ccxt 4.5.3 → 4.5.5

package/dist/cjs/src/onetrading.js

@@ -7,7 +7,7 @@ var errors = require('./base/errors.js');
 var Precise = require('./base/Precise.js');
 var number = require('./base/functions/number.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 /**
  * @class onetrading
@@ -484,34 +484,80 @@ class onetrading extends onetrading$1["default"] {
         return this.parseMarkets(response);
     }
     parseMarket(market) {
-        const baseAsset = this.safeValue(market, 'base', {});
-        const quoteAsset = this.safeValue(market, 'quote', {});
+        //
+        //   {
+        //      "base":{
+        //         "code":"BTC",
+        //         "precision":"5"
+        //      },
+        //      "quote":{
+        //         "code":"USDC",
+        //         "precision":"2"
+        //      },
+        //      "amount_precision":"5",
+        //      "market_precision":"2",
+        //      "min_size":"10.0",
+        //      "min_price":"1000",
+        //      "max_price":"10000000",
+        //      "id":"BTC_USDC",
+        //      "type":"SPOT",
+        //      "state":"ACTIVE"
+        //   }
+        //
+        //
+        //  {
+        //      "base": {
+        //          "code": "BTC",
+        //          "precision": 5
+        //      },
+        //      "quote": {
+        //          "code": "EUR",
+        //          "precision": 2
+        //      },
+        //      "amount_precision": 5,
+        //      "market_precision": 2,
+        //      "min_size": "10.0",
+        //      "min_price": "1000",
+        //      "max_price": "10000000",
+        //      "id": "BTC_EUR_P",
+        //      "type": "PERP",
+        //      "state": "ACTIVE"
+        //  }
+        //
+        const baseAsset = this.safeDict(market, 'base', {});
+        const quoteAsset = this.safeDict(market, 'quote', {});
         const baseId = this.safeString(baseAsset, 'code');
         const quoteId = this.safeString(quoteAsset, 'code');
-        const id = baseId + '_' + quoteId;
+        const id = this.safeString(market, 'id');
         const base = this.safeCurrencyCode(baseId);
         const quote = this.safeCurrencyCode(quoteId);
         const state = this.safeString(market, 'state');
+        const type = this.safeString(market, 'type');
+        const isPerp = type === 'PERP';
+        let symbol = base + '/' + quote;
+        if (isPerp) {
+            symbol = symbol + ':' + quote;
+        }
         return {
             'id': id,
-            'symbol': base + '/' + quote,
+            'symbol': symbol,
             'base': base,
             'quote': quote,
-            'settle': undefined,
+            'settle': isPerp ? quote : undefined,
             'baseId': baseId,
             'quoteId': quoteId,
-            'settleId': undefined,
-            'type': 'spot',
-            'spot': true,
+            'settleId': isPerp ? quoteId : undefined,
+            'type': isPerp ? 'swap' : 'spot',
+            'spot': !isPerp,
             'margin': false,
-            'swap': false,
+            'swap': isPerp,
             'future': false,
             'option': false,
             'active': (state === 'ACTIVE'),
-            'contract': false,
-            'linear': undefined,
-            'inverse': undefined,
-            'contractSize': undefined,
+            'contract': isPerp,
+            'linear': isPerp ? true : undefined,
+            'inverse': isPerp ? false : undefined,
+            'contractSize': isPerp ? this.parseNumber('1') : undefined,
             'expiry': undefined,
             'expiryDatetime': undefined,
             'strike': undefined,
@@ -549,6 +595,7 @@ class onetrading extends onetrading$1["default"] {
      * @see https://docs.onetrading.com/#fee-groups
      * @see https://docs.onetrading.com/#fees
      * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {string} [params.method] fetchPrivateTradingFees or fetchPublicTradingFees
      * @returns {object} a dictionary of [fee structures]{@link https://docs.ccxt.com/#/?id=fee-structure} indexed by market symbols
      */
     async fetchTradingFees(params = {}) {
@@ -572,39 +619,68 @@ class onetrading extends onetrading$1["default"] {
         await this.loadMarkets();
         const response = await this.publicGetFees(params);
         //
-        //     [
-        //         {
-        //             "fee_group_id":"default",
-        //             "display_text":"The standard fee plan.",
