ccxt 4.4.12__py2.py3-none-any.whl → 4.4.13__py2.py3-none-any.whl

ccxt/bingx.py

@@ -80,6 +80,7 @@ class bingx(Exchange, ImplicitAPI):
                 'fetchMarginMode': True,
                 'fetchMarkets': True,
                 'fetchMarkOHLCV': True,
+                'fetchMarkPrices': True,
                 'fetchMyLiquidations': True,
                 'fetchOHLCV': True,
                 'fetchOpenInterest': True,
@@ -590,8 +591,8 @@ class bingx(Exchange, ImplicitAPI):
             networkList = self.safe_list(entry, 'networkList')
             networks: dict = {}
             fee = None
-            depositEnabled = None
-            withdrawEnabled = None
+            depositEnabled = False
+            withdrawEnabled = False
             defaultLimits: dict = {}
             for j in range(0, len(networkList)):
                 rawNetwork = networkList[j]
@@ -602,7 +603,7 @@ class bingx(Exchange, ImplicitAPI):
                 if networkDepositEnabled:
                     depositEnabled = True
                 networkWithdrawEnabled = self.safe_bool(rawNetwork, 'withdrawEnable')
-                if networkDepositEnabled:
+                if networkWithdrawEnabled:
                     withdrawEnabled = True
                 limits: dict = {
                     'withdraw': {
@@ -1654,7 +1655,70 @@ class bingx(Exchange, ImplicitAPI):
         tickers = self.safe_list(response, 'data')
         return self.parse_tickers(tickers, symbols)
 
+    def fetch_mark_prices(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        fetches mark prices for multiple markets
+        :see: https://bingx-api.github.io/docs/#/en-us/swapV2/market-api.html#Mark%20Price%20and%20Funding%20Rate
+        :param str[] [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()
+        market = None
+        if symbols is not None:
+            symbols = self.market_symbols(symbols)
+            firstSymbol = self.safe_string(symbols, 0)
+            if firstSymbol is not None:
+                market = self.market(firstSymbol)
+        subType = None
+        subType, params = self.handle_sub_type_and_params('fetchMarkPrices', market, params, 'linear')
+        response = None
+        if subType == 'inverse':
+            response = self.cswapV1PublicGetMarketPremiumIndex(params)
+        else:
+            response = self.swapV2PublicGetQuotePremiumIndex(params)
+        #
+        # spot and swap
+        #
+        #     {
+        #         "code": 0,
+        #         "msg": "",
+        #         "timestamp": 1720647285296,
+        #         "data": [
+        #             {
+        #                 "symbol": "SOL-USD",
+        #                 "priceChange": "-2.418",
+        #                 "priceChangePercent": "-1.6900%",
+        #                 "lastPrice": "140.574",
+        #                 "lastQty": "1",
+        #                 "highPrice": "146.190",
+        #                 "lowPrice": "138.586",
+        #                 "volume": "1464648.00",
+        #                 "quoteVolume": "102928.12",
+        #                 "openPrice": "142.994",
+        #                 "closeTime": "1720647284976",
+        #                 "bidPrice": "140.573",
+        #                 "bidQty": "372",
+        #                 "askPrice": "140.577",
+        #                 "askQty": "58"
+        #             },
+        #             ...
+        #         ]
+        #     }
+        #
+        tickers = self.safe_list(response, 'data')
+        return self.parse_tickers(tickers, symbols)
+
     def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
+        #
+        # mark price
+        # {
+        #     "symbol": "string",
+        #     "lastFundingRate": "string",
+        #     "markPrice": "string",
+        #     "indexPrice": "string",
+        #     "nextFundingTime": "int64"
+        # }
         #
         # spot
         #    {
@@ -1740,6 +1804,8 @@ class bingx(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': baseVolume,
             'quoteVolume': quoteVolume,
+            'markPrice': self.safe_string(ticker, 'markPrice'),
+            'indexPrice': self.safe_string(ticker, 'indexPrice'),
             'info': ticker,
         }, market)
 

ccxt/bitget.py

@@ -2569,6 +2569,7 @@ class bitget(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': self.safe_string(ticker, 'baseVolume'),
             'quoteVolume': self.safe_string(ticker, 'quoteVolume'),
+            'indexPrice': self.safe_string(ticker, 'indexPrice'),
             'info': ticker,
         }, market)
 

