ccxt 4.4.90__py2.py3-none-any.whl → 4.4.92__py2.py3-none-any.whl

ccxt/cryptocom.py

@@ -548,7 +548,22 @@ class cryptocom(Exchange, ImplicitAPI):
         # self endpoint requires authentication
         if not self.check_required_credentials(False):
             return None
-        response = self.v1PrivatePostPrivateGetCurrencyNetworks(params)
+        skipFetchCurrencies = False
+        skipFetchCurrencies, params = self.handle_option_and_params(params, 'fetchCurrencies', 'skipFetchCurrencies', False)
+        if skipFetchCurrencies:
+            # sub-accounts can't access self endpoint
+            return None
+        response = {}
+        try:
+            response = self.v1PrivatePostPrivateGetCurrencyNetworks(params)
+        except Exception as e:
+            if isinstance(e, ExchangeError):
+                # sub-accounts can't access self endpoint
+                # {"code":"10001","msg":"SYS_ERROR"}
+                return None
+            raise e
+            # do nothing
+            # sub-accounts can't access self endpoint
         #
         #    {
         #        "id": "1747502328559",
@@ -573,7 +588,7 @@ class cryptocom(Exchange, ImplicitAPI):
         #                            "network_id": "CRONOS",
         #                            "withdrawal_fee": "0.18000000",
         #                            "withdraw_enabled": True,
-        #                            "min_withdrawal_amount": "0.36",
+        #                            "min_withdrawal_amount": "0.35",
         #                            "deposit_enabled": True,
         #                            "confirmation_required": "15"
         #                        },

ccxt/cryptomus.py

@@ -461,7 +461,7 @@ class cryptomus(Exchange, ImplicitAPI):
         #
         #     {
         #         "currency_pair": "XMR_USDT",
-        #         "last_price": "158.04829771",
+        #         "last_price": "158.04829772",
         #         "base_volume": "0.35185785",
         #         "quote_volume": "55.523761128544"
         #     }

ccxt/exmo.py

@@ -666,8 +666,9 @@ class exmo(Exchange, ImplicitAPI):
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: an associative dictionary of currencies
         """
+        promises = []
         #
-        currencyList = self.publicGetCurrencyListExtended(params)
+        promises.append(self.publicGetCurrencyListExtended(params))
         #
         #     [
         #         {"name":"VLX","description":"Velas"},
@@ -676,7 +677,7 @@ class exmo(Exchange, ImplicitAPI):
         #         {"name":"USD","description":"US Dollar"}
         #     ]
         #
-        cryptoList = self.publicGetPaymentsProvidersCryptoList(params)
+        promises.append(self.publicGetPaymentsProvidersCryptoList(params))
         #
         #     {
         #         "BTC":[
@@ -701,6 +702,9 @@ class exmo(Exchange, ImplicitAPI):
         #         ],
         #     }
         #
+        responses = promises
+        currencyList = responses[0]
+        cryptoList = responses[1]
         result: dict = {}
         for i in range(0, len(currencyList)):
             currency = currencyList[i]
@@ -754,6 +758,10 @@ class exmo(Exchange, ImplicitAPI):
                                 commissionDesc = self.safe_string(provider, 'commission_desc')
                                 fee = self.parse_fixed_float_value(commissionDesc)
             code = self.safe_currency_code(currencyId)
+            info = {
+                'currency': currency,
+                'providers': providers,
+            }
             result[code] = {
                 'id': currencyId,
                 'code': code,
@@ -765,7 +773,7 @@ class exmo(Exchange, ImplicitAPI):
                 'fee': fee,
                 'precision': self.parse_number('1e-8'),
                 'limits': limits,
-                'info': providers,
+                'info': info,
                 'networks': {},
             }
         return result
@@ -779,7 +787,8 @@ class exmo(Exchange, ImplicitAPI):
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict[]: an array of objects representing market data
         """
-        response = self.publicGetPairSettings(params)
+        promises = []
+        promises.append(self.publicGetPairSettings(params))
         #
         #     {
         #         "BTC_USD":{
@@ -796,8 +805,9 @@ class exmo(Exchange, ImplicitAPI):
         #     }
         #
         marginPairsDict: dict = {}
-        if self.check_required_credentials(False):
-            marginPairs = self.privatePostMarginPairList(params)
+        fetchMargin = self.check_required_credentials(False)
+        if fetchMargin:
+            promises.append(self.privatePostMarginPairList(params))
             #
             #    {
             #        "pairs": [
@@ -827,14 +837,18 @@ class exmo(Exchange, ImplicitAPI):
             #        ]
             #    }
             #
-            pairs = self.safe_value(marginPairs, 'pairs')
+        responses = promises
+        spotResponse = responses[0]
+        if fetchMargin:
+            marginPairs = responses[1]
+            pairs = self.safe_list(marginPairs, 'pairs')
             marginPairsDict = self.index_by(pairs, 'name')
-        keys = list(response.keys())
+        keys = list(spotResponse.keys())
         result = []
         for i in range(0, len(keys)):
             id = keys[i]
-            market = response[id]
-            marginMarket = self.safe_value(marginPairsDict, id)
+            market = spotResponse[id]
+            marginMarket = self.safe_dict(marginPairsDict, id)
             symbol = id.replace('_', '/')
             baseId, quoteId = symbol.split('/')
             base = self.safe_currency_code(baseId)

