ccxt 4.4.6__py2.py3-none-any.whl → 4.4.8__py2.py3-none-any.whl

ccxt/mexc.py

@@ -54,8 +54,8 @@ class mexc(Exchange, ImplicitAPI):
                 'closePosition': False,
                 'createDepositAddress': True,
                 'createMarketBuyOrderWithCost': True,
-                'createMarketOrderWithCost': False,
-                'createMarketSellOrderWithCost': False,
+                'createMarketOrderWithCost': True,
+                'createMarketSellOrderWithCost': True,
                 'createOrder': True,
                 'createOrders': True,
                 'createPostOnlyOrder': True,
@@ -144,7 +144,7 @@ class mexc(Exchange, ImplicitAPI):
                 'repayCrossMargin': False,
                 'repayIsolatedMargin': False,
                 'setLeverage': True,
-                'setMarginMode': None,
+                'setMarginMode': True,
                 'setPositionMode': True,
                 'signIn': None,
                 'transfer': None,
@@ -430,7 +430,6 @@ class mexc(Exchange, ImplicitAPI):
             'options': {
                 'adjustForTimeDifference': False,
                 'timeDifference': 0,
-                'createMarketBuyOrderRequiresPrice': True,
                 'unavailableContracts': {
                     'BTC/USDT:USDT': True,
                     'LTC/USDT:USDT': True,
@@ -479,12 +478,14 @@ class mexc(Exchange, ImplicitAPI):
                     'LTC': 'LTC',
                 },
                 'networks': {
+                    'ZKSYNC': 'ZKSYNCERA',
                     'TRC20': 'TRX',
                     'TON': 'TONCOIN',
                     'AVAXC': 'AVAX_CCHAIN',
                     'ERC20': 'ETH',
                     'ACA': 'ACALA',
                     'BEP20': 'BSC',
+                    'OPTIMISM': 'OP',
                     # 'ADA': 'Cardano(ADA)',
                     # 'AE': 'AE',
                     # 'ALGO': 'Algorand(ALGO)',
@@ -2018,8 +2019,24 @@ class mexc(Exchange, ImplicitAPI):
         market = self.market(symbol)
         if not market['spot']:
             raise NotSupported(self.id + ' createMarketBuyOrderWithCost() supports spot orders only')
-        params['createMarketBuyOrderRequiresPrice'] = False
-        return self.create_order(symbol, 'market', 'buy', cost, None, params)
+        params['cost'] = cost
+        return self.create_order(symbol, 'market', 'buy', 0, None, params)
+
+    def create_market_sell_order_with_cost(self, symbol: str, cost: float, params={}):
+        """
+        create a market sell order by providing the symbol and cost
+        :see: https://mexcdevelop.github.io/apidocs/spot_v3_en/#new-order
+        :param str symbol: unified symbol of the market to create an order in
+        :param float cost: how much you want to trade in units of the quote currency
+        :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()
+        market = self.market(symbol)
+        if not market['spot']:
+            raise NotSupported(self.id + ' createMarketBuyOrderWithCost() supports spot orders only')
+        params['cost'] = cost
+        return self.create_order(symbol, 'market', 'sell', 0, None, params)
 
