ccxt 4.3.95__py2.py3-none-any.whl → 4.3.96__py2.py3-none-any.whl

ccxt/pro/okx.py

@@ -27,6 +27,7 @@ class okx(ccxt.async_support.okx):
                 'ws': True,
                 'watchTicker': True,
                 'watchTickers': True,
+                'watchBidsAsks': True,
                 'watchOrderBook': True,
                 'watchTrades': True,
                 'watchTradesForSymbols': True,
@@ -135,9 +136,8 @@ class okx(ccxt.async_support.okx):
             symbols = self.symbols
         symbols = self.market_symbols(symbols)
         url = self.get_url(channel, access)
-        messageHash = channel
+        messageHashes = []
         args = []
-        messageHash += '::' + ','.join(symbols)
         for i in range(0, len(symbols)):
             marketId = self.market_id(symbols[i])
             arg: dict = {
@@ -145,11 +145,12 @@ class okx(ccxt.async_support.okx):
                 'instId': marketId,
             }
             args.append(self.extend(arg, params))
+            messageHashes.append(channel + '::' + symbols[i])
         request: dict = {
             'op': 'subscribe',
             'args': args,
         }
-        return await self.watch(url, messageHash, request, messageHash)
+        return await self.watch_multiple(url, messageHashes, request, messageHashes)
 
     async def subscribe(self, access, messageHash, channel, symbol, params={}):
         await self.load_markets()
@@ -379,6 +380,17 @@ class okx(ccxt.async_support.okx):
         ticker = await self.watch_tickers([symbol], params)
         return self.safe_value(ticker, symbol)
 
+    async def un_watch_ticker(self, symbol: str, params={}) -> Any:
+        """
+        :see: https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel
+        unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+        :param str symbol: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.channel]: the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        return await self.un_watch_tickers([symbol], params)
+
     async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
         """
         :see: https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel
@@ -397,6 +409,37 @@ class okx(ccxt.async_support.okx):
             return newTickers
         return self.filter_by_array(self.tickers, 'symbol', symbols)
 
