ccxt 4.2.80__py2.py3-none-any.whl → 4.2.82__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.
ccxt/bybit.py CHANGED
@@ -6,7 +6,7 @@
6
6
  from ccxt.base.exchange import Exchange
7
7
  from ccxt.abstract.bybit import ImplicitAPI
8
8
  import hashlib
9
- 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
9
+ 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
10
10
  from typing import List
11
11
  from ccxt.base.errors import ExchangeError
12
12
  from ccxt.base.errors import PermissionDenied
@@ -106,6 +106,8 @@ class bybit(Exchange, ImplicitAPI):
106
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  'fetchOpenInterestHistory': True,
107
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  'fetchOpenOrder': True,
108
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  'fetchOpenOrders': True,
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+ 'fetchOption': True,
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+ 'fetchOptionChain': True,
109
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  'fetchOrder': False,
110
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  'fetchOrderBook': True,
111
113
  'fetchOrders': False,
@@ -7631,6 +7633,177 @@ class bybit(Exchange, ImplicitAPI):
7631
7633
  'rate': self.safe_number(income, 'feeRate'),
7632
7634
  }
7633
7635
 
7636
+ def fetch_option(self, symbol: str, params={}) -> Option:
7637
+ """
7638
+ fetches option data that is commonly found in an option chain
7639
+ :see: https://bybit-exchange.github.io/docs/v5/market/tickers
7640
+ :param str symbol: unified market symbol
7641
+ :param dict [params]: extra parameters specific to the exchange API endpoint
7642
+ :returns dict: an `option chain structure <https://docs.ccxt.com/#/?id=option-chain-structure>`
7643
+ """
7644
+ self.load_markets()
7645
+ market = self.market(symbol)
7646
+ request = {
7647
+ 'category': 'option',
7648
+ 'symbol': market['id'],
7649
+ }
7650
+ response = self.publicGetV5MarketTickers(self.extend(request, params))
7651
+ #
7652
+ # {
7653
+ # "retCode": 0,
7654
+ # "retMsg": "SUCCESS",
7655
+ # "result": {
7656
+ # "category": "option",
7657
+ # "list": [
7658
+ # {
7659
+ # "symbol": "BTC-27DEC24-55000-P",
7660
+ # "bid1Price": "0",
7661
+ # "bid1Size": "0",
7662
+ # "bid1Iv": "0",
7663
+ # "ask1Price": "0",
7664
+ # "ask1Size": "0",
7665
+ # "ask1Iv": "0",
7666
+ # "lastPrice": "10980",
7667
+ # "highPrice24h": "0",
7668
+ # "lowPrice24h": "0",
7669
+ # "markPrice": "11814.66756236",
7670
+ # "indexPrice": "63838.92",
7671
+ # "markIv": "0.8866",
7672
+ # "underlyingPrice": "71690.55303594",
7673
+ # "openInterest": "0.01",
7674
+ # "turnover24h": "0",
7675
+ # "volume24h": "0",
7676
+ # "totalVolume": "2",
7677
+ # "totalTurnover": "78719",
7678
+ # "delta": "-0.23284954",
7679
+ # "gamma": "0.0000055",
7680
+ # "vega": "191.70757975",
7681
+ # "theta": "-30.43617927",
7682
+ # "predictedDeliveryPrice": "0",
7683
+ # "change24h": "0"
7684
+ # }
7685
+ # ]
7686
+ # },
7687
+ # "retExtInfo": {},
7688
+ # "time": 1711162003672
7689
+ # }
7690
+ #
7691
+ result = self.safe_dict(response, 'result', {})
7692
+ resultList = self.safe_list(result, 'list', [])
7693
+ chain = self.safe_dict(resultList, 0, {})
7694
+ return self.parse_option(chain, None, market)
