ccxt 4.2.80__py2.py3-none-any.whl → 4.2.81__py2.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.
Potentially problematic release.
This version of ccxt might be problematic. Click here for more details.
- ccxt/__init__.py +1 -1
- ccxt/async_support/__init__.py +1 -1
- ccxt/async_support/base/exchange.py +1 -1
- ccxt/async_support/binance.py +89 -1
- ccxt/async_support/bybit.py +174 -1
- ccxt/async_support/gate.py +183 -1
- ccxt/async_support/okx.py +17 -34
- ccxt/base/exchange.py +1 -1
- ccxt/binance.py +89 -1
- ccxt/bybit.py +174 -1
- ccxt/gate.py +183 -1
- ccxt/okx.py +17 -34
- ccxt/pro/__init__.py +1 -1
- {ccxt-4.2.80.dist-info → ccxt-4.2.81.dist-info}/METADATA +4 -4
- {ccxt-4.2.80.dist-info → ccxt-4.2.81.dist-info}/RECORD +17 -17
- {ccxt-4.2.80.dist-info → ccxt-4.2.81.dist-info}/WHEEL +0 -0
- {ccxt-4.2.80.dist-info → ccxt-4.2.81.dist-info}/top_level.txt +0 -0
ccxt/__init__.py
CHANGED
ccxt/async_support/__init__.py
CHANGED
ccxt/async_support/binance.py
CHANGED
|
@@ -8,7 +8,7 @@ from ccxt.abstract.binance import ImplicitAPI
|
|
|
8
8
|
import asyncio
|
|
9
9
|
import hashlib
|
|
10
10
|
import json
|
|
11
|
-
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
|
|
11
|
+
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
|
|
12
12
|
from typing import List
|
|
13
13
|
from ccxt.base.errors import ExchangeError
|
|
14
14
|
from ccxt.base.errors import PermissionDenied
|
|
@@ -134,6 +134,8 @@ class binance(Exchange, ImplicitAPI):
|
|
|
134
134
|
'fetchOpenInterestHistory': True,
|
|
135
135
|
'fetchOpenOrder': True,
|
|
136
136
|
'fetchOpenOrders': True,
|
|
137
|
+
'fetchOption': True,
|
|
138
|
+
'fetchOptionChain': False,
|
|
137
139
|
'fetchOrder': True,
|
|
138
140
|
'fetchOrderBook': True,
|
|
139
141
|
'fetchOrderBooks': False,
|
|
@@ -11411,3 +11413,89 @@ class binance(Exchange, ImplicitAPI):
|
|
|
11411
11413
|
'symbol': market['symbol'],
|
|
11412
11414
|
'marginMode': 'isolated' if isIsolated else 'cross',
|
|
11413
11415
|
}
|
|
11416
|
+
|
|
11417
|
+
async def fetch_option(self, symbol: str, params={}) -> Option:
|
|
11418
|
+
"""
|
|
11419
|
+
fetches option data that is commonly found in an option chain
|
|
11420
|
+
:see: https://binance-docs.github.io/apidocs/voptions/en/#24hr-ticker-price-change-statistics
|
|
11421
|
+
:param str symbol: unified market symbol
|
|
11422
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
11423
|
+
:returns dict: an `option chain structure <https://docs.ccxt.com/#/?id=option-chain-structure>`
|
|
11424
|
+
"""
|
|
11425
|
+
await self.load_markets()
|
|
11426
|
+
market = self.market(symbol)
|
|
11427
|
+
request = {
|
|
11428
|
+
'symbol': market['id'],
|
|
11429
|
+
}
|
|
11430
|
+
response = await self.eapiPublicGetTicker(self.extend(request, params))
|
|
11431
|
+
#
|
|
11432
|
+
# [
|
|
11433
|
+
# {
|
|
11434
|
+
# "symbol": "BTC-241227-80000-C",
|
|
11435
|
+
# "priceChange": "0",
|
|
11436
|
+
# "priceChangePercent": "0",
|
|
11437
|
+
# "lastPrice": "2750",
|
|
11438
|
+
# "lastQty": "0",
|
|
11439
|
+
# "open": "2750",
|
|
11440
|
+
# "high": "2750",
|
|
11441
|
+
# "low": "2750",
|
|
11442
|
+
# "volume": "0",
|
|
11443
|
+
# "amount": "0",
|
|
11444
|
+
# "bidPrice": "4880",
|
|
11445
|
+
# "askPrice": "0",
|
|
11446
|
+
# "openTime": 0,
|
|
11447
|
+
# "closeTime": 0,
|
|
11448
|
+
# "firstTradeId": 0,
|
|
11449
|
+
# "tradeCount": 0,
|
