ccxt 4.3.65__py2.py3-none-any.whl → 4.3.67__py2.py3-none-any.whl

ccxt/base/exchange.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.3.65'
+__version__ = '4.3.67'
 
 # -----------------------------------------------------------------------------
 
@@ -2225,7 +2225,7 @@ class Exchange(object):
     def parse_transfer(self, transfer: dict, currency: Currency = None):
         raise NotSupported(self.id + ' parseTransfer() is not supported yet')
 
-    def parse_account(self, account):
+    def parse_account(self, account: dict):
         raise NotSupported(self.id + ' parseAccount() is not supported yet')
 
     def parse_ledger_entry(self, item: dict, currency: Currency = None):
@@ -2462,7 +2462,7 @@ class Exchange(object):
             },
         }, currency)
 
-    def safe_market_structure(self, market=None):
+    def safe_market_structure(self, market: dict = None):
         cleanStructure = {
             'id': None,
             'lowercaseId': None,
@@ -2622,7 +2622,7 @@ class Exchange(object):
         superWithRestDescribe = self.deep_extend(extendedRestDescribe, wsBaseDescribe)
         return superWithRestDescribe
 
-    def safe_balance(self, balance: object):
+    def safe_balance(self, balance: dict):
         balances = self.omit(balance, ['info', 'timestamp', 'datetime', 'free', 'used', 'total'])
         codes = list(balances.keys())
         balance['free'] = {}
@@ -2656,7 +2656,7 @@ class Exchange(object):
             balance['debt'] = debtBalance
         return balance
 
-    def safe_order(self, order: object, market: Market = None):
+    def safe_order(self, order: dict, market: Market = None):
         # parses numbers
         # * it is important pass the trades rawTrades
         amount = self.omit_zero(self.safe_string(order, 'amount'))
@@ -2961,7 +2961,7 @@ class Exchange(object):
             'cost': self.parse_number(cost),
         }
 
-    def safe_liquidation(self, liquidation: object, market: Market = None):
+    def safe_liquidation(self, liquidation: dict, market: Market = None):
         contracts = self.safe_string(liquidation, 'contracts')
         contractSize = self.safe_string(market, 'contractSize')
         price = self.safe_string(liquidation, 'price')
@@ -2978,7 +2978,7 @@ class Exchange(object):
         liquidation['quoteValue'] = self.parse_number(quoteValue)
         return liquidation
 
-    def safe_trade(self, trade: object, market: Market = None):
+    def safe_trade(self, trade: dict, market: Market = None):
         amount = self.safe_string(trade, 'amount')
         price = self.safe_string(trade, 'price')
         cost = self.safe_string(trade, 'cost')
@@ -3120,7 +3120,7 @@ class Exchange(object):
             result = self.array_concat(result, reducedFeeValues)
         return result
 
-    def safe_ticker(self, ticker: object, market: Market = None):
+    def safe_ticker(self, ticker: dict, market: Market = None):
         open = self.omit_zero(self.safe_string(ticker, 'open'))
         close = self.omit_zero(self.safe_string(ticker, 'close'))
         last = self.omit_zero(self.safe_string(ticker, 'last'))
@@ -3553,7 +3553,7 @@ class Exchange(object):
                 self.options['limitsLoaded'] = self.milliseconds()
         return self.markets
 
-    def safe_position(self, position):
+    def safe_position(self, position: dict):
         # simplified version of: /pull/12765/
         unrealizedPnlString = self.safe_string(position, 'unrealisedPnl')
         initialMarginString = self.safe_string(position, 'initialMargin')
@@ -5721,7 +5721,7 @@ class Exchange(object):
             params = self.omit(params, ['until', 'till'])
         return [request, params]
 