7695
+
7696
+ def fetch_option_chain(self, code: str, params={}) -> OptionChain:
7697
+ """
7698
+ fetches data for an underlying asset that is commonly found in an option chain
7699
+ :see: https://bybit-exchange.github.io/docs/v5/market/tickers
7700
+ :param str currency: base currency to fetch an option chain for
7701
+ :param dict [params]: extra parameters specific to the exchange API endpoint
7702
+ :returns dict: a list of `option chain structures <https://docs.ccxt.com/#/?id=option-chain-structure>`
7703
+ """
7704
+ self.load_markets()
7705
+ currency = self.currency(code)
7706
+ request = {
7707
+ 'category': 'option',
7708
+ 'baseCoin': currency['id'],
7709
+ }
7710
+ response = self.publicGetV5MarketTickers(self.extend(request, params))
7711
+ #
7712
+ # {
7713
+ # "retCode": 0,
7714
+ # "retMsg": "SUCCESS",
7715
+ # "result": {
7716
+ # "category": "option",
7717
+ # "list": [
7718
+ # {
7719
+ # "symbol": "BTC-27DEC24-55000-P",
7720
+ # "bid1Price": "0",
7721
+ # "bid1Size": "0",
7722
+ # "bid1Iv": "0",
7723
+ # "ask1Price": "0",
7724
+ # "ask1Size": "0",
7725
+ # "ask1Iv": "0",
7726
+ # "lastPrice": "10980",
7727
+ # "highPrice24h": "0",
7728
+ # "lowPrice24h": "0",
7729
+ # "markPrice": "11814.66756236",
7730
+ # "indexPrice": "63838.92",
7731
+ # "markIv": "0.8866",
7732
+ # "underlyingPrice": "71690.55303594",
7733
+ # "openInterest": "0.01",
7734
+ # "turnover24h": "0",
7735
+ # "volume24h": "0",
7736
+ # "totalVolume": "2",
7737
+ # "totalTurnover": "78719",
7738
+ # "delta": "-0.23284954",
7739
+ # "gamma": "0.0000055",
7740
+ # "vega": "191.70757975",
7741
+ # "theta": "-30.43617927",
7742
+ # "predictedDeliveryPrice": "0",
7743
+ # "change24h": "0"
7744
+ # },
7745
+ # ]
7746
+ # },
7747
+ # "retExtInfo": {},
7748
+ # "time": 1711162003672
7749
+ # }
7750
+ #
7751
+ result = self.safe_dict(response, 'result', {})
7752
+ resultList = self.safe_list(result, 'list', [])
7753
+ return self.parse_option_chain(resultList, None, 'symbol')
7754
+
7755
+ def parse_option(self, chain, currency: Currency = None, market: Market = None):
7756
+ #
7757
+ # {
7758
+ # "symbol": "BTC-27DEC24-55000-P",
7759
+ # "bid1Price": "0",
7760
+ # "bid1Size": "0",
7761
+ # "bid1Iv": "0",
7762
+ # "ask1Price": "0",
7763
+ # "ask1Size": "0",
7764
+ # "ask1Iv": "0",
7765
+ # "lastPrice": "10980",
7766
+ # "highPrice24h": "0",
7767
+ # "lowPrice24h": "0",
7768
+ # "markPrice": "11814.66756236",
7769
+ # "indexPrice": "63838.92",
7770
+ # "markIv": "0.8866",
7771
+ # "underlyingPrice": "71690.55303594",
7772
+ # "openInterest": "0.01",
7773
+ # "turnover24h": "0",
7774
+ # "volume24h": "0",
7775
+ # "totalVolume": "2",
7776
+ # "totalTurnover": "78719",
7777
+ # "delta": "-0.23284954",
7778
+ # "gamma": "0.0000055",
7779
+ # "vega": "191.70757975",
7780
+ # "theta": "-30.43617927",
7781
+ # "predictedDeliveryPrice": "0",
7782
+ # "change24h": "0"
7783
+ # }
7784
+ #
7785
+ marketId = self.safe_string(chain, 'symbol')
7786
+ market = self.safe_market(marketId, market)
7787
+ return {
7788
+ 'info': chain,
7789
+ 'currency': None,
7790
+ 'symbol': market['symbol'],
7791
+ 'timestamp': None,
7792
+ 'datetime': None,
7793
+ 'impliedVolatility': self.safe_number(chain, 'markIv'),
7794
+ 'openInterest': self.safe_number(chain, 'openInterest'),
7795
+ 'bidPrice': self.safe_number(chain, 'bid1Price'),
7796
+ 'askPrice': self.safe_number(chain, 'ask1Price'),
7797
+ 'midPrice': None,
7798
+ 'markPrice': self.safe_number(chain, 'markPrice'),
7799
+ 'lastPrice': self.safe_number(chain, 'lastPrice'),
7800
+ 'underlyingPrice': self.safe_number(chain, 'underlyingPrice'),
7801
+ 'change': self.safe_number(chain, 'change24h'),
7802
+ 'percentage': None,
7803
+ 'baseVolume': self.safe_number(chain, 'totalVolume'),
7804
+ 'quoteVolume': None,
7805
+ }
7806
+
7634
7807
  def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
7635
7808
  url = self.implode_hostname(self.urls['api'][api]) + '/' + path
7636
7809
  if api == 'public':
ccxt/delta.py CHANGED
@@ -6,7 +6,7 @@
6
6
  from ccxt.base.exchange import Exchange
7
7
  from ccxt.abstract.delta import ImplicitAPI
8
8
  import hashlib
9
- from ccxt.base.types import Balances, Currency, Greeks, Int, Leverage, MarginMode, Market, MarketInterface, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade
9
+ from ccxt.base.types import Balances, Currency, Greeks, Int, Leverage, MarginMode, Market, MarketInterface, Num, Option, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade
10
10
  from typing import List
11
11
  from ccxt.base.errors import ExchangeError
12
12
  from ccxt.base.errors import ArgumentsRequired
@@ -71,6 +71,8 @@ class delta(Exchange, ImplicitAPI):
71
71
  'fetchOHLCV': True,
72
72
  'fetchOpenInterest': True,
73
73
  'fetchOpenOrders': True,
74
+ 'fetchOption': True,
75
+ 'fetchOptionChain': False,
74
76
  'fetchOrderBook': True,
75
77
  'fetchPosition': True,
76
78
  'fetchPositionMode': False,
@@ -3192,6 +3194,149 @@ class delta(Exchange, ImplicitAPI):
3192
3194
  'marginMode': self.safe_string(marginMode, 'margin_mode'),
3193
3195
  }
3194
3196
 
3197
+ def fetch_option(self, symbol: str, params={}) -> Option:
3198
+ """
3199
+ fetches option data that is commonly found in an option chain
3200
+ :see: https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol
3201
+ :param str symbol: unified market symbol
3202
+ :param dict [params]: extra parameters specific to the exchange API endpoint
3203
+ :returns dict: an `option chain structure <https://docs.ccxt.com/#/?id=option-chain-structure>`
3204
+ """
3205
+ self.load_markets()
3206
+ market = self.market(symbol)
3207
+ request = {
3208
+ 'symbol': market['id'],
3209
+ }
3210
+ response = self.publicGetTickersSymbol(self.extend(request, params))
3211
+ #
3212
+ # {
3213
+ # "result": {
3214
+ # "close": 6793.0,
3215
+ # "contract_type": "call_options",
3216
+ # "greeks": {
3217
+ # "delta": "0.94739174",
3218
+ # "gamma": "0.00002206",
3219
+ # "rho": "11.00890725",
3220
+ # "spot": "36839.58124652",
3221
+ # "theta": "-18.18365310",
3222
+ # "vega": "7.85209698"
3223
+ # },
3224
+ # "high": 7556.0,
3225
+ # "low": 6793.0,
3226
+ # "mark_price": "6955.70698909",
3227
+ # "mark_vol": "0.66916863",
3228
+ # "oi": "1.8980",
3229
+ # "oi_change_usd_6h": "110.4600",
3230
+ # "oi_contracts": "1898",
3231
+ # "oi_value": "1.8980",
3232
+ # "oi_value_symbol": "BTC",
3233
+ # "oi_value_usd": "69940.7319",
3234
+ # "open": 7.2e3,
3235
+ # "price_band": {
3236
+ # "lower_limit": "5533.89814767",
3237
+ # "upper_limit": "11691.37688371"
3238