     def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
         """
@@ -2043,6 +2060,7 @@ class mexc(Exchange, ImplicitAPI):
         :param long [params.positionId]: *contract only* it is recommended to hasattr(self, fill) parameter when closing a position
         :param str [params.externalOid]: *contract only* external order ID
         :param int [params.positionMode]: *contract only*  1:hedge, 2:one-way, default: the user's current config
+        :param boolean [params.test]: *spot only* whether to use the test endpoint or not, default is False
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()
@@ -2061,22 +2079,21 @@ class mexc(Exchange, ImplicitAPI):
             'side': orderSide,
             'type': type.upper(),
         }
-        if orderSide == 'BUY' and type == 'market':
-            createMarketBuyOrderRequiresPrice = True
-            createMarketBuyOrderRequiresPrice, params = self.handle_option_and_params(params, 'createOrder', 'createMarketBuyOrderRequiresPrice', True)
+        if type == 'market':
             cost = self.safe_number_2(params, 'cost', 'quoteOrderQty')
             params = self.omit(params, 'cost')
             if cost is not None:
                 amount = cost
-            elif createMarketBuyOrderRequiresPrice:
+                request['quoteOrderQty'] = self.cost_to_precision(symbol, amount)
+            else:
                 if price is None:
-                    raise InvalidOrder(self.id + ' createOrder() requires the price argument for market buy orders to calculate the total cost to spend(amount * price), alternatively set the createMarketBuyOrderRequiresPrice option or param to False and pass the cost to spend in the amount argument')
+                    request['quantity'] = self.amount_to_precision(symbol, amount)
                 else:
                     amountString = self.number_to_string(amount)
                     priceString = self.number_to_string(price)
                     quoteAmount = Precise.string_mul(amountString, priceString)
                     amount = quoteAmount
-            request['quoteOrderQty'] = self.cost_to_precision(symbol, amount)
+                    request['quoteOrderQty'] = self.cost_to_precision(symbol, amount)
         else:
             request['quantity'] = self.amount_to_precision(symbol, amount)
         if price is not None:
@@ -2111,8 +2128,14 @@ class mexc(Exchange, ImplicitAPI):
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()
+        test = self.safe_bool(params, 'test', False)
+        params = self.omit(params, 'test')
         request = self.create_spot_order_request(market, type, side, amount, price, marginMode, params)
-        response = self.spotPrivatePostOrder(self.extend(request, params))
+        response = None
+        if test:
+            response = self.spotPrivatePostOrderTest(request)
+        else:
+            response = self.spotPrivatePostOrder(request)
         #
         # spot
         #
@@ -2426,6 +2449,9 @@ class mexc(Exchange, ImplicitAPI):
     def fetch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
         fetches information on multiple orders made by the user
+        :see: https://mexcdevelop.github.io/apidocs/spot_v3_en/#all-orders
+        :see: https://mexcdevelop.github.io/apidocs/contract_v1_en/#get-all-of-the-user-39-s-historical-orders
+        :see: https://mexcdevelop.github.io/apidocs/contract_v1_en/#gets-the-trigger-order-list
         :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
@@ -2639,6 +2665,9 @@ class mexc(Exchange, ImplicitAPI):
     def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
         fetch all unfilled currently open orders
+        :see: https://mexcdevelop.github.io/apidocs/spot_v3_en/#current-open-orders
+        :see: https://mexcdevelop.github.io/apidocs/contract_v1_en/#get-all-of-the-user-39-s-historical-orders
+        :see: https://mexcdevelop.github.io/apidocs/contract_v1_en/#gets-the-trigger-order-list
         :param str symbol: unified market symbol
         :param int [since]: the earliest time in ms to fetch open orders for
         :param int [limit]: the maximum number of  open orders structures to retrieve
@@ -2721,6 +2750,9 @@ class mexc(Exchange, ImplicitAPI):
     def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
         fetches information on multiple closed orders made by the user
+        :see: https://mexcdevelop.github.io/apidocs/spot_v3_en/#all-orders
+        :see: https://mexcdevelop.github.io/apidocs/contract_v1_en/#get-all-of-the-user-39-s-historical-orders
+        :see: https://mexcdevelop.github.io/apidocs/contract_v1_en/#gets-the-trigger-order-list
         :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
@@ -2732,6 +2764,9 @@ class mexc(Exchange, ImplicitAPI):
     def fetch_canceled_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
         """
         fetches information on multiple canceled orders made by the user
+        :see: https://mexcdevelop.github.io/apidocs/spot_v3_en/#all-orders
+        :see: https://mexcdevelop.github.io/apidocs/contract_v1_en/#get-all-of-the-user-39-s-historical-orders
+        :see: https://mexcdevelop.github.io/apidocs/contract_v1_en/#gets-the-trigger-order-list
         :param str symbol: unified market symbol of the market orders were made in
         :param int [since]: timestamp in ms of the earliest order, default is None
         :param int [limit]: max number of orders to return, default is None
@@ -5285,6 +5320,43 @@ class mexc(Exchange, ImplicitAPI):
         positions = self.parse_positions(data, symbols, params)
         return self.filter_by_since_limit(positions, since, limit)
 
