ccxt 4.3.61__py2.py3-none-any.whl → 4.3.63__py2.py3-none-any.whl

ccxt/async_support/binance.py

@@ -837,7 +837,7 @@ class binance(Exchange, ImplicitAPI):
                         'forceOrders': {'cost': 20, 'noSymbol': 50},
                         'allOrders': 5,
                         'openOrder': 1,
-                        'openOrders': 1,
+                        'openOrders': {'cost': 1, 'noSymbol': 40},
                         'order': 1,
                         'account': 5,
                         'balance': 5,
@@ -1029,18 +1029,18 @@ class binance(Exchange, ImplicitAPI):
                         'ping': 1,
                         'um/order': 1,  # 1
                         'um/openOrder': 1,  # 1
-                        'um/openOrders': 1,  # 1
+                        'um/openOrders': {'cost': 1, 'noSymbol': 40},
                         'um/allOrders': 5,  # 5
                         'cm/order': 1,  # 1
                         'cm/openOrder': 1,  # 1
-                        'cm/openOrders': 1,  # 1
+                        'cm/openOrders': {'cost': 1, 'noSymbol': 40},
                         'cm/allOrders': 20,  # 20
                         'um/conditional/openOrder': 1,
-                        'um/conditional/openOrders': 40,
+                        'um/conditional/openOrders': {'cost': 1, 'noSymbol': 40},
                         'um/conditional/orderHistory': 1,
                         'um/conditional/allOrders': 40,
                         'cm/conditional/openOrder': 1,
-                        'cm/conditional/openOrders': 40,
+                        'cm/conditional/openOrders': {'cost': 1, 'noSymbol': 40},
                         'cm/conditional/orderHistory': 1,
                         'cm/conditional/allOrders': 40,
                         'margin/order': 5,
@@ -6202,10 +6202,7 @@ class binance(Exchange, ImplicitAPI):
             marketType = market['type'] if ('type' in market) else defaultType
             type = self.safe_string(params, 'type', marketType)
         elif self.options['warnOnFetchOpenOrdersWithoutSymbol']:
-            symbols = self.symbols
-            numSymbols = len(symbols)
-            fetchOpenOrdersRateLimit = self.parse_to_int(numSymbols / 2)
-            raise ExchangeError(self.id + ' fetchOpenOrders() WARNING: fetching open orders without specifying a symbol is rate-limited to one call per ' + str(fetchOpenOrdersRateLimit) + ' seconds. Do not call self method frequently to avoid ban. Set ' + self.id + '.options["warnOnFetchOpenOrdersWithoutSymbol"] = False to suppress self warning message.')
+            raise ExchangeError(self.id + ' fetchOpenOrders() WARNING: fetching open orders without specifying a symbol has stricter rate limits(10 times more for spot, 40 times more for other markets) compared to requesting with symbol argument. To acknowledge self warning, set ' + self.id + '.options["warnOnFetchOpenOrdersWithoutSymbol"] = False to suppress self warning message.')
         else:
             defaultType = self.safe_string_2(self.options, 'fetchOpenOrders', 'defaultType', 'spot')
             type = self.safe_string(params, 'type', defaultType)
@@ -9104,34 +9101,38 @@ class binance(Exchange, ImplicitAPI):
         if marginMode == 'cross':
             # calculate collateral
             precision = self.safe_dict(market, 'precision', {})
-            if linear:
-                # walletBalance = (liquidationPrice * (±1 + mmp) ± entryPrice) * contracts
-                onePlusMaintenanceMarginPercentageString = None
-                entryPriceSignString = entryPriceString
-                if side == 'short':
-                    onePlusMaintenanceMarginPercentageString = Precise.string_add('1', maintenanceMarginPercentageString)
-                    entryPriceSignString = Precise.string_mul('-1', entryPriceSignString)
-                else:
-                    onePlusMaintenanceMarginPercentageString = Precise.string_add('-1', maintenanceMarginPercentageString)
-                inner = Precise.string_mul(liquidationPriceString, onePlusMaintenanceMarginPercentageString)
-                leftSide = Precise.string_add(inner, entryPriceSignString)
-                quotePrecision = self.precision_from_string(self.safe_string_2(precision, 'quote', 'price'))
-                if quotePrecision is not None:
-                    collateralString = Precise.string_div(Precise.string_mul(leftSide, contractsAbs), '1', quotePrecision)
-            else:
-                # walletBalance = (contracts * contractSize) * (±1/entryPrice - (±1 - mmp) / liquidationPrice)
-                onePlusMaintenanceMarginPercentageString = None
-                entryPriceSignString = entryPriceString
-                if side == 'short':
-                    onePlusMaintenanceMarginPercentageString = Precise.string_sub('1', maintenanceMarginPercentageString)
+            basePrecisionValue = self.safe_string(precision, 'base')
