ccxt 4.3.72__tar.gz → 4.3.73__tar.gz

{ccxt-4.3.72/ccxt.egg-info → ccxt-4.3.73}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: ccxt
-Version: 4.3.72
+Version: 4.3.73
 Summary: A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges
 Home-page: https://ccxt.com
 Author: Igor Kroitor
@@ -259,13 +259,13 @@ console.log(version, Object.keys(exchanges));
 
 All-in-one browser bundle (dependencies included), served from a CDN of your choice:
 
-* jsDelivr: https://cdn.jsdelivr.net/npm/ccxt@4.3.72/dist/ccxt.browser.min.js
-* unpkg: https://unpkg.com/ccxt@4.3.72/dist/ccxt.browser.min.js
+* jsDelivr: https://cdn.jsdelivr.net/npm/ccxt@4.3.73/dist/ccxt.browser.min.js
+* unpkg: https://unpkg.com/ccxt@4.3.73/dist/ccxt.browser.min.js
 
 CDNs are not updated in real-time and may have delays. Defaulting to the most recent version without specifying the version number is not recommended. Please, keep in mind that we are not responsible for the correct operation of those CDN servers.
 
 ```HTML
-<script type="text/javascript" src="https://cdn.jsdelivr.net/npm/ccxt@4.3.72/dist/ccxt.browser.min.js"></script>
+<script type="text/javascript" src="https://cdn.jsdelivr.net/npm/ccxt@4.3.73/dist/ccxt.browser.min.js"></script>
 ```
 
 Creates a global `ccxt` object:

{ccxt-4.3.72 → ccxt-4.3.73}/ccxt/__init__.py

@@ -22,7 +22,7 @@
 
 # ----------------------------------------------------------------------------
 
-__version__ = '4.3.72'
+__version__ = '4.3.73'
 
 # ----------------------------------------------------------------------------
 

{ccxt-4.3.72 → ccxt-4.3.73}/ccxt/async_support/__init__.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.3.72'
+__version__ = '4.3.73'
 
 # -----------------------------------------------------------------------------
 

{ccxt-4.3.72 → ccxt-4.3.73}/ccxt/async_support/base/exchange.py

@@ -2,7 +2,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.3.72'
+__version__ = '4.3.73'
 
 # -----------------------------------------------------------------------------
 

{ccxt-4.3.72 → ccxt-4.3.73}/ccxt/async_support/base/ws/client.py

@@ -15,7 +15,7 @@ class Client(object):
     subscriptions = {}
     rejections = {}
     message_queue = {}
-    useMessageQueue = True
+    useMessageQueue = False
     on_message_callback = None
     on_error_callback = None
     on_close_callback = None

{ccxt-4.3.72 → ccxt-4.3.73}/ccxt/base/exchange.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.3.72'
+__version__ = '4.3.73'
 
 # -----------------------------------------------------------------------------
 

{ccxt-4.3.72 → ccxt-4.3.73}/ccxt/pro/__init__.py

@@ -4,7 +4,7 @@
 
 # ----------------------------------------------------------------------------
 
-__version__ = '4.3.72'
+__version__ = '4.3.73'
 
