ccxt 4.2.79__py2.py3-none-any.whl → 4.2.81__py2.py3-none-any.whl

ccxt/binance.py

@@ -7,7 +7,7 @@ from ccxt.base.exchange import Exchange
 from ccxt.abstract.binance import ImplicitAPI
 import hashlib
 import json
-from ccxt.base.types import Balances, Currency, Greeks, Int, Leverage, Leverages, MarginMode, MarginModes, Market, MarketInterface, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, TransferEntry
+from ccxt.base.types import Balances, Currency, Greeks, Int, Leverage, Leverages, MarginMode, MarginModes, Market, MarketInterface, Num, Option, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, TransferEntry
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import PermissionDenied
@@ -133,6 +133,8 @@ class binance(Exchange, ImplicitAPI):
                 'fetchOpenInterestHistory': True,
                 'fetchOpenOrder': True,
                 'fetchOpenOrders': True,
+                'fetchOption': True,
+                'fetchOptionChain': False,
                 'fetchOrder': True,
                 'fetchOrderBook': True,
                 'fetchOrderBooks': False,
@@ -2422,13 +2424,13 @@ class binance(Exchange, ImplicitAPI):
             },
         })
 
-    def is_inverse(self, type, subType=None) -> bool:
+    def is_inverse(self, type: str, subType: Str = None) -> bool:
         if subType is None:
-            return type == 'delivery'
+            return(type == 'delivery')
         else:
             return subType == 'inverse'
 
-    def is_linear(self, type, subType=None) -> bool:
+    def is_linear(self, type: str, subType: Str = None) -> bool:
         if subType is None:
             return(type == 'future') or (type == 'swap')
         else:
@@ -11410,3 +11412,89 @@ class binance(Exchange, ImplicitAPI):
             'symbol': market['symbol'],
             'marginMode': 'isolated' if isIsolated else 'cross',
         }
+
+    def fetch_option(self, symbol: str, params={}) -> Option:
+        """
+        fetches option data that is commonly found in an option chain
+        :see: https://binance-docs.github.io/apidocs/voptions/en/#24hr-ticker-price-change-statistics
+        :param str symbol: unified market symbol
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: an `option chain structure <https://docs.ccxt.com/#/?id=option-chain-structure>`
+        """
+        self.load_markets()
+        market = self.market(symbol)
+        request = {
+            'symbol': market['id'],
+        }
+        response = self.eapiPublicGetTicker(self.extend(request, params))
+        #
+        #     [
+        #         {
+        #             "symbol": "BTC-241227-80000-C",
+        #             "priceChange": "0",
+        #             "priceChangePercent": "0",
+        #             "lastPrice": "2750",
+        #             "lastQty": "0",
+        #             "open": "2750",
+        #             "high": "2750",
+        #             "low": "2750",
+        #             "volume": "0",
+        #             "amount": "0",
+        #             "bidPrice": "4880",
+        #             "askPrice": "0",
+        #             "openTime": 0,
+        #             "closeTime": 0,
+        #             "firstTradeId": 0,
+        #             "tradeCount": 0,
+        #             "strikePrice": "80000",
+        #             "exercisePrice": "63944.09893617"
+        #         }
+        #     ]
+        #
+        chain = self.safe_dict(response, 0, {})
+        return self.parse_option(chain, None, market)
+
+    def parse_option(self, chain, currency: Currency = None, market: Market = None):
+        #
+        #     {
+        #         "symbol": "BTC-241227-80000-C",
+        #         "priceChange": "0",
+        #         "priceChangePercent": "0",
+        #         "lastPrice": "2750",
+        #         "lastQty": "0",
+        #         "open": "2750",
+        #         "high": "2750",
+        #         "low": "2750",
+        #         "volume": "0",
+        #         "amount": "0",
+        #         "bidPrice": "4880",
+        #         "askPrice": "0",
+        #         "openTime": 0,
+        #         "closeTime": 0,
+        #         "firstTradeId": 0,
+        #         "tradeCount": 0,
+        #         "strikePrice": "80000",
+        #         "exercisePrice": "63944.09893617"
+        #     }
+        #
+        marketId = self.safe_string(chain, 'symbol')
+        market = self.safe_market(marketId, market)
+        return {
+            'info': chain,
+            'currency': None,
+            'symbol': market['symbol'],
+            'timestamp': None,
+            'datetime': None,
+            'impliedVolatility': None,
+            'openInterest': None,
+            'bidPrice': self.safe_number(chain, 'bidPrice'),
+            'askPrice': self.safe_number(chain, 'askPrice'),
+            'midPrice': None,
+            'markPrice': None,
+            'lastPrice': self.safe_number(chain, 'lastPrice'),
+            'underlyingPrice': self.safe_number(chain, 'exercisePrice'),
+            'change': self.safe_number(chain, 'priceChange'),
+            'percentage': self.safe_number(chain, 'priceChangePercent'),
+            'baseVolume': self.safe_number(chain, 'volume'),
+            'quoteVolume': None,
+        }

