bitmart 0.0.71__tar.gz → 0.0.72__tar.gz

{bitmart-0.0.71 → bitmart-0.0.72}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: bitmart
-Version: 0.0.71
+Version: 0.0.72
 Summary: bitmart crypto exchange api client
 Project-URL: Homepage, https://github.com/ccxt/ccxt
 Project-URL: Issues, https://github.com/ccxt/ccxt

{bitmart-0.0.71 → bitmart-0.0.72}/pyproject.toml

@@ -11,7 +11,7 @@ only-include = ["src/bitmart"]
 
 [project]
 name = "bitmart"
-version = "0.0.71"
+version = "0.0.72"
 authors = [
     { name="CCXT", email="info@ccxt.trade" },
 ]

{bitmart-0.0.71 → bitmart-0.0.72}/src/bitmart/ccxt/__init__.py

@@ -26,7 +26,7 @@ sys.modules['ccxt'] = ccxt_module
 
 # ----------------------------------------------------------------------------
 
-__version__ = '4.4.91'
+__version__ = '4.4.92'
 
 # ----------------------------------------------------------------------------
 

{bitmart-0.0.71 → bitmart-0.0.72}/src/bitmart/ccxt/async_support/__init__.py

@@ -8,7 +8,7 @@ sys.modules['ccxt'] = ccxt_module
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.91'
+__version__ = '4.4.92'
 
 # -----------------------------------------------------------------------------
 

{bitmart-0.0.71 → bitmart-0.0.72}/src/bitmart/ccxt/async_support/base/exchange.py

@@ -2,7 +2,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.91'
+__version__ = '4.4.92'
 
 # -----------------------------------------------------------------------------
 

{bitmart-0.0.71 → bitmart-0.0.72}/src/bitmart/ccxt/async_support/base/ws/client.py

@@ -134,7 +134,7 @@ class Client(object):
                     error = NetworkError(str(exception))
                     if self.verbose:
                         self.log(iso8601(milliseconds()), 'receive_loop', 'Exception', error)
-                    self.reset(error)
+                    self.reject(error)
 
             task.add_done_callback(after_interrupt)
 

{bitmart-0.0.71 → bitmart-0.0.72}/src/bitmart/ccxt/async_support/bitmart.py

@@ -2160,6 +2160,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param int [params.until]: the latest time in ms to fetch trades for
         :param boolean [params.marginMode]: *spot* whether to fetch trades for margin orders or spot orders, defaults to spot orders(only isolated margin orders are supported)
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns Trade[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
         """
         await self.load_markets()
@@ -2264,6 +2265,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param int [since]: the earliest time in ms to fetch trades for
         :param int [limit]: the maximum number of trades to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
         """
         await self.load_markets()
@@ -2706,6 +2708,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param str [params.stopLossPrice]: *swap only* the price to trigger a stop-loss order
         :param str [params.takeProfitPrice]: *swap only* the price to trigger a take-profit order
         :param int [params.plan_category]: *swap tp/sl only* 1: tp/sl, 2: position tp/sl, default is 1
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         await self.load_markets()
@@ -2768,6 +2771,7 @@ class bitmart(Exchange, ImplicitAPI):
 
         :param Array orders: list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
         :param dict [params]:  extra parameters specific to the exchange API endpoint
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         await self.load_markets()
@@ -3270,6 +3274,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param str [params.orderType]: *swap only* 'limit', 'market', or 'trailing'
         :param boolean [params.trailing]: *swap only* set to True if you want to fetch trailing orders
         :param boolean [params.trigger]: *swap only* set to True if you want to fetch trigger orders
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
         """
         await self.load_markets()
@@ -3383,6 +3388,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param int [params.until]: timestamp in ms of the latest entry
         :param str [params.marginMode]: *spot only* 'cross' or 'isolated', for margin trading
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
         """
         await self.load_markets()
@@ -3441,6 +3447,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param str [params.clientOrderId]: *spot* fetch the order by client order id instead of order id
         :param str [params.orderType]: *swap only* 'limit', 'market', 'liquidate', 'bankruptcy', 'adl' or 'trailing'
         :param boolean [params.trailing]: *swap only* set to True if you want to fetch a trailing order
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         await self.load_markets()

{bitmart-0.0.71 → bitmart-0.0.72}/src/bitmart/ccxt/base/exchange.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.91'
+__version__ = '4.4.92'
 
 # -----------------------------------------------------------------------------
 
@@ -1515,6 +1515,12 @@ class Exchange(object):
         parts = re.sub(r'0+$', '', str).split('.')
         return len(parts[1]) if len(parts) > 1 else 0
 
+    def map_to_safe_map(self, dictionary):
+        return dictionary  # wrapper for go
+
+    def safe_map_to_map(self, dictionary):
+        return dictionary  # wrapper for go
+
     def load_markets(self, reload=False, params={}):
         """
         Loads and prepares the markets for trading.
@@ -3222,14 +3228,14 @@ class Exchange(object):
             else:
                 market['subType'] = None
             values.append(market)
-        self.markets = self.index_by(values, 'symbol')
+        self.markets = self.map_to_safe_map(self.index_by(values, 'symbol'))
         marketsSortedBySymbol = self.keysort(self.markets)
         marketsSortedById = self.keysort(self.markets_by_id)
         self.symbols = list(marketsSortedBySymbol.keys())
         self.ids = list(marketsSortedById.keys())
         if currencies is not None:
             # currencies is always None when called in constructor but not when called from loadMarkets
-            self.currencies = self.deep_extend(self.currencies, currencies)
+            self.currencies = self.map_to_safe_map(self.deep_extend(self.currencies, currencies))
         else:
             baseCurrencies = []
             quoteCurrencies = []
@@ -3255,8 +3261,8 @@ class Exchange(object):
                     quoteCurrencies.append(currency)
             baseCurrencies = self.sort_by(baseCurrencies, 'code', False, '')
             quoteCurrencies = self.sort_by(quoteCurrencies, 'code', False, '')
-            self.baseCurrencies = self.index_by(baseCurrencies, 'code')
-            self.quoteCurrencies = self.index_by(quoteCurrencies, 'code')
+            self.baseCurrencies = self.map_to_safe_map(self.index_by(baseCurrencies, 'code'))
+            self.quoteCurrencies = self.map_to_safe_map(self.index_by(quoteCurrencies, 'code'))
             allCurrencies = self.array_concat(baseCurrencies, quoteCurrencies)
             groupedCurrencies = self.group_by(allCurrencies, 'code')
             codes = list(groupedCurrencies.keys())
@@ -3273,7 +3279,7 @@ class Exchange(object):
                         highestPrecisionCurrency = currentCurrency if (currentCurrency['precision'] > highestPrecisionCurrency['precision']) else highestPrecisionCurrency
                 resultingCurrencies.append(highestPrecisionCurrency)
             sortedCurrencies = self.sort_by(resultingCurrencies, 'code')
-            self.currencies = self.deep_extend(self.currencies, self.index_by(sortedCurrencies, 'code'))
+            self.currencies = self.map_to_safe_map(self.deep_extend(self.currencies, self.index_by(sortedCurrencies, 'code')))
         self.currencies_by_id = self.index_by_safe(self.currencies, 'id')
         currenciesSortedByCode = self.keysort(self.currencies)
         self.codes = list(currenciesSortedByCode.keys())
@@ -6792,7 +6798,7 @@ class Exchange(object):
         return reconstructedDate
 
     def convert_market_id_expire_date(self, date: str):
-        # parse 03JAN24 to 240103
+        # parse 03JAN24 to 240103.
         monthMappping = {
             'JAN': '01',
             'FEB': '02',
@@ -6914,19 +6920,9 @@ class Exchange(object):
                         del self.tickers[symbol]
         else:
             if topic == 'myTrades' and (self.myTrades is not None):
-                # don't reset self.myTrades directly here
-                # because in c# we need to use a different object(thread-safe dict)
-                keys = list(self.myTrades.keys())
-                for i in range(0, len(keys)):
-                    key = keys[i]
-                    if key in self.myTrades:
-                        del self.myTrades[key]
+                self.myTrades = None
             elif topic == 'orders' and (self.orders is not None):
-                orderSymbols = list(self.orders.keys())
-                for i in range(0, len(orderSymbols)):
-                    orderSymbol = orderSymbols[i]
-                    if orderSymbol in self.orders:
-                        del self.orders[orderSymbol]
+                self.orders = None
             elif topic == 'ticker' and (self.tickers is not None):
                 tickerSymbols = list(self.tickers.keys())
                 for i in range(0, len(tickerSymbols)):

{bitmart-0.0.71 → bitmart-0.0.72}/src/bitmart/ccxt/base/types.py

@@ -606,3 +606,4 @@ class ConstructorArgs(TypedDict, total=False):
     hostname: str
     urls: Dict[str, Any]
     headers: Dict[str, Any]
+    session: Any

{bitmart-0.0.71 → bitmart-0.0.72}/src/bitmart/ccxt/bitmart.py

@@ -2160,6 +2160,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param int [params.until]: the latest time in ms to fetch trades for
         :param boolean [params.marginMode]: *spot* whether to fetch trades for margin orders or spot orders, defaults to spot orders(only isolated margin orders are supported)
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns Trade[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
         """
         self.load_markets()
@@ -2264,6 +2265,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param int [since]: the earliest time in ms to fetch trades for
         :param int [limit]: the maximum number of trades to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
         """
         self.load_markets()
@@ -2706,6 +2708,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param str [params.stopLossPrice]: *swap only* the price to trigger a stop-loss order
         :param str [params.takeProfitPrice]: *swap only* the price to trigger a take-profit order
         :param int [params.plan_category]: *swap tp/sl only* 1: tp/sl, 2: position tp/sl, default is 1
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()
@@ -2768,6 +2771,7 @@ class bitmart(Exchange, ImplicitAPI):
 
         :param Array orders: list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
         :param dict [params]:  extra parameters specific to the exchange API endpoint
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()
@@ -3270,6 +3274,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param str [params.orderType]: *swap only* 'limit', 'market', or 'trailing'
         :param boolean [params.trailing]: *swap only* set to True if you want to fetch trailing orders
         :param boolean [params.trigger]: *swap only* set to True if you want to fetch trigger orders
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()
@@ -3383,6 +3388,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param int [params.until]: timestamp in ms of the latest entry
         :param str [params.marginMode]: *spot only* 'cross' or 'isolated', for margin trading
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()
@@ -3441,6 +3447,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param str [params.clientOrderId]: *spot* fetch the order by client order id instead of order id
         :param str [params.orderType]: *swap only* 'limit', 'market', 'liquidate', 'bankruptcy', 'adl' or 'trailing'
         :param boolean [params.trailing]: *swap only* set to True if you want to fetch a trailing order
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()

{bitmart-0.0.71 → bitmart-0.0.72}/src/bitmart/ccxt/pro/__init__.py

@@ -8,7 +8,7 @@ sys.modules['ccxt'] = ccxt_module
 
 # ----------------------------------------------------------------------------
 
-__version__ = '4.4.91'
+__version__ = '4.4.92'
 
 # ----------------------------------------------------------------------------