 # ----------------------------------------------------------------------------
 

{ccxt-4.3.72 → ccxt-4.3.73}/ccxt/pro/binance.py

@@ -1098,11 +1098,15 @@ class binance(ccxt.async_support.binance):
     async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
         """
         watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+        :see: https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
+        :see: https://binance-docs.github.io/apidocs/futures/en/#kline-candlestick-data
+        :see: https://binance-docs.github.io/apidocs/delivery/en/#kline-candlestick-data
         :param str symbol: unified symbol of the market to fetch OHLCV data for
         :param str timeframe: the length of time each candle represents
         :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 dict [params.timezone]: if provided, kline intervals are interpreted in that timezone instead of UTC, example '+08:00'
         :returns int[][]: A list of candles ordered, open, high, low, close, volume
         """
         params['callerMethodName'] = 'watchOHLCV'
@@ -1112,10 +1116,14 @@ class binance(ccxt.async_support.binance):
     async def watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], since: Int = None, limit: Int = None, params={}):
         """
         watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+        :see: https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
+        :see: https://binance-docs.github.io/apidocs/futures/en/#kline-candlestick-data
+        :see: https://binance-docs.github.io/apidocs/delivery/en/#kline-candlestick-data
         :param str[][] symbolsAndTimeframes: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
         :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 dict [params.timezone]: if provided, kline intervals are interpreted in that timezone instead of UTC, example '+08:00'
         :returns int[][]: A list of candles ordered, open, high, low, close, volume
         """
         await self.load_markets()
@@ -1127,6 +1135,10 @@ class binance(ccxt.async_support.binance):
         type = firstMarket['type']
         if firstMarket['contract']:
             type = 'future' if firstMarket['linear'] else 'delivery'
+        isSpot = (type == 'spot')
+        timezone = None
+        timezone, params = self.handle_param_string(params, 'timezone', None)
+        isUtc8 = (timezone is not None) and ((timezone == '+08:00') or Precise.string_eq(timezone, '8'))
         rawHashes = []
         messageHashes = []
         for i in range(0, len(symbolsAndTimeframes)):
@@ -1139,7 +1151,10 @@ class binance(ccxt.async_support.binance):
             if klineType == 'indexPriceKline':
                 # weird behavior for index price kline we can't use the perp suffix
                 marketId = marketId.replace('_perp', '')
-            rawHashes.append(marketId + '@' + klineType + '_' + interval)
+            shouldUseUTC8 = (isUtc8 and isSpot)
+            suffix = '@+08:00'
+            utcSuffix = suffix if shouldUseUTC8 else ''
+            rawHashes.append(marketId + '@' + klineType + '_' + interval + utcSuffix)
             messageHashes.append('ohlcv::' + symbolString + '::' + timeframeString)
         url = self.urls['api']['ws'][type] + '/' + self.stream(type, 'multipleOHLCV')
         requestId = self.request_id(url)

{ccxt-4.3.72 → ccxt-4.3.73}/ccxt/pro/kucoin.py

@@ -1024,6 +1024,10 @@ class kucoin(ccxt.async_support.kucoin):
         tradeId = self.safe_string(trade, 'tradeId')
         price = self.safe_string(trade, 'matchPrice')
         amount = self.safe_string(trade, 'matchSize')
+        if price is None:
+            # /spot/tradeFills
+            price = self.safe_string(trade, 'price')
+            amount = self.safe_string(trade, 'size')
         order = self.safe_string(trade, 'orderId')
         timestamp = self.safe_integer_product_2(trade, 'ts', 'time', 0.000001)
         feeCurrency = market['quote']

{ccxt-4.3.72 → ccxt-4.3.73}/ccxt/pro/woo.py

@@ -90,32 +90,48 @@ class woo(ccxt.async_support.woo):
 
     async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
         """
+        :see: https://docs.woo.org/#orderbookupdate
         :see: https://docs.woo.org/#orderbook
         watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
         :param str symbol: unified symbol of the market to fetch the order book for
         :param int [limit]: the maximum amount of order book entries to return.
         :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.method]: either(default) 'orderbook' or 'orderbookupdate', default is 'orderbook'
         :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
         """
         await self.load_markets()
-        name = 'orderbook'
+        method = None
+        method, params = self.handle_option_and_params(params, 'watchOrderBook', 'method', 'orderbook')
         market = self.market(symbol)
-        topic = market['id'] + '@' + name
+        topic = market['id'] + '@' + method
+        urlUid = '/' + self.uid if (self.uid) else ''
+        url = self.urls['api']['ws']['public'] + urlUid
+        requestId = self.request_id(url)
         request: dict = {
             'event': 'subscribe',
             'topic': topic,
+            'id': requestId,
         }
-        message = self.extend(request, params)
-        orderbook = await self.watch_public(topic, message)
+        subscription: dict = {
+            'id': str(requestId),
+            'name': method,
+            'symbol': symbol,
+            'limit': limit,
+            'params': params,
+        }
+        if method == 'orderbookupdate':
+            subscription['method'] = self.handle_order_book_subscription
+        orderbook = await self.watch(url, topic, self.extend(request, params), topic, subscription)
         return orderbook.limit()
 