+    async def un_watch_tickers(self, symbols: Strings = None, params={}) -> Any:
+        """
+        :see: https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel
+        unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+        :param str[] [symbols]: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.channel]: the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols, None, False)
+        channel = None
+        channel, params = self.handle_option_and_params(params, 'watchTickers', 'channel', 'tickers')
+        topics = []
+        messageHashes = []
+        for i in range(0, len(symbols)):
+            symbol = symbols[i]
+            messageHashes.append('unsubscribe:ticker:' + symbol)
+            marketId = self.market_id(symbol)
+            topic: dict = {
+                'channel': channel,
+                'instId': marketId,
+            }
+            topics.append(topic)
+        request: dict = {
+            'op': 'unsubscribe',
+            'args': topics,
+        }
+        url = self.get_url(channel, 'public')
+        return await self.watch_multiple(url, messageHashes, request, messageHashes)
+
     def handle_ticker(self, client: Client, message):
         #
         #     {
@@ -423,27 +466,104 @@ class okx(ccxt.async_support.okx):
         #         ]
         #     }
         #
+        self.handle_bid_ask(client, message)
         arg = self.safe_value(message, 'arg', {})
+        marketId = self.safe_string(arg, 'instId')
+        market = self.safe_market(marketId, None, '-')
+        symbol = market['symbol']
         channel = self.safe_string(arg, 'channel')
         data = self.safe_value(message, 'data', [])
-        newTickers = []
+        newTickers: dict = {}
         for i in range(0, len(data)):
             ticker = self.parse_ticker(data[i])
-            symbol = ticker['symbol']
             self.tickers[symbol] = ticker
-            newTickers.append(ticker)
-        messageHashes = self.find_message_hashes(client, channel + '::')
-        for i in range(0, len(messageHashes)):
-            messageHash = messageHashes[i]
-            parts = messageHash.split('::')
-            symbolsString = parts[1]
-            symbols = symbolsString.split(',')
-            tickers = self.filter_by_array(newTickers, 'symbol', symbols)
-            tickersSymbols = list(tickers.keys())
-            numTickers = len(tickersSymbols)
-            if numTickers > 0:
-                client.resolve(tickers, messageHash)
-        return message
+            newTickers[symbol] = ticker
+        messageHash = channel + '::' + symbol
+        client.resolve(newTickers, messageHash)
+
+    async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        :see: https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel
+        watches best bid & ask for symbols
+        :param str[] symbols: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols, None, False)
+        channel = None
+        channel, params = self.handle_option_and_params(params, 'watchBidsAsks', 'channel', 'tickers')
+        url = self.get_url(channel, 'public')
+        messageHashes = []
+        args = []
+        for i in range(0, len(symbols)):
+            marketId = self.market_id(symbols[i])
+            arg: dict = {
+                'channel': channel,
+                'instId': marketId,
+            }
+            args.append(self.extend(arg, params))
+            messageHashes.append('bidask::' + symbols[i])
+        request: dict = {
+            'op': 'subscribe',
+            'args': args,
+        }
+        newTickers = await self.watch_multiple(url, messageHashes, request, messageHashes)
+        if self.newUpdates:
+            tickers: dict = {}
+            tickers[newTickers['symbol']] = newTickers
+            return tickers
+        return self.filter_by_array(self.bidsasks, 'symbol', symbols)
+
+    def handle_bid_ask(self, client: Client, message):
+        #
+        #     {
+        #         "arg": {channel: "tickers", instId: "BTC-USDT"},
+        #         "data": [
+        #             {
+        #                 "instType": "SPOT",
+        #                 "instId": "BTC-USDT",
+        #                 "last": "31500.1",
+        #                 "lastSz": "0.00001754",
+        #                 "askPx": "31500.1",
+        #                 "askSz": "0.00998144",
+        #                 "bidPx": "31500",
+        #                 "bidSz": "3.05652439",
+        #                 "open24h": "31697",
+        #                 "high24h": "32248",
+        #                 "low24h": "31165.6",
+        #                 "sodUtc0": "31385.5",
+        #                 "sodUtc8": "32134.9",
+        #                 "volCcy24h": "503403597.38138519",
+        #                 "vol24h": "15937.10781721",
+        #                 "ts": "1626526618762"
+        #             }
+        #         ]
+        #     }
+        #
+        data = self.safe_list(message, 'data', [])
+        ticker = self.safe_dict(data, 0, {})
+        parsedTicker = self.parse_ws_bid_ask(ticker)
+        symbol = parsedTicker['symbol']
+        self.bidsasks[symbol] = parsedTicker
+        messageHash = 'bidask::' + symbol
+        client.resolve(parsedTicker, messageHash)
+
+    def parse_ws_bid_ask(self, ticker, market=None):
+        marketId = self.safe_string(ticker, 'instId')
+        market = self.safe_market(marketId, market)
+        symbol = self.safe_string(market, 'symbol')
+        timestamp = self.safe_integer(ticker, 'ts')
+        return self.safe_ticker({
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'ask': self.safe_string(ticker, 'askPx'),
+            'askVolume': self.safe_string(ticker, 'askSz'),
+            'bid': self.safe_string(ticker, 'bidPx'),
+            'bidVolume': self.safe_string(ticker, 'bidSz'),
+            'info': ticker,
+        }, market)
 
     async def watch_liquidations_for_symbols(self, symbols: List[str] = None, since: Int = None, limit: Int = None, params={}) -> List[Liquidation]:
         """
@@ -547,10 +667,24 @@ class okx(ccxt.async_support.okx):
         await self.authenticate({'access': 'business' if isStop else 'private'})
         symbols = self.market_symbols(symbols, None, True, True)
         messageHash = 'myLiquidations'
+        messageHashes = []
         if symbols is not None:
-            messageHash += '::' + ','.join(symbols)
+            for i in range(0, len(symbols)):
+                symbol = symbols[i]
+                messageHashes.append(messageHash + '::' + symbol)
+        else:
+            messageHashes.append(messageHash)
         channel = 'balance_and_position'
-        newLiquidations = await self.subscribe('private', messageHash, channel, None, params)
+        request: dict = {
+            'op': 'subscribe',
+            'args': [
+                {
+                    'channel': channel,
+                },
+            ],
+        }
+        url = self.get_url(channel, 'private')
+        newLiquidations = await self.watch_multiple(url, messageHashes, self.deep_extend(request, params), messageHashes)
         if self.newUpdates:
             return newLiquidations
         return self.filter_by_symbols_since_limit(self.liquidations, symbols, since, limit, True)
@@ -710,6 +844,17 @@ class okx(ccxt.async_support.okx):
             limit = ohlcv.getLimit(symbol, limit)
         return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
 