ccxt/gate.py

@@ -1241,7 +1241,7 @@ class gate(Exchange, ImplicitAPI):
             self.fetch_option_markets(params),
         ]
         if not sandboxMode:
-            # gate does not have a sandbox for spot markets
+            # gate doesn't have a sandbox for spot markets
             mainnetOnly = [self.fetch_spot_markets(params)]
             rawPromises = self.array_concat(rawPromises, mainnetOnly)
         promises = rawPromises
@@ -1652,7 +1652,7 @@ class gate(Exchange, ImplicitAPI):
                     'contractSize': self.parse_number('1'),
                     'expiry': expiry,
                     'expiryDatetime': self.iso8601(expiry),
-                    'strike': strike,
+                    'strike': self.parse_number(strike),
                     'optionType': optionType,
                     'precision': {
                         'amount': self.parse_number('1'),  # all options have self step size

ccxt/htx.py

@@ -6341,7 +6341,7 @@ class htx(Exchange, ImplicitAPI):
             fee = self.safe_number(params, 'fee')
             if fee is None:
                 currencies = self.fetch_currencies()
-                self.currencies = self.deep_extend(self.currencies, currencies)
+                self.currencies = self.map_to_safe_map(self.deep_extend(self.currencies, currencies))
                 targetNetwork = self.safe_value(currency['networks'], networkCode, {})
                 fee = self.safe_number(targetNetwork, 'fee')
                 if fee is None:

ccxt/hyperliquid.py

@@ -56,6 +56,7 @@ class hyperliquid(Exchange, ImplicitAPI):
                 'createMarketSellOrderWithCost': False,
                 'createOrder': True,
                 'createOrders': True,
+                'createOrderWithTakeProfitAndStopLoss': True,
                 'createReduceOnlyOrder': True,
                 'createStopOrder': True,
                 'createTriggerOrder': True,
@@ -239,7 +240,16 @@ class hyperliquid(Exchange, ImplicitAPI):
                         'triggerDirection': False,
                         'stopLossPrice': False,
                         'takeProfitPrice': False,
-                        'attachedStopLossTakeProfit': None,
+                        'attachedStopLossTakeProfit': {
+                            'triggerPriceType': {
+                                'last': False,
+                                'mark': False,
+                                'index': False,
+                            },
+                            'triggerPrice': True,
+                            'type': True,
+                            'price': True,
+                        },
                         'timeInForce': {
                             'IOC': True,
                             'FOK': False,
@@ -1403,6 +1413,65 @@ class hyperliquid(Exchange, ImplicitAPI):
         statuses = self.safe_list(data, 'statuses', [])
         return self.parse_orders(statuses, None)
 
