true);
9197
9272
  let signature = undefined;
9198
9273
  if (this.secret.indexOf('PRIVATE KEY') > -1) {
9199
9274
  signature = rsa.rsa(auth, this.secret, sha256.sha256);
@@ -9220,7 +9295,7 @@ class bybit extends bybit$1 {
9220
9295
  }
9221
9296
  }
9222
9297
  else {
9223
- url += '?' + this.rawencode(sortedQuery);
9298
+ url += '?' + this.rawencode(sortedQuery, true);
9224
9299
  url += '&sign=' + signature;
9225
9300
  }
9226
9301
  }
@@ -322,12 +322,14 @@ class coinbase extends coinbase$1 {
322
322
  'rate_limit_exceeded': errors.RateLimitExceeded,
323
323
  'internal_server_error': errors.ExchangeError,
324
324
  'UNSUPPORTED_ORDER_CONFIGURATION': errors.BadRequest,
325
- 'INSUFFICIENT_FUND': errors.BadRequest,
325
+ 'INSUFFICIENT_FUND': errors.InsufficientFunds,
326
326
  'PERMISSION_DENIED': errors.PermissionDenied,
327
327
  'INVALID_ARGUMENT': errors.BadRequest,
328
328
  'PREVIEW_STOP_PRICE_ABOVE_LAST_TRADE_PRICE': errors.InvalidOrder,
329
+ 'PREVIEW_INSUFFICIENT_FUND': errors.InsufficientFunds,
329
330
  },
330
331
  'broad': {
332
+ 'Insufficient balance in source account': errors.InsufficientFunds,
331
333
  'request timestamp expired': errors.InvalidNonce,
332
334
  'order with this orderID was not found': errors.OrderNotFound, // {"error":"unknown","error_details":"order with this orderID was not found","message":"order with this orderID was not found"}
333
335
  },