|
11450
|
+
# "strikePrice": "80000",
|
|
11451
|
+
# "exercisePrice": "63944.09893617"
|
|
11452
|
+
# }
|
|
11453
|
+
# ]
|
|
11454
|
+
#
|
|
11455
|
+
chain = self.safe_dict(response, 0, {})
|
|
11456
|
+
return self.parse_option(chain, None, market)
|
|
11457
|
+
|
|
11458
|
+
def parse_option(self, chain, currency: Currency = None, market: Market = None):
|
|
11459
|
+
#
|
|
11460
|
+
# {
|
|
11461
|
+
# "symbol": "BTC-241227-80000-C",
|
|
11462
|
+
# "priceChange": "0",
|
|
11463
|
+
# "priceChangePercent": "0",
|
|
11464
|
+
# "lastPrice": "2750",
|
|
11465
|
+
# "lastQty": "0",
|
|
11466
|
+
# "open": "2750",
|
|
11467
|
+
# "high": "2750",
|
|
11468
|
+
# "low": "2750",
|
|
11469
|
+
# "volume": "0",
|
|
11470
|
+
# "amount": "0",
|
|
11471
|
+
# "bidPrice": "4880",
|
|
11472
|
+
# "askPrice": "0",
|
|
11473
|
+
# "openTime": 0,
|
|
11474
|
+
# "closeTime": 0,
|
|
11475
|
+
# "firstTradeId": 0,
|
|
11476
|
+
# "tradeCount": 0,
|
|
11477
|
+
# "strikePrice": "80000",
|
|
11478
|
+
# "exercisePrice": "63944.09893617"
|
|
11479
|
+
# }
|
|
11480
|
+
#
|
|
11481
|
+
marketId = self.safe_string(chain, 'symbol')
|
|
11482
|
+
market = self.safe_market(marketId, market)
|
|
11483
|
+
return {
|
|
11484
|
+
'info': chain,
|
|
11485
|
+
'currency': None,
|
|
11486
|
+
'symbol': market['symbol'],
|
|
11487
|
+
'timestamp': None,
|
|
11488
|
+
'datetime': None,
|
|
11489
|
+
'impliedVolatility': None,
|
|
11490
|
+
'openInterest': None,
|
|
11491
|
+
'bidPrice': self.safe_number(chain, 'bidPrice'),
|
|
11492
|
+
'askPrice': self.safe_number(chain, 'askPrice'),
|
|
11493
|
+
'midPrice': None,
|
|
11494
|
+
'markPrice': None,
|
|
11495
|
+
'lastPrice': self.safe_number(chain, 'lastPrice'),
|
|
11496
|
+
'underlyingPrice': self.safe_number(chain, 'exercisePrice'),
|
|
11497
|
+
'change': self.safe_number(chain, 'priceChange'),
|
|
11498
|
+
'percentage': self.safe_number(chain, 'priceChangePercent'),
|
|
11499
|
+
'baseVolume': self.safe_number(chain, 'volume'),
|
|
11500
|
+
'quoteVolume': None,
|
|
11501
|
+
}
|
ccxt/async_support/bybit.py
CHANGED
|
@@ -7,7 +7,7 @@ from ccxt.async_support.base.exchange import Exchange
|
|
|
7
7
|
from ccxt.abstract.bybit import ImplicitAPI
|
|
8
8
|
import asyncio
|
|
9
9
|
import hashlib
|
|
10
|
-
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
|
|
10
|
+
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
|
|
11
11
|
from typing import List
|
|
12
12
|
from ccxt.base.errors import ExchangeError
|
|
13
13
|
from ccxt.base.errors import PermissionDenied
|
|
@@ -107,6 +107,8 @@ class bybit(Exchange, ImplicitAPI):
|
|
|
107
107
|
'fetchOpenInterestHistory': True,
|
|
108
108
|
'fetchOpenOrder': True,
|
|
109
109
|
'fetchOpenOrders': True,
|
|
110
|
+
'fetchOption': True,
|
|
111
|
+
'fetchOptionChain': True,
|
|
110
112
|
'fetchOrder': False,
|
|
111
113
|
'fetchOrderBook': True,
|
|
112
114
|
'fetchOrders': False,
|
|
@@ -7632,6 +7634,177 @@ class bybit(Exchange, ImplicitAPI):
|
|
|
7632
7634
|
'rate': self.safe_number(income, 'feeRate'),
|
|
7633
7635
|
}
|
|
7634
7636
|
|
|
7637
|
+
async def fetch_option(self, symbol: str, params={}) -> Option:
|
|
7638
|
+
"""
|
|
7639
|
+
fetches option data that is commonly found in an option chain
|
|
7640
|
+
:see: https://bybit-exchange.github.io/docs/v5/market/tickers
|
|
7641
|
+
:param str symbol: unified market symbol
|
|
7642
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
7643
|
+
:returns dict: an `option chain structure <https://docs.ccxt.com/#/?id=option-chain-structure>`
|
|
7644
|
+
"""
|
|
7645
|
+
await self.load_markets()
|
|
7646
|
+
market = self.market(symbol)
|
|
7647
|
+
request = {
|
|
7648
|
+
'category': 'option',
|
|
7649
|
+
'symbol': market['id'],
|
|
7650
|
+
}
|
|
7651
|
+
response = await self.publicGetV5MarketTickers(self.extend(request, params))
|
|
7652
|
+
#
|
|
7653
|
+
# {
|
|
7654
|
+
# "retCode": 0,
|
|
7655
|
+
# "retMsg": "SUCCESS",
|
|
7656
|
+
# "result": {
|
|
7657
|
+
# "category": "option",
|
|
7658
|
+
# "list": [
|
|
7659
|
+
# {
|
|
7660
|
+
# "symbol": "BTC-27DEC24-55000-P",
|
|
7661
|
+
# "bid1Price": "0",
|
|
7662
|
+
# "bid1Size": "0",
|
|
7663
|
+
# "bid1Iv": "0",
|
|
7664
|
+
# "ask1Price": "0",
|
|
7665
|
+
# "ask1Size": "0",
|
|
7666
|
+
# "ask1Iv": "0",
|
|
7667
|
+
# "lastPrice": "10980",
|
|
7668
|
+
# "highPrice24h": "0",
|
|
7669
|
+
# "lowPrice24h": "0",
|
|
7670
|
+
# "markPrice": "11814.66756236",
|
|
7671
|
+
# "indexPrice": "63838.92",
|
|
7672
|
+
# "markIv": "0.8866",
|
|
7673
|
+
# "underlyingPrice": "71690.55303594",
|
|
7674
|
+
# "openInterest": "0.01",
|
|
7675
|
+
# "turnover24h": "0",
|
|
7676
|
+
# "volume24h": "0",
|
|
7677
|
+
# "totalVolume": "2",
|
|
7678
|
+
# "totalTurnover": "78719",
|
|
7679
|
+
# "delta": "-0.23284954",
|
|
7680
|
+
# "gamma": "0.0000055",
|
|
7681
|
+
# "vega": "191.70757975",
|
|
7682
|
+
# "theta": "-30.43617927",
|
|
7683
|
+
# "predictedDeliveryPrice": "0",
|
|
7684
|
+
# "change24h": "0"
|
|
7685
|
+
# }
|
|
7686
|
+
# ]
|
|
7687
|
+
# },
|
|
7688
|
+
# "retExtInfo": {},
|
|
7689
|
+
# "time": 1711162003672
|
|
7690
|
+
# }
|
|
7691
|
+
#
|
|
7692
|
+
result = self.safe_dict(response, 'result', {})
|
|
7693
|
+
resultList = self.safe_list(result, 'list', [])
|
|
7694
|
+
chain = self.safe_dict(resultList, 0, {})
|
|
7695
|
+
return self.parse_option(chain, None, market)
|
|
7696
|
+
|
|
7697
|
+
async def fetch_option_chain(self, code: str, params={}) -> OptionChain:
|
|
7698
|
+
"""
|
|
7699
|
+
fetches data for an underlying asset that is commonly found in an option chain
|
|
7700
|
+
:see: https://bybit-exchange.github.io/docs/v5/market/tickers
|
|
7701
|
+
:param str currency: base currency to fetch an option chain for
|
|
7702
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
7703
|
+
:returns dict: a list of `option chain structures <https://docs.ccxt.com/#/?id=option-chain-structure>`
|
|
7704
|
+
"""
|
|
7705
|
+
await self.load_markets()
|
|
7706
|
+
currency = self.currency(code)
|
|
7707
|
+
request = {
|
|
7708
|
+
'category': 'option',
|
|
7709
|
+
'baseCoin': currency['id'],
|
|
7710
|
+
}
|
|
7711
|
+
response = await self.publicGetV5MarketTickers(self.extend(request, params))
|
|
7712
|
+
#
|
|
7713
|
+
# {
|
|
7714
|
+
# "retCode": 0,
|
|
7715
|
+
# "retMsg": "SUCCESS",
|
|
7716
|
+
# "result": {
|
|
7717
|
+
# "category": "option",
|
|
7718
|
+
# "list": [
|
|
7719
|
+
# {
|
|
7720
|
+
# "symbol": "BTC-27DEC24-55000-P",
|
|
7721
|
+
# "bid1Price": "0",
|
|
7722
|
+
# "bid1Size": "0",
|
|
7723
|
+
# "bid1Iv": "0",
|
|
7724
|
+
# "ask1Price": "0",
|
|
7725
|
+
# "ask1Size": "0",
|
|
7726
|
+
# "ask1Iv": "0",
|
|
7727
|
+
# "lastPrice": "10980",
|
|
7728
|
+
# "highPrice24h": "0",
|
|
7729
|
+
# "lowPrice24h": "0",
|
|
7730
|
+
# "markPrice": "11814.66756236",
|
|
7731
|
+
# "indexPrice": "63838.92",
|
|
7732
|
+
# "markIv": "0.8866",
|
|
7733
|
+
# "underlyingPrice": "71690.55303594",
|
|
7734
|
+
# "openInterest": "0.01",
|
|
7735
|
+
# "turnover24h": "0",
|
|
7736
|
+
# "volume24h": "0",
|
|
7737
|
+
# "totalVolume": "2",
|
|
7738
|
+
# "totalTurnover": "78719",
|
|
7739
|
+
# "delta": "-0.23284954",
|
|
7740
|
+
# "gamma": "0.0000055",
|
|
7741
|
+
# "vega": "191.70757975",
|
|
7742
|
+
# "theta": "-30.43617927",
|
|
7743
|
+
# "predictedDeliveryPrice": "0",
|
|
7744
|
+
# "change24h": "0"
|
|
7745
|
+
# },
|
|
7746
|
+
# ]
|
|
7747
|
+
# },
|
|
7748
|
+
# "retExtInfo": {},
|
|
7749
|
+
# "time": 1711162003672
|
|
7750
|
+
# }
|
|
7751
|
+
#
|
|
7752
|
+
result = self.safe_dict(response, 'result', {})
|
|
7753
|
+
resultList = self.safe_list(result, 'list', [])
|
|
7754
|
+
return self.parse_option_chain(resultList, None, 'symbol')
|
|
7755
|
+
|
|
7756
|
+
def parse_option(self, chain, currency: Currency = None, market: Market = None):
|
|
7757
|
+
#
|
|
7758
|
+
# {
|
|
7759
|
+
# "symbol": "BTC-27DEC24-55000-P",
|
|
7760
|
+
# "bid1Price": "0",
|
|
7761
|
+
# "bid1Size": "0",
|
|
7762
|
+
# "bid1Iv": "0",
|
|
7763
|
+
# "ask1Price": "0",
|
|
7764
|
+
# "ask1Size": "0",
|
|
7765
|
+
# "ask1Iv": "0",
|
|
7766
|
+
# "lastPrice": "10980",
|
|
7767
|
+
# "highPrice24h": "0",
|
|
7768
|
+
# "lowPrice24h": "0",
|
|
7769
|
+
# "markPrice": "11814.66756236",
|
|
7770
|
+
# "indexPrice": "63838.92",
|
|
7771
|
+
# "markIv": "0.8866",
|
|
7772
|
+
# "underlyingPrice": "71690.55303594",
|
|
7773
|
+
# "openInterest": "0.01",
|
|
7774
|
+
# "turnover24h": "0",
|
|
7775
|
+
# "volume24h": "0",
|
|
7776
|
+
# "totalVolume": "2",
|
|
7777
|
+
# "totalTurnover": "78719",
|
|
7778
|
+
# "delta": "-0.23284954",
|
|
7779
|
+
# "gamma": "0.0000055",
|
|
7780
|
+
# "vega": "191.70757975",
|
|
7781
|
+
# "theta": "-30.43617927",
|
|
7782
|
+
# "predictedDeliveryPrice": "0",
|
|
7783
|
+
# "change24h": "0"
|
|
7784
|
+
# }
|
|
7785
|
+
#
|
|
7786
|
+
marketId = self.safe_string(chain, 'symbol')
|
|
7787
|
+
market = self.safe_market(marketId, market)
|
|
7788
|
+
return {
|
|
7789
|
+
'info': chain,
|
|
7790
|
+
'currency': None,
|
|
7791
|
+
'symbol': market['symbol'],
|
|
7792
|
+
'timestamp': None,
|
|
7793
|
+
'datetime': None,
|
|
7794
|
+
'impliedVolatility': self.safe_number(chain, 'markIv'),
|
|
7795
|
+
'openInterest': self.safe_number(chain, 'openInterest'),
|
|
7796
|
+
'bidPrice': self.safe_number(chain, 'bid1Price'),
|
|
7797
|
+
'askPrice': self.safe_number(chain, 'ask1Price'),
|
|
7798
|
+
'midPrice': None,
|
|
7799
|
+
'markPrice': self.safe_number(chain, 'markPrice'),
|
|
7800
|
+
'lastPrice': self.safe_number(chain, 'lastPrice'),
|
|
7801
|
+
'underlyingPrice': self.safe_number(chain, 'underlyingPrice'),
|
|
7802
|
+
'change': self.safe_number(chain, 'change24h'),
|
|
7803
|
+
'percentage': None,
|
|
7804
|
+
'baseVolume': self.safe_number(chain, 'totalVolume'),
|
|
7805
|
+
'quoteVolume': None,
|
|
7806
|
+
}
|
|
7807
|
+
|
|
7635
7808
|
def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
|
|
7636
7809
|
url = self.implode_hostname(self.urls['api'][api]) + '/' + path
|
|
7637
7810
|
if api == 'public':
|
ccxt/async_support/gate.py
CHANGED
|
@@ -7,7 +7,7 @@ from ccxt.async_support.base.exchange import Exchange
|
|
|
7
7
|
from ccxt.abstract.gate import ImplicitAPI
|
|
8
8
|
import asyncio
|
|
9
9
|
import hashlib
|
|
10
|
-
from ccxt.base.types import Balances, Currency, FundingHistory, Greeks, Int, Leverage, Leverages, Market, MarketInterface, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, TransferEntry
|
|
10
|
+
from ccxt.base.types import Balances, Currency, FundingHistory, Greeks, Int, Leverage, Leverages, Market, MarketInterface, Num, Option, OptionChain, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, TransferEntry
|
|
11
11
|
from typing import List
|
|
12
12
|
from ccxt.base.errors import ExchangeError
|
|
13
13
|
from ccxt.base.errors import PermissionDenied
|
|
@@ -151,6 +151,8 @@ class gate(Exchange, ImplicitAPI):
|
|
|
151
151
|
'fetchOpenInterest': False,
|
|
152
152
|
'fetchOpenInterestHistory': True,
|
|
153
153
|
'fetchOpenOrders': True,
|
|
154
|
+
'fetchOption': True,
|
|
155
|
+
'fetchOptionChain': True,
|
|
154
156
|
'fetchOrder': True,
|
|
155
157
|
'fetchOrderBook': True,
|
|
156
158
|
'fetchPosition': True,
|
|
@@ -6688,6 +6690,186 @@ class gate(Exchange, ImplicitAPI):
|
|
|
6688
6690
|
'shortLeverage': leverageValue,
|
|
6689
6691
|
}
|
|
6690
6692
|
|
|
6693
|
+
async def fetch_option(self, symbol: str, params={}) -> Option:
|
|
6694
|
+
"""
|
|
6695
|
+
fetches option data that is commonly found in an option chain
|
|
6696
|
+
:see: https://www.gate.io/docs/developers/apiv4/en/#query-specified-contract-detail
|
|
6697
|
+
:param str symbol: unified market symbol
|
|
6698
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
6699
|
+
:returns dict: an `option chain structure <https://docs.ccxt.com/#/?id=option-chain-structure>`
|
|
6700
|
+
"""
|
|
6701
|
+
await self.load_markets()
|
|
6702
|
+
market = self.market(symbol)
|
|
6703
|
+
request = {
|
|
6704
|
+
'contract': market['id'],
|
|
6705
|
+
}
|
|
6706
|
+
response = await self.publicOptionsGetContractsContract(self.extend(request, params))
|
|
6707
|
+
#
|
|
6708
|
+
# {
|
|
6709
|
+
# "is_active": True,
|
|
6710
|
+
# "mark_price_round": "0.01",
|
|
6711
|
+
# "settle_fee_rate": "0.00015",
|
|
6712
|
+
# "bid1_size": 30,
|
|
6713
|
+
# "taker_fee_rate": "0.0003",
|
|
6714
|
+
# "price_limit_fee_rate": "0.1",
|
|
6715
|
+
# "order_price_round": "0.1",
|
|
6716
|
+
# "tag": "month",
|
|
6717
|
+
# "ref_rebate_rate": "0",
|
|
6718
|
+
# "name": "ETH_USDT-20240628-4500-C",
|
|
6719
|
+
# "strike_price": "4500",
|
|
6720
|
+
# "ask1_price": "280.5",
|
|
6721
|
+
# "ref_discount_rate": "0",
|
|
6722
|
+
# "order_price_deviate": "0.2",
|
|
6723
|
+
# "ask1_size": -19,
|
|
6724
|
+
# "mark_price_down": "155.45",
|
|
6725
|
+
# "orderbook_id": 11724695,
|
|
6726
|
+
# "is_call": True,
|
|
6727
|
+
# "last_price": "188.7",
|
|
6728
|
+
# "mark_price": "274.26",
|
|
6729
|
+
# "underlying": "ETH_USDT",
|
|
6730
|
+
# "create_time": 1688024882,
|
|
6731
|
+
# "settle_limit_fee_rate": "0.1",
|
|
6732
|
+
# "orders_limit": 10,
|
|
6733
|
+
# "mark_price_up": "403.83",
|
|
6734
|
+
# "position_size": 80,
|
|
6735
|
+
# "order_size_max": 10000,
|
|
6736
|
+
# "position_limit": 100000,
|
|
6737
|
+
# "multiplier": "0.01",
|
|
6738
|
+
# "order_size_min": 1,
|
|
6739
|
+
# "trade_size": 229,
|
|
6740
|
+
# "underlying_price": "3326.6",
|
|
6741
|
+
# "maker_fee_rate": "0.0003",
|
|
6742
|
+
# "expiration_time": 1719561600,
|
|
6743
|
+
# "trade_id": 15,
|
|
6744
|
+
# "bid1_price": "269.3"
|
|
6745
|
+
# }
|
|
6746
|
+
#
|
|
6747
|
+
return self.parse_option(response, None, market)
|
|
6748
|
+
|
|
6749
|
+
async def fetch_option_chain(self, code: str, params={}) -> OptionChain:
|
|
6750
|
+
"""
|
|
6751
|
+
fetches data for an underlying asset that is commonly found in an option chain
|
|
6752
|
+
:see: https://www.gate.io/docs/developers/apiv4/en/#list-all-the-contracts-with-specified-underlying-and-expiration-time
|
|
6753
|
+
:param str currency: base currency to fetch an option chain for
|
|
6754
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
6755
|
+
:param str [params.underlying]: the underlying asset, can be obtained from fetchUnderlyingAssets()
|
|
6756
|
+
:param int [params.expiration]: unix timestamp of the expiration time
|
|
6757
|
+
:returns dict: a list of `option chain structures <https://docs.ccxt.com/#/?id=option-chain-structure>`
|
|
6758
|
+
"""
|
|
6759
|
+
await self.load_markets()
|
|
6760
|
+
currency = self.currency(code)
|
|
6761
|
+
request = {
|
|
6762
|
+
'underlying': currency['code'] + '_USDT',
|
|
6763
|
+
}
|
|
6764
|
+
response = await self.publicOptionsGetContracts(self.extend(request, params))
|
|
6765
|
+
#
|
|
6766
|
+
# [
|
|
6767
|
+
# {
|
|
6768
|
+
# "is_active": True,
|
|
6769
|
+
# "mark_price_round": "0.1",
|
|
6770
|
+
# "settle_fee_rate": "0.00015",
|
|
6771
|
+
# "bid1_size": 434,
|
|
6772
|
+
# "taker_fee_rate": "0.0003",
|
|
6773
|
+
# "price_limit_fee_rate": "0.1",
|
|
6774
|
+
# "order_price_round": "1",
|
|
6775
|
+
# "tag": "day",
|
|
6776
|
+
# "ref_rebate_rate": "0",
|
|
6777
|
+
# "name": "BTC_USDT-20240324-63500-P",
|
|
6778
|
+
# "strike_price": "63500",
|
|
6779
|
+
# "ask1_price": "387",
|
|
6780
|
+
# "ref_discount_rate": "0",
|
|
6781
|
+
# "order_price_deviate": "0.15",
|
|
6782
|
+
# "ask1_size": -454,
|
|
6783
|
+
# "mark_price_down": "124.3",
|
|
6784
|
+
# "orderbook_id": 29600,
|
|
6785
|
+
# "is_call": False,
|
|
6786
|
+
# "last_price": "0",
|
|
6787
|
+
# "mark_price": "366.6",
|
|
6788
|
+
# "underlying": "BTC_USDT",
|
|
6789
|
+
# "create_time": 1711118829,
|
|
6790
|
+
# "settle_limit_fee_rate": "0.1",
|
|
6791
|
+
# "orders_limit": 10,
|
|
6792
|
+
# "mark_price_up": "630",
|
|
6793
|
+
# "position_size": 0,
|
|
6794
|
+
# "order_size_max": 10000,
|
|
6795
|
+
# "position_limit": 10000,
|
|
6796
|
+
# "multiplier": "0.01",
|
|
6797
|
+
# "order_size_min": 1,
|
|
6798
|
+
# "trade_size": 0,
|
|
6799
|
+
# "underlying_price": "64084.65",
|
|
6800
|
+
# "maker_fee_rate": "0.0003",
|
|
6801
|
+
# "expiration_time": 1711267200,
|
|
6802
|
+
# "trade_id": 0,
|
|
6803
|
+
# "bid1_price": "307"
|
|
6804
|
+
# },
|
|
6805
|
+
# ]
|
|
6806
|
+
#
|
|
6807
|
+
return self.parse_option_chain(response, None, 'name')
|
|
6808
|
+
|
|
6809
|
+
def parse_option(self, chain, currency: Currency = None, market: Market = None):
|
|
6810
|
+
#
|
|
6811
|
+
# {
|
|
6812
|
+
# "is_active": True,
|
|
6813
|
+
# "mark_price_round": "0.1",
|
|
6814
|
+
# "settle_fee_rate": "0.00015",
|
|
6815
|
+
# "bid1_size": 434,
|
|
6816
|
+
# "taker_fee_rate": "0.0003",
|
|
6817
|
+
# "price_limit_fee_rate": "0.1",
|
|
6818
|
+
# "order_price_round": "1",
|
|
6819
|
+
# "tag": "day",
|
|
6820
|
+
# "ref_rebate_rate": "0",
|
|
6821
|
+
# "name": "BTC_USDT-20240324-63500-P",
|
|
6822
|
+
# "strike_price": "63500",
|
|
6823
|
+
# "ask1_price": "387",
|
|
6824
|
+
# "ref_discount_rate": "0",
|
|
6825
|
+
# "order_price_deviate": "0.15",
|
|
6826
|
+
# "ask1_size": -454,
|
|
6827
|
+
# "mark_price_down": "124.3",
|
|
6828
|
+
# "orderbook_id": 29600,
|
|
6829
|
+
# "is_call": False,
|
|
6830
|
+
# "last_price": "0",
|
|
6831
|
+
# "mark_price": "366.6",
|
|
6832
|
+
# "underlying": "BTC_USDT",
|
|
6833
|
+
# "create_time": 1711118829,
|
|
6834
|
+
# "settle_limit_fee_rate": "0.1",
|
|
6835
|
+
# "orders_limit": 10,
|
|
6836
|
+
# "mark_price_up": "630",
|
|
6837
|
+
# "position_size": 0,
|
|
6838
|
+
# "order_size_max": 10000,
|
|
6839
|
+
# "position_limit": 10000,
|
|
6840
|
+
# "multiplier": "0.01",
|
|
6841
|
+
# "order_size_min": 1,
|
|
6842
|
+
# "trade_size": 0,
|
|
6843
|
+
# "underlying_price": "64084.65",
|
|
6844
|
+
# "maker_fee_rate": "0.0003",
|
|
6845
|
+
# "expiration_time": 1711267200,
|
|
6846
|
+
# "trade_id": 0,
|
|
6847
|
+
# "bid1_price": "307"
|
|
6848
|
+
# }
|
|
6849
|
+
#
|
|
6850
|
+
marketId = self.safe_string(chain, 'name')
|
|
6851
|
+
market = self.safe_market(marketId, market)
|
|
6852
|
+
timestamp = self.safe_timestamp(chain, 'create_time')
|
|
6853
|
+
return {
|
|
6854
|
+
'info': chain,
|
|
6855
|
+
'currency': None,
|
|
6856
|
+
'symbol': market['symbol'],
|
|
6857
|
+
'timestamp': timestamp,
|
|
6858
|
+
'datetime': self.iso8601(timestamp),
|
|
6859
|
+
'impliedVolatility': None,
|
|
6860
|
+
'openInterest': None,
|
|
6861
|
+
'bidPrice': self.safe_number(chain, 'bid1_price'),
|
|
6862
|
+
'askPrice': self.safe_number(chain, 'ask1_price'),
|
|
6863
|
+
'midPrice': None,
|
|
6864
|
+
'markPrice': self.safe_number(chain, 'mark_price'),
|
|
6865
|
+
'lastPrice': self.safe_number(chain, 'last_price'),
|
|
6866
|
+
'underlyingPrice': self.safe_number(chain, 'underlying_price'),
|
|
6867
|
+
'change': None,
|
|
6868
|
+
'percentage': None,
|
|
6869
|
+
'baseVolume': None,
|
|
6870
|
+
'quoteVolume': None,
|
|
6871
|
+
}
|
|
6872
|
+
|
|
6691
6873
|
def handle_errors(self, code, reason, url, method, headers, body, response, requestHeaders, requestBody):
|
|
6692
6874
|
if response is None:
|
|
6693
6875
|
return None
|
ccxt/async_support/okx.py
CHANGED
|
@@ -1834,16 +1834,27 @@ class okx(Exchange, ImplicitAPI):
|
|
|
1834
1834
|
first = self.safe_value(data, 0, {})
|
|
1835
1835
|
return self.parse_ticker(first, market)
|
|
1836
1836
|
|
|
1837
|
-
async def
|
|
1837
|
+
async def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
|
|
1838
|
+
"""
|
|
1839
|
+
fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
|
|
1840
|
+
:see: https://www.okx.com/docs-v5/en/#order-book-trading-market-data-get-tickers
|
|
1841
|
+
:param str[] [symbols]: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
|
|
1842
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
1843
|
+
:returns dict: a dictionary of `ticker structures <https://docs.ccxt.com/#/?id=ticker-structure>`
|
|
1844
|
+
"""
|
|
1838
1845
|
await self.load_markets()
|
|
1846
|
+
symbols = self.market_symbols(symbols)
|
|
1847
|
+
market = self.get_market_from_symbols(symbols)
|
|
1848
|
+
marketType = None
|
|
1849
|
+
marketType, params = self.handle_market_type_and_params('fetchTickers', market, params)
|
|
1839
1850
|
request = {
|
|
1840
|
-
'instType': self.convert_to_instrument_type(
|
|
1851
|
+
'instType': self.convert_to_instrument_type(marketType),
|
|
1841
1852
|
}
|
|
1842
|
-
if
|
|
1853
|
+
if marketType == 'option':
|
|
1843
1854
|
defaultUnderlying = self.safe_value(self.options, 'defaultUnderlying', 'BTC-USD')
|
|
1844
1855
|
currencyId = self.safe_string_2(params, 'uly', 'marketId', defaultUnderlying)
|
|
1845
1856
|
if currencyId is None:
|
|
1846
|
-
raise ArgumentsRequired(self.id + '
|
|
1857
|
+
raise ArgumentsRequired(self.id + ' fetchTickers() requires an underlying uly or marketId parameter for options markets')
|
|
1847
1858
|
else:
|
|
1848
1859
|
request['uly'] = currencyId
|
|
1849
1860
|
response = await self.publicGetMarketTickers(self.extend(request, params))
|
|
@@ -1873,26 +1884,9 @@ class okx(Exchange, ImplicitAPI):
|
|
|
1873
1884
|
# ]
|
|
1874
1885
|
# }
|
|
1875
1886
|
#
|
|
1876
|
-
tickers = self.
|
|
1887
|
+
tickers = self.safe_list(response, 'data', [])
|
|
1877
1888
|
return self.parse_tickers(tickers, symbols)
|
|
1878
1889
|
|
|
1879
|
-
async def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
|
|
1880
|
-
"""
|
|
1881
|
-
fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
|
|
1882
|
-
:see: https://www.okx.com/docs-v5/en/#order-book-trading-market-data-get-tickers
|
|
1883
|
-
:param str[]|None symbols: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
|
|
1884
|
-
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
1885
|
-
:returns dict: a dictionary of `ticker structures <https://docs.ccxt.com/#/?id=ticker-structure>`
|
|
1886
|
-
"""
|
|
1887
|
-
await self.load_markets()
|
|
1888
|
-
symbols = self.market_symbols(symbols)
|
|
1889
|
-
first = self.safe_string(symbols, 0)
|
|
1890
|
-
market = None
|
|
1891
|
-
if first is not None:
|
|
1892
|
-
market = self.market(first)
|
|
1893
|
-
type, query = self.handle_market_type_and_params('fetchTickers', market, params)
|
|
1894
|
-
return await self.fetch_tickers_by_type(type, symbols, query)
|
|
1895
|
-
|
|
1896
1890
|
def parse_trade(self, trade, market: Market = None) -> Trade:
|
|
1897
1891
|
#
|
|
1898
1892
|
# public fetchTrades
|
|
@@ -4439,18 +4433,7 @@ class okx(Exchange, ImplicitAPI):
|
|
|
4439
4433
|
if fee is None:
|
|
4440
4434
|
raise ArgumentsRequired(self.id + ' withdraw() requires a "fee" string parameter, network transaction fee must be ≥ 0. Withdrawals to OKCoin or OKX are fee-free, please set "0". Withdrawing to external digital asset address requires network transaction fee.')
|
|
4441
4435
|
request['fee'] = self.number_to_string(fee) # withdrawals to OKCoin or OKX are fee-free, please set 0
|
|
4442
|
-
|
|
4443
|
-
request['pwd'] = params['password']
|
|
4444
|
-
elif 'pwd' in params:
|
|
4445
|
-
request['pwd'] = params['pwd']
|
|
4446
|
-
else:
|
|
4447
|
-
options = self.safe_value(self.options, 'withdraw', {})
|
|
4448
|
-
password = self.safe_string_2(options, 'password', 'pwd')
|
|
4449
|
-
if password is not None:
|
|
4450
|
-
request['pwd'] = password
|
|
4451
|
-
query = self.omit(params, ['fee', 'password', 'pwd'])
|
|
4452
|
-
if not ('pwd' in request):
|
|
4453
|
-
raise ExchangeError(self.id + ' withdraw() requires a password parameter or a pwd parameter, it must be the funding password, not the API passphrase')
|
|
4436
|
+
query = self.omit(params, ['fee'])
|
|
4454
4437
|
response = await self.privatePostAssetWithdrawal(self.extend(request, query))
|
|
4455
4438
|
#
|
|
4456
4439
|
# {
|