ccxt 4.2.81__py2.py3-none-any.whl → 4.2.83__py2.py3-none-any.whl

ccxt/delta.py

@@ -6,7 +6,7 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.delta import ImplicitAPI
 import hashlib
-from ccxt.base.types import Balances, Currency, Greeks, Int, Leverage, MarginMode, Market, MarketInterface, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade
+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
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import ArgumentsRequired
@@ -71,6 +71,8 @@ class delta(Exchange, ImplicitAPI):
                 'fetchOHLCV': True,
                 'fetchOpenInterest': True,
                 'fetchOpenOrders': True,
+                'fetchOption': True,
+                'fetchOptionChain': False,
                 'fetchOrderBook': True,
                 'fetchPosition': True,
                 'fetchPositionMode': False,
@@ -511,7 +513,7 @@ class delta(Exchange, ImplicitAPI):
             result[numericIdString] = item
         return result
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for delta
         :see: https://docs.delta.exchange/#get-list-of-products
@@ -3192,6 +3194,149 @@ class delta(Exchange, ImplicitAPI):
             'marginMode': self.safe_string(marginMode, 'margin_mode'),
         }
 
+    def fetch_option(self, symbol: str, params={}) -> Option:
+        """
+        fetches option data that is commonly found in an option chain
+        :see: https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol
+        :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.publicGetTickersSymbol(self.extend(request, params))
+        #
+        #     {
+        #         "result": {
+        #             "close": 6793.0,
+        #             "contract_type": "call_options",
+        #             "greeks": {
+        #                 "delta": "0.94739174",
+        #                 "gamma": "0.00002206",
+        #                 "rho": "11.00890725",
+        #                 "spot": "36839.58124652",
+        #                 "theta": "-18.18365310",
+        #                 "vega": "7.85209698"
+        #             },
+        #             "high": 7556.0,
+        #             "low": 6793.0,
+        #             "mark_price": "6955.70698909",
+        #             "mark_vol": "0.66916863",
+        #             "oi": "1.8980",
+        #             "oi_change_usd_6h": "110.4600",
+        #             "oi_contracts": "1898",
+        #             "oi_value": "1.8980",
+        #             "oi_value_symbol": "BTC",
+        #             "oi_value_usd": "69940.7319",
+        #             "open": 7.2e3,
+        #             "price_band": {
+        #                 "lower_limit": "5533.89814767",
+        #                 "upper_limit": "11691.37688371"
+        #             },
+        #             "product_id": 129508,
+        #             "quotes": {
+        #                 "ask_iv": "0.90180438",
+        #                 "ask_size": "1898",
+        #                 "best_ask": "7210",
+        #                 "best_bid": "6913",
+        #                 "bid_iv": "0.60881706",
+        #                 "bid_size": "3163",
+        #                 "impact_mid_price": null,
+        #                 "mark_iv": "0.66973549"
+        #             },
+        #             "size": 5,
+        #             "spot_price": "36839.58153868",
+        #             "strike_price": "30000",
+        #             "symbol": "C-BTC-30000-241123",
+        #             "timestamp": 1699584998504530,
+        #             "turnover": 184.41206804,
+        #             "turnover_symbol": "USDT",
+        #             "turnover_usd": 184.41206804,
+        #             "volume": 0.005
+        #         },
+        #         "success": True
+        #     }
+        #
+        result = self.safe_dict(response, 'result', {})
+        return self.parse_option(result, None, market)
+
+    def parse_option(self, chain, currency: Currency = None, market: Market = None):
+        #
+        #     {
+        #         "close": 6793.0,
+        #         "contract_type": "call_options",
+        #         "greeks": {
+        #             "delta": "0.94739174",
+        #             "gamma": "0.00002206",
+        #             "rho": "11.00890725",
+        #             "spot": "36839.58124652",
+        #             "theta": "-18.18365310",
+        #             "vega": "7.85209698"
+        #         },
+        #         "high": 7556.0,
+        #         "low": 6793.0,
+        #         "mark_price": "6955.70698909",
+        #         "mark_vol": "0.66916863",
+        #         "oi": "1.8980",
+        #         "oi_change_usd_6h": "110.4600",
+        #         "oi_contracts": "1898",
+        #         "oi_value": "1.8980",
+        #         "oi_value_symbol": "BTC",
+        #         "oi_value_usd": "69940.7319",
+        #         "open": 7.2e3,
+        #         "price_band": {
+        #             "lower_limit": "5533.89814767",
+        #             "upper_limit": "11691.37688371"
+        #         },
+        #         "product_id": 129508,
+        #         "quotes": {
+        #             "ask_iv": "0.90180438",
+        #             "ask_size": "1898",
+        #             "best_ask": "7210",
+        #             "best_bid": "6913",
+        #             "bid_iv": "0.60881706",
+        #             "bid_size": "3163",
+        #             "impact_mid_price": null,
+        #             "mark_iv": "0.66973549"
+        #         },
+        #         "size": 5,
+        #         "spot_price": "36839.58153868",
+        #         "strike_price": "30000",
+        #         "symbol": "C-BTC-30000-241123",
+        #         "timestamp": 1699584998504530,
+        #         "turnover": 184.41206804,
+        #         "turnover_symbol": "USDT",
+        #         "turnover_usd": 184.41206804,
+        #         "volume": 0.005
+        #     }
+        #
+        marketId = self.safe_string(chain, 'symbol')
+        market = self.safe_market(marketId, market)
+        quotes = self.safe_dict(chain, 'quotes', {})
+        timestamp = self.safe_integer_product(chain, 'timestamp', 0.001)
+        return {
+            'info': chain,
+            'currency': None,
+            'symbol': market['symbol'],
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'impliedVolatility': self.safe_number(quotes, 'mark_iv'),
+            'openInterest': self.safe_number(chain, 'oi'),
+            'bidPrice': self.safe_number(quotes, 'best_bid'),
+            'askPrice': self.safe_number(quotes, 'best_ask'),
+            'midPrice': self.safe_number(quotes, 'impact_mid_price'),
+            'markPrice': self.safe_number(chain, 'mark_price'),
+            'lastPrice': None,
+            'underlyingPrice': self.safe_number(chain, 'spot_price'),
+            'change': None,
+            'percentage': None,
+            'baseVolume': self.safe_number(chain, 'volume'),
+            'quoteVolume': None,
+        }
+
     def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
         requestPath = '/' + self.version + '/' + self.implode_params(path, params)
         url = self.urls['api'][api] + requestPath

ccxt/deribit.py

@@ -752,7 +752,7 @@ class deribit(Exchange, ImplicitAPI):
             'code': self.safe_currency_code(None, currency),
         }
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for deribit
         :see: https://docs.deribit.com/#public-get_currencies
@@ -1297,9 +1297,15 @@ class deribit(Exchange, ImplicitAPI):
         :param int [since]: timestamp in ms of the earliest candle to fetch
         :param int [limit]: the maximum amount of candles to fetch
         :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param boolean [params.paginate]: whether to paginate the results, set to False by default
+        :param int [params.until]: the latest time in ms to fetch ohlcv for
         :returns int[][]: A list of candles ordered, open, high, low, close, volume
         """
         self.load_markets()
+        paginate = False
+        paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate')
+        if paginate:
+            return self.fetch_paginated_call_deterministic('fetchOHLCV', symbol, since, limit, timeframe, params, 5000)
         market = self.market(symbol)
         request = {
             'instrument_name': market['id'],
@@ -1319,6 +1325,10 @@ class deribit(Exchange, ImplicitAPI):
                 request['end_timestamp'] = now
             else:
                 request['end_timestamp'] = self.sum(since, limit * duration * 1000)
+        until = self.safe_integer(params, 'until')
+        if until is not None:
+            params = self.omit(params, 'until')
+            request['end_timestamp'] = until
         response = self.publicGetGetTradingviewChartData(self.extend(request, params))
         #
         #     {
@@ -1438,6 +1448,7 @@ class deribit(Exchange, ImplicitAPI):
         :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
+        :param int [params.until]: the latest time in ms to fetch trades for
         :returns Trade[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
         """
         self.load_markets()
@@ -1450,8 +1461,12 @@ class deribit(Exchange, ImplicitAPI):
             request['start_timestamp'] = since
         if limit is not None:
             request['count'] = min(limit, 1000)  # default 10
+        until = self.safe_integer_2(params, 'until', 'end_timestamp')
+        if until is not None:
+            params = self.omit(params, ['until'])
+            request['end_timestamp'] = until
         response = None
-        if since is None:
+        if (since is None) and not ('end_timestamp' in request):
             response = self.publicGetGetLastTradesByInstrument(self.extend(request, params))
         else:
             response = self.publicGetGetLastTradesByInstrumentAndTime(self.extend(request, params))
@@ -3403,7 +3418,7 @@ class deribit(Exchange, ImplicitAPI):
         timestamp = self.safe_integer(chain, 'timestamp')
         return {
             'info': chain,
-            'currency': code['code'],
+            'currency': code,
             'symbol': market['symbol'],
             'timestamp': timestamp,
             'datetime': self.iso8601(timestamp),

ccxt/digifinex.py

@@ -522,7 +522,7 @@ class digifinex(Exchange, ImplicitAPI):
             result[code]['precision'] = precision if (result[code]['precision'] is None) else max(result[code]['precision'], precision)
         return result
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for digifinex
         :param dict [params]: extra parameters specific to the exchange API endpoint

ccxt/exmo.py

@@ -683,7 +683,7 @@ class exmo(Exchange, ImplicitAPI):
             }
         return result
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for exmo
         :see: https://documenter.getpostman.com/view/10287440/SzYXWKPi#7de7e75c-5833-45a8-b937-c2276d235aaa

ccxt/gate.py

@@ -966,7 +966,7 @@ class gate(Exchange, ImplicitAPI):
             return self.create_expired_option_market(marketId)
         return super(gate, self).safe_market(marketId, market, delimiter, marketType)
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for gate
         :see: https://www.gate.io/docs/developers/apiv4/en/#list-all-currency-pairs-supported                                     # spot

ccxt/gemini.py

@@ -263,6 +263,7 @@ class gemini(Exchange, ImplicitAPI):
                 'broad': {
                     'The Gemini Exchange is currently undergoing maintenance.': OnMaintenance,  # The Gemini Exchange is currently undergoing maintenance. Please check https://status.gemini.com/ for more information.
                     'We are investigating technical issues with the Gemini Exchange.': ExchangeNotAvailable,  # We are investigating technical issues with the Gemini Exchange. Please check https://status.gemini.com/ for more information.
+                    'Internal Server Error': ExchangeNotAvailable,
                 },
             },
             'options': {
@@ -399,7 +400,7 @@ class gemini(Exchange, ImplicitAPI):
             }
         return result
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for gemini
         :see: https://docs.gemini.com/rest-api/#symbols

ccxt/hitbtc.py

@@ -665,7 +665,7 @@ class hitbtc(Exchange, ImplicitAPI):
     def nonce(self):
         return self.milliseconds()
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for hitbtc
         :see: https://api.hitbtc.com/#symbols

ccxt/hollaex.py

@@ -215,7 +215,7 @@ class hollaex(Exchange, ImplicitAPI):
             },
         })
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for hollaex
         :see: https://apidocs.hollaex.com/#constants

ccxt/htx.py

@@ -1600,7 +1600,7 @@ class htx(Exchange, ImplicitAPI):
     def cost_to_precision(self, symbol, cost):
         return self.decimal_to_precision(cost, TRUNCATE, self.markets[symbol]['precision']['cost'], self.precisionMode)
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for huobi
         :param dict [params]: extra parameters specific to the exchange API endpoint

ccxt/huobijp.py

@@ -419,7 +419,7 @@ class huobijp(Exchange, ImplicitAPI):
     def cost_to_precision(self, symbol, cost):
         return self.decimal_to_precision(cost, TRUNCATE, self.markets[symbol]['precision']['cost'], self.precisionMode)
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for huobijp
         :param dict [params]: extra parameters specific to the exchange API endpoint

ccxt/hyperliquid.py

@@ -50,7 +50,7 @@ class hyperliquid(Exchange, ImplicitAPI):
                 'createMarketSellOrderWithCost': False,
                 'createOrder': True,
                 'createOrders': True,
-                'createReduceOnlyOrder': False,
+                'createReduceOnlyOrder': True,
                 'editOrder': True,
                 'fetchAccounts': False,
                 'fetchBalance': True,
@@ -250,7 +250,7 @@ class hyperliquid(Exchange, ImplicitAPI):
             }
         return result
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for hyperliquid
         :see: https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint#retrieve-asset-contexts-includes-mark-price-current-funding-open-interest-etc
@@ -851,7 +851,7 @@ class hyperliquid(Exchange, ImplicitAPI):
                 orderType['limit'] = {
                     'tif': timeInForce,
                 }
-            orderParams = self.omit(orderParams, ['clientOrderId', 'slippage', 'triggerPrice', 'stopPrice', 'stopLossPrice', 'takeProfitPrice', 'timeInForce', 'client_id'])
+            orderParams = self.omit(orderParams, ['clientOrderId', 'slippage', 'triggerPrice', 'stopPrice', 'stopLossPrice', 'takeProfitPrice', 'timeInForce', 'client_id', 'reduceOnly', 'postOnly'])
             orderObj = {
                 'a': self.parse_to_int(market['baseId']),
                 'b': isBuy,
@@ -1691,7 +1691,7 @@ class hyperliquid(Exchange, ImplicitAPI):
         if leverage is None:
             raise ArgumentsRequired(self.id + ' setMarginMode() requires a leverage parameter')
         asset = self.parse_to_int(market['baseId'])
-        isCross = (marginMode == 'isolated')
+        isCross = (marginMode == 'cross')
         nonce = self.milliseconds()
         params = self.omit(params, ['leverage'])
         updateAction = {
@@ -1705,16 +1705,17 @@ class hyperliquid(Exchange, ImplicitAPI):
             params = self.omit(params, 'vaultAddress')
             if vaultAddress.startswith('0x'):
                 vaultAddress = vaultAddress.replace('0x', '')
-        signature = self.sign_l1_action(updateAction, nonce, vaultAddress)
+        extendedAction = self.extend(updateAction, params)
+        signature = self.sign_l1_action(extendedAction, nonce, vaultAddress)
         request = {
-            'action': updateAction,
+            'action': extendedAction,
             'nonce': nonce,
             'signature': signature,
             # 'vaultAddress': vaultAddress,
         }
         if vaultAddress is not None:
             request['vaultAddress'] = vaultAddress
-        response = self.privatePostExchange(self.extend(request, params))
+        response = self.privatePostExchange(request)
         #
         #     {
         #         'response': {
@@ -1920,9 +1921,9 @@ class hyperliquid(Exchange, ImplicitAPI):
         userAux, params = self.handle_option_and_params(params, methodName, 'user')
         user = userAux
         user, params = self.handle_option_and_params(params, methodName, 'address', userAux)
-        if user is not None:
+        if (user is not None) and (user != ''):
             return [user, params]
-        if self.walletAddress is not None:
+        if (self.walletAddress is not None) and (self.walletAddress != ''):
             return [self.walletAddress, params]
         raise ArgumentsRequired(self.id + ' ' + methodName + '() requires a user parameter inside \'params\' or the wallet address set')
 

ccxt/idex.py

@@ -204,7 +204,7 @@ class idex(Exchange, ImplicitAPI):
         price = self.decimal_to_precision(price, ROUND, market['precision']['price'], self.precisionMode)
         return self.decimal_to_precision(price, TRUNCATE, quoteAssetPrecision, DECIMAL_PLACES, PAD_WITH_ZERO)
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for idex
         :see: https://api-docs-v3.idex.io/#get-markets

ccxt/independentreserve.py

@@ -143,7 +143,7 @@ class independentreserve(Exchange, ImplicitAPI):
             'precisionMode': TICK_SIZE,
         })
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for independentreserve
         :param dict [params]: extra parameters specific to the exchange API endpoint

ccxt/indodax.py

@@ -229,7 +229,7 @@ class indodax(Exchange, ImplicitAPI):
         #
         return self.safe_integer(response, 'server_time')
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for indodax
         :see: https://github.com/btcid/indodax-official-api-docs/blob/master/Public-RestAPI.md#pairs

ccxt/kraken.py

@@ -465,7 +465,7 @@ class kraken(Exchange, ImplicitAPI):
     def fee_to_precision(self, symbol, fee):
         return self.decimal_to_precision(fee, TRUNCATE, self.markets[symbol]['precision']['amount'], self.precisionMode)
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for kraken
         :see: https://docs.kraken.com/rest/#tag/Spot-Market-Data/operation/getTradableAssetPairs

ccxt/krakenfutures.py

@@ -280,7 +280,7 @@ class krakenfutures(Exchange, ImplicitAPI):
             },
         })
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         Fetches the available trading markets from the exchange, Multi-collateral markets are returned markets, but can be settled in multiple currencies
         :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-instrument-details-get-instruments

ccxt/kucoin.py

@@ -991,7 +991,7 @@ class kucoin(Exchange, ImplicitAPI):
             'info': response,
         }
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for kucoin
         :see: https://docs.kucoin.com/#get-symbols-list-deprecated