ccxt 4.4.82__py2.py3-none-any.whl → 4.4.86__py2.py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- ccxt/__init__.py +3 -9
- ccxt/abstract/blofin.py +8 -0
- ccxt/abstract/btcbox.py +1 -0
- ccxt/abstract/myokx.py +2 -0
- ccxt/abstract/okx.py +2 -0
- ccxt/apex.py +2 -1
- ccxt/ascendex.py +187 -151
- ccxt/async_support/__init__.py +3 -9
- ccxt/async_support/apex.py +2 -1
- ccxt/async_support/ascendex.py +187 -151
- ccxt/async_support/base/exchange.py +51 -24
- ccxt/async_support/base/ws/cache.py +6 -1
- ccxt/async_support/bequant.py +1 -1
- ccxt/async_support/bitget.py +5 -6
- ccxt/async_support/bitmart.py +1 -1
- ccxt/async_support/bitrue.py +14 -32
- ccxt/async_support/bitso.py +33 -0
- ccxt/async_support/bitstamp.py +33 -0
- ccxt/async_support/{huobijp.py → bittrade.py} +11 -11
- ccxt/async_support/blofin.py +145 -14
- ccxt/async_support/btcbox.py +25 -5
- ccxt/async_support/bybit.py +16 -37
- ccxt/async_support/cex.py +2 -4
- ccxt/async_support/coinbase.py +58 -47
- ccxt/async_support/coinbaseexchange.py +141 -32
- ccxt/async_support/coincatch.py +14 -67
- ccxt/async_support/coinex.py +28 -29
- ccxt/async_support/coinlist.py +17 -16
- ccxt/async_support/coinmetro.py +20 -11
- ccxt/async_support/coinone.py +8 -10
- ccxt/async_support/coinsph.py +124 -2
- ccxt/async_support/cryptocom.py +109 -2
- ccxt/async_support/cryptomus.py +42 -80
- ccxt/async_support/delta.py +75 -36
- ccxt/async_support/deribit.py +4 -5
- ccxt/async_support/derive.py +46 -10
- ccxt/async_support/ellipx.py +175 -77
- ccxt/async_support/gate.py +1 -1
- ccxt/async_support/gemini.py +3 -4
- ccxt/async_support/hitbtc.py +56 -65
- ccxt/async_support/hollaex.py +106 -49
- ccxt/async_support/htx.py +20 -43
- ccxt/async_support/hyperliquid.py +6 -6
- ccxt/async_support/kraken.py +27 -23
- ccxt/async_support/kucoinfutures.py +5 -0
- ccxt/async_support/lbank.py +1 -1
- ccxt/async_support/mexc.py +2 -2
- ccxt/async_support/ndax.py +25 -24
- ccxt/async_support/okcoin.py +12 -29
- ccxt/async_support/okx.py +9 -0
- ccxt/async_support/onetrading.py +10 -7
- ccxt/async_support/oxfun.py +40 -110
- ccxt/async_support/paradex.py +123 -4
- ccxt/base/exchange.py +21 -2
- ccxt/base/types.py +3 -0
- ccxt/bequant.py +1 -1
- ccxt/bitget.py +5 -6
- ccxt/bitmart.py +1 -1
- ccxt/bitrue.py +14 -32
- ccxt/bitso.py +33 -0