-        //             "fee_tiers":[
-        //                 {"volume":"0.0","fee_group_id":"default","maker_fee":"0.1","taker_fee":"0.15"},
-        //                 {"volume":"100.0","fee_group_id":"default","maker_fee":"0.1","taker_fee":"0.13"},
-        //                 {"volume":"250.0","fee_group_id":"default","maker_fee":"0.09","taker_fee":"0.13"},
-        //                 {"volume":"1000.0","fee_group_id":"default","maker_fee":"0.075","taker_fee":"0.1"},
-        //                 {"volume":"5000.0","fee_group_id":"default","maker_fee":"0.06","taker_fee":"0.09"},
-        //                 {"volume":"10000.0","fee_group_id":"default","maker_fee":"0.05","taker_fee":"0.075"},
-        //                 {"volume":"20000.0","fee_group_id":"default","maker_fee":"0.05","taker_fee":"0.065"}
-        //             ],
-        //             "fee_discount_rate":"25.0",
-        //             "minimum_price_value":"0.12"
-        //         }
-        //     ]
+        // [
+        //     {
+        //         'fee_group_id': 'SPOT',
+        //         'display_text': 'The fee plan for spot trading.',
+        //         'volume_currency': 'EUR',
+        //         'fee_tiers': [
+        //             {
+        //                 'volume': '0',
+        //                 'fee_group_id': 'SPOT',
+        //                 'maker_fee': '0.1000',
+        //                 'taker_fee': '0.2000',
+        //             },
+        //             {
+        //                 'volume': '10000',
+        //                 'fee_group_id': 'SPOT',
+        //                 'maker_fee': '0.0400',
+        //                 'taker_fee': '0.0800',
+        //             },
+        //         ],
+        //     },
+        //     {
+        //         'fee_group_id': 'FUTURES',
+        //         'display_text': 'The fee plan for futures trading.',
+        //         'volume_currency': 'EUR',
+        //         'fee_tiers': [
+        //             {
+        //                 'volume': '0',
+        //                 'fee_group_id': 'FUTURES',
+        //                 'maker_fee': '0.1000',
+        //                 'taker_fee': '0.2000',
+        //             },
+        //             {
+        //                 'volume': '10000',
+        //                 'fee_group_id': 'FUTURES',
+        //                 'maker_fee': '0.0400',
+        //                 'taker_fee': '0.0800',
+        //             },
+        //         ],
+        //     },
+        // ];
         //
-        const first = this.safeValue(response, 0, {});
-        const feeTiers = this.safeValue(first, 'fee_tiers');
-        const tiers = this.parseFeeTiers(feeTiers);
-        const firstTier = this.safeValue(feeTiers, 0, {});
+        const spotFees = this.safeDict(response, 0, {});
+        const futuresFees = this.safeDict(response, 1, {});
+        const spotFeeTiers = this.safeList(spotFees, 'fee_tiers', []);
+        const futuresFeeTiers = this.safeList(futuresFees, 'fee_tiers', []);
+        const spotTiers = this.parseFeeTiers(spotFeeTiers);
+        const futuresTiers = this.parseFeeTiers(futuresFeeTiers);
+        const firstSpotTier = this.safeDict(spotTiers, 0, {});
+        const firstFuturesTier = this.safeDict(futuresTiers, 0, {});
         const result = {};
         for (let i = 0; i < this.symbols.length; i++) {
             const symbol = this.symbols[i];
+            const market = this.market(symbol);
+            const tierObject = (market['spot']) ? firstSpotTier : firstFuturesTier;
             result[symbol] = {
-                'info': first,
+                'info': spotFees,
                 'symbol': symbol,
-                'maker': this.safeNumber(firstTier, 'maker_fee'),
-                'taker': this.safeNumber(firstTier, 'taker_fee'),
+                'maker': this.safeNumber(tierObject, 'maker_fee'),
+                'taker': this.safeNumber(tierObject, 'taker_fee'),
                 'percentage': true,
                 'tierBased': true,
-                'tiers': tiers,
+                'tiers': spotTiers,
             };
         }
         return result;
@@ -613,36 +689,55 @@ class onetrading extends onetrading$1["default"] {
         await this.loadMarkets();
         const response = await this.privateGetAccountFees(params);
         //
-        //     {
-        //         "account_id": "ed524d00-820a-11e9-8f1e-69602df16d85",
