bitmex-api 0.0.12__py3-none-any.whl → 0.0.13__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- bitmex/__init__.py +7 -0
- bitmex/ccxt/__init__.py +101 -0
- bitmex/ccxt/abstract/bitmex.py +97 -0
- bitmex/ccxt/async_support/__init__.py +80 -0
- bitmex/ccxt/async_support/base/__init__.py +1 -0
- bitmex/ccxt/async_support/base/exchange.py +2100 -0
- bitmex/ccxt/async_support/base/throttler.py +50 -0
- bitmex/ccxt/async_support/base/ws/__init__.py +38 -0
- bitmex/ccxt/async_support/base/ws/aiohttp_client.py +147 -0
- bitmex/ccxt/async_support/base/ws/cache.py +213 -0
- bitmex/ccxt/async_support/base/ws/client.py +214 -0
- bitmex/ccxt/async_support/base/ws/fast_client.py +97 -0
- bitmex/ccxt/async_support/base/ws/functions.py +59 -0
- bitmex/ccxt/async_support/base/ws/future.py +69 -0
- bitmex/ccxt/async_support/base/ws/order_book.py +78 -0
- bitmex/ccxt/async_support/base/ws/order_book_side.py +174 -0
- bitmex/ccxt/async_support/bitmex.py +2932 -0
- bitmex/ccxt/base/__init__.py +27 -0
- bitmex/ccxt/base/decimal_to_precision.py +174 -0
- bitmex/ccxt/base/errors.py +267 -0
- bitmex/ccxt/base/exchange.py +6769 -0
- bitmex/ccxt/base/precise.py +297 -0
- bitmex/ccxt/base/types.py +577 -0
- bitmex/ccxt/bitmex.py +2932 -0
- bitmex/ccxt/pro/__init__.py +21 -0
- bitmex/ccxt/pro/bitmex.py +1697 -0
- bitmex/ccxt/static_dependencies/README.md +1 -0
- bitmex/ccxt/static_dependencies/__init__.py +1 -0
- bitmex/ccxt/static_dependencies/ecdsa/__init__.py +14 -0
- bitmex/ccxt/static_dependencies/ecdsa/_version.py +520 -0
- bitmex/ccxt/static_dependencies/ecdsa/curves.py +56 -0
- bitmex/ccxt/static_dependencies/ecdsa/der.py +221 -0
- bitmex/ccxt/static_dependencies/ecdsa/ecdsa.py +310 -0
- bitmex/ccxt/static_dependencies/ecdsa/ellipticcurve.py +197 -0
- bitmex/ccxt/static_dependencies/ecdsa/keys.py +332 -0
- bitmex/ccxt/static_dependencies/ecdsa/numbertheory.py +531 -0
- bitmex/ccxt/static_dependencies/ecdsa/rfc6979.py +100 -0
- bitmex/ccxt/static_dependencies/ecdsa/util.py +266 -0
- bitmex/ccxt/static_dependencies/ethereum/__init__.py +7 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/__init__.py +16 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/abi.py +19 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/base.py +152 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/codec.py +217 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/constants.py +3 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/decoding.py +565 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/encoding.py +720 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/exceptions.py +139 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/grammar.py +443 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/packed.py +13 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/py.typed +0 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/registry.py +643 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/tools/__init__.py +3 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/tools/_strategies.py +230 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/utils/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/utils/numeric.py +83 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/utils/padding.py +27 -0
- bitmex/ccxt/static_dependencies/ethereum/abi/utils/string.py +19 -0
- bitmex/ccxt/static_dependencies/ethereum/account/__init__.py +3 -0
- bitmex/ccxt/static_dependencies/ethereum/account/encode_typed_data/__init__.py +4 -0
- bitmex/ccxt/static_dependencies/ethereum/account/encode_typed_data/encoding_and_hashing.py +239 -0
- bitmex/ccxt/static_dependencies/ethereum/account/encode_typed_data/helpers.py +40 -0
- bitmex/ccxt/static_dependencies/ethereum/account/messages.py +263 -0
- bitmex/ccxt/static_dependencies/ethereum/account/py.typed +0 -0
- bitmex/ccxt/static_dependencies/ethereum/hexbytes/__init__.py +5 -0
- bitmex/ccxt/static_dependencies/ethereum/hexbytes/_utils.py +54 -0
- bitmex/ccxt/static_dependencies/ethereum/hexbytes/main.py +65 -0
- bitmex/ccxt/static_dependencies/ethereum/hexbytes/py.typed +0 -0
- bitmex/ccxt/static_dependencies/ethereum/typing/__init__.py +63 -0
- bitmex/ccxt/static_dependencies/ethereum/typing/abi.py +6 -0
- bitmex/ccxt/static_dependencies/ethereum/typing/bls.py +7 -0
- bitmex/ccxt/static_dependencies/ethereum/typing/discovery.py +5 -0
- bitmex/ccxt/static_dependencies/ethereum/typing/encoding.py +7 -0
- bitmex/ccxt/static_dependencies/ethereum/typing/enums.py +17 -0
- bitmex/ccxt/static_dependencies/ethereum/typing/ethpm.py +9 -0
- bitmex/ccxt/static_dependencies/ethereum/typing/evm.py +20 -0
- bitmex/ccxt/static_dependencies/ethereum/typing/networks.py +1122 -0
- bitmex/ccxt/static_dependencies/ethereum/typing/py.typed +0 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/__init__.py +115 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/abi.py +72 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/address.py +171 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/applicators.py +151 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/conversions.py +190 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/currency.py +107 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/curried/__init__.py +269 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/debug.py +20 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/decorators.py +132 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/encoding.py +6 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/exceptions.py +4 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/functional.py +75 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/hexadecimal.py +74 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/humanize.py +188 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/logging.py +159 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/module_loading.py +31 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/numeric.py +43 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/py.typed +0 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/toolz.py +76 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/types.py +54 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/typing/__init__.py +18 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/typing/misc.py +14 -0
- bitmex/ccxt/static_dependencies/ethereum/utils/units.py +31 -0
- bitmex/ccxt/static_dependencies/keccak/__init__.py +3 -0
- bitmex/ccxt/static_dependencies/keccak/keccak.py +197 -0
- bitmex/ccxt/static_dependencies/lark/__init__.py +38 -0
- bitmex/ccxt/static_dependencies/lark/__pyinstaller/__init__.py +6 -0
- bitmex/ccxt/static_dependencies/lark/__pyinstaller/hook-lark.py +14 -0
- bitmex/ccxt/static_dependencies/lark/ast_utils.py +59 -0
- bitmex/ccxt/static_dependencies/lark/common.py +86 -0
- bitmex/ccxt/static_dependencies/lark/exceptions.py +292 -0
- bitmex/ccxt/static_dependencies/lark/grammar.py +130 -0
- bitmex/ccxt/static_dependencies/lark/grammars/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/lark/grammars/common.lark +59 -0
- bitmex/ccxt/static_dependencies/lark/grammars/lark.lark +62 -0
- bitmex/ccxt/static_dependencies/lark/grammars/python.lark +302 -0
- bitmex/ccxt/static_dependencies/lark/grammars/unicode.lark +7 -0
- bitmex/ccxt/static_dependencies/lark/indenter.py +143 -0
- bitmex/ccxt/static_dependencies/lark/lark.py +658 -0
- bitmex/ccxt/static_dependencies/lark/lexer.py +678 -0
- bitmex/ccxt/static_dependencies/lark/load_grammar.py +1428 -0
- bitmex/ccxt/static_dependencies/lark/parse_tree_builder.py +391 -0
- bitmex/ccxt/static_dependencies/lark/parser_frontends.py +257 -0
- bitmex/ccxt/static_dependencies/lark/parsers/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/lark/parsers/cyk.py +340 -0
- bitmex/ccxt/static_dependencies/lark/parsers/earley.py +314 -0
- bitmex/ccxt/static_dependencies/lark/parsers/earley_common.py +42 -0
- bitmex/ccxt/static_dependencies/lark/parsers/earley_forest.py +801 -0
- bitmex/ccxt/static_dependencies/lark/parsers/grammar_analysis.py +203 -0
- bitmex/ccxt/static_dependencies/lark/parsers/lalr_analysis.py +332 -0
- bitmex/ccxt/static_dependencies/lark/parsers/lalr_interactive_parser.py +158 -0
- bitmex/ccxt/static_dependencies/lark/parsers/lalr_parser.py +122 -0
- bitmex/ccxt/static_dependencies/lark/parsers/lalr_parser_state.py +110 -0
- bitmex/ccxt/static_dependencies/lark/parsers/xearley.py +165 -0
- bitmex/ccxt/static_dependencies/lark/py.typed +0 -0
- bitmex/ccxt/static_dependencies/lark/reconstruct.py +107 -0
- bitmex/ccxt/static_dependencies/lark/tools/__init__.py +70 -0
- bitmex/ccxt/static_dependencies/lark/tools/nearley.py +202 -0
- bitmex/ccxt/static_dependencies/lark/tools/serialize.py +32 -0
- bitmex/ccxt/static_dependencies/lark/tools/standalone.py +196 -0
- bitmex/ccxt/static_dependencies/lark/tree.py +267 -0
- bitmex/ccxt/static_dependencies/lark/tree_matcher.py +186 -0
- bitmex/ccxt/static_dependencies/lark/tree_templates.py +180 -0
- bitmex/ccxt/static_dependencies/lark/utils.py +343 -0
- bitmex/ccxt/static_dependencies/lark/visitors.py +596 -0
- bitmex/ccxt/static_dependencies/marshmallow/__init__.py +81 -0
- bitmex/ccxt/static_dependencies/marshmallow/base.py +65 -0
- bitmex/ccxt/static_dependencies/marshmallow/class_registry.py +94 -0
- bitmex/ccxt/static_dependencies/marshmallow/decorators.py +231 -0
- bitmex/ccxt/static_dependencies/marshmallow/error_store.py +60 -0
- bitmex/ccxt/static_dependencies/marshmallow/exceptions.py +71 -0
- bitmex/ccxt/static_dependencies/marshmallow/fields.py +2114 -0
- bitmex/ccxt/static_dependencies/marshmallow/orderedset.py +89 -0
- bitmex/ccxt/static_dependencies/marshmallow/py.typed +0 -0
- bitmex/ccxt/static_dependencies/marshmallow/schema.py +1228 -0
- bitmex/ccxt/static_dependencies/marshmallow/types.py +12 -0
- bitmex/ccxt/static_dependencies/marshmallow/utils.py +378 -0
- bitmex/ccxt/static_dependencies/marshmallow/validate.py +678 -0
- bitmex/ccxt/static_dependencies/marshmallow/warnings.py +2 -0
- bitmex/ccxt/static_dependencies/marshmallow_dataclass/__init__.py +1047 -0
- bitmex/ccxt/static_dependencies/marshmallow_dataclass/collection_field.py +51 -0
- bitmex/ccxt/static_dependencies/marshmallow_dataclass/lazy_class_attribute.py +45 -0
- bitmex/ccxt/static_dependencies/marshmallow_dataclass/mypy.py +71 -0
- bitmex/ccxt/static_dependencies/marshmallow_dataclass/py.typed +0 -0
- bitmex/ccxt/static_dependencies/marshmallow_dataclass/typing.py +14 -0
- bitmex/ccxt/static_dependencies/marshmallow_dataclass/union_field.py +82 -0
- bitmex/ccxt/static_dependencies/marshmallow_oneofschema/__init__.py +1 -0
- bitmex/ccxt/static_dependencies/marshmallow_oneofschema/one_of_schema.py +193 -0
- bitmex/ccxt/static_dependencies/marshmallow_oneofschema/py.typed +0 -0
- bitmex/ccxt/static_dependencies/msgpack/__init__.py +55 -0
- bitmex/ccxt/static_dependencies/msgpack/_cmsgpack.pyx +11 -0
- bitmex/ccxt/static_dependencies/msgpack/_packer.pyx +374 -0
- bitmex/ccxt/static_dependencies/msgpack/_unpacker.pyx +547 -0
- bitmex/ccxt/static_dependencies/msgpack/buff_converter.h +8 -0
- bitmex/ccxt/static_dependencies/msgpack/exceptions.py +48 -0
- bitmex/ccxt/static_dependencies/msgpack/ext.py +168 -0
- bitmex/ccxt/static_dependencies/msgpack/fallback.py +951 -0
- bitmex/ccxt/static_dependencies/msgpack/pack.h +89 -0
- bitmex/ccxt/static_dependencies/msgpack/pack_template.h +820 -0
- bitmex/ccxt/static_dependencies/msgpack/sysdep.h +194 -0
- bitmex/ccxt/static_dependencies/msgpack/unpack.h +391 -0
- bitmex/ccxt/static_dependencies/msgpack/unpack_define.h +95 -0
- bitmex/ccxt/static_dependencies/msgpack/unpack_template.h +464 -0
- bitmex/ccxt/static_dependencies/parsimonious/__init__.py +10 -0
- bitmex/ccxt/static_dependencies/parsimonious/exceptions.py +105 -0
- bitmex/ccxt/static_dependencies/parsimonious/expressions.py +479 -0
- bitmex/ccxt/static_dependencies/parsimonious/grammar.py +487 -0
- bitmex/ccxt/static_dependencies/parsimonious/nodes.py +325 -0
- bitmex/ccxt/static_dependencies/parsimonious/utils.py +40 -0
- bitmex/ccxt/static_dependencies/starknet/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v0/__init__.py +2 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v0/model.py +44 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v0/parser.py +216 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v0/schemas.py +72 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v0/shape.py +63 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v1/__init__.py +2 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v1/core_structures.json +14 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v1/model.py +39 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v1/parser.py +220 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v1/parser_transformer.py +179 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v1/schemas.py +66 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v1/shape.py +47 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v2/__init__.py +2 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v2/model.py +89 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v2/parser.py +293 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v2/parser_transformer.py +192 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v2/schemas.py +132 -0
- bitmex/ccxt/static_dependencies/starknet/abi/v2/shape.py +107 -0
- bitmex/ccxt/static_dependencies/starknet/cairo/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/starknet/cairo/data_types.py +123 -0
- bitmex/ccxt/static_dependencies/starknet/cairo/deprecated_parse/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/starknet/cairo/deprecated_parse/cairo_types.py +77 -0
- bitmex/ccxt/static_dependencies/starknet/cairo/deprecated_parse/parser.py +46 -0
- bitmex/ccxt/static_dependencies/starknet/cairo/deprecated_parse/parser_transformer.py +138 -0
- bitmex/ccxt/static_dependencies/starknet/cairo/felt.py +64 -0
- bitmex/ccxt/static_dependencies/starknet/cairo/type_parser.py +121 -0
- bitmex/ccxt/static_dependencies/starknet/cairo/v1/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/starknet/cairo/v1/type_parser.py +59 -0
- bitmex/ccxt/static_dependencies/starknet/cairo/v2/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/starknet/cairo/v2/type_parser.py +77 -0
- bitmex/ccxt/static_dependencies/starknet/ccxt_utils.py +7 -0
- bitmex/ccxt/static_dependencies/starknet/common.py +15 -0
- bitmex/ccxt/static_dependencies/starknet/constants.py +39 -0
- bitmex/ccxt/static_dependencies/starknet/hash/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/starknet/hash/address.py +79 -0
- bitmex/ccxt/static_dependencies/starknet/hash/compiled_class_hash_objects.py +111 -0
- bitmex/ccxt/static_dependencies/starknet/hash/selector.py +16 -0
- bitmex/ccxt/static_dependencies/starknet/hash/storage.py +12 -0
- bitmex/ccxt/static_dependencies/starknet/hash/utils.py +78 -0
- bitmex/ccxt/static_dependencies/starknet/models/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/starknet/models/typed_data.py +45 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/__init__.py +24 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/_calldata_reader.py +40 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/_context.py +142 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/__init__.py +10 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/_common.py +82 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/array_serializer.py +43 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/bool_serializer.py +37 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/byte_array_serializer.py +66 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/cairo_data_serializer.py +71 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/enum_serializer.py +71 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/felt_serializer.py +50 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/named_tuple_serializer.py +58 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/option_serializer.py +43 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/output_serializer.py +40 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/payload_serializer.py +72 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/struct_serializer.py +36 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/tuple_serializer.py +36 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/uint256_serializer.py +76 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/uint_serializer.py +100 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/data_serializers/unit_serializer.py +32 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/errors.py +10 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/factory.py +229 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/function_serialization_adapter.py +110 -0
- bitmex/ccxt/static_dependencies/starknet/serialization/tuple_dataclass.py +59 -0
- bitmex/ccxt/static_dependencies/starknet/utils/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/starknet/utils/constructor_args_translator.py +86 -0
- bitmex/ccxt/static_dependencies/starknet/utils/iterable.py +13 -0
- bitmex/ccxt/static_dependencies/starknet/utils/schema.py +13 -0
- bitmex/ccxt/static_dependencies/starknet/utils/typed_data.py +182 -0
- bitmex/ccxt/static_dependencies/starkware/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/starkware/crypto/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/starkware/crypto/fast_pedersen_hash.py +50 -0
- bitmex/ccxt/static_dependencies/starkware/crypto/math_utils.py +78 -0
- bitmex/ccxt/static_dependencies/starkware/crypto/signature.py +2344 -0
- bitmex/ccxt/static_dependencies/starkware/crypto/utils.py +63 -0
- bitmex/ccxt/static_dependencies/sympy/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/sympy/core/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/sympy/core/intfunc.py +35 -0
- bitmex/ccxt/static_dependencies/sympy/external/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/sympy/external/gmpy.py +345 -0
- bitmex/ccxt/static_dependencies/sympy/external/importtools.py +187 -0
- bitmex/ccxt/static_dependencies/sympy/external/ntheory.py +637 -0
- bitmex/ccxt/static_dependencies/sympy/external/pythonmpq.py +341 -0
- bitmex/ccxt/static_dependencies/toolz/__init__.py +26 -0
- bitmex/ccxt/static_dependencies/toolz/_signatures.py +784 -0
- bitmex/ccxt/static_dependencies/toolz/_version.py +520 -0
- bitmex/ccxt/static_dependencies/toolz/compatibility.py +30 -0
- bitmex/ccxt/static_dependencies/toolz/curried/__init__.py +101 -0
- bitmex/ccxt/static_dependencies/toolz/curried/exceptions.py +22 -0
- bitmex/ccxt/static_dependencies/toolz/curried/operator.py +22 -0
- bitmex/ccxt/static_dependencies/toolz/dicttoolz.py +339 -0
- bitmex/ccxt/static_dependencies/toolz/functoolz.py +1049 -0
- bitmex/ccxt/static_dependencies/toolz/itertoolz.py +1057 -0
- bitmex/ccxt/static_dependencies/toolz/recipes.py +46 -0
- bitmex/ccxt/static_dependencies/toolz/utils.py +9 -0
- bitmex/ccxt/static_dependencies/typing_inspect/__init__.py +0 -0
- bitmex/ccxt/static_dependencies/typing_inspect/typing_inspect.py +851 -0
- {bitmex_api-0.0.12.dist-info → bitmex_api-0.0.13.dist-info}/METADATA +1 -1
- bitmex_api-0.0.13.dist-info/RECORD +288 -0
- bitmex_api-0.0.12.dist-info/RECORD +0 -3
- {bitmex_api-0.0.12.dist-info → bitmex_api-0.0.13.dist-info}/WHEEL +0 -0
bitmex/ccxt/bitmex.py
ADDED
@@ -0,0 +1,2932 @@
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# -*- coding: utf-8 -*-
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# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
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# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
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from ccxt.base.exchange import Exchange
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from ccxt.abstract.bitmex import ImplicitAPI
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import hashlib
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from ccxt.base.types import Any, Balances, Currencies, Currency, DepositAddress, Int, LedgerEntry, Leverage, Leverages, Market, MarketType, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, Transaction
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from typing import List
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from ccxt.base.errors import ExchangeError
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from ccxt.base.errors import AuthenticationError
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from ccxt.base.errors import PermissionDenied
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from ccxt.base.errors import ArgumentsRequired
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from ccxt.base.errors import BadRequest
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from ccxt.base.errors import BadSymbol
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from ccxt.base.errors import InsufficientFunds
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from ccxt.base.errors import InvalidOrder
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from ccxt.base.errors import OrderNotFound
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from ccxt.base.errors import DDoSProtection
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from ccxt.base.errors import ExchangeNotAvailable
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from ccxt.base.decimal_to_precision import TICK_SIZE
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from ccxt.base.precise import Precise
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class bitmex(Exchange, ImplicitAPI):
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def describe(self) -> Any:
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return self.deep_extend(super(bitmex, self).describe(), {
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'id': 'bitmex',
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'name': 'BitMEX',
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'countries': ['SC'], # Seychelles
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'version': 'v1',
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'userAgent': None,
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# cheapest endpoints are 10 requests per second(trading)
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# 10 per second => rateLimit = 1000ms / 10 = 100ms
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# 120 per minute => 2 per second => weight = 5(authenticated)
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# 30 per minute => 0.5 per second => weight = 20(unauthenticated)
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'rateLimit': 100,
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'certified': True,
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'pro': True,
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'has': {
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'CORS': None,
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'spot': True,
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'margin': False,
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'swap': True,
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'future': True,
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'option': False,
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'addMargin': None,
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'cancelAllOrders': True,
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'cancelAllOrdersAfter': True,
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'cancelOrder': True,
