ccxt 4.4.82__py2.py3-none-any.whl → 4.4.85__py2.py3-none-any.whl

ccxt/async_support/lbank.py

@@ -876,7 +876,7 @@ class lbank(Exchange, ImplicitAPI):
         timestamp = self.milliseconds()
         if market['swap']:
             return self.parse_order_book(orderbook, market['symbol'], timestamp, 'bids', 'asks', 'price', 'volume')
-        return self.parse_order_book(orderbook, market['symbol'], timestamp)
+        return self.parse_order_book(orderbook, market['symbol'], timestamp, 'bids', 'asks', 1, 0)
 
     def parse_trade(self, trade: dict, market: Market = None) -> Trade:
         #

ccxt/async_support/paradex.py

@@ -5,7 +5,7 @@
 
 from ccxt.async_support.base.exchange import Exchange
 from ccxt.abstract.paradex import ImplicitAPI
-from ccxt.base.types import Any, Balances, Currency, Int, Leverage, MarginMode, Market, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade, Transaction
+from ccxt.base.types import Any, Balances, Currency, Greeks, Int, Leverage, MarginMode, Market, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade, Transaction
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import AuthenticationError
@@ -75,6 +75,7 @@ class paradex(Exchange, ImplicitAPI):
                 'fetchFundingRate': False,
                 'fetchFundingRateHistory': False,
                 'fetchFundingRates': False,
+                'fetchGreeks': True,
                 'fetchIndexOHLCV': False,
                 'fetchIsolatedBorrowRate': False,
                 'fetchIsolatedBorrowRates': False,
@@ -558,13 +559,14 @@ class paradex(Exchange, ImplicitAPI):
         expiry = self.safe_integer(market, 'expiry_at')
         optionType = self.safe_string(market, 'option_type')
         strikePrice = self.safe_string(market, 'strike_price')
+        takerFee = self.parse_number('0.0003')
+        makerFee = self.parse_number('-0.00005')
         if isOption:
             optionTypeSuffix = 'C' if (optionType == 'CALL') else 'P'
             symbol = symbol + '-' + strikePrice + '-' + optionTypeSuffix
+            makerFee = self.parse_number('0.0003')
         else:
             expiry = None
-        takerFee = self.parse_number('0.0003')
-        makerFee = self.parse_number('-0.00005')
         return self.safe_market_structure({
             'id': marketId,
             'symbol': symbol,
@@ -1262,7 +1264,7 @@ class paradex(Exchange, ImplicitAPI):
             'status': self.parse_order_status(status),
             'symbol': symbol,
             'type': self.parse_order_type(orderType),
-            'timeInForce': self.parse_time_in_force(self.safe_string(order, 'instrunction')),
+            'timeInForce': self.parse_time_in_force(self.safe_string(order, 'instruction')),
             'postOnly': None,
             'reduceOnly': reduceOnly,
             'side': side,
@@ -2284,6 +2286,120 @@ class paradex(Exchange, ImplicitAPI):
         }
         return await self.privatePostAccountMarginMarket(self.extend(request, params))
 
