ccxt 4.4.92__py2.py3-none-any.whl → 4.4.93__py2.py3-none-any.whl

ccxt/__init__.py

@@ -22,7 +22,7 @@
 
 # ----------------------------------------------------------------------------
 
-__version__ = '4.4.92'
+__version__ = '4.4.93'
 
 # ----------------------------------------------------------------------------
 

ccxt/abstract/lbank.py

@@ -6,7 +6,7 @@ class ImplicitAPI:
     spot_public_get_accuracy = spotPublicGetAccuracy = Entry('accuracy', ['spot', 'public'], 'GET', {'cost': 2.5})
     spot_public_get_usdtocny = spotPublicGetUsdToCny = Entry('usdToCny', ['spot', 'public'], 'GET', {'cost': 2.5})
     spot_public_get_assetconfigs = spotPublicGetAssetConfigs = Entry('assetConfigs', ['spot', 'public'], 'GET', {'cost': 2.5})
-    spot_public_get_withdrawconfigs = spotPublicGetWithdrawConfigs = Entry('withdrawConfigs', ['spot', 'public'], 'GET', {'cost': 2.5})
+    spot_public_get_withdrawconfigs = spotPublicGetWithdrawConfigs = Entry('withdrawConfigs', ['spot', 'public'], 'GET', {'cost': 3.75})
     spot_public_get_timestamp = spotPublicGetTimestamp = Entry('timestamp', ['spot', 'public'], 'GET', {'cost': 2.5})
     spot_public_get_ticker_24hr = spotPublicGetTicker24hr = Entry('ticker/24hr', ['spot', 'public'], 'GET', {'cost': 2.5})
     spot_public_get_ticker = spotPublicGetTicker = Entry('ticker', ['spot', 'public'], 'GET', {'cost': 2.5})

ccxt/ascendex.py

@@ -1403,6 +1403,8 @@ class ascendex(Exchange, ImplicitAPI):
         #         "timestamp": 1573576916201
         #     }
         #
+        #  & linear(fetchClosedOrders)
+        #
         #     {
         #         "ac": "FUTURES",
         #         "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
@@ -1410,7 +1412,7 @@ class ascendex(Exchange, ImplicitAPI):
         #         "orderId": "a17e0874ecbdU0711043490bbtcpDU5X",
         #         "seqNum": -1,
         #         "orderType": "Limit",
-        #         "execInst": "NULL_VAL",
+        #         "execInst": "NULL_VAL",  # NULL_VAL, ReduceOnly , ...
         #         "side": "Buy",
         #         "symbol": "BTC-PERP",
         #         "price": "30000",
@@ -1499,13 +1501,13 @@ class ascendex(Exchange, ImplicitAPI):
         status = self.parse_order_status(self.safe_string(order, 'status'))
         marketId = self.safe_string(order, 'symbol')
         symbol = self.safe_symbol(marketId, market, '/')
-        timestamp = self.safe_integer_2(order, 'timestamp', 'sendingTime')
+        timestamp = self.safe_integer_n(order, ['timestamp', 'sendingTime', 'time'])
         lastTradeTimestamp = self.safe_integer(order, 'lastExecTime')
         if timestamp is None:
             timestamp = lastTradeTimestamp
         price = self.safe_string(order, 'price')
         amount = self.safe_string(order, 'orderQty')
-        average = self.safe_string(order, 'avgPx')
+        average = self.safe_string_2(order, 'avgPx', 'avgFilledPx')
         filled = self.safe_string_n(order, ['cumFilledQty', 'cumQty', 'fillQty'])
         id = self.safe_string(order, 'orderId')
         clientOrderId = self.safe_string(order, 'id')
@@ -1531,11 +1533,11 @@ class ascendex(Exchange, ImplicitAPI):
             }
         triggerPrice = self.omit_zero(self.safe_string(order, 'stopPrice'))
         reduceOnly = None
-        execInst = self.safe_string(order, 'execInst')
-        if execInst == 'reduceOnly':
+        execInst = self.safe_string_lower(order, 'execInst')
+        if execInst == 'reduceonly':
             reduceOnly = True
         postOnly = None
-        if execInst == 'Post':
+        if execInst == 'post':
             postOnly = True
         return self.safe_order({
             'info': order,
@@ -2246,8 +2248,7 @@ class ascendex(Exchange, ImplicitAPI):
         #     }
         #
         data = self.safe_list(response, 'data', [])
-        isArray = isinstance(data, list)
-        if not isArray:
+        if not isinstance(data, list):
             data = self.safe_list(data, 'data', [])
         return self.parse_orders(data, market, since, limit)
 

ccxt/async_support/__init__.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.92'
+__version__ = '4.4.93'
 