+    async def un_watch_ohlcv(self, symbol: str, timeframe='1m', params={}) -> Any:
+        """
+        watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+        :param str symbol: unified symbol of the market to fetch OHLCV data for
+        :param str timeframe: the length of time each candle represents
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns int[][]: A list of candles ordered, open, high, low, close, volume
+        """
+        await self.load_markets()
+        return await self.un_watch_ohlcv_for_symbols([[symbol, timeframe]], params)
+
     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
@@ -749,6 +894,39 @@ class okx(ccxt.async_support.okx):
         filtered = self.filter_by_since_limit(candles, since, limit, 0, True)
         return self.create_ohlcv_object(symbol, timeframe, filtered)
 
+    async def un_watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], params={}):
+        """
+        unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+        :param str[][] symbolsAndTimeframes: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns int[][]: A list of candles ordered, open, high, low, close, volume
+        """
+        symbolsLength = len(symbolsAndTimeframes)
+        if symbolsLength == 0 or not isinstance(symbolsAndTimeframes[0], list):
+            raise ArgumentsRequired(self.id + " watchOHLCVForSymbols() requires a an array of symbols and timeframes, like  [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]")
+        await self.load_markets()
+        topics = []
+        messageHashes = []
+        for i in range(0, len(symbolsAndTimeframes)):
+            symbolAndTimeframe = symbolsAndTimeframes[i]
+            sym = symbolAndTimeframe[0]
+            tf = symbolAndTimeframe[1]
+            marketId = self.market_id(sym)
+            interval = self.safe_string(self.timeframes, tf, tf)
+            channel = 'candle' + interval
+            topic: dict = {
+                'channel': channel,
+                'instId': marketId,
+            }
+            topics.append(topic)
+            messageHashes.append('unsubscribe:multi:' + channel + ':' + sym)
+        request: dict = {
+            'op': 'unsubscribe',
+            'args': topics,
+        }
+        url = self.get_url('candle', 'public')
+        return await self.watch_multiple(url, messageHashes, request, messageHashes)
+
     def handle_ohlcv(self, client: Client, message):
         #
         #     {
@@ -1403,6 +1581,9 @@ class okx(ccxt.async_support.okx):
         #    }
         #
         arg = self.safe_value(message, 'arg', {})
+        marketId = self.safe_string(arg, 'instId')
+        market = self.safe_market(marketId, None, '-')
+        symbol = market['symbol']
         channel = self.safe_string(arg, 'channel', '')
         data = self.safe_value(message, 'data', [])
         if self.positions is None:
@@ -1420,16 +1601,10 @@ class okx(ccxt.async_support.okx):
                 newPositions.append(shortPosition)
             newPositions.append(position)
             cache.append(position)
-        messageHashes = self.find_message_hashes(client, channel + '::')
-        for i in range(0, len(messageHashes)):
-            messageHash = messageHashes[i]
-            parts = messageHash.split('::')
-            symbolsString = parts[1]
-            symbols = symbolsString.split(',')
-            positions = self.filter_by_array(newPositions, 'symbol', symbols, False)
-            if not self.is_empty(positions):
-                client.resolve(positions, messageHash)
-        client.resolve(newPositions, channel)
+        messageHash = channel
+        if symbol is not None:
+            messageHash = channel + '::' + symbol
+        client.resolve(newPositions, messageHash)
 
     async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
@@ -2008,6 +2183,34 @@ class okx(ccxt.async_support.okx):
         client.reject(error, subMessageHash)
         client.resolve(True, messageHash)
 
+    def handle_unsubscription_ohlcv(self, client: Client, symbol: str, channel: str):
+        tf = channel.replace('candle', '')
+        timeframe = self.find_timeframe(tf)
+        subMessageHash = 'multi:' + channel + ':' + symbol
+        messageHash = 'unsubscribe:' + subMessageHash
+        if subMessageHash in client.subscriptions:
+            del client.subscriptions[subMessageHash]
+        if messageHash in client.subscriptions:
+            del client.subscriptions[messageHash]
+        if timeframe in self.ohlcvs[symbol]:
+            del self.ohlcvs[symbol][timeframe]
+        error = UnsubscribeError(self.id + ' ' + subMessageHash)
+        client.reject(error, subMessageHash)
+        client.resolve(True, messageHash)
+
+    def handle_unsubscription_ticker(self, client: Client, symbol: str, channel):
+        subMessageHash = channel + '::' + symbol
+        messageHash = 'unsubscribe:ticker:' + symbol
+        if subMessageHash in client.subscriptions:
+            del client.subscriptions[subMessageHash]
+        if messageHash in client.subscriptions:
+            del client.subscriptions[messageHash]
+        if symbol in self.tickers:
+            del self.tickers[symbol]
+        error = UnsubscribeError(self.id + ' ' + subMessageHash)
+        client.reject(error, subMessageHash)
+        client.resolve(True, messageHash)
+
     def handle_unsubscription(self, client: Client, message):
         #
         # {
@@ -2020,10 +2223,14 @@ class okx(ccxt.async_support.okx):
         # }
         # arg might be an array or list
         arg = self.safe_dict(message, 'arg', {})
-        channel = self.safe_string(arg, 'channel')
+        channel = self.safe_string(arg, 'channel', '')
         marketId = self.safe_string(arg, 'instId')
         symbol = self.safe_symbol(marketId)
         if channel == 'trades':
             self.handle_un_subscription_trades(client, symbol)
         elif channel.startswith('bbo') or channel.startswith('book'):
             self.handle_unsubscription_order_book(client, symbol, channel)
+        elif channel.find('tickers') > -1:
+            self.handle_unsubscription_ticker(client, symbol, channel)
+        elif channel.startswith('candle'):
+            self.handle_unsubscription_ohlcv(client, symbol, channel)