ccxt/bitmex.py

@@ -1370,6 +1370,7 @@ class bitmex(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': self.safe_string(ticker, 'homeNotional24h'),
             'quoteVolume': self.safe_string(ticker, 'foreignNotional24h'),
+            'markPrice': self.safe_string(ticker, 'markPrice'),
             'info': ticker,
         }, market)
 

ccxt/bybit.py

@@ -2053,6 +2053,8 @@ class bybit(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': baseVolume,
             'quoteVolume': quoteVolume,
+            'markPrice': self.safe_string(ticker, 'markPrice'),
+            'indexPrice': self.safe_string(ticker, 'indexPrice'),
             'info': ticker,
         }, market)
 

ccxt/coinbaseinternational.py

@@ -1426,6 +1426,8 @@ class coinbaseinternational(Exchange, ImplicitAPI):
             'baseVolume': None,
             'quoteVolume': None,
             'previousClose': None,
+            'markPrice': self.safe_number(ticker, 'mark_price'),
+            'indexPrice': self.safe_number(ticker, 'index_price'),
         })
 
     def fetch_balance(self, params={}) -> Balances:

ccxt/coinex.py

@@ -921,6 +921,8 @@ class coinex(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': self.safe_string(ticker, 'volume'),
             'quoteVolume': None,
+            'markPrice': self.safe_string(ticker, 'mark_price'),
+            'indexPrice': self.safe_string(ticker, 'index_price'),
             'info': ticker,
         }, market)
 

ccxt/delta.py

@@ -946,6 +946,8 @@ class delta(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': self.safe_number(ticker, 'volume'),
             'quoteVolume': self.safe_number(ticker, 'turnover'),
+            'markPrice': self.safe_number(ticker, 'mark_price'),
+            'indexPrice': self.safe_number(ticker, 'spot_price'),
             'info': ticker,
         }, market)
 

ccxt/deribit.py

@@ -1133,6 +1133,8 @@ class deribit(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': None,
             'quoteVolume': self.safe_string(stats, 'volume'),
+            'markPrice': self.safe_string(ticker, 'mark_price'),
+            'indexPrice': self.safe_string(ticker, 'index_price'),
             'info': ticker,
         }, market)
 

ccxt/digifinex.py

@@ -1163,6 +1163,8 @@ class digifinex(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': self.safe_string_2(ticker, 'vol', 'volume_24h'),
             'quoteVolume': self.safe_string(ticker, 'base_vol'),
+            'markPrice': self.safe_string(ticker, 'mark_price'),
+            'indexPrice': indexPrice,
             'info': ticker,
         }, market)
 

ccxt/gate.py

@@ -2514,6 +2514,8 @@ class gate(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': baseVolume,
             'quoteVolume': quoteVolume,
+            'markPrice': self.safe_string(ticker, 'mark_price'),
+            'indexPrice': self.safe_string(ticker, 'index_price'),
             'info': ticker,
         }, market)
 

ccxt/htx.py

@@ -4087,7 +4087,7 @@ class htx(Exchange, ImplicitAPI):
                 self.load_accounts()
                 for i in range(0, len(self.accounts)):
                     account = self.accounts[i]
-                    if account['type'] == 'spot':
+                    if self.safe_string(account, 'type') == 'spot':
                         accountId = self.safe_string(account, 'id')
                         if accountId is not None:
                             break
@@ -4742,7 +4742,7 @@ class htx(Exchange, ImplicitAPI):
                 cost = self.safe_string(order, 'amount')
         else:
             amount = self.safe_string_2(order, 'volume', 'amount')
-            cost = self.safe_string_n(order, ['filled-cash-amount', 'field-cash-amount', 'trade_turnover'])  # same typo
+            cost = self.safe_string_n(order, ['filled-cash-amount', 'field-cash-amount', 'trade_turnover'])  # same typo here
         filled = self.safe_string_n(order, ['filled-amount', 'field-amount', 'trade_volume'])  # typo in their API, filled amount
         price = self.safe_string_2(order, 'price', 'order_price')
         feeCost = self.safe_string_2(order, 'filled-fees', 'field-fees')  # typo in their API, filled feeSide