+    def set_margin_mode(self, marginMode: str, symbol: Str = None, params={}):
+        """
+        set margin mode to 'cross' or 'isolated'
+        :see: https://mexcdevelop.github.io/apidocs/contract_v1_en/#switch-leverage
+        :param str marginMode: 'cross' or 'isolated'
+        :param str [symbol]: required when there is no position, else provide params["positionId"]
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.positionId]: required when a position is set
+        :param str [params.direction]: "long" or "short" required when there is no position
+        :returns dict: response from the exchange
+        """
+        self.load_markets()
+        market = self.market(symbol)
+        if market['spot']:
+            raise BadSymbol(self.id + ' setMarginMode() supports contract markets only')
+        marginMode = marginMode.lower()
+        if marginMode != 'isolated' and marginMode != 'cross':
+            raise BadRequest(self.id + ' setMarginMode() marginMode argument should be isolated or cross')
+        leverage = self.safe_integer(params, 'leverage')
+        if leverage is None:
+            raise ArgumentsRequired(self.id + ' setMarginMode() requires a leverage parameter')
+        direction = self.safe_string_lower_2(params, 'direction', 'positionId')
+        request: dict = {
+            'leverage': leverage,
+            'openType': 1 if (marginMode == 'isolated') else 2,
+        }
+        if symbol is not None:
+            request['symbol'] = market['id']
+        if direction is not None:
+            request['positionType'] = 2 if (direction == 'short') else 1
+        params = self.omit(params, 'direction')
+        response = self.contractPrivatePostPositionChangeLeverage(self.extend(request, params))
+        #
+        # {success: True, code: '0'}
+        #
+        return self.parse_leverage(response, market)
+
     def nonce(self):
         return self.milliseconds() - self.safe_integer(self.options, 'timeDifference', 0)
 

ccxt/okx.py

@@ -290,6 +290,7 @@ class okx(Exchange, ImplicitAPI):
                         'copytrading/public-preference-currency': 4,
                         'copytrading/public-current-subpositions': 4,
                         'copytrading/public-subpositions-history': 4,
+                        'support/announcements-types': 20,
                     },
                 },
                 'private': {
@@ -435,6 +436,7 @@ class okx(Exchange, ImplicitAPI):
                         # affiliate
                         'affiliate/invitee/detail': 1,
                         'users/partner/if-rebate': 1,
+                        'support/announcements': 4,
                     },
                     'post': {
                         # rfq
@@ -814,6 +816,8 @@ class okx(Exchange, ImplicitAPI):
                     # SPOT/MARGIN error codes 54000-54999
                     '54000': ExchangeError,  # Margin transactions unavailable
                     '54001': ExchangeError,  # Only Multi-currency margin account can be set to borrow coins automatically
+                    '54008': InvalidOrder,  # This operation is disabled by the 'mass cancel order' endpoint. Please enable it using self endpoint.
+                    '54009': InvalidOrder,  # The range of {param0} should be [{param1}, {param2}].
                     '54011': InvalidOrder,  # 200 Pre-market trading contracts are only allowed to reduce the number of positions within 1 hour before delivery. Please modify or cancel the order.
                     # Trading bot Error Code from 55100 to 55999
                     '55100': InvalidOrder,  # Take profit % should be within the range of {parameter1}-{parameter2}

ccxt/pro/__init__.py

@@ -4,7 +4,7 @@
 
 # ----------------------------------------------------------------------------
 
-__version__ = '4.4.6'
+__version__ = '4.4.8'
 
 # ----------------------------------------------------------------------------
 

ccxt/pro/bitget.py

@@ -42,6 +42,7 @@ class bitget(ccxt.async_support.bitget):
                 'watchOrders': True,
                 'watchTicker': True,
                 'watchTickers': True,
+                'watchBidsAsks': True,
                 'watchTrades': True,
                 'watchTradesForSymbols': True,
                 'watchPositions': True,
@@ -209,6 +210,7 @@ class bitget(ccxt.async_support.bitget):
         #         "ts": 1701842994341
         #     }
         #
+        self.handle_bid_ask(client, message)
         ticker = self.parse_ws_ticker(message)
         symbol = ticker['symbol']
         self.tickers[symbol] = ticker
@@ -320,6 +322,66 @@ class bitget(ccxt.async_support.bitget):
             'info': ticker,
         }, market)
 
+    async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        :see: https://www.bitget.com/api-doc/spot/websocket/public/Tickers-Channel
+        :see: https://www.bitget.com/api-doc/contract/websocket/public/Tickers-Channel
+        watches best bid & ask for symbols
+        :param str[] symbols: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols, None, False)
+        market = self.market(symbols[0])
+        instType = None
+        instType, params = self.get_inst_type(market, params)
+        topics = []
+        messageHashes = []
+        for i in range(0, len(symbols)):
+            symbol = symbols[i]
+            marketInner = self.market(symbol)
+            args: dict = {
+                'instType': instType,
+                'channel': 'ticker',
+                'instId': marketInner['id'],
+            }
+            topics.append(args)
+            messageHashes.append('bidask:' + symbol)
+        tickers = await self.watch_public_multiple(messageHashes, topics, params)
+        if self.newUpdates:
+            result: dict = {}
+            result[tickers['symbol']] = tickers
+            return result
+        return self.filter_by_array(self.bidsasks, 'symbol', symbols)
+
+    def handle_bid_ask(self, client: Client, message):
+        ticker = self.parse_ws_bid_ask(message)
+        symbol = ticker['symbol']
+        self.bidsasks[symbol] = ticker
+        messageHash = 'bidask:' + symbol
+        client.resolve(ticker, messageHash)
+
+    def parse_ws_bid_ask(self, message, market=None):
+        arg = self.safe_value(message, 'arg', {})
+        data = self.safe_value(message, 'data', [])
+        ticker = self.safe_value(data, 0, {})
+        timestamp = self.safe_integer(ticker, 'ts')
+        instType = self.safe_string(arg, 'instType')
+        marketType = 'spot' if (instType == 'SPOT') else 'contract'
+        marketId = self.safe_string(ticker, 'instId')
+        market = self.safe_market(marketId, market, None, marketType)
+        return self.safe_ticker({
+            'symbol': market['symbol'],
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'ask': self.safe_string(ticker, 'askPr'),
+            'askVolume': self.safe_string(ticker, 'askSz'),
+            'bid': self.safe_string(ticker, 'bidPr'),
+            'bidVolume': self.safe_string(ticker, 'bidSz'),
+            'info': ticker,
+        }, market)
+
     async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
         """
         watches historical candlestick data containing the open, high, low, close price, and the volume of a market

ccxt/pro/bitmart.py

@@ -31,6 +31,7 @@ class bitmart(ccxt.async_support.bitmart):
                 'watchBalance': True,
                 'watchTicker': True,
                 'watchTickers': True,
+                'watchBidsAsks': True,
                 'watchOrderBook': True,
                 'watchOrderBookForSymbols': True,
                 'watchOrders': True,
@@ -314,6 +315,7 @@ class bitmart(ccxt.async_support.bitmart):
 
     async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
         """
+        :see: https://developer-pro.bitmart.com/en/spot/#public-ticker-channel
         :see: https://developer-pro.bitmart.com/en/futuresv2/#public-ticker-channel
         watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
         :param str[] symbols: unified symbol of the market to fetch the ticker for
@@ -331,6 +333,75 @@ class bitmart(ccxt.async_support.bitmart):
             return tickers
         return self.filter_by_array(self.tickers, 'symbol', symbols)
 
+    async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        :see: https://developer-pro.bitmart.com/en/spot/#public-ticker-channel
+        :see: https://developer-pro.bitmart.com/en/futuresv2/#public-ticker-channel
+        watches best bid & ask for symbols
+        :param str[] symbols: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols, None, False)
+        firstMarket = self.get_market_from_symbols(symbols)
+        marketType = None
+        marketType, params = self.handle_market_type_and_params('watchBidsAsks', firstMarket, params)
+        url = self.implode_hostname(self.urls['api']['ws'][marketType]['public'])
+        channelType = 'spot' if (marketType == 'spot') else 'futures'
+        actionType = 'op' if (marketType == 'spot') else 'action'
+        rawSubscriptions = []
+        messageHashes = []
+        for i in range(0, len(symbols)):
+            market = self.market(symbols[i])
+            rawSubscriptions.append(channelType + '/ticker:' + market['id'])
+            messageHashes.append('bidask:' + symbols[i])
+        if marketType != 'spot':
+            rawSubscriptions = [channelType + '/ticker']
+        request: dict = {
+            'args': rawSubscriptions,
+        }
+        request[actionType] = 'subscribe'
+        newTickers = await self.watch_multiple(url, messageHashes, request, rawSubscriptions)
+        if self.newUpdates:
+            tickers: dict = {}
+            tickers[newTickers['symbol']] = newTickers
+            return tickers
+        return self.filter_by_array(self.bidsasks, 'symbol', symbols)
+
+    def handle_bid_ask(self, client: Client, message):
+        table = self.safe_string(message, 'table')
+        isSpot = (table is not None)
+        rawTickers = []
+        if isSpot:
+            rawTickers = self.safe_list(message, 'data', [])
+        else:
+            rawTickers = [self.safe_value(message, 'data', {})]
+        if not len(rawTickers):
+            return
+        for i in range(0, len(rawTickers)):
+            ticker = self.parse_ws_bid_ask(rawTickers[i])
+            symbol = ticker['symbol']
+            self.bidsasks[symbol] = ticker
+            messageHash = 'bidask:' + symbol
+            client.resolve(ticker, messageHash)
+
+    def parse_ws_bid_ask(self, ticker, market=None):
+        marketId = self.safe_string(ticker, 'symbol')
+        market = self.safe_market(marketId, market)
+        symbol = self.safe_string(market, 'symbol')
+        timestamp = self.safe_integer(ticker, 'ms_t')
+        return self.safe_ticker({
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'ask': self.safe_string_2(ticker, 'ask_px', 'ask_price'),
+            'askVolume': self.safe_string_2(ticker, 'ask_sz', 'ask_vol'),
+            'bid': self.safe_string_2(ticker, 'bid_px', 'bid_price'),
+            'bidVolume': self.safe_string_2(ticker, 'bid_sz', 'bid_vol'),
+            'info': ticker,
+        }, market)
+
     async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
         watches information on multiple orders made by the user
@@ -878,6 +949,7 @@ class bitmart(ccxt.async_support.bitmart):
         #            }
         #    }
         #
+        self.handle_bid_ask(client, message)
         table = self.safe_string(message, 'table')
         isSpot = (table is not None)
         rawTickers = []