- ccxt/bitstamp.py +33 -0
- ccxt/{huobijp.py → bittrade.py} +11 -11
- ccxt/blofin.py +145 -14
- ccxt/btcbox.py +24 -5
- ccxt/bybit.py +16 -37
- ccxt/cex.py +2 -4
- ccxt/coinbase.py +58 -47
- ccxt/coinbaseexchange.py +141 -32
- ccxt/coincatch.py +14 -67
- ccxt/coinex.py +28 -29
- ccxt/coinlist.py +17 -16
- ccxt/coinmetro.py +20 -11
- ccxt/coinone.py +8 -10
- ccxt/coinsph.py +124 -2
- ccxt/cryptocom.py +109 -2
- ccxt/cryptomus.py +42 -80
- ccxt/delta.py +75 -36
- ccxt/deribit.py +4 -5
- ccxt/derive.py +46 -10
- ccxt/ellipx.py +175 -77
- ccxt/gate.py +1 -1
- ccxt/gemini.py +3 -4
- ccxt/hitbtc.py +56 -65
- ccxt/hollaex.py +106 -49
- ccxt/htx.py +20 -43
- ccxt/hyperliquid.py +6 -6
- ccxt/kraken.py +27 -23
- ccxt/kucoinfutures.py +5 -0
- ccxt/lbank.py +1 -1
- ccxt/mexc.py +2 -2
- ccxt/ndax.py +25 -24
- ccxt/okcoin.py +12 -29
- ccxt/okx.py +9 -0
- ccxt/onetrading.py +10 -7
- ccxt/oxfun.py +40 -110
- ccxt/paradex.py +123 -4
- ccxt/pro/__init__.py +109 -5
- ccxt/pro/binance.py +32 -33
- ccxt/pro/bithumb.py +5 -3
- ccxt/pro/{huobijp.py → bittrade.py} +3 -3
- ccxt/pro/kraken.py +249 -79
- ccxt/pro/luno.py +6 -5
- ccxt/pro/mexc.py +254 -7
- ccxt/pro/poloniex.py +6 -2
- {ccxt-4.4.82.dist-info → ccxt-4.4.86.dist-info}/METADATA +8 -11
- {ccxt-4.4.82.dist-info → ccxt-4.4.86.dist-info}/RECORD +110 -121
- ccxt/abstract/bl3p.py +0 -19
- ccxt/abstract/idex.py +0 -26
- ccxt/abstract/kuna.py +0 -182
- ccxt/async_support/base/ws/fast_client.py +0 -97
- ccxt/async_support/bl3p.py +0 -543
- ccxt/async_support/idex.py +0 -1889
- ccxt/async_support/kuna.py +0 -1935
- ccxt/bl3p.py +0 -543
- ccxt/idex.py +0 -1889
- ccxt/kuna.py +0 -1935
- ccxt/pro/idex.py +0 -687
- /ccxt/abstract/{huobijp.py → bittrade.py} +0 -0
- {ccxt-4.4.82.dist-info → ccxt-4.4.86.dist-info}/LICENSE.txt +0 -0
- {ccxt-4.4.82.dist-info → ccxt-4.4.86.dist-info}/WHEEL +0 -0
- {ccxt-4.4.82.dist-info → ccxt-4.4.86.dist-info}/top_level.txt +0 -0
ccxt/okcoin.py
CHANGED
@@ -840,47 +840,30 @@ class okcoin(Exchange, ImplicitAPI):
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return None
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else:
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response = self.privateGetAssetCurrencies(params)
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-
data = self.