-    def safe_open_interest(self, interest, market: Market = None):
+    def safe_open_interest(self, interest: dict, market: Market = None):
         symbol = self.safe_string(interest, 'symbol')
         if symbol is None:
             symbol = self.safe_string(market, 'symbol')

ccxt/bingx.py

@@ -297,6 +297,10 @@ class bingx(Exchange, ImplicitAPI):
                                 'trade/leverage': 2,
                                 'trade/forceOrders': 2,
                                 'trade/allFillOrders': 2,
+                                'trade/openOrders': 2,
+                                'trade/orderDetail': 2,
+                                'trade/orderHistory': 2,
+                                'trade/marginType': 2,
                                 'user/commissionRate': 2,
                                 'user/positions': 2,
                                 'user/balance': 2,
@@ -305,9 +309,12 @@ class bingx(Exchange, ImplicitAPI):
                                 'trade/order': 2,
                                 'trade/leverage': 2,
                                 'trade/closeAllPositions': 2,
+                                'trade/marginType': 2,
+                                'trade/positionMargin': 2,
                             },
                             'delete': {
                                 'trade/allOpenOrders': 2,
+                                'trade/cancelOrder': 2,
                             },
                         },
                     },
@@ -2834,7 +2841,8 @@ class bingx(Exchange, ImplicitAPI):
         #        "clientOrderID": ""
         #    }
         #
-        # inverse swap cancelAllOrders
+        # inverse swap cancelAllOrders, cancelOrder
+        # inverse swap cancelAllOrders, cancelOrder, fetchOpenOrders
         #
         #     {
         #         "symbol": "SOL-USD",
@@ -2978,13 +2986,14 @@ class bingx(Exchange, ImplicitAPI):
     def cancel_order(self, id: str, symbol: Str = None, params={}):
         """
         cancels an open order
-        :see: https://bingx-api.github.io/docs/#/spot/trade-api.html#Cancel%20an%20Order
-        :see: https://bingx-api.github.io/docs/#/swapV2/trade-api.html#Cancel%20an%20Order
+        :see: https://bingx-api.github.io/docs/#/en-us/spot/trade-api.html#Cancel%20Order
+        :see: https://bingx-api.github.io/docs/#/en-us/swapV2/trade-api.html#Cancel%20Order
+        :see: https://bingx-api.github.io/docs/#/en-us/cswap/trade-api.html#Cancel%20an%20Order
         :param str id: order id
         :param str symbol: unified symbol of the market the order was made in
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param str [params.clientOrderId]: a unique id for the order
-        :returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
+        :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         if symbol is None:
             raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol argument')
@@ -3000,11 +3009,17 @@ class bingx(Exchange, ImplicitAPI):
         else:
             request['orderId'] = id
         response = None
-        marketType, query = self.handle_market_type_and_params('cancelOrder', market, params)
-        if marketType == 'spot':
-            response = self.spotV1PrivatePostTradeCancel(self.extend(request, query))
+        type = None
+        subType = None
+        type, params = self.handle_market_type_and_params('cancelOrder', market, params)
+        subType, params = self.handle_sub_type_and_params('cancelOrder', market, params)
+        if type == 'spot':
+            response = self.spotV1PrivatePostTradeCancel(self.extend(request, params))
         else:
-            response = self.swapV2PrivateDeleteTradeOrder(self.extend(request, query))
+            if subType == 'inverse':
+                response = self.cswapV1PrivateDeleteTradeCancelOrder(self.extend(request, params))
+            else:
+                response = self.swapV2PrivateDeleteTradeOrder(self.extend(request, params))
         #
         # spot
         #
@@ -3024,7 +3039,59 @@ class bingx(Exchange, ImplicitAPI):
         #       }
         #   }
         #
-        # swap
+        # inverse swap
+        #
+        #     {
+        #         "code": 0,
+        #         "msg": "",
+        #         "data": {
+        #             "order": {
+        #                 "symbol": "SOL-USD",
+        #                 "orderId": "1816002957423951872",
+        #                 "side": "BUY",
+        #                 "positionSide": "Long",
+        #                 "type": "Pending",
+        #                 "quantity": 0,
+        #                 "origQty": "0",
+        #                 "price": "150",
+        #                 "executedQty": "0",
+        #                 "avgPrice": "0",
+        #                 "cumQuote": "0",
+        #                 "stopPrice": "",
+        #                 "profit": "0.0000",
+        #                 "commission": "0.000000",
+        #                 "status": "CANCELLED",
+        #                 "time": 1721803819410,
+        #                 "updateTime": 1721803819427,
+        #                 "clientOrderId": "",
+        #                 "leverage": "",
+        #                 "takeProfit": {
+        #                     "type": "",
+        #                     "quantity": 0,
+        #                     "stopPrice": 0,
+        #                     "price": 0,
+        #                     "workingType": "",
+        #                     "stopGuaranteed": ""
+        #                 },
+        #                 "stopLoss": {
+        #                     "type": "",
+        #                     "quantity": 0,
+        #                     "stopPrice": 0,
+        #                     "price": 0,
+        #                     "workingType": "",
+        #                     "stopGuaranteed": ""
+        #                 },
+        #                 "advanceAttr": 0,
+        #                 "positionID": 0,
+        #                 "takeProfitEntrustPrice": 0,
+        #                 "stopLossEntrustPrice": 0,
+        #                 "orderType": "",
+        #                 "workingType": ""
+        #             }
+        #         }
+        #     }
+        #
+        # linear swap
         #
         #    {
         #        "code": 0,
@@ -3051,9 +3118,9 @@ class bingx(Exchange, ImplicitAPI):
         #        }
         #    }
         #
-        data = self.safe_value(response, 'data')
-        first = self.safe_dict(data, 'order', data)
-        return self.parse_order(first, market)
+        data = self.safe_dict(response, 'data', {})
+        order = self.safe_dict(data, 'order', data)
+        return self.parse_order(order, market)
 