+    def create_order_request(self, symbol: str, type: OrderType, side: OrderSide, amount: str, price: Str = None, params={}):
+        market = self.market(symbol)
+        type = type.upper()
+        side = side.upper()
+        isMarket = (type == 'MARKET')
+        isBuy = (side == 'BUY')
+        clientOrderId = self.safe_string_2(params, 'clientOrderId', 'client_id')
+        slippage = self.safe_string(params, 'slippage')
+        defaultTimeInForce = 'ioc' if (isMarket) else 'gtc'
+        postOnly = self.safe_bool(params, 'postOnly', False)
+        if postOnly:
+            defaultTimeInForce = 'alo'
+        timeInForce = self.safe_string_lower(params, 'timeInForce', defaultTimeInForce)
+        timeInForce = self.capitalize(timeInForce)
+        triggerPrice = self.safe_string_2(params, 'triggerPrice', 'stopPrice')
+        stopLossPrice = self.safe_string(params, 'stopLossPrice', triggerPrice)
+        takeProfitPrice = self.safe_string(params, 'takeProfitPrice')
+        isTrigger = (stopLossPrice or takeProfitPrice)
+        px = None
+        if isMarket:
+            if price is None:
+                raise ArgumentsRequired(self.id + '  market orders require price to calculate the max slippage price. Default slippage can be set in options(default is 5%).')
+            px = Precise.string_mul(price, Precise.string_add('1', slippage)) if (isBuy) else Precise.string_mul(price, Precise.string_sub('1', slippage))
+            px = self.price_to_precision(symbol, px)  # round after adding slippage
+        else:
+            px = self.price_to_precision(symbol, price)
+        sz = self.amount_to_precision(symbol, amount)
+        reduceOnly = self.safe_bool(params, 'reduceOnly', False)
+        orderType: dict = {}
+        if isTrigger:
+            isTp = False
+            if takeProfitPrice is not None:
+                triggerPrice = self.price_to_precision(symbol, takeProfitPrice)
+                isTp = True
+            else:
+                triggerPrice = self.price_to_precision(symbol, stopLossPrice)
+            orderType['trigger'] = {
+                'isMarket': isMarket,
+                'triggerPx': triggerPrice,
+                'tpsl': 'tp' if (isTp) else 'sl',
+            }
+        else:
+            orderType['limit'] = {
+                'tif': timeInForce,
+            }
+        params = self.omit(params, ['clientOrderId', 'slippage', 'triggerPrice', 'stopPrice', 'stopLossPrice', 'takeProfitPrice', 'timeInForce', 'client_id', 'reduceOnly', 'postOnly'])
+        orderObj: dict = {
+            'a': self.parse_to_int(market['baseId']),
+            'b': isBuy,
+            'p': px,
+            's': sz,
+            'r': reduceOnly,
+            't': orderType,
+            # 'c': clientOrderId,
+        }
+        if clientOrderId is not None:
+            orderObj['c'] = clientOrderId
+        return orderObj
+
     def create_orders_request(self, orders, params={}) -> dict:
         """
         create a list of trade orders
@@ -1430,77 +1499,59 @@ class hyperliquid(Exchange, ImplicitAPI):
         params = self.omit(params, ['slippage', 'clientOrderId', 'client_id', 'slippage', 'triggerPrice', 'stopPrice', 'stopLossPrice', 'takeProfitPrice', 'timeInForce'])
         nonce = self.milliseconds()
         orderReq = []
+        grouping = 'na'
         for i in range(0, len(orders)):
             rawOrder = orders[i]
             marketId = self.safe_string(rawOrder, 'symbol')
             market = self.market(marketId)
             symbol = market['symbol']
             type = self.safe_string_upper(rawOrder, 'type')
-            isMarket = (type == 'MARKET')
             side = self.safe_string_upper(rawOrder, 'side')
-            isBuy = (side == 'BUY')
             amount = self.safe_string(rawOrder, 'amount')
             price = self.safe_string(rawOrder, 'price')
             orderParams = self.safe_dict(rawOrder, 'params', {})
-            clientOrderId = self.safe_string_2(orderParams, 'clientOrderId', 'client_id')
             slippage = self.safe_string(orderParams, 'slippage', defaultSlippage)
-            defaultTimeInForce = 'ioc' if (isMarket) else 'gtc'
-            postOnly = self.safe_bool(orderParams, 'postOnly', False)
-            if postOnly:
-                defaultTimeInForce = 'alo'
-            timeInForce = self.safe_string_lower(orderParams, 'timeInForce', defaultTimeInForce)
-            timeInForce = self.capitalize(timeInForce)
-            triggerPrice = self.safe_string_2(orderParams, 'triggerPrice', 'stopPrice')
-            stopLossPrice = self.safe_string(orderParams, 'stopLossPrice', triggerPrice)
-            takeProfitPrice = self.safe_string(orderParams, 'takeProfitPrice')
