ccxt 4.4.21__py2.py3-none-any.whl → 4.4.23__py2.py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- ccxt/__init__.py +3 -1
- ccxt/abstract/binance.py +64 -43
- ccxt/abstract/binancecoinm.py +64 -43
- ccxt/abstract/binanceus.py +64 -43
- ccxt/abstract/binanceusdm.py +64 -43
- ccxt/abstract/bitflyer.py +1 -0
- ccxt/abstract/bitget.py +3 -0
- ccxt/abstract/cex.py +28 -29
- ccxt/abstract/coincatch.py +94 -0
- ccxt/abstract/gate.py +5 -0
- ccxt/abstract/gateio.py +5 -0
- ccxt/abstract/kucoin.py +1 -0
- ccxt/abstract/kucoinfutures.py +1 -0
- ccxt/abstract/okx.py +1 -0
- ccxt/alpaca.py +1 -0
- ccxt/async_support/__init__.py +3 -1
- ccxt/async_support/alpaca.py +1 -0
- ccxt/async_support/base/exchange.py +7 -1
- ccxt/async_support/bigone.py +3 -0
- ccxt/async_support/binance.py +183 -63
- ccxt/async_support/bitfinex.py +4 -0
- ccxt/async_support/bitflyer.py +57 -1
- ccxt/async_support/bitget.py +73 -1
- ccxt/async_support/bitrue.py +3 -0
- ccxt/async_support/bybit.py +76 -3
- ccxt/async_support/cex.py +1247 -1322
- ccxt/async_support/coinbase.py +1 -1
- ccxt/async_support/coinbaseexchange.py +3 -0
- ccxt/async_support/coincatch.py +4955 -0
- ccxt/async_support/coinex.py +60 -1
- ccxt/async_support/cryptocom.py +1 -1
- ccxt/async_support/gate.py +97 -2
- ccxt/async_support/htx.py +1 -5
- ccxt/async_support/hyperliquid.py +10 -8
- ccxt/async_support/kucoin.py +27 -57
- ccxt/async_support/latoken.py +6 -0
- ccxt/async_support/mexc.py +1 -1
- ccxt/async_support/oceanex.py +2 -0
- ccxt/async_support/okcoin.py +1 -0
- ccxt/async_support/okx.py +67 -1
- ccxt/async_support/poloniex.py +5 -0
- ccxt/base/exchange.py +21 -1
- ccxt/base/types.py +9 -0
- ccxt/bigone.py +3 -0
- ccxt/binance.py +183 -63
- ccxt/bitfinex.py +4 -0
- ccxt/bitflyer.py +57 -1
- ccxt/bitget.py +73 -1
- ccxt/bitrue.py +3 -0
- ccxt/bybit.py +76 -3
- ccxt/cex.py +1246 -1322
- ccxt/coinbase.py +1 -1
- ccxt/coinbaseexchange.py +3 -0
- ccxt/coincatch.py +4955 -0
- ccxt/coinex.py +60 -1
- ccxt/cryptocom.py +1 -1
- ccxt/gate.py +97 -2
- ccxt/htx.py +1 -5
- ccxt/hyperliquid.py +10 -8
- ccxt/kucoin.py +27 -57
- ccxt/latoken.py +6 -0
- ccxt/mexc.py +1 -1
- ccxt/oceanex.py +2 -0
- ccxt/okcoin.py +1 -0
- ccxt/okx.py +67 -1
- ccxt/poloniex.py +5 -0
- ccxt/pro/__init__.py +3 -1
- ccxt/pro/coincatch.py +1429 -0
- ccxt/test/tests_async.py +19 -5
- ccxt/test/tests_sync.py +19 -5
- ccxt-4.4.23.dist-info/METADATA +636 -0
- {ccxt-4.4.21.dist-info → ccxt-4.4.23.dist-info}/RECORD +75 -71
- ccxt-4.4.21.dist-info/METADATA +0 -635
- {ccxt-4.4.21.dist-info → ccxt-4.4.23.dist-info}/LICENSE.txt +0 -0
- {ccxt-4.4.21.dist-info → ccxt-4.4.23.dist-info}/WHEEL +0 -0
- {ccxt-4.4.21.dist-info → ccxt-4.4.23.dist-info}/top_level.txt +0 -0
ccxt/base/exchange.py
CHANGED
@@ -4,7 +4,7 @@
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# -----------------------------------------------------------------------------