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'cancelOrders': True,
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'closeAllPositions': False,
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'closePosition': True,
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'createOrder': True,
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'createReduceOnlyOrder': True,
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'createStopOrder': True,
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'createTrailingAmountOrder': True,
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'createTriggerOrder': True,
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'editOrder': True,
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'fetchBalance': True,
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'fetchClosedOrders': True,
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'fetchCurrencies': True,
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'fetchDepositAddress': True,
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'fetchDepositAddresses': False,
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'fetchDepositAddressesByNetwork': False,
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'fetchDepositsWithdrawals': 'emulated',
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'fetchDepositWithdrawFee': 'emulated',
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'fetchDepositWithdrawFees': True,
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'fetchFundingHistory': False,
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'fetchFundingRate': 'emulated', # emulated in exchange
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'fetchFundingRateHistory': True,
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'fetchFundingRates': True,
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'fetchIndexOHLCV': False,
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'fetchLedger': True,
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'fetchLeverage': 'emulated',
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'fetchLeverages': True,
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'fetchLeverageTiers': False,
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'fetchLiquidations': True,
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'fetchMarginAdjustmentHistory': False,
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'fetchMarketLeverageTiers': False,
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'fetchMarkets': True,
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'fetchMarkOHLCV': False,
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'fetchMyLiquidations': False,
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'fetchMyTrades': True,
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'fetchOHLCV': True,
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'fetchOpenOrders': True,
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'fetchOrder': True,
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'fetchOrderBook': True,
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'fetchOrders': True,
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'fetchPosition': False,
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'fetchPositionHistory': False,
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'fetchPositions': True,
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'fetchPositionsHistory': False,
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'fetchPositionsRisk': False,
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'fetchPremiumIndexOHLCV': False,
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'fetchTicker': True,
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'fetchTickers': True,
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'fetchTrades': True,
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'fetchTransactions': 'emulated',
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'fetchTransfer': False,
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'fetchTransfers': False,
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'reduceMargin': None,
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'sandbox': True,
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'setLeverage': True,
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'setMargin': None,
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'setMarginMode': True,
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'setPositionMode': False,
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'transfer': False,
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'withdraw': True,
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},
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'timeframes': {
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'1m': '1m',
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'5m': '5m',
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'1h': '1h',
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'1d': '1d',
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},
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'urls': {
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'test': {
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'public': 'https://testnet.bitmex.com',
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'private': 'https://testnet.bitmex.com',
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},
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'logo': 'https://github.com/user-attachments/assets/c78425ab-78d5-49d6-bd14-db7734798f04',
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'api': {
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'public': 'https://www.bitmex.com',
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'private': 'https://www.bitmex.com',
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},
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'www': 'https://www.bitmex.com',
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'doc': [
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'https://www.bitmex.com/app/apiOverview',
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'https://github.com/BitMEX/api-connectors/tree/master/official-http',
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],
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'fees': 'https://www.bitmex.com/app/fees',
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'referral': {
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'url': 'https://www.bitmex.com/app/register/NZTR1q',
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'discount': 0.1,
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},
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},
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'api': {
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'public': {
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'get': {
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'announcement': 5,
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'announcement/urgent': 5,
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'chat': 5,
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'chat/channels': 5,
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'chat/connected': 5,
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'chat/pinned': 5,
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'funding': 5,
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'guild': 5,
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'instrument': 5,
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'instrument/active': 5,
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'instrument/activeAndIndices': 5,
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'instrument/activeIntervals': 5,
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'instrument/compositeIndex': 5,
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'instrument/indices': 5,
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'instrument/usdVolume': 5,
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'insurance': 5,
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'leaderboard': 5,
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'liquidation': 5,
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'orderBook/L2': 5,
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'porl/nonce': 5,
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'quote': 5,
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'quote/bucketed': 5,
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'schema': 5,
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'schema/websocketHelp': 5,
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'settlement': 5,
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'stats': 5,
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'stats/history': 5,
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'stats/historyUSD': 5,
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'trade': 5,
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'trade/bucketed': 5,
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'wallet/assets': 5,
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'wallet/networks': 5,
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},
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},
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'private': {
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'get': {
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'address': 5,
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'apiKey': 5,
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'execution': 5,
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'execution/tradeHistory': 5,
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'globalNotification': 5,
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'leaderboard/name': 5,
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'order': 5,
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'porl/snapshots': 5,
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'position': 5,
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'user': 5,
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'user/affiliateStatus': 5,
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'user/checkReferralCode': 5,
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'user/commission': 5,
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'user/csa': 5,
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'user/depositAddress': 5,
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'user/executionHistory': 5,
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'user/getWalletTransferAccounts': 5,
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'user/margin': 5,
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'user/quoteFillRatio': 5,
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'user/quoteValueRatio': 5,
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'user/staking': 5,
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'user/staking/instruments': 5,
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'user/staking/tiers': 5,
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'user/tradingVolume': 5,
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'user/unstakingRequests': 5,
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'user/wallet': 5,
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'user/walletHistory': 5,
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'user/walletSummary': 5,
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'userAffiliates': 5,
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'userEvent': 5,
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},
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'post': {
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'address': 5,
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'chat': 5,
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'guild': 5,
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'guild/archive': 5,
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'guild/join': 5,
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'guild/kick': 5,
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'guild/leave': 5,
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'guild/sharesTrades': 5,
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'order': 1,
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'order/cancelAllAfter': 5,
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'order/closePosition': 5,
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'position/isolate': 1,
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'position/leverage': 1,
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'position/riskLimit': 5,
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'position/transferMargin': 1,
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'user/addSubaccount': 5,
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'user/cancelWithdrawal': 5,
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'user/communicationToken': 5,
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'user/confirmEmail': 5,
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'user/confirmWithdrawal': 5,
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'user/logout': 5,
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'user/preferences': 5,
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'user/requestWithdrawal': 5,
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'user/unstakingRequests': 5,
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'user/updateSubaccount': 5,
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'user/walletTransfer': 5,
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},
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'put': {
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'guild': 5,
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'order': 1,
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},
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'delete': {
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'order': 1,
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'order/all': 1,
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'user/unstakingRequests': 5,
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},
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},
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},
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'exceptions': {
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'exact': {
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'Invalid API Key.': AuthenticationError,
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'This key is disabled.': PermissionDenied,
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'Access Denied': PermissionDenied,
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'Duplicate clOrdID': InvalidOrder,
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'orderQty is invalid': InvalidOrder,
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'Invalid price': InvalidOrder,
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'Invalid stopPx for ordType': InvalidOrder,
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'Account is restricted': PermissionDenied, # {"error":{"message":"Account is restricted","name":"HTTPError"}}
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},
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'broad': {
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'Signature not valid': AuthenticationError,
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'overloaded': ExchangeNotAvailable,
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'Account has insufficient Available Balance': InsufficientFunds,
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'Service unavailable': ExchangeNotAvailable, # {"error":{"message":"Service unavailable","name":"HTTPError"}}
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'Server Error': ExchangeError, # {"error":{"message":"Server Error","name":"HTTPError"}}
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'Unable to cancel order due to existing state': InvalidOrder,
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'We require all new traders to verify': PermissionDenied, # {"message":"We require all new traders to verify their identity before their first deposit. Please visit bitmex.com/verify to complete the process.","name":"HTTPError"}
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},
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},
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'precisionMode': TICK_SIZE,
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'options': {
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# https://blog.bitmex.com/api_announcement/deprecation-of-api-nonce-header/
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# https://github.com/ccxt/ccxt/issues/4789
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'api-expires': 5, # in seconds
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'fetchOHLCVOpenTimestamp': True,
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'oldPrecision': False,
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'networks': {
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'BTC': 'btc',
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'ERC20': 'eth',
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'BEP20': 'bsc',
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'TRC20': 'tron',
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'AVAXC': 'avax',
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'NEAR': 'near',
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'XTZ': 'xtz',
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'DOT': 'dot',
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'SOL': 'sol',
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'ADA': 'ada',
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},
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},
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'features': {
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'default': {
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'sandbox': True,
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'createOrder': {
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'marginMode': True,
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'triggerPrice': True,
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'triggerPriceType': {
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'last': True,
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'mark': True,
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},
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'triggerDirection': True,
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'stopLossPrice': False,
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'takeProfitPrice': False,
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'attachedStopLossTakeProfit': None,
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'timeInForce': {
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'IOC': True,
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'FOK': True,
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'PO': True,
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'GTD': False,
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},
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'hedged': False,
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'trailing': True,
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'marketBuyRequiresPrice': False,
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'marketBuyByCost': False,
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# exchange-supported features
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# 'selfTradePrevention': True,
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# 'twap': False,
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# 'iceberg': False,
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# 'oco': False,
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},
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'createOrders': None,
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'fetchMyTrades': {
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'marginMode': False,
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'limit': 500,
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'daysBack': None,
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'untilDays': 1000000,
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'symbolRequired': False,
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},
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'fetchOrder': {
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'marginMode': False,
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'trigger': False,
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'trailing': False,
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'symbolRequired': False,
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},
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'fetchOpenOrders': {
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'marginMode': False,
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'limit': 500,
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'trigger': False,
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'trailing': False,
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'symbolRequired': False,
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},
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'fetchOrders': {
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'marginMode': False,
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'limit': 500,
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'daysBack': None,
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'untilDays': 1000000,
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'trigger': False,
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'trailing': False,
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'symbolRequired': False,
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},
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'fetchClosedOrders': {
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'marginMode': False,
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'limit': 500,
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'daysBack': None,
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'daysBackCanceled': None,
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'untilDays': 1000000,
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'trigger': False,
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'trailing': False,
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'symbolRequired': False,
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},
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'fetchOHLCV': {
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'limit': 10000,
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},
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},
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'spot': {
|
365
|
+
'extends': 'default',
|
366
|
+
'createOrder': {
|
367
|
+
'triggerPriceType': {
|
368
|
+
'index': False,
|
369
|
+
},
|
370
|
+
},
|
371
|
+
},
|
372
|
+
'derivatives': {
|
373
|
+
'extends': 'default',
|
374
|
+
'createOrder': {
|
375
|
+
'triggerPriceType': {
|
376
|
+
'index': True,
|
377
|
+
},
|
378
|
+
},
|
379
|
+
},
|
380
|
+
'swap': {
|
381
|
+
'linear': {
|
382
|
+
'extends': 'derivatives',
|
383
|
+
},
|
384
|
+
'inverse': {
|
385
|
+
'extends': 'derivatives',
|
386
|
+
},
|
387
|
+
},
|
388
|
+
'future': {
|
389
|
+
'linear': {
|
390
|
+
'extends': 'derivatives',
|
391
|
+
},
|
392
|
+
'inverse': {
|
393
|
+
'extends': 'derivatives',
|
394
|
+
},
|
395
|
+
},
|
396
|
+
},
|
397
|
+
'commonCurrencies': {
|
398
|
+
'USDt': 'USDT',
|
399
|
+
'XBt': 'BTC',
|
400
|
+
'XBT': 'BTC',
|
401
|
+
'Gwei': 'ETH',
|
402
|
+
'GWEI': 'ETH',
|
403
|
+
'LAMP': 'SOL',
|
404
|
+
'LAMp': 'SOL',
|
405
|
+
},
|
406
|
+
})
|
407
|
+
|
408
|
+
def fetch_currencies(self, params={}) -> Currencies:
|
409
|
+
"""
|
410
|
+
fetches all available currencies on an exchange
|
411
|
+
|
412
|
+
https://www.bitmex.com/api/explorer/#not /Wallet/Wallet_getAssetsConfig
|
413
|
+
|
414
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
415
|
+
:returns dict: an associative dictionary of currencies
|
416
|
+
"""
|
417
|
+
response = self.publicGetWalletAssets(params)
|
418
|
+
#
|
419
|
+
# {
|
420
|
+
# "XBt": {
|
421
|
+
# "asset": "XBT",
|
422
|
+
# "currency": "XBt",
|
423
|
+
# "majorCurrency": "XBT",
|
424
|
+
# "name": "Bitcoin",
|
425
|
+
# "currencyType": "Crypto",
|
426
|
+
# "scale": "8",
|
427
|
+
# # "mediumPrecision": "8",
|
428
|
+
# # "shorterPrecision": "4",
|
429
|
+
# # "symbol": "₿",
|
430
|
+
# # "weight": "1",
|
431
|
+
# # "tickLog": "0",
|
432
|
+
# "enabled": True,
|
433
|
+
# "isMarginCurrency": True,
|
434
|
+
# "minDepositAmount": "10000",
|
435
|
+
# "minWithdrawalAmount": "1000",
|
436
|
+
# "maxWithdrawalAmount": "100000000000000",
|
437
|
+
# "networks": [
|
438
|
+
# {
|
439
|
+
# "asset": "btc",
|
440
|
+
# "tokenAddress": "",
|
441
|
+
# "depositEnabled": True,
|
442
|
+
# "withdrawalEnabled": True,
|
443
|
+
# "withdrawalFee": "20000",
|
444
|
+
# "minFee": "20000",
|
445
|
+
# "maxFee": "10000000"
|
446
|
+
# }
|
447
|
+
# ]
|
448
|
+
# },
|
449
|
+
# }
|
450
|
+
#
|
451
|
+
result: dict = {}
|
452
|
+
for i in range(0, len(response)):
|
453
|
+
currency = response[i]
|
454
|
+
asset = self.safe_string(currency, 'asset')
|
455
|
+
code = self.safe_currency_code(asset)
|
456
|
+
id = self.safe_string(currency, 'currency')
|
457
|
+
name = self.safe_string(currency, 'name')
|
458
|
+
chains = self.safe_value(currency, 'networks', [])
|
459
|
+
depositEnabled = False
|
460
|
+
withdrawEnabled = False
|
461
|
+
networks: dict = {}
|
462
|
+
scale = self.safe_string(currency, 'scale')
|
463
|
+
precisionString = self.parse_precision(scale)
|
464
|
+
precision = self.parse_number(precisionString)
|
465
|
+
for j in range(0, len(chains)):
|
466
|
+
chain = chains[j]
|
467
|
+
networkId = self.safe_string(chain, 'asset')
|
468
|
+
network = self.network_id_to_code(networkId)
|
469
|
+
withdrawalFeeRaw = self.safe_string(chain, 'withdrawalFee')
|
470
|
+
withdrawalFee = self.parse_number(Precise.string_mul(withdrawalFeeRaw, precisionString))
|
471
|
+
isDepositEnabled = self.safe_bool(chain, 'depositEnabled', False)
|
472
|
+
isWithdrawEnabled = self.safe_bool(chain, 'withdrawalEnabled', False)
|
473
|
+
active = (isDepositEnabled and isWithdrawEnabled)
|
474
|
+
if isDepositEnabled:
|
475
|
+
depositEnabled = True
|
476
|
+
if isWithdrawEnabled:
|
477
|
+
withdrawEnabled = True
|
478
|
+
networks[network] = {
|
479
|
+
'info': chain,
|
480
|
+
'id': networkId,
|
481
|
+
'network': network,
|
482
|
+
'active': active,
|
483
|
+
'deposit': isDepositEnabled,
|
484
|
+
'withdraw': isWithdrawEnabled,
|
485
|
+
'fee': withdrawalFee,
|
486
|
+
'precision': None,
|
487
|
+
'limits': {
|
488
|
+
'withdraw': {
|
489
|
+
'min': None,
|
490
|
+
'max': None,
|
491
|
+
},
|
492
|
+
'deposit': {
|
493
|
+
'min': None,
|
494
|
+
'max': None,
|
495
|
+
},
|
496
|
+
},
|
497
|
+
}
|
498
|
+
currencyEnabled = self.safe_value(currency, 'enabled')
|
499
|
+
currencyActive = currencyEnabled or (depositEnabled or withdrawEnabled)
|
500
|
+
minWithdrawalString = self.safe_string(currency, 'minWithdrawalAmount')
|
501
|
+
minWithdrawal = self.parse_number(Precise.string_mul(minWithdrawalString, precisionString))
|
502
|
+
maxWithdrawalString = self.safe_string(currency, 'maxWithdrawalAmount')
|
503
|
+
maxWithdrawal = self.parse_number(Precise.string_mul(maxWithdrawalString, precisionString))
|
504
|
+
minDepositString = self.safe_string(currency, 'minDepositAmount')
|
505
|
+
minDeposit = self.parse_number(Precise.string_mul(minDepositString, precisionString))
|
506
|
+
result[code] = {
|
507
|
+
'id': id,
|
508
|
+
'code': code,
|
509
|
+
'info': currency,
|
510
|
+
'name': name,
|
511
|
+
'active': currencyActive,
|
512
|
+
'deposit': depositEnabled,
|
513
|
+
'withdraw': withdrawEnabled,
|
514
|
+
'fee': None,
|
515
|
+
'precision': precision,
|
516
|
+
'limits': {
|
517
|
+
'amount': {
|
518
|
+
'min': None,
|
519
|
+
'max': None,
|
520
|
+
},
|
521
|
+
'withdraw': {
|
522
|
+
'min': minWithdrawal,
|
523
|
+
'max': maxWithdrawal,
|
524
|
+
},
|
525
|
+
'deposit': {
|
526
|
+
'min': minDeposit,
|
527
|
+
'max': None,
|
528
|
+
},
|
529
|
+
},
|
530
|
+
'networks': networks,
|
531
|
+
}
|
532
|
+
return result
|
533
|
+
|
534
|
+
def convert_from_real_amount(self, code, amount):
|
535
|
+
currency = self.currency(code)
|
536
|
+
precision = self.safe_string(currency, 'precision')
|
537
|
+
amountString = self.number_to_string(amount)
|
538
|
+
finalAmount = Precise.string_div(amountString, precision)
|
539
|
+
return self.parse_number(finalAmount)
|
540
|
+
|
541
|
+
def convert_to_real_amount(self, code: Str, amount: Str):
|
542
|
+
if code is None:
|
543
|
+
return amount
|
544
|
+
elif amount is None:
|
545
|
+
return None
|
546
|
+
currency = self.currency(code)
|
547
|
+
precision = self.safe_string(currency, 'precision')
|
548
|
+
return Precise.string_mul(amount, precision)
|
549
|
+
|
550
|
+
def amount_to_precision(self, symbol, amount):
|
551
|
+
symbol = self.safe_symbol(symbol)
|
552
|
+
market = self.market(symbol)
|
553
|
+
oldPrecision = self.safe_value(self.options, 'oldPrecision')
|
554
|
+
if market['spot'] and not oldPrecision:
|
555
|
+
amount = self.convert_from_real_amount(market['base'], amount)
|
556
|
+
return super(bitmex, self).amount_to_precision(symbol, amount)
|
557
|
+
|
558
|
+
def convert_from_raw_quantity(self, symbol, rawQuantity, currencySide='base'):
|
559
|
+
if self.safe_value(self.options, 'oldPrecision'):
|
560
|
+
return self.parse_number(rawQuantity)
|
561
|
+
symbol = self.safe_symbol(symbol)
|
562
|
+
marketExists = self.in_array(symbol, self.symbols)
|
563
|
+
if not marketExists:
|
564
|
+
return self.parse_number(rawQuantity)
|
565
|
+
market = self.market(symbol)
|
566
|
+
if market['spot']:
|
567
|
+
return self.parse_number(self.convert_to_real_amount(market[currencySide], rawQuantity))
|
568
|
+
return self.parse_number(rawQuantity)
|
569
|
+
|
570
|
+
def convert_from_raw_cost(self, symbol, rawQuantity):
|
571
|
+
return self.convert_from_raw_quantity(symbol, rawQuantity, 'quote')
|
572
|
+
|
573
|
+
def fetch_markets(self, params={}) -> List[Market]:
|
574
|
+
"""
|
575
|
+
retrieves data on all markets for bitmex
|
576
|
+
|
577
|
+
https://www.bitmex.com/api/explorer/#not /Instrument/Instrument_getActive
|
578
|
+
|
579
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
580
|
+
:returns dict[]: an array of objects representing market data
|
581
|
+
"""
|
582
|
+
response = self.publicGetInstrumentActive(params)
|
583
|
+
#
|
584
|
+
# [
|
585
|
+
# {
|
586
|
+
# "symbol": "LTCUSDT",
|
587
|
+
# "rootSymbol": "LTC",
|
588
|
+
# "state": "Open",
|
589
|
+
# "typ": "FFWCSX",
|
590
|
+
# "listing": "2021-11-10T04:00:00.000Z",
|
591
|
+
# "front": "2021-11-10T04:00:00.000Z",
|
592
|
+
# "expiry": null,
|
593
|
+
# "settle": null,
|
594
|
+
# "listedSettle": null,
|
595
|
+
# "relistInterval": null,
|
596
|
+
# "inverseLeg": "",
|
597
|
+
# "sellLeg": "",
|
598
|
+
# "buyLeg": "",
|
599
|
+
# "optionStrikePcnt": null,
|
600
|
+
# "optionStrikeRound": null,
|
601
|
+
# "optionStrikePrice": null,
|
602
|
+
# "optionMultiplier": null,
|
603
|
+
# "positionCurrency": "LTC", # can be empty for spot markets
|
604
|
+
# "underlying": "LTC",
|
605
|
+
# "quoteCurrency": "USDT",
|
606
|
+
# "underlyingSymbol": "LTCT=", # can be empty for spot markets
|
607
|
+
# "reference": "BMEX",
|
608
|
+
# "referenceSymbol": ".BLTCT", # can be empty for spot markets
|
609
|
+
# "calcInterval": null,
|
610
|
+
# "publishInterval": null,
|
611
|
+
# "publishTime": null,
|
612
|
+
# "maxOrderQty": 1000000000,
|
613
|
+
# "maxPrice": 1000000,
|
614
|
+
# "lotSize": 1000,
|
615
|
+
# "tickSize": 0.01,
|
616
|
+
# "multiplier": 100,
|
617
|
+
# "settlCurrency": "USDt", # can be empty for spot markets
|
618
|
+
# "underlyingToPositionMultiplier": 10000,
|
619
|
+
# "underlyingToSettleMultiplier": null,
|
620
|
+
# "quoteToSettleMultiplier": 1000000,
|
621
|
+
# "isQuanto": False,
|
622
|
+
# "isInverse": False,
|
623
|
+
# "initMargin": 0.03,
|
624
|
+
# "maintMargin": 0.015,
|
625
|
+
# "riskLimit": 1000000000000, # can be null for spot markets
|
626
|
+
# "riskStep": 1000000000000, # can be null for spot markets
|
627
|
+
# "limit": null,
|
628
|
+
# "capped": False,
|
629
|
+
# "taxed": True,
|
630
|
+
# "deleverage": True,
|
631
|
+
# "makerFee": -0.0001,
|
632
|
+
# "takerFee": 0.0005,
|
633
|
+
# "settlementFee": 0,
|
634
|
+
# "insuranceFee": 0,
|
635
|
+
# "fundingBaseSymbol": ".LTCBON8H", # can be empty for spot markets
|
636
|
+
# "fundingQuoteSymbol": ".USDTBON8H", # can be empty for spot markets
|
637
|
+
# "fundingPremiumSymbol": ".LTCUSDTPI8H", # can be empty for spot markets
|
638
|
+
# "fundingTimestamp": "2022-01-14T20:00:00.000Z",
|
639
|
+
# "fundingInterval": "2000-01-01T08:00:00.000Z",
|
640
|
+
# "fundingRate": 0.0001,
|
641
|
+
# "indicativeFundingRate": 0.0001,
|
642
|
+
# "rebalanceTimestamp": null,
|
643
|
+
# "rebalanceInterval": null,
|
644
|
+
# "openingTimestamp": "2022-01-14T17:00:00.000Z",
|
645
|
+
# "closingTimestamp": "2022-01-14T18:00:00.000Z",
|
646
|
+
# "sessionInterval": "2000-01-01T01:00:00.000Z",
|
647
|
+
# "prevClosePrice": 138.511,
|
648
|
+
# "limitDownPrice": null,
|
649
|
+
# "limitUpPrice": null,
|
650
|
+
# "bankruptLimitDownPrice": null,
|
651
|
+
# "bankruptLimitUpPrice": null,
|
652
|
+
# "prevTotalVolume": 12699024000,
|
653
|
+
# "totalVolume": 12702160000,
|
654
|
+
# "volume": 3136000,
|
655
|
+
# "volume24h": 114251000,
|
656
|
+
# "prevTotalTurnover": 232418052349000,
|
657
|
+
# "totalTurnover": 232463353260000,
|
658
|
+
# "turnover": 45300911000,
|
659
|
+
# "turnover24h": 1604331340000,
|
660
|
+
# "homeNotional24h": 11425.1,
|
661
|
+
# "foreignNotional24h": 1604331.3400000003,
|
662
|
+
# "prevPrice24h": 135.48,
|
663
|
+
# "vwap": 140.42165,
|
664
|
+
# "highPrice": 146.42,
|
665
|
+
# "lowPrice": 135.08,
|
666
|
+
# "lastPrice": 144.36,
|
667
|
+
# "lastPriceProtected": 144.36,
|
668
|
+
# "lastTickDirection": "MinusTick",
|
669
|
+
# "lastChangePcnt": 0.0655,
|
670
|
+
# "bidPrice": 143.75,
|
671
|
+
# "midPrice": 143.855,
|
672
|
+
# "askPrice": 143.96,
|
673
|
+
# "impactBidPrice": 143.75,
|
674
|
+
# "impactMidPrice": 143.855,
|
675
|
+
# "impactAskPrice": 143.96,
|
676
|
+
# "hasLiquidity": True,
|
677
|
+
# "openInterest": 38103000,
|
678
|
+
# "openValue": 547963053300,
|
679
|
+
# "fairMethod": "FundingRate",
|
680
|
+
# "fairBasisRate": 0.1095,
|
681
|
+
# "fairBasis": 0.004,
|
682
|
+
# "fairPrice": 143.811,
|
683
|
+
# "markMethod": "FairPrice",
|
684
|
+
# "markPrice": 143.811,
|
685
|
+
# "indicativeTaxRate": null,
|
686
|
+
# "indicativeSettlePrice": 143.807,
|
687
|
+
# "optionUnderlyingPrice": null,
|
688
|
+
# "settledPriceAdjustmentRate": null,
|
689
|
+
# "settledPrice": null,
|
690
|
+
# "timestamp": "2022-01-14T17:49:55.000Z"
|
691
|
+
# }
|
692
|
+
# ]
|
693
|
+
#
|
694
|
+
return self.parse_markets(response)
|
695
|
+
|
696
|
+
def parse_market(self, market: dict) -> Market:
|
697
|
+
id = self.safe_string(market, 'symbol')
|
698
|
+
baseId = self.safe_string(market, 'underlying')
|
699
|
+
quoteId = self.safe_string(market, 'quoteCurrency')
|
700
|
+
settleId = self.safe_string(market, 'settlCurrency')
|
701
|
+
settle = self.safe_currency_code(settleId)
|
702
|
+
# 'positionCurrency' may be empty("", currently returns for ETHUSD)
|
703
|
+
# so let's take the settlCurrency first and then adjust if needed
|
704
|
+
typ = self.safe_string(market, 'typ') # type definitions at: https://www.bitmex.com/api/explorer/#not /Instrument/Instrument_get
|
705
|
+
type: MarketType
|
706
|
+
swap = False
|
707
|
+
spot = False
|
708
|
+
future = False
|
709
|
+
if typ == 'FFWCSX':
|
710
|
+
type = 'swap'
|
711
|
+
swap = True
|
712
|
+
elif typ == 'IFXXXP':
|
713
|
+
type = 'spot'
|
714
|
+
spot = True
|
715
|
+
elif typ == 'FFCCSX':
|
716
|
+
type = 'future'
|
717
|
+
future = True
|
718
|
+
elif typ == 'FFICSX':
|
719
|
+
# prediction markets(without any volume)
|
720
|
+
quoteId = baseId
|
721
|
+
baseId = self.safe_string(market, 'rootSymbol')
|
722
|
+
type = 'future'
|
723
|
+
future = True
|
724
|
+
base = self.safe_currency_code(baseId)
|
725
|
+
quote = self.safe_currency_code(quoteId)
|
726
|
+
contract = swap or future
|
727
|
+
contractSize = None
|
728
|
+
isInverse = self.safe_value(market, 'isInverse') # self is True when BASE and SETTLE are same, i.e. BTC/XXX:BTC
|
729
|
+
isQuanto = self.safe_value(market, 'isQuanto') # self is True when BASE and SETTLE are different, i.e. AXS/XXX:BTC
|
730
|
+
linear = (not isInverse and not isQuanto) if contract else None
|
731
|
+
status = self.safe_string(market, 'state')
|
732
|
+
active = status != 'Unlisted'
|
733
|
+
expiry = None
|
734
|
+
expiryDatetime = None
|
735
|
+
symbol = None
|
736
|
+
if spot:
|
737
|
+
symbol = base + '/' + quote
|
738
|
+
elif contract:
|
739
|
+
symbol = base + '/' + quote + ':' + settle
|
740
|
+
if linear:
|
741
|
+
multiplierString = self.safe_string_2(market, 'underlyingToPositionMultiplier', 'underlyingToSettleMultiplier')
|
742
|
+
contractSize = self.parse_number(Precise.string_div('1', multiplierString))
|
743
|
+
else:
|
744
|
+
multiplierString = Precise.string_abs(self.safe_string(market, 'multiplier'))
|
745
|
+
contractSize = self.parse_number(multiplierString)
|
746
|
+
if future:
|
747
|
+
expiryDatetime = self.safe_string(market, 'expiry')
|
748
|
+
expiry = self.parse8601(expiryDatetime)
|
749
|
+
symbol = symbol + '-' + self.yymmdd(expiry)
|
750
|
+
else:
|
751
|
+
# for index/exotic markets, default to id
|
752
|
+
symbol = id
|
753
|
+
positionId = self.safe_string_2(market, 'positionCurrency', 'underlying')
|
754
|
+
position = self.safe_currency_code(positionId)
|
755
|
+
positionIsQuote = (position == quote)
|
756
|
+
maxOrderQty = self.safe_number(market, 'maxOrderQty')
|
757
|
+
initMargin = self.safe_string(market, 'initMargin', '1')
|
758
|
+
maxLeverage = self.parse_number(Precise.string_div('1', initMargin))
|
759
|
+
return {
|
760
|
+
'id': id,
|
761
|
+
'symbol': symbol,
|
762
|
+
'base': base,
|
763
|
+
'quote': quote,
|
764
|
+
'settle': settle,
|
765
|
+
'baseId': baseId,
|
766
|
+
'quoteId': quoteId,
|
767
|
+
'settleId': settleId,
|
768
|
+
'type': type,
|
769
|
+
'spot': spot,
|
770
|
+
'margin': False,
|
771
|
+
'swap': swap,
|
772
|
+
'future': future,
|
773
|
+
'option': False,
|
774
|
+
'active': active,
|
775
|
+
'contract': contract,
|
776
|
+
'linear': linear,
|
777
|
+
'inverse': isInverse,
|
778
|
+
'quanto': isQuanto,
|
779
|
+
'taker': self.safe_number(market, 'takerFee'),
|
780
|
+
'maker': self.safe_number(market, 'makerFee'),
|
781
|
+
'contractSize': contractSize,
|
782
|
+
'expiry': expiry,
|
783
|
+
'expiryDatetime': expiryDatetime,
|
784
|
+
'strike': self.safe_number(market, 'optionStrikePrice'),
|
785
|
+
'optionType': None,
|
786
|
+
'precision': {
|
787
|
+
'amount': self.safe_number(market, 'lotSize'),
|
788
|
+
'price': self.safe_number(market, 'tickSize'),
|
789
|
+
},
|
790
|
+
'limits': {
|
791
|
+
'leverage': {
|
792
|
+
'min': self.parse_number('1') if contract else None,
|
793
|
+
'max': maxLeverage if contract else None,
|
794
|
+
},
|
795
|
+
'amount': {
|
796
|
+
'min': None,
|
797
|
+
'max': None if positionIsQuote else maxOrderQty,
|
798
|
+
},
|
799
|
+
'price': {
|
800
|
+
'min': None,
|
801
|
+
'max': self.safe_number(market, 'maxPrice'),
|
802
|
+
},
|
803
|
+
'cost': {
|
804
|
+
'min': None,
|
805
|
+
'max': maxOrderQty if positionIsQuote else None,
|
806
|
+
},
|
807
|
+
},
|
808
|
+
'created': self.parse8601(self.safe_string(market, 'listing')),
|
809
|
+
'info': market,
|
810
|
+
}
|
811
|
+
|
812
|
+
def parse_balance(self, response) -> Balances:
|
813
|
+
#
|
814
|
+
# [
|
815
|
+
# {
|
816
|
+
# "account":1455728,
|
817
|
+
# "currency":"XBt",
|
818
|
+
# "riskLimit":1000000000000,
|
819
|
+
# "prevState":"",
|
820
|
+
# "state":"",
|
821
|
+
# "action":"",
|
822
|
+
# "amount":263542,
|
823
|
+
# "pendingCredit":0,
|
824
|
+
# "pendingDebit":0,
|
825
|
+
# "confirmedDebit":0,
|
826
|
+
# "prevRealisedPnl":0,
|
827
|
+
# "prevUnrealisedPnl":0,
|
828
|
+
# "grossComm":0,
|
829
|
+
# "grossOpenCost":0,
|
830
|
+
# "grossOpenPremium":0,
|
831
|
+
# "grossExecCost":0,
|
832
|
+
# "grossMarkValue":0,
|
833
|
+
# "riskValue":0,
|
834
|
+
# "taxableMargin":0,
|
835
|
+
# "initMargin":0,
|
836
|
+
# "maintMargin":0,
|
837
|
+
# "sessionMargin":0,
|
838
|
+
# "targetExcessMargin":0,
|
839
|
+
# "varMargin":0,
|
840
|
+
# "realisedPnl":0,
|
841
|
+
# "unrealisedPnl":0,
|
842
|
+
# "indicativeTax":0,
|
843
|
+
# "unrealisedProfit":0,
|
844
|
+
# "syntheticMargin":null,
|
845
|
+
# "walletBalance":263542,
|
846
|
+
# "marginBalance":263542,
|
847
|
+
# "marginBalancePcnt":1,
|
848
|
+
# "marginLeverage":0,
|
849
|
+
# "marginUsedPcnt":0,
|
850
|
+
# "excessMargin":263542,
|
851
|
+
# "excessMarginPcnt":1,
|
852
|
+
# "availableMargin":263542,
|
853
|
+
# "withdrawableMargin":263542,
|
854
|
+
# "timestamp":"2020-08-03T12:01:01.246Z",
|
855
|
+
# "grossLastValue":0,
|
856
|
+
# "commission":null
|
857
|
+
# }
|
858
|
+
# ]
|
859
|
+
#
|
860
|
+
result: dict = {'info': response}
|
861
|
+
for i in range(0, len(response)):
|
862
|
+
balance = response[i]
|
863
|
+
currencyId = self.safe_string(balance, 'currency')
|
864
|
+
code = self.safe_currency_code(currencyId)
|
865
|
+
account = self.account()
|
866
|
+
free = self.safe_string(balance, 'availableMargin')
|
867
|
+
total = self.safe_string(balance, 'marginBalance')
|
868
|
+
account['free'] = self.convert_to_real_amount(code, free)
|
869
|
+
account['total'] = self.convert_to_real_amount(code, total)
|
870
|
+
result[code] = account
|
871
|
+
return self.safe_balance(result)
|
872
|
+
|
873
|
+
def fetch_balance(self, params={}) -> Balances:
|
874
|
+
"""
|
875
|
+
query for balance and get the amount of funds available for trading or funds locked in orders
|
876
|
+
|
877
|
+
https://www.bitmex.com/api/explorer/#not /User/User_getMargin
|
878
|
+
|
879
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
880
|
+
:returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
|
881
|
+
"""
|
882
|
+
self.load_markets()
|
883
|
+
request: dict = {
|
884
|
+
'currency': 'all',
|
885
|
+
}
|
886
|
+
response = self.privateGetUserMargin(self.extend(request, params))
|
887
|
+
#
|
888
|
+
# [
|
889
|
+
# {
|
890
|
+
# "account":1455728,
|
891
|
+
# "currency":"XBt",
|
892
|
+
# "riskLimit":1000000000000,
|
893
|
+
# "prevState":"",
|
894
|
+
# "state":"",
|
895
|
+
# "action":"",
|
896
|
+
# "amount":263542,
|
897
|
+
# "pendingCredit":0,
|
898
|
+
# "pendingDebit":0,
|
899
|
+
# "confirmedDebit":0,
|
900
|
+
# "prevRealisedPnl":0,
|
901
|
+
# "prevUnrealisedPnl":0,
|
902
|
+
# "grossComm":0,
|
903
|
+
# "grossOpenCost":0,
|
904
|
+
# "grossOpenPremium":0,
|
905
|
+
# "grossExecCost":0,
|
906
|
+
# "grossMarkValue":0,
|
907
|
+
# "riskValue":0,
|
908
|
+
# "taxableMargin":0,
|
909
|
+
# "initMargin":0,
|
910
|
+
# "maintMargin":0,
|
911
|
+
# "sessionMargin":0,
|
912
|
+
# "targetExcessMargin":0,
|
913
|
+
# "varMargin":0,
|
914
|
+
# "realisedPnl":0,
|
915
|
+
# "unrealisedPnl":0,
|
916
|
+
# "indicativeTax":0,
|
917
|
+
# "unrealisedProfit":0,
|
918
|
+
# "syntheticMargin":null,
|
919
|
+
# "walletBalance":263542,
|
920
|
+
# "marginBalance":263542,
|
921
|
+
# "marginBalancePcnt":1,
|
922
|
+
# "marginLeverage":0,
|
923
|
+
# "marginUsedPcnt":0,
|
924
|
+
# "excessMargin":263542,
|
925
|
+
# "excessMarginPcnt":1,
|
926
|
+
# "availableMargin":263542,
|
927
|
+
# "withdrawableMargin":263542,
|
928
|
+
# "timestamp":"2020-08-03T12:01:01.246Z",
|
929
|
+
# "grossLastValue":0,
|
930
|
+
# "commission":null
|
931
|
+
# }
|
932
|
+
# ]
|
933
|
+
#
|
934
|
+
return self.parse_balance(response)
|
935
|
+
|
936
|
+
def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
|
937
|
+
"""
|
938
|
+
fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
939
|
+
|
940
|
+
https://www.bitmex.com/api/explorer/#not /OrderBook/OrderBook_getL2
|
941
|
+
|
942
|
+
:param str symbol: unified symbol of the market to fetch the order book for
|
943
|
+
:param int [limit]: the maximum amount of order book entries to return
|
944
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
945
|
+
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
946
|
+
"""
|
947
|
+
self.load_markets()
|
948
|
+
market = self.market(symbol)
|
949
|
+
request: dict = {
|
950
|
+
'symbol': market['id'],
|
951
|
+
}
|
952
|
+
if limit is not None:
|
953
|
+
request['depth'] = limit
|
954
|
+
response = self.publicGetOrderBookL2(self.extend(request, params))
|
955
|
+
result: dict = {
|
956
|
+
'symbol': symbol,
|
957
|
+
'bids': [],
|
958
|
+
'asks': [],
|
959
|
+
'timestamp': None,
|
960
|
+
'datetime': None,
|
961
|
+
'nonce': None,
|
962
|
+
}
|
963
|
+
for i in range(0, len(response)):
|
964
|
+
order = response[i]
|
965
|
+
side = 'asks' if (order['side'] == 'Sell') else 'bids'
|
966
|
+
amount = self.convert_from_raw_quantity(symbol, self.safe_string(order, 'size'))
|
967
|
+
price = self.safe_number(order, 'price')
|
968
|
+
# https://github.com/ccxt/ccxt/issues/4926
|
969
|
+
# https://github.com/ccxt/ccxt/issues/4927
|
970
|
+
# the exchange sometimes returns null price in the orderbook
|
971
|
+
if price is not None:
|
972
|
+
resultSide = result[side]
|
973
|
+
resultSide.append([price, amount])
|
974
|
+
result['bids'] = self.sort_by(result['bids'], 0, True)
|
975
|
+
result['asks'] = self.sort_by(result['asks'], 0)
|
976
|
+
return result
|
977
|
+
|
978
|
+
def fetch_order(self, id: str, symbol: Str = None, params={}):
|
979
|
+
"""
|
980
|
+
fetches information on an order made by the user
|
981
|
+
|
982
|
+
https://www.bitmex.com/api/explorer/#not /Order/Order_getOrders
|
983
|
+
|
984
|
+
:param str id: the order id
|
985
|
+
:param str symbol: unified symbol of the market the order was made in
|
986
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
987
|
+
:returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
|
988
|
+
"""
|
989
|
+
filter: dict = {
|
990
|
+
'filter': {
|
991
|
+
'orderID': id,
|
992
|
+
},
|
993
|
+
}
|
994
|
+
response = self.fetch_orders(symbol, None, None, self.deep_extend(filter, params))
|
995
|
+
numResults = len(response)
|
996
|
+
if numResults == 1:
|
997
|
+
return response[0]
|
998
|
+
raise OrderNotFound(self.id + ': The order ' + id + ' not found.')