+            quotePrecisionValue = self.safe_string_2(precision, 'quote', 'price')
+            precisionIsUndefined = (basePrecisionValue is None) and (quotePrecisionValue is None)
+            if not precisionIsUndefined:
+                if linear:
+                    # walletBalance = (liquidationPrice * (±1 + mmp) ± entryPrice) * contracts
+                    onePlusMaintenanceMarginPercentageString = None
+                    entryPriceSignString = entryPriceString
+                    if side == 'short':
+                        onePlusMaintenanceMarginPercentageString = Precise.string_add('1', maintenanceMarginPercentageString)
+                        entryPriceSignString = Precise.string_mul('-1', entryPriceSignString)
+                    else:
+                        onePlusMaintenanceMarginPercentageString = Precise.string_add('-1', maintenanceMarginPercentageString)
+                    inner = Precise.string_mul(liquidationPriceString, onePlusMaintenanceMarginPercentageString)
+                    leftSide = Precise.string_add(inner, entryPriceSignString)
+                    quotePrecision = self.precision_from_string(self.safe_string_2(precision, 'quote', 'price'))
+                    if quotePrecision is not None:
+                        collateralString = Precise.string_div(Precise.string_mul(leftSide, contractsAbs), '1', quotePrecision)
                 else:
-                    onePlusMaintenanceMarginPercentageString = Precise.string_sub('-1', maintenanceMarginPercentageString)
-                    entryPriceSignString = Precise.string_mul('-1', entryPriceSignString)
-                leftSide = Precise.string_mul(contractsAbs, contractSizeString)
-                rightSide = Precise.string_sub(Precise.string_div('1', entryPriceSignString), Precise.string_div(onePlusMaintenanceMarginPercentageString, liquidationPriceString))
-                basePrecision = self.precision_from_string(self.safe_string(precision, 'base'))
-                if basePrecision is not None:
-                    collateralString = Precise.string_div(Precise.string_mul(leftSide, rightSide), '1', basePrecision)
+                    # walletBalance = (contracts * contractSize) * (±1/entryPrice - (±1 - mmp) / liquidationPrice)
+                    onePlusMaintenanceMarginPercentageString = None
+                    entryPriceSignString = entryPriceString
+                    if side == 'short':
+                        onePlusMaintenanceMarginPercentageString = Precise.string_sub('1', maintenanceMarginPercentageString)
+                    else:
+                        onePlusMaintenanceMarginPercentageString = Precise.string_sub('-1', maintenanceMarginPercentageString)
+                        entryPriceSignString = Precise.string_mul('-1', entryPriceSignString)
+                    leftSide = Precise.string_mul(contractsAbs, contractSizeString)
+                    rightSide = Precise.string_sub(Precise.string_div('1', entryPriceSignString), Precise.string_div(onePlusMaintenanceMarginPercentageString, liquidationPriceString))
+                    basePrecision = self.precision_from_string(self.safe_string(precision, 'base'))
+                    if basePrecision is not None:
+                        collateralString = Precise.string_div(Precise.string_mul(leftSide, rightSide), '1', basePrecision)
         else:
             collateralString = self.safe_string(position, 'isolatedMargin')
         collateralString = '0' if (collateralString is None) else collateralString
@@ -9696,9 +9697,10 @@ class binance(Exchange, ImplicitAPI):
         #
         result = []
         for i in range(0, len(response)):
-            parsed = self.parse_position_risk(response[i])
-            entryPrice = self.safe_string(parsed, 'entryPrice')
+            rawPosition = response[i]
+            entryPrice = self.safe_string(rawPosition, 'entryPrice')
             if (entryPrice != '0') and (entryPrice != '0.0') and (entryPrice != '0.00000000'):
+                parsed = self.parse_position_risk(response[i])
                 result.append(parsed)
         symbols = self.market_symbols(symbols)
         return self.filter_by_array_positions(result, 'symbol', symbols, False)
@@ -11201,6 +11203,8 @@ class binance(Exchange, ImplicitAPI):
         request: dict = {}
         if market['option']:
             request['underlyingAsset'] = market['baseId']
+            if market['expiry'] is None:
+                raise NotSupported(self.id + ' fetchOpenInterest does not support ' + symbol)
             request['expiration'] = self.yymmdd(market['expiry'])
         else:
             request['symbol'] = market['id']
@@ -11242,6 +11246,7 @@ class binance(Exchange, ImplicitAPI):
         #     ]
         #
         if market['option']:
+            symbol = market['symbol']
             result = self.parse_open_interests(response, market)
             for i in range(0, len(result)):
                 item = result[i]