ccxt 4.5.43 → 4.5.45

package/dist/cjs/src/pro/bybit.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 bybit extends bybit$1["default"] {
     describe() {

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

@@ -8,7 +8,7 @@ var errors = require('../base/errors.js');
 var Cache = require('../base/ws/Cache.js');
 var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 class bydfi extends bydfi$1["default"] {
     describe() {

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

@@ -8,7 +8,7 @@ var errors = require('../base/errors.js');
 var Precise = require('../base/Precise.js');
 var Cache = require('../base/ws/Cache.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 class cex extends cex$1["default"] {
     describe() {

package/dist/cjs/src/pro/coinbase.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 coinbase extends coinbase$1["default"] {
     describe() {

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

@@ -4,7 +4,7 @@ Object.defineProperty(exports, '__esModule', { value: true });
 
 var coinbase = require('./coinbase.js');
 
-// ----------------------------------------------------------------------------
+// ---------------------------------------------------------------------------
 // ---------------------------------------------------------------------------
 class coinbaseadvanced extends coinbase["default"] {
     describe() {

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

@@ -6,8 +6,9 @@ var coinbaseexchange$1 = require('../coinbaseexchange.js');
 var errors = require('../base/errors.js');
 var Cache = require('../base/ws/Cache.js');
 var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
+var Precise = require('../base/Precise.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 class coinbaseexchange extends coinbaseexchange$1["default"] {
     describe() {
@@ -476,11 +477,11 @@ class coinbaseexchange extends coinbaseexchange$1["default"] {
         if ('maker_fee_rate' in trade) {
             isMaker = true;
             parsed['takerOrMaker'] = 'maker';
-            feeRate = this.safeNumber(trade, 'maker_fee_rate');
+            feeRate = this.safeString(trade, 'maker_fee_rate');
         }
         else {
             parsed['takerOrMaker'] = 'taker';
-            feeRate = this.safeNumber(trade, 'taker_fee_rate');
+            feeRate = this.safeString(trade, 'taker_fee_rate');
             // side always represents the maker side of the trade
             // so if we're taker, we invert it
             const currentSide = parsed['side'];
@@ -495,12 +496,12 @@ class coinbaseexchange extends coinbaseexchange$1["default"] {
         const feeCurrency = market['quote'];
         let feeCost = undefined;
         if ((parsed['cost'] !== undefined) && (feeRate !== undefined)) {
-            const cost = this.safeNumber(parsed, 'cost');
-            feeCost = cost * feeRate;
+            const cost = this.safeString(parsed, 'cost');
+            feeCost = Precise["default"].stringMul(cost, feeRate);
         }
         parsed['fee'] = {
-            'rate': feeRate,
-            'cost': feeCost,
+            'rate': this.parseNumber(feeRate),
+            'cost': this.parseNumber(feeCost),
             'currency': feeCurrency,
         };
         return parsed;
@@ -628,22 +629,23 @@ class coinbaseexchange extends coinbaseexchange$1["default"] {
                         }
                         previousOrder['trades'].push(trade);
                         previousOrder['lastTradeTimestamp'] = trade['timestamp'];
-                        let totalCost = 0;
-                        let totalAmount = 0;
+                        let totalCost = '0';
+                        let totalAmount = '0';
                         const trades = previousOrder['trades'];
                         for (let i = 0; i < trades.length; i++) {
                             const tradeEntry = trades[i];
-                            totalCost = this.sum(totalCost, tradeEntry['cost']);
-                            totalAmount = this.sum(totalAmount, tradeEntry['amount']);
+                            totalCost = this.safeString(tradeEntry, 'cost', '0');
+                            totalAmount = this.safeString(tradeEntry, 'amount', '0');
                         }