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-
__version__ = '4.4.
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__version__ = '4.4.23'
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# -----------------------------------------------------------------------------
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@@ -1910,6 +1910,8 @@ class Exchange(object):
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'fetchLeverages': None,
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'fetchLeverageTiers': None,
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'fetchLiquidations': None,
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'fetchLongShortRatio': None,
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'fetchLongShortRatioHistory': None,
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'fetchMarginMode': None,
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'fetchMarginModes': None,
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'fetchMarketLeverageTiers': None,
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@@ -2621,6 +2623,12 @@ class Exchange(object):
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def set_margin(self, symbol: str, amount: float, params={}):
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raise NotSupported(self.id + ' setMargin() is not supported yet')
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def fetch_long_short_ratio(self, symbol: str, timeframe: Str = None, params={}):
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raise NotSupported(self.id + ' fetchLongShortRatio() is not supported yet')
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def fetch_long_short_ratio_history(self, symbol: Str = None, timeframe: Str = None, since: Int = None, limit: Int = None, params={}):
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raise NotSupported(self.id + ' fetchLongShortRatioHistory() is not supported yet')
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def fetch_margin_adjustment_history(self, symbol: Str = None, type: Str = None, since: Num = None, limit: Num = None, params={}):
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"""
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fetches the history of margin added or reduced from contract isolated positions
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@@ -5489,6 +5497,18 @@ class Exchange(object):
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result[parsed['symbol']] = parsed
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return result
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def parse_long_short_ratio(self, info: dict, market: Market = None):
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raise NotSupported(self.id + ' parseLongShortRatio() is not supported yet')
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def parse_long_short_ratio_history(self, response, market=None, since: Int = None, limit: Int = None):
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rates = []
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for i in range(0, len(response)):
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entry = response[i]
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rates.append(self.parse_long_short_ratio(entry, market))
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sorted = self.sort_by(rates, 'timestamp')
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symbol = None if (market is None) else market['symbol']
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return self.filter_by_symbol_since_limit(sorted, symbol, since, limit)
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def handle_trigger_and_params(self, params):
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isTrigger = self.safe_bool_2(params, 'trigger', 'stop')
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if isTrigger:
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ccxt/base/types.py
CHANGED
@@ -533,6 +533,15 @@ class DepositAddress:
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tag: Optional[Str]
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class LongShortRatio:
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info: Any
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symbol: Str
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timestamp: Optional[Int]
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datetime: Optional[Str]
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timeframe: Optional[Str]
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longShortRatio: float
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FundingRates = Dict[Str, FundingRate]
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LastPrices = Dict[Str, LastPrice]
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Currencies = Dict[Str, CurrencyInterface]
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ccxt/bigone.py
CHANGED
@@ -54,7 +54,10 @@ class bigone(Exchange, ImplicitAPI):
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'fetchDepositAddresses': False,
