ccxt 4.4.91__py2.py3-none-any.whl → 4.4.93__py2.py3-none-any.whl

ccxt/async_support/phemex.py

@@ -2659,14 +2659,14 @@ class phemex(Exchange, ImplicitAPI):
                 triggerDirection = None
                 triggerDirection, params = self.handle_param_string(params, 'triggerDirection')
                 if triggerDirection is None:
-                    raise ArgumentsRequired(self.id + " createOrder() also requires a 'triggerDirection' parameter with either 'up' or 'down' value")
+                    raise ArgumentsRequired(self.id + " createOrder() also requires a 'triggerDirection' parameter with either 'ascending' or 'descending' value")
                 # the flow defined per https://phemex-docs.github.io/#more-order-type-examples
-                if triggerDirection == 'up':
+                if triggerDirection == 'ascending' or triggerDirection == 'up':
                     if side == 'sell':
                         request['ordType'] = 'MarketIfTouched' if (type == 'Market') else 'LimitIfTouched'
                     elif side == 'buy':
                         request['ordType'] = 'Stop' if (type == 'Market') else 'StopLimit'
-                elif triggerDirection == 'down':
+                elif triggerDirection == 'descending' or triggerDirection == 'down':
                     if side == 'sell':
                         request['ordType'] = 'Stop' if (type == 'Market') else 'StopLimit'
                     elif side == 'buy':

ccxt/base/exchange.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.91'
+__version__ = '4.4.93'
 
 # -----------------------------------------------------------------------------
 
@@ -1515,6 +1515,12 @@ class Exchange(object):
         parts = re.sub(r'0+$', '', str).split('.')
         return len(parts[1]) if len(parts) > 1 else 0
 
+    def map_to_safe_map(self, dictionary):
+        return dictionary  # wrapper for go
+
+    def safe_map_to_map(self, dictionary):
+        return dictionary  # wrapper for go
+
     def load_markets(self, reload=False, params={}):
         """
         Loads and prepares the markets for trading.
@@ -3222,14 +3228,14 @@ class Exchange(object):
             else:
                 market['subType'] = None
             values.append(market)
-        self.markets = self.index_by(values, 'symbol')
+        self.markets = self.map_to_safe_map(self.index_by(values, 'symbol'))
         marketsSortedBySymbol = self.keysort(self.markets)
         marketsSortedById = self.keysort(self.markets_by_id)
         self.symbols = list(marketsSortedBySymbol.keys())
         self.ids = list(marketsSortedById.keys())
         if currencies is not None:
             # currencies is always None when called in constructor but not when called from loadMarkets
-            self.currencies = self.deep_extend(self.currencies, currencies)
+            self.currencies = self.map_to_safe_map(self.deep_extend(self.currencies, currencies))
         else:
             baseCurrencies = []
             quoteCurrencies = []
@@ -3255,8 +3261,8 @@ class Exchange(object):
                     quoteCurrencies.append(currency)
             baseCurrencies = self.sort_by(baseCurrencies, 'code', False, '')
             quoteCurrencies = self.sort_by(quoteCurrencies, 'code', False, '')
-            self.baseCurrencies = self.index_by(baseCurrencies, 'code')
-            self.quoteCurrencies = self.index_by(quoteCurrencies, 'code')
+            self.baseCurrencies = self.map_to_safe_map(self.index_by(baseCurrencies, 'code'))
+            self.quoteCurrencies = self.map_to_safe_map(self.index_by(quoteCurrencies, 'code'))
             allCurrencies = self.array_concat(baseCurrencies, quoteCurrencies)
             groupedCurrencies = self.group_by(allCurrencies, 'code')
             codes = list(groupedCurrencies.keys())
@@ -3273,7 +3279,7 @@ class Exchange(object):
                         highestPrecisionCurrency = currentCurrency if (currentCurrency['precision'] > highestPrecisionCurrency['precision']) else highestPrecisionCurrency
                 resultingCurrencies.append(highestPrecisionCurrency)
             sortedCurrencies = self.sort_by(resultingCurrencies, 'code')
-            self.currencies = self.deep_extend(self.currencies, self.index_by(sortedCurrencies, 'code'))
+            self.currencies = self.map_to_safe_map(self.deep_extend(self.currencies, self.index_by(sortedCurrencies, 'code')))
         self.currencies_by_id = self.index_by_safe(self.currencies, 'id')
         currenciesSortedByCode = self.keysort(self.currencies)
         self.codes = list(currenciesSortedByCode.keys())
@@ -4223,7 +4229,7 @@ class Exchange(object):
         return self.filter_by_since_limit(sorted, since, limit, 0, tail)
 