|
999
|
+
|
1000
|
+
def fetch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
1001
|
+
"""
|
1002
|
+
|
1003
|
+
https://www.bitmex.com/api/explorer/#not /Order/Order_getOrders
|
1004
|
+
|
1005
|
+
fetches information on multiple orders made by the user
|
1006
|
+
:param str symbol: unified market symbol of the market orders were made in
|
1007
|
+
:param int [since]: the earliest time in ms to fetch orders for
|
1008
|
+
:param int [limit]: the maximum number of order structures to retrieve
|
1009
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
1010
|
+
:param int [params.until]: the earliest time in ms to fetch orders for
|
1011
|
+
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
|
1012
|
+
:returns Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
1013
|
+
"""
|
1014
|
+
self.load_markets()
|
1015
|
+
paginate = False
|
1016
|
+
paginate, params = self.handle_option_and_params(params, 'fetchOrders', 'paginate')
|
1017
|
+
if paginate:
|
1018
|
+
return self.fetch_paginated_call_dynamic('fetchOrders', symbol, since, limit, params, 100)
|
1019
|
+
market = None
|
1020
|
+
request: dict = {}
|
1021
|
+
if symbol is not None:
|
1022
|
+
market = self.market(symbol)
|
1023
|
+
request['symbol'] = market['id']
|
1024
|
+
if since is not None:
|
1025
|
+
request['startTime'] = self.iso8601(since)
|
1026
|
+
if limit is not None:
|
1027
|
+
request['count'] = limit
|
1028
|
+
until = self.safe_integer_2(params, 'until', 'endTime')
|
1029
|
+
if until is not None:
|
1030
|
+
params = self.omit(params, ['until'])
|
1031
|
+
request['endTime'] = self.iso8601(until)
|
1032
|
+
request = self.deep_extend(request, params)
|
1033
|
+
# why the hassle? urlencode in python is kinda broken for nested dicts.
|
1034
|
+
# E.g. self.urlencode({"filter": {"open": True}}) will return "filter={'open':+True}"
|
1035
|
+
# Bitmex doesn't like that. Hence resorting to self hack.
|
1036
|
+
if 'filter' in request:
|
1037
|
+
request['filter'] = self.json(request['filter'])
|
1038
|
+
response = self.privateGetOrder(request)
|
1039
|
+
return self.parse_orders(response, market, since, limit)
|
1040
|
+
|
1041
|
+
def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
1042
|
+
"""
|
1043
|
+
fetch all unfilled currently open orders
|
1044
|
+
|
1045
|
+
https://www.bitmex.com/api/explorer/#not /Order/Order_getOrders
|
1046
|
+
|
1047
|
+
:param str symbol: unified market symbol
|
1048
|
+
:param int [since]: the earliest time in ms to fetch open orders for
|
1049
|
+
:param int [limit]: the maximum number of open orders structures to retrieve
|
1050
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
1051
|
+
:returns Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
1052
|
+
"""
|
1053
|
+
request: dict = {
|
1054
|
+
'filter': {
|
1055
|
+
'open': True,
|
1056
|
+
},
|
1057
|
+
}
|
1058
|
+
return self.fetch_orders(symbol, since, limit, self.deep_extend(request, params))
|
1059
|
+
|
1060
|
+
def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
1061
|
+
"""
|
1062
|
+
fetches information on multiple closed orders made by the user
|
1063
|
+
|
1064
|
+
https://www.bitmex.com/api/explorer/#not /Order/Order_getOrders
|
1065
|
+
|
1066
|
+
:param str symbol: unified market symbol of the market orders were made in
|
1067
|
+
:param int [since]: the earliest time in ms to fetch orders for
|
1068
|
+
:param int [limit]: the maximum number of order structures to retrieve
|
1069
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
1070
|
+
:returns Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
1071
|
+
"""
|
1072
|
+
# Bitmex barfs if you set 'open': False in the filter...
|
1073
|
+
orders = self.fetch_orders(symbol, since, limit, params)
|
1074
|
+
return self.filter_by_array(orders, 'status', ['closed', 'canceled'], False)
|
1075
|
+
|
1076
|
+
def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
|
1077
|
+
"""
|
1078
|
+
fetch all trades made by the user
|
1079
|
+
|
1080
|
+
https://www.bitmex.com/api/explorer/#not /Execution/Execution_getTradeHistory
|
1081
|
+
|
1082
|
+
:param str symbol: unified market symbol
|
1083
|
+
:param int [since]: the earliest time in ms to fetch trades for
|
1084
|
+
:param int [limit]: the maximum number of trades structures to retrieve
|
1085
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
1086
|
+
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
|
1087
|
+
:returns Trade[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
|
1088
|
+
"""
|
1089
|
+
self.load_markets()
|
1090
|
+
paginate = False
|
1091
|
+
paginate, params = self.handle_option_and_params(params, 'fetchMyTrades', 'paginate')
|
1092
|
+
if paginate:
|
1093
|
+
return self.fetch_paginated_call_dynamic('fetchMyTrades', symbol, since, limit, params, 100)
|
1094
|
+
market = None
|
1095
|
+
request: dict = {}
|
1096
|
+
if symbol is not None:
|
1097
|
+
market = self.market(symbol)
|
1098
|
+
request['symbol'] = market['id']
|
1099
|
+
if since is not None:
|
1100
|
+
request['startTime'] = self.iso8601(since)
|
1101
|
+
if limit is not None:
|
1102
|
+
request['count'] = min(500, limit)
|
1103
|
+
until = self.safe_integer_2(params, 'until', 'endTime')
|
1104
|
+
if until is not None:
|
1105
|
+
params = self.omit(params, ['until'])
|
1106
|
+
request['endTime'] = self.iso8601(until)
|
1107
|
+
request = self.deep_extend(request, params)
|
1108
|
+
# why the hassle? urlencode in python is kinda broken for nested dicts.
|
1109
|
+
# E.g. self.urlencode({"filter": {"open": True}}) will return "filter={'open':+True}"
|
1110
|
+
# Bitmex doesn't like that. Hence resorting to self hack.
|
1111
|
+
if 'filter' in request:
|
1112
|
+
request['filter'] = self.json(request['filter'])
|
1113
|
+
response = self.privateGetExecutionTradeHistory(request)
|
1114
|
+
#
|
1115
|
+
# [
|
1116
|
+
# {
|
1117
|
+
# "execID": "string",
|
1118
|
+
# "orderID": "string",
|
1119
|
+
# "clOrdID": "string",
|
1120
|
+
# "clOrdLinkID": "string",
|
1121
|
+
# "account": 0,
|
1122
|
+
# "symbol": "string",
|
1123
|
+
# "side": "string",
|
1124
|
+
# "lastQty": 0,
|
1125
|
+
# "lastPx": 0,
|
1126
|
+
# "underlyingLastPx": 0,
|
1127
|
+
# "lastMkt": "string",
|
1128
|
+
# "lastLiquidityInd": "string",
|
1129
|
+
# "simpleOrderQty": 0,
|
1130
|
+
# "orderQty": 0,
|
1131
|
+
# "price": 0,
|
1132
|
+
# "displayQty": 0,
|
1133
|
+
# "stopPx": 0,
|
1134
|
+
# "pegOffsetValue": 0,
|
1135
|
+
# "pegPriceType": "string",
|
1136
|
+
# "currency": "string",
|
1137
|
+
# "settlCurrency": "string",
|
1138
|
+
# "execType": "string",
|
1139
|
+
# "ordType": "string",
|
1140
|
+
# "timeInForce": "string",
|
1141
|
+
# "execInst": "string",
|
1142
|
+
# "contingencyType": "string",
|
1143
|
+
# "exDestination": "string",
|
1144
|
+
# "ordStatus": "string",
|
1145
|
+
# "triggered": "string",
|
1146
|
+
# "workingIndicator": True,
|
1147
|
+
# "ordRejReason": "string",
|
1148
|
+
# "simpleLeavesQty": 0,
|
1149
|
+
# "leavesQty": 0,
|
1150
|
+
# "simpleCumQty": 0,
|
1151
|
+
# "cumQty": 0,
|
1152
|
+
# "avgPx": 0,
|
1153
|
+
# "commission": 0,
|
1154
|
+
# "tradePublishIndicator": "string",
|
1155
|
+
# "multiLegReportingType": "string",
|
1156
|
+
# "text": "string",
|
1157
|
+
# "trdMatchID": "string",
|
1158
|
+
# "execCost": 0,
|
1159
|
+
# "execComm": 0,
|
1160
|
+
# "homeNotional": 0,
|
1161
|
+
# "foreignNotional": 0,
|
1162
|
+
# "transactTime": "2019-03-05T12:47:02.762Z",
|
1163
|
+
# "timestamp": "2019-03-05T12:47:02.762Z"
|
1164
|
+
# }
|
1165
|
+
# ]
|
1166
|
+
#
|
1167
|
+
return self.parse_trades(response, market, since, limit)
|
1168
|
+
|
1169
|
+
def parse_ledger_entry_type(self, type):
|
1170
|
+
types: dict = {
|
1171
|
+
'Withdrawal': 'transaction',
|
1172
|
+
'RealisedPNL': 'margin',
|
1173
|
+
'UnrealisedPNL': 'margin',
|
1174
|
+
'Deposit': 'transaction',
|
1175
|
+
'Transfer': 'transfer',
|
1176
|
+
'AffiliatePayout': 'referral',
|
1177
|
+
'SpotTrade': 'trade',
|
1178
|
+
}
|
1179
|
+
return self.safe_string(types, type, type)
|
1180
|
+
|
1181
|
+
def parse_ledger_entry(self, item: dict, currency: Currency = None) -> LedgerEntry:
|
1182
|
+
#
|
1183
|
+
# {
|
1184
|
+
# "transactID": "69573da3-7744-5467-3207-89fd6efe7a47",
|
1185
|
+
# "account": 24321,
|
1186
|
+
# "currency": "XBt",
|
1187
|
+
# "transactType": "Withdrawal", # "AffiliatePayout", "Transfer", "Deposit", "RealisedPNL", ...
|
1188
|
+
# "amount": -1000000,
|
1189
|
+
# "fee": 300000,
|
1190
|
+
# "transactStatus": "Completed", # "Canceled", ...
|
1191
|
+
# "address": "1Ex4fkF4NhQaQdRWNoYpqiPbDBbq18Kdd9",
|
1192
|
+
# "tx": "3BMEX91ZhhKoWtsH9QRb5dNXnmnGpiEetA",
|
1193
|
+
# "text": "",
|
1194
|
+
# "transactTime": "2017-03-21T20:05:14.388Z",
|
1195
|
+
# "walletBalance": 0, # balance after
|
1196
|
+
# "marginBalance": null,
|
1197
|
+
# "timestamp": "2017-03-22T13:09:23.514Z"
|
1198
|
+
# }
|
1199
|
+
#
|
1200
|
+
# ButMEX returns the unrealized pnl from the wallet history endpoint.
|
1201
|
+
# The unrealized pnl transaction has an empty timestamp.
|
1202
|
+
# It is not related to historical pnl it has status set to "Pending".
|
1203
|
+
# Therefore it's not a part of the history at all.
|
1204
|
+
# https://github.com/ccxt/ccxt/issues/6047
|
1205
|
+
#
|
1206
|
+
# {
|
1207
|
+
# "transactID":"00000000-0000-0000-0000-000000000000",
|
1208
|
+
# "account":121210,
|
1209
|
+
# "currency":"XBt",
|
1210
|
+
# "transactType":"UnrealisedPNL",
|
1211
|
+
# "amount":-5508,
|
1212
|
+
# "fee":0,
|
1213
|
+
# "transactStatus":"Pending",
|
1214
|
+
# "address":"XBTUSD",
|
1215
|
+
# "tx":"",
|
1216
|
+
# "text":"",
|
1217
|
+
# "transactTime":null, # ←---------------------------- null
|
1218
|
+
# "walletBalance":139198767,
|
1219
|
+
# "marginBalance":139193259,
|
1220
|
+
# "timestamp":null # ←---------------------------- null
|
1221
|
+
# }
|
1222
|
+
#
|
1223
|
+
id = self.safe_string(item, 'transactID')
|
1224
|
+
account = self.safe_string(item, 'account')
|
1225
|
+
referenceId = self.safe_string(item, 'tx')
|
1226
|
+
referenceAccount = None
|
1227
|
+
type = self.parse_ledger_entry_type(self.safe_string(item, 'transactType'))
|
1228
|
+
currencyId = self.safe_string(item, 'currency')
|
1229
|
+
code = self.safe_currency_code(currencyId, currency)
|
1230
|
+
currency = self.safe_currency(currencyId, currency)
|
1231
|
+
amountString = self.safe_string(item, 'amount')
|
1232
|
+
amount = self.convert_to_real_amount(code, amountString)
|
1233
|
+
timestamp = self.parse8601(self.safe_string(item, 'transactTime'))
|
1234
|
+
if timestamp is None:
|
1235
|
+
# https://github.com/ccxt/ccxt/issues/6047
|
1236
|
+
# set the timestamp to zero, 1970 Jan 1 00:00:00
|
1237
|
+
# for unrealized pnl and other transactions without a timestamp
|
1238
|
+
timestamp = 0 # see comments above
|
1239
|
+
fee = None
|
1240
|
+
feeCost = self.safe_string(item, 'fee')
|
1241
|
+
if feeCost is not None:
|
1242
|
+
feeCost = self.convert_to_real_amount(code, feeCost)
|
1243
|
+
fee = {
|
1244
|
+
'cost': self.parse_number(feeCost),
|
1245
|
+
'currency': code,
|
1246
|
+
}
|
1247
|
+
after = self.safe_string(item, 'walletBalance')
|
1248
|
+
if after is not None:
|
1249
|
+
after = self.convert_to_real_amount(code, after)
|
1250
|
+
before = self.parse_number(Precise.string_sub(self.number_to_string(after), self.number_to_string(amount)))
|
1251
|
+
direction = None
|
1252
|
+
if Precise.string_lt(amountString, '0'):
|
1253
|
+
direction = 'out'
|
1254
|
+
amount = self.convert_to_real_amount(code, Precise.string_abs(amountString))
|
1255
|
+
else:
|
1256
|
+
direction = 'in'
|
1257
|
+
status = self.parse_transaction_status(self.safe_string(item, 'transactStatus'))
|
1258
|
+
return self.safe_ledger_entry({
|
1259
|
+
'info': item,
|
1260
|
+
'id': id,
|
1261
|
+
'timestamp': timestamp,
|
1262
|
+
'datetime': self.iso8601(timestamp),
|
1263
|
+
'direction': direction,
|
1264
|
+
'account': account,
|
1265
|
+
'referenceId': referenceId,
|
1266
|
+
'referenceAccount': referenceAccount,
|
1267
|
+
'type': type,
|
1268
|
+
'currency': code,
|
1269
|
+
'amount': self.parse_number(amount),
|
1270
|
+
'before': before,
|
1271
|
+
'after': self.parse_number(after),
|
1272
|
+
'status': status,
|
1273
|
+
'fee': fee,
|
1274
|
+
}, currency)
|
1275
|
+
|
1276
|
+
def fetch_ledger(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[LedgerEntry]:
|
1277
|
+
"""
|
1278
|
+
fetch the history of changes, actions done by the user or operations that altered the balance of the user
|
1279
|
+
|
1280
|
+
https://www.bitmex.com/api/explorer/#not /User/User_getWalletHistory
|
1281
|
+
|
1282
|
+
:param str [code]: unified currency code, default is None
|
1283
|
+
:param int [since]: timestamp in ms of the earliest ledger entry, default is None
|
1284
|
+
:param int [limit]: max number of ledger entries to return, default is None
|
1285
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
1286
|
+
:returns dict: a `ledger structure <https://docs.ccxt.com/#/?id=ledger>`
|
1287
|
+
"""
|
1288
|
+
self.load_markets()
|
1289
|
+
request: dict = {
|
1290
|
+
# 'start': 123,
|
1291
|
+
}
|
1292
|
+
#
|
1293
|
+
# if since is not None:
|
1294
|
+
# # date-based pagination not supported
|
1295
|
+
# }
|
1296
|
+
#
|
1297
|
+
if limit is not None:
|
1298
|
+
request['count'] = limit
|
1299
|
+
currency = None
|
1300
|
+
if code is not None:
|
1301
|
+
currency = self.currency(code)
|
1302
|
+
request['currency'] = currency['id']
|
1303
|
+
response = self.privateGetUserWalletHistory(self.extend(request, params))
|
1304
|
+
#
|
1305
|
+
# [
|
1306
|
+
# {
|
1307
|
+
# "transactID": "69573da3-7744-5467-3207-89fd6efe7a47",
|
1308
|
+
# "account": 24321,
|
1309
|
+
# "currency": "XBt",
|
1310
|
+
# "transactType": "Withdrawal", # "AffiliatePayout", "Transfer", "Deposit", "RealisedPNL", ...
|
1311
|
+
# "amount": -1000000,
|
1312
|
+
# "fee": 300000,
|
1313
|
+
# "transactStatus": "Completed", # "Canceled", ...
|
1314
|
+
# "address": "1Ex4fkF4NhQaQdRWNoYpqiPbDBbq18Kdd9",
|
1315
|
+
# "tx": "3BMEX91ZhhKoWtsH9QRb5dNXnmnGpiEetA",
|
1316
|
+
# "text": "",
|
1317
|
+
# "transactTime": "2017-03-21T20:05:14.388Z",
|
1318
|
+
# "walletBalance": 0, # balance after
|
1319
|
+
# "marginBalance": null,
|
1320
|
+
# "timestamp": "2017-03-22T13:09:23.514Z"
|
1321
|
+
# }
|
1322
|
+
# ]
|
1323
|
+
#
|
1324
|
+
return self.parse_ledger(response, currency, since, limit)
|
1325
|
+
|
1326
|
+
def fetch_deposits_withdrawals(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
|
1327
|
+
"""
|
1328
|
+
fetch history of deposits and withdrawals
|
1329
|
+
|
1330
|
+
https://www.bitmex.com/api/explorer/#not /User/User_getWalletHistory
|
1331
|
+
|
1332
|
+
:param str [code]: unified currency code for the currency of the deposit/withdrawals, default is None
|
1333
|
+
:param int [since]: timestamp in ms of the earliest deposit/withdrawal, default is None
|
1334
|
+
:param int [limit]: max number of deposit/withdrawals to return, default is None
|
1335
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
1336
|
+
:returns dict: a list of `transaction structure <https://docs.ccxt.com/#/?id=transaction-structure>`
|
1337
|
+
"""
|
1338
|
+
self.load_markets()
|
1339
|
+
request: dict = {
|
1340
|
+
'currency': 'all',
|
1341
|
+
# 'start': 123,
|
1342
|
+
}
|
1343
|
+
#
|
1344
|
+
# if since is not None:
|
1345
|
+
# # date-based pagination not supported
|
1346
|
+
# }
|
1347
|
+
#
|
1348
|
+
currency = None
|
1349
|
+
if code is not None:
|
1350
|
+
currency = self.currency(code)
|
1351
|
+
request['currency'] = currency['id']
|
1352
|
+
if limit is not None:
|
1353
|
+
request['count'] = limit
|
1354
|
+
response = self.privateGetUserWalletHistory(self.extend(request, params))
|
1355
|
+
transactions = self.filter_by_array(response, 'transactType', ['Withdrawal', 'Deposit'], False)
|
1356
|
+
return self.parse_transactions(transactions, currency, since, limit)
|
1357
|
+
|
1358
|
+
def parse_transaction_status(self, status: Str):
|
1359
|
+
statuses: dict = {
|
1360
|
+
'Confirmed': 'pending',
|
1361
|
+
'Canceled': 'canceled',
|
1362
|
+
'Completed': 'ok',
|
1363
|
+
'Pending': 'pending',
|
1364
|
+
}
|
1365
|
+
return self.safe_string(statuses, status, status)
|
1366
|
+
|
1367
|
+
def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction:
|
1368
|
+
#
|
1369
|
+
# {
|
1370
|
+
# "transactID": "ffe699c2-95ee-4c13-91f9-0faf41daec25",
|
1371
|
+
# "account": 123456,
|
1372
|
+
# "currency": "XBt",
|
1373
|
+
# "network":'', # "tron" for USDt, etc...
|
1374
|
+
# "transactType": "Withdrawal",
|
1375
|
+
# "amount": -100100000,
|
1376
|
+
# "fee": 100000,
|
1377
|
+
# "transactStatus": "Completed",
|
1378
|
+
# "address": "385cR5DM96n1HvBDMzLHPYcw89fZAXULJP",
|
1379
|
+
# "tx": "3BMEXabcdefghijklmnopqrstuvwxyz123",
|
1380
|
+
# "text": '',
|
1381
|
+
# "transactTime": "2019-01-02T01:00:00.000Z",
|
1382
|
+
# "walletBalance": 99900000, # self field might be inexistent
|
1383
|
+
# "marginBalance": None, # self field might be inexistent
|
1384
|
+
# "timestamp": "2019-01-02T13:00:00.000Z"
|
1385
|
+
# }
|
1386
|
+
#
|
1387
|
+
currencyId = self.safe_string(transaction, 'currency')
|
1388
|
+
currency = self.safe_currency(currencyId, currency)
|
1389
|
+
# For deposits, transactTime == timestamp
|
1390
|
+
# For withdrawals, transactTime is submission, timestamp is processed
|
1391
|
+
transactTime = self.parse8601(self.safe_string(transaction, 'transactTime'))
|
1392
|
+
timestamp = self.parse8601(self.safe_string(transaction, 'timestamp'))
|
1393
|
+
type = self.safe_string_lower(transaction, 'transactType')
|
1394
|
+
# Deposits have no from address or to address, withdrawals have both
|
1395
|
+
address = None
|
1396
|
+
addressFrom = None
|
1397
|
+
addressTo = None
|
1398
|
+
if type == 'withdrawal':
|
1399
|
+
address = self.safe_string(transaction, 'address')
|
1400
|
+
addressFrom = self.safe_string(transaction, 'tx')
|
1401
|
+
addressTo = address
|
1402
|
+
elif type == 'deposit':
|
1403
|
+
addressTo = self.safe_string(transaction, 'address')
|
1404
|
+
addressFrom = self.safe_string(transaction, 'tx')
|
1405
|
+
amountString = self.safe_string(transaction, 'amount')
|
1406
|
+
amountStringAbs = Precise.string_abs(amountString)
|
1407
|
+
amount = self.convert_to_real_amount(currency['code'], amountStringAbs)
|
1408
|
+
feeCostString = self.safe_string(transaction, 'fee')
|
1409
|
+
feeCost = self.convert_to_real_amount(currency['code'], feeCostString)
|
1410
|
+
status = self.safe_string(transaction, 'transactStatus')
|
1411
|
+
if status is not None:
|
1412
|
+
status = self.parse_transaction_status(status)
|
1413
|
+
return {
|
1414
|
+
'info': transaction,
|
1415
|
+
'id': self.safe_string(transaction, 'transactID'),
|
1416
|
+
'txid': self.safe_string(transaction, 'tx'),
|
1417
|
+
'type': type,
|
1418
|
+
'currency': currency['code'],
|
1419
|
+
'network': self.network_id_to_code(self.safe_string(transaction, 'network'), currency['code']),
|
1420
|
+
'amount': self.parse_number(amount),
|
1421
|
+
'status': status,
|
1422
|
+
'timestamp': transactTime,
|
1423
|
+
'datetime': self.iso8601(transactTime),
|
1424
|
+
'address': address,
|
1425
|
+
'addressFrom': addressFrom,
|
1426
|
+
'addressTo': addressTo,
|
1427
|
+
'tag': None,
|
1428
|
+
'tagFrom': None,
|
1429
|
+
'tagTo': None,
|
1430
|
+
'updated': timestamp,
|
1431
|
+
'internal': None,
|
1432
|
+
'comment': None,
|
1433
|
+
'fee': {
|
1434
|
+
'currency': currency['code'],
|
1435
|
+
'cost': self.parse_number(feeCost),
|
1436
|
+
'rate': None,
|
1437
|
+
},
|
1438
|
+
}
|
1439
|
+
|
1440
|
+
def fetch_ticker(self, symbol: str, params={}) -> Ticker:
|
1441
|
+
"""
|
1442
|
+
fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
|
1443
|
+
|
1444
|
+
https://www.bitmex.com/api/explorer/#not /Instrument/Instrument_get
|
1445
|
+
|
1446
|
+
:param str symbol: unified symbol of the market to fetch the ticker for
|
1447
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
1448
|
+
:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
|
1449
|
+
"""
|
1450
|
+
self.load_markets()
|
1451
|
+
market = self.market(symbol)
|
1452
|
+
request: dict = {
|
1453
|
+
'symbol': market['id'],
|
1454
|
+
}
|
1455
|
+
response = self.publicGetInstrument(self.extend(request, params))
|
1456
|
+
ticker = self.safe_value(response, 0)
|
1457
|
+
if ticker is None:
|
1458
|
+
raise BadSymbol(self.id + ' fetchTicker() symbol ' + symbol + ' not found')
|
1459
|
+
return self.parse_ticker(ticker, market)
|
1460
|
+
|
1461
|
+
def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
|
1462
|
+
"""
|
1463
|
+
fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
|
1464
|
+
|
1465
|
+
https://www.bitmex.com/api/explorer/#not /Instrument/Instrument_getActiveAndIndices
|
1466
|
+
|
1467
|
+
:param str[]|None symbols: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
|
1468
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
1469
|
+
:returns dict: a dictionary of `ticker structures <https://docs.ccxt.com/#/?id=ticker-structure>`
|
1470
|
+
"""
|
1471
|
+
self.load_markets()
|
1472
|
+
symbols = self.market_symbols(symbols)
|
1473
|
+
response = self.publicGetInstrumentActiveAndIndices(params)
|
1474
|
+
# same response "fetchMarkets"
|
1475
|
+
result: dict = {}
|
1476
|
+
for i in range(0, len(response)):
|
1477
|
+
ticker = self.parse_ticker(response[i])
|
1478
|
+
symbol = self.safe_string(ticker, 'symbol')
|
1479
|
+
if symbol is not None:
|
1480
|
+
result[symbol] = ticker
|
1481
|
+
return self.filter_by_array_tickers(result, 'symbol', symbols)
|
1482
|
+
|
1483
|
+
def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
|
1484
|
+
# see response sample under "fetchMarkets" because same endpoint is being used here
|
1485
|
+
marketId = self.safe_string(ticker, 'symbol')
|
1486
|
+
symbol = self.safe_symbol(marketId, market)
|
1487
|
+
timestamp = self.parse8601(self.safe_string(ticker, 'timestamp'))
|
1488
|
+
open = self.safe_string(ticker, 'prevPrice24h')
|
1489
|
+
last = self.safe_string(ticker, 'lastPrice')
|
1490
|
+
return self.safe_ticker({
|
1491
|
+
'symbol': symbol,
|
1492
|
+
'timestamp': timestamp,
|
1493
|
+
'datetime': self.iso8601(timestamp),
|
1494
|
+
'high': self.safe_string(ticker, 'highPrice'),
|
1495
|
+
'low': self.safe_string(ticker, 'lowPrice'),
|
1496
|
+
'bid': self.safe_string(ticker, 'bidPrice'),
|
1497
|
+
'bidVolume': None,
|
1498
|
+
'ask': self.safe_string(ticker, 'askPrice'),
|
1499
|
+
'askVolume': None,
|
1500
|
+
'vwap': self.safe_string(ticker, 'vwap'),
|
1501
|
+
'open': open,
|
1502
|
+
'close': last,
|
1503
|
+
'last': last,
|
1504
|
+
'previousClose': None,
|
1505
|
+
'change': None,
|
1506
|
+
'percentage': None,
|
1507
|
+
'average': None,
|
1508
|
+
'baseVolume': self.safe_string(ticker, 'homeNotional24h'),
|
1509
|
+
'quoteVolume': self.safe_string(ticker, 'foreignNotional24h'),
|
1510
|
+
'markPrice': self.safe_string(ticker, 'markPrice'),
|
1511
|
+
'info': ticker,
|
1512
|
+
}, market)
|
1513
|
+
|
1514
|
+
def parse_ohlcv(self, ohlcv, market: Market = None) -> list:
|
1515
|
+
#
|
1516
|
+
# {
|
1517
|
+
# "timestamp":"2015-09-25T13:38:00.000Z",
|
1518
|
+
# "symbol":"XBTUSD",
|
1519
|
+
# "open":237.45,
|
1520
|
+
# "high":237.45,
|
1521
|
+
# "low":237.45,
|
1522
|
+
# "close":237.45,
|
1523
|
+
# "trades":0,
|
1524
|
+
# "volume":0,
|
1525
|
+
# "vwap":null,
|
1526
|
+
# "lastSize":null,
|
1527
|
+
# "turnover":0,
|
1528
|
+
# "homeNotional":0,
|
1529
|
+
# "foreignNotional":0
|
1530
|
+
# }
|
1531
|
+
#
|
1532
|
+
marketId = self.safe_string(ohlcv, 'symbol')
|
1533
|
+
market = self.safe_market(marketId, market)
|
1534
|
+
volume = self.convert_from_raw_quantity(market['symbol'], self.safe_string(ohlcv, 'volume'))
|
1535
|
+
return [
|
1536
|
+
self.parse8601(self.safe_string(ohlcv, 'timestamp')),
|
1537
|
+
self.safe_number(ohlcv, 'open'),
|
1538
|
+
self.safe_number(ohlcv, 'high'),
|
1539
|
+
self.safe_number(ohlcv, 'low'),
|
1540
|
+
self.safe_number(ohlcv, 'close'),
|
1541
|
+
volume,
|
1542
|
+
]
|
1543
|
+
|
1544
|
+
def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
|
1545
|
+
"""
|
1546
|
+
fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
|
1547
|
+
|
1548
|
+
https://www.bitmex.com/api/explorer/#not /Trade/Trade_getBucketed
|
1549
|
+
|
1550
|
+
:param str symbol: unified symbol of the market to fetch OHLCV data for
|
1551
|
+
:param str timeframe: the length of time each candle represents
|
1552
|
+
:param int [since]: timestamp in ms of the earliest candle to fetch
|
1553
|
+
:param int [limit]: the maximum amount of candles to fetch
|
1554
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
1555
|
+
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
|
1556
|
+
:returns int[][]: A list of candles ordered, open, high, low, close, volume
|
1557
|
+
"""
|
1558
|
+
self.load_markets()
|
1559
|
+
paginate = False
|
1560
|
+
paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate')
|
1561
|
+
if paginate:
|
1562
|
+
return self.fetch_paginated_call_deterministic('fetchOHLCV', symbol, since, limit, timeframe, params)
|
1563
|
+
# send JSON key/value pairs, such as {"key": "value"}
|
1564
|
+
# filter by individual fields and do advanced queries on timestamps
|
1565
|
+
# filter: Dict = {'key': 'value'}
|
1566
|
+
# send a bare series(e.g. XBU) to nearest expiring contract in that series
|
1567
|
+
# you can also send a timeframe, e.g. XBU:monthly
|
1568
|
+
# timeframes: daily, weekly, monthly, quarterly, and biquarterly
|
1569
|
+
market = self.market(symbol)
|
1570
|
+
request: dict = {
|
1571
|
+
'symbol': market['id'],
|
1572
|
+
'binSize': self.safe_string(self.timeframes, timeframe, timeframe),
|
1573
|
+
'partial': True, # True == include yet-incomplete current bins
|
1574
|
+
# 'filter': filter, # filter by individual fields and do advanced queries
|
1575
|
+
# 'columns': [], # will return all columns if omitted
|
1576
|
+
# 'start': 0, # starting point for results(wtf?)
|
1577
|
+
# 'reverse': False, # True == newest first
|
1578
|
+
# 'endTime': '', # ending date filter for results
|
1579
|
+
}
|
1580
|
+
if limit is not None:
|
1581
|
+
request['count'] = limit # default 100, max 500
|
1582
|
+
until = self.safe_integer(params, 'until')
|
1583
|
+
if until is not None:
|
1584
|
+
params = self.omit(params, ['until'])
|
1585
|
+
request['endTime'] = self.iso8601(until)
|
1586
|
+
duration = self.parse_timeframe(timeframe) * 1000
|
1587
|
+
fetchOHLCVOpenTimestamp = self.safe_bool(self.options, 'fetchOHLCVOpenTimestamp', True)
|
1588
|
+
# if since is not set, they will return candles starting from 2017-01-01
|
1589
|
+
if since is not None:
|
1590
|
+
timestamp = since
|
1591
|
+
if fetchOHLCVOpenTimestamp:
|
1592
|
+
timestamp = self.sum(timestamp, duration)
|
1593
|
+
startTime = self.iso8601(timestamp)
|
1594
|
+
request['startTime'] = startTime # starting date filter for results
|
1595
|
+
else:
|
1596
|
+
request['reverse'] = True
|
1597
|
+
response = self.publicGetTradeBucketed(self.extend(request, params))
|
1598
|
+
#
|
1599
|
+
# [
|
1600
|
+
# {"timestamp":"2015-09-25T13:38:00.000Z","symbol":"XBTUSD","open":237.45,"high":237.45,"low":237.45,"close":237.45,"trades":0,"volume":0,"vwap":null,"lastSize":null,"turnover":0,"homeNotional":0,"foreignNotional":0},
|
1601
|
+
# {"timestamp":"2015-09-25T13:39:00.000Z","symbol":"XBTUSD","open":237.45,"high":237.45,"low":237.45,"close":237.45,"trades":0,"volume":0,"vwap":null,"lastSize":null,"turnover":0,"homeNotional":0,"foreignNotional":0},
|
1602
|
+
# {"timestamp":"2015-09-25T13:40:00.000Z","symbol":"XBTUSD","open":237.45,"high":237.45,"low":237.45,"close":237.45,"trades":0,"volume":0,"vwap":null,"lastSize":null,"turnover":0,"homeNotional":0,"foreignNotional":0}
|
1603
|
+
# ]
|
1604
|
+
#
|
1605
|
+
result = self.parse_ohlcvs(response, market, timeframe, since, limit)
|
1606
|
+
if fetchOHLCVOpenTimestamp:
|
1607
|
+
# bitmex returns the candle's close timestamp - https://github.com/ccxt/ccxt/issues/4446
|
1608
|
+
# we can emulate the open timestamp by shifting all the timestamps one place
|
1609
|
+
# so the previous close becomes the current open, and we drop the first candle
|
1610
|
+
for i in range(0, len(result)):
|
1611
|
+
result[i][0] = result[i][0] - duration
|
1612
|
+
return result
|
1613
|
+
|
1614
|
+
def parse_trade(self, trade: dict, market: Market = None) -> Trade:
|
1615
|
+
#
|
1616
|
+
# fetchTrades(public)
|
1617
|
+
#
|
1618
|
+
# {
|
1619
|
+
# "timestamp": "2018-08-28T00:00:02.735Z",
|
1620
|
+
# "symbol": "XBTUSD",
|
1621
|
+
# "side": "Buy",
|
1622
|
+
# "size": 2000,
|
1623
|
+
# "price": 6906.5,
|
1624
|
+
# "tickDirection": "PlusTick",
|
1625
|
+
# "trdMatchID": "b9a42432-0a46-6a2f-5ecc-c32e9ca4baf8",
|
1626
|
+
# "grossValue": 28958000,
|
1627
|
+
# "homeNotional": 0.28958,
|
1628
|
+
# "foreignNotional": 2000
|
1629
|
+
# }
|
1630
|
+
#
|
1631
|
+
# fetchMyTrades(private)
|
1632
|
+
#
|
1633
|
+
# {
|
1634
|
+
# "execID": "string",
|
1635
|
+
# "orderID": "string",
|
1636
|
+
# "clOrdID": "string",
|
1637
|
+
# "clOrdLinkID": "string",
|
1638
|
+
# "account": 0,
|
1639
|
+
# "symbol": "string",
|
1640
|
+
# "side": "string",
|
1641
|
+
# "lastQty": 0,
|
1642
|
+
# "lastPx": 0,
|
1643
|
+
# "underlyingLastPx": 0,
|
1644
|
+
# "lastMkt": "string",
|
1645
|
+
# "lastLiquidityInd": "string",
|
1646
|
+
# "simpleOrderQty": 0,
|
1647
|
+
# "orderQty": 0,
|
1648
|
+
# "price": 0,
|
1649
|
+
# "displayQty": 0,
|
1650
|
+
# "stopPx": 0,
|
1651
|
+
# "pegOffsetValue": 0,
|
1652
|
+
# "pegPriceType": "string",
|
1653
|
+
# "currency": "string",
|
1654
|
+
# "settlCurrency": "string",
|
1655
|
+
# "execType": "string",
|
1656
|
+
# "ordType": "string",
|
1657
|
+
# "timeInForce": "string",
|
1658
|
+
# "execInst": "string",
|
1659
|
+
# "contingencyType": "string",
|
1660
|
+
# "exDestination": "string",
|
1661
|
+
# "ordStatus": "string",
|
1662
|
+
# "triggered": "string",
|
1663
|
+
# "workingIndicator": True,
|
1664
|
+
# "ordRejReason": "string",
|
1665
|
+
# "simpleLeavesQty": 0,
|
1666
|
+
# "leavesQty": 0,
|
1667
|
+
# "simpleCumQty": 0,
|
1668
|
+
# "cumQty": 0,
|
1669
|
+
# "avgPx": 0,
|
1670
|
+
# "commission": 0,
|
1671
|
+
# "tradePublishIndicator": "string",
|
1672
|
+
# "multiLegReportingType": "string",
|
1673
|
+
# "text": "string",
|
1674
|
+
# "trdMatchID": "string",
|
1675
|
+
# "execCost": 0,
|
1676
|
+
# "execComm": 0,
|
1677
|
+
# "homeNotional": 0,
|
1678
|
+
# "foreignNotional": 0,
|
1679
|
+
# "transactTime": "2019-03-05T12:47:02.762Z",
|
1680
|
+
# "timestamp": "2019-03-05T12:47:02.762Z"
|
1681
|
+
# }
|
1682
|
+
#
|
1683
|
+
marketId = self.safe_string(trade, 'symbol')
|
1684
|
+
symbol = self.safe_symbol(marketId, market)
|
1685
|
+
timestamp = self.parse8601(self.safe_string(trade, 'timestamp'))
|
1686
|
+
priceString = self.safe_string_2(trade, 'avgPx', 'price')
|
1687
|
+
amountString = self.convert_from_raw_quantity(symbol, self.safe_string_2(trade, 'size', 'lastQty'))
|
1688
|
+
execCost = self.number_to_string(self.convert_from_raw_cost(symbol, self.safe_string(trade, 'execCost')))
|
1689
|
+
id = self.safe_string(trade, 'trdMatchID')
|
1690
|
+
order = self.safe_string(trade, 'orderID')
|
1691
|
+
side = self.safe_string_lower(trade, 'side')
|
1692
|
+
# price * amount doesn't work for all symbols(e.g. XBT, ETH)
|
1693
|
+
fee = None
|
1694
|
+
feeCostString = self.number_to_string(self.convert_from_raw_cost(symbol, self.safe_string(trade, 'execComm')))
|
1695
|
+
if feeCostString is not None:
|
1696
|
+
currencyId = self.safe_string_2(trade, 'settlCurrency', 'currency')
|
1697
|
+
fee = {
|
1698
|
+
'cost': feeCostString,
|
1699
|
+
'currency': self.safe_currency_code(currencyId),
|
1700
|
+
'rate': self.safe_string(trade, 'commission'),
|
1701
|
+
}
|
1702
|
+
# Trade or Funding
|
1703
|
+
execType = self.safe_string(trade, 'execType')
|
1704
|
+
takerOrMaker = None
|
1705
|
+
if feeCostString is not None and execType == 'Trade':
|
1706
|
+
takerOrMaker = 'maker' if Precise.string_lt(feeCostString, '0') else 'taker'
|
1707
|
+
type = self.safe_string_lower(trade, 'ordType')
|
1708
|
+
return self.safe_trade({
|
1709
|
+
'info': trade,
|
1710
|
+
'timestamp': timestamp,
|
1711
|
+
'datetime': self.iso8601(timestamp),
|
1712
|
+
'symbol': symbol,
|
1713
|
+
'id': id,
|
1714
|
+
'order': order,
|
1715
|
+
'type': type,
|
1716
|
+
'takerOrMaker': takerOrMaker,
|
1717
|
+
'side': side,
|
1718
|
+
'price': priceString,
|
1719
|
+
'cost': Precise.string_abs(execCost),
|
1720
|
+
'amount': amountString,
|
1721
|
+
'fee': fee,
|
1722
|
+
}, market)
|
1723
|
+
|
1724
|
+
def parse_order_status(self, status: Str):
|
1725
|
+
statuses: dict = {
|
1726
|
+
'New': 'open',
|
1727
|
+
'PartiallyFilled': 'open',
|
1728
|
+
'Filled': 'closed',
|
1729
|
+
'DoneForDay': 'open',
|
1730
|
+
'Canceled': 'canceled',
|
1731
|
+
'PendingCancel': 'open',
|
1732
|
+
'PendingNew': 'open',
|
1733
|
+
'Rejected': 'rejected',
|
1734
|
+
'Expired': 'expired',
|
1735
|
+
'Stopped': 'open',
|
1736
|
+
'Untriggered': 'open',
|
1737
|
+
'Triggered': 'open',
|
1738
|
+
}
|
1739
|
+
return self.safe_string(statuses, status, status)
|
1740
|
+
|
1741
|
+
def parse_time_in_force(self, timeInForce: Str):
|
1742
|
+
timeInForces: dict = {
|
1743
|
+
'Day': 'Day',
|
1744
|
+
'GoodTillCancel': 'GTC',
|
1745
|
+
'ImmediateOrCancel': 'IOC',
|
1746
|
+
'FillOrKill': 'FOK',
|
1747
|
+
}
|
1748
|
+
return self.safe_string(timeInForces, timeInForce, timeInForce)
|
1749
|
+
|
1750
|
+
def parse_order(self, order: dict, market: Market = None) -> Order:
|
1751
|
+
#
|
1752
|
+
# {
|
1753
|
+
# "orderID":"56222c7a-9956-413a-82cf-99f4812c214b",
|
1754
|
+
# "clOrdID":"",
|
1755
|
+
# "clOrdLinkID":"",
|
1756
|
+
# "account":1455728,
|
1757
|
+
# "symbol":"XBTUSD",
|
1758
|
+
# "side":"Sell",
|
1759
|
+
# "simpleOrderQty":null,
|
1760
|
+
# "orderQty":1,
|
1761
|
+
# "price":40000,
|
1762
|
+
# "displayQty":null,
|
1763
|
+
# "stopPx":null,
|
1764
|
+
# "pegOffsetValue":null,
|
1765
|
+
# "pegPriceType":"",
|
1766
|
+
# "currency":"USD",
|
1767
|
+
# "settlCurrency":"XBt",
|
1768
|
+
# "ordType":"Limit",
|
1769
|
+
# "timeInForce":"GoodTillCancel",
|
1770
|
+
# "execInst":"",
|
1771
|
+
# "contingencyType":"",
|
1772
|
+
# "exDestination":"XBME",
|
1773
|
+
# "ordStatus":"New",
|
1774
|
+
# "triggered":"",
|
1775
|
+
# "workingIndicator":true,
|
1776
|
+
# "ordRejReason":"",
|
1777
|
+
# "simpleLeavesQty":null,
|
1778
|
+
# "leavesQty":1,
|
1779
|
+
# "simpleCumQty":null,
|
1780
|
+
# "cumQty":0,
|
1781
|
+
# "avgPx":null,
|
1782
|
+
# "multiLegReportingType":"SingleSecurity",
|
1783
|
+
# "text":"Submitted via API.",
|
1784
|
+
# "transactTime":"2021-01-02T21:38:49.246Z",
|
1785
|
+
# "timestamp":"2021-01-02T21:38:49.246Z"
|
1786
|
+
# }
|
1787
|
+
#
|
1788
|
+
marketId = self.safe_string(order, 'symbol')
|
1789
|
+
market = self.safe_market(marketId, market)
|
1790
|
+
symbol = market['symbol']
|
1791
|
+
qty = self.safe_string(order, 'orderQty')
|
1792
|
+
cost = None
|
1793
|
+
amount = None
|
1794
|
+
isInverse = False
|
1795
|
+
if marketId is None:
|
1796
|
+
defaultSubType = self.safe_string(self.options, 'defaultSubType', 'linear')
|
1797
|
+
isInverse = (defaultSubType == 'inverse')
|
1798
|
+
else:
|
1799
|
+
isInverse = self.safe_bool(market, 'inverse', False)
|
1800
|
+
if isInverse:
|
1801
|
+
cost = self.convert_from_raw_quantity(symbol, qty)
|
1802
|
+
else:
|
1803
|
+
amount = self.convert_from_raw_quantity(symbol, qty)
|
1804
|
+
average = self.safe_string(order, 'avgPx')
|
1805
|
+
filled = None
|
1806
|
+
cumQty = self.number_to_string(self.convert_from_raw_quantity(symbol, self.safe_string(order, 'cumQty')))
|
1807
|
+
if isInverse:
|
1808
|
+
filled = Precise.string_div(cumQty, average)
|
1809
|
+
else:
|
1810
|
+
filled = cumQty
|
1811
|
+
execInst = self.safe_string(order, 'execInst')
|
1812
|
+
postOnly = None
|
1813
|
+
if execInst is not None:
|
1814
|
+
postOnly = (execInst == 'ParticipateDoNotInitiate')
|
1815
|
+
timestamp = self.parse8601(self.safe_string(order, 'timestamp'))
|
1816
|
+
triggerPrice = self.safe_number(order, 'stopPx')
|
1817
|
+
remaining = self.safe_string(order, 'leavesQty')
|
1818
|
+
return self.safe_order({
|
1819
|
+
'info': order,
|
1820
|
+
'id': self.safe_string(order, 'orderID'),
|
1821
|
+
'clientOrderId': self.safe_string(order, 'clOrdID'),
|
1822
|
+
'timestamp': timestamp,
|
1823
|
+
'datetime': self.iso8601(timestamp),
|
1824
|
+
'lastTradeTimestamp': self.parse8601(self.safe_string(order, 'transactTime')),
|
1825
|
+
'symbol': symbol,
|
1826
|
+
'type': self.safe_string_lower(order, 'ordType'),
|
1827
|
+
'timeInForce': self.parse_time_in_force(self.safe_string(order, 'timeInForce')),
|
1828
|
+
'postOnly': postOnly,
|
1829
|
+
'side': self.safe_string_lower(order, 'side'),
|
1830
|
+
'price': self.safe_string(order, 'price'),
|
1831
|
+
'triggerPrice': triggerPrice,
|
1832
|
+
'amount': amount,
|
1833
|
+
'cost': cost,
|
1834
|
+
'average': average,
|
1835
|
+
'filled': filled,
|
1836
|
+
'remaining': self.convert_from_raw_quantity(symbol, remaining),
|
1837
|
+
'status': self.parse_order_status(self.safe_string(order, 'ordStatus')),
|
1838
|
+
'fee': None,
|
1839
|
+
'trades': None,
|
1840
|
+
}, market)
|
1841
|
+
|
1842
|
+
def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
1843
|
+
"""
|
1844
|
+
get the list of most recent trades for a particular symbol
|
1845
|
+
|
1846
|
+
https://www.bitmex.com/api/explorer/#not /Trade/Trade_get
|
1847
|
+
|
1848
|
+
:param str symbol: unified symbol of the market to fetch trades for
|
1849
|
+
:param int [since]: timestamp in ms of the earliest trade to fetch
|
1850
|
+
:param int [limit]: the maximum amount of trades to fetch
|
1851
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
1852
|
+
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
|
1853
|
+
:returns Trade[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
|
1854
|
+
"""
|
1855
|
+
self.load_markets()
|
1856
|
+
paginate = False
|
1857
|
+
paginate, params = self.handle_option_and_params(params, 'fetchTrades', 'paginate')
|
1858
|
+
if paginate:
|
1859
|
+
return self.fetch_paginated_call_dynamic('fetchTrades', symbol, since, limit, params)
|
1860
|
+
market = self.market(symbol)
|
1861
|
+
request: dict = {
|
1862
|
+
'symbol': market['id'],
|
1863
|
+
}
|
1864
|
+
if since is not None:
|
1865
|
+
request['startTime'] = self.iso8601(since)
|
1866
|
+
else:
|
1867
|
+
# by default reverse=false, i.e. trades are fetched since the time of market inception(year 2015 for XBTUSD)
|
1868
|
+
request['reverse'] = True
|
1869
|
+
if limit is not None:
|
1870
|
+
request['count'] = min(limit, 1000) # api maximum 1000
|
1871
|
+
until = self.safe_integer_2(params, 'until', 'endTime')
|
1872
|
+
if until is not None:
|
1873
|
+
params = self.omit(params, ['until'])
|
1874
|
+
request['endTime'] = self.iso8601(until)
|
1875
|
+
response = self.publicGetTrade(self.extend(request, params))
|
1876
|
+
#
|
1877
|
+
# [
|
1878
|
+
# {
|
1879
|
+
# "timestamp": "2018-08-28T00:00:02.735Z",
|
1880
|
+
# "symbol": "XBTUSD",
|
1881
|
+
# "side": "Buy",
|
1882
|
+
# "size": 2000,
|
1883
|
+
# "price": 6906.5,
|
1884
|
+
# "tickDirection": "PlusTick",
|
1885
|
+
# "trdMatchID": "b9a42432-0a46-6a2f-5ecc-c32e9ca4baf8",
|
1886
|
+
# "grossValue": 28958000,
|
1887
|
+
# "homeNotional": 0.28958,
|
1888
|
+
# "foreignNotional": 2000
|
1889
|
+
# },
|
1890
|
+
# {
|
1891
|
+
# "timestamp": "2018-08-28T00:00:03.778Z",
|
1892
|
+
# "symbol": "XBTUSD",
|
1893
|
+
# "side": "Sell",
|
1894
|
+
# "size": 1000,
|
1895
|
+
# "price": 6906,
|
1896
|
+
# "tickDirection": "MinusTick",
|
1897
|
+
# "trdMatchID": "0d4f1682-5270-a800-569b-4a0eb92db97c",
|
1898
|
+
# "grossValue": 14480000,
|
1899
|
+
# "homeNotional": 0.1448,
|
1900
|
+
# "foreignNotional": 1000
|
1901
|
+
# },
|
1902
|
+
# ]
|
1903
|
+
#
|
1904
|
+
return self.parse_trades(response, market, since, limit)
|
1905
|
+
|
1906
|
+
def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
|
1907
|
+
"""
|
1908
|
+
create a trade order
|
1909
|
+
|
1910
|
+
https://www.bitmex.com/api/explorer/#not /Order/Order_new
|
1911
|
+
|
1912
|
+
:param str symbol: unified symbol of the market to create an order in
|
1913
|
+
:param str type: 'market' or 'limit'
|
1914
|
+
:param str side: 'buy' or 'sell'
|
1915
|
+
:param float amount: how much of currency you want to trade in units of base currency
|
1916
|
+
:param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
|
1917
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
1918
|
+
:param dict [params.triggerPrice]: the price at which a trigger order is triggered at
|
1919
|
+
:param dict [params.triggerDirection]: the direction whenever the trigger happens with relation to price - 'above' or 'below'
|
1920
|
+
:param float [params.trailingAmount]: the quote amount to trail away from the current market price
|
1921
|
+
:returns dict: an `order structure <https://github.com/ccxt/ccxt/wiki/Manual#order-structure>`
|
1922
|
+
"""
|
1923
|
+
self.load_markets()
|
1924
|
+
market = self.market(symbol)
|
1925
|
+
orderType = self.capitalize(type)
|
1926
|
+
reduceOnly = self.safe_value(params, 'reduceOnly')
|
1927
|
+
if reduceOnly is not None:
|
1928
|
+
if (not market['swap']) and (not market['future']):
|
1929
|
+
raise InvalidOrder(self.id + ' createOrder() does not support reduceOnly for ' + market['type'] + ' orders, reduceOnly orders are supported for swap and future markets only')
|
1930
|
+
brokerId = self.safe_string(self.options, 'brokerId', 'CCXT')
|
1931
|
+
qty = self.parse_to_int(self.amount_to_precision(symbol, amount))
|
1932
|
+
request: dict = {
|
1933
|
+
'symbol': market['id'],
|
1934
|
+
'side': self.capitalize(side),
|
1935
|
+
'orderQty': qty, # lot size multiplied by the number of contracts
|
1936
|
+
'ordType': orderType,
|
1937
|
+
'text': brokerId,
|
1938
|
+
}
|
1939
|
+
# support for unified trigger format
|
1940
|
+
triggerPrice = self.safe_number_n(params, ['triggerPrice', 'stopPx', 'stopPrice'])
|
1941
|
+
trailingAmount = self.safe_string_2(params, 'trailingAmount', 'pegOffsetValue')
|
1942
|
+
isTriggerOrder = triggerPrice is not None
|
1943
|
+
isTrailingAmountOrder = trailingAmount is not None
|
1944
|
+
if isTriggerOrder or isTrailingAmountOrder:
|
1945
|
+
triggerDirection = self.safe_string(params, 'triggerDirection')
|
1946
|
+
triggerAbove = (triggerDirection == 'above')
|
1947
|
+
if (type == 'limit') or (type == 'market'):
|
1948
|
+
self.check_required_argument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below'])
|
1949
|
+
if type == 'limit':
|
1950
|
+
if side == 'buy':
|
1951
|
+
orderType = 'StopLimit' if triggerAbove else 'LimitIfTouched'
|
1952
|
+
else:
|
1953
|
+
orderType = 'LimitIfTouched' if triggerAbove else 'StopLimit'
|
1954
|
+
elif type == 'market':
|
1955
|
+
if side == 'buy':
|
1956
|
+
orderType = 'Stop' if triggerAbove else 'MarketIfTouched'
|
1957
|
+
else:
|
1958
|
+
orderType = 'MarketIfTouched' if triggerAbove else 'Stop'
|
1959
|
+
if isTrailingAmountOrder:
|
1960
|
+
isStopSellOrder = (side == 'sell') and ((orderType == 'Stop') or (orderType == 'StopLimit'))
|
1961
|
+
isBuyIfTouchedOrder = (side == 'buy') and ((orderType == 'MarketIfTouched') or (orderType == 'LimitIfTouched'))
|
1962
|
+
if isStopSellOrder or isBuyIfTouchedOrder:
|
1963
|
+
trailingAmount = '-' + trailingAmount
|
1964
|
+
request['pegOffsetValue'] = self.parse_to_numeric(trailingAmount)
|
1965
|
+
request['pegPriceType'] = 'TrailingStopPeg'
|
1966
|
+
else:
|
1967
|
+
if triggerPrice is None:
|
1968
|
+
# if exchange specific trigger types were provided
|
1969
|
+
raise ArgumentsRequired(self.id + ' createOrder() requires a triggerPrice parameter for the ' + orderType + ' order type')
|
1970
|
+
request['stopPx'] = self.parse_to_numeric(self.price_to_precision(symbol, triggerPrice))
|
1971
|
+
request['ordType'] = orderType
|
1972
|
+
params = self.omit(params, ['triggerPrice', 'stopPrice', 'stopPx', 'triggerDirection', 'trailingAmount'])
|
1973
|
+
if (orderType == 'Limit') or (orderType == 'StopLimit') or (orderType == 'LimitIfTouched'):
|
1974
|
+
request['price'] = self.parse_to_numeric(self.price_to_precision(symbol, price))
|
1975
|
+
clientOrderId = self.safe_string_2(params, 'clOrdID', 'clientOrderId')
|
1976
|
+
if clientOrderId is not None:
|
1977
|
+
request['clOrdID'] = clientOrderId
|
1978
|
+
params = self.omit(params, ['clOrdID', 'clientOrderId'])
|
1979
|
+
response = self.privatePostOrder(self.extend(request, params))
|
1980
|
+
return self.parse_order(response, market)
|
1981
|
+
|
1982
|
+
def edit_order(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}):
|
1983
|
+
self.load_markets()
|
1984
|
+
request: dict = {}
|
1985
|
+
trailingAmount = self.safe_string_2(params, 'trailingAmount', 'pegOffsetValue')
|
1986
|
+
isTrailingAmountOrder = trailingAmount is not None
|
1987
|
+
if isTrailingAmountOrder:
|
1988
|
+
triggerDirection = self.safe_string(params, 'triggerDirection')
|
1989
|
+
triggerAbove = (triggerDirection == 'above')
|
1990
|
+
if (type == 'limit') or (type == 'market'):
|
1991
|
+
self.check_required_argument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below'])
|
1992
|
+
orderType = None
|
1993
|
+
if type == 'limit':
|
1994
|
+
if side == 'buy':
|
1995
|
+
orderType = 'StopLimit' if triggerAbove else 'LimitIfTouched'
|
1996
|
+
else:
|
1997
|
+
orderType = 'LimitIfTouched' if triggerAbove else 'StopLimit'
|
1998
|
+
elif type == 'market':
|
1999
|
+
if side == 'buy':
|
2000
|
+
orderType = 'Stop' if triggerAbove else 'MarketIfTouched'
|
2001
|
+
else:
|
2002
|
+
orderType = 'MarketIfTouched' if triggerAbove else 'Stop'
|
2003
|
+
isStopSellOrder = (side == 'sell') and ((orderType == 'Stop') or (orderType == 'StopLimit'))
|
2004
|
+
isBuyIfTouchedOrder = (side == 'buy') and ((orderType == 'MarketIfTouched') or (orderType == 'LimitIfTouched'))
|
2005
|
+
if isStopSellOrder or isBuyIfTouchedOrder:
|
2006
|
+
trailingAmount = '-' + trailingAmount
|
2007
|
+
request['pegOffsetValue'] = self.parse_to_numeric(trailingAmount)
|
2008
|
+
params = self.omit(params, ['triggerDirection', 'trailingAmount'])
|
2009
|
+
origClOrdID = self.safe_string_2(params, 'origClOrdID', 'clientOrderId')
|
2010
|
+
if origClOrdID is not None:
|
2011
|
+
request['origClOrdID'] = origClOrdID
|
2012
|
+
clientOrderId = self.safe_string(params, 'clOrdID', 'clientOrderId')
|
2013
|
+
if clientOrderId is not None:
|
2014
|
+
request['clOrdID'] = clientOrderId
|
2015
|
+
params = self.omit(params, ['origClOrdID', 'clOrdID', 'clientOrderId'])
|
2016
|
+
else:
|
2017
|
+
request['orderID'] = id
|
2018
|
+
if amount is not None:
|
2019
|
+
qty = self.parse_to_int(self.amount_to_precision(symbol, amount))
|
2020
|
+
request['orderQty'] = qty
|
2021
|
+
if price is not None:
|
2022
|
+
request['price'] = price
|
2023
|
+
brokerId = self.safe_string(self.options, 'brokerId', 'CCXT')
|
2024
|
+
request['text'] = brokerId
|
2025
|
+
response = self.privatePutOrder(self.extend(request, params))
|
2026
|
+
return self.parse_order(response)
|
2027
|
+
|
2028
|
+
def cancel_order(self, id: str, symbol: Str = None, params={}):
|
2029
|
+
"""
|
2030
|
+
cancels an open order
|
2031
|
+
|
2032
|
+
https://www.bitmex.com/api/explorer/#not /Order/Order_cancel
|
2033
|
+
|
2034
|
+
:param str id: order id
|
2035
|
+
:param str symbol: not used by bitmex cancelOrder()
|
2036
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2037
|
+
:returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
|
2038
|
+
"""
|
2039
|
+
self.load_markets()
|
2040
|
+
# https://github.com/ccxt/ccxt/issues/6507
|
2041
|
+
clientOrderId = self.safe_value_2(params, 'clOrdID', 'clientOrderId')
|
2042
|
+
request: dict = {}
|
2043
|
+
if clientOrderId is None:
|
2044
|
+
request['orderID'] = id
|
2045
|
+
else:
|
2046
|
+
request['clOrdID'] = clientOrderId
|
2047
|
+
params = self.omit(params, ['clOrdID', 'clientOrderId'])
|
2048
|
+
response = self.privateDeleteOrder(self.extend(request, params))
|
2049
|
+
order = self.safe_value(response, 0, {})
|
2050
|
+
error = self.safe_string(order, 'error')
|
2051
|
+
if error is not None:
|
2052
|
+
if error.find('Unable to cancel order due to existing state') >= 0:
|
2053
|
+
raise OrderNotFound(self.id + ' cancelOrder() failed: ' + error)
|
2054
|
+
return self.parse_order(order)
|
2055
|
+
|
2056
|
+
def cancel_orders(self, ids, symbol: Str = None, params={}):
|
2057
|
+
"""
|
2058
|
+
cancel multiple orders
|
2059
|
+
|
2060
|
+
https://www.bitmex.com/api/explorer/#not /Order/Order_cancel
|
2061
|
+
|
2062
|
+
:param str[] ids: order ids
|
2063
|
+
:param str symbol: not used by bitmex cancelOrders()
|
2064
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2065
|
+
:returns dict: an list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
2066
|
+
"""
|
2067
|
+
# return self.cancel_order(ids, symbol, params)
|
2068
|
+
self.load_markets()
|
2069
|
+
# https://github.com/ccxt/ccxt/issues/6507
|
2070
|
+
clientOrderId = self.safe_value_2(params, 'clOrdID', 'clientOrderId')
|
2071
|
+
request: dict = {}
|
2072
|
+
if clientOrderId is None:
|
2073
|
+
request['orderID'] = ids
|
2074
|
+
else:
|
2075
|
+
request['clOrdID'] = clientOrderId
|
2076
|
+
params = self.omit(params, ['clOrdID', 'clientOrderId'])
|
2077
|
+
response = self.privateDeleteOrder(self.extend(request, params))
|
2078
|
+
return self.parse_orders(response)
|
2079
|
+
|
2080
|
+
def cancel_all_orders(self, symbol: Str = None, params={}):
|
2081
|
+
"""
|
2082
|
+
cancel all open orders
|
2083
|
+
|
2084
|
+
https://www.bitmex.com/api/explorer/#not /Order/Order_cancelAll
|
2085
|
+
|
2086
|
+
:param str symbol: unified market symbol, only orders in the market of self symbol are cancelled when symbol is not None
|
2087
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2088
|
+
:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
2089
|
+
"""
|
2090
|
+
self.load_markets()
|
2091
|
+
request: dict = {}
|
2092
|
+
market = None
|
2093
|
+
if symbol is not None:
|
2094
|
+
market = self.market(symbol)
|
2095
|
+
request['symbol'] = market['id']
|
2096
|
+
response = self.privateDeleteOrderAll(self.extend(request, params))
|
2097
|
+
#
|
2098
|
+
# [
|
2099
|
+
# {
|
2100
|
+
# "orderID": "string",
|
2101
|
+
# "clOrdID": "string",
|
2102
|
+
# "clOrdLinkID": "string",
|
2103
|
+
# "account": 0,
|
2104
|
+
# "symbol": "string",
|
2105
|
+
# "side": "string",
|
2106
|
+
# "simpleOrderQty": 0,
|
2107
|
+
# "orderQty": 0,
|
2108
|
+
# "price": 0,
|
2109
|
+
# "displayQty": 0,
|
2110
|
+
# "stopPx": 0,
|
2111
|
+
# "pegOffsetValue": 0,
|
2112
|
+
# "pegPriceType": "string",
|
2113
|
+
# "currency": "string",
|
2114
|
+
# "settlCurrency": "string",
|
2115
|
+
# "ordType": "string",
|
2116
|
+
# "timeInForce": "string",
|
2117
|
+
# "execInst": "string",
|
2118
|
+
# "contingencyType": "string",
|
2119
|
+
# "exDestination": "string",
|
2120
|
+
# "ordStatus": "string",
|
2121
|
+
# "triggered": "string",
|
2122
|
+
# "workingIndicator": True,
|
2123
|
+
# "ordRejReason": "string",
|
2124
|
+
# "simpleLeavesQty": 0,
|
2125
|
+
# "leavesQty": 0,
|
2126
|
+
# "simpleCumQty": 0,
|
2127
|
+
# "cumQty": 0,
|
2128
|
+
# "avgPx": 0,
|
2129
|
+
# "multiLegReportingType": "string",
|
2130
|
+
# "text": "string",
|
2131
|
+
# "transactTime": "2020-06-01T09:36:35.290Z",
|
2132
|
+
# "timestamp": "2020-06-01T09:36:35.290Z"
|
2133
|
+
# }
|
2134
|
+
# ]
|
2135
|
+
#
|
2136
|
+
return self.parse_orders(response, market)
|
2137
|
+
|
2138
|
+
def cancel_all_orders_after(self, timeout: Int, params={}):
|
2139
|
+
"""
|
2140
|
+
dead man's switch, cancel all orders after the given timeout
|
2141
|
+
|
2142
|
+
https://www.bitmex.com/api/explorer/#not /Order/Order_cancelAllAfter
|
2143
|
+
|
2144
|
+
:param number timeout: time in milliseconds, 0 represents cancel the timer
|
2145
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2146
|
+
:returns dict: the api result
|
2147
|
+
"""
|
2148
|
+
self.load_markets()
|
2149
|
+
request: dict = {
|
2150
|
+
'timeout': self.parse_to_int(timeout / 1000) if (timeout > 0) else 0,
|
2151
|
+
}
|
2152
|
+
response = self.privatePostOrderCancelAllAfter(self.extend(request, params))
|
2153
|
+
#
|
2154
|
+
# {
|
2155
|
+
# now: '2024-04-09T09:01:56.560Z',
|
2156
|
+
# cancelTime: '2024-04-09T09:01:56.660Z'
|
2157
|
+
# }
|
2158
|
+
#
|
2159
|
+
return response
|
2160
|
+
|
2161
|
+
def fetch_leverages(self, symbols: Strings = None, params={}) -> Leverages:
|
2162
|
+
"""
|
2163
|
+
fetch the set leverage for all contract markets
|
2164
|
+
|
2165
|
+
https://www.bitmex.com/api/explorer/#not /Position/Position_get
|
2166
|
+
|
2167
|
+
:param str[] [symbols]: a list of unified market symbols
|
2168
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2169
|
+
:returns dict: a list of `leverage structures <https://docs.ccxt.com/#/?id=leverage-structure>`
|
2170
|
+
"""
|
2171
|
+
self.load_markets()
|
2172
|
+
leverages = self.fetch_positions(symbols, params)
|
2173
|
+
return self.parse_leverages(leverages, symbols, 'symbol')
|
2174
|
+
|
2175
|
+
def parse_leverage(self, leverage: dict, market: Market = None) -> Leverage:
|
2176
|
+
marketId = self.safe_string(leverage, 'symbol')
|
2177
|
+
return {
|
2178
|
+
'info': leverage,
|
2179
|
+
'symbol': self.safe_symbol(marketId, market),
|
2180
|
+
'marginMode': self.safe_string_lower(leverage, 'marginMode'),
|
2181
|
+
'longLeverage': self.safe_integer(leverage, 'leverage'),
|
2182
|
+
'shortLeverage': self.safe_integer(leverage, 'leverage'),
|
2183
|
+
}
|
2184
|
+
|
2185
|
+
def fetch_positions(self, symbols: Strings = None, params={}):
|
2186
|
+
"""
|
2187
|
+
fetch all open positions
|
2188
|
+
|
2189
|
+
https://www.bitmex.com/api/explorer/#not /Position/Position_get
|
2190
|
+
|
2191
|
+
:param str[]|None symbols: list of unified market symbols
|
2192
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2193
|
+
:returns dict[]: a list of `position structure <https://docs.ccxt.com/#/?id=position-structure>`
|
2194
|
+
"""
|
2195
|
+
self.load_markets()
|
2196
|
+
response = self.privateGetPosition(params)
|
2197
|
+
#
|
2198
|
+
# [
|
2199
|
+
# {
|
2200
|
+
# "account": 0,
|
2201
|
+
# "symbol": "string",
|
2202
|
+
# "currency": "string",
|
2203
|
+
# "underlying": "string",
|
2204
|
+
# "quoteCurrency": "string",
|
2205
|
+
# "commission": 0,
|
2206
|
+
# "initMarginReq": 0,
|
2207
|
+
# "maintMarginReq": 0,
|
2208
|
+
# "riskLimit": 0,
|
2209
|
+
# "leverage": 0,
|
2210
|
+
# "crossMargin": True,
|
2211
|
+
# "deleveragePercentile": 0,
|
2212
|
+
# "rebalancedPnl": 0,
|
2213
|
+
# "prevRealisedPnl": 0,
|
2214
|
+
# "prevUnrealisedPnl": 0,
|
2215
|
+
# "prevClosePrice": 0,
|
2216
|
+
# "openingTimestamp": "2020-11-09T06:53:59.892Z",
|
2217
|
+
# "openingQty": 0,
|
2218
|
+
# "openingCost": 0,
|
2219
|
+
# "openingComm": 0,
|
2220
|
+
# "openOrderBuyQty": 0,
|
2221
|
+
# "openOrderBuyCost": 0,
|
2222
|
+
# "openOrderBuyPremium": 0,
|
2223
|
+
# "openOrderSellQty": 0,
|
2224
|
+
# "openOrderSellCost": 0,
|
2225
|
+
# "openOrderSellPremium": 0,
|
2226
|
+
# "execBuyQty": 0,
|
2227
|
+
# "execBuyCost": 0,
|
2228
|
+
# "execSellQty": 0,
|
2229
|
+
# "execSellCost": 0,
|
2230
|
+
# "execQty": 0,
|
2231
|
+
# "execCost": 0,
|
2232
|
+
# "execComm": 0,
|
2233
|
+
# "currentTimestamp": "2020-11-09T06:53:59.893Z",
|
2234
|
+
# "currentQty": 0,
|
2235
|
+
# "currentCost": 0,
|
2236
|
+
# "currentComm": 0,
|
2237
|
+
# "realisedCost": 0,
|
2238
|
+
# "unrealisedCost": 0,
|
2239
|
+
# "grossOpenCost": 0,
|
2240
|
+
# "grossOpenPremium": 0,
|
2241
|
+
# "grossExecCost": 0,
|
2242
|
+
# "isOpen": True,
|
2243
|
+
# "markPrice": 0,
|
2244
|
+
# "markValue": 0,
|
2245
|
+
# "riskValue": 0,
|
2246
|
+
# "homeNotional": 0,
|
2247
|
+
# "foreignNotional": 0,
|
2248
|
+
# "posState": "string",
|
2249
|
+
# "posCost": 0,
|
2250
|
+
# "posCost2": 0,
|
2251
|
+
# "posCross": 0,
|
2252
|
+
# "posInit": 0,
|
2253
|
+
# "posComm": 0,
|
2254
|
+
# "posLoss": 0,
|
2255
|
+
# "posMargin": 0,
|
2256
|
+
# "posMaint": 0,
|
2257
|
+
# "posAllowance": 0,
|
2258
|
+
# "taxableMargin": 0,
|
2259
|
+
# "initMargin": 0,
|
2260
|
+
# "maintMargin": 0,
|
2261
|
+
# "sessionMargin": 0,
|
2262
|
+
# "targetExcessMargin": 0,
|
2263
|
+
# "varMargin": 0,
|
2264
|
+
# "realisedGrossPnl": 0,
|
2265
|
+
# "realisedTax": 0,
|
2266
|
+
# "realisedPnl": 0,
|
2267
|
+
# "unrealisedGrossPnl": 0,
|
2268
|
+
# "longBankrupt": 0,
|
2269
|
+
# "shortBankrupt": 0,
|
2270
|
+
# "taxBase": 0,
|
2271
|
+
# "indicativeTaxRate": 0,
|
2272
|
+
# "indicativeTax": 0,
|
2273
|
+
# "unrealisedTax": 0,
|
2274
|
+
# "unrealisedPnl": 0,
|
2275
|
+
# "unrealisedPnlPcnt": 0,
|
2276
|
+
# "unrealisedRoePcnt": 0,
|
2277
|
+
# "simpleQty": 0,
|
2278
|
+
# "simpleCost": 0,
|
2279
|
+
# "simpleValue": 0,
|
2280
|
+
# "simplePnl": 0,
|
2281
|
+
# "simplePnlPcnt": 0,
|
2282
|
+
# "avgCostPrice": 0,
|
2283
|
+
# "avgEntryPrice": 0,
|
2284
|
+
# "breakEvenPrice": 0,
|
2285
|
+
# "marginCallPrice": 0,
|
2286
|
+
# "liquidationPrice": 0,
|
2287
|
+
# "bankruptPrice": 0,
|
2288
|
+
# "timestamp": "2020-11-09T06:53:59.894Z",
|
2289
|
+
# "lastPrice": 0,
|
2290
|
+
# "lastValue": 0
|
2291
|
+
# }
|
2292
|
+
# ]
|
2293
|
+
#
|
2294
|
+
results = self.parse_positions(response, symbols)
|
2295
|
+
return self.filter_by_array_positions(results, 'symbol', symbols, False)
|
2296
|
+
|
2297
|
+
def parse_position(self, position: dict, market: Market = None):
|
2298
|
+
#
|
2299
|
+
# {
|
2300
|
+
# "account": 9371654,
|
2301
|
+
# "symbol": "ETHUSDT",
|
2302
|
+
# "currency": "USDt",
|
2303
|
+
# "underlying": "ETH",
|
2304
|
+
# "quoteCurrency": "USDT",
|
2305
|
+
# "commission": 0.00075,
|
2306
|
+
# "initMarginReq": 0.3333333333333333,
|
2307
|
+
# "maintMarginReq": 0.01,
|
2308
|
+
# "riskLimit": 1000000000000,
|
2309
|
+
# "leverage": 3,
|
2310
|
+
# "crossMargin": False,
|
2311
|
+
# "deleveragePercentile": 1,
|
2312
|
+
# "rebalancedPnl": 0,
|
2313
|
+
# "prevRealisedPnl": 0,
|
2314
|
+
# "prevUnrealisedPnl": 0,
|
2315
|
+
# "prevClosePrice": 2053.738,
|
2316
|
+
# "openingTimestamp": "2022-05-21T04:00:00.000Z",
|
2317
|
+
# "openingQty": 0,
|
2318
|
+
# "openingCost": 0,
|
2319
|
+
# "openingComm": 0,
|
2320
|
+
# "openOrderBuyQty": 0,
|
2321
|
+
# "openOrderBuyCost": 0,
|
2322
|
+
# "openOrderBuyPremium": 0,
|
2323
|
+
# "openOrderSellQty": 0,
|
2324
|
+
# "openOrderSellCost": 0,
|
2325
|
+
# "openOrderSellPremium": 0,
|
2326
|
+
# "execBuyQty": 2000,
|
2327
|
+
# "execBuyCost": 39260000,
|
2328
|
+
# "execSellQty": 0,
|
2329
|
+
# "execSellCost": 0,
|
2330
|
+
# "execQty": 2000,
|
2331
|
+
# "execCost": 39260000,
|
2332
|
+
# "execComm": 26500,
|
2333
|
+
# "currentTimestamp": "2022-05-21T04:35:16.397Z",
|
2334
|
+
# "currentQty": 2000,
|
2335
|
+
# "currentCost": 39260000,
|
2336
|
+
# "currentComm": 26500,
|
2337
|
+
# "realisedCost": 0,
|
2338
|
+
# "unrealisedCost": 39260000,
|
2339
|
+
# "grossOpenCost": 0,
|
2340
|
+
# "grossOpenPremium": 0,
|
2341
|
+
# "grossExecCost": 39260000,
|
2342
|
+
# "isOpen": True,
|
2343
|
+
# "markPrice": 1964.195,
|
2344
|
+
# "markValue": 39283900,
|
2345
|
+
# "riskValue": 39283900,
|
2346
|
+
# "homeNotional": 0.02,
|
2347
|
+
# "foreignNotional": -39.2839,
|
2348
|
+
# "posState": "",
|
2349
|
+
# "posCost": 39260000,
|
2350
|
+
# "posCost2": 39260000,
|
2351
|
+
# "posCross": 0,
|
2352
|
+
# "posInit": 13086667,
|
2353
|
+
# "posComm": 39261,
|
2354
|
+
# "posLoss": 0,
|
2355
|
+
# "posMargin": 13125928,
|
2356
|
+
# "posMaint": 435787,
|
2357
|
+
# "posAllowance": 0,
|
2358
|
+
# "taxableMargin": 0,
|
2359
|
+
# "initMargin": 0,
|
2360
|
+
# "maintMargin": 13149828,
|
2361
|
+
# "sessionMargin": 0,
|
2362
|
+
# "targetExcessMargin": 0,
|
2363
|
+
# "varMargin": 0,
|
2364
|
+
# "realisedGrossPnl": 0,
|
2365
|
+
# "realisedTax": 0,
|
2366
|
+
# "realisedPnl": -26500,
|
2367
|
+
# "unrealisedGrossPnl": 23900,
|
2368
|
+
# "longBankrupt": 0,
|
2369
|
+
# "shortBankrupt": 0,
|
2370
|
+
# "taxBase": 0,
|
2371
|
+
# "indicativeTaxRate": null,
|
2372
|
+
# "indicativeTax": 0,
|
2373
|
+
# "unrealisedTax": 0,
|
2374
|
+
# "unrealisedPnl": 23900,
|
2375
|
+
# "unrealisedPnlPcnt": 0.0006,
|
2376
|
+
# "unrealisedRoePcnt": 0.0018,
|
2377
|
+
# "simpleQty": null,
|
2378
|
+
# "simpleCost": null,
|
2379
|
+
# "simpleValue": null,
|
2380
|
+
# "simplePnl": null,
|
2381
|
+
# "simplePnlPcnt": null,
|
2382
|
+
# "avgCostPrice": 1963,
|
2383
|
+
# "avgEntryPrice": 1963,
|
2384
|
+
# "breakEvenPrice": 1964.35,
|
2385
|
+
# "marginCallPrice": 1328.5,
|
2386
|
+
# "liquidationPrice": 1328.5,
|
2387
|
+
# "bankruptPrice": 1308.7,
|
2388
|
+
# "timestamp": "2022-05-21T04:35:16.397Z",
|
2389
|
+
# "lastPrice": 1964.195,
|
2390
|
+
# "lastValue": 39283900
|
2391
|
+
# }
|
2392
|
+
#
|
2393
|
+
market = self.safe_market(self.safe_string(position, 'symbol'), market)
|
2394
|
+
symbol = market['symbol']
|
2395
|
+
datetime = self.safe_string(position, 'timestamp')
|
2396
|
+
crossMargin = self.safe_value(position, 'crossMargin')
|
2397
|
+
marginMode = 'cross' if (crossMargin is True) else 'isolated'
|
2398
|
+
notionalString = Precise.string_abs(self.safe_string_2(position, 'foreignNotional', 'homeNotional'))
|
2399
|
+
settleCurrencyCode = self.safe_string(market, 'settle')
|
2400
|
+
maintenanceMargin = self.convert_to_real_amount(settleCurrencyCode, self.safe_string(position, 'maintMargin'))
|
2401
|
+
unrealisedPnl = self.convert_to_real_amount(settleCurrencyCode, self.safe_string(position, 'unrealisedPnl'))
|
2402
|
+
contracts = self.parse_number(Precise.string_abs(self.safe_string(position, 'currentQty')))
|
2403
|
+
contractSize = self.safe_number(market, 'contractSize')
|
2404
|
+
side = None
|
2405
|
+
homeNotional = self.safe_string(position, 'homeNotional')
|
2406
|
+
if homeNotional is not None:
|
2407
|
+
if homeNotional[0] == '-':
|
2408
|
+
side = 'short'
|
2409
|
+
else:
|
2410
|
+
side = 'long'
|
2411
|
+
return self.safe_position({
|
2412
|
+
'info': position,
|
2413
|
+
'id': self.safe_string(position, 'account'),
|
2414
|
+
'symbol': symbol,
|
2415
|
+
'timestamp': self.parse8601(datetime),
|
2416
|
+
'datetime': datetime,
|
2417
|
+
'lastUpdateTimestamp': None,
|
2418
|
+
'hedged': None,
|
2419
|
+
'side': side,
|
2420
|
+
'contracts': contracts,
|
2421
|
+
'contractSize': contractSize,
|
2422
|
+
'entryPrice': self.safe_number(position, 'avgEntryPrice'),
|
2423
|
+
'markPrice': self.safe_number(position, 'markPrice'),
|
2424
|
+
'lastPrice': None,
|
2425
|
+
'notional': self.parse_number(notionalString),
|
2426
|
+
'leverage': self.safe_number(position, 'leverage'),
|
2427
|
+
'collateral': None,
|
2428
|
+
'initialMargin': self.safe_number(position, 'initMargin'),
|
2429
|
+
'initialMarginPercentage': self.safe_number(position, 'initMarginReq'),
|
2430
|
+
'maintenanceMargin': maintenanceMargin,
|
2431
|
+
'maintenanceMarginPercentage': self.safe_number(position, 'maintMarginReq'),
|
2432
|
+
'unrealizedPnl': unrealisedPnl,
|
2433
|
+
'liquidationPrice': self.safe_number(position, 'liquidationPrice'),
|
2434
|
+
'marginMode': marginMode,
|
2435
|
+
'marginRatio': None,
|
2436
|
+
'percentage': self.safe_number(position, 'unrealisedPnlPcnt'),
|
2437
|
+
'stopLossPrice': None,
|
2438
|
+
'takeProfitPrice': None,
|
2439
|
+
})
|
2440
|
+
|
2441
|
+
def withdraw(self, code: str, amount: float, address: str, tag=None, params={}) -> Transaction:
|
2442
|
+
"""
|
2443
|
+
make a withdrawal
|
2444
|
+
|
2445
|
+
https://www.bitmex.com/api/explorer/#not /User/User_requestWithdrawal
|
2446
|
+
|
2447
|
+
:param str code: unified currency code
|
2448
|
+
:param float amount: the amount to withdraw
|
2449
|
+
:param str address: the address to withdraw to
|
2450
|
+
:param str tag:
|
2451
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2452
|
+
:returns dict: a `transaction structure <https://docs.ccxt.com/#/?id=transaction-structure>`
|
2453
|
+
"""
|
2454
|
+
tag, params = self.handle_withdraw_tag_and_params(tag, params)
|
2455
|
+
self.check_address(address)
|
2456
|
+
self.load_markets()
|
2457
|
+
currency = self.currency(code)
|
2458
|
+
qty = self.convert_from_real_amount(code, amount)
|
2459
|
+
networkCode = None
|
2460
|
+
networkCode, params = self.handle_network_code_and_params(params)
|
2461
|
+
request: dict = {
|
2462
|
+
'currency': currency['id'],
|
2463
|
+
'amount': qty,
|
2464
|
+
'address': address,
|
2465
|
+
'network': self.network_code_to_id(networkCode, currency['code']),
|
2466
|
+
# 'otpToken': '123456', # requires if two-factor auth(OTP) is enabled
|
2467
|
+
# 'fee': 0.001, # bitcoin network fee
|
2468
|
+
}
|
2469
|
+
if self.twofa is not None:
|
2470
|
+
request['otpToken'] = self.totp(self.twofa)
|
2471
|
+
response = self.privatePostUserRequestWithdrawal(self.extend(request, params))
|
2472
|
+
#
|
2473
|
+
# {
|
2474
|
+
# "transactID": "3aece414-bb29-76c8-6c6d-16a477a51a1e",
|
2475
|
+
# "account": 1403035,
|
2476
|
+
# "currency": "USDt",
|
2477
|
+
# "network": "tron",
|
2478
|
+
# "transactType": "Withdrawal",
|
2479
|
+
# "amount": -11000000,
|
2480
|
+
# "fee": 1000000,
|
2481
|
+
# "transactStatus": "Pending",
|
2482
|
+
# "address": "TAf5JxcAQQsC2Nm2zu21XE2iDtnisxPo1x",
|
2483
|
+
# "tx": "",
|
2484
|
+
# "text": "",
|
2485
|
+
# "transactTime": "2022-12-16T07:37:06.500Z",
|
2486
|
+
# "timestamp": "2022-12-16T07:37:06.500Z",
|
2487
|
+
# }
|
2488
|
+
#
|
2489
|
+
return self.parse_transaction(response, currency)
|
2490
|
+
|
2491
|
+
def fetch_funding_rates(self, symbols: Strings = None, params={}) -> FundingRates:
|
2492
|
+
"""
|
2493
|
+
fetch the funding rate for multiple markets
|
2494
|
+
|
2495
|
+
https://www.bitmex.com/api/explorer/#not /Instrument/Instrument_getActiveAndIndices
|
2496
|
+
|
2497
|
+
:param str[]|None symbols: list of unified market symbols
|
2498
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2499
|
+
:returns dict[]: a list of `funding rate structures <https://docs.ccxt.com/#/?id=funding-rates-structure>`, indexed by market symbols
|
2500
|
+
"""
|
2501
|
+
self.load_markets()
|
2502
|
+
response = self.publicGetInstrumentActiveAndIndices(params)
|
2503
|
+
# same response "fetchMarkets"
|
2504
|
+
filteredResponse = []
|
2505
|
+
for i in range(0, len(response)):
|
2506
|
+
item = response[i]
|
2507
|
+
marketId = self.safe_string(item, 'symbol')
|
2508
|
+
market = self.safe_market(marketId)
|
2509
|
+
swap = self.safe_bool(market, 'swap', False)
|
2510
|
+
if swap:
|
2511
|
+
filteredResponse.append(item)
|
2512
|
+
symbols = self.market_symbols(symbols)
|
2513
|
+
result = self.parse_funding_rates(filteredResponse)
|
2514
|
+
return self.filter_by_array(result, 'symbol', symbols)
|
2515
|
+
|
2516
|
+
def parse_funding_rate(self, contract, market: Market = None) -> FundingRate:
|
2517
|
+
# see response sample under "fetchMarkets" because same endpoint is being used here
|
2518
|
+
datetime = self.safe_string(contract, 'timestamp')
|
2519
|
+
marketId = self.safe_string(contract, 'symbol')
|
2520
|
+
fundingDatetime = self.safe_string(contract, 'fundingTimestamp')
|
2521
|
+
return {
|
2522
|
+
'info': contract,
|
2523
|
+
'symbol': self.safe_symbol(marketId, market),
|
2524
|
+
'markPrice': self.safe_number(contract, 'markPrice'),
|
2525
|
+
'indexPrice': None,
|
2526
|
+
'interestRate': None,
|
2527
|
+
'estimatedSettlePrice': self.safe_number(contract, 'indicativeSettlePrice'),
|
2528
|
+
'timestamp': self.parse8601(datetime),
|
2529
|
+
'datetime': datetime,
|
2530
|
+
'fundingRate': self.safe_number(contract, 'fundingRate'),
|
2531
|
+
'fundingTimestamp': self.parse8601(fundingDatetime),
|
2532
|
+
'fundingDatetime': fundingDatetime,
|
2533
|
+
'nextFundingRate': self.safe_number(contract, 'indicativeFundingRate'),
|
2534
|
+
'nextFundingTimestamp': None,
|
2535
|
+
'nextFundingDatetime': None,
|
2536
|
+
'previousFundingRate': None,
|
2537
|
+
'previousFundingTimestamp': None,
|
2538
|
+
'previousFundingDatetime': None,
|
2539
|
+
'interval': None,
|
2540
|
+
}
|
2541
|
+
|
2542
|
+
def fetch_funding_rate_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
|
2543
|
+
"""
|
2544
|
+
Fetches the history of funding rates
|
2545
|
+
|
2546
|
+
https://www.bitmex.com/api/explorer/#not /Funding/Funding_get
|
2547
|
+
|
2548
|
+
:param str symbol: unified symbol of the market to fetch the funding rate history for
|
2549
|
+
:param int [since]: timestamp in ms of the earliest funding rate to fetch
|
2550
|
+
:param int [limit]: the maximum amount of `funding rate structures <https://docs.ccxt.com/#/?id=funding-rate-history-structure>` to fetch
|
2551
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2552
|
+
:param int [params.until]: timestamp in ms for ending date filter
|
2553
|
+
:param bool [params.reverse]: if True, will sort results newest first
|
2554
|
+
:param int [params.start]: starting point for results
|
2555
|
+
:param str [params.columns]: array of column names to fetch in info, if omitted, will return all columns
|
2556
|
+
:param str [params.filter]: generic table filter, send json key/value pairs, such as {"key": "value"}, you can key on individual fields, and do more advanced querying on timestamps, see the `timestamp docs <https://www.bitmex.com/app/restAPI#Timestamp-Filters>` for more details
|
2557
|
+
:returns dict[]: a list of `funding rate structures <https://docs.ccxt.com/#/?id=funding-rate-history-structure>`
|
2558
|
+
"""
|
2559
|
+
self.load_markets()
|
2560
|
+
request: dict = {}
|
2561
|
+
market = None
|
2562
|
+
if symbol in self.currencies:
|
2563
|
+
code = self.currency(symbol)
|
2564
|
+
request['symbol'] = code['id']
|
2565
|
+
elif symbol is not None:
|
2566
|
+
splitSymbol = symbol.split(':')
|
2567
|
+
splitSymbolLength = len(splitSymbol)
|
2568
|
+
timeframes = ['nearest', 'daily', 'weekly', 'monthly', 'quarterly', 'biquarterly', 'perpetual']
|
2569
|
+
if (splitSymbolLength > 1) and self.in_array(splitSymbol[1], timeframes):
|
2570
|
+
code = self.currency(splitSymbol[0])
|
2571
|
+
symbol = code['id'] + ':' + splitSymbol[1]
|
2572
|
+
request['symbol'] = symbol
|
2573
|
+
else:
|
2574
|
+
market = self.market(symbol)
|
2575
|
+
request['symbol'] = market['id']
|
2576
|
+
if since is not None:
|
2577
|
+
request['startTime'] = self.iso8601(since)
|
2578
|
+
if limit is not None:
|
2579
|
+
request['count'] = limit
|
2580
|
+
until = self.safe_integer(params, 'until')
|
2581
|
+
params = self.omit(params, ['until'])
|
2582
|
+
if until is not None:
|
2583
|
+
request['endTime'] = self.iso8601(until)
|
2584
|
+
if (since is None) and (until is None):
|
2585
|
+
request['reverse'] = True
|
2586
|
+
response = self.publicGetFunding(self.extend(request, params))
|
2587
|
+
#
|
2588
|
+
# [
|
2589
|
+
# {
|
2590
|
+
# "timestamp": "2016-05-07T12:00:00.000Z",
|
2591
|
+
# "symbol": "ETHXBT",
|
2592
|
+
# "fundingInterval": "2000-01-02T00:00:00.000Z",
|
2593
|
+
# "fundingRate": 0.0010890000000000001,
|
2594
|
+
# "fundingRateDaily": 0.0010890000000000001
|
2595
|
+
# }
|
2596
|
+
# ]
|
2597
|
+
#
|
2598
|
+
return self.parse_funding_rate_histories(response, market, since, limit)
|
2599
|
+
|
2600
|
+
def parse_funding_rate_history(self, info, market: Market = None):
|
2601
|
+
#
|
2602
|
+
# {
|
2603
|
+
# "timestamp": "2016-05-07T12:00:00.000Z",
|
2604
|
+
# "symbol": "ETHXBT",
|
2605
|
+
# "fundingInterval": "2000-01-02T00:00:00.000Z",
|
2606
|
+
# "fundingRate": 0.0010890000000000001,
|
2607
|
+
# "fundingRateDaily": 0.0010890000000000001
|
2608
|
+
# }
|
2609
|
+
#
|
2610
|
+
marketId = self.safe_string(info, 'symbol')
|
2611
|
+
datetime = self.safe_string(info, 'timestamp')
|
2612
|
+
return {
|
2613
|
+
'info': info,
|
2614
|
+
'symbol': self.safe_symbol(marketId, market),
|
2615
|
+
'fundingRate': self.safe_number(info, 'fundingRate'),
|
2616
|
+
'timestamp': self.parse8601(datetime),
|
2617
|
+
'datetime': datetime,
|
2618
|
+
}
|
2619
|
+
|
2620
|
+
def set_leverage(self, leverage: Int, symbol: Str = None, params={}):
|
2621
|
+
"""
|
2622
|
+
set the level of leverage for a market
|
2623
|
+
|
2624
|
+
https://www.bitmex.com/api/explorer/#not /Position/Position_updateLeverage
|
2625
|
+
|
2626
|
+
:param float leverage: the rate of leverage
|
2627
|
+
:param str symbol: unified market symbol
|
2628
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2629
|
+
:returns dict: response from the exchange
|
2630
|
+
"""
|
2631
|
+
if symbol is None:
|
2632
|
+
raise ArgumentsRequired(self.id + ' setLeverage() requires a symbol argument')
|
2633
|
+
if (leverage < 0.01) or (leverage > 100):
|
2634
|
+
raise BadRequest(self.id + ' leverage should be between 0.01 and 100')
|
2635
|
+
self.load_markets()
|
2636
|
+
market = self.market(symbol)
|
2637
|
+
if market['type'] != 'swap' and market['type'] != 'future':
|
2638
|
+
raise BadSymbol(self.id + ' setLeverage() supports future and swap contracts only')
|
2639
|
+
request: dict = {
|
2640
|
+
'symbol': market['id'],
|
2641
|
+
'leverage': leverage,
|
2642
|
+
}
|
2643
|
+
return self.privatePostPositionLeverage(self.extend(request, params))
|
2644
|
+
|
2645
|
+
def set_margin_mode(self, marginMode: str, symbol: Str = None, params={}):
|
2646
|
+
"""
|
2647
|
+
set margin mode to 'cross' or 'isolated'
|
2648
|
+
|
2649
|
+
https://www.bitmex.com/api/explorer/#not /Position/Position_isolateMargin
|
2650
|
+
|
2651
|
+
:param str marginMode: 'cross' or 'isolated'
|
2652
|
+
:param str symbol: unified market symbol
|
2653
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2654
|
+
:returns dict: response from the exchange
|
2655
|
+
"""
|
2656
|
+
if symbol is None:
|
2657
|
+
raise ArgumentsRequired(self.id + ' setMarginMode() requires a symbol argument')
|
2658
|
+
marginMode = marginMode.lower()
|
2659
|
+
if marginMode != 'isolated' and marginMode != 'cross':
|
2660
|
+
raise BadRequest(self.id + ' setMarginMode() marginMode argument should be isolated or cross')
|
2661
|
+
self.load_markets()
|
2662
|
+
market = self.market(symbol)
|
2663
|
+
if (market['type'] != 'swap') and (market['type'] != 'future'):
|
2664
|
+
raise BadSymbol(self.id + ' setMarginMode() supports swap and future contracts only')
|
2665
|
+
enabled = False if (marginMode == 'cross') else True
|
2666
|
+
request: dict = {
|
2667
|
+
'symbol': market['id'],
|
2668
|
+
'enabled': enabled,
|
2669
|
+
}
|
2670
|
+
return self.privatePostPositionIsolate(self.extend(request, params))
|
2671
|
+
|
2672
|
+
def fetch_deposit_address(self, code: str, params={}) -> DepositAddress:
|
2673
|
+
"""
|
2674
|
+
fetch the deposit address for a currency associated with self account
|
2675
|
+
|
2676
|
+
https://www.bitmex.com/api/explorer/#not /User/User_getDepositAddress
|
2677
|
+
|
2678
|
+
:param str code: unified currency code
|
2679
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2680
|
+
:param str [params.network]: deposit chain, can view all chains via self.publicGetWalletAssets, default is eth, unless the currency has a default chain within self.options['networks']
|
2681
|
+
:returns dict: an `address structure <https://docs.ccxt.com/#/?id=address-structure>`
|
2682
|
+
"""
|
2683
|
+
self.load_markets()
|
2684
|
+
networkCode = None
|
2685
|
+
networkCode, params = self.handle_network_code_and_params(params)
|
2686
|
+
if networkCode is None:
|
2687
|
+
raise ArgumentsRequired(self.id + ' fetchDepositAddress requires params["network"]')
|
2688
|
+
currency = self.currency(code)
|
2689
|
+
params = self.omit(params, 'network')
|
2690
|
+
request: dict = {
|
2691
|
+
'currency': currency['id'],
|
2692
|
+
'network': self.network_code_to_id(networkCode, currency['code']),
|
2693
|
+
}
|
2694
|
+
response = self.privateGetUserDepositAddress(self.extend(request, params))
|
2695
|
+
#
|
2696
|
+
# '"bc1qmex3puyrzn2gduqcnlu70c2uscpyaa9nm2l2j9le2lt2wkgmw33sy7ndjg"'
|
2697
|
+
#
|
2698
|
+
return {
|
2699
|
+
'info': response,
|
2700
|
+
'currency': code,
|
2701
|
+
'network': networkCode,
|
2702
|
+
'address': response.replace('"', '').replace('"', ''), # Done twice because some languages only replace the first instance
|
2703
|
+
'tag': None,
|
2704
|
+
}
|
2705
|
+
|
2706
|
+
def parse_deposit_withdraw_fee(self, fee, currency: Currency = None):
|
2707
|
+
#
|
2708
|
+
# {
|
2709
|
+
# "asset": "XBT",
|
2710
|
+
# "currency": "XBt",
|
2711
|
+
# "majorCurrency": "XBT",
|
2712
|
+
# "name": "Bitcoin",
|
2713
|
+
# "currencyType": "Crypto",
|
2714
|
+
# "scale": "8",
|
2715
|
+
# "enabled": True,
|
2716
|
+
# "isMarginCurrency": True,
|
2717
|
+
# "minDepositAmount": "10000",
|
2718
|
+
# "minWithdrawalAmount": "1000",
|
2719
|
+
# "maxWithdrawalAmount": "100000000000000",
|
2720
|
+
# "networks": [
|
2721
|
+
# {
|
2722
|
+
# "asset": "btc",
|
2723
|
+
# "tokenAddress": '',
|
2724
|
+
# "depositEnabled": True,
|
2725
|
+
# "withdrawalEnabled": True,
|
2726
|
+
# "withdrawalFee": "20000",
|
2727
|
+
# "minFee": "20000",
|
2728
|
+
# "maxFee": "10000000"
|
2729
|
+
# }
|
2730
|
+
# ]
|
2731
|
+
# }
|
2732
|
+
#
|
2733
|
+
networks = self.safe_value(fee, 'networks', [])
|
2734
|
+
networksLength = len(networks)
|
2735
|
+
result: dict = {
|
2736
|
+
'info': fee,
|
2737
|
+
'withdraw': {
|
2738
|
+
'fee': None,
|
2739
|
+
'percentage': None,
|
2740
|
+
},
|
2741
|
+
'deposit': {
|
2742
|
+
'fee': None,
|
2743
|
+
'percentage': None,
|
2744
|
+
},
|
2745
|
+
'networks': {},
|
2746
|
+
}
|
2747
|
+
if networksLength != 0:
|
2748
|
+
scale = self.safe_string(fee, 'scale')
|
2749
|
+
precision = self.parse_precision(scale)
|
2750
|
+
for i in range(0, networksLength):
|
2751
|
+
network = networks[i]
|
2752
|
+
networkId = self.safe_string(network, 'asset')
|
2753
|
+
currencyCode = self.safe_string(currency, 'code')
|
2754
|
+
networkCode = self.network_id_to_code(networkId, currencyCode)
|
2755
|
+
withdrawalFeeId = self.safe_string(network, 'withdrawalFee')
|
2756
|
+
withdrawalFee = self.parse_number(Precise.string_mul(withdrawalFeeId, precision))
|
2757
|
+
result['networks'][networkCode] = {
|
2758
|
+
'deposit': {'fee': None, 'percentage': None},
|
2759
|
+
'withdraw': {'fee': withdrawalFee, 'percentage': False},
|
2760
|
+
}
|
2761
|
+
if networksLength == 1:
|
2762
|
+
result['withdraw']['fee'] = withdrawalFee
|
2763
|
+
result['withdraw']['percentage'] = False
|
2764
|
+
return result
|
2765
|
+
|
2766
|
+
def fetch_deposit_withdraw_fees(self, codes: Strings = None, params={}):
|
2767
|
+
"""
|
2768
|
+
fetch deposit and withdraw fees
|
2769
|
+
|
2770
|
+
https://www.bitmex.com/api/explorer/#not /Wallet/Wallet_getAssetsConfig
|
2771
|
+
|
2772
|
+
:param str[]|None codes: list of unified currency codes
|
2773
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2774
|
+
:returns dict: a list of `fee structures <https://docs.ccxt.com/#/?id=fee-structure>`
|
2775
|
+
"""
|
2776
|
+
self.load_markets()
|
2777
|
+
assets = self.publicGetWalletAssets(params)
|
2778
|
+
#
|
2779
|
+
# [
|
2780
|
+
# {
|
2781
|
+
# "asset": "XBT",
|
2782
|
+
# "currency": "XBt",
|
2783
|
+
# "majorCurrency": "XBT",
|
2784
|
+
# "name": "Bitcoin",
|
2785
|
+
# "currencyType": "Crypto",
|
2786
|
+
# "scale": "8",
|
2787
|
+
# "enabled": True,
|
2788
|
+
# "isMarginCurrency": True,
|
2789
|
+
# "minDepositAmount": "10000",
|
2790
|
+
# "minWithdrawalAmount": "1000",
|
2791
|
+
# "maxWithdrawalAmount": "100000000000000",
|
2792
|
+
# "networks": [
|
2793
|
+
# {
|
2794
|
+
# "asset": "btc",
|
2795
|
+
# "tokenAddress": '',
|
2796
|
+
# "depositEnabled": True,
|
2797
|
+
# "withdrawalEnabled": True,
|
2798
|
+
# "withdrawalFee": "20000",
|
2799
|
+
# "minFee": "20000",
|
2800
|
+
# "maxFee": "10000000"
|
2801
|
+
# }
|
2802
|
+
# ]
|
2803
|
+
# },
|
2804
|
+
# ...
|
2805
|
+
# ]
|
2806
|
+
#
|
2807
|
+
return self.parse_deposit_withdraw_fees(assets, codes, 'asset')
|
2808
|
+
|
2809
|
+
def calculate_rate_limiter_cost(self, api, method, path, params, config={}):
|
2810
|
+
isAuthenticated = self.check_required_credentials(False)
|
2811
|
+
cost = self.safe_value(config, 'cost', 1)
|
2812
|
+
if cost != 1: # trading endpoints
|
2813
|
+
if isAuthenticated:
|
2814
|
+
return cost
|
2815
|
+
else:
|
2816
|
+
return 20
|
2817
|
+
return cost
|
2818
|
+
|
2819
|
+
def fetch_liquidations(self, symbol: str, since: Int = None, limit: Int = None, params={}):
|
2820
|
+
"""
|
2821
|
+
retrieves the public liquidations of a trading pair
|
2822
|
+
|
2823
|
+
https://www.bitmex.com/api/explorer/#not /Liquidation/Liquidation_get
|
2824
|
+
|
2825
|
+
:param str symbol: unified CCXT market symbol
|
2826
|
+
:param int [since]: the earliest time in ms to fetch liquidations for
|
2827
|
+
:param int [limit]: the maximum number of liquidation structures to retrieve
|
2828
|
+
:param dict [params]: exchange specific parameters for the bitmex api endpoint
|
2829
|
+
:param int [params.until]: timestamp in ms of the latest liquidation
|
2830
|
+
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
|
2831
|
+
:returns dict: an array of `liquidation structures <https://docs.ccxt.com/#/?id=liquidation-structure>`
|
2832
|
+
"""
|
2833
|
+
self.load_markets()
|
2834
|
+
paginate = False
|
2835
|
+
paginate, params = self.handle_option_and_params(params, 'fetchLiquidations', 'paginate')
|
2836
|
+
if paginate:
|
2837
|
+
return self.fetch_paginated_call_dynamic('fetchLiquidations', symbol, since, limit, params)
|
2838
|
+
market = self.market(symbol)
|
2839
|
+
request: dict = {
|
2840
|
+
'symbol': market['id'],
|
2841
|
+
}
|
2842
|
+
if since is not None:
|
2843
|
+
request['startTime'] = since
|
2844
|
+
if limit is not None:
|
2845
|
+
request['count'] = limit
|
2846
|
+
request, params = self.handle_until_option('endTime', request, params)
|
2847
|
+
response = self.publicGetLiquidation(self.extend(request, params))
|
2848
|
+
#
|
2849
|
+
# [
|
2850
|
+
# {
|
2851
|
+
# "orderID": "string",
|
2852
|
+
# "symbol": "string",
|
2853
|
+
# "side": "string",
|
2854
|
+
# "price": 0,
|
2855
|
+
# "leavesQty": 0
|
2856
|
+
# }
|
2857
|
+
# ]
|
2858
|
+
#
|
2859
|
+
return self.parse_liquidations(response, market, since, limit)
|
2860
|
+
|
2861
|
+
def parse_liquidation(self, liquidation, market: Market = None):
|
2862
|
+
#
|
2863
|
+
# {
|
2864
|
+
# "orderID": "string",
|
2865
|
+
# "symbol": "string",
|
2866
|
+
# "side": "string",
|
2867
|
+
# "price": 0,
|
2868
|
+
# "leavesQty": 0
|
2869
|
+
# }
|
2870
|
+
#
|
2871
|
+
marketId = self.safe_string(liquidation, 'symbol')
|
2872
|
+
return self.safe_liquidation({
|
2873
|
+
'info': liquidation,
|
2874
|
+
'symbol': self.safe_symbol(marketId, market),
|
2875
|
+
'contracts': None,
|
2876
|
+
'contractSize': self.safe_number(market, 'contractSize'),
|
2877
|
+
'price': self.safe_number(liquidation, 'price'),
|
2878
|
+
'baseValue': None,
|
2879
|
+
'quoteValue': None,
|
2880
|
+
'timestamp': None,
|
2881
|
+
'datetime': None,
|
2882
|
+
})
|
2883
|
+
|
2884
|
+
def handle_errors(self, code: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody):
|
2885
|
+
if response is None:
|
2886
|
+
return None
|
2887
|
+
if code == 429:
|
2888
|
+
raise DDoSProtection(self.id + ' ' + body)
|
2889
|
+
if code >= 400:
|
2890
|
+
error = self.safe_value(response, 'error', {})
|
2891
|
+
message = self.safe_string(error, 'message')
|
2892
|
+
feedback = self.id + ' ' + body
|
2893
|
+
self.throw_exactly_matched_exception(self.exceptions['exact'], message, feedback)
|
2894
|
+
self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback)
|
2895
|
+
if code == 400:
|
2896
|
+
raise BadRequest(feedback)
|
2897
|
+
raise ExchangeError(feedback) # unknown message
|
2898
|
+
return None
|
2899
|
+
|
2900
|
+
def nonce(self):
|
2901
|
+
return self.milliseconds()
|
2902
|
+
|
2903
|
+
def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
|
2904
|
+
query = '/api/' + self.version + '/' + path
|
2905
|
+
if method == 'GET':
|
2906
|
+
if params:
|
2907
|
+
query += '?' + self.urlencode(params)
|
2908
|
+
else:
|
2909
|
+
format = self.safe_string(params, '_format')
|
2910
|
+
if format is not None:
|
2911
|
+
query += '?' + self.urlencode({'_format': format})
|
2912
|
+
params = self.omit(params, '_format')
|
2913
|
+
url = self.urls['api'][api] + query
|
2914
|
+
isAuthenticated = self.check_required_credentials(False)
|
2915
|
+
if api == 'private' or (api == 'public' and isAuthenticated):
|
2916
|
+
self.check_required_credentials()
|
2917
|
+
auth = method + query
|
2918
|
+
expires = self.safe_integer(self.options, 'api-expires')
|
2919
|
+
headers = {
|
2920
|
+
'Content-Type': 'application/json',
|
2921
|
+
'api-key': self.apiKey,
|
2922
|
+
}
|
2923
|
+
expires = self.sum(self.seconds(), expires)
|
2924
|
+
stringExpires = str(expires)
|
2925
|
+
auth += stringExpires
|
2926
|
+
headers['api-expires'] = stringExpires
|
2927
|
+
if method == 'POST' or method == 'PUT' or method == 'DELETE':
|
2928
|
+
if params:
|
2929
|
+
body = self.json(params)
|
2930
|
+
auth += body
|
2931
|
+
headers['api-signature'] = self.hmac(self.encode(auth), self.encode(self.secret), hashlib.sha256)
|
2932
|
+
return {'url': url, 'method': method, 'body': body, 'headers': headers}
|