     def cancel_all_orders(self, symbol: Str = None, params={}):
         """
@@ -3497,9 +3564,10 @@ class bingx(Exchange, ImplicitAPI):
 
     def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
-        :see: https://bingx-api.github.io/docs/#/spot/trade-api.html#Query%20Open%20Orders
-        :see: https://bingx-api.github.io/docs/#/swapV2/trade-api.html#Query%20all%20current%20pending%20orders
         fetch all unfilled currently open orders
+        :see: https://bingx-api.github.io/docs/#/en-us/spot/trade-api.html#Current%20Open%20Orders
+        :see: https://bingx-api.github.io/docs/#/en-us/swapV2/trade-api.html#Current%20All%20Open%20Orders
+        :see: https://bingx-api.github.io/docs/#/en-us/cswap/trade-api.html#Query%20all%20current%20pending%20orders
         :param str symbol: unified market symbol
         :param int [since]: the earliest time in ms to fetch open orders for
         :param int [limit]: the maximum number of open order structures to retrieve
@@ -3512,12 +3580,18 @@ class bingx(Exchange, ImplicitAPI):
         if symbol is not None:
             market = self.market(symbol)
             request['symbol'] = market['id']
+        type = None
+        subType = None
         response = None
-        marketType, query = self.handle_market_type_and_params('fetchOpenOrders', market, params)
-        if marketType == 'spot':
-            response = self.spotV1PrivateGetTradeOpenOrders(self.extend(request, query))
+        type, params = self.handle_market_type_and_params('fetchOpenOrders', market, params)
+        subType, params = self.handle_sub_type_and_params('fetchOpenOrders', market, params)
+        if type == 'spot':
+            response = self.spotV1PrivateGetTradeOpenOrders(self.extend(request, params))
         else:
-            response = self.swapV2PrivateGetTradeOpenOrders(self.extend(request, query))
+            if subType == 'inverse':
+                response = self.cswapV1PrivateGetTradeOpenOrders(self.extend(request, params))
+            else:
+                response = self.swapV2PrivateGetTradeOpenOrders(self.extend(request, params))
         #
         #  spot
         #
@@ -3544,7 +3618,61 @@ class bingx(Exchange, ImplicitAPI):
         #        }
         #    }
         #
-        # swap
+        # inverse swap
+        #
+        #     {
+        #         "code": 0,
+        #         "msg": "",
+        #         "data": {
+        #             "orders": [
+        #                 {
+        #                     "symbol": "SOL-USD",
+        #                     "orderId": "1816013900044320768",
+        #                     "side": "BUY",
+        #                     "positionSide": "Long",
+        #                     "type": "LIMIT",
+        #                     "quantity": 1,
+        #                     "origQty": "",
+        #                     "price": "150",
+        #                     "executedQty": "0",
+        #                     "avgPrice": "0.000",
+        #                     "cumQuote": "",
+        #                     "stopPrice": "",
+        #                     "profit": "0.0000",
+        #                     "commission": "0.0000",
+        #                     "status": "Pending",
+        #                     "time": 1721806428334,
+        #                     "updateTime": 1721806428352,
+        #                     "clientOrderId": "",
+        #                     "leverage": "",
+        #                     "takeProfit": {
+        #                         "type": "TAKE_PROFIT",
+        #                         "quantity": 0,
+        #                         "stopPrice": 0,
+        #                         "price": 0,
+        #                         "workingType": "MARK_PRICE",
+        #                         "stopGuaranteed": ""
+        #                     },
+        #                     "stopLoss": {
+        #                         "type": "STOP",
