ccxt 4.4.25__py2.py3-none-any.whl → 4.4.27__py2.py3-none-any.whl

ccxt/kucoin.py

@@ -8,7 +8,7 @@ from ccxt.abstract.kucoin import ImplicitAPI
 import hashlib
 import math
 import json
-from ccxt.base.types import Account, Balances, Bool, Currencies, Currency, DepositAddress, Int, LedgerEntry, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, TradingFeeInterface, Transaction, TransferEntry
+from ccxt.base.types import Account, Balances, BorrowInterest, Bool, Currencies, Currency, DepositAddress, Int, LedgerEntry, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, TradingFeeInterface, Transaction, TransferEntry
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import AuthenticationError
@@ -4153,7 +4153,7 @@ class kucoin(Exchange, ImplicitAPI):
             'info': info,
         }
 
-    def fetch_borrow_interest(self, code: Str = None, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
+    def fetch_borrow_interest(self, code: Str = None, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[BorrowInterest]:
         """
         fetch the interest owed by the user for borrowing currency for margin trading
         :see: https://docs.kucoin.com/#get-repay-record
@@ -4248,7 +4248,7 @@ class kucoin(Exchange, ImplicitAPI):
         assets = self.safe_list(data, 'assets', []) if (marginMode == 'isolated') else self.safe_list(data, 'accounts', [])
         return self.parse_borrow_interests(assets, None)
 
-    def parse_borrow_interest(self, info: dict, market: Market = None):
+    def parse_borrow_interest(self, info: dict, market: Market = None) -> BorrowInterest:
         #
         # Cross
         #
@@ -4311,15 +4311,15 @@ class kucoin(Exchange, ImplicitAPI):
             interest = self.safe_number(info, 'accruedInterest')
             currencyId = self.safe_string(info, 'currency')
         return {
+            'info': info,
             'symbol': symbol,
-            'marginMode': marginMode,
             'currency': self.safe_currency_code(currencyId),
             'interest': interest,
             'interestRate': self.safe_number(info, 'dailyIntRate'),
             'amountBorrowed': amountBorrowed,
+            'marginMode': marginMode,
             'timestamp': timestamp,  # create time
             'datetime': self.iso8601(timestamp),
-            'info': info,
         }
 
     def fetch_borrow_rate_histories(self, codes=None, since: Int = None, limit: Int = None, params={}):

ccxt/lbank.py

@@ -6,7 +6,7 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.lbank import ImplicitAPI
 import hashlib
-from ccxt.base.types import Balances, Currency, DepositAddress, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, TradingFeeInterface, TradingFees, Transaction
+from ccxt.base.types import Balances, Currency, DepositAddress, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, TradingFeeInterface, TradingFees, Transaction
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import AuthenticationError
@@ -69,7 +69,7 @@ class lbank(Exchange, ImplicitAPI):
                 'fetchFundingHistory': False,
                 'fetchFundingRate': False,
                 'fetchFundingRateHistory': False,
-                'fetchFundingRates': False,
+                'fetchFundingRates': True,
                 'fetchIndexOHLCV': False,
                 'fetchIsolatedBorrowRate': False,
                 'fetchIsolatedBorrowRates': False,
@@ -1132,6 +1132,101 @@ class lbank(Exchange, ImplicitAPI):
             return self.safe_balance(result)
         return None
 
+    def parse_funding_rate(self, ticker, market: Market = None) -> FundingRate:
+        # {
+        #     "symbol": "BTCUSDT",
+        #     "highestPrice": "69495.5",
+        #     "underlyingPrice": "68455.904",
+        #     "lowestPrice": "68182.1",
+        #     "openPrice": "68762.4",
+        #     "positionFeeRate": "0.0001",
+        #     "volume": "33534.2858",
+        #     "markedPrice": "68434.1",
+        #     "turnover": "1200636218.210558",
+        #     "positionFeeTime": "28800",
+        #     "lastPrice": "68427.3",
+        #     "nextFeeTime": "1730736000000",
+        #     "fundingRate": "0.0001",
+        # }
+        marketId = self.safe_string(ticker, 'symbol')
+        symbol = self.safe_symbol(marketId, market)
+        markPrice = self.safe_number(ticker, 'markedPrice')
+        indexPrice = self.safe_number(ticker, 'underlyingPrice')
+        fundingRate = self.safe_number(ticker, 'fundingRate')
+        fundingTime = self.safe_integer(ticker, 'nextFeeTime')
+        return {
+            'info': ticker,
+            'symbol': symbol,
+            'markPrice': markPrice,
+            'indexPrice': indexPrice,
+            'fundingRate': fundingRate,
+            'fundingTimestamp': fundingTime,
+            'fundingDatetime': self.iso8601(fundingTime),
+            'timestamp': None,
+            'datetime': None,
+            'nextFundingRate': None,
+            'nextFundingTimestamp': None,
+            'nextFundingDatetime': None,
+            'previousFundingRate': None,
+            'previousFundingTimestamp': None,
+            'previousFundingDatetime': None,
+            'interval': None,
+        }
+
+    def fetch_funding_rate(self, symbol: str, params={}) -> FundingRate:
+        """
+        fetch the current funding rate
+        :see: https://www.lbank.com/en-US/docs/contract.html#query-contract-market-list
+        :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)
+        responseForSwap = self.fetch_funding_rates([market['symbol']], params)
+        return self.safe_value(responseForSwap, market['symbol'])
+
+    def fetch_funding_rates(self, symbols: Strings = None, params={}) -> FundingRates:
+        """
+        fetch the funding rate for multiple markets
+        :see: https://www.lbank.com/en-US/docs/contract.html#query-contract-market-list
+        :param str[]|None symbols: list of unified market symbols
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a dictionary of `funding rate structures <https://docs.ccxt.com/#/?id=funding-rates-structure>`, indexed by market symbols
+        """
+        self.load_markets()
+        symbols = self.market_symbols(symbols)
+        request: dict = {
+            'productGroup': 'SwapU',
+        }
+        response = self.contractPublicGetCfdOpenApiV1PubMarketData(self.extend(request, params))
+        # {
+        #     "data": [
+        #         {
+        #             "symbol": "BTCUSDT",
+        #             "highestPrice": "69495.5",
+        #             "underlyingPrice": "68455.904",
+        #             "lowestPrice": "68182.1",
+        #             "openPrice": "68762.4",
+        #             "positionFeeRate": "0.0001",
+        #             "volume": "33534.2858",
+        #             "markedPrice": "68434.1",
+        #             "turnover": "1200636218.210558",
+        #             "positionFeeTime": "28800",
+        #             "lastPrice": "68427.3",
+        #             "nextFeeTime": "1730736000000",
+        #             "fundingRate": "0.0001",
+        #         }
+        #     ],
+        #     "error_code": "0",
+        #     "msg": "Success",
+        #     "result": "true",
+        #     "success": True,
+        # }
+        data = self.safe_list(response, 'data', [])
+        result = self.parse_funding_rates(data)
+        return self.filter_by_array(result, 'symbol', symbols)
+
     def fetch_balance(self, params={}) -> Balances:
         """
         query for balance and get the amount of funds available for trading or funds locked in orders

ccxt/okx.py

@@ -6,7 +6,7 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.okx import ImplicitAPI
 import hashlib
-from ccxt.base.types import Account, LongShortRatio, Balances, Conversion, CrossBorrowRate, CrossBorrowRates, Currencies, Currency, DepositAddress, Greeks, Int, LedgerEntry, Leverage, LeverageTier, MarginModification, Market, MarketInterface, Num, Option, OptionChain, Order, OrderBook, OrderRequest, CancellationRequest, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, Trade, TradingFeeInterface, Transaction, TransferEntry
+from ccxt.base.types import Account, Balances, BorrowInterest, Conversion, CrossBorrowRate, CrossBorrowRates, Currencies, Currency, DepositAddress, Greeks, Int, LedgerEntry, Leverage, LeverageTier, LongShortRatio, MarginModification, Market, MarketInterface, Num, Option, OptionChain, Order, OrderBook, OrderRequest, CancellationRequest, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, Trade, TradingFeeInterface, Transaction, TransferEntry
 from typing import List
 from typing import Any
 from ccxt.base.errors import ExchangeError
@@ -421,6 +421,7 @@ class okx(Exchange, ImplicitAPI):
                         # eth staking
                         'finance/staking-defi/eth/balance': 5 / 3,
                         'finance/staking-defi/eth/purchase-redeem-history': 5 / 3,
+                        'finance/staking-defi/eth/product-info': 3,
                         # copytrading
                         'copytrading/current-subpositions': 1,
                         'copytrading/subpositions-history': 1,
@@ -6539,7 +6540,7 @@ class okx(Exchange, ImplicitAPI):
             })
         return tiers
 
-    def fetch_borrow_interest(self, code: Str = None, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
+    def fetch_borrow_interest(self, code: Str = None, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[BorrowInterest]:
         """
         fetch the interest owed by the user for borrowing currency for margin trading
         :see: https://www.okx.com/docs-v5/en/#rest-api-account-get-interest-accrued-data
@@ -6595,21 +6596,21 @@ class okx(Exchange, ImplicitAPI):
         interest = self.parse_borrow_interests(data)
         return self.filter_by_currency_since_limit(interest, code, since, limit)
 
-    def parse_borrow_interest(self, info: dict, market: Market = None):
+    def parse_borrow_interest(self, info: dict, market: Market = None) -> BorrowInterest:
         instId = self.safe_string(info, 'instId')
         if instId is not None:
             market = self.safe_market(instId, market)
         timestamp = self.safe_integer(info, 'ts')
         return {
+            'info': info,
             'symbol': self.safe_string(market, 'symbol'),
-            'marginMode': self.safe_string(info, 'mgnMode'),
             'currency': self.safe_currency_code(self.safe_string(info, 'ccy')),
             'interest': self.safe_number(info, 'interest'),
             'interestRate': self.safe_number(info, 'interestRate'),
             'amountBorrowed': self.safe_number(info, 'liab'),
+            'marginMode': self.safe_string(info, 'mgnMode'),
             'timestamp': timestamp,  # Interest accrued time
             'datetime': self.iso8601(timestamp),
-            'info': info,
         }
 
     def borrow_cross_margin(self, code: str, amount: float, params={}):

ccxt/phemex.py

@@ -121,7 +121,7 @@ class phemex(Exchange, ImplicitAPI):
                     'private': 'https://{hostname}',
                 },
                 'www': 'https://phemex.com',
-                'doc': 'https://github.com/phemex/phemex-api-docs',
+                'doc': 'https://phemex-docs.github.io/#overview',
                 'fees': 'https://phemex.com/fees-conditions',
                 'referral': {
                     'url': 'https://phemex.com/register?referralCode=EDNVJ',
@@ -179,6 +179,7 @@ class phemex(Exchange, ImplicitAPI):
                 'v2': {
                     'get': {
                         'public/products': 5,
+                        'public/products-plus': 5,
                         'md/v2/orderbook': 5,  # ?symbol=<symbol>&id=<id>
                         'md/v2/trade': 5,  # ?symbol=<symbol>&id=<id>
                         'md/v2/ticker/24hr': 5,  # ?symbol=<symbol>&id=<id>
@@ -746,13 +747,14 @@ class phemex(Exchange, ImplicitAPI):
                     'max': self.parse_safe_number(self.safe_string(market, 'maxOrderValue')),
                 },
             },
-            'created': None,
+            'created': self.safe_integer(market, 'listTime'),
             'info': market,
         })
 
     def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for phemex
+        :see: https://phemex-docs.github.io/#query-product-information-3
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict[]: an array of objects representing market data
         """

ccxt/pro/__init__.py

@@ -4,7 +4,7 @@
 
 # ----------------------------------------------------------------------------
 
-__version__ = '4.4.25'
+__version__ = '4.4.27'
 
 # ----------------------------------------------------------------------------
 

ccxt/pro/binance.py

@@ -1359,7 +1359,7 @@ class binance(ccxt.async_support.binance):
         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={}):
+    async def un_watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], params={}) -> Any:
         """
         unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
         :see: https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
@@ -1819,7 +1819,7 @@ class binance(ccxt.async_support.binance):
         symbolsDefined = (symbols is not None)
         if symbolsDefined:
             firstMarket = self.market(symbols[0])
-        defaultMarket = 'swap' if (isMarkPrice) else 'spot'
+        defaultMarket = 'swap' if (isMarkPrice) else None
         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)

ccxt/pro/bybit.py

@@ -651,7 +651,7 @@ class bybit(ccxt.async_support.bybit):
         filtered = self.filter_by_since_limit(stored, 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={}):
+    async def un_watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], params={}) -> Any:
         """
         unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
         :see: https://bybit-exchange.github.io/docs/v5/websocket/public/kline

ccxt/pro/exmo.py

@@ -6,7 +6,7 @@
 import ccxt.async_support
 from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById
 import hashlib
-from ccxt.base.types import Balances, Int, OrderBook, Str, Strings, Ticker, Tickers, Trade
+from ccxt.base.types import Balances, Int, Market, Order, OrderBook, Str, Strings, Ticker, Tickers, Trade
 from ccxt.async_support.base.ws.client import Client
 from typing import List
 from ccxt.base.errors import NotSupported
@@ -23,7 +23,7 @@ class exmo(ccxt.async_support.exmo):
                 'watchTickers': True,
                 'watchTrades': True,
                 'watchMyTrades': True,
-                'watchOrders': False,  # TODO
+                'watchOrders': True,
                 'watchOrderBook': True,
                 'watchOHLCV': False,
             },
@@ -546,6 +546,206 @@ class exmo(ccxt.async_support.exmo):
         for i in range(0, len(deltas)):
             self.handle_delta(bookside, deltas[i])
 
+    async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
+        """
+        :see: https://documenter.getpostman.com/view/10287440/SzYXWKPi#85f7bc03-b1c9-4cd2-bd22-8fd422272825
+        :see: https://documenter.getpostman.com/view/10287440/SzYXWKPi#95e4ed18-1791-4e6d-83ad-cbfe9be1051c
+        watches information on multiple orders made by the user
+        :param str symbol: unified market symbol of the market orders were made in
+        :param int [since]: the earliest time in ms to fetch orders for
+        :param int [limit]: the maximum number of order structures to retrieve
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        await self.load_markets()
+        await self.authenticate(params)
+        type, query = self.handle_market_type_and_params('watchOrders', None, params)
+        url = self.urls['api']['ws'][type]
+        messageHash = None
+        if symbol is None:
+            messageHash = 'orders:' + type
+        else:
+            market = self.market(symbol)
+            symbol = market['symbol']
+            messageHash = 'orders:' + market['symbol']
+        message: dict = {
+            'method': 'subscribe',
+            'topics': [
+                type + '/orders',
+            ],
+            'id': self.request_id(),
+        }
+        request = self.deep_extend(message, query)
+        orders = await self.watch(url, messageHash, request, messageHash, request)
+        return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
+
+    def handle_orders(self, client: Client, message):
+        #
+        #  spot
+        # {
+        #     "ts": 1574427585174,
+        #     "event": "snapshot",
+        #     "topic": "spot/orders",
+        #     "data": [
+        #       {
+        #         "order_id": "14",
+        #         "client_id":"100500",
+        #         "created": "1574427585",
+        #         "pair": "BTC_USD",
+        #         "price": "7750",
+        #         "quantity": "0.1",
+        #         "amount": "775",
+        #         "original_quantity": "0.1",
+        #         "original_amount": "775",
+        #         "type": "sell",
+        #         "status": "open"
+        #       }
+        #     ]
+        # }
+        #
+        #  margin
+        # {
+        #     "ts":1624371281773,
+        #     "event":"snapshot",
+        #     "topic":"margin/orders",
+        #     "data":[
+        #        {
+        #           "order_id":"692844278081168665",
+        #           "created":"1624371250919761600",
+        #           "type":"limit_buy",
+        #           "previous_type":"limit_buy",
+        #           "pair":"BTC_USD",
+        #           "leverage":"2",
+        #           "price":"10000",
+        #           "stop_price":"0",
+        #           "distance":"0",
+        #           "trigger_price":"10000",
+        #           "init_quantity":"0.1",
+        #           "quantity":"0.1",
+        #           "funding_currency":"USD",
+        #           "funding_quantity":"1000",
+        #           "funding_rate":"0",
+        #           "client_id":"111111",
+        #           "expire":0,
+        #           "src":1,
+        #           "comment":"comment1",
+        #           "updated":1624371250938136600,
+        #           "status":"active"
+        #        }
+        #     ]
+        # }
+        #
+        topic = self.safe_string(message, 'topic')
+        parts = topic.split('/')
+        type = self.safe_string(parts, 0)
+        messageHash = 'orders:' + type
+        event = self.safe_string(message, 'event')
+        if self.orders is None:
+            limit = self.safe_integer(self.options, 'ordersLimit', 1000)
+            self.orders = ArrayCacheBySymbolById(limit)
+        cachedOrders = self.orders
+        rawOrders = []
+        if event == 'snapshot':
+            rawOrders = self.safe_value(message, 'data', [])
+        elif event == 'update':
+            rawOrder = self.safe_dict(message, 'data', {})
+            rawOrders.append(rawOrder)
+        symbols: dict = {}
+        for j in range(0, len(rawOrders)):
+            order = self.parse_ws_order(rawOrders[j])
+            cachedOrders.append(order)
+            symbols[order['symbol']] = True
+        symbolKeys = list(symbols.keys())
+        for i in range(0, len(symbolKeys)):
+            symbol = symbolKeys[i]
+            symbolSpecificMessageHash = 'orders:' + symbol
+            client.resolve(cachedOrders, symbolSpecificMessageHash)
+        client.resolve(cachedOrders, messageHash)
+
+    def parse_ws_order(self, order: dict, market: Market = None) -> Order:
+        #
+        # {
+        #     order_id: '43226756791',
+        #     client_id: 0,
+        #     created: '1730371416',
+        #     type: 'market_buy',
+        #     pair: 'TRX_USD',
+        #     quantity: '0',
+        #     original_quantity: '30',
+        #     status: 'cancelled',
+        #     last_trade_id: '726480870',
+        #     last_trade_price: '0.17',
+        #     last_trade_quantity: '30'
+        # }
+        #
+        id = self.safe_string(order, 'order_id')
+        timestamp = self.safe_timestamp(order, 'created')
+        orderType = self.safe_string(order, 'type')
+        side = self.parseSide(orderType)
+        marketId = self.safe_string(order, 'pair')
+        market = self.safe_market(marketId, market)
+        symbol = market['symbol']
+        amount = self.safe_string(order, 'quantity')
+        if amount is None:
+            amountField = 'in_amount' if (side == 'buy') else 'out_amount'
+            amount = self.safe_string(order, amountField)
+        price = self.safe_string(order, 'price')
+        clientOrderId = self.omit_zero(self.safe_string(order, 'client_id'))
+        triggerPrice = self.omit_zero(self.safe_string(order, 'stop_price'))
+        type = None
+        if (orderType != 'buy') and (orderType != 'sell'):
+            type = orderType
+        trades = None
+        if 'last_trade_id' in order:
+            trade = self.parse_ws_trade(order, market)
+            trades = [trade]
+        return self.safe_order({
+            'id': id,
+            'clientOrderId': clientOrderId,
+            'datetime': self.iso8601(timestamp),
+            'timestamp': timestamp,
+            'lastTradeTimestamp': None,
+            'status': self.parseStatus(self.safe_string(order, 'status')),
+            'symbol': symbol,
+            'type': type,
+            'timeInForce': None,
+            'postOnly': None,
+            'side': side,
+            'price': price,
+            'stopPrice': triggerPrice,
+            'triggerPrice': triggerPrice,
+            'cost': None,
+            'amount': self.safe_string(order, 'original_quantity'),
+            'filled': None,
+            'remaining': self.safe_string(order, 'quantity'),
+            'average': None,
+            'trades': trades,
+            'fee': None,
+            'info': order,
+        }, market)
+
+    def parse_ws_trade(self, trade: dict, market: Market = None) -> Trade:
+        id = self.safe_string(trade, 'order_id')
+        orderType = self.safe_string(trade, 'type')
+        side = self.parseSide(orderType)
+        marketId = self.safe_string(trade, 'pair')
+        market = self.safe_market(marketId, market)
+        symbol = market['symbol']
+        type = None
+        if (orderType != 'buy') and (orderType != 'sell'):
+            type = orderType
+        return self.safe_trade({
+            'id': self.safe_string(trade, 'last_trade_id'),
+            'symbol': symbol,
+            'order': id,
+            'type': type,
+            'side': side,
+            'price': self.safe_string(trade, 'last_trade_price'),
+            'amount': self.safe_string(trade, 'last_trade_quantity'),
+            'cost': None,
+            'fee': None,
+        }, market)
+
     def handle_message(self, client: Client, message):
         #
         # {
@@ -585,8 +785,8 @@ class exmo(ccxt.async_support.exmo):
                     'spot/trades': self.handle_trades,
                     'margin/trades': self.handle_trades,
                     'spot/order_book_updates': self.handle_order_book,
-                    # 'spot/orders': self.handleOrders,
-                    # 'margin/orders': self.handleOrders,
+                    'spot/orders': self.handle_orders,
+                    'margin/orders': self.handle_orders,
                     'spot/user_trades': self.handle_my_trades,
                     'margin/user_trades': self.handle_my_trades,
                 }

ccxt/pro/lbank.py

@@ -780,10 +780,13 @@ class lbank(ccxt.async_support.lbank):
         #  {ping: 'a13a939c-5f25-4e06-9981-93cb3b890707', action: 'ping'}
         #
         pingId = self.safe_string(message, 'ping')
-        await client.send({
-            'action': 'pong',
-            'pong': pingId,
-        })
+        try:
+            await client.send({
+                'action': 'pong',
+                'pong': pingId,
+            })
+        except Exception as e:
+            self.on_error(client, e)
 
     def handle_message(self, client, message):
         status = self.safe_string(message, 'status')

ccxt/pro/okx.py

@@ -930,7 +930,7 @@ 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={}):
+    async def un_watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], params={}) -> Any:
         """
         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']]

ccxt/test/tests_helpers.py

@@ -69,7 +69,9 @@ parser.add_argument('--static', action='store_true', help='run static tests')
 parser.add_argument('--useProxy', action='store_true', help='run static tests')
 parser.add_argument('--idTests', action='store_true', help='run brokerId tests')
 parser.add_argument('--responseTests', action='store_true', help='run response tests')
-parser.add_argument('--requestTests', action='store_true', help='run response tests')
+parser.add_argument('--response', action='store_true', help='run response tests')
+parser.add_argument('--requestTests', action='store_true', help='run request tests')
+parser.add_argument('--request', action='store_true', help='run request tests')
 parser.add_argument('--sync', action='store_true', help='is sync')
 parser.add_argument('--baseTests', action='store_true', help='is base tests')
 parser.add_argument('--exchangeTests', action='store_true', help='is exchange tests')

ccxt/wavesexchange.py

@@ -137,7 +137,13 @@ class wavesexchange(Exchange, ImplicitAPI):
                     'forward': 'https://wx.network/api/v1/forward/matcher',
                     'market': 'https://wx.network/api/v1/forward/marketdata/api/v1',
                 },
-                'doc': 'https://docs.wx.network',
+                'doc': [
+                    'https://docs.wx.network',
+                    'https://docs.waves.tech',
+                    'https://api.wavesplatform.com/v0/docs/',
+                    'https://nodes.wavesnodes.com/api-docs/index.html',
+                    'https://matcher.waves.exchange/api-docs/index.html',
+                ],
                 'www': 'https://wx.network',
             },
             'api': {
@@ -601,6 +607,7 @@ class wavesexchange(Exchange, ImplicitAPI):
     def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
         """
         fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
+        :see: https://matcher.waves.exchange/api-docs/index.html#/markets/getOrderBook
         :param str symbol: unified symbol of the market to fetch the order book for
         :param int [limit]: the maximum amount of order book entries to return
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -721,6 +728,7 @@ class wavesexchange(Exchange, ImplicitAPI):
     def sign_in(self, params={}):
         """
         sign in, must be called prior to using other authenticated methods
+        :see: https://docs.wx.network/en/api/auth/oauth2-token
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns: response from exchange
         """
@@ -831,6 +839,7 @@ class wavesexchange(Exchange, ImplicitAPI):
     def fetch_ticker(self, symbol: str, params={}) -> Ticker:
         """
         fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+        :see: https://api.wavesplatform.com/v0/docs/#/pairs/getPairsListAll
         :param str symbol: 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>`
@@ -872,7 +881,7 @@ class wavesexchange(Exchange, ImplicitAPI):
     def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
         """
         fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
-        :param str[]|None symbols: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
+        :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>`
         """
@@ -911,6 +920,7 @@ class wavesexchange(Exchange, ImplicitAPI):
     def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
         """
         fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+        :see: https://api.wavesplatform.com/v0/docs/#/candles/getCandles
         :param str symbol: unified symbol of the market to fetch OHLCV data for
         :param str timeframe: the length of time each candle represents
         :param int [since]: timestamp in ms of the earliest candle to fetch
@@ -1216,6 +1226,7 @@ class wavesexchange(Exchange, ImplicitAPI):
     def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
         """
         create a trade order
+        :see: https://matcher.waves.exchange/api-docs/index.html#/serialize/serializeOrder
         :param str symbol: unified symbol of the market to create an order in
         :param str type: 'market' or 'limit'
         :param str side: 'buy' or 'sell'