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'fetchDepositAddressesByNetwork': False,
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'fetchDeposits': True,
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'fetchFundingHistory': False,
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'fetchFundingRate': False,
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'fetchFundingRateHistory': False,
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'fetchFundingRates': False,
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'fetchMarkets': True,
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'fetchMyTrades': True,
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'fetchOHLCV': True,
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ccxt/binance.py
CHANGED
@@ -7,7 +7,7 @@ from ccxt.base.exchange import Exchange
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from ccxt.abstract.binance import ImplicitAPI
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import hashlib
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import json
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-
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
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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
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from typing import List
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from ccxt.base.errors import ExchangeError
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from ccxt.base.errors import AuthenticationError
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@@ -128,6 +128,8 @@ class binance(Exchange, ImplicitAPI):
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'fetchLeverages': True,
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'fetchLeverageTiers': True,
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'fetchLiquidations': False,
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'fetchLongShortRatio': False,
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'fetchLongShortRatioHistory': True,
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'fetchMarginAdjustmentHistory': True,
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'fetchMarginMode': 'emulated',
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'fetchMarginModes': True,
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@@ -492,6 +494,7 @@ class binance(Exchange, ImplicitAPI):
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'portfolio/asset-index-price': 0.1,
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'portfolio/repay-futures-switch': 3, # Weight(IP): 30 => cost = 0.1 * 30 = 3
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'portfolio/margin-asset-leverage': 5, # Weight(IP): 50 => cost = 0.1 * 50 = 5
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'portfolio/balance': 2,
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# staking
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'staking/productList': 0.1,
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'staking/position': 0.1,
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@@ -694,6 +697,7 @@ class binance(Exchange, ImplicitAPI):
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'loan/flexible/ltv/adjustment/history': 40, # Weight(IP): 400 => cost = 0.1 * 400 = 40
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'loan/flexible/loanable/data': 40, # Weight(IP): 400 => cost = 0.1 * 400 = 40
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'loan/flexible/collateral/data': 40, # Weight(IP): 400 => cost = 0.1 * 400 = 40
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'portfolio/account': 2,
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},
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'post': {
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'eth-staking/eth/stake': 15, # Weight(IP): 150 => cost = 0.1 * 150 = 15
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'commissionRate': 20,
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'income/asyn': 5,
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'income/asyn/id': 5,
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'trade/asyn': 0.5,
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'trade/asyn/id': 0.5,
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'order/asyn': 0.5,
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'order/asyn/id': 0.5,
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'pmExchangeInfo': 0.5, # Weight(IP): 5 => cost = 0.1 * 5 = 0.5
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'pmAccountInfo': 0.5, # Weight(IP): 5 => cost = 0.1 * 5 = 0.5
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},
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},
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},
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'papi': {
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# IP(papi) request rate limit of 6000 per minute
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# 1 IP(papi) => cost = 0.2 =>(1000 / (50 * 0.2)) * 60 = 6000