     def handle_order_book(self, client: Client, message):
         #
         #     {
-        #         "topic": "PERP_BTC_USDT@orderbook",
-        #         "ts": 1650121915308,
+        #         "topic": "PERP_BTC_USDT@orderbookupdate",
+        #         "ts": 1722500373999,
         #         "data": {
         #             "symbol": "PERP_BTC_USDT",
+        #             "prevTs": 1722500373799,
         #             "bids": [
         #                 [
         #                     0.30891,
@@ -136,13 +152,89 @@ class woo(ccxt.async_support.woo):
         market = self.safe_market(marketId)
         symbol = market['symbol']
         topic = self.safe_string(message, 'topic')
-        if not (symbol in self.orderbooks):
-            self.orderbooks[symbol] = self.order_book({})
-        orderbook = self.orderbooks[symbol]
+        method = self.safe_string(topic.split('@'), 1)
+        if method == 'orderbookupdate':
+            if not (symbol in self.orderbooks):
+                return
+            orderbook = self.orderbooks[symbol]
+            timestamp = self.safe_integer(orderbook, 'timestamp')
+            if timestamp is None:
+                orderbook.cache.append(message)
+            else:
+                try:
+                    ts = self.safe_integer(message, 'ts')
+                    if ts > timestamp:
+                        self.handle_order_book_message(client, message, orderbook)
+                        client.resolve(orderbook, topic)
+                except Exception as e:
+                    del self.orderbooks[symbol]
+                    del client.subscriptions[topic]
+                    client.reject(e, topic)
+        else:
+            if not (symbol in self.orderbooks):
+                defaultLimit = self.safe_integer(self.options, 'watchOrderBookLimit', 1000)
+                subscription = client.subscriptions[topic]
+                limit = self.safe_integer(subscription, 'limit', defaultLimit)
+                self.orderbooks[symbol] = self.order_book({}, limit)
+            orderbook = self.orderbooks[symbol]
+            timestamp = self.safe_integer(message, 'ts')
+            snapshot = self.parse_order_book(data, symbol, timestamp, 'bids', 'asks')
+            orderbook.reset(snapshot)
+            client.resolve(orderbook, topic)
+
+    def handle_order_book_subscription(self, client: Client, message, subscription):
+        defaultLimit = self.safe_integer(self.options, 'watchOrderBookLimit', 1000)
+        limit = self.safe_integer(subscription, 'limit', defaultLimit)
+        symbol = self.safe_string(subscription, 'symbol')  # watchOrderBook
+        if symbol in self.orderbooks:
+            del self.orderbooks[symbol]
+        self.orderbooks[symbol] = self.order_book({}, limit)
+        self.spawn(self.fetch_order_book_snapshot, client, message, subscription)
+
+    async def fetch_order_book_snapshot(self, client, message, subscription):
+        symbol = self.safe_string(subscription, 'symbol')
+        messageHash = self.safe_string(message, 'topic')
+        try:
+            defaultLimit = self.safe_integer(self.options, 'watchOrderBookLimit', 1000)
+            limit = self.safe_integer(subscription, 'limit', defaultLimit)
+            params = self.safe_value(subscription, 'params')
+            snapshot = await self.fetch_rest_order_book_safe(symbol, limit, params)
+            if self.safe_value(self.orderbooks, symbol) is None:
+                # if the orderbook is dropped before the snapshot is received
+                return
+            orderbook = self.orderbooks[symbol]
+            orderbook.reset(snapshot)
+            messages = orderbook.cache
+            for i in range(0, len(messages)):
+                messageItem = messages[i]
+                ts = self.safe_integer(messageItem, 'ts')
+                if ts < orderbook['timestamp']:
+                    continue
+                else:
+                    self.handle_order_book_message(client, messageItem, orderbook)
+            self.orderbooks[symbol] = orderbook
+            client.resolve(orderbook, messageHash)
+        except Exception as e:
+            del client.subscriptions[messageHash]
+            client.reject(e, messageHash)
+
+    def handle_order_book_message(self, client: Client, message, orderbook):
+        data = self.safe_dict(message, 'data')
+        self.handle_deltas(orderbook['asks'], self.safe_value(data, 'asks', []))
+        self.handle_deltas(orderbook['bids'], self.safe_value(data, 'bids', []))
         timestamp = self.safe_integer(message, 'ts')
-        snapshot = self.parse_order_book(data, symbol, timestamp, 'bids', 'asks')
-        orderbook.reset(snapshot)
-        client.resolve(orderbook, topic)
+        orderbook['timestamp'] = timestamp
+        orderbook['datetime'] = self.iso8601(timestamp)
+        return orderbook
+
+    def handle_delta(self, bookside, delta):
+        price = self.safe_float_2(delta, 'price', 0)
+        amount = self.safe_float_2(delta, 'quantity', 1)
+        bookside.store(price, amount)
+
+    def handle_deltas(self, bookside, deltas):
+        for i in range(0, len(deltas)):
+            self.handle_delta(bookside, deltas[i])
 
     async def watch_ticker(self, symbol: str, params={}) -> Ticker:
         """
@@ -998,6 +1090,7 @@ class woo(ccxt.async_support.woo):
             'pong': self.handle_pong,
             'subscribe': self.handle_subscribe,
             'orderbook': self.handle_order_book,
+            'orderbookupdate': self.handle_order_book,
             'ticker': self.handle_ticker,
             'tickers': self.handle_tickers,
             'kline': self.handle_ohlcv,
@@ -1056,6 +1149,12 @@ class woo(ccxt.async_support.woo):
         #         "ts": 1657117712212
         #     }
         #
+        id = self.safe_string(message, 'id')
+        subscriptionsById = self.index_by(client.subscriptions, 'id')
+        subscription = self.safe_value(subscriptionsById, id, {})
+        method = self.safe_value(subscription, 'method')
+        if method is not None:
+            method(client, message, subscription)
         return message
 
     def handle_auth(self, client: Client, message):

{ccxt-4.3.72 → ccxt-4.3.73/ccxt.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: ccxt
-Version: 4.3.72
+Version: 4.3.73
 Summary: A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges
 Home-page: https://ccxt.com
 Author: Igor Kroitor
@@ -259,13 +259,13 @@ console.log(version, Object.keys(exchanges));
 
 All-in-one browser bundle (dependencies included), served from a CDN of your choice:
 
-* jsDelivr: https://cdn.jsdelivr.net/npm/ccxt@4.3.72/dist/ccxt.browser.min.js
-* unpkg: https://unpkg.com/ccxt@4.3.72/dist/ccxt.browser.min.js
+* jsDelivr: https://cdn.jsdelivr.net/npm/ccxt@4.3.73/dist/ccxt.browser.min.js
+* unpkg: https://unpkg.com/ccxt@4.3.73/dist/ccxt.browser.min.js
 
 CDNs are not updated in real-time and may have delays. Defaulting to the most recent version without specifying the version number is not recommended. Please, keep in mind that we are not responsible for the correct operation of those CDN servers.
 
 ```HTML
-<script type="text/javascript" src="https://cdn.jsdelivr.net/npm/ccxt@4.3.72/dist/ccxt.browser.min.js"></script>
+<script type="text/javascript" src="https://cdn.jsdelivr.net/npm/ccxt@4.3.73/dist/ccxt.browser.min.js"></script>
 ```
 
 Creates a global `ccxt` object:

{ccxt-4.3.72 → ccxt-4.3.73}/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.3.72",
+  "version": "4.3.73",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges",
   "unpkg": "dist/ccxt.browser.min.js",
   "type": "module",