ccxt 4.5.3 → 4.5.5

package/js/src/okx.js

@@ -1,9 +1,3 @@
-// ----------------------------------------------------------------------------
-
-// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
-// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
-// EDIT THE CORRESPONDENT .ts FILE INSTEAD
-
 //  ---------------------------------------------------------------------------
 import Exchange from './abstract/okx.js';
 import { ExchangeError, ExchangeNotAvailable, OnMaintenance, ArgumentsRequired, BadRequest, AccountSuspended, InvalidAddress, DDoSProtection, PermissionDenied, InsufficientFunds, InvalidNonce, InvalidOrder, OrderNotFound, AuthenticationError, RequestTimeout, BadSymbol, RateLimitExceeded, NetworkError, CancelPending, NotSupported, AccountNotEnabled, ContractUnavailable, ManualInteractionNeeded, OperationRejected, RestrictedLocation } from './base/errors.js';
@@ -214,6 +208,7 @@ export default class okx extends Exchange {
                         'market/open-oracle': 50,
                         'market/exchange-rate': 20,
                         'market/index-components': 1,
+                        'public/market-data-history': 4,
                         'public/economic-calendar': 50,
                         'market/block-tickers': 1,
                         'market/block-ticker': 1,
@@ -365,7 +360,7 @@ export default class okx extends Exchange {
                         'account/fixed-loan/borrowing-limit': 4,
                         'account/fixed-loan/borrowing-quote': 5,
                         'account/fixed-loan/borrowing-orders-list': 5,
-                        'account/spot-manual-borrow-repay': 10,
+                        'account/spot-manual-borrow-repay': 30,
                         'account/set-auto-repay': 4,
                         'account/spot-borrow-repay-history': 4,
                         'account/move-positions-history': 10,
@@ -3065,13 +3060,15 @@ export default class okx extends Exchange {
             request['ordType'] = 'move_order_stop';
         }
         else if (stopLossDefined || takeProfitDefined) {
+            let attachAlgoOrd = {};
             if (stopLossDefined) {
                 const stopLossTriggerPrice = this.safeValueN(stopLoss, ['triggerPrice', 'stopPrice', 'slTriggerPx']);
                 if (stopLossTriggerPrice === undefined) {
                     throw new InvalidOrder(this.id + ' createOrder() requires a trigger price in params["stopLoss"]["triggerPrice"], or params["stopLoss"]["stopPrice"], or params["stopLoss"]["slTriggerPx"] for a stop loss order');
                 }
                 const slTriggerPx = this.priceToPrecision(symbol, stopLossTriggerPrice);
-                request['slTriggerPx'] = slTriggerPx;
+                const slOrder = {};
+                slOrder['slTriggerPx'] = slTriggerPx;
                 const stopLossLimitPrice = this.safeValueN(stopLoss, ['price', 'stopLossPrice', 'slOrdPx']);
                 const stopLossOrderType = this.safeString(stopLoss, 'type');
                 if (stopLossOrderType !== undefined) {
@@ -3085,33 +3082,35 @@ export default class okx extends Exchange {
                             throw new InvalidOrder(this.id + ' createOrder() requires a limit price in params["stopLoss"]["price"] or params["stopLoss"]["slOrdPx"] for a stop loss limit order');
                         }
                         else {
-                            request['slOrdPx'] = this.priceToPrecision(symbol, stopLossLimitPrice);
+                            slOrder['slOrdPx'] = this.priceToPrecision(symbol, stopLossLimitPrice);
                         }
                     }
                     else if (stopLossOrderType === 'market') {
-                        request['slOrdPx'] = '-1';
+                        slOrder['slOrdPx'] = '-1';
                     }
                 }
                 else if (stopLossLimitPrice !== undefined) {
-                    request['slOrdPx'] = this.priceToPrecision(symbol, stopLossLimitPrice); // limit sl order
+                    slOrder['slOrdPx'] = this.priceToPrecision(symbol, stopLossLimitPrice); // limit sl order
                 }
                 else {
-                    request['slOrdPx'] = '-1'; // market sl order
+                    slOrder['slOrdPx'] = '-1'; // market sl order
                 }
                 const stopLossTriggerPriceType = this.safeString2(stopLoss, 'triggerPriceType', 'slTriggerPxType', 'last');
                 if (stopLossTriggerPriceType !== undefined) {
                     if ((stopLossTriggerPriceType !== 'last') && (stopLossTriggerPriceType !== 'index') && (stopLossTriggerPriceType !== 'mark')) {
                         throw new InvalidOrder(this.id + ' createOrder() stop loss trigger price type must be one of "last", "index" or "mark"');
                     }
-                    request['slTriggerPxType'] = stopLossTriggerPriceType;
+                    slOrder['slTriggerPxType'] = stopLossTriggerPriceType;
                 }
+                attachAlgoOrd = this.extend(attachAlgoOrd, slOrder);
             }
             if (takeProfitDefined) {
                 const takeProfitTriggerPrice = this.safeValueN(takeProfit, ['triggerPrice', 'stopPrice', 'tpTriggerPx']);
                 if (takeProfitTriggerPrice === undefined) {
                     throw new InvalidOrder(this.id + ' createOrder() requires a trigger price in params["takeProfit"]["triggerPrice"], or params["takeProfit"]["stopPrice"], or params["takeProfit"]["tpTriggerPx"] for a take profit order');
                 }
-                request['tpTriggerPx'] = this.priceToPrecision(symbol, takeProfitTriggerPrice);
+                const tpOrder = {};
+                tpOrder['tpTriggerPx'] = this.priceToPrecision(symbol, takeProfitTriggerPrice);
                 const takeProfitLimitPrice = this.safeValueN(takeProfit, ['price', 'takeProfitPrice', 'tpOrdPx']);
                 const takeProfitOrderType = this.safeString2(takeProfit, 'type', 'tpOrdKind');
                 if (takeProfitOrderType !== undefined) {
@@ -3125,28 +3124,34 @@ export default class okx extends Exchange {
                             throw new InvalidOrder(this.id + ' createOrder() requires a limit price in params["takeProfit"]["price"] or params["takeProfit"]["tpOrdPx"] for a take profit limit order');
                         }
                         else {
-                            request['tpOrdKind'] = takeProfitOrderType;
-                            request['tpOrdPx'] = this.priceToPrecision(symbol, takeProfitLimitPrice);
+                            tpOrder['tpOrdKind'] = takeProfitOrderType;
+                            tpOrder['tpOrdPx'] = this.priceToPrecision(symbol, takeProfitLimitPrice);
                         }
                     }
                     else if (takeProfitOrderType === 'market') {
-                        request['tpOrdPx'] = '-1';
+                        tpOrder['tpOrdPx'] = '-1';
                     }
                 }
                 else if (takeProfitLimitPrice !== undefined) {
-                    request['tpOrdKind'] = 'limit';
-                    request['tpOrdPx'] = this.priceToPrecision(symbol, takeProfitLimitPrice); // limit tp order
+                    tpOrder['tpOrdKind'] = 'limit';
+                    tpOrder['tpOrdPx'] = this.priceToPrecision(symbol, takeProfitLimitPrice); // limit tp order
                 }
                 else {
-                    request['tpOrdPx'] = '-1'; // market tp order
+                    tpOrder['tpOrdPx'] = '-1'; // market tp order
                 }
                 const takeProfitTriggerPriceType = this.safeString2(takeProfit, 'triggerPriceType', 'tpTriggerPxType', 'last');
                 if (takeProfitTriggerPriceType !== undefined) {
                     if ((takeProfitTriggerPriceType !== 'last') && (takeProfitTriggerPriceType !== 'index') && (takeProfitTriggerPriceType !== 'mark')) {
                         throw new InvalidOrder(this.id + ' createOrder() take profit trigger price type must be one of "last", "index" or "mark"');
                     }
-                    request['tpTriggerPxType'] = takeProfitTriggerPriceType;
+                    tpOrder['tpTriggerPxType'] = takeProfitTriggerPriceType;
                 }
+                attachAlgoOrd = this.extend(attachAlgoOrd, tpOrder);
+            }
+            const attachOrdKeys = Object.keys(attachAlgoOrd);
+            const attachOrdLen = attachOrdKeys.length;
+            if (attachOrdLen > 0) {
+                request['attachAlgoOrds'] = [attachAlgoOrd];
             }
         }
         else if (trigger) {