+        #                         "quantity": 0,
+        #                         "stopPrice": 0,
+        #                         "price": 0,
+        #                         "workingType": "MARK_PRICE",
+        #                         "stopGuaranteed": ""
+        #                     },
+        #                     "advanceAttr": 0,
+        #                     "positionID": 0,
+        #                     "takeProfitEntrustPrice": 0,
+        #                     "stopLossEntrustPrice": 0,
+        #                     "orderType": "",
+        #                     "workingType": "MARK_PRICE"
+        #                 }
+        #             ]
+        #         }
+        #     }
+        #
+        # linear swap
         #
         #    {
         #        "code": 0,

ccxt/bithumb.py

@@ -212,17 +212,56 @@ class bithumb(Exchange, ImplicitAPI):
         :returns dict[]: an array of objects representing market data
         """
         result = []
-        quoteCurrencies = self.safe_value(self.options, 'quoteCurrencies', {})
+        quoteCurrencies = self.safe_dict(self.options, 'quoteCurrencies', {})
         quotes = list(quoteCurrencies.keys())
+        promises = []
+        for i in range(0, len(quotes)):
+            request = {
+                'quoteId': quotes[i],
+            }
+            promises.append(self.publicGetTickerALLQuoteId(self.extend(request, params)))
+            #
+            #    {
+            #        "status": "0000",
+            #        "data": {
+            #            "ETH": {
+            #                "opening_price": "0.05153399",
+            #                "closing_price": "0.05145144",
+            #                "min_price": "0.05145144",
+            #                "max_price": "0.05160781",
+            #                "units_traded": "6.541124172077830855",
+            #                "acc_trade_value": "0.33705472498492329997697755",
+            #                "prev_closing_price": "0.0515943",
+            #                "units_traded_24H": "43.368879902677400513",
+            #                "acc_trade_value_24H": "2.24165339555398079994373342",
+            #                "fluctate_24H": "-0.00018203",
+            #                "fluctate_rate_24H": "-0.35"
+            #            },
+            #            "XRP": {
+            #                "opening_price": "0.00000918",
+            #                "closing_price": "0.0000092",
+            #                "min_price": "0.00000918",
+            #                "max_price": "0.0000092",
+            #                "units_traded": "6516.949363",
+            #                "acc_trade_value": "0.0598792533602796",
+            #                "prev_closing_price": "0.00000916",
+            #                "units_traded_24H": "229161.50354738",
+            #                "acc_trade_value_24H": "2.0446589371637117",
+            #                "fluctate_24H": "0.00000049",
+            #                "fluctate_rate_24H": "5.63"
+            #            },
+            #            ...
+            #            "date": "1721675913145"
+            #        }
+            #    }
+            #
+        results = promises
         for i in range(0, len(quotes)):
             quote = quotes[i]
             quoteId = quote
-            extension = self.safe_value(quoteCurrencies, quote, {})
-            request: dict = {
-                'quoteId': quoteId,
-            }
-            response = self.publicGetTickerALLQuoteId(self.extend(request, params))
-            data = self.safe_value(response, 'data')
+            response = results[i]
+            data = self.safe_dict(response, 'data')
+            extension = self.safe_dict(quoteCurrencies, quote, {})
             currencyIds = list(data.keys())
             for j in range(0, len(currencyIds)):
                 currencyId = currencyIds[j]
@@ -286,7 +325,7 @@ class bithumb(Exchange, ImplicitAPI):
 
