ccxt 4.4.21__py2.py3-none-any.whl → 4.4.22__py2.py3-none-any.whl

ccxt/binance.py

@@ -7,7 +7,7 @@ from ccxt.base.exchange import Exchange
 from ccxt.abstract.binance import ImplicitAPI
 import hashlib
 import json
-from ccxt.base.types import Balances, Conversion, CrossBorrowRate, Currencies, Currency, DepositAddress, Greeks, Int, IsolatedBorrowRate, IsolatedBorrowRates, LedgerEntry, Leverage, Leverages, LeverageTier, LeverageTiers, MarginMode, MarginModes, MarginModification, Market, MarketInterface, Num, Option, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, TradingFeeInterface, TradingFees, Transaction, TransferEntry
+from ccxt.base.types import LongShortRatio, Balances, Conversion, CrossBorrowRate, Currencies, Currency, DepositAddress, Greeks, Int, IsolatedBorrowRate, IsolatedBorrowRates, LedgerEntry, Leverage, Leverages, LeverageTier, LeverageTiers, MarginMode, MarginModes, MarginModification, Market, MarketInterface, Num, Option, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, TradingFeeInterface, TradingFees, Transaction, TransferEntry
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import AuthenticationError
@@ -128,6 +128,8 @@ class binance(Exchange, ImplicitAPI):
                 'fetchLeverages': True,
                 'fetchLeverageTiers': True,
                 'fetchLiquidations': False,
+                'fetchLongShortRatio': False,
+                'fetchLongShortRatioHistory': True,
                 'fetchMarginAdjustmentHistory': True,
                 'fetchMarginMode': 'emulated',
                 'fetchMarginModes': True,
@@ -12700,3 +12702,96 @@ class binance(Exchange, ImplicitAPI):
         #
         result = self.parse_funding_rates(response, market)
         return self.filter_by_array(result, 'symbol', symbols)
+
+    def fetch_long_short_ratio_history(self, symbol: Str = None, timeframe: Str = None, since: Int = None, limit: Int = None, params={}) -> List[LongShortRatio]:
+        """
+        fetches the long short ratio history for a unified market symbol
+        :see: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Long-Short-Ratio
+        :see: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/Long-Short-Ratio
+        :param str symbol: unified symbol of the market to fetch the long short ratio for
+        :param str [timeframe]: the period for the ratio, default is 24 hours
+        :param int [since]: the earliest time in ms to fetch ratios for
+        :param int [limit]: the maximum number of long short ratio structures to retrieve
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param int [params.until]: timestamp in ms of the latest ratio to fetch
+        :returns dict[]: an array of `long short ratio structures <https://docs.ccxt.com/#/?id=long-short-ratio-structure>`
+        """
+        self.load_markets()
+        market = self.market(symbol)
+        if timeframe is None:
+            timeframe = '1d'
+        request: dict = {
+            'period': timeframe,
+        }
+        request, params = self.handle_until_option('endTime', request, params)
+        if since is not None:
+            request['startTime'] = since
+        if limit is not None:
+            request['limit'] = limit
+        subType = None
+        subType, params = self.handle_sub_type_and_params('fetchLongShortRatioHistory', market, params)
+        response = None
+        if subType == 'linear':
+            request['symbol'] = market['id']
+            response = self.fapiDataGetGlobalLongShortAccountRatio(self.extend(request, params))
+            #
+            #     [
+            #         {
+            #             "symbol": "BTCUSDT",
+            #             "longAccount": "0.4558",
+            #             "longShortRatio": "0.8376",
+            #             "shortAccount": "0.5442",
+            #             "timestamp": 1726790400000
+            #         },
+            #     ]
+            #
+        elif subType == 'inverse':
+            request['pair'] = market['info']['pair']
+            response = self.dapiDataGetGlobalLongShortAccountRatio(self.extend(request, params))
+            #
+            #     [
+            #         {
+            #             "longAccount": "0.7262",
+            #             "longShortRatio": "2.6523",
+            #             "shortAccount": "0.2738",
+            #             "pair": "BTCUSD",
+            #             "timestamp": 1726790400000
+            #         },
+            #     ]
+            #
+        else:
+            raise BadRequest(self.id + ' fetchLongShortRatioHistory() supports linear and inverse subTypes only')
+        return self.parse_long_short_ratio_history(response, market)
+
+    def parse_long_short_ratio(self, info: dict, market: Market = None) -> LongShortRatio:
+        #
+        # linear
+        #
+        #     {
+        #         "symbol": "BTCUSDT",
+        #         "longAccount": "0.4558",
+        #         "longShortRatio": "0.8376",
+        #         "shortAccount": "0.5442",
+        #         "timestamp": 1726790400000
+        #     }
+        #
+        # inverse
+        #
+        #     {
+        #         "longAccount": "0.7262",
+        #         "longShortRatio": "2.6523",
+        #         "shortAccount": "0.2738",
+        #         "pair": "BTCUSD",
+        #         "timestamp": 1726790400000
+        #     }
+        #
+        marketId = self.safe_string(info, 'symbol')
+        timestamp = self.safe_integer_omit_zero(info, 'timestamp')
+        return {
+            'info': info,
+            'symbol': self.safe_symbol(marketId, market, None, 'contract'),
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'timeframe': None,
+            'longShortRatio': self.safe_number(info, 'longShortRatio'),
+        }

ccxt/bitflyer.py

@@ -6,7 +6,7 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.bitflyer import ImplicitAPI
 import hashlib
-from ccxt.base.types import Balances, Currency, Int, Market, MarketInterface, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Trade, TradingFeeInterface, Transaction
+from ccxt.base.types import Balances, Currency, Int, Market, MarketInterface, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, FundingRate, Trade, TradingFeeInterface, Transaction
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import ArgumentsRequired
@@ -39,6 +39,8 @@ class bitflyer(Exchange, ImplicitAPI):
                 'fetchBalance': True,
                 'fetchClosedOrders': 'emulated',
                 'fetchDeposits': True,
+                'fetchFundingRate': True,
+                'fetchFundingRateHistory': False,
                 'fetchMarginMode': False,
                 'fetchMarkets': True,
                 'fetchMyTrades': True,
@@ -78,6 +80,7 @@ class bitflyer(Exchange, ImplicitAPI):
                         'gethealth',
                         'getboardstate',
                         'getchats',
+                        'getfundingrate',
                     ],
                 },
                 'private': {
@@ -963,6 +966,58 @@ class bitflyer(Exchange, ImplicitAPI):
             'fee': fee,
         }
 
+    def fetch_funding_rate(self, symbol: str, params={}) -> FundingRate:
+        """
+        fetch the current funding rate
+        :see: https://lightning.bitflyer.com/docs#funding-rate
+        :param str symbol: unified market symbol
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `funding rate structure <https://docs.ccxt.com/#/?id=funding-rate-structure>`
+        """
+        self.load_markets()
+        market = self.market(symbol)
+        request: dict = {
+            'product_code': market['id'],
+        }
+        response = self.publicGetGetfundingrate(self.extend(request, params))
+        #
+        #    {
+        #        "current_funding_rate": -0.003750000000
+        #        "next_funding_rate_settledate": "2024-04-15T13:00:00"
+        #    }
+        #
+        return self.parse_funding_rate(response, market)
+
+    def parse_funding_rate(self, contract, market: Market = None) -> FundingRate:
+        #
+        #    {
+        #        "current_funding_rate": -0.003750000000
+        #        "next_funding_rate_settledate": "2024-04-15T13:00:00"
+        #    }
+        #
+        nextFundingDatetime = self.safe_string(contract, 'next_funding_rate_settledate')
+        nextFundingTimestamp = self.parse8601(nextFundingDatetime)
+        return {
+            'info': contract,
+            'symbol': self.safe_string(market, 'symbol'),
+            'markPrice': None,
+            'indexPrice': None,
+            'interestRate': None,
+            'estimatedSettlePrice': None,
+            'timestamp': None,
+            'datetime': None,
+            'fundingRate': None,
+            'fundingTimestamp': None,
+            'fundingDatetime': None,
+            'nextFundingRate': self.safe_number(contract, 'current_funding_rate'),
+            'nextFundingTimestamp': nextFundingTimestamp,
+            'nextFundingDatetime': self.iso8601(nextFundingTimestamp),
+            'previousFundingRate': None,
+            'previousFundingTimestamp': None,
+            'previousFundingDatetime': None,
+            'interval': None,
+        }
+
     def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
         request = '/' + self.version + '/'
         if api == 'private':

ccxt/bitget.py

@@ -7,7 +7,7 @@ from ccxt.base.exchange import Exchange
 from ccxt.abstract.bitget import ImplicitAPI
 import hashlib
 import json
-from ccxt.base.types import Balances, Conversion, CrossBorrowRate, Currencies, Currency, DepositAddress, FundingHistory, Int, IsolatedBorrowRate, LedgerEntry, Leverage, LeverageTier, Liquidation, MarginMode, MarginModification, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, Trade, TradingFeeInterface, TradingFees, Transaction, TransferEntry
+from ccxt.base.types import LongShortRatio, Balances, Conversion, CrossBorrowRate, Currencies, Currency, DepositAddress, FundingHistory, Int, IsolatedBorrowRate, LedgerEntry, Leverage, LeverageTier, Liquidation, MarginMode, MarginModification, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, Trade, TradingFeeInterface, TradingFees, Transaction, TransferEntry
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import AuthenticationError
@@ -113,6 +113,8 @@ class bitget(Exchange, ImplicitAPI):
                 'fetchLeverage': True,
                 'fetchLeverageTiers': False,
                 'fetchLiquidations': False,
+                'fetchLongShortRatio': False,
+                'fetchLongShortRatioHistory': True,
                 'fetchMarginAdjustmentHistory': False,
                 'fetchMarginMode': True,
                 'fetchMarketLeverageTiers': True,
@@ -288,6 +290,7 @@ class bitget(Exchange, ImplicitAPI):
                             'v2/mix/market/current-fund-rate': 1,
                             'v2/mix/market/contracts': 1,
                             'v2/mix/market/query-position-lever': 2,
+                            'v2/mix/market/account-long-short': 20,
                         },
                     },
                     'margin': {
@@ -298,6 +301,7 @@ class bitget(Exchange, ImplicitAPI):
                             'margin/v1/isolated/public/tierData': 2,  # 10 times/1s(IP) => 20/10 = 2
                             'margin/v1/public/currencies': 1,  # 20 times/1s(IP) => 20/20 = 1
                             'v2/margin/currencies': 2,
+                            'v2/margin/market/long-short-ratio': 20,
                         },
                     },
                     'earn': {
@@ -460,6 +464,7 @@ class bitget(Exchange, ImplicitAPI):
                             'v2/mix/order/orders-history': 2,
                             'v2/mix/order/orders-plan-pending': 2,
                             'v2/mix/order/orders-plan-history': 2,
+                            'v2/mix/market/position-long-short': 20,
                         },
                         'post': {
                             'mix/v1/account/sub-account-contract-assets': 200,  # 0.1 times/1s(UID) => 20/0.1 = 200
@@ -8272,6 +8277,73 @@ class bitget(Exchange, ImplicitAPI):
         first = self.safe_dict(data, 0, {})
         return self.parse_funding_rate(first, market)
 
+    def fetch_long_short_ratio_history(self, symbol: Str = None, timeframe: Str = None, since: Int = None, limit: Int = None, params={}) -> List[LongShortRatio]:
+        """
+        fetches the long short ratio history for a unified market symbol
+        :see: https://www.bitget.com/api-doc/common/apidata/Margin-Ls-Ratio
+        :see: https://www.bitget.com/api-doc/common/apidata/Account-Long-Short
+        :param str symbol: unified symbol of the market to fetch the long short ratio for
+        :param str [timeframe]: the period for the ratio
+        :param int [since]: the earliest time in ms to fetch ratios for
+        :param int [limit]: the maximum number of long short ratio structures to retrieve
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: an array of `long short ratio structures <https://docs.ccxt.com/#/?id=long-short-ratio-structure>`
+        """
+        self.load_markets()
+        market = self.market(symbol)
+        request: dict = {
+            'symbol': market['id'],
+        }
+        if timeframe is not None:
+            request['period'] = timeframe
+        response = None
+        if market['swap'] or market['future']:
+            response = self.publicMixGetV2MixMarketAccountLongShort(self.extend(request, params))
+            #
+            #     {
+            #         "code": "00000",
+            #         "msg": "success",
+            #         "requestTime": 1729321233281,
+            #         "data": [
+            #             {
+            #                 "longAccountRatio": "0.58",
+            #                 "shortAccountRatio": "0.42",
+            #                 "longShortAccountRatio": "0.0138",
+            #                 "ts": "1729312200000"
+            #             },
+            #         ]
+            #     }
+            #
+        else:
+            response = self.publicMarginGetV2MarginMarketLongShortRatio(self.extend(request, params))
+            #
+            #     {
+            #         "code": "00000",
+            #         "msg": "success",
+            #         "requestTime": 1729306974712,
+            #         "data": [
+            #             {
+            #                 "longShortRatio": "40.66",
+            #                 "ts": "1729306800000"
+            #             },
+            #         ]
+            #     }
+            #
+        data = self.safe_list(response, 'data', [])
+        return self.parse_long_short_ratio_history(data, market)
+
+    def parse_long_short_ratio(self, info: dict, market: Market = None) -> LongShortRatio:
+        marketId = self.safe_string(info, 'symbol')
+        timestamp = self.safe_integer_omit_zero(info, 'ts')
+        return {
+            'info': info,
+            'symbol': self.safe_symbol(marketId, market, None, 'contract'),
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'timeframe': None,
+            'longShortRatio': self.safe_number_2(info, 'longShortRatio', 'longShortAccountRatio'),
+        }
+
     def handle_errors(self, code: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody):
         if not response:
             return None  # fallback to default error handler