ccxt/krakenfutures.py

@@ -611,6 +611,8 @@ class krakenfutures(Exchange, ImplicitAPI):
             'average': average,
             'baseVolume': baseVolume,
             'quoteVolume': quoteVolume,
+            'markPrice': self.safe_string(ticker, 'markPrice'),
+            'indexPrice': self.safe_string(ticker, 'indexPrice'),
             'info': ticker,
         })
 

ccxt/kucoinfutures.py

@@ -944,6 +944,8 @@ class kucoinfutures(kucoin, ImplicitAPI):
             'average': None,
             'baseVolume': self.safe_string(ticker, 'volumeOf24h'),
             'quoteVolume': self.safe_string(ticker, 'turnoverOf24h'),
+            'markPrice': self.safe_string(ticker, 'markPrice'),
+            'indexPrice': self.safe_string(ticker, 'indexPrice'),
             'info': ticker,
         }, market)
 

ccxt/okx.py

@@ -120,6 +120,7 @@ class okx(Exchange, ImplicitAPI):
                 'fetchMarketLeverageTiers': True,
                 'fetchMarkets': True,
                 'fetchMarkOHLCV': True,
+                'fetchMarkPrices': True,
                 'fetchMySettlementHistory': False,
                 'fetchMyTrades': True,
                 'fetchOHLCV': True,
@@ -1784,6 +1785,13 @@ class okx(Exchange, ImplicitAPI):
         return self.parse_order_book(first, symbol, timestamp)
 
     def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
+        #
+        #      {
+        #          "instType":"SWAP",
+        #          "instId":"BTC-USDT-SWAP",
+        #          "markPx":"200",
+        #          "ts":"1597026383085"
+        #      }
         #
         #     {
         #         "instType": "SPOT",
@@ -1835,6 +1843,7 @@ class okx(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': baseVolume,
             'quoteVolume': quoteVolume,
+            'markPrice': self.safe_string(ticker, 'markPx'),
             'info': ticker,
         }, market)
 
@@ -1935,6 +1944,33 @@ class okx(Exchange, ImplicitAPI):
         tickers = self.safe_list(response, 'data', [])
         return self.parse_tickers(tickers, symbols)
 
+    def fetch_mark_prices(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.okx.com/docs-v5/en/#public-data-rest-api-get-mark-price
+        :param str[] [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)
+        market = self.get_market_from_symbols(symbols)
+        marketType = None
+        marketType, params = self.handle_market_type_and_params('fetchTickers', market, params, 'swap')
+        request: dict = {
+            'instType': self.convert_to_instrument_type(marketType),
+        }
+        if marketType == 'option':
+            defaultUnderlying = self.safe_string(self.options, 'defaultUnderlying', 'BTC-USD')
+            currencyId = self.safe_string_2(params, 'uly', 'marketId', defaultUnderlying)
+            if currencyId is None:
+                raise ArgumentsRequired(self.id + ' fetchTickers() requires an underlying uly or marketId parameter for options markets')
+            else:
+                request['uly'] = currencyId
+        response = self.publicGetPublicMarkPrice(self.extend(request, params))
+        tickers = self.safe_list(response, 'data', [])
+        return self.parse_tickers(tickers, symbols)
+
     def parse_trade(self, trade: dict, market: Market = None) -> Trade:
         #
         # public fetchTrades

ccxt/oxfun.py

@@ -858,6 +858,7 @@ class oxfun(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': self.safe_string(ticker, 'currencyVolume24h'),
             'quoteVolume': None,  # the exchange returns cost in OX
+            'markPrice': self.safe_string(ticker, 'markPrice'),
             'info': ticker,
         }, market)
 

ccxt/paradex.py

@@ -652,6 +652,7 @@ class paradex(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': None,
             'quoteVolume': self.safe_string(ticker, 'volume_24h'),
+            'markPrice': self.safe_string(ticker, 'mark_price'),
             'info': ticker,
         }, market)
 

ccxt/poloniex.py

@@ -633,6 +633,7 @@ class poloniex(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': self.safe_string(ticker, 'quantity'),
             'quoteVolume': self.safe_string(ticker, 'amount'),
+            'markPrice': self.safe_string(ticker, 'markPrice'),
             'info': ticker,
         }, market)
 

ccxt/pro/__init__.py

@@ -4,7 +4,7 @@
 
 # ----------------------------------------------------------------------------
 
-__version__ = '4.4.12'
+__version__ = '4.4.13'
 
 # ----------------------------------------------------------------------------
 

ccxt/pro/binance.py

@@ -43,6 +43,8 @@ class binance(ccxt.async_support.binance):
                 'watchPositions': True,
                 'watchTicker': True,
                 'watchTickers': True,
+                'watchMarkPrices': True,
+                'watchMarkPrice': True,
                 'watchTrades': True,
                 'watchTradesForSymbols': True,
                 'createOrderWs': True,
@@ -159,6 +161,7 @@ class binance(ccxt.async_support.binance):
                 'tickerChannelsMap': {
                     '24hrTicker': 'ticker',
                     '24hrMiniTicker': 'miniTicker',
+                    'markPriceUpdate': 'markPrice',
                     # rolling window tickers
                     '1hTicker': 'ticker_1h',
                     '4hTicker': 'ticker_4h',
@@ -1641,6 +1644,39 @@ class binance(ccxt.async_support.binance):
         tickers = await self.watch_tickers([symbol], self.extend(params, {'callerMethodName': 'watchTicker'}))
         return tickers[symbol]
 
+    async def watch_mark_price(self, symbol: str, params={}) -> Ticker:
+        """
+        :see: https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Mark-Price-Stream
+        watches a mark price 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 boolean [params.use1sFreq]: *default is True* if set to True, the mark price will be updated every second, otherwise every 3 seconds
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbol = self.symbol(symbol)
+        tickers = await self.watch_mark_prices([symbol], self.extend(params, {'callerMethodName': 'watchMarkPrice'}))
+        return tickers[symbol]
+
+    async def watch_mark_prices(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        :see: https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Mark-Price-Stream-for-All-market
+        watches the mark price for all markets
+        :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 boolean [params.use1sFreq]: *default is True* if set to True, the mark price will be updated every second, otherwise every 3 seconds
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        channelName = None
+        # for now watchmarkPrice uses the same messageHash
+        # so it's impossible to watch both at the same time
+        # refactor self to use different messageHashes
+        channelName, params = self.handle_option_and_params(params, 'watchMarkPrices', 'name', 'markPrice')
+        newTickers = await self.watch_multi_ticker_helper('watchMarkPrices', channelName, symbols, params)
+        if self.newUpdates:
+            return newTickers
+        return self.filter_by_array(self.tickers, 'symbol', symbols)
+
     async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
         """
         :see: https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-mini-ticker-stream
@@ -1775,12 +1811,16 @@ class binance(ccxt.async_support.binance):
     async def watch_multi_ticker_helper(self, methodName, channelName: str, symbols: Strings = None, params={}):
         await self.load_markets()
         symbols = self.market_symbols(symbols, None, True, False, True)
+        isBidAsk = (channelName == 'bookTicker')
+        isMarkPrice = (channelName == 'markPrice')
+        use1sFreq = self.safe_bool(params, 'use1sFreq', True)
         firstMarket = None
         marketType = None
         symbolsDefined = (symbols is not None)
         if symbolsDefined:
             firstMarket = self.market(symbols[0])
-        marketType, params = self.handle_market_type_and_params(methodName, firstMarket, params)
+        defaultMarket = 'swap' if (isMarkPrice) else 'spot'
+        marketType, params = self.handle_market_type_and_params(methodName, firstMarket, params, defaultMarket)
         subType = None
         subType, params = self.handle_sub_type_and_params(methodName, firstMarket, params)
         rawMarketType = None
@@ -1792,20 +1832,24 @@ class binance(ccxt.async_support.binance):
             rawMarketType = marketType
         else:
             raise NotSupported(self.id + ' ' + methodName + '() does not support options markets')
-        isBidAsk = (channelName == 'bookTicker')
         subscriptionArgs = []
         messageHashes = []
+        suffix = ''
+        if isMarkPrice:
+            suffix = '@1s' if (use1sFreq) else ''
         if symbolsDefined:
             for i in range(0, len(symbols)):
                 symbol = symbols[i]
                 market = self.market(symbol)
-                subscriptionArgs.append(market['lowercaseId'] + '@' + channelName)
+                subscriptionArgs.append(market['lowercaseId'] + '@' + channelName + suffix)
                 messageHashes.append(self.get_message_hash(channelName, market['symbol'], isBidAsk))
         else:
             if isBidAsk:
                 if marketType == 'spot':
                     raise ArgumentsRequired(self.id + ' ' + methodName + '() requires symbols for self channel for spot markets')
                 subscriptionArgs.append('!' + channelName)
+            elif isMarkPrice:
+                subscriptionArgs.append('!' + channelName + '@arr' + suffix)
             else:
                 subscriptionArgs.append('!' + channelName + '@arr')
             messageHashes.append(self.get_message_hash(channelName, None, isBidAsk))
@@ -1833,6 +1877,17 @@ class binance(ccxt.async_support.binance):
             return newDict
 
     def parse_ws_ticker(self, message, marketType):
+        # markPrice
+        #   {
+        #       "e": "markPriceUpdate",   # Event type
+        #       "E": 1562305380000,       # Event time
+        #       "s": "BTCUSDT",           # Symbol
+        #       "p": "11794.15000000",    # Mark price
+        #       "i": "11784.62659091",    # Index price
+        #       "P": "11784.25641265",    # Estimated Settle Price, only useful in the last hour before the settlement starts
+        #       "r": "0.00038167",        # Funding rate
+        #       "T": 1562306400000        # Next funding time
+        #   }
         #
         # ticker
         #     {
@@ -1890,9 +1945,21 @@ class binance(ccxt.async_support.binance):
         #         "time":1589437530011,
         #      }
         #
+        marketId = self.safe_string_2(message, 's', 'symbol')
+        symbol = self.safe_symbol(marketId, None, None, marketType)
         event = self.safe_string(message, 'e', 'bookTicker')
         if event == '24hrTicker':
             event = 'ticker'
+        if event == 'markPriceUpdate':
+            # handle self separately because some fields clash with the ticker fields
+            return self.safe_ticker({
+                'symbol': symbol,
+                'timestamp': self.safe_integer(message, 'E'),
+                'datetime': self.iso8601(self.safe_integer(message, 'E')),
+                'info': message,
+                'markPrice': self.safe_string(message, 'p'),
+                'indexPrice': self.safe_string(message, 'i'),
+            })
         timestamp = None
         if event == 'bookTicker':
             # take the event timestamp, if available, for spot tickers it is not
@@ -1900,8 +1967,6 @@ class binance(ccxt.async_support.binance):
         else:
             # take the timestamp of the closing price for candlestick streams
             timestamp = self.safe_integer_n(message, ['C', 'E', 'time'])
-        marketId = self.safe_string_2(message, 's', 'symbol')
-        symbol = self.safe_symbol(marketId, None, None, marketType)
         market = self.safe_market(marketId, None, None, marketType)
         last = self.safe_string_2(message, 'c', 'price')
         return self.safe_ticker({
@@ -3864,6 +3929,8 @@ class binance(ccxt.async_support.binance):
             '1dTicker': self.handle_tickers,
             '24hrTicker': self.handle_tickers,
             '24hrMiniTicker': self.handle_tickers,
+            'markPriceUpdate': self.handle_tickers,
+            'markPriceUpdate@arr': self.handle_tickers,
             'bookTicker': self.handle_bids_asks,  # there is no "bookTicker@arr" endpoint
             'outboundAccountPosition': self.handle_balance,
             'balanceUpdate': self.handle_balance,

ccxt/pro/bitfinex.py

@@ -213,15 +213,15 @@ class bitfinex(ccxt.async_support.bitfinex):
         open = None
         if (last is not None) and (change is not None):
             open = Precise.string_sub(last, change)
-        result = {
+        result = self.safe_ticker({
             'symbol': symbol,
             'timestamp': None,
             'datetime': None,
-            'high': self.safe_float(message, 9),
-            'low': self.safe_float(message, 10),
-            'bid': self.safe_float(message, 1),
+            'high': self.safe_string(message, 9),
+            'low': self.safe_string(message, 10),
+            'bid': self.safe_string(message, 1),
             'bidVolume': None,
-            'ask': self.safe_float(message, 3),
+            'ask': self.safe_string(message, 3),
             'askVolume': None,
             'vwap': None,
             'open': self.parse_number(open),
@@ -229,12 +229,12 @@ class bitfinex(ccxt.async_support.bitfinex):
             'last': self.parse_number(last),
             'previousClose': None,
             'change': self.parse_number(change),
-            'percentage': self.safe_float(message, 6),
+            'percentage': self.safe_string(message, 6),
             'average': None,
-            'baseVolume': self.safe_float(message, 8),
+            'baseVolume': self.safe_string(message, 8),
             'quoteVolume': None,
             'info': message,
-        }
+        })
         self.tickers[symbol] = result
         client.resolve(result, messageHash)
 

ccxt/pro/krakenfutures.py

@@ -998,6 +998,8 @@ class krakenfutures(ccxt.async_support.krakenfutures):
             'average': None,
             'baseVolume': self.safe_string(ticker, 'volume'),
             'quoteVolume': self.safe_string(ticker, 'volumeQuote'),
+            'markPrice': self.safe_string(ticker, 'markPrice'),
+            'indexPrice': self.safe_string(ticker, 'index'),
         })
 
     def handle_order_book_snapshot(self, client: Client, message):

ccxt/pro/phemex.py

@@ -132,6 +132,8 @@ class phemex(ccxt.async_support.phemex):
             'average': average,
             'baseVolume': baseVolume,
             'quoteVolume': quoteVolume,
+            'markPrice': self.parse_number(self.from_ep(self.safe_string(ticker, 'markPrice'), market)),
+            'indexPrice': self.parse_number(self.from_ep(self.safe_string(ticker, 'indexPrice'), market)),
             'info': ticker,
         }
         return result

ccxt/pro/woo.py

@@ -27,6 +27,7 @@ class woo(ccxt.async_support.woo):
                 'watchOrders': True,
                 'watchTicker': True,
                 'watchTickers': True,
+                'watchBidsAsks': True,
                 'watchTrades': True,
                 'watchTradesForSymbols': False,
                 'watchPositions': True,
@@ -383,6 +384,73 @@ class woo(ccxt.async_support.woo):
             result.append(ticker)
         client.resolve(result, topic)
 
+    async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        :see: https://docs.woox.io/#bbos
+        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)
+        name = 'bbos'
+        topic = name
+        request: dict = {
+            'event': 'subscribe',
+            'topic': topic,
+        }
+        message = self.extend(request, params)
+        tickers = await self.watch_public(topic, message)
+        if self.newUpdates:
+            return tickers
+        return self.filter_by_array(self.bidsasks, 'symbol', symbols)
+
+    def handle_bid_ask(self, client: Client, message):
+        #
+        #     {
+        #         "topic": "bbos",
+        #         "ts": 1618822376000,
+        #         "data": [
+        #             {
+        #                 "symbol": "SPOT_FIL_USDT",
+        #                 "ask": 159.0318,
+        #                 "askSize": 370.43,
+        #                 "bid": 158.9158,
+        #                 "bidSize": 16
+        #             }
+        #         ]
+        #     }
+        #
+        topic = self.safe_string(message, 'topic')
+        data = self.safe_list(message, 'data', [])
+        timestamp = self.safe_integer(message, 'ts')
+        result: dict = {}
+        for i in range(0, len(data)):
+            ticker = self.safe_dict(data, i)
+            ticker['ts'] = timestamp
+            parsedTicker = self.parse_ws_bid_ask(ticker)
+            symbol = parsedTicker['symbol']
+            self.bidsasks[symbol] = parsedTicker
+            result[symbol] = parsedTicker
+        client.resolve(result, topic)
+
+    def parse_ws_bid_ask(self, ticker, market=None):
+        marketId = self.safe_string(ticker, 'symbol')
+        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, 'ask'),
+            'askVolume': self.safe_string(ticker, 'askSize'),
+            'bid': self.safe_string(ticker, 'bid'),
+            'bidVolume': self.safe_string(ticker, 'bidSize'),
+            'info': ticker,
+        }, market)
+
     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
@@ -1101,6 +1169,7 @@ class woo(ccxt.async_support.woo):
             'trade': self.handle_trade,
             'balance': self.handle_balance,
             'position': self.handle_positions,
+            'bbos': self.handle_bid_ask,
         }
         event = self.safe_string(message, 'event')
         method = self.safe_value(methods, event)