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# Order(papi) request rate limit of 1200 per minute
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# 1 Order(papi) => cost = 1 =>(1000 / (50 * 1)) * 60 = 1200
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'get': {
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'ping':
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'um/order': 1,
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'um/openOrder': 1,
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'ping': 0.2,
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'um/order': 1,
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'um/openOrder': 1,
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'um/openOrders': {'cost': 1, 'noSymbol': 40},
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'um/allOrders': 5,
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'cm/order': 1,
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'cm/openOrder': 1,
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'um/allOrders': 5,
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'cm/order': 1,
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'cm/openOrder': 1,
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'cm/openOrders': {'cost': 1, 'noSymbol': 40},
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'cm/allOrders': 20,
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'cm/allOrders': 20,
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'um/conditional/openOrder': 1,
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'um/conditional/openOrders': {'cost': 1, 'noSymbol': 40},
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'um/conditional/orderHistory': 1,
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'um/conditional/allOrders': 40,
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'um/conditional/allOrders': {'cost': 1, 'noSymbol': 40},
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'cm/conditional/openOrder': 1,
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'cm/conditional/openOrders': {'cost': 1, 'noSymbol': 40},
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'cm/conditional/orderHistory': 1,
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'cm/conditional/allOrders': 40,
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'margin/order':
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'margin/order': 10,
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'margin/openOrders': 5,
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'margin/allOrders': 100,
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'margin/orderList': 5,
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'margin/allOrderList': 100,
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'margin/openOrderList': 5,
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'margin/myTrades': 5,
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'balance':
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'account':
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'margin/maxBorrowable':
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'margin/maxWithdraw':
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'um/positionRisk':
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'cm/positionRisk':
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'um/positionSide/dual':
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'cm/positionSide/dual':
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'um/userTrades': 5,
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'cm/userTrades': 20,
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'um/leverageBracket':
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'cm/leverageBracket':
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'margin/forceOrders': 1,
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'um/forceOrders': 20,
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'cm/forceOrders': 20,
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'um/apiTradingStatus':
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'um/commissionRate':
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'cm/commissionRate':
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'margin/marginLoan':
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'margin/repayLoan':
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'margin/marginInterestHistory':
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'portfolio/interest-history':
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'um/income':
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'cm/income':
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'um/account':
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'cm/account':
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'repay-futures-switch':
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'balance': 4,
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'account': 4,
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'margin/maxBorrowable': 1,
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'margin/maxWithdraw': 1,
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'um/positionRisk': 1,
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'cm/positionRisk': 0.2,
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'um/positionSide/dual': 6,
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'cm/positionSide/dual': 6,
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'um/userTrades': 5,
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'cm/userTrades': 20,
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'um/leverageBracket': 0.2,
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'cm/leverageBracket': 0.2,
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'margin/forceOrders': 1,
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'um/forceOrders': {'cost': 20, 'noSymbol': 50},
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'cm/forceOrders': {'cost': 20, 'noSymbol': 50},
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'um/apiTradingStatus': {'cost': 0.2, 'noSymbol': 2},
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'um/commissionRate': 4,
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'cm/commissionRate': 4,
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'margin/marginLoan': 2,
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'margin/repayLoan': 2,
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'margin/marginInterestHistory': 0.2,
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'portfolio/interest-history': 10,
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'um/income': 6,
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'cm/income': 6,
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'um/account': 1,
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'cm/account': 1,
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'repay-futures-switch': 6,
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'um/adlQuantile': 5,
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'cm/adlQuantile': 5,
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'um/trade/asyn': 300,
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'um/trade/asyn/id': 2,
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'um/order/asyn/': 300,
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'um/order/asyn/id': 2,
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'um/income/asyn': 300,
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'um/income/asyn/id': 2,
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'um/orderAmendment': 1,
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'cm/orderAmendment': 1,
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'um/feeBurn': 30,
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'um/accountConfig': 1,
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'um/symbolConfig': 1,
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'cm/accountConfig': 1,
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'cm/symbolConfig': 1,
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},
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'post': {
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'um/order': 1,
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'um/order': 1,
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'um/conditional/order': 1,
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'cm/order': 1,
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'cm/order': 1,
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'cm/conditional/order': 1,
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'margin/order':
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'marginLoan':
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'repayLoan':
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'margin/order/oco':
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'um/leverage':
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'cm/leverage':
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'um/positionSide/dual':
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'cm/positionSide/dual':
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'auto-collection':
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'bnb-transfer':
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'repay-futures-switch': 150,
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'repay-futures-negative-balance': 150,
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'listenKey':
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'asset-collection':
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'margin/repay-debt':
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'margin/order': 1,
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'marginLoan': 100,
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'repayLoan': 100,
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'margin/order/oco': 1,
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'um/leverage': 0.2,
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'cm/leverage': 0.2,