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+
data = self.safe_list(response, 'data', [])
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result: dict = {}
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dataByCurrencyId = self.group_by(data, 'ccy')
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currencyIds = list(dataByCurrencyId.keys())
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for i in range(0, len(currencyIds)):
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currencyId = currencyIds[i]
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-
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code = currency['code']
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+
code = self.safe_currency_code(currencyId)
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chains = dataByCurrencyId[currencyId]
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networks: dict = {}
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-
currencyActive = False
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depositEnabled = False
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withdrawEnabled = False
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-
maxPrecision = None
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for j in range(0, len(chains)):
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chain = chains[j]
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canDeposit = self.safe_value(chain, 'canDep')
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depositEnabled = canDeposit if (canDeposit) else depositEnabled
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canWithdraw = self.safe_value(chain, 'canWd')
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withdrawEnabled = canWithdraw if (canWithdraw) else withdrawEnabled
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canInternal = self.safe_value(chain, 'canInternal')
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active = True if (canDeposit and canWithdraw and canInternal) else False
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currencyActive = active if (active) else currencyActive
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networkId = self.safe_string(chain, 'chain')
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if (networkId is not None) and (networkId.find('-') >= 0):
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parts = networkId.split('-')
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chainPart = self.safe_string(parts, 1, networkId)
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networkCode = self.network_id_to_code(chainPart)
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precision = self.parse_precision(self.safe_string(chain, 'wdTickSz'))
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if maxPrecision is None:
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maxPrecision = precision
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else:
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maxPrecision = Precise.string_min(maxPrecision, precision)
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networks[networkCode] = {
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'id': networkId,
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'network': networkCode,
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'active':
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'deposit':
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'withdraw':
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'active': None,
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'deposit': self.safe_bool(chain, 'canDep'),
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'withdraw': self.safe_bool(chain, 'canWd'),
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'fee': self.safe_number(chain, 'minFee'),
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'precision': self.parse_number(
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'precision': self.parse_number(self.parse_precision(self.safe_string(chain, 'wdTickSz'))),
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'limits': {
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'withdraw': {
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'min': self.safe_number(chain, 'minWd'),
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@@ -890,16 +873,16 @@ class okcoin(Exchange, ImplicitAPI):
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'info': chain,
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}
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firstChain = self.safe_value(chains, 0)
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result[code] = {
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result[code] = self.safe_currency_structure({
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'info': chains,
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'code': code,
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'id': currencyId,
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'name': self.safe_string(firstChain, 'name'),
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'active':
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'deposit':
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'withdraw':
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'active': None,
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'deposit': None,
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'withdraw': None,
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'fee': None,
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'precision':
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'precision': None,
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'limits': {
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'amount': {
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'min': None,
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@@ -907,7 +890,7 @@ class okcoin(Exchange, ImplicitAPI):
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},
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},
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'networks': networks,
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-
}
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})
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return result
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def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
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ccxt/okx.py
CHANGED
@@ -388,6 +388,7 @@ class okx(Exchange, ImplicitAPI):
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'account/spot-manual-borrow-repay': 10,
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'account/set-auto-repay': 4,
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'account/spot-borrow-repay-history': 4,
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'account/move-positions-history': 10,
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# subaccount
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'users/subaccount/list': 10,
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'account/subaccount/balances': 10 / 3,
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'account/fixed-loan/manual-reborrow': 5,
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'account/fixed-loan/repay-borrowing-order': 5,
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'account/bills-history-archive': 72000, # 12 req/day
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'account/move-positions': 10,
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# subaccount
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'users/subaccount/modify-apikey': 10,
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'asset/subaccount/transfer': 10,
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@@ -991,6 +993,13 @@ class okx(Exchange, ImplicitAPI):
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'70010': BadRequest, # Timestamp parameters need to be in Unix timestamp format in milliseconds.
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'70013': BadRequest, # endTs needs to be bigger than or equal to beginTs.
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'70016': BadRequest, # Please specify your instrument settings for at least one instType.
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'70060': BadRequest, # The account doesn’t exist or the position side is incorrect. To and from accounts must be under the same main account.
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'70061': BadRequest, # To move position, please enter a position that’s opposite to your current side and is smaller than or equal to your current size.
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'70062': BadRequest, # account has reached the maximum number of position transfers allowed per day.
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'70064': BadRequest, # Position does not exist.
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'70065': BadRequest, # Couldn’t move position. Execution price cannot be determined
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'70066': BadRequest, # Moving positions isn't supported in spot mode. Switch to any other account mode and try again.
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'70067': BadRequest, # Moving positions isn't supported in margin trading.
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'1009': BadRequest, # Request message exceeds the maximum frame length
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'4001': AuthenticationError, # Login Failed
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'4002': BadRequest, # Invalid Request
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ccxt/onetrading.py
CHANGED
@@ -405,9 +405,12 @@ class onetrading(Exchange, ImplicitAPI):
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#
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# [
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# {
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# "code":"
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# "precision":
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#
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# "code": "USDT",
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# "precision": 6,
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# "unified_cryptoasset_id": 825,
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# "name": "Tether USDt",
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# "collateral_percentage": 0
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# },
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# ]
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#
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result: dict = {}
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currency = response[i]
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id = self.safe_string(currency, 'code')
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code = self.safe_currency_code(id)
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result[code] = {
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result[code] = self.safe_currency_structure({
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'id': id,
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'code': code,
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'name':
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'info': currency,
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'name': self.safe_string(currency, 'name'),
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'info': currency,
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'active': None,
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'fee': None,
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'precision': self.parse_number(self.parse_precision(self.safe_string(currency, 'precision'))),
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@@ -430,7 +433,7 @@ class onetrading(Exchange, ImplicitAPI):
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'withdraw': {'min': None, 'max': None},
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},
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'networks': {},
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}
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})
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return result
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def fetch_markets(self, params={}) -> List[Market]:
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ccxt/oxfun.py
CHANGED
@@ -24,7 +24,6 @@ from ccxt.base.errors import NetworkError
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from ccxt.base.errors import RateLimitExceeded
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from ccxt.base.errors import RequestTimeout
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from ccxt.base.decimal_to_precision import TICK_SIZE
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from ccxt.base.precise import Precise
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class oxfun(Exchange, ImplicitAPI):
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# "minDeposit": "0.00010",
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# "minWithdrawal": "0.00010"
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# },
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#
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# "network": "Arbitrum",
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# "tokenId": "0xba0Dda8762C24dA9487f5FA026a9B64b695A07Ea",
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# "transactionPrecision": "18",
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# "isWithdrawalFeeChargedToUser": True,
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# "canDeposit": True,
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# "canWithdraw": True,
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# "minDeposit": "0.00010",
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# "minWithdrawal": "0.00010"
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# },
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# {
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# "network": "Ethereum",
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# "tokenId": "0xba0Dda8762C24dA9487f5FA026a9B64b695A07Ea",
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# "transactionPrecision": "18",
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# "isWithdrawalFeeChargedToUser": True,
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# "canDeposit": True,
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# "canWithdraw": True,
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# "minDeposit": "0.00010",
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# "minWithdrawal": "0.00010"
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# },
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# {
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# "network": "Arbitrum",
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# "tokenId": "0x78a0A62Fba6Fb21A83FE8a3433d44C73a4017A6f",
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# "transactionPrecision": "18",
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# "isWithdrawalFeeChargedToUser": True,
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# "canDeposit": True,
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# "canWithdraw": False,
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# "minDeposit": "0.00010",
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# "minWithdrawal": "0.00010"
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# },
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# {
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# "network": "Avalanche",
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# "tokenId": "0x78a0A62Fba6Fb21A83FE8a3433d44C73a4017A6f",
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# "transactionPrecision": "18",
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# "isWithdrawalFeeChargedToUser": True,
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# "canDeposit": True,
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# "canWithdraw": False,
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# "minDeposit": "0.00010",
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# "minWithdrawal": "0.00010"
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# },
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# {
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# "network": "Solana",
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# "tokenId": "DV3845GEAVXfwpyVGGgWbqBVCtzHdCXNCGfcdboSEuZz",
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# "transactionPrecision": "8",
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# "isWithdrawalFeeChargedToUser": True,
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# "canDeposit": True,
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# "canWithdraw": True,
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# "minDeposit": "0.00010",
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# "minWithdrawal": "0.00010"
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# },
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# {
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# "network": "Ethereum",
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# "tokenId": "0x78a0A62Fba6Fb21A83FE8a3433d44C73a4017A6f",
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# "transactionPrecision": "18",
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# "isWithdrawalFeeChargedToUser": True,
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# "canDeposit": True,
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# "canWithdraw": False,
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# "minDeposit": "0.00010",
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# "minWithdrawal": "0.00010"
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# }
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# ...
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# ]
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# },
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# {
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@@ -721,74 +661,64 @@ class oxfun(Exchange, ImplicitAPI):
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parts = fullId.split('.')
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id = parts[0]
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code = self.safe_currency_code(id)
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if not (code in result):
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result[code] = {
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'id': id,
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'code': code,
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'precision': None,
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'type': None,
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'name': None,
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'active': None,
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'deposit': None,
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'withdraw': None,
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'fee': None,
|
675
|
+
'limits': {
|
676
|
+
'withdraw': {
|
677
|
+
'min': None,
|
678
|
+
'max': None,
|
679
|
+
},
|
680
|
+
'deposit': {
|
681
|
+
'min': None,
|
682
|
+
'max': None,
|
683
|
+
},
|
684
|
+
},
|
685
|
+
'networks': {},
|
686
|
+
'info': [],
|
687
|
+
}
|
725
688
|
chains = self.safe_list(currency, 'networkList', [])
|
726
|
-
currencyMaxPrecision: Str = None
|
727
|
-
currencyDepositEnabled: Bool = None
|
728
|
-
currencyWithdrawEnabled: Bool = None
|
729
689
|
for j in range(0, len(chains)):
|
730
690
|
chain = chains[j]
|
731
691
|
networkId = self.safe_string(chain, 'network')
|
732
692
|
networkCode = self.network_id_to_code(networkId)
|
733
|
-
|
734
|
-
withdraw = self.safe_bool(chain, 'canWithdraw')
|
735
|
-
active = (deposit and withdraw)
|
736
|
-
minDeposit = self.safe_string(chain, 'minDeposit')
|
737
|
-
minWithdrawal = self.safe_string(chain, 'minWithdrawal')
|
738
|
-
precision = self.parse_precision(self.safe_string(chain, 'transactionPrecision'))
|
739
|
-
networks[networkCode] = {
|
693
|
+
result[code]['networks'][networkCode] = {
|
740
694
|
'id': networkId,
|
741
695
|
'network': networkCode,
|
742
696
|
'margin': None,
|
743
|
-
'deposit':
|
744
|
-
'withdraw':
|
745
|
-
'active':
|
697
|
+
'deposit': self.safe_bool(chain, 'canDeposit'),
|
698
|
+
'withdraw': self.safe_bool(chain, 'canWithdraw'),
|
699
|
+
'active': None,
|
746
700
|
'fee': None,
|
747
|
-
'precision': self.parse_number(
|
701
|
+
'precision': self.parse_number(self.parse_precision(self.safe_string(chain, 'transactionPrecision'))),
|
748
702
|
'limits': {
|
749
703
|
'deposit': {
|
750
|
-
'min': minDeposit,
|
704
|
+
'min': self.safe_number(chain, 'minDeposit'),
|
751
705
|
'max': None,
|
752
706
|
},
|
753
707
|
'withdraw': {
|
754
|
-
'min': minWithdrawal,
|
708
|
+
'min': self.safe_number(chain, 'minWithdrawal'),
|
755
709
|
'max': None,
|
756
710
|
},
|
757
711
|
},
|
758
712
|
'info': chain,
|
759
713
|
}
|
760
|
-
|
761
|
-
|
762
|
-
|
763
|
-
|
764
|
-
|
765
|
-
|
766
|
-
|
767
|
-
|
768
|
-
networks = self.extend(result[code]['networks'], networks)
|
769
|
-
result[code] = {
|
770
|
-
'id': id,
|
771
|
-
'code': code,
|
772
|
-
'name': None,
|
773
|
-
'type': None,
|
774
|
-
'active': None,
|
775
|
-
'deposit': currencyDepositEnabled,
|
776
|
-
'withdraw': currencyWithdrawEnabled,
|
777
|
-
'fee': None,
|
778
|
-
'precision': self.parse_number(currencyMaxPrecision),
|
779
|
-
'limits': {
|
780
|
-
'amount': {
|
781
|
-
'min': None,
|
782
|
-
'max': None,
|
783
|
-
},
|
784
|
-
'withdraw': {
|
785
|
-
'min': None,
|
786
|
-
'max': None,
|
787
|
-
},
|
788
|
-
},
|
789
|
-
'networks': networks,
|
790
|
-
'info': currency,
|
791
|
-
}
|
714
|
+
infos = self.safe_list(result[code], 'info', [])
|
715
|
+
infos.append(currency)
|
716
|
+
result[code]['info'] = infos
|
717
|
+
# only after all entries are formed in currencies, restructure each entry
|
718
|
+
allKeys = list(result.keys())
|
719
|
+
for i in range(0, len(allKeys)):
|
720
|
+
code = allKeys[i]
|
721
|
+
result[code] = self.safe_currency_structure(result[code]) # self is needed after adding network entry
|
792
722
|
return result
|
793
723
|
|
794
724
|
def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
|
ccxt/paradex.py
CHANGED
@@ -5,7 +5,7 @@
|
|
5
5
|
|
6
6
|
from ccxt.base.exchange import Exchange
|
7
7
|
from ccxt.abstract.paradex import ImplicitAPI
|
8
|
-
from ccxt.base.types import Any, Balances, Currency, Int, Leverage, MarginMode, Market, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade, Transaction
|
8
|
+
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
|
9
9
|
from typing import List
|
10
10
|
from ccxt.base.errors import ExchangeError
|
11
11
|
from ccxt.base.errors import AuthenticationError
|
@@ -75,6 +75,7 @@ class paradex(Exchange, ImplicitAPI):
|
|
75
75
|
'fetchFundingRate': False,
|
76
76
|
'fetchFundingRateHistory': False,
|
77
77
|
'fetchFundingRates': False,
|
78
|
+
'fetchGreeks': True,
|
78
79
|
'fetchIndexOHLCV': False,
|
79
80
|
'fetchIsolatedBorrowRate': False,
|
80
81
|
'fetchIsolatedBorrowRates': False,
|
@@ -558,13 +559,14 @@ class paradex(Exchange, ImplicitAPI):
|
|
558
559
|
expiry = self.safe_integer(market, 'expiry_at')
|
559
560
|
optionType = self.safe_string(market, 'option_type')
|
560
561
|
strikePrice = self.safe_string(market, 'strike_price')
|
562
|
+
takerFee = self.parse_number('0.0003')
|
563
|
+
makerFee = self.parse_number('-0.00005')
|
561
564
|
if isOption:
|
562
565
|
optionTypeSuffix = 'C' if (optionType == 'CALL') else 'P'
|
563
566
|
symbol = symbol + '-' + strikePrice + '-' + optionTypeSuffix
|
567
|
+
makerFee = self.parse_number('0.0003')
|
564
568
|
else:
|
565
569
|
expiry = None
|
566
|
-
takerFee = self.parse_number('0.0003')
|
567
|
-
makerFee = self.parse_number('-0.00005')
|
568
570
|
return self.safe_market_structure({
|
569
571
|
'id': marketId,
|
570
572
|
'symbol': symbol,
|
@@ -1243,7 +1245,10 @@ class paradex(Exchange, ImplicitAPI):
|
|
1243
1245
|
price = self.safe_string(order, 'price')
|
1244
1246
|
amount = self.safe_string(order, 'size')
|
1245
1247
|
orderType = self.safe_string(order, 'type')
|
1248
|
+
cancelReason = self.safe_string(order, 'cancel_reason')
|
1246
1249
|
status = self.safe_string(order, 'status')
|
1250
|
+
if cancelReason is not None:
|
1251
|
+
status = 'canceled'
|
1247
1252
|
side = self.safe_string_lower(order, 'side')
|
1248
1253
|
average = self.omit_zero(self.safe_string(order, 'avg_fill_price'))
|
1249
1254
|
remaining = self.omit_zero(self.safe_string(order, 'remaining_size'))
|
@@ -1262,7 +1267,7 @@ class paradex(Exchange, ImplicitAPI):
|
|
1262
1267
|
'status': self.parse_order_status(status),
|
1263
1268
|
'symbol': symbol,
|
1264
1269
|
'type': self.parse_order_type(orderType),
|
1265
|
-
'timeInForce': self.parse_time_in_force(self.safe_string(order, '
|
1270
|
+
'timeInForce': self.parse_time_in_force(self.safe_string(order, 'instruction')),
|
1266
1271
|
'postOnly': None,
|
1267
1272
|
'reduceOnly': reduceOnly,
|
1268
1273
|
'side': side,
|
@@ -2284,6 +2289,120 @@ class paradex(Exchange, ImplicitAPI):
|
|
2284
2289
|
}
|
2285
2290
|
return self.privatePostAccountMarginMarket(self.extend(request, params))
|
2286
2291
|
|
2292
|
+
def fetch_greeks(self, symbol: str, params={}) -> Greeks:
|
2293
|
+
"""
|
2294
|
+
fetches an option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
|
2295
|
+
|
2296
|
+
https://docs.api.testnet.paradex.trade/#list-available-markets-summary
|
2297
|
+
|
2298
|
+
:param str symbol: unified symbol of the market to fetch greeks for
|
2299
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
2300
|
+
:returns dict: a `greeks structure <https://docs.ccxt.com/#/?id=greeks-structure>`
|
2301
|
+
"""
|
2302
|
+
self.load_markets()
|
2303
|
+
market = self.market(symbol)
|
2304
|
+
request: dict = {
|
2305
|
+
'market': market['id'],
|
2306
|
+
}
|
2307
|
+
response = self.publicGetMarketsSummary(self.extend(request, params))
|
2308
|
+
#
|
2309
|
+
# {
|
2310
|
+
# "results": [
|
2311
|
+
# {
|
2312
|
+
# "symbol": "BTC-USD-114000-P",
|
2313
|
+
# "mark_price": "10835.66892602",
|
2314
|
+
# "mark_iv": "0.71781855",
|
2315
|
+
# "delta": "-0.98726024",
|
2316
|
+
# "greeks": {
|
2317
|
+
# "delta": "-0.9872602390817709",
|
2318
|
+
# "gamma": "0.000004560958862297231",
|
2319
|
+
# "vega": "227.11344863639806",
|
2320
|
+
# "rho": "-302.0617972461581",
|
2321
|
+
# "vanna": "0.06609830491614832",
|
2322
|
+
# "volga": "925.9501532805552"
|
2323
|
+
# },
|
2324
|
+
# "last_traded_price": "10551.5",
|
2325
|
+
# "bid": "10794.9",
|
2326
|
+
# "bid_iv": "0.05",
|
2327
|
+
# "ask": "10887.3",
|
2328
|
+
# "ask_iv": "0.8783283",
|
2329
|
+
# "last_iv": "0.05",
|
2330
|
+
# "volume_24h": "0",
|
2331
|
+
# "total_volume": "195240.72672261014",
|
2332
|
+
# "created_at": 1747644009995,
|
2333
|
+
# "underlying_price": "103164.79162649",
|
2334
|
+
# "open_interest": "0",
|
2335
|
+
# "funding_rate": "0.000004464241170536191",
|
2336
|
+
# "price_change_rate_24h": "0.074915",
|
2337
|
+
# "future_funding_rate": "0.0001"
|
2338
|
+
# }
|
2339
|
+
# ]
|
2340
|
+
# }
|
2341
|
+
#
|
2342
|
+
data = self.safe_list(response, 'results', [])
|
2343
|
+
greeks = self.safe_dict(data, 0, {})
|
2344
|
+
return self.parse_greeks(greeks, market)
|
2345
|
+
|
2346
|
+
def parse_greeks(self, greeks: dict, market: Market = None) -> Greeks:
|
2347
|
+
#
|
2348
|
+
# {
|
2349
|
+
# "symbol": "BTC-USD-114000-P",
|
2350
|
+
# "mark_price": "10835.66892602",
|
2351
|
+
# "mark_iv": "0.71781855",
|
2352
|
+
# "delta": "-0.98726024",
|
2353
|
+
# "greeks": {
|
2354
|
+
# "delta": "-0.9872602390817709",
|
2355
|
+
# "gamma": "0.000004560958862297231",
|
2356
|
+
# "vega": "227.11344863639806",
|
2357
|
+
# "rho": "-302.0617972461581",
|
2358
|
+
# "vanna": "0.06609830491614832",
|
2359
|
+
# "volga": "925.9501532805552"
|
2360
|
+
# },
|
2361
|
+
# "last_traded_price": "10551.5",
|
2362
|
+
# "bid": "10794.9",
|
2363
|
+
# "bid_iv": "0.05",
|
2364
|
+
# "ask": "10887.3",
|
2365
|
+
# "ask_iv": "0.8783283",
|
2366
|
+
# "last_iv": "0.05",
|
2367
|
+
# "volume_24h": "0",
|
2368
|
+
# "total_volume": "195240.72672261014",
|
2369
|
+
# "created_at": 1747644009995,
|
2370
|
+
# "underlying_price": "103164.79162649",
|
2371
|
+
# "open_interest": "0",
|
2372
|
+
# "funding_rate": "0.000004464241170536191",
|
2373
|
+
# "price_change_rate_24h": "0.074915",
|
2374
|
+
# "future_funding_rate": "0.0001"
|
2375
|
+
# }
|
2376
|
+
#
|
2377
|
+
marketId = self.safe_string(greeks, 'symbol')
|
2378
|
+
market = self.safe_market(marketId, market, None, 'option')
|
2379
|
+
symbol = market['symbol']
|
2380
|
+
timestamp = self.safe_integer(greeks, 'created_at')
|
2381
|
+
greeksData = self.safe_dict(greeks, 'greeks', {})
|
2382
|
+
return {
|
2383
|
+
'symbol': symbol,
|
2384
|
+
'timestamp': timestamp,
|
2385
|
+
'datetime': self.iso8601(timestamp),
|
2386
|
+
'delta': self.safe_number(greeksData, 'delta'),
|
2387
|
+
'gamma': self.safe_number(greeksData, 'gamma'),
|
2388
|
+
'theta': None,
|
2389
|
+
'vega': self.safe_number(greeksData, 'vega'),
|
2390
|
+
'rho': self.safe_number(greeksData, 'rho'),
|
2391
|
+
'vanna': self.safe_number(greeksData, 'vanna'),
|
2392
|
+
'volga': self.safe_number(greeksData, 'volga'),
|
2393
|
+
'bidSize': None,
|
2394
|
+
'askSize': None,
|
2395
|
+
'bidImpliedVolatility': self.safe_number(greeks, 'bid_iv'),
|
2396
|
+
'askImpliedVolatility': self.safe_number(greeks, 'ask_iv'),
|
2397
|
+
'markImpliedVolatility': self.safe_number(greeks, 'mark_iv'),
|
2398
|
+
'bidPrice': self.safe_number(greeks, 'bid'),
|
2399
|
+
'askPrice': self.safe_number(greeks, 'ask'),
|
2400
|
+
'markPrice': self.safe_number(greeks, 'mark_price'),
|
2401
|
+
'lastPrice': self.safe_number(greeks, 'last_traded_price'),
|
2402
|
+
'underlyingPrice': self.safe_number(greeks, 'underlying_price'),
|
2403
|
+
'info': greeks,
|
2404
|
+
}
|
2405
|
+
|
2287
2406
|
def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
|
2288
2407
|
url = self.implode_hostname(self.urls['api'][self.version]) + '/' + self.implode_params(path, params)
|
2289
2408
|
query = self.omit(params, self.extract_params(path))
|