ccxt/bybit.py

@@ -6,7 +6,7 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.bybit import ImplicitAPI
 import hashlib
-from ccxt.base.types import Balances, Currency, Greeks, Int, Leverage, Market, MarketInterface, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, TransferEntry
+from ccxt.base.types import Balances, Currency, Greeks, Int, Leverage, Market, MarketInterface, Num, Option, OptionChain, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, TransferEntry
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import PermissionDenied
@@ -106,6 +106,8 @@ class bybit(Exchange, ImplicitAPI):
                 'fetchOpenInterestHistory': True,
                 'fetchOpenOrder': True,
                 'fetchOpenOrders': True,
+                'fetchOption': True,
+                'fetchOptionChain': True,
                 'fetchOrder': False,
                 'fetchOrderBook': True,
                 'fetchOrders': False,
@@ -7631,6 +7633,177 @@ class bybit(Exchange, ImplicitAPI):
             'rate': self.safe_number(income, 'feeRate'),
         }
 
+    def fetch_option(self, symbol: str, params={}) -> Option:
+        """
+        fetches option data that is commonly found in an option chain
+        :see: https://bybit-exchange.github.io/docs/v5/market/tickers
+        :param str symbol: unified market symbol
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: an `option chain structure <https://docs.ccxt.com/#/?id=option-chain-structure>`
+        """
+        self.load_markets()
+        market = self.market(symbol)
+        request = {
+            'category': 'option',
+            'symbol': market['id'],
+        }
+        response = self.publicGetV5MarketTickers(self.extend(request, params))
+        #
+        #     {
+        #         "retCode": 0,
+        #         "retMsg": "SUCCESS",
+        #         "result": {
+        #             "category": "option",
+        #             "list": [
+        #                 {
+        #                     "symbol": "BTC-27DEC24-55000-P",
+        #                     "bid1Price": "0",
+        #                     "bid1Size": "0",
+        #                     "bid1Iv": "0",
+        #                     "ask1Price": "0",
+        #                     "ask1Size": "0",
+        #                     "ask1Iv": "0",
+        #                     "lastPrice": "10980",
+        #                     "highPrice24h": "0",
+        #                     "lowPrice24h": "0",
+        #                     "markPrice": "11814.66756236",
+        #                     "indexPrice": "63838.92",
+        #                     "markIv": "0.8866",
+        #                     "underlyingPrice": "71690.55303594",
+        #                     "openInterest": "0.01",
+        #                     "turnover24h": "0",
+        #                     "volume24h": "0",
+        #                     "totalVolume": "2",
+        #                     "totalTurnover": "78719",
+        #                     "delta": "-0.23284954",
+        #                     "gamma": "0.0000055",
+        #                     "vega": "191.70757975",
+        #                     "theta": "-30.43617927",
+        #                     "predictedDeliveryPrice": "0",
+        #                     "change24h": "0"
+        #                 }
+        #             ]
+        #         },
+        #         "retExtInfo": {},
+        #         "time": 1711162003672
+        #     }
+        #
+        result = self.safe_dict(response, 'result', {})
+        resultList = self.safe_list(result, 'list', [])
+        chain = self.safe_dict(resultList, 0, {})
+        return self.parse_option(chain, None, market)
+
+    def fetch_option_chain(self, code: str, params={}) -> OptionChain:
+        """
+        fetches data for an underlying asset that is commonly found in an option chain
+        :see: https://bybit-exchange.github.io/docs/v5/market/tickers
+        :param str currency: base currency to fetch an option chain for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a list of `option chain structures <https://docs.ccxt.com/#/?id=option-chain-structure>`
+        """
+        self.load_markets()
+        currency = self.currency(code)
+        request = {
+            'category': 'option',
+            'baseCoin': currency['id'],
+        }
+        response = self.publicGetV5MarketTickers(self.extend(request, params))
+        #
+        #     {
+        #         "retCode": 0,
+        #         "retMsg": "SUCCESS",
+        #         "result": {
+        #             "category": "option",
+        #             "list": [
+        #                 {
+        #                     "symbol": "BTC-27DEC24-55000-P",
+        #                     "bid1Price": "0",
+        #                     "bid1Size": "0",
+        #                     "bid1Iv": "0",
+        #                     "ask1Price": "0",
+        #                     "ask1Size": "0",
+        #                     "ask1Iv": "0",
+        #                     "lastPrice": "10980",
+        #                     "highPrice24h": "0",
+        #                     "lowPrice24h": "0",
+        #                     "markPrice": "11814.66756236",
+        #                     "indexPrice": "63838.92",
+        #                     "markIv": "0.8866",
+        #                     "underlyingPrice": "71690.55303594",
+        #                     "openInterest": "0.01",
+        #                     "turnover24h": "0",
+        #                     "volume24h": "0",
+        #                     "totalVolume": "2",
+        #                     "totalTurnover": "78719",
+        #                     "delta": "-0.23284954",
+        #                     "gamma": "0.0000055",
+        #                     "vega": "191.70757975",
+        #                     "theta": "-30.43617927",
+        #                     "predictedDeliveryPrice": "0",
+        #                     "change24h": "0"
+        #                 },
+        #             ]
+        #         },
+        #         "retExtInfo": {},
+        #         "time": 1711162003672
+        #     }
+        #
+        result = self.safe_dict(response, 'result', {})
+        resultList = self.safe_list(result, 'list', [])
+        return self.parse_option_chain(resultList, None, 'symbol')
+
+    def parse_option(self, chain, currency: Currency = None, market: Market = None):
+        #
+        #     {
+        #         "symbol": "BTC-27DEC24-55000-P",
+        #         "bid1Price": "0",
+        #         "bid1Size": "0",
+        #         "bid1Iv": "0",
+        #         "ask1Price": "0",
+        #         "ask1Size": "0",
+        #         "ask1Iv": "0",
+        #         "lastPrice": "10980",
+        #         "highPrice24h": "0",
+        #         "lowPrice24h": "0",
+        #         "markPrice": "11814.66756236",
+        #         "indexPrice": "63838.92",
+        #         "markIv": "0.8866",
+        #         "underlyingPrice": "71690.55303594",
+        #         "openInterest": "0.01",
+        #         "turnover24h": "0",
+        #         "volume24h": "0",
+        #         "totalVolume": "2",
+        #         "totalTurnover": "78719",
+        #         "delta": "-0.23284954",
+        #         "gamma": "0.0000055",
+        #         "vega": "191.70757975",
+        #         "theta": "-30.43617927",
+        #         "predictedDeliveryPrice": "0",
+        #         "change24h": "0"
+        #     }
+        #
+        marketId = self.safe_string(chain, 'symbol')
+        market = self.safe_market(marketId, market)
+        return {
+            'info': chain,
+            'currency': None,
+            'symbol': market['symbol'],
+            'timestamp': None,
+            'datetime': None,
+            'impliedVolatility': self.safe_number(chain, 'markIv'),
+            'openInterest': self.safe_number(chain, 'openInterest'),
+            'bidPrice': self.safe_number(chain, 'bid1Price'),
+            'askPrice': self.safe_number(chain, 'ask1Price'),
+            'midPrice': None,
+            'markPrice': self.safe_number(chain, 'markPrice'),
+            'lastPrice': self.safe_number(chain, 'lastPrice'),
+            'underlyingPrice': self.safe_number(chain, 'underlyingPrice'),
+            'change': self.safe_number(chain, 'change24h'),
+            'percentage': None,
+            'baseVolume': self.safe_number(chain, 'totalVolume'),
+            'quoteVolume': None,
+        }
+
     def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
         url = self.implode_hostname(self.urls['api'][api]) + '/' + path
         if api == 'public':

ccxt/deribit.py

@@ -6,7 +6,7 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.deribit import ImplicitAPI
 import hashlib
-from ccxt.base.types import Account, Balances, Currency, Greeks, Int, Market, MarketInterface, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, TransferEntry
+from ccxt.base.types import Account, Balances, Currency, Greeks, Int, Market, MarketInterface, Num, Option, OptionChain, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, TransferEntry
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import PermissionDenied
@@ -83,6 +83,8 @@ class deribit(Exchange, ImplicitAPI):
                 'fetchMyTrades': True,
                 'fetchOHLCV': True,
                 'fetchOpenOrders': True,
+                'fetchOption': True,
+                'fetchOptionChain': True,
                 'fetchOrder': True,
                 'fetchOrderBook': True,
                 'fetchOrders': False,
@@ -3270,6 +3272,155 @@ class deribit(Exchange, ImplicitAPI):
             'info': greeks,
         }
 
+    def fetch_option(self, symbol: str, params={}) -> Option:
+        """
+        fetches option data that is commonly found in an option chain
+        :see: https://docs.deribit.com/#public-get_book_summary_by_instrument
+        :param str symbol: unified market symbol
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: an `option chain structure <https://docs.ccxt.com/#/?id=option-chain-structure>`
+        """
+        self.load_markets()
+        market = self.market(symbol)
+        request = {
+            'instrument_name': market['id'],
+        }
+        response = self.publicGetGetBookSummaryByInstrument(self.extend(request, params))
+        #
+        #     {
+        #         "jsonrpc": "2.0",
+        #         "result": [
+        #             {
+        #                 "mid_price": 0.04025,
+        #                 "volume_usd": 11045.12,
+        #                 "quote_currency": "BTC",
+        #                 "estimated_delivery_price": 65444.72,
+        #                 "creation_timestamp": 1711100949273,
+        #                 "base_currency": "BTC",
+        #                 "underlying_index": "BTC-27DEC24",
+        #                 "underlying_price": 73742.14,
+        #                 "volume": 4.0,
+        #                 "interest_rate": 0.0,
+        #                 "price_change": -6.9767,
+        #                 "open_interest": 274.2,
+        #                 "ask_price": 0.042,
+        #                 "bid_price": 0.0385,
+        #                 "instrument_name": "BTC-27DEC24-240000-C",
+        #                 "mark_price": 0.04007735,
+        #                 "last": 0.04,
+        #                 "low": 0.04,
+        #                 "high": 0.043
+        #             }
+        #         ],
+        #         "usIn": 1711100949273223,
+        #         "usOut": 1711100949273580,
+        #         "usDiff": 357,
+        #         "testnet": False
+        #     }
+        #
+        result = self.safe_list(response, 'result', [])
+        chain = self.safe_dict(result, 0, {})
+        return self.parse_option(chain, None, market)
+
+    def fetch_option_chain(self, code: str, params={}) -> OptionChain:
+        """
+        fetches data for an underlying asset that is commonly found in an option chain
+        :see: https://docs.deribit.com/#public-get_book_summary_by_currency
+        :param str currency: base currency to fetch an option chain for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a list of `option chain structures <https://docs.ccxt.com/#/?id=option-chain-structure>`
+        """
+        self.load_markets()
+        currency = self.currency(code)
+        request = {
+            'currency': currency['id'],
+            'kind': 'option',
+        }
+        response = self.publicGetGetBookSummaryByCurrency(self.extend(request, params))
+        #
+        #     {
+        #         "jsonrpc": "2.0",
+        #         "result": [
+        #             {
+        #                 "mid_price": 0.4075,
+        #                 "volume_usd": 2836.83,
+        #                 "quote_currency": "BTC",
+        #                 "estimated_delivery_price": 65479.26,
+        #                 "creation_timestamp": 1711101594477,
+        #                 "base_currency": "BTC",
+        #                 "underlying_index": "BTC-28JUN24",
+        #                 "underlying_price": 68827.27,
+        #                 "volume": 0.1,
+        #                 "interest_rate": 0.0,
+        #                 "price_change": 0.0,
+        #                 "open_interest": 364.1,
+        #                 "ask_price": 0.411,
+        #                 "bid_price": 0.404,
+        #                 "instrument_name": "BTC-28JUN24-42000-C",
+        #                 "mark_price": 0.40752052,
+        #                 "last": 0.423,
+        #                 "low": 0.423,
+        #                 "high": 0.423
+        #             }
+        #         ],
+        #         "usIn": 1711101594456388,
+        #         "usOut": 1711101594484065,
+        #         "usDiff": 27677,
+        #         "testnet": False
+        #     }
+        #
+        result = self.safe_list(response, 'result', [])
+        return self.parse_option_chain(result, 'base_currency', 'instrument_name')
+
+    def parse_option(self, chain, currency: Currency = None, market: Market = None):
+        #
+        #     {
+        #         "mid_price": 0.04025,
+        #         "volume_usd": 11045.12,
+        #         "quote_currency": "BTC",
+        #         "estimated_delivery_price": 65444.72,
+        #         "creation_timestamp": 1711100949273,
+        #         "base_currency": "BTC",
+        #         "underlying_index": "BTC-27DEC24",
+        #         "underlying_price": 73742.14,
+        #         "volume": 4.0,
+        #         "interest_rate": 0.0,
+        #         "price_change": -6.9767,
+        #         "open_interest": 274.2,
+        #         "ask_price": 0.042,
+        #         "bid_price": 0.0385,
+        #         "instrument_name": "BTC-27DEC24-240000-C",
+        #         "mark_price": 0.04007735,
+        #         "last": 0.04,
+        #         "low": 0.04,
+        #         "high": 0.043
+        #     }
+        #
+        marketId = self.safe_string(chain, 'instrument_name')
+        market = self.safe_market(marketId, market)
+        currencyId = self.safe_string(chain, 'base_currency')
+        code = self.safe_currency_code(currencyId, currency)
+        timestamp = self.safe_integer(chain, 'timestamp')
+        return {
+            'info': chain,
+            'currency': code['code'],
+            'symbol': market['symbol'],
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'impliedVolatility': None,
+            'openInterest': self.safe_number(chain, 'open_interest'),
+            'bidPrice': self.safe_number(chain, 'bid_price'),
+            'askPrice': self.safe_number(chain, 'ask_price'),
+            'midPrice': self.safe_number(chain, 'mid_price'),
+            'markPrice': self.safe_number(chain, 'mark_price'),
+            'lastPrice': self.safe_number(chain, 'last'),
+            'underlyingPrice': self.safe_number(chain, 'underlying_price'),
+            'change': None,
+            'percentage': self.safe_number(chain, 'price_change'),
+            'baseVolume': self.safe_number(chain, 'volume'),
+            'quoteVolume': self.safe_number(chain, 'volume_usd'),
+        }
+
     def nonce(self):
         return self.milliseconds()