ccxt/tradeogre.py

@@ -83,7 +83,6 @@ class tradeogre(Exchange, ImplicitAPI):
                 'fetchOrderBooks': False,
                 'fetchOrders': False,
                 'fetchOrderTrades': False,
-                'fetchPermissions': False,
                 'fetchPosition': False,
                 'fetchPositionHistory': False,
                 'fetchPositionMode': False,

{ccxt-4.3.95.dist-info → ccxt-4.3.96.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: ccxt
-Version: 4.3.95
+Version: 4.3.96
 Summary: A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges
 Home-page: https://ccxt.com
 Author: Igor Kroitor
@@ -50,7 +50,7 @@ Requires-Dist: mypy (==1.6.1) ; extra == 'type'
 
 # CCXT – CryptoCurrency eXchange Trading Library
 
-[![Build Status](https://img.shields.io/travis/com/ccxt/ccxt)](https://travis-ci.com/ccxt/ccxt) [![npm](https://img.shields.io/npm/v/ccxt.svg)](https://npmjs.com/package/ccxt) [![PyPI](https://img.shields.io/pypi/v/ccxt.svg)](https://pypi.python.org/pypi/ccxt) [![NPM Downloads](https://img.shields.io/npm/dy/ccxt.svg)](https://www.npmjs.com/package/ccxt) [![Discord](https://img.shields.io/discord/690203284119617602?logo=discord&logoColor=white)](https://discord.gg/ccxt) [![Supported Exchanges](https://img.shields.io/badge/exchanges-110-blue.svg)](https://github.com/ccxt/ccxt/wiki/Exchange-Markets) [![Twitter Follow](https://img.shields.io/twitter/follow/ccxt_official.svg?style=social&label=CCXT)](https://twitter.com/ccxt_official)
+[![Build Status](https://img.shields.io/travis/com/ccxt/ccxt)](https://travis-ci.com/ccxt/ccxt) [![npm](https://img.shields.io/npm/v/ccxt.svg)](https://npmjs.com/package/ccxt) [![PyPI](https://img.shields.io/pypi/v/ccxt.svg)](https://pypi.python.org/pypi/ccxt) [![NPM Downloads](https://img.shields.io/npm/dy/ccxt.svg)](https://www.npmjs.com/package/ccxt) [![Discord](https://img.shields.io/discord/690203284119617602?logo=discord&logoColor=white)](https://discord.gg/ccxt) [![Supported Exchanges](https://img.shields.io/badge/exchanges-108-blue.svg)](https://github.com/ccxt/ccxt/wiki/Exchange-Markets) [![Twitter Follow](https://img.shields.io/twitter/follow/ccxt_official.svg?style=social&label=CCXT)](https://twitter.com/ccxt_official)
 
 A JavaScript / Python / PHP / C# library for cryptocurrency trading and e-commerce with support for many bitcoin/ether/altcoin exchange markets and merchant APIs.
 
@@ -272,13 +272,13 @@ 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@4.3.95/dist/ccxt.browser.min.js
-* unpkg: https://unpkg.com/ccxt@4.3.95/dist/ccxt.browser.min.js
+* jsDelivr: https://cdn.jsdelivr.net/npm/ccxt@4.3.96/dist/ccxt.browser.min.js
+* unpkg: https://unpkg.com/ccxt@4.3.96/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@4.3.95/dist/ccxt.browser.min.js"></script>
+<script type="text/javascript" src="https://cdn.jsdelivr.net/npm/ccxt@4.3.96/dist/ccxt.browser.min.js"></script>
 ```
 
 Creates a global `ccxt` object: