ccxt 4.4.59__py2.py3-none-any.whl → 4.4.61__py2.py3-none-any.whl

ccxt/__init__.py

@@ -22,7 +22,7 @@
 
 # ----------------------------------------------------------------------------
 
-__version__ = '4.4.59'
+__version__ = '4.4.61'
 
 # ----------------------------------------------------------------------------
 

ccxt/alpaca.py

@@ -1138,9 +1138,9 @@ class alpaca(Exchange, ImplicitAPI):
         until = self.safe_integer(params, 'until')
         if until is not None:
             params = self.omit(params, 'until')
-            request['endTime'] = until
+            request['endTime'] = self.iso8601(until)
         if since is not None:
-            request['after'] = since
+            request['after'] = self.iso8601(since)
         if limit is not None:
             request['limit'] = limit
         response = self.traderPrivateGetV2Orders(self.extend(request, params))
@@ -1374,6 +1374,7 @@ class alpaca(Exchange, ImplicitAPI):
         :param int [limit]: the maximum number of trade structures to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param int [params.until]: the latest time in ms to fetch trades for
+        :param str [params.page_token]: page_token - used for paging
         :returns Trade[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
         """
         self.load_markets()
@@ -1383,8 +1384,12 @@ class alpaca(Exchange, ImplicitAPI):
         }
         if symbol is not None:
             market = self.market(symbol)
+        until = self.safe_integer(params, 'until')
+        if until is not None:
+            params = self.omit(params, 'until')
+            request['until'] = self.iso8601(until)
         if since is not None:
-            request['after'] = since
+            request['after'] = self.iso8601(since)
         if limit is not None:
             request['page_size'] = limit
         request, params = self.handle_until_option('until', request, params)

ccxt/async_support/__init__.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.59'
+__version__ = '4.4.61'
 
 # -----------------------------------------------------------------------------
 

ccxt/async_support/alpaca.py

@@ -1138,9 +1138,9 @@ class alpaca(Exchange, ImplicitAPI):
         until = self.safe_integer(params, 'until')
         if until is not None:
             params = self.omit(params, 'until')
-            request['endTime'] = until
+            request['endTime'] = self.iso8601(until)
         if since is not None:
-            request['after'] = since
+            request['after'] = self.iso8601(since)
         if limit is not None:
             request['limit'] = limit
         response = await self.traderPrivateGetV2Orders(self.extend(request, params))
@@ -1374,6 +1374,7 @@ class alpaca(Exchange, ImplicitAPI):
         :param int [limit]: the maximum number of trade structures to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param int [params.until]: the latest time in ms to fetch trades for
+        :param str [params.page_token]: page_token - used for paging
         :returns Trade[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
         """
         await self.load_markets()
@@ -1383,8 +1384,12 @@ class alpaca(Exchange, ImplicitAPI):
         }
         if symbol is not None:
             market = self.market(symbol)
+        until = self.safe_integer(params, 'until')
+        if until is not None:
+            params = self.omit(params, 'until')
+            request['until'] = self.iso8601(until)
         if since is not None:
-            request['after'] = since
+            request['after'] = self.iso8601(since)
         if limit is not None:
             request['page_size'] = limit
         request, params = self.handle_until_option('until', request, params)

ccxt/async_support/base/exchange.py

@@ -2,7 +2,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.59'
+__version__ = '4.4.61'
 
 # -----------------------------------------------------------------------------
 
@@ -1440,6 +1440,9 @@ class Exchange(BaseExchange):
     async def create_orders(self, orders: List[OrderRequest], params={}):
         raise NotSupported(self.id + ' createOrders() is not supported yet')
 
+    async def edit_orders(self, orders: List[OrderRequest], params={}):
+        raise NotSupported(self.id + ' editOrders() is not supported yet')
+
     async def create_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
         raise NotSupported(self.id + ' createOrderWs() is not supported yet')
 

ccxt/async_support/binance.py

@@ -86,6 +86,7 @@ class binance(Exchange, ImplicitAPI):
                 'createTrailingPercentOrder': True,
                 'createTriggerOrder': True,
                 'editOrder': True,
+                'editOrders': True,
                 'fetchAccounts': None,
                 'fetchBalance': True,
                 'fetchBidsAsks': True,
@@ -5393,6 +5394,85 @@ class binance(Exchange, ImplicitAPI):
         else:
             return await self.edit_contract_order(id, symbol, type, side, amount, price, params)
 
+    async def edit_orders(self, orders: List[OrderRequest], params={}):
+        """
+        edit a list of trade orders
+
+        https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Modify-Multiple-Orders
+        https://developers.binance.com/docs/derivatives/coin-margined-futures/trade/Modify-Multiple-Orders
+
+        :param Array orders: list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        await self.load_markets()
+        ordersRequests = []
+        orderSymbols = []
+        for i in range(0, len(orders)):
+            rawOrder = orders[i]
+            marketId = self.safe_string(rawOrder, 'symbol')
+            orderSymbols.append(marketId)
+            id = self.safe_string(rawOrder, 'id')
+            type = self.safe_string(rawOrder, 'type')
+            side = self.safe_string(rawOrder, 'side')
+            amount = self.safe_value(rawOrder, 'amount')
+            price = self.safe_value(rawOrder, 'price')
+            orderParams = self.safe_dict(rawOrder, 'params', {})
+            isPortfolioMargin = None
+            isPortfolioMargin, orderParams = self.handle_option_and_params_2(orderParams, 'editOrders', 'papi', 'portfolioMargin', False)
+            if isPortfolioMargin:
+                raise NotSupported(self.id + ' editOrders() does not support portfolio margin orders')
+            orderRequest = self.edit_contract_order_request(id, marketId, type, side, amount, price, orderParams)
+            ordersRequests.append(orderRequest)
+        orderSymbols = self.market_symbols(orderSymbols, None, False, True, True)
+        market = self.market(orderSymbols[0])
+        if market['spot'] or market['option']:
+            raise NotSupported(self.id + ' editOrders() does not support ' + market['type'] + ' orders')
+        response = None
+        request: dict = {
+            'batchOrders': ordersRequests,
+        }
+        request = self.extend(request, params)
+        if market['linear']:
+            response = await self.fapiPrivatePutBatchOrders(request)
+        elif market['inverse']:
+            response = await self.dapiPrivatePutBatchOrders(request)
+        #
+        #   [
+        #       {
+        #          "code": -4005,
+        #          "msg": "Quantity greater than max quantity."
+        #       },
+        #       {
+        #          "orderId": 650640530,
+        #          "symbol": "LTCUSDT",
+        #          "status": "NEW",
+        #          "clientOrderId": "x-xcKtGhcu32184eb13585491289bbaf",
+        #          "price": "54.00",
+        #          "avgPrice": "0.00",
+        #          "origQty": "0.100",
+        #          "executedQty": "0.000",
+        #          "cumQty": "0.000",
+        #          "cumQuote": "0.00000",
+        #          "timeInForce": "GTC",
+        #          "type": "LIMIT",
+        #          "reduceOnly": False,
+        #          "closePosition": False,
+        #          "side": "BUY",
+        #          "positionSide": "BOTH",
+        #          "stopPrice": "0.00",
+        #          "workingType": "CONTRACT_PRICE",
+        #          "priceProtect": False,
+        #          "origType": "LIMIT",
+        #          "priceMatch": "NONE",
+        #          "selfTradePreventionMode": "NONE",
+        #          "goodTillDate": 0,
+        #          "updateTime": 1698073926929
+        #       }
+        #   ]
+        #
+        return self.parse_orders(response)
+
     def parse_order_status(self, status: Str):
         statuses: dict = {
             'NEW': 'open',
@@ -11243,7 +11323,7 @@ class binance(Exchange, ImplicitAPI):
                     params['newClientOrderId'] = brokerId + self.uuid22()
             query = None
             # handle batchOrders
-            if (path == 'batchOrders') and (method == 'POST'):
+            if (path == 'batchOrders') and ((method == 'POST') or (method == 'PUT')):
                 batchOrders = self.safe_value(params, 'batchOrders')
                 queryBatch = (self.json(batchOrders))
                 params['batchOrders'] = queryBatch

ccxt/async_support/bitget.py

@@ -8856,7 +8856,8 @@ class bitget(Exchange, ImplicitAPI):
             if method == 'POST':
                 headers['Content-Type'] = 'application/json'
         sandboxMode = self.safe_bool(self.options, 'sandboxMode', False)
-        if sandboxMode:
+        if sandboxMode and (path != 'v2/public/time'):
+            # https://github.com/ccxt/ccxt/issues/25252#issuecomment-2662742336
             if headers is None:
                 headers = {}
             headers['PAPTRADING'] = '1'

ccxt/async_support/bybit.py

@@ -6525,10 +6525,13 @@ classic accounts only/ spot not supported*  fetches information on an order made
         #    }
         #
         timestamp = self.safe_integer(interest, 'timestamp')
-        value = self.safe_number_2(interest, 'open_interest', 'openInterest')
+        openInterest = self.safe_number_2(interest, 'open_interest', 'openInterest')
+        # the openInterest is in the base asset for linear and quote asset for inverse
+        amount = openInterest if market['linear'] else None
+        value = openInterest if market['inverse'] else None
         return self.safe_open_interest({
             'symbol': market['symbol'],
-            'openInterestAmount': None,
+            'openInterestAmount': amount,
             'openInterestValue': value,
             'timestamp': timestamp,
             'datetime': self.iso8601(timestamp),

ccxt/async_support/gate.py

@@ -675,23 +675,67 @@ class gate(Exchange, ImplicitAPI):
                 },
                 'createMarketBuyOrderRequiresPrice': True,
                 'networks': {
-                    'LINEA': 'LINEAETH',
-                    'KON': 'KONET',
-                    'AVAXC': 'AVAX_C',
+                    'BTC': 'BTC',
+                    'BRC20': 'BTCBRC',  # for eg: ORDI, RATS, ...
+                    'ETH': 'ETH',
+                    'ERC20': 'ETH',
+                    'TRX': 'TRX',
+                    'TRC20': 'TRX',
+                    'HECO': 'HT',
+                    'HRC20': 'HT',
+                    'BSC': 'BSC',
                     'BEP20': 'BSC',
+                    'SOL': 'SOL',
+                    'POLYGON': 'POL',
+                    'MATIC': 'POL',
+                    'OP': 'OPETH',
+                    'OPTIMISM': 'OPETH',
+                    'ADA': 'ADA',  # CARDANO
+                    'AVAXC': 'AVAX_C',
+                    'NEAR': 'NEAR',
+                    'ARBONE': 'ARBEVM',
+                    'BASE': 'BASEEVM',
+                    'SUI': 'SUI',
+                    'CRONOS': 'CRO',
+                    'CRO': 'CRO',
+                    'APT': 'APT',
+                    'SCROLL': 'SCROLLETH',
+                    'TAIKO': 'TAIKOETH',
+                    'HYPE': 'HYPE',
+                    'ALGO': 'ALGO',
+                    # KAVA: ['KAVA', 'KAVAEVM']
+                    # SEI: ['SEI', 'SEIEVM']
+                    'LINEA': 'LINEAETH',
+                    'BLAST': 'BLASTETH',
+                    'XLM': 'XLM',
+                    'RSK': 'RBTC',
+                    'TON': 'TON',
+                    'MNT': 'MNT',
+                    # 'RUNE': 'BTCRUNES', probably, cant verify atm
+                    'CELO': 'CELO',
+                    'HBAR': 'HBAR',
+                    # 'FTM': SONIC REBRAND, todo
+                    'ZKSERA': 'ZKSERA',
+                    'KLAY': 'KLAY',
                     'EOS': 'EOS',
-                    'ERC20': 'ETH',
+                    'ACA': 'ACA',
+                    # TLOS: ['TLOS', 'TLOSEVM']
+                    # ASTR: ['ASTR', 'ASTREVM']
+                    # CFX: ['CFX', 'CFXEVM']
+                    'XTZ': 'XTZ',
+                    'EGLD': 'EGLD',
+                    'GLMR': 'GLMR',
+                    'AURORA': 'AURORAEVM',
+                    # others
+                    'KON': 'KONET',
                     'GATECHAIN': 'GTEVM',
-                    'HRC20': 'HT',
                     'KUSAMA': 'KSMSM',
-                    'NEAR': 'NEAR',
                     'OKC': 'OKT',
-                    'OPTIMISM': 'OPETH',
-                    'POLKADOT': 'DOTSM',
-                    'TRC20': 'TRX',
+                    'POLKADOT': 'DOTSM',  # todo: DOT for main DOT
                     'LUNA': 'LUNC',
-                    'BASE': 'BASEEVM',
-                    'BRC20': 'BTCBRC',
+                },
+                'networksById': {
+                    'OPETH': 'OP',
                 },
                 'timeInForce': {
                     'GTC': 'gtc',
@@ -3526,6 +3570,7 @@ class gate(Exchange, ImplicitAPI):
         #
         # public
         #
+        #  spot:
         #     {
         #         "id": "1334253759",
         #         "create_time": "1626342738",
@@ -3536,6 +3581,18 @@ class gate(Exchange, ImplicitAPI):
         #         "price": "32452.16"
         #     }
         #
+        #  swap:
+        #
+        #    {
+        #        "id": "442288327",
+        #        "contract": "BTC_USDT",
+        #        "create_time": "1739814676.707",
+        #        "create_time_ms": "1739814676.707",
+        #        "size": "-105",
+        #        "price": "95594.8"
+        #    }
+        #
+        #
         # public ws
         #
         #     {
@@ -3612,8 +3669,14 @@ class gate(Exchange, ImplicitAPI):
         #     }
         #
         id = self.safe_string_2(trade, 'id', 'trade_id')
-        timestamp = self.safe_timestamp_2(trade, 'time', 'create_time')
-        timestamp = self.safe_integer(trade, 'create_time_ms', timestamp)
+        timestamp: Int = None
+        msString = self.safe_string(trade, 'create_time_ms')
+        if msString is not None:
+            msString = Precise.string_mul(msString, '1000')
+            msString = msString[0:13]
+            timestamp = self.parse_to_int(msString)
+        else:
+            timestamp = self.safe_timestamp_2(trade, 'time', 'create_time')
         marketId = self.safe_string_2(trade, 'currency_pair', 'contract')
         marketType = 'contract' if ('contract' in trade) else 'spot'
         market = self.safe_market(marketId, market, '_', marketType)

ccxt/async_support/hollaex.py

@@ -1882,7 +1882,7 @@ class hollaex(Exchange, ImplicitAPI):
         #         "network":"https://api.hollaex.network"
         #     }
         #
-        coins = self.safe_list(response, 'coins')
+        coins = self.safe_dict(response, 'coins', {})
         return self.parse_deposit_withdraw_fees(coins, codes, 'symbol')
 
     def normalize_number_if_needed(self, number):

ccxt/async_support/oxfun.py

@@ -2885,7 +2885,7 @@ class oxfun(Exchange, ImplicitAPI):
                 'AccessKey': self.apiKey,
                 'Timestamp': datetime,
                 'Signature': signature,
-                'Nonce': nonce,
+                'Nonce': str(nonce),
             }
         return {'url': url, 'method': method, 'body': body, 'headers': headers}
 

ccxt/async_support/phemex.py

@@ -1078,7 +1078,7 @@ class phemex(Exchange, ImplicitAPI):
         for i in range(0, len(products)):
             market = products[i]
             type = self.safe_string_lower(market, 'type')
-            if (type == 'perpetual') or (type == 'perpetualv2'):
+            if (type == 'perpetual') or (type == 'perpetualv2') or (type == 'PerpetualPilot'):
                 id = self.safe_string(market, 'symbol')
                 riskLimitValues = self.safe_value(riskLimitsById, id, {})
                 market = self.extend(market, riskLimitValues)

ccxt/async_support/xt.py

@@ -1394,9 +1394,15 @@ class xt(Exchange, ImplicitAPI):
         :param int [since]: timestamp in ms of the earliest candle to fetch
         :param int [limit]: the maximum amount of candles to fetch
         :param dict params: extra parameters specific to the xt api endpoint
+        :param int [params.until]: timestamp in ms of the latest candle to fetch
+        :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [available parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
         :returns int[][]: A list of candles ordered, open, high, low, close, volume
         """
         await self.load_markets()
+        paginate = False
+        paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate', False)
+        if paginate:
+            return await self.fetch_paginated_call_deterministic('fetchOHLCV', symbol, since, limit, timeframe, params, 1000)
         market = self.market(symbol)
         request = {
             'symbol': market['id'],
@@ -1406,6 +1412,12 @@ class xt(Exchange, ImplicitAPI):
             request['startTime'] = since
         if limit is not None:
             request['limit'] = limit
+        else:
+            request['limit'] = 1000
+        until = self.safe_integer(params, 'until')
+        params = self.omit(params, ['until'])
+        if until is not None:
+            request['endTime'] = until
         response = None
         if market['linear']:
             response = await self.publicLinearGetFutureMarketV1PublicQKline(self.extend(request, params))

ccxt/base/exchange.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.59'
+__version__ = '4.4.61'
 
 # -----------------------------------------------------------------------------
 
@@ -1871,6 +1871,7 @@ class Exchange(object):
                 'createTriggerOrderWs': None,
                 'deposit': None,
                 'editOrder': 'emulated',
+                'editOrders': None,
                 'editOrderWs': None,
                 'fetchAccounts': None,
                 'fetchBalance': True,
@@ -5178,6 +5179,9 @@ class Exchange(object):
     def create_orders(self, orders: List[OrderRequest], params={}):
         raise NotSupported(self.id + ' createOrders() is not supported yet')
 
+    def edit_orders(self, orders: List[OrderRequest], params={}):
+        raise NotSupported(self.id + ' editOrders() is not supported yet')
+
     def create_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
         raise NotSupported(self.id + ' createOrderWs() is not supported yet')
 

ccxt/binance.py

@@ -85,6 +85,7 @@ class binance(Exchange, ImplicitAPI):
                 'createTrailingPercentOrder': True,
                 'createTriggerOrder': True,
                 'editOrder': True,
+                'editOrders': True,
                 'fetchAccounts': None,
                 'fetchBalance': True,
                 'fetchBidsAsks': True,
@@ -5392,6 +5393,85 @@ class binance(Exchange, ImplicitAPI):
         else:
             return self.edit_contract_order(id, symbol, type, side, amount, price, params)
 
+    def edit_orders(self, orders: List[OrderRequest], params={}):
+        """
+        edit a list of trade orders
+
+        https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Modify-Multiple-Orders
+        https://developers.binance.com/docs/derivatives/coin-margined-futures/trade/Modify-Multiple-Orders
+
+        :param Array orders: list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        self.load_markets()
+        ordersRequests = []
+        orderSymbols = []
+        for i in range(0, len(orders)):
+            rawOrder = orders[i]
+            marketId = self.safe_string(rawOrder, 'symbol')
+            orderSymbols.append(marketId)
+            id = self.safe_string(rawOrder, 'id')
+            type = self.safe_string(rawOrder, 'type')
+            side = self.safe_string(rawOrder, 'side')
+            amount = self.safe_value(rawOrder, 'amount')
+            price = self.safe_value(rawOrder, 'price')
+            orderParams = self.safe_dict(rawOrder, 'params', {})
+            isPortfolioMargin = None
+            isPortfolioMargin, orderParams = self.handle_option_and_params_2(orderParams, 'editOrders', 'papi', 'portfolioMargin', False)
+            if isPortfolioMargin:
+                raise NotSupported(self.id + ' editOrders() does not support portfolio margin orders')
+            orderRequest = self.edit_contract_order_request(id, marketId, type, side, amount, price, orderParams)
+            ordersRequests.append(orderRequest)
+        orderSymbols = self.market_symbols(orderSymbols, None, False, True, True)
+        market = self.market(orderSymbols[0])
+        if market['spot'] or market['option']:
+            raise NotSupported(self.id + ' editOrders() does not support ' + market['type'] + ' orders')
+        response = None
+        request: dict = {
+            'batchOrders': ordersRequests,
+        }
+        request = self.extend(request, params)
+        if market['linear']:
+            response = self.fapiPrivatePutBatchOrders(request)
+        elif market['inverse']:
+            response = self.dapiPrivatePutBatchOrders(request)
+        #
+        #   [
+        #       {
+        #          "code": -4005,
+        #          "msg": "Quantity greater than max quantity."
+        #       },
+        #       {
+        #          "orderId": 650640530,
+        #          "symbol": "LTCUSDT",
+        #          "status": "NEW",
+        #          "clientOrderId": "x-xcKtGhcu32184eb13585491289bbaf",
+        #          "price": "54.00",
+        #          "avgPrice": "0.00",
+        #          "origQty": "0.100",
+        #          "executedQty": "0.000",
+        #          "cumQty": "0.000",
+        #          "cumQuote": "0.00000",
+        #          "timeInForce": "GTC",
+        #          "type": "LIMIT",
+        #          "reduceOnly": False,
+        #          "closePosition": False,
+        #          "side": "BUY",
+        #          "positionSide": "BOTH",
+        #          "stopPrice": "0.00",
+        #          "workingType": "CONTRACT_PRICE",
+        #          "priceProtect": False,
+        #          "origType": "LIMIT",
+        #          "priceMatch": "NONE",
+        #          "selfTradePreventionMode": "NONE",
+        #          "goodTillDate": 0,
+        #          "updateTime": 1698073926929
+        #       }
+        #   ]
+        #
+        return self.parse_orders(response)
+
     def parse_order_status(self, status: Str):
         statuses: dict = {
             'NEW': 'open',
@@ -11242,7 +11322,7 @@ class binance(Exchange, ImplicitAPI):
                     params['newClientOrderId'] = brokerId + self.uuid22()
             query = None
             # handle batchOrders
-            if (path == 'batchOrders') and (method == 'POST'):
+            if (path == 'batchOrders') and ((method == 'POST') or (method == 'PUT')):
                 batchOrders = self.safe_value(params, 'batchOrders')
                 queryBatch = (self.json(batchOrders))
                 params['batchOrders'] = queryBatch

ccxt/bitget.py

@@ -8855,7 +8855,8 @@ class bitget(Exchange, ImplicitAPI):
             if method == 'POST':
                 headers['Content-Type'] = 'application/json'
         sandboxMode = self.safe_bool(self.options, 'sandboxMode', False)
-        if sandboxMode:
+        if sandboxMode and (path != 'v2/public/time'):
+            # https://github.com/ccxt/ccxt/issues/25252#issuecomment-2662742336
             if headers is None:
                 headers = {}
             headers['PAPTRADING'] = '1'

ccxt/bybit.py

@@ -6524,10 +6524,13 @@ classic accounts only/ spot not supported*  fetches information on an order made
         #    }
         #
         timestamp = self.safe_integer(interest, 'timestamp')
-        value = self.safe_number_2(interest, 'open_interest', 'openInterest')
+        openInterest = self.safe_number_2(interest, 'open_interest', 'openInterest')
+        # the openInterest is in the base asset for linear and quote asset for inverse
+        amount = openInterest if market['linear'] else None
+        value = openInterest if market['inverse'] else None
         return self.safe_open_interest({
             'symbol': market['symbol'],
-            'openInterestAmount': None,
+            'openInterestAmount': amount,
             'openInterestValue': value,
             'timestamp': timestamp,
             'datetime': self.iso8601(timestamp),