-        //         "running_trading_volume": "0.0",
-        //         "fee_group_id": "default",
-        //         "collect_fees_in_best": false,
-        //         "fee_discount_rate": "25.0",
-        //         "minimum_price_value": "0.12",
-        //         "fee_tiers": [
-        //             { "volume": "0.0", "fee_group_id": "default", "maker_fee": "0.1", "taker_fee": "0.1" },
-        //             { "volume": "100.0", "fee_group_id": "default", "maker_fee": "0.09", "taker_fee": "0.1" },
-        //             { "volume": "250.0", "fee_group_id": "default", "maker_fee": "0.08", "taker_fee": "0.1" },
-        //             { "volume": "1000.0", "fee_group_id": "default", "maker_fee": "0.07", "taker_fee": "0.09" },
-        //             { "volume": "5000.0", "fee_group_id": "default", "maker_fee": "0.06", "taker_fee": "0.08" },
-        //             { "volume": "10000.0", "fee_group_id": "default", "maker_fee": "0.05", "taker_fee": "0.07" },
-        //             { "volume": "20000.0", "fee_group_id": "default", "maker_fee": "0.05", "taker_fee": "0.06" },
-        //             { "volume": "50000.0", "fee_group_id": "default", "maker_fee": "0.05", "taker_fee": "0.05" }
-        //         ],
-        //         "active_fee_tier": { "volume": "0.0", "fee_group_id": "default", "maker_fee": "0.1", "taker_fee": "0.1" }
-        //     }
+        // {
+        //    "account_id":"b7f4e27e-b34a-493a-b0d4-4bd341a3f2e0",
+        //    "running_volumes":[
+        //       {
+        //          "fee_group_id":"SPOT",
+        //          "volume":"0",
+        //          "currency":"EUR"
+        //       },
+        //       {
+        //          "fee_group_id":"FUTURES",
+        //          "volume":"0",
+        //          "currency":"EUR"
+        //       }
+        //    ],
+        //    "active_fee_tiers":[
+        //       {
+        //          "fee_group_id":"SPOT",
+        //          "volume":"0",
+        //          "maker_fee":"0.1000",
+        //          "taker_fee":"0.2000"
+        //       },
+        //       {
+        //          "fee_group_id":"FUTURES",
+        //          "volume":"0",
+        //          "maker_fee":"0.1000",
+        //          "taker_fee":"0.2000"
+        //       }
+        //    ]
+        // }
         //
-        const activeFeeTier = this.safeValue(response, 'active_fee_tier', {});
-        let makerFee = this.safeString(activeFeeTier, 'maker_fee');
-        let takerFee = this.safeString(activeFeeTier, 'taker_fee');
-        makerFee = Precise["default"].stringDiv(makerFee, '100');
-        takerFee = Precise["default"].stringDiv(takerFee, '100');
-        const feeTiers = this.safeValue(response, 'fee_tiers');
+        const activeFeeTier = this.safeList(response, 'active_fee_tiers');
+        const spotFees = this.safeDict(activeFeeTier, 0, {});
+        const futuresFees = this.safeDict(activeFeeTier, 1, {});
+        let spotMakerFee = this.safeString(spotFees, 'maker_fee');
+        let spotTakerFee = this.safeString(spotFees, 'taker_fee');
+        spotMakerFee = Precise["default"].stringDiv(spotMakerFee, '100');
+        spotTakerFee = Precise["default"].stringDiv(spotTakerFee, '100');
+        // const feeTiers = this.safeValue (response, 'fee_tiers');
+        let futuresMakerFee = this.safeString(futuresFees, 'maker_fee');
+        let futuresTakerFee = this.safeString(futuresFees, 'taker_fee');
+        futuresMakerFee = Precise["default"].stringDiv(futuresMakerFee, '100');
+        futuresTakerFee = Precise["default"].stringDiv(futuresTakerFee, '100');
         const result = {};
-        const tiers = this.parseFeeTiers(feeTiers);
+        // const tiers = this.parseFeeTiers (feeTiers);
         for (let i = 0; i < this.symbols.length; i++) {
             const symbol = this.symbols[i];
+            const market = this.market(symbol);
+            const makerFee = (market['spot']) ? spotMakerFee : futuresMakerFee;
+            const takerFee = (market['spot']) ? spotTakerFee : futuresTakerFee;
             result[symbol] = {
                 'info': response,
                 'symbol': symbol,
@@ -650,7 +745,7 @@ class onetrading extends onetrading$1["default"] {
                 'taker': this.parseNumber(takerFee),
                 'percentage': true,
                 'tierBased': true,
-                'tiers': tiers,
+                'tiers': undefined,
             };
         }
         return result;