     def parse_leverage_tiers(self, response: Any, symbols: List[str] = None, marketIdKey=None):
-        # marketIdKey should only be None when response is a dictionary
+        # marketIdKey should only be None when response is a dictionary.
         symbols = self.market_symbols(symbols)
         tiers = {}
         symbolsLength = 0
@@ -5444,6 +5450,9 @@ class Exchange(object):
     def fetch_greeks(self, symbol: str, params={}):
         raise NotSupported(self.id + ' fetchGreeks() is not supported yet')
 
+    def fetch_all_greeks(self, symbols: Strings = None, params={}):
+        raise NotSupported(self.id + ' fetchAllGreeks() is not supported yet')
+
     def fetch_option_chain(self, code: str, params={}):
         raise NotSupported(self.id + ' fetchOptionChain() is not supported yet')
 
@@ -5697,10 +5706,16 @@ class Exchange(object):
         precisionNumber = int(precision)
         if precisionNumber == 0:
             return '1'
-        parsedPrecision = '0.'
-        for i in range(0, precisionNumber - 1):
-            parsedPrecision = parsedPrecision + '0'
-        return parsedPrecision + '1'
+        if precisionNumber > 0:
+            parsedPrecision = '0.'
+            for i in range(0, precisionNumber - 1):
+                parsedPrecision = parsedPrecision + '0'
+            return parsedPrecision + '1'
+        else:
+            parsedPrecision = '1'
+            for i in range(0, precisionNumber * -1 - 1):
+                parsedPrecision = parsedPrecision + '0'
+            return parsedPrecision + '0'
 
     def integer_precision_to_amount(self, precision: Str):
         """
@@ -6676,6 +6691,27 @@ class Exchange(object):
     def parse_greeks(self, greeks: dict, market: Market = None):
         raise NotSupported(self.id + ' parseGreeks() is not supported yet')
 
+    def parse_all_greeks(self, greeks, symbols: Strings = None, params={}):
+        #
+        # the value of greeks is either a dict or a list
+        #
+        results = []
+        if isinstance(greeks, list):
+            for i in range(0, len(greeks)):
+                parsedTicker = self.parse_greeks(greeks[i])
+                greek = self.extend(parsedTicker, params)
+                results.append(greek)
+        else:
+            marketIds = list(greeks.keys())
+            for i in range(0, len(marketIds)):
+                marketId = marketIds[i]
+                market = self.safe_market(marketId)
+                parsed = self.parse_greeks(greeks[marketId], market)
+                greek = self.extend(parsed, params)
+                results.append(greek)
+        symbols = self.market_symbols(symbols)
+        return self.filter_by_array(results, 'symbol', symbols)
+
     def parse_option(self, chain: dict, currency: Currency = None, market: Market = None):
         raise NotSupported(self.id + ' parseOption() is not supported yet')
 
@@ -6792,7 +6828,7 @@ class Exchange(object):
         return reconstructedDate
 
     def convert_market_id_expire_date(self, date: str):
-        # parse 03JAN24 to 240103
+        # parse 03JAN24 to 240103.
         monthMappping = {
             'JAN': '01',
             'FEB': '02',
@@ -6877,14 +6913,27 @@ class Exchange(object):
         """
         raise NotSupported(self.id + ' fetchTransfers() is not supported yet')
 
