ccxt-ir 4.3.46.0.3__py2.py3-none-any.whl → 4.5.0__py2.py3-none-any.whl

ccxt/pro/okxus.py

@@ -0,0 +1,38 @@
+# -*- coding: utf-8 -*-
+
+# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
+# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
+
+from ccxt.pro.okx import okx
+from ccxt.base.types import Any
+
+
+class okxus(okx):
+
+    def describe(self) -> Any:
+        return self.deep_extend(super(okxus, self).describe(), {
+            'id': 'okxus',
+            'name': 'OKX(US)',
+            'hostname': 'us.okx.com',
+            'urls': {
+                'api': {
+                    'rest': 'https://{hostname}',
+                    'ws': 'wss://wsus.okx.com:8443/ws/v5',
+                },
+                'www': 'https://app.okx.com',
+                'doc': 'https://app.okx.com/docs-v5/en/#overview',
+                'fees': 'https://app.okx.com/pages/products/fees.html',
+                'referral': {
+                    'url': 'https://www.app.okx.com/join/CCXT2023',
+                    'discount': 0.2,
+                },
+                'test': {
+                    'ws': 'wss://wsuspap.okx.com:8443/ws/v5',
+                },
+            },
+            'has': {
+                'swap': False,
+                'future': False,
+                'option': False,
+            },
+        })

ccxt/pro/onetrading.py

@@ -5,16 +5,17 @@
 
 import ccxt.async_support
 from ccxt.async_support.base.ws.cache import ArrayCacheBySymbolById, ArrayCacheByTimestamp
-from ccxt.base.types import Balances, Int, Order, OrderBook, Str, Strings, Ticker, Tickers, Trade
+from ccxt.base.types import Any, Balances, Bool, Int, Order, OrderBook, Str, Strings, Ticker, Tickers, Trade
 from ccxt.async_support.base.ws.client import Client
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import NotSupported
+from ccxt.base.precise import Precise
 
 
 class onetrading(ccxt.async_support.onetrading):
 
-    def describe(self):
+    def describe(self) -> Any:
         return self.deep_extend(super(onetrading, self).describe(), {
             'has': {
                 'ws': True,
@@ -22,6 +23,7 @@ class onetrading(ccxt.async_support.onetrading):
                 'watchTicker': True,
                 'watchTickers': True,
                 'watchTrades': False,
+                'watchTradesForSymbols': False,
                 'watchMyTrades': True,
                 'watchOrders': True,
                 'watchOrderBook': True,
@@ -81,7 +83,9 @@ class onetrading(ccxt.async_support.onetrading):
 
     async def watch_balance(self, params={}) -> Balances:
         """
-        :see: https://developers.bitpanda.com/exchange/#account-history-channel
+
+        https://developers.bitpanda.com/exchange/#account-history-channel
+
         watch balance and get the amount of funds available for trading or funds locked in orders
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
@@ -138,7 +142,9 @@ class onetrading(ccxt.async_support.onetrading):
 
     async def watch_ticker(self, symbol: str, params={}) -> Ticker:
         """
-        :see: https://developers.bitpanda.com/exchange/#market-ticker-channel
+
+        https://developers.bitpanda.com/exchange/#market-ticker-channel
+
         watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
         :param str symbol: unified symbol of the market to fetch the ticker for
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -162,7 +168,9 @@ class onetrading(ccxt.async_support.onetrading):
 
     async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
         """
-        :see: https://developers.bitpanda.com/exchange/#market-ticker-channel
+
+        https://developers.bitpanda.com/exchange/#market-ticker-channel
+
         watches price tickers, a statistical calculation with the information for all markets or those specified.
         :param str symbols: unified symbols of the markets to fetch the ticker for
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -254,7 +262,9 @@ class onetrading(ccxt.async_support.onetrading):
 
     async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """
-        :see: https://developers.bitpanda.com/exchange/#account-history-channel
+
+        https://developers.bitpanda.com/exchange/#account-history-channel
+
         get the list of trades associated with the user
         :param str symbol: unified symbol of the market to fetch trades for. Use 'any' to watch all trades
         :param int [since]: timestamp in ms of the earliest trade to fetch
@@ -293,7 +303,9 @@ class onetrading(ccxt.async_support.onetrading):
 
     async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
         """
-        :see: https://developers.bitpanda.com/exchange/#market-ticker-channel
+
+        https://developers.bitpanda.com/exchange/#market-ticker-channel
+
         watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
         :param str symbol: unified symbol of the market to fetch the order book for
         :param int [limit]: the maximum amount of order book entries to return
@@ -399,7 +411,9 @@ class onetrading(ccxt.async_support.onetrading):
 
     async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
-        :see: https://developers.bitpanda.com/exchange/#account-history-channel
+
+        https://developers.bitpanda.com/exchange/#account-history-channel
+
         watches information on multiple orders made by the user
         :param str symbol: unified market symbol of the market orders were made in
         :param int [since]: the earliest time in ms to fetch orders for
@@ -934,9 +948,9 @@ class onetrading(ccxt.async_support.onetrading):
             previousOrderArray = self.filter_by_array(self.orders, 'id', orderId, False)
             previousOrder = self.safe_value(previousOrderArray, 0, {})
             symbol = previousOrder['symbol']
-            filled = self.safe_number(update, 'filled_amount')
+            filled = self.safe_string(update, 'filled_amount')
             status = self.parse_ws_order_status(updateType)
-            if updateType == 'ORDER_CLOSED' and filled == 0:
+            if updateType == 'ORDER_CLOSED' and Precise.string_eq(filled, '0'):
                 status = 'canceled'
             orderObject: dict = {
                 'id': orderId,
@@ -963,7 +977,8 @@ class onetrading(ccxt.async_support.onetrading):
         if updateType == 'TRADE_SETTLED':
             parsed = self.parse_trade(update)
             symbol = self.safe_string(parsed, 'symbol', '')
-            self.myTrades.append(parsed)
+            myTrades = self.myTrades
+            myTrades.append(parsed)
             client.resolve(self.myTrades, 'myTrades:' + symbol)
             client.resolve(self.myTrades, 'myTrades')
 
@@ -994,7 +1009,9 @@ class onetrading(ccxt.async_support.onetrading):
 
     async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
         """
-        :see: https://developers.bitpanda.com/exchange/#candlesticks-channel
+
+        https://developers.bitpanda.com/exchange/#candlesticks-channel
+
         watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
         :param str symbol: unified symbol of the market to fetch OHLCV data for
         :param str timeframe: the length of time each candle represents
@@ -1149,7 +1166,7 @@ class onetrading(ccxt.async_support.onetrading):
         #
         return message
 
-    def handle_error_message(self, client: Client, message):
+    def handle_error_message(self, client: Client, message) -> Bool:
         #
         #     {
         #         "error": "MALFORMED_JSON",

ccxt/pro/oxfun.py

@@ -6,7 +6,7 @@
 import ccxt.async_support
 from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide, ArrayCacheByTimestamp
 import hashlib
-from ccxt.base.types import Balances, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade
+from ccxt.base.types import Any, Balances, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade
 from ccxt.async_support.base.ws.client import Client
 from typing import List
 from ccxt.base.errors import AuthenticationError
@@ -16,7 +16,7 @@ from ccxt.base.errors import BadRequest
 
 class oxfun(ccxt.async_support.oxfun):
 
-    def describe(self):
+    def describe(self) -> Any:
         return self.deep_extend(super(oxfun, self).describe(), {
             'has': {
                 'ws': True,
@@ -30,6 +30,7 @@ class oxfun(ccxt.async_support.oxfun):
                 'watchMyTrades': False,
                 'watchTicker': True,
                 'watchTickers': True,
+                'watchBidsAsks': True,
                 'watchBalance': True,
                 'createOrderWs': True,
                 'editOrderWs': True,
@@ -77,21 +78,25 @@ class oxfun(ccxt.async_support.oxfun):
     async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """
         watches information on multiple trades made in a market
-        :see: https://docs.ox.fun/?json#trade
+
+        https://docs.ox.fun/?json#trade
+
         :param str symbol: unified market symbol of the market trades were made in
         :param int [since]: the earliest time in ms to fetch orders for
         :param int [limit]: the maximum number of trade structures to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
-        :returns dict[]: a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
+        :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
         """
         return await self.watch_trades_for_symbols([symbol], since, limit, params)
 
     async def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """
         get the list of most recent trades for a particular symbol
-        :see: https://docs.ox.fun/?json#trade
-        :param str symbol: unified symbol of the market to fetch trades for
+
+        https://docs.ox.fun/?json#trade
+
+        :param str[] symbols:
         :param int [since]: timestamp in ms of the earliest trade to fetch
         :param int [limit]: the maximum amount of trades to fetch
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -180,7 +185,9 @@ class oxfun(ccxt.async_support.oxfun):
     async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
         """
         watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
-        :see: https://docs.ox.fun/?json#candles
+
+        https://docs.ox.fun/?json#candles
+
         :param str symbol: unified symbol of the market to fetch OHLCV data for
         :param str timeframe: the length of time each candle represents
         :param int [since]: timestamp in ms of the earliest candle to fetch
@@ -208,7 +215,9 @@ class oxfun(ccxt.async_support.oxfun):
     async def watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], since: Int = None, limit: Int = None, params={}):
         """
         watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
-        :see: https://docs.ox.fun/?json#candles
+
+        https://docs.ox.fun/?json#candles
+
         :param str[][] symbolsAndTimeframes: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
         :param int [since]: timestamp in ms of the earliest candle to fetch
         :param int [limit]: the maximum amount of candles to fetch
@@ -309,8 +318,10 @@ class oxfun(ccxt.async_support.oxfun):
     async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
         """
         watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
-        :see: https://docs.ox.fun/?json#fixed-size-order-book
-        :see: https://docs.ox.fun/?json#full-order-book
+
+        https://docs.ox.fun/?json#fixed-size-order-book
+        https://docs.ox.fun/?json#full-order-book
+
         :param str symbol: unified symbol of the market to fetch the order book for
         :param int [limit]: the maximum amount of order book entries to return
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -321,8 +332,10 @@ class oxfun(ccxt.async_support.oxfun):
     async def watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}) -> OrderBook:
         """
         watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
-        :see: https://docs.ox.fun/?json#fixed-size-order-book
-        :see: https://docs.ox.fun/?json#full-order-book
+
+        https://docs.ox.fun/?json#fixed-size-order-book
+        https://docs.ox.fun/?json#full-order-book
+
         :param str[] symbols: unified array of symbols
         :param int [limit]: the maximum amount of order book entries to return
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -392,7 +405,9 @@ class oxfun(ccxt.async_support.oxfun):
 
     async def watch_ticker(self, symbol: str, params={}) -> Ticker:
         """
-        :see: https://docs.ox.fun/?json#ticker
+
+        https://docs.ox.fun/?json#ticker
+
         watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
         :param str symbol: unified symbol of the market to fetch the ticker for
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -404,7 +419,9 @@ class oxfun(ccxt.async_support.oxfun):
 
     async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
         """
-        :see: https://docs.ox.fun/?json#ticker
+
+        https://docs.ox.fun/?json#ticker
+
         watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
         :param str[] [symbols]: unified symbol of the market to fetch the ticker for
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -466,9 +483,80 @@ class oxfun(ccxt.async_support.oxfun):
             self.tickers[symbol] = ticker
             client.resolve(ticker, messageHash)
 
+    async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+
+        https://docs.ox.fun/?json#best-bid-ask
+
+        watches best bid & ask for symbols
+        :param str[] symbols: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols, None, False)
+        messageHashes = []
+        args = []
+        for i in range(0, len(symbols)):
+            market = self.market(symbols[i])
+            args.append('bestBidAsk:' + market['id'])
+            messageHashes.append('bidask:' + market['symbol'])
+        newTickers = await self.subscribe_multiple(messageHashes, args, params)
+        if self.newUpdates:
+            tickers: dict = {}
+            tickers[newTickers['symbol']] = newTickers
+            return tickers
+        return self.filter_by_array(self.bidsasks, 'symbol', symbols)
+
+    def handle_bid_ask(self, client: Client, message):
+        #
+        #     {
+        #       "table": "bestBidAsk",
+        #       "data": {
+        #         "ask": [
+        #           19045.0,
+        #           1.0
+        #         ],
+        #         "checksum": 3790706311,
+        #         "marketCode": "BTC-USD-SWAP-LIN",
+        #         "bid": [
+        #           19015.0,
+        #           1.0
+        #         ],
+        #         "timestamp": "1665456882928"
+        #       }
+        #     }
+        #
+        data = self.safe_dict(message, 'data', {})
+        parsedTicker = self.parse_ws_bid_ask(data)
+        symbol = parsedTicker['symbol']
+        self.bidsasks[symbol] = parsedTicker
+        messageHash = 'bidask:' + symbol
+        client.resolve(parsedTicker, messageHash)
+
+    def parse_ws_bid_ask(self, ticker, market=None):
+        marketId = self.safe_string(ticker, 'marketCode')
+        market = self.safe_market(marketId, market)
+        symbol = self.safe_string(market, 'symbol')
+        timestamp = self.safe_integer(ticker, 'timestamp')
+        ask = self.safe_list(ticker, 'ask', [])
+        bid = self.safe_list(ticker, 'bid', [])
+        return self.safe_ticker({
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'ask': self.safe_number(ask, 0),
+            'askVolume': self.safe_number(ask, 1),
+            'bid': self.safe_number(bid, 0),
+            'bidVolume': self.safe_number(bid, 1),
+            'info': ticker,
+        }, market)
+
     async def watch_balance(self, params={}) -> Balances:
         """
-        :see: https://docs.ox.fun/?json#balance-channel
+
+        https://docs.ox.fun/?json#balance-channel
+
         watch balance and get the amount of funds available for trading or funds locked in orders
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
@@ -526,9 +614,13 @@ class oxfun(ccxt.async_support.oxfun):
 
     async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
         """
-        :see: https://docs.ox.fun/?json#position-channel
+
+        https://docs.ox.fun/?json#position-channel
+
         watch all open positions
         :param str[]|None symbols: list of unified market symbols
+ @param since
+ @param limit
         :param dict params: extra parameters specific to the exchange API endpoint
         :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
         :returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
@@ -637,7 +729,9 @@ class oxfun(ccxt.async_support.oxfun):
     async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
         watches information on multiple orders made by the user
-        :see: https://docs.ox.fun/?json#order-channel
+
+        https://docs.ox.fun/?json#order-channel
+
         :param str symbol: unified market symbol of the market orders were made in
         :param int [since]: the earliest time in ms to fetch orders for
         :param int [limit]: the maximum number of order structures to retrieve
@@ -709,13 +803,15 @@ class oxfun(ccxt.async_support.oxfun):
 
     async def create_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}) -> Order:
         """
-        :see: https://docs.ox.fun/?json#order-commands
+
+        https://docs.ox.fun/?json#order-commands
+
         create a trade order
         :param str symbol: unified symbol of the market to create an order in
         :param str type: 'market', 'limit', 'STOP_LIMIT' or 'STOP_MARKET'
         :param str side: 'buy' or 'sell'
         :param float amount: how much of currency you want to trade in units of base currency
-        :param float [price]: the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
+        :param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param int [params.clientOrderId]: a unique id for the order
         :param int [params.timestamp]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected.
@@ -748,16 +844,18 @@ class oxfun(ccxt.async_support.oxfun):
     async def edit_order_ws(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}) -> Order:
         """
         edit a trade order
-        :see: https://docs.ox.fun/?json#modify-order
+
+        https://docs.ox.fun/?json#modify-order
+
         :param str id: order id
         :param str symbol: unified symbol of the market to create an order in
         :param str type: 'market' or 'limit'
         :param str side: 'buy' or 'sell'
         :param float amount: how much of the currency you want to trade in units of the base currency
-        :param float|None [price]: the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
+        :param float|None [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
+        :param dict [params]: extra parameters specific to the exchange API endpoint
         :param int [params.timestamp]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected.
         :param int [params.recvWindow]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected. If timestamp is provided without recvWindow, then a default recvWindow of 1000ms is used.
-        :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         await self.load_markets()
@@ -814,14 +912,16 @@ class oxfun(ccxt.async_support.oxfun):
             method = self.safe_string(message, 'event')
             stringMsg = self.json(message)
             code = self.safe_integer(message, 'code')
-            self.handle_errors(code, None, client.url, method, None, stringMsg, message, None, None)
+            self.handle_errors(code, '', client.url, method, {}, stringMsg, message, {}, {})
         data = self.safe_value(message, 'data', {})
         order = self.parse_order(data)
         client.resolve(order, messageHash)
 
     async def cancel_order_ws(self, id: str, symbol: Str = None, params={}) -> Order:
         """
-        :see: https://docs.ox.fun/?json#cancel-order
+
+        https://docs.ox.fun/?json#cancel-order
+
         cancels an open order
         :param str id: order id
         :param str symbol: unified market symbol, default is None
@@ -847,14 +947,16 @@ class oxfun(ccxt.async_support.oxfun):
 
     async def cancel_orders_ws(self, ids: List[str], symbol: Str = None, params={}):
         """
-        :see: https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-mass-cancel-order
+
+        https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-mass-cancel-order
+
         cancel multiple orders
         :param str[] ids: order ids
         :param str symbol: unified market symbol, default is None
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: an list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
         """
-        idsLength = len(ids)
+        idsLength: number = len(ids)
         if idsLength > 20:
             raise BadRequest(self.id + ' cancelOrdersWs() accepts up to 20 ids at a time')
         if symbol is None:
@@ -914,7 +1016,7 @@ class oxfun(ccxt.async_support.oxfun):
             if messageHash in client.subscriptions:
                 del client.subscriptions[messageHash]
 
-    def ping(self, client):
+    def ping(self, client: Client):
         return 'ping'
 
     def handle_pong(self, client: Client, message):
@@ -943,6 +1045,8 @@ class oxfun(ccxt.async_support.oxfun):
                 self.handle_positions(client, message)
             if table.find('order') > -1:
                 self.handle_orders(client, message)
+            if table == 'bestBidAsk':
+                self.handle_bid_ask(client, message)
         else:
             if event == 'login':
                 self.handle_authentication_message(client, message)