package/dist/cjs/src/oxfun.js

@@ -7,7 +7,7 @@ var errors = require('./base/errors.js');
 var number = require('./base/functions/number.js');
 var sha256 = require('./static_dependencies/noble-hashes/sha256.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 /**
  * @class oxfun

package/dist/cjs/src/p2b.js

@@ -7,7 +7,7 @@ var errors = require('./base/errors.js');
 var number = require('./base/functions/number.js');
 var sha512 = require('./static_dependencies/noble-hashes/sha512.js');
 
-// ----------------------------------------------------------------------------
+// ---------------------------------------------------------------------------
 // ---------------------------------------------------------------------------
 /**
  * @class p2b

package/dist/cjs/src/paradex.js

@@ -10,7 +10,7 @@ var crypto = require('./base/functions/crypto.js');
 var sha3 = require('./static_dependencies/noble-hashes/sha3.js');
 var secp256k1 = require('./static_dependencies/noble-curves/secp256k1.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 /**
  * @class paradex

package/dist/cjs/src/paymium.js

@@ -8,7 +8,7 @@ var Precise = require('./base/Precise.js');
 var number = require('./base/functions/number.js');
 var sha256 = require('./static_dependencies/noble-hashes/sha256.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 /**
  * @class paymium

package/dist/cjs/src/phemex.js

@@ -191,7 +191,7 @@ class phemex extends phemex$1["default"] {
                         // swap
                         'accounts/accountPositions': 1,
                         'g-accounts/accountPositions': 1,
-                        'accounts/positions': 25,
+                        'g-accounts/positions': 25,
                         'api-data/futures/funding-fees': 5,
                         'api-data/g-futures/funding-fees': 5,
                         'api-data/futures/orders': 5,
@@ -3816,7 +3816,7 @@ class phemex extends phemex$1["default"] {
      * @param {string[]} [symbols] list of unified market symbols
      * @param {object} [params] extra parameters specific to the exchange API endpoint
      * @param {string} [params.code] the currency code to fetch positions for, USD, BTC or USDT, USDT is the default
-     * @param {string} [params.method] *USDT contracts only* 'privateGetGAccountsAccountPositions' or 'privateGetAccountsPositions' default is 'privateGetGAccountsAccountPositions'
+     * @param {string} [params.method] *USDT contracts only* 'privateGetGAccountsAccountPositions' or 'privateGetGAccountsAccountPositions' default is 'privateGetGAccountsAccountPositions'
      * @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/#/?id=position-structure}
      */
     async fetchPositions(symbols = undefined, params = {}) {
@@ -3859,7 +3859,7 @@ class phemex extends phemex$1["default"] {
                 response = await this.privateGetGAccountsAccountPositions(this.extend(request, params));
             }
             else {
-                response = await this.privateGetAccountsPositions(this.extend(request, params));
+                response = await this.privateGetGAccountsPositions(this.extend(request, params));
             }
         }
         else {
@@ -4033,7 +4033,7 @@ class phemex extends phemex$1["default"] {
         const initialMarginPercentageString = Precise["default"].stringDiv(initialMarginString, notionalString);
         const liquidationPrice = this.safeNumber2(position, 'liquidationPrice', 'liquidationPriceRp');
         const markPriceString = this.safeString2(position, 'markPrice', 'markPriceRp');
-        const contracts = this.safeString(position, 'size');
+        const contracts = this.safeString2(position, 'size', 'sizeRq');
         const contractSize = this.safeValue(market, 'contractSize');
         const contractSizeString = this.numberToString(contractSize);
         const leverage = this.parseNumber(Precise["default"].stringAbs((this.safeString2(position, 'leverage', 'leverageRr'))));
@@ -4043,9 +4043,12 @@ class phemex extends phemex$1["default"] {
         if (rawSide !== undefined) {
             side = (rawSide === 'Buy') ? 'long' : 'short';
         }