     def parse_balance(self, response) -> Balances:
         result: dict = {'info': response}
-        balances = self.safe_value(response, 'data')
+        balances = self.safe_dict(response, 'data')
         codes = list(self.currencies.keys())
         for i in range(0, len(codes)):
             code = codes[i]
@@ -351,7 +390,7 @@ class bithumb(Exchange, ImplicitAPI):
         #         }
         #     }
         #
-        data = self.safe_value(response, 'data', {})
+        data = self.safe_dict(response, 'data', {})
         timestamp = self.safe_integer(data, 'timestamp')
         return self.parse_order_book(data, symbol, timestamp, 'bids', 'asks', 'price', 'quantity')
 
@@ -413,15 +452,18 @@ class bithumb(Exchange, ImplicitAPI):
         """
         self.load_markets()
         result: dict = {}
-        quoteCurrencies = self.safe_value(self.options, 'quoteCurrencies', {})
+        quoteCurrencies = self.safe_dict(self.options, 'quoteCurrencies', {})
         quotes = list(quoteCurrencies.keys())
+        promises = []
         for i in range(0, len(quotes)):
-            quote = quotes[i]
-            quoteId = quote
             request: dict = {
-                'quoteId': quoteId,
+                'quoteId': quotes[i],
             }
-            response = self.publicGetTickerALLQuoteId(self.extend(request, params))
+            promises.append(self.publicGetTickerALLQuoteId(self.extend(request, params)))
+        responses = promises
+        for i in range(0, len(quotes)):
+            quote = quotes[i]
+            response = responses[i]
             #
             #     {
             #         "status":"0000",
@@ -443,7 +485,7 @@ class bithumb(Exchange, ImplicitAPI):
             #         }
             #     }
             #
-            data = self.safe_value(response, 'data', {})
+            data = self.safe_dict(response, 'data', {})
             timestamp = self.safe_integer(data, 'date')
             tickers = self.omit(data, 'date')
             currencyIds = list(tickers.keys())
@@ -805,7 +847,7 @@ class bithumb(Exchange, ImplicitAPI):
         #     }
         #
         timestamp = self.safe_integer_product(order, 'order_date', 0.001)
-        sideProperty = self.safe_value_2(order, 'type', 'side')
+        sideProperty = self.safe_string_2(order, 'type', 'side')
         side = 'buy' if (sideProperty == 'bid') else 'sell'
         status = self.parse_order_status(self.safe_string(order, 'order_status'))
         price = self.safe_string_2(order, 'order_price', 'price')
@@ -830,7 +872,7 @@ class bithumb(Exchange, ImplicitAPI):
             market = self.safe_market(None, market)
             symbol = market['symbol']
         id = self.safe_string(order, 'order_id')
-        rawTrades = self.safe_value(order, 'contract', [])
+        rawTrades = self.safe_list(order, 'contract', [])
         return self.safe_order({
             'info': order,
             'id': id,