 # -----------------------------------------------------------------------------
 

ccxt/async_support/ascendex.py

@@ -1404,6 +1404,8 @@ class ascendex(Exchange, ImplicitAPI):
         #         "timestamp": 1573576916201
         #     }
         #
+        #  & linear(fetchClosedOrders)
+        #
         #     {
         #         "ac": "FUTURES",
         #         "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
@@ -1411,7 +1413,7 @@ class ascendex(Exchange, ImplicitAPI):
         #         "orderId": "a17e0874ecbdU0711043490bbtcpDU5X",
         #         "seqNum": -1,
         #         "orderType": "Limit",
-        #         "execInst": "NULL_VAL",
+        #         "execInst": "NULL_VAL",  # NULL_VAL, ReduceOnly , ...
         #         "side": "Buy",
         #         "symbol": "BTC-PERP",
         #         "price": "30000",
@@ -1500,13 +1502,13 @@ class ascendex(Exchange, ImplicitAPI):
         status = self.parse_order_status(self.safe_string(order, 'status'))
         marketId = self.safe_string(order, 'symbol')
         symbol = self.safe_symbol(marketId, market, '/')
-        timestamp = self.safe_integer_2(order, 'timestamp', 'sendingTime')
+        timestamp = self.safe_integer_n(order, ['timestamp', 'sendingTime', 'time'])
         lastTradeTimestamp = self.safe_integer(order, 'lastExecTime')
         if timestamp is None:
             timestamp = lastTradeTimestamp
         price = self.safe_string(order, 'price')
         amount = self.safe_string(order, 'orderQty')
-        average = self.safe_string(order, 'avgPx')
+        average = self.safe_string_2(order, 'avgPx', 'avgFilledPx')
         filled = self.safe_string_n(order, ['cumFilledQty', 'cumQty', 'fillQty'])
         id = self.safe_string(order, 'orderId')
         clientOrderId = self.safe_string(order, 'id')
@@ -1532,11 +1534,11 @@ class ascendex(Exchange, ImplicitAPI):
             }
         triggerPrice = self.omit_zero(self.safe_string(order, 'stopPrice'))
         reduceOnly = None
-        execInst = self.safe_string(order, 'execInst')
-        if execInst == 'reduceOnly':
+        execInst = self.safe_string_lower(order, 'execInst')
+        if execInst == 'reduceonly':
             reduceOnly = True
         postOnly = None
-        if execInst == 'Post':
+        if execInst == 'post':
             postOnly = True
         return self.safe_order({
             'info': order,
@@ -2247,8 +2249,7 @@ class ascendex(Exchange, ImplicitAPI):
         #     }
         #
         data = self.safe_list(response, 'data', [])
-        isArray = isinstance(data, list)
-        if not isArray:
+        if not isinstance(data, list):
             data = self.safe_list(data, 'data', [])
         return self.parse_orders(data, market, since, limit)
 

ccxt/async_support/base/exchange.py

@@ -2,7 +2,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.92'
+__version__ = '4.4.93'
 
 # -----------------------------------------------------------------------------
 
@@ -1573,6 +1573,9 @@ class Exchange(BaseExchange):
     async def fetch_greeks(self, symbol: str, params={}):
         raise NotSupported(self.id + ' fetchGreeks() is not supported yet')
 
+    async def fetch_all_greeks(self, symbols: Strings = None, params={}):
+        raise NotSupported(self.id + ' fetchAllGreeks() is not supported yet')
+
     async def fetch_option_chain(self, code: str, params={}):
         raise NotSupported(self.id + ' fetchOptionChain() is not supported yet')
 

ccxt/async_support/base/ws/client.py

@@ -137,6 +137,9 @@ class Client(object):
                     self.reject(error)
 
             task.add_done_callback(after_interrupt)
+        else:
+            # connection got terminated after the connection was made and before the receive loop ran
+            self.on_close(1006)
 
     async def open(self, session, backoff_delay=0):
         # exponential backoff for consequent connections if necessary

ccxt/async_support/binance.py

@@ -88,6 +88,7 @@ class binance(Exchange, ImplicitAPI):
                 'editOrder': True,
                 'editOrders': True,
                 'fetchAccounts': None,
+                'fetchAllGreeks': True,
                 'fetchBalance': True,
                 'fetchBidsAsks': True,
                 'fetchBorrowInterest': True,
@@ -10778,6 +10779,7 @@ 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:
@@ -10805,7 +10807,7 @@ 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):
         #
@@ -12423,6 +12425,45 @@ class binance(Exchange, ImplicitAPI):
         #
         return self.parse_greeks(response[0], market)
 
+    async 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>`
+        """
+        await 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 = await 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/async_support/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/async_support/bybit.py

@@ -75,6 +75,7 @@ class bybit(Exchange, ImplicitAPI):
                 'createTriggerOrder': True,
                 'editOrder': True,
                 'editOrders': True,
+                'fetchAllGreeks': True,
                 'fetchBalance': True,
                 'fetchBidsAsks': 'emulated',
                 'fetchBorrowInterest': False,  # temporarily disabled, doesn't work
@@ -1173,6 +1174,7 @@ class bybit(Exchange, ImplicitAPI):
                     '4h': '4h',
                     '1d': '1d',
                 },
+                'useMarkPriceForPositionCollateral': False,  # use mark price for position collateral
             },
             'features': {
                 'default': {
@@ -3726,7 +3728,7 @@ 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
@@ -3936,8 +3938,8 @@ 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:
@@ -6214,12 +6216,14 @@ 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')
@@ -6268,7 +6272,7 @@ 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,
@@ -7625,6 +7629,75 @@ classic accounts only/ spot not supported*  fetches information on an order made
             'datetime': self.iso8601(timestamp),
         })
 
+    async 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>`
+        """
+        await 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 = await 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:
         #
         #     {
@@ -8731,7 +8804,7 @@ 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')
@@ -8745,7 +8818,7 @@ 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')
@@ -8767,7 +8840,7 @@ 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')

ccxt/async_support/coinbaseexchange.py

@@ -39,31 +39,73 @@ class coinbaseexchange(Exchange, ImplicitAPI):
                 'swap': False,
                 'future': False,
                 'option': False,
+                'addMargin': False,
+                'borrowCrossMargin': False,
+                'borrowIsolatedMargin': False,
+                'borrowMargin': False,
                 'cancelAllOrders': True,
                 'cancelOrder': True,
+                'closeAllPositions': False,
+                'closePosition': False,
                 'createDepositAddress': True,
                 'createOrder': True,
+                'createOrderWithTakeProfitAndStopLoss': False,
+                'createOrderWithTakeProfitAndStopLossWs': False,
+                'createPostOnlyOrder': False,
                 'createReduceOnlyOrder': False,
                 'createStopLimitOrder': True,
                 'createStopMarketOrder': True,
                 'createStopOrder': True,
                 'fetchAccounts': True,
                 'fetchBalance': True,
+                'fetchBorrowInterest': False,
+                'fetchBorrowRate': False,
+                'fetchBorrowRateHistories': False,
+                'fetchBorrowRateHistory': False,
+                'fetchBorrowRates': False,
+                'fetchBorrowRatesPerSymbol': False,
                 'fetchClosedOrders': True,
+                'fetchCrossBorrowRate': False,
+                'fetchCrossBorrowRates': False,
                 'fetchCurrencies': True,
                 'fetchDepositAddress': False,  # the exchange does not have self method, only createDepositAddress, see https://github.com/ccxt/ccxt/pull/7405
                 'fetchDeposits': True,
                 'fetchDepositsWithdrawals': 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,
                 'fetchOrders': True,
@@ -75,6 +117,8 @@ class coinbaseexchange(Exchange, ImplicitAPI):
                 'fetchPositionsForSymbol': False,
                 'fetchPositionsHistory': False,
                 'fetchPositionsRisk': False,
+                'fetchPremiumIndexOHLCV': False,
+                'fetchSettlementHistory': False,
                 'fetchTicker': True,
                 'fetchTickers': True,
                 'fetchTime': True,
@@ -82,7 +126,16 @@ class coinbaseexchange(Exchange, ImplicitAPI):
                 'fetchTradingFee': False,
                 'fetchTradingFees': True,
                 'fetchTransactions': 'emulated',
+                'fetchVolatilityHistory': False,
                 'fetchWithdrawals': True,
+                'reduceMargin': False,
+                'repayCrossMargin': False,
+                'repayIsolatedMargin': False,
+                'repayMargin': False,
+                'setLeverage': False,
+                'setMargin': False,
+                'setMarginMode': False,
+                'setPositionMode': False,
                 'withdraw': True,
             },
             'timeframes': {

ccxt/async_support/coincheck.py

@@ -10,6 +10,7 @@ from ccxt.base.types import Any, Balances, Currency, Int, Market, Num, Order, Or
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import AuthenticationError
+from ccxt.base.errors import ArgumentsRequired
 from ccxt.base.errors import BadSymbol
 from ccxt.base.decimal_to_precision import TICK_SIZE
 
@@ -30,30 +31,59 @@ class coincheck(Exchange, ImplicitAPI):
                 'future': False,
                 'option': False,
                 'addMargin': False,
+                'borrowCrossMargin': False,
+                'borrowIsolatedMargin': False,
+                'borrowMargin': False,
                 'cancelOrder': True,
                 'closeAllPositions': False,
                 'closePosition': False,
                 'createOrder': True,
+                'createOrderWithTakeProfitAndStopLoss': False,
+                'createOrderWithTakeProfitAndStopLossWs': False,
+                'createPostOnlyOrder': False,
                 'createReduceOnlyOrder': False,
                 'fetchBalance': True,
+                'fetchBorrowInterest': False,
+                'fetchBorrowRate': False,
                 'fetchBorrowRateHistories': False,
                 'fetchBorrowRateHistory': False,
+                'fetchBorrowRates': False,
+                'fetchBorrowRatesPerSymbol': False,
                 'fetchCrossBorrowRate': False,
                 'fetchCrossBorrowRates': False,
                 'fetchDeposits': True,
                 'fetchFundingHistory': False,
+                'fetchFundingInterval': False,
+                'fetchFundingIntervals': False,
                 'fetchFundingRate': False,
                 'fetchFundingRateHistory': False,
                 'fetchFundingRates': False,
+                'fetchGreeks': False,
                 'fetchIndexOHLCV': False,
                 'fetchIsolatedBorrowRate': False,
                 'fetchIsolatedBorrowRates': False,
+                'fetchIsolatedPositions': False,
                 'fetchLeverage': False,
+                'fetchLeverages': False,
+                'fetchLeverageTiers': False,
+                'fetchLiquidations': False,
+                'fetchLongShortRatio': False,
+                'fetchLongShortRatioHistory': False,
+                'fetchMarginAdjustmentHistory': False,
                 'fetchMarginMode': False,
+                'fetchMarginModes': False,
+                'fetchMarketLeverageTiers': False,
                 'fetchMarkOHLCV': False,
+                'fetchMarkPrices': False,
+                'fetchMyLiquidations': False,
+                'fetchMySettlementHistory': False,
                 'fetchMyTrades': True,
+                'fetchOpenInterest': False,
                 'fetchOpenInterestHistory': False,
+                'fetchOpenInterests': False,
                 'fetchOpenOrders': True,
+                'fetchOption': False,
+                'fetchOptionChain': False,
                 'fetchOrderBook': True,
                 'fetchPosition': False,
                 'fetchPositionHistory': False,
@@ -63,13 +93,19 @@ class coincheck(Exchange, ImplicitAPI):
                 'fetchPositionsHistory': False,
                 'fetchPositionsRisk': False,
                 'fetchPremiumIndexOHLCV': False,
+                'fetchSettlementHistory': False,
                 'fetchTicker': True,
                 'fetchTrades': True,
                 'fetchTradingFee': False,
                 'fetchTradingFees': True,
+                'fetchVolatilityHistory': False,
                 'fetchWithdrawals': True,
                 'reduceMargin': False,
+                'repayCrossMargin': False,
+                'repayIsolatedMargin': False,
+                'repayMargin': False,
                 'setLeverage': False,
+                'setMargin': False,
                 'setMarginMode': False,
                 'setPositionMode': False,
                 'ws': True,
@@ -637,10 +673,15 @@ class coincheck(Exchange, ImplicitAPI):
             'pair': market['id'],
         }
         if type == 'market':
-            order_type = type + '_' + side
-            request['order_type'] = order_type
-            prefix = (order_type + '_') if (side == 'buy') else ''
-            request[prefix + 'amount'] = amount
+            request['order_type'] = type + '_' + side
+            if side == 'sell':
+                request['amount'] = amount
+            else:
+                cost = self.safe_number(params, 'cost')
+                params = self.omit(params, 'cost')
+                if cost is not None:
+                    raise ArgumentsRequired(self.id + ' createOrder() : you should use "cost" parameter instead of "amount" argument to create market buy orders')
+                request['market_buy_amount'] = cost
         else:
             request['order_type'] = side
             request['rate'] = price