ccxt/pro/bitvavo.py

@@ -6,7 +6,7 @@
 import ccxt.async_support
 from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp
 import hashlib
-from ccxt.base.types import Balances, Int, Num, Order, OrderBook, OrderSide, OrderType, Str, Ticker, Trade, TradingFees
+from ccxt.base.types import Balances, Int, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, TradingFees
 from ccxt.async_support.base.ws.client import Client
 from typing import List
 from ccxt.base.errors import ExchangeError
@@ -25,6 +25,8 @@ class bitvavo(ccxt.async_support.bitvavo):
                 'watchOrderBook': True,
                 'watchTrades': True,
                 'watchTicker': True,
+                'watchTickers': True,
+                'watchBidsAsks': True,
                 'watchOHLCV': True,
                 'watchOrders': True,
                 'watchMyTrades': True,
@@ -85,15 +87,51 @@ class bitvavo(ccxt.async_support.bitvavo):
         message = self.extend(request, params)
         return await self.watch(url, messageHash, message, messageHash)
 
+    async def watch_public_multiple(self, methodName, channelName: str, symbols, params={}):
+        await self.load_markets()
+        symbols = self.market_symbols(symbols)
+        messageHashes = [methodName]
+        args = []
+        for i in range(0, len(symbols)):
+            market = self.market(symbols[i])
+            args.append(market['id'])
+        url = self.urls['api']['ws']
+        request: dict = {
+            'action': 'subscribe',
+            'channels': [
+                {
+                    'name': channelName,
+                    'markets': args,
+                },
+            ],
+        }
+        message = self.extend(request, params)
+        return await self.watch_multiple(url, messageHashes, message, messageHashes)
+
     async def watch_ticker(self, symbol: str, params={}) -> Ticker:
         """
         watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+        :see: https://docs.bitvavo.com/#tag/Market-data-subscription-WebSocket/paths/~1subscribeTicker24h/post
         :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>`
         """
         return await self.watch_public('ticker24h', symbol, params)
 
+    async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+        :see: https://docs.bitvavo.com/#tag/Market-data-subscription-WebSocket/paths/~1subscribeTicker24h/post
+        :param str[] [symbols]: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols, None, False)
+        channel = 'ticker24h'
+        tickers = await self.watch_public_multiple(channel, channel, symbols, params)
+        return self.filter_by_array(tickers, 'symbol', symbols)
+
     def handle_ticker(self, client: Client, message):
         #
         #     {
@@ -116,8 +154,10 @@ class bitvavo(ccxt.async_support.bitvavo):
         #         ]
         #     }
         #
+        self.handle_bid_ask(client, message)
         event = self.safe_string(message, 'event')
         tickers = self.safe_value(message, 'data', [])
+        result = []
         for i in range(0, len(tickers)):
             data = tickers[i]
             marketId = self.safe_string(data, 'market')
@@ -126,8 +166,53 @@ class bitvavo(ccxt.async_support.bitvavo):
             ticker = self.parse_ticker(data, market)
             symbol = ticker['symbol']
             self.tickers[symbol] = ticker
+            result.append(ticker)
             client.resolve(ticker, messageHash)
-        return message
+        client.resolve(result, event)
+
+    async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        watches best bid & ask for symbols
+        :see: https://docs.bitvavo.com/#tag/Market-data-subscription-WebSocket/paths/~1subscribeTicker24h/post
+        :param str[] symbols: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols, None, False)
+        channel = 'ticker24h'
+        tickers = await self.watch_public_multiple('bidask', channel, symbols, params)
+        return self.filter_by_array(tickers, 'symbol', symbols)
+
+    def handle_bid_ask(self, client: Client, message):
+        event = 'bidask'
+        tickers = self.safe_value(message, 'data', [])
+        result = []
+        for i in range(0, len(tickers)):
+            data = tickers[i]
+            ticker = self.parse_ws_bid_ask(data)
+            symbol = ticker['symbol']
+            self.bidsasks[symbol] = ticker
+            result.append(ticker)
+            messageHash = event + ':' + symbol
+            client.resolve(ticker, messageHash)
+        client.resolve(result, event)
+
+    def parse_ws_bid_ask(self, ticker, market=None):
+        marketId = self.safe_string(ticker, 'market')
+        market = self.safe_market(marketId, None, '-')
+        symbol = self.safe_string(market, 'symbol')
+        timestamp = self.safe_integer(ticker, 'timestamp')
+        return self.safe_ticker({
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'ask': self.safe_number(ticker, 'ask'),
+            'askVolume': self.safe_number(ticker, 'askSize'),
+            'bid': self.safe_number(ticker, 'bid'),
+            'bidVolume': self.safe_number(ticker, 'bidSize'),
+            'info': ticker,
+        }, market)
 
     async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """

ccxt/pro/blofin.py

@@ -26,6 +26,7 @@ class blofin(ccxt.async_support.blofin):
                 'watchOrderBookForSymbols': True,
                 'watchTicker': True,
                 'watchTickers': True,
+                'watchBidsAsks': True,
                 'watchOHLCV': True,
                 'watchOHLCVForSymbols': True,
                 'watchOrders': True,
@@ -256,6 +257,7 @@ class blofin(ccxt.async_support.blofin):
         #         ],
         #     }
         #
+        self.handle_bid_ask(client, message)
         arg = self.safe_dict(message, 'arg')
         channelName = self.safe_string(arg, 'channel')
         data = self.safe_list(message, 'data')
@@ -269,6 +271,63 @@ class blofin(ccxt.async_support.blofin):
     def parse_ws_ticker(self, ticker, market: Market = None) -> Ticker:
         return self.parse_ticker(ticker, market)
 
+    async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        watches best bid & ask for symbols
+        :see: https://docs.blofin.com/index.html#ws-tickers-channel
+        :param str[] symbols: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols, None, False)
+        firstMarket = self.market(symbols[0])
+        channel = 'tickers'
+        marketType = None
+        marketType, params = self.handle_market_type_and_params('watchBidsAsks', firstMarket, params)
+        url = self.implode_hostname(self.urls['api']['ws'][marketType]['public'])
+        messageHashes = []
+        args = []
+        for i in range(0, len(symbols)):
+            market = self.market(symbols[i])
+            messageHashes.append('bidask:' + market['symbol'])
+            args.append({
+                'channel': channel,
+                'instId': market['id'],
+            })
+        request = self.get_subscription_request(args)
+        ticker = await self.watch_multiple(url, messageHashes, self.deep_extend(request, params), messageHashes)
+        if self.newUpdates:
+            tickers = {}
+            tickers[ticker['symbol']] = ticker
+            return tickers
+        return self.filter_by_array(self.bidsasks, 'symbol', symbols)
+
+    def handle_bid_ask(self, client: Client, message):
+        data = self.safe_list(message, 'data')
+        for i in range(0, len(data)):
+            ticker = self.parse_ws_bid_ask(data[i])
+            symbol = ticker['symbol']
+            messageHash = 'bidask:' + symbol
+            self.bidsasks[symbol] = ticker
+            client.resolve(ticker, messageHash)
+
+    def parse_ws_bid_ask(self, ticker, market=None):
+        marketId = self.safe_string(ticker, 'instId')
+        market = self.safe_market(marketId, market, '-')
+        symbol = self.safe_string(market, 'symbol')
+        timestamp = self.safe_integer(ticker, 'ts')
+        return self.safe_ticker({
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'ask': self.safe_string(ticker, 'askPrice'),
+            'askVolume': self.safe_string(ticker, 'askSize'),
+            'bid': self.safe_string(ticker, 'bidPrice'),
+            'bidVolume': self.safe_string(ticker, 'bidSize'),
+            'info': ticker,
+        }, market)
+
     async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
         """
         watches historical candlestick data containing the open, high, low, and close price, and the volume of a market