+ # },
3239
+ # "product_id": 129508,
3240
+ # "quotes": {
3241
+ # "ask_iv": "0.90180438",
3242
+ # "ask_size": "1898",
3243
+ # "best_ask": "7210",
3244
+ # "best_bid": "6913",
3245
+ # "bid_iv": "0.60881706",
3246
+ # "bid_size": "3163",
3247
+ # "impact_mid_price": null,
3248
+ # "mark_iv": "0.66973549"
3249
+ # },
3250
+ # "size": 5,
3251
+ # "spot_price": "36839.58153868",
3252
+ # "strike_price": "30000",
3253
+ # "symbol": "C-BTC-30000-241123",
3254
+ # "timestamp": 1699584998504530,
3255
+ # "turnover": 184.41206804,
3256
+ # "turnover_symbol": "USDT",
3257
+ # "turnover_usd": 184.41206804,
3258
+ # "volume": 0.005
3259
+ # },
3260
+ # "success": True
3261
+ # }
3262
+ #
3263
+ result = self.safe_dict(response, 'result', {})
3264
+ return self.parse_option(result, None, market)
3265
+
3266
+ def parse_option(self, chain, currency: Currency = None, market: Market = None):
3267
+ #
3268
+ # {
3269
+ # "close": 6793.0,
3270
+ # "contract_type": "call_options",
3271
+ # "greeks": {
3272
+ # "delta": "0.94739174",
3273
+ # "gamma": "0.00002206",
3274
+ # "rho": "11.00890725",
3275
+ # "spot": "36839.58124652",
3276
+ # "theta": "-18.18365310",
3277
+ # "vega": "7.85209698"
3278
+ # },
3279
+ # "high": 7556.0,
3280
+ # "low": 6793.0,
3281
+ # "mark_price": "6955.70698909",
3282
+ # "mark_vol": "0.66916863",
3283
+ # "oi": "1.8980",
3284
+ # "oi_change_usd_6h": "110.4600",
3285
+ # "oi_contracts": "1898",
3286
+ # "oi_value": "1.8980",
3287
+ # "oi_value_symbol": "BTC",
3288
+ # "oi_value_usd": "69940.7319",
3289
+ # "open": 7.2e3,
3290
+ # "price_band": {
3291
+ # "lower_limit": "5533.89814767",
3292
+ # "upper_limit": "11691.37688371"
3293
+ # },
3294
+ # "product_id": 129508,
3295
+ # "quotes": {
3296
+ # "ask_iv": "0.90180438",
3297
+ # "ask_size": "1898",
3298
+ # "best_ask": "7210",
3299
+ # "best_bid": "6913",
3300
+ # "bid_iv": "0.60881706",
3301
+ # "bid_size": "3163",
3302
+ # "impact_mid_price": null,
3303
+ # "mark_iv": "0.66973549"
3304
+ # },
3305
+ # "size": 5,
3306
+ # "spot_price": "36839.58153868",
3307
+ # "strike_price": "30000",
3308
+ # "symbol": "C-BTC-30000-241123",
3309
+ # "timestamp": 1699584998504530,
3310
+ # "turnover": 184.41206804,
3311
+ # "turnover_symbol": "USDT",
3312
+ # "turnover_usd": 184.41206804,
3313
+ # "volume": 0.005
3314
+ # }
3315
+ #
3316
+ marketId = self.safe_string(chain, 'symbol')
3317
+ market = self.safe_market(marketId, market)
3318
+ quotes = self.safe_dict(chain, 'quotes', {})
3319
+ timestamp = self.safe_integer_product(chain, 'timestamp', 0.001)
3320
+ return {
3321
+ 'info': chain,
3322
+ 'currency': None,
3323
+ 'symbol': market['symbol'],
3324
+ 'timestamp': timestamp,
3325
+ 'datetime': self.iso8601(timestamp),
3326
+ 'impliedVolatility': self.safe_number(quotes, 'mark_iv'),
3327
+ 'openInterest': self.safe_number(chain, 'oi'),
3328
+ 'bidPrice': self.safe_number(quotes, 'best_bid'),
3329
+ 'askPrice': self.safe_number(quotes, 'best_ask'),
3330
+ 'midPrice': self.safe_number(quotes, 'impact_mid_price'),
3331
+ 'markPrice': self.safe_number(chain, 'mark_price'),
3332
+ 'lastPrice': None,
3333
+ 'underlyingPrice': self.safe_number(chain, 'spot_price'),
3334
+ 'change': None,
3335
+ 'percentage': None,
3336
+ 'baseVolume': self.safe_number(chain, 'volume'),
3337
+ 'quoteVolume': None,
3338
+ }
3339
+
3195
3340
  def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
3196
3341
  requestPath = '/' + self.version + '/' + self.implode_params(path, params)
3197
3342
  url = self.urls['api'][api] + requestPath
ccxt/deribit.py CHANGED
@@ -3403,7 +3403,7 @@ class deribit(Exchange, ImplicitAPI):
3403
3403
  timestamp = self.safe_integer(chain, 'timestamp')
3404
3404
  return {
3405
3405
  'info': chain,
3406
- 'currency': code['code'],
3406
+ 'currency': code,
3407
3407
  'symbol': market['symbol'],
3408
3408
  'timestamp': timestamp,
3409
3409
  'datetime': self.iso8601(timestamp),
ccxt/gate.py CHANGED
@@ -6,7 +6,7 @@
6
6
  from ccxt.base.exchange import Exchange
7
7
  from ccxt.abstract.gate import ImplicitAPI
8
8
  import hashlib
9
- 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
9
+ 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
10
10
  from typing import List
11
11
  from ccxt.base.errors import ExchangeError
12
12
  from ccxt.base.errors import PermissionDenied
@@ -150,6 +150,8 @@ class gate(Exchange, ImplicitAPI):
150
150
  'fetchOpenInterest': False,
151
151
  'fetchOpenInterestHistory': True,
152
152
  'fetchOpenOrders': True,
153
+ 'fetchOption': True,
154
+ 'fetchOptionChain': True,
153
155
  'fetchOrder': True,
154
156
  'fetchOrderBook': True,
155
157
  'fetchPosition': True,
@@ -6687,6 +6689,186 @@ class gate(Exchange, ImplicitAPI):
6687
6689
  'shortLeverage': leverageValue,
6688
6690
  }
6689
6691
 
6692
+ def fetch_option(self, symbol: str, params={}) -> Option:
6693
+ """
6694
+ fetches option data that is commonly found in an option chain
6695
+ :see: https://www.gate.io/docs/developers/apiv4/en/#query-specified-contract-detail
6696
+ :param str symbol: unified market symbol
6697
+ :param dict [params]: extra parameters specific to the exchange API endpoint
6698
+ :returns dict: an `option chain structure <https://docs.ccxt.com/#/?id=option-chain-structure>`
6699
+ """
6700
+ self.load_markets()
6701
+ market = self.market(symbol)
6702
+ request = {
6703
+ 'contract': market['id'],
6704
+ }
6705
+ response = self.publicOptionsGetContractsContract(self.extend(request, params))
6706
+ #
6707
+ # {
6708
+ # "is_active": True,
6709
+ # "mark_price_round": "0.01",
6710
+ # "settle_fee_rate": "0.00015",
6711
+ # "bid1_size": 30,
6712
+ # "taker_fee_rate": "0.0003",
6713
+ # "price_limit_fee_rate": "0.1",
6714
+ # "order_price_round": "0.1",
6715
+ # "tag": "month",
6716
+ # "ref_rebate_rate": "0",
6717
+ # "name": "ETH_USDT-20240628-4500-C",
6718
+ # "strike_price": "4500",
6719
+ # "ask1_price": "280.5",
6720
+ # "ref_discount_rate": "0",
6721
+ # "order_price_deviate": "0.2",
6722
+ # "ask1_size": -19,
6723
+ # "mark_price_down": "155.45",
6724
+ # "orderbook_id": 11724695,
6725
+ # "is_call": True,
6726
+ # "last_price": "188.7",
6727
+ # "mark_price": "274.26",
6728
+ # "underlying": "ETH_USDT",
6729
+ # "create_time": 1688024882,
6730
+ # "settle_limit_fee_rate": "0.1",
6731
+ # "orders_limit": 10,
6732
+ # "mark_price_up": "403.83",
6733
+ # "position_size": 80,
6734
+ # "order_size_max": 10000,
6735
+ # "position_limit": 100000,
6736
+ # "multiplier": "0.01",
6737
+ # "order_size_min": 1,
6738
+ # "trade_size": 229,
6739
+ # "underlying_price": "3326.6",
6740
+ # "maker_fee_rate": "0.0003",
6741
+ # "expiration_time": 1719561600,
6742
+ # "trade_id": 15,
6743
+ # "bid1_price": "269.3"
6744
+ # }
6745
+ #
6746
+ return self.parse_option(response, None, market)
6747
+
6748
+ def fetch_option_chain(self, code: str, params={}) -> OptionChain:
6749
+ """
6750
+ fetches data for an underlying asset that is commonly found in an option chain
6751
+ :see: https://www.gate.io/docs/developers/apiv4/en/#list-all-the-contracts-with-specified-underlying-and-expiration-time
6752
+ :param str currency: base currency to fetch an option chain for
6753
+ :param dict [params]: extra parameters specific to the exchange API endpoint
6754
+ :param str [params.underlying]: the underlying asset, can be obtained from fetchUnderlyingAssets()
6755
+ :param int [params.expiration]: unix timestamp of the expiration time
6756
+ :returns dict: a list of `option chain structures <https://docs.ccxt.com/#/?id=option-chain-structure>`
6757
+ """
6758
+ self.load_markets()
6759
+ currency = self.currency(code)
6760
+ request = {
6761
+ 'underlying': currency['code'] + '_USDT',
6762
+ }
6763
+ response = self.publicOptionsGetContracts(self.extend(request, params))
6764
+ #
6765
+ # [
6766
+ # {
6767
+ # "is_active": True,
6768
+ # "mark_price_round": "0.1",
6769
+ # "settle_fee_rate": "0.00015",
6770
+ # "bid1_size": 434,
6771
+ # "taker_fee_rate": "0.0003",
6772
+ # "price_limit_fee_rate": "0.1",
6773
+ # "order_price_round": "1",
6774
+ # "tag": "day",
6775
+ # "ref_rebate_rate": "0",
6776
+ # "name": "BTC_USDT-20240324-63500-P",
6777
+ # "strike_price": "63500",
6778
+ # "ask1_price": "387",
6779
+ # "ref_discount_rate": "0",
6780
+ # "order_price_deviate": "0.15",
6781
+ # "ask1_size": -454,
6782
+ # "mark_price_down": "124.3",
6783
+ # "orderbook_id": 29600,
6784
+ # "is_call": False,
6785
+ # "last_price": "0",
6786
+ # "mark_price": "366.6",
6787
+ # "underlying": "BTC_USDT",
6788
+ # "create_time": 1711118829,
6789
+ # "settle_limit_fee_rate": "0.1",
6790
+ # "orders_limit": 10,
6791
+ # "mark_price_up": "630",
6792
+ # "position_size": 0,
6793
+ # "order_size_max": 10000,
6794
+ # "position_limit": 10000,
6795
+ # "multiplier": "0.01",
6796
+ # "order_size_min": 1,
6797
+ # "trade_size": 0,
6798
+ # "underlying_price": "64084.65",
6799
+ # "maker_fee_rate": "0.0003",
6800
+ # "expiration_time": 1711267200,
6801
+ # "trade_id": 0,
6802
+ # "bid1_price": "307"
6803
+ # },
6804
+ # ]
6805
+ #
6806
+ return self.parse_option_chain(response, None, 'name')
6807
+
6808
+ def parse_option(self, chain, currency: Currency = None, market: Market = None):
6809
+ #
6810
+ # {
6811
+ # "is_active": True,
6812
+ # "mark_price_round": "0.1",
6813
+ # "settle_fee_rate": "0.00015",
6814
+ # "bid1_size": 434,
6815
+ # "taker_fee_rate": "0.0003",
6816
+ # "price_limit_fee_rate": "0.1",
6817
+ # "order_price_round": "1",
6818
+ # "tag": "day",
6819
+ # "ref_rebate_rate": "0",
6820
+ # "name": "BTC_USDT-20240324-63500-P",
6821
+ # "strike_price": "63500",
6822
+ # "ask1_price": "387",
6823
+ # "ref_discount_rate": "0",
6824
+ # "order_price_deviate": "0.15",
6825
+ # "ask1_size": -454,
6826
+ # "mark_price_down": "124.3",
6827
+ # "orderbook_id": 29600,
6828
+ # "is_call": False,
6829
+ # "last_price": "0",
6830
+ # "mark_price": "366.6",
6831
+ # "underlying": "BTC_USDT",
6832
+ # "create_time": 1711118829,
6833
+ # "settle_limit_fee_rate": "0.1",
6834
+ # "orders_limit": 10,
6835
+ # "mark_price_up": "630",
6836
+ # "position_size": 0,
6837
+ # "order_size_max": 10000,
6838
+ # "position_limit": 10000,
6839
+ # "multiplier": "0.01",
6840
+ # "order_size_min": 1,
6841
+ # "trade_size": 0,
6842
+ # "underlying_price": "64084.65",
6843
+ # "maker_fee_rate": "0.0003",
6844
+ # "expiration_time": 1711267200,
6845
+ # "trade_id": 0,
6846
+ # "bid1_price": "307"
6847
+ # }
6848
+ #
6849
+ marketId = self.safe_string(chain, 'name')
6850
+ market = self.safe_market(marketId, market)
6851
+ timestamp = self.safe_timestamp(chain, 'create_time')
6852
+ return {
6853
+ 'info': chain,
6854
+ 'currency': None,
6855
+ 'symbol': market['symbol'],
6856
+ 'timestamp': timestamp,
6857
+ 'datetime': self.iso8601(timestamp),
6858
+ 'impliedVolatility': None,
6859
+ 'openInterest': None,
6860
+ 'bidPrice': self.safe_number(chain, 'bid1_price'),
6861
+ 'askPrice': self.safe_number(chain, 'ask1_price'),
6862
+ 'midPrice': None,
6863
+ 'markPrice': self.safe_number(chain, 'mark_price'),
6864
+ 'lastPrice': self.safe_number(chain, 'last_price'),
6865
+ 'underlyingPrice': self.safe_number(chain, 'underlying_price'),
6866
+ 'change': None,
6867
+ 'percentage': None,
6868
+ 'baseVolume': None,
6869
+ 'quoteVolume': None,
6870
+ }
6871
+
6690
6872
  def handle_errors(self, code, reason, url, method, headers, body, response, requestHeaders, requestBody):
6691
6873
  if response is None:
6692
6874
  return None
ccxt/hyperliquid.py CHANGED
@@ -50,7 +50,7 @@ class hyperliquid(Exchange, ImplicitAPI):
50
50
  'createMarketSellOrderWithCost': False,
51
51
  'createOrder': True,
52
52
  'createOrders': True,
53
- 'createReduceOnlyOrder': False,
53
+ 'createReduceOnlyOrder': True,
54
54
  'editOrder': True,
55
55
  'fetchAccounts': False,
56
56
  'fetchBalance': True,
@@ -851,7 +851,7 @@ class hyperliquid(Exchange, ImplicitAPI):
851
851
  orderType['limit'] = {
852
852
  'tif': timeInForce,
853
853
  }
854
- orderParams = self.omit(orderParams, ['clientOrderId', 'slippage', 'triggerPrice', 'stopPrice', 'stopLossPrice', 'takeProfitPrice', 'timeInForce', 'client_id'])
854
+ orderParams = self.omit(orderParams, ['clientOrderId', 'slippage', 'triggerPrice', 'stopPrice', 'stopLossPrice', 'takeProfitPrice', 'timeInForce', 'client_id', 'reduceOnly', 'postOnly'])
855
855
  orderObj = {
856
856
  'a': self.parse_to_int(market['baseId']),
857
857
  'b': isBuy,
@@ -1920,9 +1920,9 @@ class hyperliquid(Exchange, ImplicitAPI):
1920
1920
  userAux, params = self.handle_option_and_params(params, methodName, 'user')
1921
1921
  user = userAux
1922
1922
  user, params = self.handle_option_and_params(params, methodName, 'address', userAux)
1923
- if user is not None:
1923
+ if (user is not None) and (user != ''):
1924
1924
  return [user, params]
1925
- if self.walletAddress is not None:
1925
+ if (self.walletAddress is not None) and (self.walletAddress != ''):
1926
1926
  return [self.walletAddress, params]
1927
1927
  raise ArgumentsRequired(self.id + ' ' + methodName + '() requires a user parameter inside \'params\' or the wallet address set')
1928
1928