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'um/positionSide/dual': 0.2,
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|
+
'cm/positionSide/dual': 0.2,
|
1145
|
+
'auto-collection': 150,
|
1146
|
+
'bnb-transfer': 150,
|
1147
|
+
'repay-futures-switch': 150,
|
1148
|
+
'repay-futures-negative-balance': 150,
|
1149
|
+
'listenKey': 0.2,
|
1150
|
+
'asset-collection': 6,
|
1151
|
+
'margin/repay-debt': 3000,
|
1127
1152
|
'um/feeBurn': 1,
|
1128
1153
|
},
|
1129
1154
|
'put': {
|
1130
|
-
'listenKey':
|
1155
|
+
'listenKey': 0.2,
|
1156
|
+
'um/order': 1,
|
1157
|
+
'cm/order': 1,
|
1131
1158
|
},
|
1132
1159
|
'delete': {
|
1133
|
-
'um/order': 1,
|
1160
|
+
'um/order': 1,
|
1134
1161
|
'um/conditional/order': 1,
|
1135
|
-
'um/allOpenOrders': 1,
|
1162
|
+
'um/allOpenOrders': 1,
|
1136
1163
|
'um/conditional/allOpenOrders': 1,
|
1137
|
-
'cm/order': 1,
|
1164
|
+
'cm/order': 1,
|
1138
1165
|
'cm/conditional/order': 1,
|
1139
|
-
'cm/allOpenOrders': 1,
|
1166
|
+
'cm/allOpenOrders': 1,
|
1140
1167
|
'cm/conditional/allOpenOrders': 1,
|
1141
|
-
'margin/order':
|
1142
|
-
'margin/allOpenOrders': 5,
|
1143
|
-
'margin/orderList': 2,
|
1144
|
-
'listenKey':
|
1168
|
+
'margin/order': 2,
|
1169
|
+
'margin/allOpenOrders': 5,
|
1170
|
+
'margin/orderList': 2,
|
1171
|
+
'listenKey': 0.2,
|
1145
1172
|
},
|
1146
1173
|
},
|
1147
1174
|
},
|
@@ -12700,3 +12727,96 @@ class binance(Exchange, ImplicitAPI):
|
|
12700
12727
|
#
|
12701
12728
|
result = self.parse_funding_rates(response, market)
|
12702
12729
|
return self.filter_by_array(result, 'symbol', symbols)
|
12730
|
+
|
12731
|
+
def fetch_long_short_ratio_history(self, symbol: Str = None, timeframe: Str = None, since: Int = None, limit: Int = None, params={}) -> List[LongShortRatio]:
|
12732
|
+
"""
|
12733
|
+
fetches the long short ratio history for a unified market symbol
|
12734
|
+
:see: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Long-Short-Ratio
|
12735
|
+
:see: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/Long-Short-Ratio
|
12736
|
+
:param str symbol: unified symbol of the market to fetch the long short ratio for
|
12737
|
+
:param str [timeframe]: the period for the ratio, default is 24 hours
|
12738
|
+
:param int [since]: the earliest time in ms to fetch ratios for
|
12739
|
+
:param int [limit]: the maximum number of long short ratio structures to retrieve
|
12740
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
12741
|
+
:param int [params.until]: timestamp in ms of the latest ratio to fetch
|
12742
|
+
:returns dict[]: an array of `long short ratio structures <https://docs.ccxt.com/#/?id=long-short-ratio-structure>`
|
12743
|
+
"""
|
12744
|
+
self.load_markets()
|
12745
|
+
market = self.market(symbol)
|
12746
|
+
if timeframe is None:
|
12747
|
+
timeframe = '1d'
|
12748
|
+
request: dict = {
|
12749
|
+
'period': timeframe,
|
12750
|
+
}
|
12751
|
+
request, params = self.handle_until_option('endTime', request, params)
|
12752
|
+
if since is not None:
|
12753
|
+
request['startTime'] = since
|
12754
|
+
if limit is not None:
|
12755
|
+
request['limit'] = limit
|
12756
|
+
subType = None
|
12757
|
+
subType, params = self.handle_sub_type_and_params('fetchLongShortRatioHistory', market, params)
|
12758
|
+
response = None
|
12759
|
+
if subType == 'linear':
|
12760
|
+
request['symbol'] = market['id']
|
12761
|
+
response = self.fapiDataGetGlobalLongShortAccountRatio(self.extend(request, params))
|
12762
|
+
#
|
12763
|
+
# [
|
12764
|
+
# {
|
12765
|
+
# "symbol": "BTCUSDT",
|
12766
|
+
# "longAccount": "0.4558",
|
12767
|
+
# "longShortRatio": "0.8376",
|
12768
|
+
# "shortAccount": "0.5442",
|
12769
|
+
# "timestamp": 1726790400000
|
12770
|
+
# },
|
12771
|
+
# ]
|
12772
|
+
#
|
12773
|
+
elif subType == 'inverse':
|
12774
|
+
request['pair'] = market['info']['pair']
|
12775
|
+
response = self.dapiDataGetGlobalLongShortAccountRatio(self.extend(request, params))
|
12776
|
+
#
|
12777
|
+
# [
|
12778
|
+
# {
|
12779
|
+
# "longAccount": "0.7262",
|
12780
|
+
# "longShortRatio": "2.6523",
|
12781
|
+
# "shortAccount": "0.2738",
|
12782
|
+
# "pair": "BTCUSD",
|
12783
|
+
# "timestamp": 1726790400000
|
12784
|
+
# },
|
12785
|
+
# ]
|
12786
|
+
#
|
12787
|
+
else:
|
12788
|
+
raise BadRequest(self.id + ' fetchLongShortRatioHistory() supports linear and inverse subTypes only')
|
12789
|
+
return self.parse_long_short_ratio_history(response, market)
|
12790
|
+
|
12791
|
+
def parse_long_short_ratio(self, info: dict, market: Market = None) -> LongShortRatio:
|
12792
|
+
#
|
12793
|
+
# linear
|
12794
|
+
#
|
12795
|
+
# {
|
12796
|
+
# "symbol": "BTCUSDT",
|
12797
|
+
# "longAccount": "0.4558",
|
12798
|
+
# "longShortRatio": "0.8376",
|
12799
|
+
# "shortAccount": "0.5442",
|
12800
|
+
# "timestamp": 1726790400000
|
12801
|
+
# }
|
12802
|
+
#
|
12803
|
+
# inverse
|
12804
|
+
#
|
12805
|
+
# {
|
12806
|
+
# "longAccount": "0.7262",
|
12807
|
+
# "longShortRatio": "2.6523",
|
12808
|
+
# "shortAccount": "0.2738",
|
12809
|
+
# "pair": "BTCUSD",
|
12810
|
+
# "timestamp": 1726790400000
|
12811
|
+
# }
|
12812
|
+
#
|
12813