-                        if (totalAmount > 0) {
-                            previousOrder['average'] = totalCost / totalAmount;
+                        if (!Precise["default"].stringEq(totalAmount, '0')) {
+                            previousOrder['average'] = this.parseNumber(Precise["default"].stringDiv(totalCost, totalAmount));
                         }
-                        previousOrder['cost'] = totalCost;
-                        if (previousOrder['filled'] !== undefined) {
-                            previousOrder['filled'] += trade['amount'];
+                        previousOrder['cost'] = this.parseNumber(totalCost);
+                        const previousOrderFilled = this.safeString(previousOrder, 'filled');
+                        if (previousOrderFilled !== undefined) {
+                            previousOrder['filled'] = this.parseNumber(Precise["default"].stringAdd(previousOrderFilled, this.safeString(trade, 'amount')));
                             if (previousOrder['amount'] !== undefined) {
-                                previousOrder['remaining'] = previousOrder['amount'] - previousOrder['filled'];
+                                previousOrder['remaining'] = this.parseNumber(Precise["default"].stringSub(this.safeString(previousOrder, 'amount'), this.safeString(previousOrder, 'filled')));
                             }
                         }
                         if (previousOrder['fee'] === undefined) {
@@ -654,6 +656,9 @@ class coinbaseexchange extends coinbaseexchange$1["default"] {
                         }
                         if ((previousOrder['fee']['cost'] !== undefined) && (trade['fee']['cost'] !== undefined)) {
                             previousOrder['fee']['cost'] = this.sum(previousOrder['fee']['cost'], trade['fee']['cost']);
+                            const previousOrderFee = this.safeDict(previousOrder, 'fee');
+                            const tradeFee = this.safeDict(trade, 'fee');
+                            previousOrder['fee']['cost'] = this.parseNumber(Precise["default"].stringAdd(this.safeString(previousOrderFee, 'cost'), this.safeString(tradeFee, 'cost')));
                         }
                         // update the newUpdates count
                         orders.append(previousOrder);
@@ -685,22 +690,22 @@ class coinbaseexchange extends coinbaseexchange$1["default"] {
         const symbol = this.safeSymbol(marketId);
         const side = this.safeString(order, 'side');
         const price = this.safeNumber(order, 'price');
-        const amount = this.safeNumber2(order, 'size', 'funds');
+        const amount = this.safeString2(order, 'size', 'funds');
         const time = this.safeString(order, 'time');
         const timestamp = this.parse8601(time);
         const reason = this.safeString(order, 'reason');
         const status = this.parseWsOrderStatus(reason);
         const orderType = this.safeString(order, 'order_type');
-        let remaining = this.safeNumber(order, 'remaining_size');
+        let remaining = this.safeString(order, 'remaining_size');
         const type = this.safeString(order, 'type');
         let filled = undefined;
         if ((amount !== undefined) && (remaining !== undefined)) {
-            filled = amount - remaining;
+            filled = Precise["default"].stringSub(amount, remaining);
         }
         else if (type === 'received') {
-            filled = 0;
+            filled = '0';
             if (amount !== undefined) {
-                remaining = amount - filled;
+                remaining = Precise["default"].stringSub(amount, filled);
             }
         }
         return this.safeOrder({
@@ -718,11 +723,11 @@ class coinbaseexchange extends coinbaseexchange$1["default"] {
             'price': price,
             'stopPrice': undefined,
             'triggerPrice': undefined,
-            'amount': amount,
+            'amount': this.parseNumber(amount),
             'cost': undefined,
             'average': undefined,
-            'filled': filled,
-            'remaining': remaining,
+            'filled': this.parseNumber(filled),
+            'remaining': this.parseNumber(remaining),
             'status': status,
             'fee': undefined,
             'trades': undefined,

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

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

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

@@ -8,7 +8,7 @@ var Precise = require('../base/Precise.js');
 var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
 var Cache = require('../base/ws/Cache.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 class coincatch extends coincatch$1["default"] {
     describe() {

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

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

package/dist/cjs/src/pro/coinex.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 coinex extends coinex$1["default"] {
     describe() {

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

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

package/dist/cjs/src/pro/cryptocom.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 cryptocom extends cryptocom$1["default"] {
     describe() {

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

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

package/dist/cjs/src/pro/deribit.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 deribit extends deribit$1["default"] {
     describe() {

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

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

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

@@ -7,7 +7,7 @@ var errors = require('../base/errors.js');
 var Cache = require('../base/ws/Cache.js');
 var sha512 = require('../static_dependencies/noble-hashes/sha512.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 class exmo extends exmo$1["default"] {
     describe() {

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

@@ -8,7 +8,7 @@ var Cache = require('../base/ws/Cache.js');
 var sha512 = require('../static_dependencies/noble-hashes/sha512.js');
 var Precise = require('../base/Precise.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 class gate extends gate$1["default"] {
     describe() {
@@ -182,6 +182,7 @@ class gate extends gate$1["default"] {
         if (market['swap'] !== true) {
             throw new errors.NotSupported(this.id + ' createOrdersWs is not supported for swap markets');
         }
+        // todo add swap support
         const messageType = this.getTypeByMarket(market);
         const channel = messageType + '.order_batch_place';
         const url = this.getUrlByMarket(market);
@@ -193,7 +194,7 @@ class gate extends gate$1["default"] {
      * @method
      * @name gate#cancelAllOrdersWs
      * @description cancel all open orders
-     * @see https://www.gate.io/docs/developers/futures/ws/en/#cancel-all-open-orders-matched
+     * @see https://www.gate.com/docs/developers/futures/ws/en/#cancel-matched-open-orders
      * @see https://www.gate.io/docs/developers/apiv4/ws/en/#order-cancel-all-with-specified-currency-pair
      * @param {string} symbol unified market symbol, only orders in the market of this symbol are cancelled when symbol is not undefined
      * @param {object} [params] extra parameters specific to the exchange API endpoint
@@ -365,6 +366,7 @@ class gate extends gate$1["default"] {
      * @see https://www.gate.com/docs/developers/futures/ws/en/#order-book-api
      * @see https://www.gate.com/docs/developers/futures/ws/en/#order-book-v2-api
      * @see https://www.gate.com/docs/developers/delivery/ws/en/#order-book-api
+     * @see https://www.gate.com/docs/developers/options/ws/en/#order-book-channel
      * @param {string} symbol unified symbol of the market to fetch the order book for
      * @param {int} [limit] the maximum amount of order book entries to return
      * @param {object} [params] extra parameters specific to the exchange API endpoint
@@ -383,6 +385,9 @@ class gate extends gate$1["default"] {
         const payload = [marketId, interval];
         if (limit === undefined) {
             limit = 100; // max 100 atm
+            if (messageType === 'options') {
+                limit = 50; // max 50 for options
+            }
         }
         if (market['contract']) {
             const stringLimit = limit.toString();
@@ -574,6 +579,8 @@ class gate extends gate$1["default"] {
      * @method
      * @name gate#watchTicker
      * @see https://www.gate.io/docs/developers/apiv4/ws/en/#tickers-channel
+     * @see https://www.gate.com/docs/developers/futures/ws/en/#tickers-api
+     * @see https://www.gate.com/docs/developers/delivery/ws/en/#tickers-api
      * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
      * @param {string} symbol unified symbol of the market to fetch the ticker for
      * @param {object} [params] extra parameters specific to the exchange API endpoint
@@ -591,6 +598,8 @@ class gate extends gate$1["default"] {
      * @method
      * @name gate#watchTickers
      * @see https://www.gate.io/docs/developers/apiv4/ws/en/#tickers-channel
+     * @see https://www.gate.com/docs/developers/futures/ws/en/#tickers-api
+     * @see https://www.gate.com/docs/developers/delivery/ws/en/#tickers-api
      * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
      * @param {string[]} symbols unified symbol of the market to fetch the ticker for
      * @param {object} [params] extra parameters specific to the exchange API endpoint
@@ -625,6 +634,7 @@ class gate extends gate$1["default"] {
      * @name gate#watchBidsAsks
      * @see https://www.gate.io/docs/developers/apiv4/ws/en/#best-bid-or-ask-price
      * @see https://www.gate.io/docs/developers/apiv4/ws/en/#order-book-channel
+     * @see https://www.gate.com/docs/developers/options/ws/en/#best-bid-or-ask-price
      * @description watches best bid & ask for symbols
      * @param {string[]} symbols unified symbol of the market to fetch the ticker for
      * @param {object} [params] extra parameters specific to the exchange API endpoint
@@ -714,6 +724,10 @@ class gate extends gate$1["default"] {
     /**
      * @method
      * @name gate#watchTrades
+     * @see https://www.gate.com/docs/developers/apiv4/ws/en/#public-trades-channel
+     * @see https://www.gate.com/docs/developers/futures/ws/en/#trades-api
+     * @see https://www.gate.com/docs/developers/delivery/ws/en/#trades-api
+     * @see https://www.gate.com/docs/developers/options/ws/en/#public-contract-trades-channel
      * @description get the list of most recent trades for a particular symbol
      * @param {string} symbol unified symbol of the market to fetch trades for
      * @param {int} [since] timestamp in ms of the earliest trade to fetch
@@ -727,6 +741,10 @@ class gate extends gate$1["default"] {
     /**
      * @method
      * @name gate#watchTradesForSymbols
+     * @see https://www.gate.com/docs/developers/apiv4/ws/en/#public-trades-channel
+     * @see https://www.gate.com/docs/developers/futures/ws/en/#trades-api
+     * @see https://www.gate.com/docs/developers/delivery/ws/en/#trades-api
+     * @see https://www.gate.com/docs/developers/options/ws/en/#public-contract-trades-channel
      * @description get the list of most recent trades for a particular symbol
      * @param {string[]} symbols unified symbol of the market to fetch trades for
      * @param {int} [since] timestamp in ms of the earliest trade to fetch
@@ -830,6 +848,9 @@ class gate extends gate$1["default"] {
     /**
      * @method
      * @name gate#watchOHLCV
+     * @see https://www.gate.com/docs/developers/apiv4/ws/en/#candlesticks-channel
+     * @see https://www.gate.com/docs/developers/futures/ws/en/#candlesticks-api
+     * @see https://www.gate.com/docs/developers/delivery/ws/en/#candlesticks-api
      * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
      * @param {string} symbol unified symbol of the market to fetch OHLCV data for
      * @param {string} timeframe the length of time each candle represents
@@ -840,6 +861,7 @@ class gate extends gate$1["default"] {
      */
     async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
         await this.loadMarkets();
+        // todo add options support
         const market = this.market(symbol);
         symbol = market['symbol'];
         const marketId = market['id'];
@@ -914,6 +936,10 @@ class gate extends gate$1["default"] {
     /**
      * @method
      * @name gate#watchMyTrades
+     * @see https://www.gate.com/docs/developers/apiv4/ws/en/#user-trades-channel
+     * @see https://www.gate.com/docs/developers/futures/ws/en/#user-trades-api
+     * @see https://www.gate.com/docs/developers/delivery/ws/en/#user-trades-api
+     * @see https://www.gate.com/docs/developers/options/ws/en/#user-trades-channel
      * @description watches information on multiple trades made by the user
      * @param {string} symbol unified market symbol of the market trades were made in
      * @param {int} [since] the earliest time in ms to fetch trades for
@@ -1007,6 +1033,10 @@ class gate extends gate$1["default"] {
     /**
      * @method
      * @name gate#watchBalance
+     * @see https://www.gate.com/docs/developers/apiv4/ws/en/#spot-balance-channel
+     * @see https://www.gate.com/docs/developers/futures/ws/en/#balances-api
+     * @see https://www.gate.com/docs/developers/delivery/ws/en/#balances-api
+     * @see https://www.gate.com/docs/developers/options/ws/en/#balances-channel
      * @description watch balance and get the amount of funds available for trading or funds locked in orders
      * @param {object} [params] extra parameters specific to the exchange API endpoint
      * @returns {object} a [balance structure]{@link https://docs.ccxt.com/?id=balance-structure}
@@ -1027,6 +1057,7 @@ class gate extends gate$1["default"] {
             'swap': 'futures',
             'option': 'options',
         });
+        // todo: add correct margin support
         const channel = channelType + '.balances';
         const messageHash = type + '.balance';
         return await this.subscribePrivate(url, messageHash, undefined, channel, params, requiresUid);
@@ -1292,6 +1323,10 @@ class gate extends gate$1["default"] {
     /**
      * @method
      * @name gate#watchOrders
+     * @see https://www.gate.com/docs/developers/apiv4/ws/en/#orders-channel
+     * @see https://www.gate.com/docs/developers/futures/ws/en/#orders-api
+     * @see https://www.gate.com/docs/developers/delivery/ws/en/#orders-api
+     * @see https://www.gate.com/docs/developers/options/ws/en/#orders-channel
      * @description watches information on multiple orders made by the user
      * @param {string} symbol unified market symbol of the market orders were made in
      * @param {int} [since] the earliest time in ms to fetch orders for
@@ -1687,6 +1722,7 @@ class gate extends gate$1["default"] {
             'balance': this.handleBalanceSubscription,
             'spot.order_book_update': this.handleOrderBookSubscription,
             'futures.order_book_update': this.handleOrderBookSubscription,
+            'options.order_book_update': this.handleOrderBookSubscription,
         };
         const id = this.safeString(message, 'id');
         if (channel in methods) {

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

@@ -4,7 +4,7 @@ Object.defineProperty(exports, '__esModule', { value: true });
 
 var gate = require('./gate.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 // ---------------------------------------------------------------------------
 class gateio extends gate["default"] {
     describe() {

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

@@ -8,7 +8,7 @@ var errors = require('../base/errors.js');
 var sha512 = require('../static_dependencies/noble-hashes/sha512.js');
 var Precise = require('../base/Precise.js');
 
-// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
 //  ---------------------------------------------------------------------------
 class gemini extends gemini$1["default"] {
     describe() {