ccxt/hyperliquid.py

@@ -5,7 +5,7 @@
 
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.hyperliquid import ImplicitAPI
-from ccxt.base.types import Balances, Currencies, Currency, Int, MarginModification, Market, Num, Order, OrderBook, OrderRequest, CancellationRequest, OrderSide, OrderType, Str, Strings, Trade, TradingFeeInterface, Transaction, TransferEntry
+from ccxt.base.types import Balances, Currencies, Currency, Int, MarginModification, Market, Num, Order, OrderBook, OrderRequest, CancellationRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, TradingFeeInterface, Transaction, TransferEntry
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import ArgumentsRequired
@@ -101,8 +101,8 @@ class hyperliquid(Exchange, ImplicitAPI):
                 'fetchPositions': True,
                 'fetchPositionsRisk': False,
                 'fetchPremiumIndexOHLCV': False,
-                'fetchTicker': False,
-                'fetchTickers': False,
+                'fetchTicker': 'emulated',
+                'fetchTickers': True,
                 'fetchTime': False,
                 'fetchTrades': True,
                 'fetchTradingFee': True,
@@ -327,12 +327,12 @@ class hyperliquid(Exchange, ImplicitAPI):
         #
         #
         meta = self.safe_dict(response, 0, {})
-        meta = self.safe_list(meta, 'universe', [])
+        universe = self.safe_list(meta, 'universe', [])
         assetCtxs = self.safe_dict(response, 1, {})
         result = []
-        for i in range(0, len(meta)):
+        for i in range(0, len(universe)):
             data = self.extend(
-                self.safe_dict(meta, i, {}),
+                self.safe_dict(universe, i, {}),
                 self.safe_dict(assetCtxs, i, {})
             )
             data['baseId'] = i
@@ -446,11 +446,13 @@ class hyperliquid(Exchange, ImplicitAPI):
         #
         # response differs depending on the environment(mainnet vs sandbox)
         first = self.safe_dict(response, 0, {})
+        second = self.safe_list(response, 1, [])
         meta = self.safe_list_2(first, 'universe', 'spot_infos', [])
         tokens = self.safe_list_2(first, 'tokens', 'token_infos', [])
         markets = []
         for i in range(0, len(meta)):
             market = self.safe_dict(meta, i, {})
+            extraData = self.safe_dict(second, i, {})
             marketName = self.safe_string(market, 'name')
             # if marketName.find('/') < 0:
             #     # there are some weird spot markets in testnet, eg @2
@@ -527,7 +529,7 @@ class hyperliquid(Exchange, ImplicitAPI):
                     },
                 },
                 'created': None,
-                'info': market,
+                'info': self.extend(extraData, market),
             }))
         return markets
 
@@ -746,6 +748,57 @@ class hyperliquid(Exchange, ImplicitAPI):
         timestamp = self.safe_integer(response, 'time')
         return self.parse_order_book(result, market['symbol'], timestamp, 'bids', 'asks', 'px', 'sz')
 