|
+
marketId = self.safe_string(info, 'symbol')
|
12814
|
+
timestamp = self.safe_integer_omit_zero(info, 'timestamp')
|
12815
|
+
return {
|
12816
|
+
'info': info,
|
12817
|
+
'symbol': self.safe_symbol(marketId, market, None, 'contract'),
|
12818
|
+
'timestamp': timestamp,
|
12819
|
+
'datetime': self.iso8601(timestamp),
|
12820
|
+
'timeframe': None,
|
12821
|
+
'longShortRatio': self.safe_number(info, 'longShortRatio'),
|
12822
|
+
}
|
ccxt/bitfinex.py
CHANGED
@@ -60,6 +60,10 @@ class bitfinex(Exchange, ImplicitAPI):
|
|
60
60
|
'fetchDepositsWithdrawals': True,
|
61
61
|
'fetchDepositWithdrawFee': 'emulated',
|
62
62
|
'fetchDepositWithdrawFees': True,
|
63
|
+
'fetchFundingHistory': False,
|
64
|
+
'fetchFundingRate': False, # Endpoint 'lendbook/{currency}' is related to interest rates on spot margin lending
|
65
|
+
'fetchFundingRateHistory': False,
|
66
|
+
'fetchFundingRates': False,
|
63
67
|
'fetchIndexOHLCV': False,
|
64
68
|
'fetchLeverageTiers': False,
|
65
69
|
'fetchMarginMode': False,
|
ccxt/bitflyer.py
CHANGED
@@ -6,7 +6,7 @@
|
|
6
6
|
from ccxt.base.exchange import Exchange
|
7
7
|
from ccxt.abstract.bitflyer import ImplicitAPI
|
8
8
|
import hashlib
|
9
|
-
from ccxt.base.types import Balances, Currency, Int, Market, MarketInterface, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Trade, TradingFeeInterface, Transaction
|
9
|
+
from ccxt.base.types import Balances, Currency, Int, Market, MarketInterface, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, FundingRate, Trade, TradingFeeInterface, Transaction
|
10
10
|
from typing import List
|
11
11
|
from ccxt.base.errors import ExchangeError
|
12
12
|
from ccxt.base.errors import ArgumentsRequired
|
@@ -39,6 +39,9 @@ class bitflyer(Exchange, ImplicitAPI):
|
|
39
39
|
'fetchBalance': True,
|
40
40
|
'fetchClosedOrders': 'emulated',
|
41
41
|
'fetchDeposits': True,
|
42
|
+
'fetchFundingRate': True,
|
43
|
+
'fetchFundingRateHistory': False,
|
44
|
+
'fetchFundingRates': False,
|
42
45
|
'fetchMarginMode': False,
|
43
46
|
'fetchMarkets': True,
|
44
47
|
'fetchMyTrades': True,
|
@@ -78,6 +81,7 @@ class bitflyer(Exchange, ImplicitAPI):
|
|
78
81
|
'gethealth',
|
79
82
|
'getboardstate',
|
80
83
|
'getchats',
|
84
|
+
'getfundingrate',
|
81
85
|
],
|
82
86
|
},
|
83
87
|
'private': {
|
@@ -963,6 +967,58 @@ class bitflyer(Exchange, ImplicitAPI):
|
|
963
967
|
'fee': fee,
|
964
968
|
}
|
965
969
|
|
970
|
+
def fetch_funding_rate(self, symbol: str, params={}) -> FundingRate:
|
971
|
+
"""
|
972
|
+
fetch the current funding rate
|
973
|
+
:see: https://lightning.bitflyer.com/docs#funding-rate
|
974
|
+
:param str symbol: unified market symbol
|
975
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
976
|
+
:returns dict: a `funding rate structure <https://docs.ccxt.com/#/?id=funding-rate-structure>`
|
977
|
+
"""
|
978
|
+
self.load_markets()
|
979
|
+
market = self.market(symbol)
|
980
|
+
request: dict = {
|
981
|
+
'product_code': market['id'],
|
982
|
+
}
|
983
|
+
response = self.publicGetGetfundingrate(self.extend(request, params))
|
984
|
+
#
|
985
|
+
# {
|
986
|
+
# "current_funding_rate": -0.003750000000
|
987
|
+
# "next_funding_rate_settledate": "2024-04-15T13:00:00"
|
988
|
+
# }
|
989
|
+
#
|
990
|
+
return self.parse_funding_rate(response, market)
|
991
|
+
|
992
|
+
def parse_funding_rate(self, contract, market: Market = None) -> FundingRate:
|
993
|
+
#
|
994
|
+
# {
|
995
|
+
# "current_funding_rate": -0.003750000000
|
996
|
+
# "next_funding_rate_settledate": "2024-04-15T13:00:00"
|
997
|
+
# }
|
998
|
+
#
|
999
|
+
nextFundingDatetime = self.safe_string(contract, 'next_funding_rate_settledate')
|
1000
|
+
nextFundingTimestamp = self.parse8601(nextFundingDatetime)
|
1001
|
+
return {
|
1002
|
+
'info': contract,
|
1003
|
+
'symbol': self.safe_string(market, 'symbol'),
|
1004
|
+
'markPrice': None,
|
1005
|
+
'indexPrice': None,
|
1006
|
+
'interestRate': None,
|
1007
|
+
'estimatedSettlePrice': None,
|
1008
|
+
'timestamp': None,
|
1009
|
+
'datetime': None,
|
1010
|
+
'fundingRate': None,
|
1011
|
+
'fundingTimestamp': None,
|
1012
|
+
'fundingDatetime': None,
|
1013
|
+
'nextFundingRate': self.safe_number(contract, 'current_funding_rate'),
|
1014
|
+
'nextFundingTimestamp': nextFundingTimestamp,
|
1015
|
+
'nextFundingDatetime': self.iso8601(nextFundingTimestamp),
|
1016
|
+
'previousFundingRate': None,
|
1017
|
+
'previousFundingTimestamp': None,
|
1018
|
+
'previousFundingDatetime': None,
|
1019
|
+
'interval': None,
|
1020
|
+
}
|
1021
|
+
|
966
1022
|
def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
|
967
1023
|
request = '/' + self.version + '/'
|
968
1024
|
if api == 'private':
|
ccxt/bitget.py
CHANGED
@@ -7,7 +7,7 @@ from ccxt.base.exchange import Exchange
|
|
7
7
|
from ccxt.abstract.bitget import ImplicitAPI
|
8
8
|
import hashlib
|
9
9
|
import json
|
10
|
-
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
|
10
|
+
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
|
11
11
|
from typing import List
|
12
12
|
from ccxt.base.errors import ExchangeError
|
13
13
|
from ccxt.base.errors import AuthenticationError