+    async def fetch_greeks(self, symbol: str, params={}) -> Greeks:
+        """
+        fetches an option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
+
+        https://docs.api.testnet.paradex.trade/#list-available-markets-summary
+
+        :param str symbol: unified symbol of the market to fetch greeks for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `greeks structure <https://docs.ccxt.com/#/?id=greeks-structure>`
+        """
+        await self.load_markets()
+        market = self.market(symbol)
+        request: dict = {
+            'market': market['id'],
+        }
+        response = await self.publicGetMarketsSummary(self.extend(request, params))
+        #
+        #     {
+        #         "results": [
+        #             {
+        #                 "symbol": "BTC-USD-114000-P",
+        #                 "mark_price": "10835.66892602",
+        #                 "mark_iv": "0.71781855",
+        #                 "delta": "-0.98726024",
+        #                 "greeks": {
+        #                     "delta": "-0.9872602390817709",
+        #                     "gamma": "0.000004560958862297231",
+        #                     "vega": "227.11344863639806",
+        #                     "rho": "-302.0617972461581",
+        #                     "vanna": "0.06609830491614832",
+        #                     "volga": "925.9501532805552"
+        #                 },
+        #                 "last_traded_price": "10551.5",
+        #                 "bid": "10794.9",
+        #                 "bid_iv": "0.05",
+        #                 "ask": "10887.3",
+        #                 "ask_iv": "0.8783283",
+        #                 "last_iv": "0.05",
+        #                 "volume_24h": "0",
+        #                 "total_volume": "195240.72672261014",
+        #                 "created_at": 1747644009995,
+        #                 "underlying_price": "103164.79162649",
+        #                 "open_interest": "0",
+        #                 "funding_rate": "0.000004464241170536191",
+        #                 "price_change_rate_24h": "0.074915",
+        #                 "future_funding_rate": "0.0001"
+        #             }
+        #         ]
+        #     }
+        #
+        data = self.safe_list(response, 'results', [])
+        greeks = self.safe_dict(data, 0, {})
+        return self.parse_greeks(greeks, market)
+
+    def parse_greeks(self, greeks: dict, market: Market = None) -> Greeks:
+        #
+        #     {
+        #         "symbol": "BTC-USD-114000-P",
+        #         "mark_price": "10835.66892602",
+        #         "mark_iv": "0.71781855",
+        #         "delta": "-0.98726024",
+        #         "greeks": {
+        #             "delta": "-0.9872602390817709",
+        #             "gamma": "0.000004560958862297231",
+        #             "vega": "227.11344863639806",
+        #             "rho": "-302.0617972461581",
+        #             "vanna": "0.06609830491614832",
+        #             "volga": "925.9501532805552"
+        #         },
+        #         "last_traded_price": "10551.5",
+        #         "bid": "10794.9",
+        #         "bid_iv": "0.05",
+        #         "ask": "10887.3",
+        #         "ask_iv": "0.8783283",
+        #         "last_iv": "0.05",
+        #         "volume_24h": "0",
+        #         "total_volume": "195240.72672261014",
+        #         "created_at": 1747644009995,
+        #         "underlying_price": "103164.79162649",
+        #         "open_interest": "0",
+        #         "funding_rate": "0.000004464241170536191",
+        #         "price_change_rate_24h": "0.074915",
+        #         "future_funding_rate": "0.0001"
+        #     }
+        #
+        marketId = self.safe_string(greeks, 'symbol')
+        market = self.safe_market(marketId, market, None, 'option')
+        symbol = market['symbol']
+        timestamp = self.safe_integer(greeks, 'created_at')
+        greeksData = self.safe_dict(greeks, 'greeks', {})
+        return {
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'delta': self.safe_number(greeksData, 'delta'),
+            'gamma': self.safe_number(greeksData, 'gamma'),
+            'theta': None,
+            'vega': self.safe_number(greeksData, 'vega'),
+            'rho': self.safe_number(greeksData, 'rho'),
+            'vanna': self.safe_number(greeksData, 'vanna'),
+            'volga': self.safe_number(greeksData, 'volga'),
+            'bidSize': None,
+            'askSize': None,
+            'bidImpliedVolatility': self.safe_number(greeks, 'bid_iv'),
+            'askImpliedVolatility': self.safe_number(greeks, 'ask_iv'),
+            'markImpliedVolatility': self.safe_number(greeks, 'mark_iv'),
+            'bidPrice': self.safe_number(greeks, 'bid'),
+            'askPrice': self.safe_number(greeks, 'ask'),
+            'markPrice': self.safe_number(greeks, 'mark_price'),
+            'lastPrice': self.safe_number(greeks, 'last_traded_price'),
+            'underlyingPrice': self.safe_number(greeks, 'underlying_price'),
+            'info': greeks,
+        }
+
     def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
         url = self.implode_hostname(self.urls['api'][self.version]) + '/' + self.implode_params(path, params)
         query = self.omit(params, self.extract_params(path))

ccxt/base/exchange.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.82'
+__version__ = '4.4.85'
 
 # -----------------------------------------------------------------------------
 
@@ -1506,6 +1506,25 @@ class Exchange(object):
         return len(parts[1]) if len(parts) > 1 else 0
 
     def load_markets(self, reload=False, params={}):
+        """
+        Loads and prepares the markets for trading.
+
+        Args:
+            reload (bool): If True, the markets will be reloaded from the exchange.
+            params (dict): Additional exchange-specific parameters for the request.
+
+        Returns:
+            dict: A dictionary of markets.
+
+        Raises:
+            Exception: If the markets cannot be loaded or prepared.
+
+        Notes:
+            It ensures that the markets are only loaded once, even if called multiple times.
+            If the markets are already loaded and `reload` is False or not provided, it returns the existing markets.
+            If a reload is in progress, it waits for completion before returning.
+            If an error occurs during loading or preparation, an exception is raised.
+        """
         if not reload:
             if self.markets:
                 if not self.markets_by_id:
@@ -3008,7 +3027,7 @@ class Exchange(object):
                         currency['networks'][key]['active'] = True
                     elif deposit is not None and withdraw is not None:
                         currency['networks'][key]['active'] = False
-                active = self.safe_bool(network, 'active')
+                active = self.safe_bool(currency['networks'][key], 'active')  # dict might have been updated on above lines, so access directly instead of `network` variable
                 currencyActive = self.safe_bool(currency, 'active')
                 if currencyActive is None or active:
                     currency['active'] = active

ccxt/base/types.py

@@ -308,6 +308,9 @@ class Greeks(TypedDict):
     theta: Num
     vega: Num
     rho: Num
+    vanna: Num
+    volga: Num
+    charm: Num
     bidSize: Num
     askSize: Num
     bidImpliedVolatility: Num

ccxt/bitget.py

@@ -2071,8 +2071,7 @@ class bitget(Exchange, ImplicitAPI):
                 chain = chains[j]
                 networkId = self.safe_string(chain, 'chain')
                 network = self.network_id_to_code(networkId, code)
-                if network is not None:
-                    network = network.upper()
+                network = network.upper()
                 networks[network] = {
                     'info': chain,
                     'id': networkId,

ccxt/bitrue.py

@@ -782,66 +782,48 @@ class bitrue(Exchange, ImplicitAPI):
             id = self.safe_string(currency, 'coin')
             name = self.safe_string(currency, 'coinFulName')
             code = self.safe_currency_code(id)
-            deposit = None
-            withdraw = None
-            minWithdrawString = None
-            maxWithdrawString = None
-            minWithdrawFeeString = None
             networkDetails = self.safe_list(currency, 'chainDetail', [])
             networks: dict = {}
             for j in range(0, len(networkDetails)):
                 entry = networkDetails[j]
                 networkId = self.safe_string(entry, 'chain')
                 network = self.network_id_to_code(networkId, code)
-                enableDeposit = self.safe_bool(entry, 'enableDeposit')
-                deposit = enableDeposit if (enableDeposit) else deposit
-                enableWithdraw = self.safe_bool(entry, 'enableWithdraw')
-                withdraw = enableWithdraw if (enableWithdraw) else withdraw
-                networkWithdrawFeeString = self.safe_string(entry, 'withdrawFee')
-                if networkWithdrawFeeString is not None:
-                    minWithdrawFeeString = networkWithdrawFeeString if (minWithdrawFeeString is None) else Precise.string_min(networkWithdrawFeeString, minWithdrawFeeString)
-                networkMinWithdrawString = self.safe_string(entry, 'minWithdraw')
-                if networkMinWithdrawString is not None:
-                    minWithdrawString = networkMinWithdrawString if (minWithdrawString is None) else Precise.string_min(networkMinWithdrawString, minWithdrawString)
-                networkMaxWithdrawString = self.safe_string(entry, 'maxWithdraw')
-                if networkMaxWithdrawString is not None:
-                    maxWithdrawString = networkMaxWithdrawString if (maxWithdrawString is None) else Precise.string_max(networkMaxWithdrawString, maxWithdrawString)
                 networks[network] = {
                     'info': entry,
                     'id': networkId,
                     'network': network,
-                    'deposit': enableDeposit,
-                    'withdraw': enableWithdraw,
-                    'active': enableDeposit and enableWithdraw,
-                    'fee': self.parse_number(networkWithdrawFeeString),
+                    'deposit': self.safe_bool(entry, 'enableDeposit'),
+                    'withdraw': self.safe_bool(entry, 'enableWithdraw'),
+                    'active': None,
+                    'fee': self.safe_number(entry, 'withdrawFee'),
                     'precision': None,
                     'limits': {
                         'withdraw': {
-                            'min': self.parse_number(networkMinWithdrawString),
-                            'max': self.parse_number(networkMaxWithdrawString),
+                            'min': self.safe_number(entry, 'minWithdraw'),
+                            'max': self.safe_number(entry, 'maxWithdraw'),
                         },
                     },
                 }
-            result[code] = {
+            result[code] = self.safe_currency_structure({
                 'id': id,
                 'name': name,
                 'code': code,
                 'precision': None,
                 'info': currency,
-                'active': deposit and withdraw,
-                'deposit': deposit,
-                'withdraw': withdraw,
+                'active': None,
+                'deposit': None,
+                'withdraw': None,
                 'networks': networks,
-                'fee': self.parse_number(minWithdrawFeeString),
+                'fee': None,
                 'fees': None,
                 'type': 'crypto',
                 'limits': {
                     'withdraw': {
-                        'min': self.parse_number(minWithdrawString),
-                        'max': self.parse_number(maxWithdrawString),
+                        'min': None,
+                        'max': None,
                     },
                 },
-            }
+            })
         return result
 
     def fetch_markets(self, params={}) -> List[Market]:

ccxt/bitso.py

@@ -36,6 +36,9 @@ class bitso(Exchange, ImplicitAPI):
                 'future': False,
                 'option': False,
                 'addMargin': False,
+                'borrowCrossMargin': False,
+                'borrowIsolatedMargin': False,
+                'borrowMargin': False,
                 'cancelAllOrders': True,
                 'cancelOrder': True,
                 'cancelOrders': True,
@@ -43,11 +46,17 @@ class bitso(Exchange, ImplicitAPI):
                 'closePosition': False,
                 'createDepositAddress': False,
                 'createOrder': True,
+                'createOrderWithTakeProfitAndStopLoss': False,
+                'createOrderWithTakeProfitAndStopLossWs': False,
                 'createReduceOnlyOrder': False,
                 'fetchAccounts': False,
                 'fetchBalance': True,
+                'fetchBorrowInterest': False,
+                'fetchBorrowRate': False,
                 'fetchBorrowRateHistories': False,
                 'fetchBorrowRateHistory': False,
+                'fetchBorrowRates': False,
+                'fetchBorrowRatesPerSymbol': False,
                 'fetchCrossBorrowRate': False,
                 'fetchCrossBorrowRates': False,
                 'fetchDeposit': True,
@@ -59,21 +68,40 @@ class bitso(Exchange, ImplicitAPI):
                 'fetchDepositWithdrawFee': 'emulated',
                 'fetchDepositWithdrawFees': True,
                 'fetchFundingHistory': False,
+                'fetchFundingInterval': False,
+                'fetchFundingIntervals': False,
                 'fetchFundingRate': False,
                 'fetchFundingRateHistory': False,
                 'fetchFundingRates': False,
+                'fetchGreeks': False,
                 'fetchIndexOHLCV': False,
                 'fetchIsolatedBorrowRate': False,
                 'fetchIsolatedBorrowRates': False,
+                'fetchIsolatedPositions': False,
                 'fetchLedger': True,
                 'fetchLeverage': False,
+                'fetchLeverages': False,
+                'fetchLeverageTiers': False,
+                'fetchLiquidations': False,
+                'fetchLongShortRatio': False,
+                'fetchLongShortRatioHistory': False,
+                'fetchMarginAdjustmentHistory': False,
                 'fetchMarginMode': False,
+                'fetchMarginModes': False,
+                'fetchMarketLeverageTiers': False,
                 'fetchMarkets': True,
                 'fetchMarkOHLCV': False,
+                'fetchMarkPrices': False,
+                'fetchMyLiquidations': False,
+                'fetchMySettlementHistory': False,
                 'fetchMyTrades': True,
                 'fetchOHLCV': True,
+                'fetchOpenInterest': False,
                 'fetchOpenInterestHistory': False,
+                'fetchOpenInterests': False,
                 'fetchOpenOrders': True,
+                'fetchOption': False,
+                'fetchOptionChain': False,
                 'fetchOrder': True,
                 'fetchOrderBook': True,
                 'fetchOrderTrades': True,
@@ -85,6 +113,7 @@ class bitso(Exchange, ImplicitAPI):
                 'fetchPositionsHistory': False,
                 'fetchPositionsRisk': False,
                 'fetchPremiumIndexOHLCV': False,
+                'fetchSettlementHistory': False,
                 'fetchTicker': True,
                 'fetchTickers': False,
                 'fetchTime': False,
@@ -96,8 +125,12 @@ class bitso(Exchange, ImplicitAPI):
                 'fetchTransactions': False,
                 'fetchTransfer': False,
                 'fetchTransfers': False,
+                'fetchVolatilityHistory': False,
                 'reduceMargin': False,
+                'repayCrossMargin': False,
+                'repayIsolatedMargin': False,
                 'setLeverage': False,
+                'setMargin': False,
                 'setMarginMode': False,
                 'setPositionMode': False,
                 'transfer': False,

ccxt/bitstamp.py

@@ -44,18 +44,27 @@ class bitstamp(Exchange, ImplicitAPI):
                 'future': False,
                 'option': False,
                 'addMargin': False,
+                'borrowCrossMargin': False,
+                'borrowIsolatedMargin': False,
+                'borrowMargin': False,
                 'cancelAllOrders': True,
                 'cancelOrder': True,
                 'closeAllPositions': False,
                 'closePosition': False,
                 'createOrder': True,
+                'createOrderWithTakeProfitAndStopLoss': False,
+                'createOrderWithTakeProfitAndStopLossWs': False,
                 'createReduceOnlyOrder': False,
                 'createStopLimitOrder': False,
                 'createStopMarketOrder': False,
                 'createStopOrder': False,
                 'fetchBalance': True,
+                'fetchBorrowInterest': False,
+                'fetchBorrowRate': False,
                 'fetchBorrowRateHistories': False,
                 'fetchBorrowRateHistory': False,
+                'fetchBorrowRates': False,
+                'fetchBorrowRatesPerSymbol': False,
                 'fetchCrossBorrowRate': False,
                 'fetchCrossBorrowRates': False,
                 'fetchCurrencies': True,
@@ -66,21 +75,40 @@ class bitstamp(Exchange, ImplicitAPI):
                 'fetchDepositWithdrawFee': 'emulated',
                 'fetchDepositWithdrawFees': True,
                 'fetchFundingHistory': False,
+                'fetchFundingInterval': False,
+                'fetchFundingIntervals': False,
                 'fetchFundingRate': False,
                 'fetchFundingRateHistory': False,
                 'fetchFundingRates': False,
+                'fetchGreeks': False,
                 'fetchIndexOHLCV': False,
                 'fetchIsolatedBorrowRate': False,
                 'fetchIsolatedBorrowRates': False,
+                'fetchIsolatedPositions': False,
                 'fetchLedger': True,
                 'fetchLeverage': False,
+                'fetchLeverages': False,
+                'fetchLeverageTiers': False,
+                'fetchLiquidations': False,
+                'fetchLongShortRatio': False,
+                'fetchLongShortRatioHistory': False,
+                'fetchMarginAdjustmentHistory': False,
                 'fetchMarginMode': False,
+                'fetchMarginModes': False,
+                'fetchMarketLeverageTiers': False,
                 'fetchMarkets': True,
                 'fetchMarkOHLCV': False,
+                'fetchMarkPrices': False,
+                'fetchMyLiquidations': False,
+                'fetchMySettlementHistory': False,
                 'fetchMyTrades': True,
                 'fetchOHLCV': True,
+                'fetchOpenInterest': False,
                 'fetchOpenInterestHistory': False,
+                'fetchOpenInterests': False,
                 'fetchOpenOrders': True,
+                'fetchOption': False,
+                'fetchOptionChain': False,
                 'fetchOrder': True,
                 'fetchOrderBook': True,
                 'fetchPosition': False,
@@ -91,6 +119,7 @@ class bitstamp(Exchange, ImplicitAPI):
                 'fetchPositionsHistory': False,
                 'fetchPositionsRisk': False,
                 'fetchPremiumIndexOHLCV': False,
+                'fetchSettlementHistory': False,
                 'fetchTicker': True,
                 'fetchTickers': True,
                 'fetchTrades': True,
@@ -98,9 +127,13 @@ class bitstamp(Exchange, ImplicitAPI):
                 'fetchTradingFees': True,
                 'fetchTransactionFees': True,
                 'fetchTransactions': 'emulated',
+                'fetchVolatilityHistory': False,
                 'fetchWithdrawals': True,
                 'reduceMargin': False,
+                'repayCrossMargin': False,
+                'repayIsolatedMargin': False,
                 'setLeverage': False,
+                'setMargin': False,
                 'setMarginMode': False,
                 'setPositionMode': False,
                 'transfer': True,