-    def clean_unsubscription(self, client, subHash: str, unsubHash: str):
+    def clean_unsubscription(self, client, subHash: str, unsubHash: str, subHashIsPrefix=False):
         if unsubHash in client.subscriptions:
             del client.subscriptions[unsubHash]
-        if subHash in client.subscriptions:
-            del client.subscriptions[subHash]
-        if subHash in client.futures:
-            error = UnsubscribeError(self.id + ' ' + subHash)
-            client.reject(error, subHash)
+        if not subHashIsPrefix:
+            if subHash in client.subscriptions:
+                del client.subscriptions[subHash]
+            if subHash in client.futures:
+                error = UnsubscribeError(self.id + ' ' + subHash)
+                client.reject(error, subHash)
+        else:
+            clientSubscriptions = list(client.subscriptions.keys())
+            for i in range(0, len(clientSubscriptions)):
+                sub = clientSubscriptions[i]
+                if sub.startswith(subHash):
+                    del client.subscriptions[sub]
+            clientFutures = list(client.futures.keys())
+            for i in range(0, len(clientFutures)):
+                future = clientFutures[i]
+                if future.startswith(subHash):
+                    error = UnsubscribeError(self.id + ' ' + future)
+                    client.reject(error, future)
         client.resolve(True, unsubHash)
 
     def clean_cache(self, subscription: dict):
@@ -6914,19 +6963,9 @@ class Exchange(object):
                         del self.tickers[symbol]
         else:
             if topic == 'myTrades' and (self.myTrades is not None):
-                # don't reset self.myTrades directly here
-                # because in c# we need to use a different object(thread-safe dict)
-                keys = list(self.myTrades.keys())
-                for i in range(0, len(keys)):
-                    key = keys[i]
-                    if key in self.myTrades:
-                        del self.myTrades[key]
+                self.myTrades = None
             elif topic == 'orders' and (self.orders is not None):
-                orderSymbols = list(self.orders.keys())
-                for i in range(0, len(orderSymbols)):
-                    orderSymbol = orderSymbols[i]
-                    if orderSymbol in self.orders:
-                        del self.orders[orderSymbol]
+                self.orders = None
             elif topic == 'ticker' and (self.tickers is not None):
                 tickerSymbols = list(self.tickers.keys())
                 for i in range(0, len(tickerSymbols)):

ccxt/base/types.py

@@ -606,3 +606,4 @@ class ConstructorArgs(TypedDict, total=False):
     hostname: str
     urls: Dict[str, Any]
     headers: Dict[str, Any]
+    session: Any

ccxt/binance.py

@@ -87,6 +87,7 @@ class binance(Exchange, ImplicitAPI):
                 'editOrder': True,
                 'editOrders': True,
                 'fetchAccounts': None,
+                'fetchAllGreeks': True,
                 'fetchBalance': True,
                 'fetchBidsAsks': True,
                 'fetchBorrowInterest': True,
@@ -10777,6 +10778,7 @@ class binance(Exchange, ImplicitAPI):
         request: dict = {}
         if symbol is not None:
             request['symbol'] = market['id']
+            symbol = market['symbol']
         if since is not None:
             request['startTime'] = since
         if limit is not None:
@@ -10804,7 +10806,7 @@ class binance(Exchange, ImplicitAPI):
         #
         settlements = self.parse_settlements(response, market)
         sorted = self.sort_by(settlements, 'timestamp')
-        return self.filter_by_symbol_since_limit(sorted, market['symbol'], since, limit)
+        return self.filter_by_symbol_since_limit(sorted, symbol, since, limit)
 
     def parse_settlement(self, settlement, market):
         #
@@ -12422,6 +12424,45 @@ class binance(Exchange, ImplicitAPI):
         #
         return self.parse_greeks(response[0], market)
 
+    def fetch_all_greeks(self, symbols: Strings = None, params={}) -> List[Greeks]:
+        """
+        fetches all option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
+
+        https://developers.binance.com/docs/derivatives/option/market-data/Option-Mark-Price
+
+        :param str[] [symbols]: unified symbols of the markets to fetch greeks for, all markets are returned if not assigned
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `greeks structure <https://docs.ccxt.com/#/?id=greeks-structure>`
+        """
+        self.load_markets()
+        symbols = self.market_symbols(symbols, None, True, True, True)
+        request: dict = {}
+        market = None
+        if symbols is not None:
+            symbolsLength = len(symbols)
+            if symbolsLength == 1:
+                market = self.market(symbols[0])
+                request['symbol'] = market['id']
+        response = self.eapiPublicGetMark(self.extend(request, params))
+        #
+        #     [
+        #         {
+        #             "symbol": "BTC-231229-40000-C",
+        #             "markPrice": "2012",
+        #             "bidIV": "0.60236275",
+        #             "askIV": "0.62267244",
+        #             "markIV": "0.6125176",
+        #             "delta": "0.39111646",
+        #             "theta": "-32.13948531",
+        #             "gamma": "0.00004656",
+        #             "vega": "51.70062218",
+        #             "highPriceLimit": "6474",
+        #             "lowPriceLimit": "5"
+        #         }
+        #     ]
+        #
+        return self.parse_all_greeks(response, symbols)
+
     def parse_greeks(self, greeks: dict, market: Market = None) -> Greeks:
         #
         #     {

ccxt/bitmart.py

@@ -2160,6 +2160,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param int [params.until]: the latest time in ms to fetch trades for
         :param boolean [params.marginMode]: *spot* whether to fetch trades for margin orders or spot orders, defaults to spot orders(only isolated margin orders are supported)
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns Trade[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
         """
         self.load_markets()
@@ -2264,6 +2265,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param int [since]: the earliest time in ms to fetch trades for
         :param int [limit]: the maximum number of trades to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
         """
         self.load_markets()
@@ -2706,6 +2708,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param str [params.stopLossPrice]: *swap only* the price to trigger a stop-loss order
         :param str [params.takeProfitPrice]: *swap only* the price to trigger a take-profit order
         :param int [params.plan_category]: *swap tp/sl only* 1: tp/sl, 2: position tp/sl, default is 1
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()
@@ -2768,6 +2771,7 @@ class bitmart(Exchange, ImplicitAPI):
 
         :param Array orders: list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
         :param dict [params]:  extra parameters specific to the exchange API endpoint
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()
@@ -3270,6 +3274,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param str [params.orderType]: *swap only* 'limit', 'market', or 'trailing'
         :param boolean [params.trailing]: *swap only* set to True if you want to fetch trailing orders
         :param boolean [params.trigger]: *swap only* set to True if you want to fetch trigger orders
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()
@@ -3383,6 +3388,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param int [params.until]: timestamp in ms of the latest entry
         :param str [params.marginMode]: *spot only* 'cross' or 'isolated', for margin trading
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()
@@ -3441,6 +3447,7 @@ class bitmart(Exchange, ImplicitAPI):
         :param str [params.clientOrderId]: *spot* fetch the order by client order id instead of order id
         :param str [params.orderType]: *swap only* 'limit', 'market', 'liquidate', 'bankruptcy', 'adl' or 'trailing'
         :param boolean [params.trailing]: *swap only* set to True if you want to fetch a trailing order
+        :param str [params.stpMode]: self-trade prevention only for spot, defaults to none, ['none', 'cancel_maker', 'cancel_taker', 'cancel_both']
         :returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()

ccxt/bitmex.py

@@ -1924,7 +1924,7 @@ class bitmex(Exchange, ImplicitAPI):
         :param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param dict [params.triggerPrice]: the price at which a trigger order is triggered at
-        :param dict [params.triggerDirection]: the direction whenever the trigger happens with relation to price - 'above' or 'below'
+        :param dict [params.triggerDirection]: the direction whenever the trigger happens with relation to price - 'ascending' or 'descending'
         :param float [params.trailingAmount]: the quote amount to trail away from the current market price
         :returns dict: an `order structure <https://github.com/ccxt/ccxt/wiki/Manual#order-structure>`
         """
@@ -1951,7 +1951,7 @@ class bitmex(Exchange, ImplicitAPI):
         isTrailingAmountOrder = trailingAmount is not None
         if isTriggerOrder or isTrailingAmountOrder:
             triggerDirection = self.safe_string(params, 'triggerDirection')
-            triggerAbove = (triggerDirection == 'above')
+            triggerAbove = ((triggerDirection == 'ascending') or (triggerDirection == 'above'))
             if (type == 'limit') or (type == 'market'):
                 self.check_required_argument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below'])
             if type == 'limit':
@@ -1994,7 +1994,7 @@ class bitmex(Exchange, ImplicitAPI):
         isTrailingAmountOrder = trailingAmount is not None
         if isTrailingAmountOrder:
             triggerDirection = self.safe_string(params, 'triggerDirection')
-            triggerAbove = (triggerDirection == 'above')
+            triggerAbove = ((triggerDirection == 'ascending') or (triggerDirection == 'above'))
             if (type == 'limit') or (type == 'market'):
                 self.check_required_argument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below'])
             orderType = None

ccxt/bitvavo.py

@@ -666,7 +666,7 @@ class bitvavo(Exchange, ImplicitAPI):
                 },
             })
         # set currencies here to avoid calling publicGetAssets twice
-        self.currencies = self.deep_extend(self.currencies, result)
+        self.currencies = self.map_to_safe_map(self.deep_extend(self.currencies, result))
         return result
 
     def fetch_ticker(self, symbol: str, params={}) -> Ticker:
@@ -1207,6 +1207,8 @@ class bitvavo(Exchange, ImplicitAPI):
         operatorId, params = self.handle_option_and_params(params, 'createOrder', 'operatorId')
         if operatorId is not None:
             request['operatorId'] = self.parse_to_int(operatorId)
+        else:
+            raise ArgumentsRequired(self.id + ' createOrder() requires an operatorId in params or options, eg: exchange.options[\'operatorId\'] = 1234567890')
         return self.extend(request, params)
 
     def create_order(self, symbol: Str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
@@ -1304,6 +1306,8 @@ class bitvavo(Exchange, ImplicitAPI):
         operatorId, params = self.handle_option_and_params(params, 'editOrder', 'operatorId')
         if operatorId is not None:
             request['operatorId'] = self.parse_to_int(operatorId)
+        else:
+            raise ArgumentsRequired(self.id + ' editOrder() requires an operatorId in params or options, eg: exchange.options[\'operatorId\'] = 1234567890')
         request['market'] = market['id']
         return request
 
@@ -1342,6 +1346,8 @@ class bitvavo(Exchange, ImplicitAPI):
         operatorId, params = self.handle_option_and_params(params, 'cancelOrder', 'operatorId')
         if operatorId is not None:
             request['operatorId'] = self.parse_to_int(operatorId)
+        else:
+            raise ArgumentsRequired(self.id + ' cancelOrder() requires an operatorId in params or options, eg: exchange.options[\'operatorId\'] = 1234567890')
         return self.extend(request, params)
 
     def cancel_order(self, id: str, symbol: Str = None, params={}):

ccxt/bybit.py

@@ -74,6 +74,7 @@ class bybit(Exchange, ImplicitAPI):
                 'createTriggerOrder': True,
                 'editOrder': True,
                 'editOrders': True,
+                'fetchAllGreeks': True,
                 'fetchBalance': True,
                 'fetchBidsAsks': 'emulated',
                 'fetchBorrowInterest': False,  # temporarily disabled, doesn't work
@@ -1172,6 +1173,7 @@ class bybit(Exchange, ImplicitAPI):
                     '4h': '4h',
                     '1d': '1d',
                 },
+                'useMarkPriceForPositionCollateral': False,  # use mark price for position collateral
             },
             'features': {
                 'default': {
@@ -3725,7 +3727,7 @@ class bybit(Exchange, ImplicitAPI):
         :param int [params.isLeverage]: *unified spot only* False then spot trading True then margin trading
         :param str [params.tpslMode]: *contract only* 'full' or 'partial'
         :param str [params.mmp]: *option only* market maker protection
-        :param str [params.triggerDirection]: *contract only* the direction for trigger orders, 'above' or 'below'
+        :param str [params.triggerDirection]: *contract only* the direction for trigger orders, 'ascending' or 'descending'
         :param float [params.triggerPrice]: The price at which a trigger order is triggered at
         :param float [params.stopLossPrice]: The price at which a stop loss order is triggered at
         :param float [params.takeProfitPrice]: The price at which a take profit order is triggered at
@@ -3935,8 +3937,8 @@ class bybit(Exchange, ImplicitAPI):
                     raise NotSupported(self.id + ' createOrder() : trigger order does not support triggerDirection for spot markets yet')
             else:
                 if triggerDirection is None:
-                    raise ArgumentsRequired(self.id + ' stop/trigger orders require a triggerDirection parameter, either "above" or "below" to determine the direction of the trigger.')
-                isAsending = ((triggerDirection == 'above') or (triggerDirection == '1'))
+                    raise ArgumentsRequired(self.id + ' stop/trigger orders require a triggerDirection parameter, either "ascending" or "descending" to determine the direction of the trigger.')
+                isAsending = ((triggerDirection == 'ascending') or (triggerDirection == 'above') or (triggerDirection == '1'))
                 request['triggerDirection'] = 1 if isAsending else 2
             request['triggerPrice'] = self.get_price(symbol, triggerPrice)
         elif (isStopLossTriggerOrder or isTakeProfitTriggerOrder) and not isAlternativeEndpoint:
@@ -6213,12 +6215,14 @@ classic accounts only/ spot not supported*  fetches information on an order made
                 marginMode = 'isolated' if (tradeMode == 1) else 'cross'
         collateralString = self.safe_string(position, 'positionBalance')
         entryPrice = self.omit_zero(self.safe_string_n(position, ['entryPrice', 'avgPrice', 'avgEntryPrice']))
+        markPrice = self.safe_string(position, 'markPrice')
         liquidationPrice = self.omit_zero(self.safe_string(position, 'liqPrice'))
         leverage = self.safe_string(position, 'leverage')
         if liquidationPrice is not None:
             if market['settle'] == 'USDC':
                 #  (Entry price - Liq price) * Contracts + Maintenance Margin + (unrealised pnl) = Collateral
-                difference = Precise.string_abs(Precise.string_sub(entryPrice, liquidationPrice))
+                price = markPrice if self.safe_bool(self.options, 'useMarkPriceForPositionCollateral', False) else entryPrice
+                difference = Precise.string_abs(Precise.string_sub(price, liquidationPrice))
                 collateralString = Precise.string_add(Precise.string_add(Precise.string_mul(difference, size), maintenanceMarginString), unrealisedPnl)
             else:
                 bustPrice = self.safe_string(position, 'bustPrice')
@@ -6267,7 +6271,7 @@ classic accounts only/ spot not supported*  fetches information on an order made
             'contractSize': self.safe_number(market, 'contractSize'),
             'marginRatio': self.parse_number(marginRatio),
             'liquidationPrice': self.parse_number(liquidationPrice),
-            'markPrice': self.safe_number(position, 'markPrice'),
+            'markPrice': self.parse_number(markPrice),
             'lastPrice': self.safe_number(position, 'avgExitPrice'),
             'collateral': self.parse_number(collateralString),
             'marginMode': marginMode,
@@ -7624,6 +7628,75 @@ classic accounts only/ spot not supported*  fetches information on an order made
             'datetime': self.iso8601(timestamp),
         })
 
+    def fetch_all_greeks(self, symbols: Strings = None, params={}) -> List[Greeks]:
+        """
+        fetches all option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
+
+        https://bybit-exchange.github.io/docs/api-explorer/v5/market/tickers
+
+        :param str[] [symbols]: unified symbols of the markets to fetch greeks for, all markets are returned if not assigned
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.baseCoin]: the baseCoin of the symbol, default is BTC
+        :returns dict: a `greeks structure <https://docs.ccxt.com/#/?id=greeks-structure>`
+        """
+        self.load_markets()
+        symbols = self.market_symbols(symbols, None, True, True, True)
+        baseCoin = self.safe_string(params, 'baseCoin', 'BTC')
+        request: dict = {
+            'category': 'option',
+            'baseCoin': baseCoin,
+        }
+        market = None
+        if symbols is not None:
+            symbolsLength = len(symbols)
+            if symbolsLength == 1:
+                market = self.market(symbols[0])
+                request['symbol'] = market['id']
+        response = self.publicGetV5MarketTickers(self.extend(request, params))
+        #
+        #     {
+        #         "retCode": 0,
+        #         "retMsg": "SUCCESS",
+        #         "result": {
+        #             "category": "option",
+        #             "list": [
+        #                 {
+        #                     "symbol": "BTC-26JAN24-39000-C",
+        #                     "bid1Price": "3205",
+        #                     "bid1Size": "7.1",
+        #                     "bid1Iv": "0.5478",
+        #                     "ask1Price": "3315",
+        #                     "ask1Size": "1.98",
+        #                     "ask1Iv": "0.5638",
+        #                     "lastPrice": "3230",
+        #                     "highPrice24h": "3255",
+        #                     "lowPrice24h": "3200",
+        #                     "markPrice": "3273.02263032",
+        #                     "indexPrice": "36790.96",
+        #                     "markIv": "0.5577",
+        #                     "underlyingPrice": "37649.67254894",
+        #                     "openInterest": "19.67",
+        #                     "turnover24h": "170140.33875912",
+        #                     "volume24h": "4.56",
+        #                     "totalVolume": "22",
+        #                     "totalTurnover": "789305",
+        #                     "delta": "0.49640971",
+        #                     "gamma": "0.00004131",
+        #                     "vega": "69.08651675",
+        #                     "theta": "-24.9443226",
+        #                     "predictedDeliveryPrice": "0",
+        #                     "change24h": "0.18532111"
+        #                 }
+        #             ]
+        #         },
+        #         "retExtInfo": {},
+        #         "time": 1699584008326
+        #     }
+        #
+        result = self.safe_dict(response, 'result', {})
+        data = self.safe_list(result, 'list', [])
+        return self.parse_all_greeks(data, symbols)
+
     def parse_greeks(self, greeks: dict, market: Market = None) -> Greeks:
         #
         #     {
@@ -8730,7 +8803,7 @@ classic accounts only/ spot not supported*  fetches information on an order made
                     authFull = auth_base + body
                 else:
                     authFull = auth_base + queryEncoded
-                    url += '?' + self.rawencode(query)
+                    url += '?' + queryEncoded
                 signature = None
                 if self.secret.find('PRIVATE KEY') > -1:
                     signature = self.rsa(authFull, self.secret, 'sha256')
@@ -8744,7 +8817,7 @@ classic accounts only/ spot not supported*  fetches information on an order made
                     'timestamp': timestamp,
                 })
                 sortedQuery = self.keysort(query)
-                auth = self.rawencode(sortedQuery)
+                auth = self.rawencode(sortedQuery, True)
                 signature = None
                 if self.secret.find('PRIVATE KEY') > -1:
                     signature = self.rsa(auth, self.secret, 'sha256')
@@ -8766,7 +8839,7 @@ classic accounts only/ spot not supported*  fetches information on an order made
                             'Content-Type': 'application/json',
                         }
                 else:
-                    url += '?' + self.rawencode(sortedQuery)
+                    url += '?' + self.rawencode(sortedQuery, True)
                     url += '&sign=' + signature
         if method == 'POST':
             brokerId = self.safe_string(self.options, 'brokerId')