package/js/src/okxus.js

@@ -1,9 +1,3 @@
-// ----------------------------------------------------------------------------
-
-// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
-// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
-// EDIT THE CORRESPONDENT .ts FILE INSTEAD
-
 // ---------------------------------------------------------------------------
 import okx from './okx.js';
 // ---------------------------------------------------------------------------

package/js/src/onetrading.d.ts

@@ -41,6 +41,7 @@ export default class onetrading extends Exchange {
      * @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
      */
     fetchTradingFees(params?: {}): Promise<TradingFees>;

package/js/src/onetrading.js

@@ -1,9 +1,3 @@
-// ----------------------------------------------------------------------------
-
-// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
-// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
-// EDIT THE CORRESPONDENT .ts FILE INSTEAD
-
 //  ---------------------------------------------------------------------------
 import Exchange from './abstract/onetrading.js';
 import { AuthenticationError, ExchangeError, PermissionDenied, BadRequest, ArgumentsRequired, OrderNotFound, InsufficientFunds, ExchangeNotAvailable, DDoSProtection, InvalidAddress, InvalidOrder, NotSupported } from './base/errors.js';
@@ -485,34 +479,80 @@ export default class onetrading extends Exchange {
         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,
@@ -550,6 +590,7 @@ export default class onetrading extends Exchange {
      * @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 = {}) {
@@ -573,39 +614,68 @@ export default class onetrading extends Exchange {
         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;
@@ -614,36 +684,55 @@ export default class onetrading extends Exchange {
         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.stringDiv(makerFee, '100');
-        takerFee = Precise.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.stringDiv(spotMakerFee, '100');
+        spotTakerFee = Precise.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.stringDiv(futuresMakerFee, '100');
+        futuresTakerFee = Precise.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,
@@ -651,7 +740,7 @@ export default class onetrading extends Exchange {
                 'taker': this.parseNumber(takerFee),
                 'percentage': true,
                 'tierBased': true,
-                'tiers': tiers,
+                'tiers': undefined,
             };
         }
         return result;

package/js/src/oxfun.js

@@ -1,9 +1,3 @@
-// ----------------------------------------------------------------------------
-
-// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
-// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
-// EDIT THE CORRESPONDENT .ts FILE INSTEAD
-
 //  ---------------------------------------------------------------------------
 import Exchange from './abstract/oxfun.js';
 import { AccountNotEnabled, ArgumentsRequired, AuthenticationError, BadRequest, BadSymbol, ExchangeError, InvalidOrder, InsufficientFunds, OrderNotFound, MarketClosed, NetworkError, NotSupported, OperationFailed, RateLimitExceeded, RequestTimeout } from './base/errors.js';

package/js/src/p2b.js

@@ -1,9 +1,3 @@
-// ----------------------------------------------------------------------------
-
-// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
-// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
-// EDIT THE CORRESPONDENT .ts FILE INSTEAD
-
 // ---------------------------------------------------------------------------
 import Exchange from './abstract/p2b.js';
 import { InsufficientFunds, AuthenticationError, BadRequest, ExchangeNotAvailable, ArgumentsRequired } from './base/errors.js';

package/js/src/paradex.js

@@ -1,9 +1,3 @@
-// ----------------------------------------------------------------------------
-
-// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
-// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
-// EDIT THE CORRESPONDENT .ts FILE INSTEAD
-
 //  ---------------------------------------------------------------------------
 import { Precise } from './base/Precise.js';
 import Exchange from './abstract/paradex.js';

package/js/src/paymium.js

@@ -1,9 +1,3 @@
-// ----------------------------------------------------------------------------
-
-// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
-// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
-// EDIT THE CORRESPONDENT .ts FILE INSTEAD
-
 //  ---------------------------------------------------------------------------
 import Exchange from './abstract/paymium.js';
 import { ExchangeError } from './base/errors.js';

package/js/src/phemex.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/phemex.js';
-import type { TransferEntry, Balances, Currency, FundingHistory, FundingRateHistory, Int, Market, Num, OHLCV, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, MarginModification, Currencies, Dict, LeverageTier, LeverageTiers, int, FundingRate, DepositAddress, Conversion, Position } from './base/types.js';
+import type { TransferEntry, Balances, Currency, FundingHistory, FundingRateHistory, Int, Market, Num, OHLCV, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, MarginModification, Currencies, Dict, LeverageTier, LeverageTiers, int, FundingRate, DepositAddress, Conversion, Position, Dictionary } from './base/types.js';
 /**
  * @class phemex
  * @augments Exchange
@@ -40,7 +40,7 @@ export default class phemex extends Exchange {
      */
     fetchOrderBook(symbol: string, limit?: Int, params?: {}): Promise<OrderBook>;
     toEn(n: any, scale: any): number;
-    toEv(amount: any, market?: Market): any;
+    toEv(amount: any, market?: Dictionary<any>): any;
     toEp(price: any, market?: Market): any;
     fromEn(en: any, scale: any): string;
     fromEp(ep: any, market?: Market): any;
@@ -291,7 +291,7 @@ export default class phemex extends Exchange {
      * @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}
      */
     fetchPositions(symbols?: Strings, params?: {}): Promise<Position[]>;

package/js/src/phemex.js

@@ -1,9 +1,3 @@
-// ----------------------------------------------------------------------------
-
-// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
-// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
-// EDIT THE CORRESPONDENT .ts FILE INSTEAD
-
 // ----------------------------------------------------------------------------
 import Exchange from './abstract/phemex.js';
 import { ExchangeError, BadSymbol, AuthenticationError, InsufficientFunds, InvalidOrder, ArgumentsRequired, OrderNotFound, BadRequest, PermissionDenied, AccountSuspended, CancelPending, DDoSProtection, DuplicateOrderId, RateLimitExceeded } from './base/errors.js';
@@ -192,7 +186,7 @@ export default class phemex extends Exchange {
                         // 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,
@@ -3817,7 +3811,7 @@ export default class phemex extends Exchange {
      * @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 = {}) {
@@ -3860,7 +3854,7 @@ export default class phemex extends Exchange {
                 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 {
@@ -4034,7 +4028,7 @@ export default class phemex extends Exchange {
         const initialMarginPercentageString = Precise.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.stringAbs((this.safeString2(position, 'leverage', 'leverageRr'))));
@@ -4044,9 +4038,12 @@ export default class phemex extends Exchange {
         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.stringSub(markPriceString, entryPriceString);
             }
@@ -4064,6 +4061,8 @@ export default class phemex extends Exchange {
             }
         }
         const unrealizedPnl = Precise.stringMul(Precise.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.stringDiv(maintenanceMarginString, collateral);
         const isCross = this.safeValue(position, 'crossMargin');
         return this.safePosition({
@@ -4072,7 +4071,8 @@ export default class phemex extends Exchange {
             '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),
@@ -4081,7 +4081,7 @@ export default class phemex extends Exchange {
             '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),
@@ -4090,7 +4090,7 @@ export default class phemex extends Exchange {
             'datetime': undefined,
             'marginMode': isCross ? 'cross' : 'isolated',
             'side': side,
-            'hedged': false,
+            'hedged': this.safeString(position, 'posMode') === 'Hedged',
             'percentage': undefined,
             'stopLossPrice': undefined,
             'takeProfitPrice': undefined,

package/js/src/poloniex.js

@@ -1,9 +1,3 @@
-// ----------------------------------------------------------------------------
-
-// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
-// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
-// EDIT THE CORRESPONDENT .ts FILE INSTEAD
-
 //  ---------------------------------------------------------------------------
 import Exchange from './abstract/poloniex.js';
 import { ArgumentsRequired, ExchangeError, ExchangeNotAvailable, NotSupported, RequestTimeout, AuthenticationError, PermissionDenied, InsufficientFunds, OrderNotFound, InvalidOrder, AccountSuspended, OnMaintenance, BadSymbol, BadRequest } from './base/errors.js';