ccxt/bybit.py

@@ -6,7 +6,7 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.bybit import ImplicitAPI
 import hashlib
-from ccxt.base.types import Balances, Conversion, CrossBorrowRate, Currencies, Currency, DepositAddress, Greeks, Int, LedgerEntry, Leverage, LeverageTier, LeverageTiers, Market, MarketInterface, Num, Option, OptionChain, Order, OrderBook, OrderRequest, CancellationRequest, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, TradingFeeInterface, TradingFees, Transaction, TransferEntry
+from ccxt.base.types import LongShortRatio, Balances, Conversion, CrossBorrowRate, Currencies, Currency, DepositAddress, Greeks, Int, LedgerEntry, Leverage, LeverageTier, LeverageTiers, Market, MarketInterface, Num, Option, OptionChain, Order, OrderBook, OrderRequest, CancellationRequest, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, TradingFeeInterface, TradingFees, Transaction, TransferEntry
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import AuthenticationError
@@ -105,6 +105,8 @@ class bybit(Exchange, ImplicitAPI):
                 'fetchLedger': True,
                 'fetchLeverage': True,
                 'fetchLeverageTiers': True,
+                'fetchLongShortRatio': False,
+                'fetchLongShortRatioHistory': True,
                 'fetchMarginAdjustmentHistory': False,
                 'fetchMarketLeverageTiers': True,
                 'fetchMarkets': True,
@@ -8664,6 +8666,77 @@ class bybit(Exchange, ImplicitAPI):
             'fee': None,
         }
 
+    def fetch_long_short_ratio_history(self, symbol: Str = None, timeframe: Str = None, since: Int = None, limit: Int = None, params={}) -> List[LongShortRatio]:
+        """
+        fetches the long short ratio history for a unified market symbol
+        :see: https://bybit-exchange.github.io/docs/v5/market/long-short-ratio
+        :param str symbol: unified symbol of the market to fetch the long short ratio for
+        :param str [timeframe]: the period for the ratio, default is 24 hours
+        :param int [since]: the earliest time in ms to fetch ratios for
+        :param int [limit]: the maximum number of long short ratio structures to retrieve
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: an array of `long short ratio structures <https://docs.ccxt.com/#/?id=long-short-ratio-structure>`
+        """
+        self.load_markets()
+        market = self.market(symbol)
+        type = None
+        type, params = self.get_bybit_type('fetchLongShortRatioHistory', market, params)
+        if type == 'spot' or type == 'option':
+            raise NotSupported(self.id + ' fetchLongShortRatioHistory() only support linear and inverse markets')
+        if timeframe is None:
+            timeframe = '1d'
+        request: dict = {
+            'symbol': market['id'],
+            'period': timeframe,
+            'category': type,
+        }
+        if limit is not None:
+            request['limit'] = limit
+        response = self.publicGetV5MarketAccountRatio(self.extend(request, params))
+        #
+        #     {
+        #         "retCode": 0,
+        #         "retMsg": "OK",
+        #         "result": {
+        #             "list": [
+        #                 {
+        #                     "symbol": "BTCUSDT",
+        #                     "buyRatio": "0.5707",
+        #                     "sellRatio": "0.4293",
+        #                     "timestamp": "1729123200000"
+        #                 },
+        #             ]
+        #         },
+        #         "retExtInfo": {},
+        #         "time": 1729147842516
+        #     }
+        #
+        result = self.safe_dict(response, 'result', {})
+        data = self.safe_list(result, 'list', [])
+        return self.parse_long_short_ratio_history(data, market)
+
+    def parse_long_short_ratio(self, info: dict, market: Market = None) -> LongShortRatio:
+        #
+        #     {
+        #         "symbol": "BTCUSDT",
+        #         "buyRatio": "0.5707",
+        #         "sellRatio": "0.4293",
+        #         "timestamp": "1729123200000"
+        #     }
+        #
+        marketId = self.safe_string(info, 'symbol')
+        timestamp = self.safe_integer_omit_zero(info, 'timestamp')
+        longString = self.safe_string(info, 'buyRatio')
+        shortString = self.safe_string(info, 'sellRatio')
+        return {
+            'info': info,
+            'symbol': self.safe_symbol(marketId, market, None, 'contract'),
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'timeframe': None,
+            'longShortRatio': self.parse_to_numeric(Precise.string_div(longString, shortString)),
+        }
+
     def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
         url = self.implode_hostname(self.urls['api'][api]) + '/' + path
         if api == 'public':