-            isTrigger = (stopLossPrice or takeProfitPrice)
-            px = None
-            if isMarket:
-                if price is None:
-                    raise ArgumentsRequired(self.id + '  market orders require price to calculate the max slippage price. Default slippage can be set in options(default is 5%).')
-                px = Precise.string_mul(price, Precise.string_add('1', slippage)) if (isBuy) else Precise.string_mul(price, Precise.string_sub('1', slippage))
-                px = self.price_to_precision(symbol, px)  # round after adding slippage
-            else:
-                px = self.price_to_precision(symbol, price)
-            sz = self.amount_to_precision(symbol, amount)
-            reduceOnly = self.safe_bool(orderParams, 'reduceOnly', False)
-            orderType: dict = {}
+            orderParams['slippage'] = slippage
+            stopLoss = self.safe_value(orderParams, 'stopLoss')
+            takeProfit = self.safe_value(orderParams, 'takeProfit')
+            isTrigger = (stopLoss or takeProfit)
+            orderParams = self.omit(orderParams, ['stopLoss', 'takeProfit'])
+            mainOrderObj: dict = self.create_order_request(symbol, type, side, amount, price, orderParams)
+            orderReq.append(mainOrderObj)
             if isTrigger:
-                isTp = False
-                if takeProfitPrice is not None:
-                    triggerPrice = self.price_to_precision(symbol, takeProfitPrice)
-                    isTp = True
+                # grouping opposed orders for sl/tp
+                stopLossOrderTriggerPrice = self.safe_string_n(stopLoss, ['triggerPrice', 'stopPrice'])
+                stopLossOrderType = self.safe_string(stopLoss, 'type')
+                stopLossOrderLimitPrice = self.safe_string_n(stopLoss, ['price', 'stopLossPrice'], stopLossOrderTriggerPrice)
+                takeProfitOrderTriggerPrice = self.safe_string_n(takeProfit, ['triggerPrice', 'stopPrice'])
+                takeProfitOrderType = self.safe_string(takeProfit, 'type')
+                takeProfitOrderLimitPrice = self.safe_string_n(takeProfit, ['price', 'takeProfitPrice'], takeProfitOrderTriggerPrice)
+                grouping = 'normalTpsl'
+                orderParams = self.omit(orderParams, ['stopLoss', 'takeProfit'])
+                triggerOrderSide = ''
+                if side == 'BUY':
+                    triggerOrderSide = 'sell'
                 else:
-                    triggerPrice = self.price_to_precision(symbol, stopLossPrice)
-                orderType['trigger'] = {
-                    'isMarket': isMarket,
-                    'triggerPx': triggerPrice,
-                    'tpsl': 'tp' if (isTp) else 'sl',
-                }
-            else:
-                orderType['limit'] = {
-                    'tif': timeInForce,
-                }
-            orderParams = self.omit(orderParams, ['clientOrderId', 'slippage', 'triggerPrice', 'stopPrice', 'stopLossPrice', 'takeProfitPrice', 'timeInForce', 'client_id', 'reduceOnly', 'postOnly'])
-            orderObj: dict = {
-                'a': self.parse_to_int(market['baseId']),
-                'b': isBuy,
-                'p': px,
-                's': sz,
-                'r': reduceOnly,
-                't': orderType,
-                # 'c': clientOrderId,
-            }
-            if clientOrderId is not None:
-                orderObj['c'] = clientOrderId
-            orderReq.append(orderObj)
+                    triggerOrderSide = 'buy'
+                if takeProfit is not None:
+                    orderObj: dict = self.create_order_request(symbol, takeProfitOrderType, triggerOrderSide, amount, takeProfitOrderLimitPrice, self.extend(orderParams, {
+                        'takeProfitPrice': takeProfitOrderTriggerPrice,
+                        'reduceOnly': True,
+                    }))
+                    orderReq.append(orderObj)
+                if stopLoss is not None:
+                    orderObj: dict = self.create_order_request(symbol, stopLossOrderType, triggerOrderSide, amount, stopLossOrderLimitPrice, self.extend(orderParams, {
+                        'stopLossPrice': stopLossOrderTriggerPrice,
+                        'reduceOnly': True,
+                    }))
+                    orderReq.append(orderObj)
         vaultAddress = None
         vaultAddress, params = self.handle_option_and_params(params, 'createOrder', 'vaultAddress')
         vaultAddress = self.format_vault_address(vaultAddress)
         orderAction: dict = {
             'type': 'order',
             'orders': orderReq,
-            'grouping': 'na',
+            'grouping': grouping,
             # 'brokerCode': 1,  # cant
         }
         if vaultAddress is None:

ccxt/kraken.py

@@ -1365,7 +1365,20 @@ class kraken(Exchange, ImplicitAPI):
         #         "maker": False
         #     }
         #
+        # watchTrades
+        #
+        #     {
+        #         "symbol": "BTC/USD",
+        #         "side": "buy",
+        #         "price": 109601.2,
+        #         "qty": 0.04561994,
+        #         "ord_type": "market",
+        #         "trade_id": 83449369,
+        #         "timestamp": "2025-05-27T11:24:03.847761Z"
+        #     }
+        #
         timestamp = None
+        datetime = None
         side = None
         type = None
         price = None
@@ -1408,6 +1421,14 @@ class kraken(Exchange, ImplicitAPI):
                     'cost': self.safe_string(trade, 'fee'),
                     'currency': currency,
                 }
+        else:
+            symbol = self.safe_string(trade, 'symbol')
+            datetime = self.safe_string(trade, 'timestamp')
+            id = self.safe_string(trade, 'trade_id')
+            side = self.safe_string(trade, 'side')
+            type = self.safe_string(trade, 'ord_type')
+            price = self.safe_string(trade, 'price')
+            amount = self.safe_string(trade, 'qty')
         if market is not None:
             symbol = market['symbol']
         cost = self.safe_string(trade, 'cost')
@@ -1415,12 +1436,16 @@ class kraken(Exchange, ImplicitAPI):
         takerOrMaker = None
         if maker is not None:
             takerOrMaker = 'maker' if maker else 'taker'
+        if datetime is None:
+            datetime = self.iso8601(timestamp)
+        else:
+            timestamp = self.parse8601(datetime)
         return self.safe_trade({
             'id': id,
             'order': orderId,
             'info': trade,
             'timestamp': timestamp,
-            'datetime': self.iso8601(timestamp),
+            'datetime': datetime,
             'symbol': symbol,
             'type': type,
             'side': side,

ccxt/krakenfutures.py

@@ -538,7 +538,7 @@ class krakenfutures(Exchange, ImplicitAPI):
                 'code': code,
                 'precision': None,
             })
-        self.currencies = self.deep_extend(currencies, self.currencies)
+        self.currencies = self.map_to_safe_map(self.deep_extend(currencies, self.currencies))
         return result
 
     def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: