ccxt 4.2.77__py2.py3-none-any.whl → 4.4.48__py2.py3-none-any.whl

ccxt/pro/gemini.py

@@ -6,11 +6,12 @@
 import ccxt.async_support
 from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp
 import hashlib
-from ccxt.base.types import Int, Order, OrderBook, Str, Tickers, Trade
+from ccxt.base.types import Int, Order, OrderBook, Str, Strings, 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 gemini(ccxt.async_support.gemini):
@@ -45,7 +46,9 @@ class gemini(ccxt.async_support.gemini):
     async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """
         watch the list of most recent trades for a particular symbol
-        :see: https://docs.gemini.com/websocket-api/#market-data-version-2
+
+        https://docs.gemini.com/websocket-api/#market-data-version-2
+
         :param str symbol: unified symbol of the market to fetch trades for
         :param int [since]: timestamp in ms of the earliest trade to fetch
         :param int [limit]: the maximum amount of trades to fetch
@@ -56,7 +59,7 @@ class gemini(ccxt.async_support.gemini):
         market = self.market(symbol)
         messageHash = 'trades:' + market['symbol']
         marketId = market['id']
-        request = {
+        request: dict = {
             'type': 'subscribe',
             'subscriptions': [
                 {
@@ -76,7 +79,9 @@ class gemini(ccxt.async_support.gemini):
 
     async def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """
-        :see: https://docs.gemini.com/websocket-api/#multi-market-data
+
+        https://docs.gemini.com/websocket-api/#multi-market-data
+
         get the list of most recent trades for a list of symbols
         :param str[] symbols: unified symbol of the market to fetch trades for
         :param int [since]: timestamp in ms of the earliest trade to fetch
@@ -225,7 +230,7 @@ class gemini(ccxt.async_support.gemini):
     def handle_trades_for_multidata(self, client: Client, trades, timestamp: Int):
         if trades is not None:
             tradesLimit = self.safe_integer(self.options, 'tradesLimit', 1000)
-            storesForSymbols = {}
+            storesForSymbols: dict = {}
             for i in range(0, len(trades)):
                 marketId = trades[i]['symbol']
                 market = self.safe_market(marketId.lower())
@@ -249,7 +254,9 @@ class gemini(ccxt.async_support.gemini):
     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.gemini.com/websocket-api/#candles-data-feed
+
+        https://docs.gemini.com/websocket-api/#candles-data-feed
+
         :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
@@ -260,7 +267,7 @@ class gemini(ccxt.async_support.gemini):
         await self.load_markets()
         market = self.market(symbol)
         timeframeId = self.safe_string(self.timeframes, timeframe, timeframe)
-        request = {
+        request: dict = {
             'type': 'subscribe',
             'subscriptions': [
                 {
@@ -334,7 +341,9 @@ class gemini(ccxt.async_support.gemini):
     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.gemini.com/websocket-api/#market-data-version-2
+
+        https://docs.gemini.com/websocket-api/#market-data-version-2
+
         :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
@@ -344,7 +353,7 @@ class gemini(ccxt.async_support.gemini):
         market = self.market(symbol)
         messageHash = 'orderbook:' + market['symbol']
         marketId = market['id']
-        request = {
+        request: dict = {
             'type': 'subscribe',
             'subscriptions': [
                 {
@@ -366,9 +375,10 @@ class gemini(ccxt.async_support.gemini):
         market = self.safe_market(marketId)
         symbol = market['symbol']
         messageHash = 'orderbook:' + symbol
-        orderbook = self.safe_value(self.orderbooks, symbol)
-        if orderbook is None:
-            orderbook = self.order_book()
+        # orderbook = self.safe_value(self.orderbooks, symbol)
+        if not (symbol in self.orderbooks):
+            self.orderbooks[symbol] = self.order_book()
+        orderbook = self.orderbooks[symbol]
         for i in range(0, len(changes)):
             delta = changes[i]
             price = self.safe_number(delta, 1)
@@ -384,7 +394,9 @@ class gemini(ccxt.async_support.gemini):
     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.gemini.com/websocket-api/#multi-market-data
+
+        https://docs.gemini.com/websocket-api/#multi-market-data
+
         :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
@@ -393,10 +405,12 @@ class gemini(ccxt.async_support.gemini):
         orderbook = await self.helper_for_watch_multiple_construct('orderbook', symbols, params)
         return orderbook.limit()
 
-    async def watch_bids_asks(self, symbols: List[str], limit: Int = None, params={}) -> Tickers:
+    async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
         """
         watches best bid & ask for symbols
-        :see: https://docs.gemini.com/websocket-api/#multi-market-data
+
+        https://docs.gemini.com/websocket-api/#multi-market-data
+
         :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>`
@@ -444,9 +458,10 @@ class gemini(ccxt.async_support.gemini):
             entry = rawBidAskChanges[i]
             rawSide = self.safe_string(entry, 'side')
             price = self.safe_number(entry, 'price')
-            size = self.safe_number(entry, 'remaining')
-            if size == 0:
+            sizeString = self.safe_string(entry, 'remaining')
+            if Precise.string_eq(sizeString, '0'):
                 continue
+            size = self.parse_number(sizeString)
             if rawSide == 'bid':
                 currentBidAsk['bid'] = price
                 currentBidAsk['bidVolume'] = size
@@ -571,7 +586,9 @@ class gemini(ccxt.async_support.gemini):
     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.gemini.com/websocket-api/#order-events
+
+        https://docs.gemini.com/websocket-api/#order-events
+
         :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
@@ -580,7 +597,7 @@ class gemini(ccxt.async_support.gemini):
         """
         url = self.urls['api']['ws'] + '/v1/order/events?eventTypeFilter=initial&eventTypeFilter=accepted&eventTypeFilter=rejected&eventTypeFilter=fill&eventTypeFilter=cancelled&eventTypeFilter=booked'
         await self.load_markets()
-        authParams = {
+        authParams: dict = {
             'url': url,
         }
         await self.authenticate(authParams)
@@ -714,7 +731,7 @@ class gemini(ccxt.async_support.gemini):
         }, market)
 
     def parse_ws_order_status(self, status):
-        statuses = {
+        statuses: dict = {
             'accepted': 'open',
             'booked': 'open',
             'fill': 'closed',
@@ -725,7 +742,7 @@ class gemini(ccxt.async_support.gemini):
         return self.safe_string(statuses, status, status)
 
     def parse_ws_order_type(self, type):
-        types = {
+        types: dict = {
             'exchange limit': 'limit',
             'market buy': 'market',
             'market sell': 'market',
@@ -784,7 +801,7 @@ class gemini(ccxt.async_support.gemini):
         reason = self.safe_string(message, 'reason')
         if reason == 'error':
             self.handle_error(client, message)
-        methods = {
+        methods: dict = {
             'l2_updates': self.handle_l2_updates,
             'trade': self.handle_trade,
             'subscription_ack': self.handle_subscription,
@@ -838,22 +855,23 @@ class gemini(ccxt.async_support.gemini):
         urlLength = len(url)
         endIndex = urlParamsIndex if (urlParamsIndex >= 0) else urlLength
         request = url[startIndex:endIndex]
-        payload = {
+        payload: dict = {
             'request': request,
             'nonce': self.nonce(),
         }
         b64 = self.string_to_base64(self.json(payload))
         signature = self.hmac(self.encode(b64), self.encode(self.secret), hashlib.sha384, 'hex')
-        defaultOptions = {
+        defaultOptions: dict = {
             'ws': {
                 'options': {
                     'headers': {},
                 },
             },
         }
-        self.options = self.extend(defaultOptions, self.options)
+        # self.options = self.extend(defaultOptions, self.options)
+        self.extend_exchange_options(defaultOptions)
         originalHeaders = self.options['ws']['options']['headers']
-        headers = {
+        headers: dict = {
             'X-GEMINI-APIKEY': self.apiKey,
             'X-GEMINI-PAYLOAD': b64,
             'X-GEMINI-SIGNATURE': signature,