|
@@ -113,6 +113,8 @@ class bitget(Exchange, ImplicitAPI):
|
|
113
113
|
'fetchLeverage': True,
|
114
114
|
'fetchLeverageTiers': False,
|
115
115
|
'fetchLiquidations': False,
|
116
|
+
'fetchLongShortRatio': False,
|
117
|
+
'fetchLongShortRatioHistory': True,
|
116
118
|
'fetchMarginAdjustmentHistory': False,
|
117
119
|
'fetchMarginMode': True,
|
118
120
|
'fetchMarketLeverageTiers': True,
|
@@ -288,6 +290,7 @@ class bitget(Exchange, ImplicitAPI):
|
|
288
290
|
'v2/mix/market/current-fund-rate': 1,
|
289
291
|
'v2/mix/market/contracts': 1,
|
290
292
|
'v2/mix/market/query-position-lever': 2,
|
293
|
+
'v2/mix/market/account-long-short': 20,
|
291
294
|
},
|
292
295
|
},
|
293
296
|
'margin': {
|
@@ -298,6 +301,7 @@ class bitget(Exchange, ImplicitAPI):
|
|
298
301
|
'margin/v1/isolated/public/tierData': 2, # 10 times/1s(IP) => 20/10 = 2
|
299
302
|
'margin/v1/public/currencies': 1, # 20 times/1s(IP) => 20/20 = 1
|
300
303
|
'v2/margin/currencies': 2,
|
304
|
+
'v2/margin/market/long-short-ratio': 20,
|
301
305
|
},
|
302
306
|
},
|
303
307
|
'earn': {
|
@@ -460,6 +464,7 @@ class bitget(Exchange, ImplicitAPI):
|
|
460
464
|
'v2/mix/order/orders-history': 2,
|
461
465
|
'v2/mix/order/orders-plan-pending': 2,
|
462
466
|
'v2/mix/order/orders-plan-history': 2,
|
467
|
+
'v2/mix/market/position-long-short': 20,
|
463
468
|
},
|
464
469
|
'post': {
|
465
470
|
'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):
|
|
8272
8277
|
first = self.safe_dict(data, 0, {})
|
8273
8278
|
return self.parse_funding_rate(first, market)
|
8274
8279
|
|
8280
|
+
def fetch_long_short_ratio_history(self, symbol: Str = None, timeframe: Str = None, since: Int = None, limit: Int = None, params={}) -> List[LongShortRatio]:
|
8281
|
+
"""
|
8282
|
+
fetches the long short ratio history for a unified market symbol
|
8283
|
+
:see: https://www.bitget.com/api-doc/common/apidata/Margin-Ls-Ratio
|
8284
|
+
:see: https://www.bitget.com/api-doc/common/apidata/Account-Long-Short
|
8285
|
+
:param str symbol: unified symbol of the market to fetch the long short ratio for
|
8286
|
+
:param str [timeframe]: the period for the ratio
|
8287
|
+
:param int [since]: the earliest time in ms to fetch ratios for
|
8288
|
+
:param int [limit]: the maximum number of long short ratio structures to retrieve
|
8289
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
8290
|
+
:returns dict[]: an array of `long short ratio structures <https://docs.ccxt.com/#/?id=long-short-ratio-structure>`
|
8291
|
+
"""
|
8292
|
+
self.load_markets()
|
8293
|
+
market = self.market(symbol)
|
8294
|
+
request: dict = {
|
8295
|
+
'symbol': market['id'],
|
8296
|
+
}
|
8297
|
+
if timeframe is not None:
|
8298
|
+
request['period'] = timeframe
|
8299
|
+
response = None
|
8300
|
+
if market['swap'] or market['future']:
|
8301
|
+
response = self.publicMixGetV2MixMarketAccountLongShort(self.extend(request, params))
|
8302
|
+
#
|
8303
|
+
# {
|
8304
|
+
# "code": "00000",
|
8305
|
+
# "msg": "success",
|
8306
|
+
# "requestTime": 1729321233281,
|
8307
|
+
# "data": [
|
8308
|
+
# {
|
8309
|
+
# "longAccountRatio": "0.58",
|
8310
|
+
# "shortAccountRatio": "0.42",
|
8311
|
+
# "longShortAccountRatio": "0.0138",
|
8312
|
+
# "ts": "1729312200000"
|
8313
|
+
# },
|
8314
|
+
# ]
|
8315
|
+
# }
|
8316
|
+
#
|
8317
|
+
else:
|
8318
|
+
response = self.publicMarginGetV2MarginMarketLongShortRatio(self.extend(request, params))
|
8319
|
+
#
|
8320
|
+
# {
|
8321
|
+
# "code": "00000",
|
8322
|
+
# "msg": "success",
|
8323
|
+
# "requestTime": 1729306974712,
|
8324
|
+
# "data": [
|
8325
|
+
# {
|
8326
|
+
# "longShortRatio": "40.66",
|
8327
|
+
# "ts": "1729306800000"
|
8328
|
+
# },
|
8329
|
+
# ]
|
8330
|
+
# }
|
8331
|
+
#
|
8332
|
+
data = self.safe_list(response, 'data', [])
|
8333
|
+
return self.parse_long_short_ratio_history(data, market)
|
8334
|
+
|
8335
|
+
def parse_long_short_ratio(self, info: dict, market: Market = None) -> LongShortRatio:
|
8336
|
+
marketId = self.safe_string(info, 'symbol')
|
8337
|
+
timestamp = self.safe_integer_omit_zero(info, 'ts')
|
8338
|
+
return {
|
8339
|
+
'info': info,
|
8340
|
+
'symbol': self.safe_symbol(marketId, market, None, 'contract'),
|
8341
|
+
'timestamp': timestamp,
|
8342
|
+
'datetime': self.iso8601(timestamp),
|
8343
|
+
'timeframe': None,
|
8344
|
+
'longShortRatio': self.safe_number_2(info, 'longShortRatio', 'longShortAccountRatio'),
|
8345
|
+
}
|
8346
|
+
|
8275
8347
|
def handle_errors(self, code: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody):
|
8276
8348
|
if not response:
|
8277
8349
|
return None # fallback to default error handler
|
ccxt/bitrue.py
CHANGED
@@ -72,7 +72,10 @@ class bitrue(Exchange, ImplicitAPI):
|
|
72
72
|
'fetchDepositsWithdrawals': False,
|
73
73
|
'fetchDepositWithdrawFee': 'emulated',
|
74
74
|
'fetchDepositWithdrawFees': True,
|
75
|
+
'fetchFundingHistory': False,
|
75
76
|
'fetchFundingRate': False,
|
77
|
+
'fetchFundingRateHistory': False,
|
78
|
+
'fetchFundingRates': False,
|
76
79
|
'fetchIsolatedBorrowRate': False,
|
77
80
|
'fetchIsolatedBorrowRates': False,
|
78
81
|
'fetchMarginMode': False,
|