+    def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
+        :see: https://www.bitmex.com/api/explorer/#not /Instrument/Instrument_getActiveAndIndices
+        :param str[]|None symbols: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a dictionary of `ticker structures <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        self.load_markets()
+        symbols = self.market_symbols(symbols)
+        # at self stage, to get tickers data, we use fetchMarkets endpoints
+        response = self.fetch_markets(params)
+        # same response "fetchMarkets"
+        result: dict = {}
+        for i in range(0, len(response)):
+            market = response[i]
+            info = market['info']
+            ticker = self.parse_ticker(info, market)
+            symbol = self.safe_string(ticker, 'symbol')
+            result[symbol] = ticker
+        return self.filter_by_array_tickers(result, 'symbol', symbols)
+
+    def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
+        #
+        #     {
+        #         "prevDayPx": "3400.5",
+        #         "dayNtlVlm": "511297257.47936022",
+        #         "markPx": "3464.7",
+        #         "midPx": "3465.05",
+        #         "oraclePx": "3460.1",  # only in swap
+        #         "openInterest": "64638.1108",  # only in swap
+        #         "premium": "0.00141614",  # only in swap
+        #         "funding": "0.00008727",  # only in swap
+        #         "impactPxs": ["3465.0", "3465.1"],  # only in swap
+        #         "coin": "PURR",  # only in spot
+        #         "circulatingSupply": "998949190.03400207",  # only in spot
+        #     },
+        #
+        bidAsk = self.safe_list(ticker, 'impactPxs')
+        return self.safe_ticker({
+            'symbol': market['symbol'],
+            'timestamp': None,
+            'datetime': None,
+            'previousClose': self.safe_number(ticker, 'prevDayPx'),
+            'close': self.safe_number(ticker, 'midPx'),
+            'bid': self.safe_number(bidAsk, 0),
+            'ask': self.safe_number(bidAsk, 1),
+            'quoteVolume': self.safe_number(ticker, 'dayNtlVlm'),
+            'info': ticker,
+        }, market)
+
     def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
         """
         fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market

ccxt/kraken.py

@@ -98,6 +98,7 @@ class kraken(Exchange, ImplicitAPI):
                 'fetchOrderTrades': 'emulated',
                 'fetchPositions': True,
                 'fetchPremiumIndexOHLCV': False,
+                'fetchStatus': True,
                 'fetchTicker': True,
                 'fetchTickers': True,
                 'fetchTime': True,
@@ -645,6 +646,30 @@ class kraken(Exchange, ImplicitAPI):
             result.append(self.extend(defaults, markets[i]))
         return result
 
+    def fetch_status(self, params={}):
+        """
+        the latest known information on the availability of the exchange API
+        :see: https://docs.kraken.com/api/docs/rest-api/get-system-status/
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `status structure <https://docs.ccxt.com/#/?id=exchange-status-structure>`
+        """
+        response = self.publicGetSystemStatus(params)
+        #
+        # {
+        #     error: [],
+        #     result: {status: 'online', timestamp: '2024-07-22T16:34:44Z'}
+        # }
+        #
+        result = self.safe_dict(response, 'result')
+        statusRaw = self.safe_string(result, 'status')
+        return {
+            'status': 'ok' if (statusRaw == 'online') else 'maintenance',
+            'updated': None,
+            'eta': None,
+            'url': None,
+            'info': response,
+        }
+
     def fetch_currencies(self, params={}) -> Currencies:
         """
         fetches all available currencies on an exchange

ccxt/pro/__init__.py

@@ -4,7 +4,7 @@
 
 # ----------------------------------------------------------------------------
 
-__version__ = '4.3.65'
+__version__ = '4.3.67'
 
 # ----------------------------------------------------------------------------
 

ccxt/pro/bitget.py

@@ -1678,7 +1678,7 @@ class bitget(ccxt.async_support.bitget):
         if topic.find('books') >= 0:
             self.handle_order_book(client, message)
 
-    def ping(self, client):
+    def ping(self, client: Client):
         return 'ping'
 
     def handle_pong(self, client: Client, message):

ccxt/pro/bybit.py

@@ -1962,7 +1962,7 @@ class bybit(ccxt.async_support.bybit):
         if type == 'AUTH_RESP':
             self.handle_authenticate(client, message)
 
-    def ping(self, client):
+    def ping(self, client: Client):
         return {
             'req_id': self.request_id(),
             'op': 'ping',

ccxt/pro/coinone.py

@@ -380,7 +380,7 @@ class coinone(ccxt.async_support.coinone):
                     method(client, message)
                     return
 
-    def ping(self, client):
+    def ping(self, client: Client):
         return {
             'request_type': 'PING',
         }