+        // Inverse long contract: unRealizedPnl = (posSize * contractSize) / avgEntryPrice - (posSize * contractSize) / markPrice
+        // Inverse short contract: unRealizedPnl =  (posSize *contractSize) / markPrice - (posSize * contractSize) / avgEntryPrice
+        // Linear long contract:  unRealizedPnl = (posSize * contractSize) * markPrice - (posSize * contractSize) * avgEntryPrice
+        // Linear short contract:  unRealizedPnl = (posSize * contractSize) * avgEntryPrice - (posSize * contractSize) * markPrice
         let priceDiff = undefined;
-        const currency = this.safeString(position, 'currency');
-        if (currency === 'USD') {
+        if (market['linear']) {
             if (side === 'long') {
                 priceDiff = Precise["default"].stringSub(markPriceString, entryPriceString);
             }
@@ -4063,6 +4066,8 @@ class phemex extends phemex$1["default"] {
             }
         }
         const unrealizedPnl = Precise["default"].stringMul(Precise["default"].stringMul(priceDiff, contracts), contractSizeString);
+        // the unrealizedPnl is only available in a specific endpoint which much higher RL limits
+        const apiUnrealizedPnl = this.safeString(position, 'unRealisedPnlRv', unrealizedPnl);
         const marginRatio = Precise["default"].stringDiv(maintenanceMarginString, collateral);
         const isCross = this.safeValue(position, 'crossMargin');
         return this.safePosition({
@@ -4071,7 +4076,8 @@ class phemex extends phemex$1["default"] {
             'symbol': symbol,
             'contracts': this.parseNumber(contracts),
             'contractSize': contractSize,
-            'unrealizedPnl': this.parseNumber(unrealizedPnl),
+            'realizedPnl': this.safeNumber(position, 'curTermRealisedPnlRv'),
+            'unrealizedPnl': this.parseNumber(apiUnrealizedPnl),
             'leverage': leverage,
             'liquidationPrice': liquidationPrice,
             'collateral': this.parseNumber(collateral),
@@ -4080,7 +4086,7 @@ class phemex extends phemex$1["default"] {
             'lastPrice': undefined,
             'entryPrice': this.parseNumber(entryPriceString),
             'timestamp': undefined,
-            'lastUpdateTimestamp': undefined,
+            'lastUpdateTimestamp': this.safeIntegerProduct(position, 'transactTimeNs', 0.000001),
             'initialMargin': this.parseNumber(initialMarginString),
             'initialMarginPercentage': this.parseNumber(initialMarginPercentageString),
             'maintenanceMargin': this.parseNumber(maintenanceMarginString),
@@ -4089,7 +4095,7 @@ class phemex extends phemex$1["default"] {
             'datetime': undefined,
             'marginMode': isCross ? 'cross' : 'isolated',
             'side': side,
-            'hedged': false,
+            'hedged': this.safeString(position, 'posMode') === 'Hedged',
             'percentage': undefined,
             'stopLossPrice': undefined,
             'takeProfitPrice': undefined,

package/dist/cjs/src/poloniex.js

@@ -8,7 +8,7 @@ var Precise = require('./base/Precise.js');
 var number = require('./base/functions/number.js');
 var sha256 = require('./static_dependencies/noble-hashes/sha256.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 /**
  * @class poloniex

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

@@ -6,7 +6,7 @@ var alpaca$1 = require('../alpaca.js');
 var errors = require('../base/errors.js');
 var Cache = require('../base/ws/Cache.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 class alpaca extends alpaca$1["default"] {
     describe() {

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

@@ -7,7 +7,7 @@ var Cache = require('../base/ws/Cache.js');
 var errors = require('../base/errors.js');
 var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 class apex extends apex$1["default"] {
     describe() {

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

@@ -7,7 +7,7 @@ var errors = require('../base/errors.js');
 var Cache = require('../base/ws/Cache.js');
 var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 class ascendex extends ascendex$1["default"] {
     describe() {