# -*- coding: utf-8 -*- # PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN: # https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code from ccxt.async_support.base.exchange import Exchange from ccxt.abstract.bitmex import ImplicitAPI import hashlib from ccxt.base.types import Any, Balances, Currencies, Currency, DepositAddress, Int, LedgerEntry, Leverage, Leverages, Market, MarketType, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, Transaction from typing import List from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError from ccxt.base.errors import PermissionDenied from ccxt.base.errors import ArgumentsRequired from ccxt.base.errors import BadRequest from ccxt.base.errors import BadSymbol from ccxt.base.errors import InsufficientFunds from ccxt.base.errors import InvalidOrder from ccxt.base.errors import OrderNotFound from ccxt.base.errors import DDoSProtection from ccxt.base.errors import ExchangeNotAvailable from ccxt.base.decimal_to_precision import TICK_SIZE from ccxt.base.precise import Precise class bitmex(Exchange, ImplicitAPI): def describe(self) -> Any: return self.deep_extend(super(bitmex, self).describe(), { 'id': 'bitmex', 'name': 'BitMEX', 'countries': ['SC'], # Seychelles 'version': 'v1', 'userAgent': None, # cheapest endpoints are 10 requests per second(trading) # 10 per second => rateLimit = 1000ms / 10 = 100ms # 120 per minute => 2 per second => weight = 5(authenticated) # 30 per minute => 0.5 per second => weight = 20(unauthenticated) 'rateLimit': 100, 'certified': True, 'pro': True, 'has': { 'CORS': None, 'spot': True, 'margin': False, 'swap': True, 'future': True, 'option': False, 'addMargin': None, 'cancelAllOrders': True, 'cancelAllOrdersAfter': True, 'cancelOrder': True, 'cancelOrders': True, 'closeAllPositions': False, 'closePosition': True, 'createOrder': True, 'createReduceOnlyOrder': True, 'createStopOrder': True, 'createTrailingAmountOrder': True, 'createTriggerOrder': True, 'editOrder': True, 'fetchBalance': True, 'fetchClosedOrders': True, 'fetchCurrencies': True, 'fetchDepositAddress': True, 'fetchDepositAddresses': False, 'fetchDepositAddressesByNetwork': False, 'fetchDepositsWithdrawals': 'emulated', 'fetchDepositWithdrawFee': 'emulated', 'fetchDepositWithdrawFees': True, 'fetchFundingHistory': False, 'fetchFundingRate': 'emulated', # emulated in exchange 'fetchFundingRateHistory': True, 'fetchFundingRates': True, 'fetchIndexOHLCV': False, 'fetchLedger': True, 'fetchLeverage': 'emulated', 'fetchLeverages': True, 'fetchLeverageTiers': False, 'fetchLiquidations': True, 'fetchMarginAdjustmentHistory': False, 'fetchMarketLeverageTiers': False, 'fetchMarkets': True, 'fetchMarkOHLCV': False, 'fetchMyLiquidations': False, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenOrders': True, 'fetchOrder': True, 'fetchOrderBook': True, 'fetchOrders': True, 'fetchPosition': False, 'fetchPositionHistory': False, 'fetchPositions': True, 'fetchPositionsHistory': False, 'fetchPositionsRisk': False, 'fetchPremiumIndexOHLCV': False, 'fetchTicker': True, 'fetchTickers': True, 'fetchTrades': True, 'fetchTransactions': 'emulated', 'fetchTransfer': False, 'fetchTransfers': False, 'reduceMargin': None, 'sandbox': True, 'setLeverage': True, 'setMargin': None, 'setMarginMode': True, 'setPositionMode': False, 'transfer': False, 'withdraw': True, }, 'timeframes': { '1m': '1m', '5m': '5m', '1h': '1h', '1d': '1d', }, 'urls': { 'test': { 'public': 'https://testnet.bitmex.com', 'private': 'https://testnet.bitmex.com', }, 'logo': 'https://github.com/user-attachments/assets/c78425ab-78d5-49d6-bd14-db7734798f04', 'api': { 'public': 'https://www.bitmex.com', 'private': 'https://www.bitmex.com', }, 'www': 'https://www.bitmex.com', 'doc': [ 'https://www.bitmex.com/app/apiOverview', 'https://github.com/BitMEX/api-connectors/tree/master/official-http', ], 'fees': 'https://www.bitmex.com/app/fees', 'referral': { 'url': 'https://www.bitmex.com/app/register/NZTR1q', 'discount': 0.1, }, }, 'api': { 'public': { 'get': { 'announcement': 5, 'announcement/urgent': 5, 'chat': 5, 'chat/channels': 5, 'chat/connected': 5, 'chat/pinned': 5, 'funding': 5, 'guild': 5, 'instrument': 5, 'instrument/active': 5, 'instrument/activeAndIndices': 5, 'instrument/activeIntervals': 5, 'instrument/compositeIndex': 5, 'instrument/indices': 5, 'instrument/usdVolume': 5, 'insurance': 5, 'leaderboard': 5, 'liquidation': 5, 'orderBook/L2': 5, 'porl/nonce': 5, 'quote': 5, 'quote/bucketed': 5, 'schema': 5, 'schema/websocketHelp': 5, 'settlement': 5, 'stats': 5, 'stats/history': 5, 'stats/historyUSD': 5, 'trade': 5, 'trade/bucketed': 5, 'wallet/assets': 5, 'wallet/networks': 5, }, }, 'private': { 'get': { 'address': 5, 'apiKey': 5, 'execution': 5, 'execution/tradeHistory': 5, 'globalNotification': 5, 'leaderboard/name': 5, 'order': 5, 'porl/snapshots': 5, 'position': 5, 'user': 5, 'user/affiliateStatus': 5, 'user/checkReferralCode': 5, 'user/commission': 5, 'user/csa': 5, 'user/depositAddress': 5, 'user/executionHistory': 5, 'user/getWalletTransferAccounts': 5, 'user/margin': 5, 'user/quoteFillRatio': 5, 'user/quoteValueRatio': 5, 'user/staking': 5, 'user/staking/instruments': 5, 'user/staking/tiers': 5, 'user/tradingVolume': 5, 'user/unstakingRequests': 5, 'user/wallet': 5, 'user/walletHistory': 5, 'user/walletSummary': 5, 'userAffiliates': 5, 'userEvent': 5, }, 'post': { 'address': 5, 'chat': 5, 'guild': 5, 'guild/archive': 5, 'guild/join': 5, 'guild/kick': 5, 'guild/leave': 5, 'guild/sharesTrades': 5, 'order': 1, 'order/cancelAllAfter': 5, 'order/closePosition': 5, 'position/isolate': 1, 'position/leverage': 1, 'position/riskLimit': 5, 'position/transferMargin': 1, 'user/addSubaccount': 5, 'user/cancelWithdrawal': 5, 'user/communicationToken': 5, 'user/confirmEmail': 5, 'user/confirmWithdrawal': 5, 'user/logout': 5, 'user/preferences': 5, 'user/requestWithdrawal': 5, 'user/unstakingRequests': 5, 'user/updateSubaccount': 5, 'user/walletTransfer': 5, }, 'put': { 'guild': 5, 'order': 1, }, 'delete': { 'order': 1, 'order/all': 1, 'user/unstakingRequests': 5, }, }, }, 'exceptions': { 'exact': { 'Invalid API Key.': AuthenticationError, 'This key is disabled.': PermissionDenied, 'Access Denied': PermissionDenied, 'Duplicate clOrdID': InvalidOrder, 'orderQty is invalid': InvalidOrder, 'Invalid price': InvalidOrder, 'Invalid stopPx for ordType': InvalidOrder, 'Account is restricted': PermissionDenied, # {"error":{"message":"Account is restricted","name":"HTTPError"}} }, 'broad': { 'Signature not valid': AuthenticationError, 'overloaded': ExchangeNotAvailable, 'Account has insufficient Available Balance': InsufficientFunds, 'Service unavailable': ExchangeNotAvailable, # {"error":{"message":"Service unavailable","name":"HTTPError"}} 'Server Error': ExchangeError, # {"error":{"message":"Server Error","name":"HTTPError"}} 'Unable to cancel order due to existing state': InvalidOrder, 'We require all new traders to verify': PermissionDenied, # {"message":"We require all new traders to verify their identity before their first deposit. Please visit bitmex.com/verify to complete the process.","name":"HTTPError"} }, }, 'precisionMode': TICK_SIZE, 'options': { # https://blog.bitmex.com/api_announcement/deprecation-of-api-nonce-header/ # https://github.com/ccxt/ccxt/issues/4789 'api-expires': 5, # in seconds 'fetchOHLCVOpenTimestamp': True, 'oldPrecision': False, 'networks': { 'BTC': 'btc', 'ERC20': 'eth', 'BEP20': 'bsc', 'TRC20': 'tron', 'AVAXC': 'avax', 'NEAR': 'near', 'XTZ': 'xtz', 'DOT': 'dot', 'SOL': 'sol', 'ADA': 'ada', }, }, 'features': { 'default': { 'sandbox': True, 'createOrder': { 'marginMode': True, 'triggerPrice': True, 'triggerPriceType': { 'last': True, 'mark': True, }, 'triggerDirection': True, 'stopLossPrice': False, 'takeProfitPrice': False, 'attachedStopLossTakeProfit': None, 'timeInForce': { 'IOC': True, 'FOK': True, 'PO': True, 'GTD': False, }, 'hedged': False, 'trailing': True, 'marketBuyRequiresPrice': False, 'marketBuyByCost': False, # exchange-supported features # 'selfTradePrevention': True, # 'twap': False, # 'iceberg': False, # 'oco': False, }, 'createOrders': None, 'fetchMyTrades': { 'marginMode': False, 'limit': 500, 'daysBack': None, 'untilDays': 1000000, 'symbolRequired': False, }, 'fetchOrder': { 'marginMode': False, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOpenOrders': { 'marginMode': False, 'limit': 500, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOrders': { 'marginMode': False, 'limit': 500, 'daysBack': None, 'untilDays': 1000000, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchClosedOrders': { 'marginMode': False, 'limit': 500, 'daysBack': None, 'daysBackCanceled': None, 'untilDays': 1000000, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOHLCV': { 'limit': 10000, }, }, 'spot': { 'extends': 'default', 'createOrder': { 'triggerPriceType': { 'index': False, }, }, }, 'derivatives': { 'extends': 'default', 'createOrder': { 'triggerPriceType': { 'index': True, }, }, }, 'swap': { 'linear': { 'extends': 'derivatives', }, 'inverse': { 'extends': 'derivatives', }, }, 'future': { 'linear': { 'extends': 'derivatives', }, 'inverse': { 'extends': 'derivatives', }, }, }, 'commonCurrencies': { 'USDt': 'USDT', 'XBt': 'BTC', 'XBT': 'BTC', 'Gwei': 'ETH', 'GWEI': 'ETH', 'LAMP': 'SOL', 'LAMp': 'SOL', }, }) async def fetch_currencies(self, params={}) -> Currencies: """ fetches all available currencies on an exchange https://www.bitmex.com/api/explorer/#not /Wallet/Wallet_getAssetsConfig :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an associative dictionary of currencies """ response = await self.publicGetWalletAssets(params) # # { # "XBt": { # "asset": "XBT", # "currency": "XBt", # "majorCurrency": "XBT", # "name": "Bitcoin", # "currencyType": "Crypto", # "scale": "8", # # "mediumPrecision": "8", # # "shorterPrecision": "4", # # "symbol": "₿", # # "weight": "1", # # "tickLog": "0", # "enabled": True, # "isMarginCurrency": True, # "minDepositAmount": "10000", # "minWithdrawalAmount": "1000", # "maxWithdrawalAmount": "100000000000000", # "networks": [ # { # "asset": "btc", # "tokenAddress": "", # "depositEnabled": True, # "withdrawalEnabled": True, # "withdrawalFee": "20000", # "minFee": "20000", # "maxFee": "10000000" # } # ] # }, # } # result: dict = {} for i in range(0, len(response)): currency = response[i] asset = self.safe_string(currency, 'asset') code = self.safe_currency_code(asset) id = self.safe_string(currency, 'currency') name = self.safe_string(currency, 'name') chains = self.safe_value(currency, 'networks', []) depositEnabled = False withdrawEnabled = False networks: dict = {} scale = self.safe_string(currency, 'scale') precisionString = self.parse_precision(scale) precision = self.parse_number(precisionString) for j in range(0, len(chains)): chain = chains[j] networkId = self.safe_string(chain, 'asset') network = self.network_id_to_code(networkId) withdrawalFeeRaw = self.safe_string(chain, 'withdrawalFee') withdrawalFee = self.parse_number(Precise.string_mul(withdrawalFeeRaw, precisionString)) isDepositEnabled = self.safe_bool(chain, 'depositEnabled', False) isWithdrawEnabled = self.safe_bool(chain, 'withdrawalEnabled', False) active = (isDepositEnabled and isWithdrawEnabled) if isDepositEnabled: depositEnabled = True if isWithdrawEnabled: withdrawEnabled = True networks[network] = { 'info': chain, 'id': networkId, 'network': network, 'active': active, 'deposit': isDepositEnabled, 'withdraw': isWithdrawEnabled, 'fee': withdrawalFee, 'precision': None, 'limits': { 'withdraw': { 'min': None, 'max': None, }, 'deposit': { 'min': None, 'max': None, }, }, } currencyEnabled = self.safe_value(currency, 'enabled') currencyActive = currencyEnabled or (depositEnabled or withdrawEnabled) minWithdrawalString = self.safe_string(currency, 'minWithdrawalAmount') minWithdrawal = self.parse_number(Precise.string_mul(minWithdrawalString, precisionString)) maxWithdrawalString = self.safe_string(currency, 'maxWithdrawalAmount') maxWithdrawal = self.parse_number(Precise.string_mul(maxWithdrawalString, precisionString)) minDepositString = self.safe_string(currency, 'minDepositAmount') minDeposit = self.parse_number(Precise.string_mul(minDepositString, precisionString)) isCrypto = self.safe_string(currency, 'currencyType') == 'Crypto' result[code] = { 'id': id, 'code': code, 'info': currency, 'name': name, 'active': currencyActive, 'deposit': depositEnabled, 'withdraw': withdrawEnabled, 'fee': None, 'precision': precision, 'limits': { 'amount': { 'min': None, 'max': None, }, 'withdraw': { 'min': minWithdrawal, 'max': maxWithdrawal, }, 'deposit': { 'min': minDeposit, 'max': None, }, }, 'networks': networks, 'type': 'crypto' if isCrypto else 'other', } return result def convert_from_real_amount(self, code, amount): currency = self.currency(code) precision = self.safe_string(currency, 'precision') amountString = self.number_to_string(amount) finalAmount = Precise.string_div(amountString, precision) return self.parse_number(finalAmount) def convert_to_real_amount(self, code: Str, amount: Str): if code is None: return amount elif amount is None: return None currency = self.currency(code) precision = self.safe_string(currency, 'precision') return Precise.string_mul(amount, precision) def amount_to_precision(self, symbol, amount): symbol = self.safe_symbol(symbol) market = self.market(symbol) oldPrecision = self.safe_value(self.options, 'oldPrecision') if market['spot'] and not oldPrecision: amount = self.convert_from_real_amount(market['base'], amount) return super(bitmex, self).amount_to_precision(symbol, amount) def convert_from_raw_quantity(self, symbol, rawQuantity, currencySide='base'): if self.safe_value(self.options, 'oldPrecision'): return self.parse_number(rawQuantity) symbol = self.safe_symbol(symbol) marketExists = self.in_array(symbol, self.symbols) if not marketExists: return self.parse_number(rawQuantity) market = self.market(symbol) if market['spot']: return self.parse_number(self.convert_to_real_amount(market[currencySide], rawQuantity)) return self.parse_number(rawQuantity) def convert_from_raw_cost(self, symbol, rawQuantity): return self.convert_from_raw_quantity(symbol, rawQuantity, 'quote') async def fetch_markets(self, params={}) -> List[Market]: """ retrieves data on all markets for bitmex https://www.bitmex.com/api/explorer/#not /Instrument/Instrument_getActive :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: an array of objects representing market data """ response = await self.publicGetInstrumentActive(params) # # [ # { # "symbol": "LTCUSDT", # "rootSymbol": "LTC", # "state": "Open", # "typ": "FFWCSX", # "listing": "2021-11-10T04:00:00.000Z", # "front": "2021-11-10T04:00:00.000Z", # "expiry": null, # "settle": null, # "listedSettle": null, # "relistInterval": null, # "inverseLeg": "", # "sellLeg": "", # "buyLeg": "", # "optionStrikePcnt": null, # "optionStrikeRound": null, # "optionStrikePrice": null, # "optionMultiplier": null, # "positionCurrency": "LTC", # can be empty for spot markets # "underlying": "LTC", # "quoteCurrency": "USDT", # "underlyingSymbol": "LTCT=", # can be empty for spot markets # "reference": "BMEX", # "referenceSymbol": ".BLTCT", # can be empty for spot markets # "calcInterval": null, # "publishInterval": null, # "publishTime": null, # "maxOrderQty": 1000000000, # "maxPrice": 1000000, # "lotSize": 1000, # "tickSize": 0.01, # "multiplier": 100, # "settlCurrency": "USDt", # can be empty for spot markets # "underlyingToPositionMultiplier": 10000, # "underlyingToSettleMultiplier": null, # "quoteToSettleMultiplier": 1000000, # "isQuanto": False, # "isInverse": False, # "initMargin": 0.03, # "maintMargin": 0.015, # "riskLimit": 1000000000000, # can be null for spot markets # "riskStep": 1000000000000, # can be null for spot markets # "limit": null, # "capped": False, # "taxed": True, # "deleverage": True, # "makerFee": -0.0001, # "takerFee": 0.0005, # "settlementFee": 0, # "insuranceFee": 0, # "fundingBaseSymbol": ".LTCBON8H", # can be empty for spot markets # "fundingQuoteSymbol": ".USDTBON8H", # can be empty for spot markets # "fundingPremiumSymbol": ".LTCUSDTPI8H", # can be empty for spot markets # "fundingTimestamp": "2022-01-14T20:00:00.000Z", # "fundingInterval": "2000-01-01T08:00:00.000Z", # "fundingRate": 0.0001, # "indicativeFundingRate": 0.0001, # "rebalanceTimestamp": null, # "rebalanceInterval": null, # "openingTimestamp": "2022-01-14T17:00:00.000Z", # "closingTimestamp": "2022-01-14T18:00:00.000Z", # "sessionInterval": "2000-01-01T01:00:00.000Z", # "prevClosePrice": 138.511, # "limitDownPrice": null, # "limitUpPrice": null, # "bankruptLimitDownPrice": null, # "bankruptLimitUpPrice": null, # "prevTotalVolume": 12699024000, # "totalVolume": 12702160000, # "volume": 3136000, # "volume24h": 114251000, # "prevTotalTurnover": 232418052349000, # "totalTurnover": 232463353260000, # "turnover": 45300911000, # "turnover24h": 1604331340000, # "homeNotional24h": 11425.1, # "foreignNotional24h": 1604331.3400000003, # "prevPrice24h": 135.48, # "vwap": 140.42165, # "highPrice": 146.42, # "lowPrice": 135.08, # "lastPrice": 144.36, # "lastPriceProtected": 144.36, # "lastTickDirection": "MinusTick", # "lastChangePcnt": 0.0655, # "bidPrice": 143.75, # "midPrice": 143.855, # "askPrice": 143.96, # "impactBidPrice": 143.75, # "impactMidPrice": 143.855, # "impactAskPrice": 143.96, # "hasLiquidity": True, # "openInterest": 38103000, # "openValue": 547963053300, # "fairMethod": "FundingRate", # "fairBasisRate": 0.1095, # "fairBasis": 0.004, # "fairPrice": 143.811, # "markMethod": "FairPrice", # "markPrice": 143.811, # "indicativeTaxRate": null, # "indicativeSettlePrice": 143.807, # "optionUnderlyingPrice": null, # "settledPriceAdjustmentRate": null, # "settledPrice": null, # "timestamp": "2022-01-14T17:49:55.000Z" # } # ] # return self.parse_markets(response) def parse_market(self, market: dict) -> Market: id = self.safe_string(market, 'symbol') baseId = self.safe_string(market, 'underlying') quoteId = self.safe_string(market, 'quoteCurrency') settleId = self.safe_string(market, 'settlCurrency') settle = self.safe_currency_code(settleId) # 'positionCurrency' may be empty("", currently returns for ETHUSD) # so let's take the settlCurrency first and then adjust if needed typ = self.safe_string(market, 'typ') # type definitions at: https://www.bitmex.com/api/explorer/#not /Instrument/Instrument_get type: MarketType swap = False spot = False future = False if typ == 'FFWCSX': type = 'swap' swap = True elif typ == 'IFXXXP': type = 'spot' spot = True elif typ == 'FFCCSX': type = 'future' future = True elif typ == 'FFICSX': # prediction markets(without any volume) quoteId = baseId baseId = self.safe_string(market, 'rootSymbol') type = 'future' future = True base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) contract = swap or future contractSize = None isInverse = self.safe_value(market, 'isInverse') # self is True when BASE and SETTLE are same, i.e. BTC/XXX:BTC isQuanto = self.safe_value(market, 'isQuanto') # self is True when BASE and SETTLE are different, i.e. AXS/XXX:BTC linear = (not isInverse and not isQuanto) if contract else None status = self.safe_string(market, 'state') active = status == 'Open' # Open, Settled, Unlisted expiry = None expiryDatetime = None symbol = None if spot: symbol = base + '/' + quote elif contract: symbol = base + '/' + quote + ':' + settle if linear: multiplierString = self.safe_string_2(market, 'underlyingToPositionMultiplier', 'underlyingToSettleMultiplier') contractSize = self.parse_number(Precise.string_div('1', multiplierString)) else: multiplierString = Precise.string_abs(self.safe_string(market, 'multiplier')) contractSize = self.parse_number(multiplierString) expiryDatetime = self.safe_string(market, 'expiry') expiry = self.parse8601(expiryDatetime) if expiry is not None: symbol = symbol + '-' + self.yymmdd(expiry) else: # for index/exotic markets, default to id symbol = id positionId = self.safe_string_2(market, 'positionCurrency', 'underlying') position = self.safe_currency_code(positionId) positionIsQuote = (position == quote) maxOrderQty = self.safe_number(market, 'maxOrderQty') initMargin = self.safe_string(market, 'initMargin', '1') maxLeverage = self.parse_number(Precise.string_div('1', initMargin)) # subtype should be None for spot markets if spot: isInverse = None isQuanto = None linear = None return { 'id': id, 'symbol': symbol, 'base': base, 'quote': quote, 'settle': settle, 'baseId': baseId, 'quoteId': quoteId, 'settleId': settleId, 'type': type, 'spot': spot, 'margin': False, 'swap': swap, 'future': future, 'option': False, 'active': active, 'contract': contract, 'linear': linear, 'inverse': isInverse, 'quanto': isQuanto, 'taker': self.safe_number(market, 'takerFee'), 'maker': self.safe_number(market, 'makerFee'), 'contractSize': contractSize, 'expiry': expiry, 'expiryDatetime': expiryDatetime, 'strike': self.safe_number(market, 'optionStrikePrice'), 'optionType': None, 'precision': { 'amount': self.safe_number(market, 'lotSize'), 'price': self.safe_number(market, 'tickSize'), }, 'limits': { 'leverage': { 'min': self.parse_number('1') if contract else None, 'max': maxLeverage if contract else None, }, 'amount': { 'min': None, 'max': None if positionIsQuote else maxOrderQty, }, 'price': { 'min': None, 'max': self.safe_number(market, 'maxPrice'), }, 'cost': { 'min': None, 'max': maxOrderQty if positionIsQuote else None, }, }, 'created': None, # 'listing' field is buggy, e.g. 2200-02-01T00:00:00.000Z 'info': market, } def parse_balance(self, response) -> Balances: # # [ # { # "account":1455728, # "currency":"XBt", # "riskLimit":1000000000000, # "prevState":"", # "state":"", # "action":"", # "amount":263542, # "pendingCredit":0, # "pendingDebit":0, # "confirmedDebit":0, # "prevRealisedPnl":0, # "prevUnrealisedPnl":0, # "grossComm":0, # "grossOpenCost":0, # "grossOpenPremium":0, # "grossExecCost":0, # "grossMarkValue":0, # "riskValue":0, # "taxableMargin":0, # "initMargin":0, # "maintMargin":0, # "sessionMargin":0, # "targetExcessMargin":0, # "varMargin":0, # "realisedPnl":0, # "unrealisedPnl":0, # "indicativeTax":0, # "unrealisedProfit":0, # "syntheticMargin":null, # "walletBalance":263542, # "marginBalance":263542, # "marginBalancePcnt":1, # "marginLeverage":0, # "marginUsedPcnt":0, # "excessMargin":263542, # "excessMarginPcnt":1, # "availableMargin":263542, # "withdrawableMargin":263542, # "timestamp":"2020-08-03T12:01:01.246Z", # "grossLastValue":0, # "commission":null # } # ] # result: dict = {'info': response} for i in range(0, len(response)): balance = response[i] currencyId = self.safe_string(balance, 'currency') code = self.safe_currency_code(currencyId) account = self.account() free = self.safe_string(balance, 'availableMargin') total = self.safe_string(balance, 'marginBalance') account['free'] = self.convert_to_real_amount(code, free) account['total'] = self.convert_to_real_amount(code, total) result[code] = account return self.safe_balance(result) async def fetch_balance(self, params={}) -> Balances: """ query for balance and get the amount of funds available for trading or funds locked in orders https://www.bitmex.com/api/explorer/#not /User/User_getMargin :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `balance structure ` """ await self.load_markets() request: dict = { 'currency': 'all', } response = await self.privateGetUserMargin(self.extend(request, params)) # # [ # { # "account":1455728, # "currency":"XBt", # "riskLimit":1000000000000, # "prevState":"", # "state":"", # "action":"", # "amount":263542, # "pendingCredit":0, # "pendingDebit":0, # "confirmedDebit":0, # "prevRealisedPnl":0, # "prevUnrealisedPnl":0, # "grossComm":0, # "grossOpenCost":0, # "grossOpenPremium":0, # "grossExecCost":0, # "grossMarkValue":0, # "riskValue":0, # "taxableMargin":0, # "initMargin":0, # "maintMargin":0, # "sessionMargin":0, # "targetExcessMargin":0, # "varMargin":0, # "realisedPnl":0, # "unrealisedPnl":0, # "indicativeTax":0, # "unrealisedProfit":0, # "syntheticMargin":null, # "walletBalance":263542, # "marginBalance":263542, # "marginBalancePcnt":1, # "marginLeverage":0, # "marginUsedPcnt":0, # "excessMargin":263542, # "excessMarginPcnt":1, # "availableMargin":263542, # "withdrawableMargin":263542, # "timestamp":"2020-08-03T12:01:01.246Z", # "grossLastValue":0, # "commission":null # } # ] # return self.parse_balance(response) async def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: """ fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://www.bitmex.com/api/explorer/#not /OrderBook/OrderBook_getL2 :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols """ await self.load_markets() market = self.market(symbol) request: dict = { 'symbol': market['id'], } if limit is not None: request['depth'] = limit response = await self.publicGetOrderBookL2(self.extend(request, params)) result: dict = { 'symbol': symbol, 'bids': [], 'asks': [], 'timestamp': None, 'datetime': None, 'nonce': None, } for i in range(0, len(response)): order = response[i] side = 'asks' if (order['side'] == 'Sell') else 'bids' amount = self.convert_from_raw_quantity(symbol, self.safe_string(order, 'size')) price = self.safe_number(order, 'price') # https://github.com/ccxt/ccxt/issues/4926 # https://github.com/ccxt/ccxt/issues/4927 # the exchange sometimes returns null price in the orderbook if price is not None: resultSide = result[side] resultSide.append([price, amount]) result['bids'] = self.sort_by(result['bids'], 0, True) result['asks'] = self.sort_by(result['asks'], 0) return result async def fetch_order(self, id: str, symbol: Str = None, params={}): """ fetches information on an order made by the user https://www.bitmex.com/api/explorer/#not /Order/Order_getOrders :param str id: the order id :param str symbol: unified symbol of the market the order was made in :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: An `order structure ` """ filter: dict = { 'filter': { 'orderID': id, }, } response = await self.fetch_orders(symbol, None, None, self.deep_extend(filter, params)) numResults = len(response) if numResults == 1: return response[0] raise OrderNotFound(self.id + ': The order ' + id + ' not found.') async def fetch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ https://www.bitmex.com/api/explorer/#not /Order/Order_getOrders fetches information on multiple orders made by the user :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: the earliest time in ms to fetch orders for :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params) :returns Order[]: a list of `order structures ` """ await self.load_markets() paginate = False paginate, params = self.handle_option_and_params(params, 'fetchOrders', 'paginate') if paginate: return await self.fetch_paginated_call_dynamic('fetchOrders', symbol, since, limit, params, 100) market = None request: dict = {} if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] if since is not None: request['startTime'] = self.iso8601(since) if limit is not None: request['count'] = limit until = self.safe_integer_2(params, 'until', 'endTime') if until is not None: params = self.omit(params, ['until']) request['endTime'] = self.iso8601(until) request = self.deep_extend(request, params) # why the hassle? urlencode in python is kinda broken for nested dicts. # E.g. self.urlencode({"filter": {"open": True}}) will return "filter={'open':+True}" # Bitmex doesn't like that. Hence resorting to self hack. if 'filter' in request: request['filter'] = self.json(request['filter']) response = await self.privateGetOrder(request) return self.parse_orders(response, market, since, limit) async def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetch all unfilled currently open orders https://www.bitmex.com/api/explorer/#not /Order/Order_getOrders :param str symbol: unified market symbol :param int [since]: the earliest time in ms to fetch open orders for :param int [limit]: the maximum number of open orders structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns Order[]: a list of `order structures ` """ request: dict = { 'filter': { 'open': True, }, } return await self.fetch_orders(symbol, since, limit, self.deep_extend(request, params)) async def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetches information on multiple closed orders made by the user https://www.bitmex.com/api/explorer/#not /Order/Order_getOrders :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns Order[]: a list of `order structures ` """ # Bitmex barfs if you set 'open': False in the filter... orders = await self.fetch_orders(symbol, since, limit, params) return self.filter_by_array(orders, 'status', ['closed', 'canceled'], False) async def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): """ fetch all trades made by the user https://www.bitmex.com/api/explorer/#not /Execution/Execution_getTradeHistory :param str symbol: unified market symbol :param int [since]: the earliest time in ms to fetch trades for :param int [limit]: the maximum number of trades structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params) :returns Trade[]: a list of `trade structures ` """ await self.load_markets() paginate = False paginate, params = self.handle_option_and_params(params, 'fetchMyTrades', 'paginate') if paginate: return await self.fetch_paginated_call_dynamic('fetchMyTrades', symbol, since, limit, params, 100) market = None request: dict = {} if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] if since is not None: request['startTime'] = self.iso8601(since) if limit is not None: request['count'] = min(500, limit) until = self.safe_integer_2(params, 'until', 'endTime') if until is not None: params = self.omit(params, ['until']) request['endTime'] = self.iso8601(until) request = self.deep_extend(request, params) # why the hassle? urlencode in python is kinda broken for nested dicts. # E.g. self.urlencode({"filter": {"open": True}}) will return "filter={'open':+True}" # Bitmex doesn't like that. Hence resorting to self hack. if 'filter' in request: request['filter'] = self.json(request['filter']) response = await self.privateGetExecutionTradeHistory(request) # # [ # { # "execID": "string", # "orderID": "string", # "clOrdID": "string", # "clOrdLinkID": "string", # "account": 0, # "symbol": "string", # "side": "string", # "lastQty": 0, # "lastPx": 0, # "underlyingLastPx": 0, # "lastMkt": "string", # "lastLiquidityInd": "string", # "simpleOrderQty": 0, # "orderQty": 0, # "price": 0, # "displayQty": 0, # "stopPx": 0, # "pegOffsetValue": 0, # "pegPriceType": "string", # "currency": "string", # "settlCurrency": "string", # "execType": "string", # "ordType": "string", # "timeInForce": "string", # "execInst": "string", # "contingencyType": "string", # "exDestination": "string", # "ordStatus": "string", # "triggered": "string", # "workingIndicator": True, # "ordRejReason": "string", # "simpleLeavesQty": 0, # "leavesQty": 0, # "simpleCumQty": 0, # "cumQty": 0, # "avgPx": 0, # "commission": 0, # "tradePublishIndicator": "string", # "multiLegReportingType": "string", # "text": "string", # "trdMatchID": "string", # "execCost": 0, # "execComm": 0, # "homeNotional": 0, # "foreignNotional": 0, # "transactTime": "2019-03-05T12:47:02.762Z", # "timestamp": "2019-03-05T12:47:02.762Z" # } # ] # return self.parse_trades(response, market, since, limit) def parse_ledger_entry_type(self, type): types: dict = { 'Withdrawal': 'transaction', 'RealisedPNL': 'margin', 'UnrealisedPNL': 'margin', 'Deposit': 'transaction', 'Transfer': 'transfer', 'AffiliatePayout': 'referral', 'SpotTrade': 'trade', } return self.safe_string(types, type, type) def parse_ledger_entry(self, item: dict, currency: Currency = None) -> LedgerEntry: # # { # "transactID": "69573da3-7744-5467-3207-89fd6efe7a47", # "account": 24321, # "currency": "XBt", # "transactType": "Withdrawal", # "AffiliatePayout", "Transfer", "Deposit", "RealisedPNL", ... # "amount": -1000000, # "fee": 300000, # "transactStatus": "Completed", # "Canceled", ... # "address": "1Ex4fkF4NhQaQdRWNoYpqiPbDBbq18Kdd9", # "tx": "3BMEX91ZhhKoWtsH9QRb5dNXnmnGpiEetA", # "text": "", # "transactTime": "2017-03-21T20:05:14.388Z", # "walletBalance": 0, # balance after # "marginBalance": null, # "timestamp": "2017-03-22T13:09:23.514Z" # } # # ButMEX returns the unrealized pnl from the wallet history endpoint. # The unrealized pnl transaction has an empty timestamp. # It is not related to historical pnl it has status set to "Pending". # Therefore it's not a part of the history at all. # https://github.com/ccxt/ccxt/issues/6047 # # { # "transactID":"00000000-0000-0000-0000-000000000000", # "account":121210, # "currency":"XBt", # "transactType":"UnrealisedPNL", # "amount":-5508, # "fee":0, # "transactStatus":"Pending", # "address":"XBTUSD", # "tx":"", # "text":"", # "transactTime":null, # ←---------------------------- null # "walletBalance":139198767, # "marginBalance":139193259, # "timestamp":null # ←---------------------------- null # } # id = self.safe_string(item, 'transactID') account = self.safe_string(item, 'account') referenceId = self.safe_string(item, 'tx') referenceAccount = None type = self.parse_ledger_entry_type(self.safe_string(item, 'transactType')) currencyId = self.safe_string(item, 'currency') code = self.safe_currency_code(currencyId, currency) currency = self.safe_currency(currencyId, currency) amountString = self.safe_string(item, 'amount') amount = self.convert_to_real_amount(code, amountString) timestamp = self.parse8601(self.safe_string(item, 'transactTime')) if timestamp is None: # https://github.com/ccxt/ccxt/issues/6047 # set the timestamp to zero, 1970 Jan 1 00:00:00 # for unrealized pnl and other transactions without a timestamp timestamp = 0 # see comments above fee = None feeCost = self.safe_string(item, 'fee') if feeCost is not None: feeCost = self.convert_to_real_amount(code, feeCost) fee = { 'cost': self.parse_number(feeCost), 'currency': code, } after = self.safe_string(item, 'walletBalance') if after is not None: after = self.convert_to_real_amount(code, after) before = self.parse_number(Precise.string_sub(self.number_to_string(after), self.number_to_string(amount))) direction = None if Precise.string_lt(amountString, '0'): direction = 'out' amount = self.convert_to_real_amount(code, Precise.string_abs(amountString)) else: direction = 'in' status = self.parse_transaction_status(self.safe_string(item, 'transactStatus')) return self.safe_ledger_entry({ 'info': item, 'id': id, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'direction': direction, 'account': account, 'referenceId': referenceId, 'referenceAccount': referenceAccount, 'type': type, 'currency': code, 'amount': self.parse_number(amount), 'before': before, 'after': self.parse_number(after), 'status': status, 'fee': fee, }, currency) async def fetch_ledger(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[LedgerEntry]: """ fetch the history of changes, actions done by the user or operations that altered the balance of the user https://www.bitmex.com/api/explorer/#not /User/User_getWalletHistory :param str [code]: unified currency code, default is None :param int [since]: timestamp in ms of the earliest ledger entry, default is None :param int [limit]: max number of ledger entries to return, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ledger structure ` """ await self.load_markets() request: dict = { # 'start': 123, } # # if since is not None: # # date-based pagination not supported # } # if limit is not None: request['count'] = limit currency = None if code is not None: currency = self.currency(code) request['currency'] = currency['id'] response = await self.privateGetUserWalletHistory(self.extend(request, params)) # # [ # { # "transactID": "69573da3-7744-5467-3207-89fd6efe7a47", # "account": 24321, # "currency": "XBt", # "transactType": "Withdrawal", # "AffiliatePayout", "Transfer", "Deposit", "RealisedPNL", ... # "amount": -1000000, # "fee": 300000, # "transactStatus": "Completed", # "Canceled", ... # "address": "1Ex4fkF4NhQaQdRWNoYpqiPbDBbq18Kdd9", # "tx": "3BMEX91ZhhKoWtsH9QRb5dNXnmnGpiEetA", # "text": "", # "transactTime": "2017-03-21T20:05:14.388Z", # "walletBalance": 0, # balance after # "marginBalance": null, # "timestamp": "2017-03-22T13:09:23.514Z" # } # ] # return self.parse_ledger(response, currency, since, limit) async def fetch_deposits_withdrawals(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]: """ fetch history of deposits and withdrawals https://www.bitmex.com/api/explorer/#not /User/User_getWalletHistory :param str [code]: unified currency code for the currency of the deposit/withdrawals, default is None :param int [since]: timestamp in ms of the earliest deposit/withdrawal, default is None :param int [limit]: max number of deposit/withdrawals to return, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a list of `transaction structure ` """ await self.load_markets() request: dict = { 'currency': 'all', # 'start': 123, } # # if since is not None: # # date-based pagination not supported # } # currency = None if code is not None: currency = self.currency(code) request['currency'] = currency['id'] if limit is not None: request['count'] = limit response = await self.privateGetUserWalletHistory(self.extend(request, params)) transactions = self.filter_by_array(response, 'transactType', ['Withdrawal', 'Deposit'], False) return self.parse_transactions(transactions, currency, since, limit) def parse_transaction_status(self, status: Str): statuses: dict = { 'Confirmed': 'pending', 'Canceled': 'canceled', 'Completed': 'ok', 'Pending': 'pending', } return self.safe_string(statuses, status, status) def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction: # # { # "transactID": "ffe699c2-95ee-4c13-91f9-0faf41daec25", # "account": 123456, # "currency": "XBt", # "network":'', # "tron" for USDt, etc... # "transactType": "Withdrawal", # "amount": -100100000, # "fee": 100000, # "transactStatus": "Completed", # "address": "385cR5DM96n1HvBDMzLHPYcw89fZAXULJP", # "tx": "3BMEXabcdefghijklmnopqrstuvwxyz123", # "text": '', # "transactTime": "2019-01-02T01:00:00.000Z", # "walletBalance": 99900000, # self field might be inexistent # "marginBalance": None, # self field might be inexistent # "timestamp": "2019-01-02T13:00:00.000Z" # } # currencyId = self.safe_string(transaction, 'currency') currency = self.safe_currency(currencyId, currency) # For deposits, transactTime == timestamp # For withdrawals, transactTime is submission, timestamp is processed transactTime = self.parse8601(self.safe_string(transaction, 'transactTime')) timestamp = self.parse8601(self.safe_string(transaction, 'timestamp')) type = self.safe_string_lower(transaction, 'transactType') # Deposits have no from address or to address, withdrawals have both address = None addressFrom = None addressTo = None if type == 'withdrawal': address = self.safe_string(transaction, 'address') addressFrom = self.safe_string(transaction, 'tx') addressTo = address elif type == 'deposit': addressTo = self.safe_string(transaction, 'address') addressFrom = self.safe_string(transaction, 'tx') amountString = self.safe_string(transaction, 'amount') amountStringAbs = Precise.string_abs(amountString) amount = self.convert_to_real_amount(currency['code'], amountStringAbs) feeCostString = self.safe_string(transaction, 'fee') feeCost = self.convert_to_real_amount(currency['code'], feeCostString) status = self.safe_string(transaction, 'transactStatus') if status is not None: status = self.parse_transaction_status(status) return { 'info': transaction, 'id': self.safe_string(transaction, 'transactID'), 'txid': self.safe_string(transaction, 'tx'), 'type': type, 'currency': currency['code'], 'network': self.network_id_to_code(self.safe_string(transaction, 'network'), currency['code']), 'amount': self.parse_number(amount), 'status': status, 'timestamp': transactTime, 'datetime': self.iso8601(transactTime), 'address': address, 'addressFrom': addressFrom, 'addressTo': addressTo, 'tag': None, 'tagFrom': None, 'tagTo': None, 'updated': timestamp, 'internal': None, 'comment': None, 'fee': { 'currency': currency['code'], 'cost': self.parse_number(feeCost), 'rate': None, }, } async def fetch_ticker(self, symbol: str, params={}) -> Ticker: """ fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market https://www.bitmex.com/api/explorer/#not /Instrument/Instrument_get :param str symbol: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` """ await self.load_markets() market = self.market(symbol) request: dict = { 'symbol': market['id'], } response = await self.publicGetInstrument(self.extend(request, params)) ticker = self.safe_value(response, 0) if ticker is None: raise BadSymbol(self.id + ' fetchTicker() symbol ' + symbol + ' not found') return self.parse_ticker(ticker, market) async def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers: """ fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market https://www.bitmex.com/api/explorer/#not /Instrument/Instrument_getActiveAndIndices :param str[]|None symbols: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a dictionary of `ticker structures ` """ await self.load_markets() symbols = self.market_symbols(symbols) response = await self.publicGetInstrumentActiveAndIndices(params) # same response "fetchMarkets" result: dict = {} for i in range(0, len(response)): ticker = self.parse_ticker(response[i]) symbol = self.safe_string(ticker, 'symbol') if symbol is not None: result[symbol] = ticker return self.filter_by_array_tickers(result, 'symbol', symbols) def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker: # see response sample under "fetchMarkets" because same endpoint is being used here marketId = self.safe_string(ticker, 'symbol') symbol = self.safe_symbol(marketId, market) timestamp = self.parse8601(self.safe_string(ticker, 'timestamp')) open = self.safe_string(ticker, 'prevPrice24h') last = self.safe_string(ticker, 'lastPrice') return self.safe_ticker({ 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': self.safe_string(ticker, 'highPrice'), 'low': self.safe_string(ticker, 'lowPrice'), 'bid': self.safe_string(ticker, 'bidPrice'), 'bidVolume': None, 'ask': self.safe_string(ticker, 'askPrice'), 'askVolume': None, 'vwap': self.safe_string(ticker, 'vwap'), 'open': open, 'close': last, 'last': last, 'previousClose': None, 'change': None, 'percentage': None, 'average': None, 'baseVolume': self.safe_string(ticker, 'homeNotional24h'), 'quoteVolume': self.safe_string(ticker, 'foreignNotional24h'), 'markPrice': self.safe_string(ticker, 'markPrice'), 'info': ticker, }, market) def parse_ohlcv(self, ohlcv, market: Market = None) -> list: # # { # "timestamp":"2015-09-25T13:38:00.000Z", # "symbol":"XBTUSD", # "open":237.45, # "high":237.45, # "low":237.45, # "close":237.45, # "trades":0, # "volume":0, # "vwap":null, # "lastSize":null, # "turnover":0, # "homeNotional":0, # "foreignNotional":0 # } # marketId = self.safe_string(ohlcv, 'symbol') market = self.safe_market(marketId, market) volume = self.convert_from_raw_quantity(market['symbol'], self.safe_string(ohlcv, 'volume')) return [ self.parse8601(self.safe_string(ohlcv, 'timestamp')), self.safe_number(ohlcv, 'open'), self.safe_number(ohlcv, 'high'), self.safe_number(ohlcv, 'low'), self.safe_number(ohlcv, 'close'), volume, ] async def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]: """ fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://www.bitmex.com/api/explorer/#not /Trade/Trade_getBucketed :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params) :returns int[][]: A list of candles ordered, open, high, low, close, volume """ await self.load_markets() paginate = False paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate') if paginate: return await self.fetch_paginated_call_deterministic('fetchOHLCV', symbol, since, limit, timeframe, params) # send JSON key/value pairs, such as {"key": "value"} # filter by individual fields and do advanced queries on timestamps # filter: Dict = {'key': 'value'} # send a bare series(e.g. XBU) to nearest expiring contract in that series # you can also send a timeframe, e.g. XBU:monthly # timeframes: daily, weekly, monthly, quarterly, and biquarterly market = self.market(symbol) request: dict = { 'symbol': market['id'], 'binSize': self.safe_string(self.timeframes, timeframe, timeframe), 'partial': True, # True == include yet-incomplete current bins # 'filter': filter, # filter by individual fields and do advanced queries # 'columns': [], # will return all columns if omitted # 'start': 0, # starting point for results(wtf?) # 'reverse': False, # True == newest first # 'endTime': '', # ending date filter for results } if limit is not None: request['count'] = limit # default 100, max 500 until = self.safe_integer(params, 'until') if until is not None: params = self.omit(params, ['until']) request['endTime'] = self.iso8601(until) duration = self.parse_timeframe(timeframe) * 1000 fetchOHLCVOpenTimestamp = self.safe_bool(self.options, 'fetchOHLCVOpenTimestamp', True) # if since is not set, they will return candles starting from 2017-01-01 if since is not None: timestamp = since if fetchOHLCVOpenTimestamp: timestamp = self.sum(timestamp, duration) startTime = self.iso8601(timestamp) request['startTime'] = startTime # starting date filter for results else: request['reverse'] = True response = await self.publicGetTradeBucketed(self.extend(request, params)) # # [ # {"timestamp":"2015-09-25T13:38:00.000Z","symbol":"XBTUSD","open":237.45,"high":237.45,"low":237.45,"close":237.45,"trades":0,"volume":0,"vwap":null,"lastSize":null,"turnover":0,"homeNotional":0,"foreignNotional":0}, # {"timestamp":"2015-09-25T13:39:00.000Z","symbol":"XBTUSD","open":237.45,"high":237.45,"low":237.45,"close":237.45,"trades":0,"volume":0,"vwap":null,"lastSize":null,"turnover":0,"homeNotional":0,"foreignNotional":0}, # {"timestamp":"2015-09-25T13:40:00.000Z","symbol":"XBTUSD","open":237.45,"high":237.45,"low":237.45,"close":237.45,"trades":0,"volume":0,"vwap":null,"lastSize":null,"turnover":0,"homeNotional":0,"foreignNotional":0} # ] # result = self.parse_ohlcvs(response, market, timeframe, since, limit) if fetchOHLCVOpenTimestamp: # bitmex returns the candle's close timestamp - https://github.com/ccxt/ccxt/issues/4446 # we can emulate the open timestamp by shifting all the timestamps one place # so the previous close becomes the current open, and we drop the first candle for i in range(0, len(result)): result[i][0] = result[i][0] - duration return result def parse_trade(self, trade: dict, market: Market = None) -> Trade: # # fetchTrades(public) # # { # "timestamp": "2018-08-28T00:00:02.735Z", # "symbol": "XBTUSD", # "side": "Buy", # "size": 2000, # "price": 6906.5, # "tickDirection": "PlusTick", # "trdMatchID": "b9a42432-0a46-6a2f-5ecc-c32e9ca4baf8", # "grossValue": 28958000, # "homeNotional": 0.28958, # "foreignNotional": 2000 # } # # fetchMyTrades(private) # # { # "execID": "string", # "orderID": "string", # "clOrdID": "string", # "clOrdLinkID": "string", # "account": 0, # "symbol": "string", # "side": "string", # "lastQty": 0, # "lastPx": 0, # "underlyingLastPx": 0, # "lastMkt": "string", # "lastLiquidityInd": "string", # "simpleOrderQty": 0, # "orderQty": 0, # "price": 0, # "displayQty": 0, # "stopPx": 0, # "pegOffsetValue": 0, # "pegPriceType": "string", # "currency": "string", # "settlCurrency": "string", # "execType": "string", # "ordType": "string", # "timeInForce": "string", # "execInst": "string", # "contingencyType": "string", # "exDestination": "string", # "ordStatus": "string", # "triggered": "string", # "workingIndicator": True, # "ordRejReason": "string", # "simpleLeavesQty": 0, # "leavesQty": 0, # "simpleCumQty": 0, # "cumQty": 0, # "avgPx": 0, # "commission": 0, # "tradePublishIndicator": "string", # "multiLegReportingType": "string", # "text": "string", # "trdMatchID": "string", # "execCost": 0, # "execComm": 0, # "homeNotional": 0, # "foreignNotional": 0, # "transactTime": "2019-03-05T12:47:02.762Z", # "timestamp": "2019-03-05T12:47:02.762Z" # } # marketId = self.safe_string(trade, 'symbol') symbol = self.safe_symbol(marketId, market) timestamp = self.parse8601(self.safe_string(trade, 'timestamp')) priceString = self.safe_string_2(trade, 'avgPx', 'price') amountString = self.convert_from_raw_quantity(symbol, self.safe_string_2(trade, 'size', 'lastQty')) execCost = self.number_to_string(self.convert_from_raw_cost(symbol, self.safe_string(trade, 'execCost'))) id = self.safe_string(trade, 'trdMatchID') order = self.safe_string(trade, 'orderID') side = self.safe_string_lower(trade, 'side') # price * amount doesn't work for all symbols(e.g. XBT, ETH) fee = None feeCostString = self.number_to_string(self.convert_from_raw_cost(symbol, self.safe_string(trade, 'execComm'))) if feeCostString is not None: currencyId = self.safe_string_2(trade, 'settlCurrency', 'currency') fee = { 'cost': feeCostString, 'currency': self.safe_currency_code(currencyId), 'rate': self.safe_string(trade, 'commission'), } # Trade or Funding execType = self.safe_string(trade, 'execType') takerOrMaker = None if feeCostString is not None and execType == 'Trade': takerOrMaker = 'maker' if Precise.string_lt(feeCostString, '0') else 'taker' type = self.safe_string_lower(trade, 'ordType') return self.safe_trade({ 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'id': id, 'order': order, 'type': type, 'takerOrMaker': takerOrMaker, 'side': side, 'price': priceString, 'cost': Precise.string_abs(execCost), 'amount': amountString, 'fee': fee, }, market) def parse_order_status(self, status: Str): statuses: dict = { 'New': 'open', 'PartiallyFilled': 'open', 'Filled': 'closed', 'DoneForDay': 'open', 'Canceled': 'canceled', 'PendingCancel': 'open', 'PendingNew': 'open', 'Rejected': 'rejected', 'Expired': 'expired', 'Stopped': 'open', 'Untriggered': 'open', 'Triggered': 'open', } return self.safe_string(statuses, status, status) def parse_time_in_force(self, timeInForce: Str): timeInForces: dict = { 'Day': 'Day', 'GoodTillCancel': 'GTC', 'ImmediateOrCancel': 'IOC', 'FillOrKill': 'FOK', } return self.safe_string(timeInForces, timeInForce, timeInForce) def parse_order(self, order: dict, market: Market = None) -> Order: # # { # "orderID":"56222c7a-9956-413a-82cf-99f4812c214b", # "clOrdID":"", # "clOrdLinkID":"", # "account":1455728, # "symbol":"XBTUSD", # "side":"Sell", # "simpleOrderQty":null, # "orderQty":1, # "price":40000, # "displayQty":null, # "stopPx":null, # "pegOffsetValue":null, # "pegPriceType":"", # "currency":"USD", # "settlCurrency":"XBt", # "ordType":"Limit", # "timeInForce":"GoodTillCancel", # "execInst":"", # "contingencyType":"", # "exDestination":"XBME", # "ordStatus":"New", # "triggered":"", # "workingIndicator":true, # "ordRejReason":"", # "simpleLeavesQty":null, # "leavesQty":1, # "simpleCumQty":null, # "cumQty":0, # "avgPx":null, # "multiLegReportingType":"SingleSecurity", # "text":"Submitted via API.", # "transactTime":"2021-01-02T21:38:49.246Z", # "timestamp":"2021-01-02T21:38:49.246Z" # } # marketId = self.safe_string(order, 'symbol') market = self.safe_market(marketId, market) symbol = market['symbol'] qty = self.safe_string(order, 'orderQty') cost = None amount = None isInverse = False if marketId is None: defaultSubType = self.safe_string(self.options, 'defaultSubType', 'linear') isInverse = (defaultSubType == 'inverse') else: isInverse = self.safe_bool(market, 'inverse', False) if isInverse: cost = self.convert_from_raw_quantity(symbol, qty) else: amount = self.convert_from_raw_quantity(symbol, qty) average = self.safe_string(order, 'avgPx') filled = None cumQty = self.number_to_string(self.convert_from_raw_quantity(symbol, self.safe_string(order, 'cumQty'))) if isInverse: filled = Precise.string_div(cumQty, average) else: filled = cumQty execInst = self.safe_string(order, 'execInst') postOnly = None if execInst is not None: postOnly = (execInst == 'ParticipateDoNotInitiate') timestamp = self.parse8601(self.safe_string(order, 'timestamp')) triggerPrice = self.safe_number(order, 'stopPx') remaining = self.safe_string(order, 'leavesQty') return self.safe_order({ 'info': order, 'id': self.safe_string(order, 'orderID'), 'clientOrderId': self.safe_string(order, 'clOrdID'), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': self.parse8601(self.safe_string(order, 'transactTime')), 'symbol': symbol, 'type': self.safe_string_lower(order, 'ordType'), 'timeInForce': self.parse_time_in_force(self.safe_string(order, 'timeInForce')), 'postOnly': postOnly, 'side': self.safe_string_lower(order, 'side'), 'price': self.safe_string(order, 'price'), 'triggerPrice': triggerPrice, 'amount': amount, 'cost': cost, 'average': average, 'filled': filled, 'remaining': self.convert_from_raw_quantity(symbol, remaining), 'status': self.parse_order_status(self.safe_string(order, 'ordStatus')), 'fee': None, 'trades': None, }, market) async def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ get the list of most recent trades for a particular symbol https://www.bitmex.com/api/explorer/#not /Trade/Trade_get :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params) :returns Trade[]: a list of `trade structures ` """ await self.load_markets() paginate = False paginate, params = self.handle_option_and_params(params, 'fetchTrades', 'paginate') if paginate: return await self.fetch_paginated_call_dynamic('fetchTrades', symbol, since, limit, params) market = self.market(symbol) request: dict = { 'symbol': market['id'], } if since is not None: request['startTime'] = self.iso8601(since) else: # by default reverse=false, i.e. trades are fetched since the time of market inception(year 2015 for XBTUSD) request['reverse'] = True if limit is not None: request['count'] = min(limit, 1000) # api maximum 1000 until = self.safe_integer_2(params, 'until', 'endTime') if until is not None: params = self.omit(params, ['until']) request['endTime'] = self.iso8601(until) response = await self.publicGetTrade(self.extend(request, params)) # # [ # { # "timestamp": "2018-08-28T00:00:02.735Z", # "symbol": "XBTUSD", # "side": "Buy", # "size": 2000, # "price": 6906.5, # "tickDirection": "PlusTick", # "trdMatchID": "b9a42432-0a46-6a2f-5ecc-c32e9ca4baf8", # "grossValue": 28958000, # "homeNotional": 0.28958, # "foreignNotional": 2000 # }, # { # "timestamp": "2018-08-28T00:00:03.778Z", # "symbol": "XBTUSD", # "side": "Sell", # "size": 1000, # "price": 6906, # "tickDirection": "MinusTick", # "trdMatchID": "0d4f1682-5270-a800-569b-4a0eb92db97c", # "grossValue": 14480000, # "homeNotional": 0.1448, # "foreignNotional": 1000 # }, # ] # return self.parse_trades(response, market, since, limit) async def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): """ create a trade order https://www.bitmex.com/api/explorer/#not /Order/Order_new :param str symbol: unified symbol of the market to create an order in :param str type: 'market' or 'limit' :param str side: 'buy' or 'sell' :param float amount: how much of currency you want to trade in units of base currency :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 float [params.trailingAmount]: the quote amount to trail away from the current market price :returns dict: an `order structure ` """ await self.load_markets() market = self.market(symbol) orderType = self.capitalize(type) reduceOnly = self.safe_value(params, 'reduceOnly') if reduceOnly is not None: if (not market['swap']) and (not market['future']): raise InvalidOrder(self.id + ' createOrder() does not support reduceOnly for ' + market['type'] + ' orders, reduceOnly orders are supported for swap and future markets only') brokerId = self.safe_string(self.options, 'brokerId', 'CCXT') qty = self.parse_to_int(self.amount_to_precision(symbol, amount)) request: dict = { 'symbol': market['id'], 'side': self.capitalize(side), 'orderQty': qty, # lot size multiplied by the number of contracts 'ordType': orderType, 'text': brokerId, } # support for unified trigger format triggerPrice = self.safe_number_n(params, ['triggerPrice', 'stopPx', 'stopPrice']) trailingAmount = self.safe_string_2(params, 'trailingAmount', 'pegOffsetValue') isTriggerOrder = triggerPrice is not None isTrailingAmountOrder = trailingAmount is not None if isTriggerOrder or isTrailingAmountOrder: triggerDirection = self.safe_string(params, 'triggerDirection') triggerAbove = (triggerDirection == 'above') if (type == 'limit') or (type == 'market'): self.check_required_argument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below']) if type == 'limit': if side == 'buy': orderType = 'StopLimit' if triggerAbove else 'LimitIfTouched' else: orderType = 'LimitIfTouched' if triggerAbove else 'StopLimit' elif type == 'market': if side == 'buy': orderType = 'Stop' if triggerAbove else 'MarketIfTouched' else: orderType = 'MarketIfTouched' if triggerAbove else 'Stop' if isTrailingAmountOrder: isStopSellOrder = (side == 'sell') and ((orderType == 'Stop') or (orderType == 'StopLimit')) isBuyIfTouchedOrder = (side == 'buy') and ((orderType == 'MarketIfTouched') or (orderType == 'LimitIfTouched')) if isStopSellOrder or isBuyIfTouchedOrder: trailingAmount = '-' + trailingAmount request['pegOffsetValue'] = self.parse_to_numeric(trailingAmount) request['pegPriceType'] = 'TrailingStopPeg' else: if triggerPrice is None: # if exchange specific trigger types were provided raise ArgumentsRequired(self.id + ' createOrder() requires a triggerPrice parameter for the ' + orderType + ' order type') request['stopPx'] = self.parse_to_numeric(self.price_to_precision(symbol, triggerPrice)) request['ordType'] = orderType params = self.omit(params, ['triggerPrice', 'stopPrice', 'stopPx', 'triggerDirection', 'trailingAmount']) if (orderType == 'Limit') or (orderType == 'StopLimit') or (orderType == 'LimitIfTouched'): request['price'] = self.parse_to_numeric(self.price_to_precision(symbol, price)) clientOrderId = self.safe_string_2(params, 'clOrdID', 'clientOrderId') if clientOrderId is not None: request['clOrdID'] = clientOrderId params = self.omit(params, ['clOrdID', 'clientOrderId']) response = await self.privatePostOrder(self.extend(request, params)) return self.parse_order(response, market) async def edit_order(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}): await self.load_markets() request: dict = {} trailingAmount = self.safe_string_2(params, 'trailingAmount', 'pegOffsetValue') isTrailingAmountOrder = trailingAmount is not None if isTrailingAmountOrder: triggerDirection = self.safe_string(params, 'triggerDirection') triggerAbove = (triggerDirection == 'above') if (type == 'limit') or (type == 'market'): self.check_required_argument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below']) orderType = None if type == 'limit': if side == 'buy': orderType = 'StopLimit' if triggerAbove else 'LimitIfTouched' else: orderType = 'LimitIfTouched' if triggerAbove else 'StopLimit' elif type == 'market': if side == 'buy': orderType = 'Stop' if triggerAbove else 'MarketIfTouched' else: orderType = 'MarketIfTouched' if triggerAbove else 'Stop' isStopSellOrder = (side == 'sell') and ((orderType == 'Stop') or (orderType == 'StopLimit')) isBuyIfTouchedOrder = (side == 'buy') and ((orderType == 'MarketIfTouched') or (orderType == 'LimitIfTouched')) if isStopSellOrder or isBuyIfTouchedOrder: trailingAmount = '-' + trailingAmount request['pegOffsetValue'] = self.parse_to_numeric(trailingAmount) params = self.omit(params, ['triggerDirection', 'trailingAmount']) origClOrdID = self.safe_string_2(params, 'origClOrdID', 'clientOrderId') if origClOrdID is not None: request['origClOrdID'] = origClOrdID clientOrderId = self.safe_string(params, 'clOrdID', 'clientOrderId') if clientOrderId is not None: request['clOrdID'] = clientOrderId params = self.omit(params, ['origClOrdID', 'clOrdID', 'clientOrderId']) else: request['orderID'] = id if amount is not None: qty = self.parse_to_int(self.amount_to_precision(symbol, amount)) request['orderQty'] = qty if price is not None: request['price'] = price brokerId = self.safe_string(self.options, 'brokerId', 'CCXT') request['text'] = brokerId response = await self.privatePutOrder(self.extend(request, params)) return self.parse_order(response) async def cancel_order(self, id: str, symbol: Str = None, params={}): """ cancels an open order https://www.bitmex.com/api/explorer/#not /Order/Order_cancel :param str id: order id :param str symbol: not used by bitmex cancelOrder() :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: An `order structure ` """ await self.load_markets() # https://github.com/ccxt/ccxt/issues/6507 clientOrderId = self.safe_value_2(params, 'clOrdID', 'clientOrderId') request: dict = {} if clientOrderId is None: request['orderID'] = id else: request['clOrdID'] = clientOrderId params = self.omit(params, ['clOrdID', 'clientOrderId']) response = await self.privateDeleteOrder(self.extend(request, params)) order = self.safe_value(response, 0, {}) error = self.safe_string(order, 'error') if error is not None: if error.find('Unable to cancel order due to existing state') >= 0: raise OrderNotFound(self.id + ' cancelOrder() failed: ' + error) return self.parse_order(order) async def cancel_orders(self, ids, symbol: Str = None, params={}): """ cancel multiple orders https://www.bitmex.com/api/explorer/#not /Order/Order_cancel :param str[] ids: order ids :param str symbol: not used by bitmex cancelOrders() :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an list of `order structures ` """ # return await self.cancel_order(ids, symbol, params) await self.load_markets() # https://github.com/ccxt/ccxt/issues/6507 clientOrderId = self.safe_value_2(params, 'clOrdID', 'clientOrderId') request: dict = {} if clientOrderId is None: request['orderID'] = ids else: request['clOrdID'] = clientOrderId params = self.omit(params, ['clOrdID', 'clientOrderId']) response = await self.privateDeleteOrder(self.extend(request, params)) return self.parse_orders(response) async def cancel_all_orders(self, symbol: Str = None, params={}): """ cancel all open orders https://www.bitmex.com/api/explorer/#not /Order/Order_cancelAll :param str symbol: unified market symbol, only orders in the market of self symbol are cancelled when symbol is not None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `order structures ` """ await self.load_markets() request: dict = {} market = None if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] response = await self.privateDeleteOrderAll(self.extend(request, params)) # # [ # { # "orderID": "string", # "clOrdID": "string", # "clOrdLinkID": "string", # "account": 0, # "symbol": "string", # "side": "string", # "simpleOrderQty": 0, # "orderQty": 0, # "price": 0, # "displayQty": 0, # "stopPx": 0, # "pegOffsetValue": 0, # "pegPriceType": "string", # "currency": "string", # "settlCurrency": "string", # "ordType": "string", # "timeInForce": "string", # "execInst": "string", # "contingencyType": "string", # "exDestination": "string", # "ordStatus": "string", # "triggered": "string", # "workingIndicator": True, # "ordRejReason": "string", # "simpleLeavesQty": 0, # "leavesQty": 0, # "simpleCumQty": 0, # "cumQty": 0, # "avgPx": 0, # "multiLegReportingType": "string", # "text": "string", # "transactTime": "2020-06-01T09:36:35.290Z", # "timestamp": "2020-06-01T09:36:35.290Z" # } # ] # return self.parse_orders(response, market) async def cancel_all_orders_after(self, timeout: Int, params={}): """ dead man's switch, cancel all orders after the given timeout https://www.bitmex.com/api/explorer/#not /Order/Order_cancelAllAfter :param number timeout: time in milliseconds, 0 represents cancel the timer :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: the api result """ await self.load_markets() request: dict = { 'timeout': self.parse_to_int(timeout / 1000) if (timeout > 0) else 0, } response = await self.privatePostOrderCancelAllAfter(self.extend(request, params)) # # { # now: '2024-04-09T09:01:56.560Z', # cancelTime: '2024-04-09T09:01:56.660Z' # } # return response async def fetch_leverages(self, symbols: Strings = None, params={}) -> Leverages: """ fetch the set leverage for all contract markets https://www.bitmex.com/api/explorer/#not /Position/Position_get :param str[] [symbols]: a list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a list of `leverage structures ` """ await self.load_markets() leverages = await self.fetch_positions(symbols, params) return self.parse_leverages(leverages, symbols, 'symbol') def parse_leverage(self, leverage: dict, market: Market = None) -> Leverage: marketId = self.safe_string(leverage, 'symbol') return { 'info': leverage, 'symbol': self.safe_symbol(marketId, market), 'marginMode': self.safe_string_lower(leverage, 'marginMode'), 'longLeverage': self.safe_integer(leverage, 'leverage'), 'shortLeverage': self.safe_integer(leverage, 'leverage'), } async def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]: """ fetch all open positions https://www.bitmex.com/api/explorer/#not /Position/Position_get :param str[]|None symbols: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `position structure ` """ await self.load_markets() response = await self.privateGetPosition(params) # # [ # { # "account": 0, # "symbol": "string", # "currency": "string", # "underlying": "string", # "quoteCurrency": "string", # "commission": 0, # "initMarginReq": 0, # "maintMarginReq": 0, # "riskLimit": 0, # "leverage": 0, # "crossMargin": True, # "deleveragePercentile": 0, # "rebalancedPnl": 0, # "prevRealisedPnl": 0, # "prevUnrealisedPnl": 0, # "prevClosePrice": 0, # "openingTimestamp": "2020-11-09T06:53:59.892Z", # "openingQty": 0, # "openingCost": 0, # "openingComm": 0, # "openOrderBuyQty": 0, # "openOrderBuyCost": 0, # "openOrderBuyPremium": 0, # "openOrderSellQty": 0, # "openOrderSellCost": 0, # "openOrderSellPremium": 0, # "execBuyQty": 0, # "execBuyCost": 0, # "execSellQty": 0, # "execSellCost": 0, # "execQty": 0, # "execCost": 0, # "execComm": 0, # "currentTimestamp": "2020-11-09T06:53:59.893Z", # "currentQty": 0, # "currentCost": 0, # "currentComm": 0, # "realisedCost": 0, # "unrealisedCost": 0, # "grossOpenCost": 0, # "grossOpenPremium": 0, # "grossExecCost": 0, # "isOpen": True, # "markPrice": 0, # "markValue": 0, # "riskValue": 0, # "homeNotional": 0, # "foreignNotional": 0, # "posState": "string", # "posCost": 0, # "posCost2": 0, # "posCross": 0, # "posInit": 0, # "posComm": 0, # "posLoss": 0, # "posMargin": 0, # "posMaint": 0, # "posAllowance": 0, # "taxableMargin": 0, # "initMargin": 0, # "maintMargin": 0, # "sessionMargin": 0, # "targetExcessMargin": 0, # "varMargin": 0, # "realisedGrossPnl": 0, # "realisedTax": 0, # "realisedPnl": 0, # "unrealisedGrossPnl": 0, # "longBankrupt": 0, # "shortBankrupt": 0, # "taxBase": 0, # "indicativeTaxRate": 0, # "indicativeTax": 0, # "unrealisedTax": 0, # "unrealisedPnl": 0, # "unrealisedPnlPcnt": 0, # "unrealisedRoePcnt": 0, # "simpleQty": 0, # "simpleCost": 0, # "simpleValue": 0, # "simplePnl": 0, # "simplePnlPcnt": 0, # "avgCostPrice": 0, # "avgEntryPrice": 0, # "breakEvenPrice": 0, # "marginCallPrice": 0, # "liquidationPrice": 0, # "bankruptPrice": 0, # "timestamp": "2020-11-09T06:53:59.894Z", # "lastPrice": 0, # "lastValue": 0 # } # ] # results = self.parse_positions(response, symbols) return self.filter_by_array_positions(results, 'symbol', symbols, False) def parse_position(self, position: dict, market: Market = None): # # { # "account": 9371654, # "symbol": "ETHUSDT", # "currency": "USDt", # "underlying": "ETH", # "quoteCurrency": "USDT", # "commission": 0.00075, # "initMarginReq": 0.3333333333333333, # "maintMarginReq": 0.01, # "riskLimit": 1000000000000, # "leverage": 3, # "crossMargin": False, # "deleveragePercentile": 1, # "rebalancedPnl": 0, # "prevRealisedPnl": 0, # "prevUnrealisedPnl": 0, # "prevClosePrice": 2053.738, # "openingTimestamp": "2022-05-21T04:00:00.000Z", # "openingQty": 0, # "openingCost": 0, # "openingComm": 0, # "openOrderBuyQty": 0, # "openOrderBuyCost": 0, # "openOrderBuyPremium": 0, # "openOrderSellQty": 0, # "openOrderSellCost": 0, # "openOrderSellPremium": 0, # "execBuyQty": 2000, # "execBuyCost": 39260000, # "execSellQty": 0, # "execSellCost": 0, # "execQty": 2000, # "execCost": 39260000, # "execComm": 26500, # "currentTimestamp": "2022-05-21T04:35:16.397Z", # "currentQty": 2000, # "currentCost": 39260000, # "currentComm": 26500, # "realisedCost": 0, # "unrealisedCost": 39260000, # "grossOpenCost": 0, # "grossOpenPremium": 0, # "grossExecCost": 39260000, # "isOpen": True, # "markPrice": 1964.195, # "markValue": 39283900, # "riskValue": 39283900, # "homeNotional": 0.02, # "foreignNotional": -39.2839, # "posState": "", # "posCost": 39260000, # "posCost2": 39260000, # "posCross": 0, # "posInit": 13086667, # "posComm": 39261, # "posLoss": 0, # "posMargin": 13125928, # "posMaint": 435787, # "posAllowance": 0, # "taxableMargin": 0, # "initMargin": 0, # "maintMargin": 13149828, # "sessionMargin": 0, # "targetExcessMargin": 0, # "varMargin": 0, # "realisedGrossPnl": 0, # "realisedTax": 0, # "realisedPnl": -26500, # "unrealisedGrossPnl": 23900, # "longBankrupt": 0, # "shortBankrupt": 0, # "taxBase": 0, # "indicativeTaxRate": null, # "indicativeTax": 0, # "unrealisedTax": 0, # "unrealisedPnl": 23900, # "unrealisedPnlPcnt": 0.0006, # "unrealisedRoePcnt": 0.0018, # "simpleQty": null, # "simpleCost": null, # "simpleValue": null, # "simplePnl": null, # "simplePnlPcnt": null, # "avgCostPrice": 1963, # "avgEntryPrice": 1963, # "breakEvenPrice": 1964.35, # "marginCallPrice": 1328.5, # "liquidationPrice": 1328.5, # "bankruptPrice": 1308.7, # "timestamp": "2022-05-21T04:35:16.397Z", # "lastPrice": 1964.195, # "lastValue": 39283900 # } # market = self.safe_market(self.safe_string(position, 'symbol'), market) symbol = market['symbol'] datetime = self.safe_string(position, 'timestamp') crossMargin = self.safe_value(position, 'crossMargin') marginMode = 'cross' if (crossMargin is True) else 'isolated' notionalString = Precise.string_abs(self.safe_string_2(position, 'foreignNotional', 'homeNotional')) settleCurrencyCode = self.safe_string(market, 'settle') maintenanceMargin = self.convert_to_real_amount(settleCurrencyCode, self.safe_string(position, 'maintMargin')) unrealisedPnl = self.convert_to_real_amount(settleCurrencyCode, self.safe_string(position, 'unrealisedPnl')) contracts = self.parse_number(Precise.string_abs(self.safe_string(position, 'currentQty'))) contractSize = self.safe_number(market, 'contractSize') side = None homeNotional = self.safe_string(position, 'homeNotional') if homeNotional is not None: if homeNotional[0] == '-': side = 'short' else: side = 'long' return self.safe_position({ 'info': position, 'id': self.safe_string(position, 'account'), 'symbol': symbol, 'timestamp': self.parse8601(datetime), 'datetime': datetime, 'lastUpdateTimestamp': None, 'hedged': None, 'side': side, 'contracts': contracts, 'contractSize': contractSize, 'entryPrice': self.safe_number(position, 'avgEntryPrice'), 'markPrice': self.safe_number(position, 'markPrice'), 'lastPrice': None, 'notional': self.parse_number(notionalString), 'leverage': self.safe_number(position, 'leverage'), 'collateral': None, 'initialMargin': self.safe_number(position, 'initMargin'), 'initialMarginPercentage': self.safe_number(position, 'initMarginReq'), 'maintenanceMargin': maintenanceMargin, 'maintenanceMarginPercentage': self.safe_number(position, 'maintMarginReq'), 'unrealizedPnl': unrealisedPnl, 'liquidationPrice': self.safe_number(position, 'liquidationPrice'), 'marginMode': marginMode, 'marginRatio': None, 'percentage': self.safe_number(position, 'unrealisedPnlPcnt'), 'stopLossPrice': None, 'takeProfitPrice': None, }) async def withdraw(self, code: str, amount: float, address: str, tag=None, params={}) -> Transaction: """ make a withdrawal https://www.bitmex.com/api/explorer/#not /User/User_requestWithdrawal :param str code: unified currency code :param float amount: the amount to withdraw :param str address: the address to withdraw to :param str tag: :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `transaction structure ` """ tag, params = self.handle_withdraw_tag_and_params(tag, params) self.check_address(address) await self.load_markets() currency = self.currency(code) qty = self.convert_from_real_amount(code, amount) networkCode = None networkCode, params = self.handle_network_code_and_params(params) request: dict = { 'currency': currency['id'], 'amount': qty, 'address': address, 'network': self.network_code_to_id(networkCode, currency['code']), # 'otpToken': '123456', # requires if two-factor auth(OTP) is enabled # 'fee': 0.001, # bitcoin network fee } if self.twofa is not None: request['otpToken'] = self.totp(self.twofa) response = await self.privatePostUserRequestWithdrawal(self.extend(request, params)) # # { # "transactID": "3aece414-bb29-76c8-6c6d-16a477a51a1e", # "account": 1403035, # "currency": "USDt", # "network": "tron", # "transactType": "Withdrawal", # "amount": -11000000, # "fee": 1000000, # "transactStatus": "Pending", # "address": "TAf5JxcAQQsC2Nm2zu21XE2iDtnisxPo1x", # "tx": "", # "text": "", # "transactTime": "2022-12-16T07:37:06.500Z", # "timestamp": "2022-12-16T07:37:06.500Z", # } # return self.parse_transaction(response, currency) async def fetch_funding_rates(self, symbols: Strings = None, params={}) -> FundingRates: """ fetch the funding rate for multiple markets https://www.bitmex.com/api/explorer/#not /Instrument/Instrument_getActiveAndIndices :param str[]|None symbols: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `funding rate structures `, indexed by market symbols """ await self.load_markets() response = await self.publicGetInstrumentActiveAndIndices(params) # same response "fetchMarkets" filteredResponse = [] for i in range(0, len(response)): item = response[i] marketId = self.safe_string(item, 'symbol') market = self.safe_market(marketId) swap = self.safe_bool(market, 'swap', False) if swap: filteredResponse.append(item) symbols = self.market_symbols(symbols) result = self.parse_funding_rates(filteredResponse) return self.filter_by_array(result, 'symbol', symbols) def parse_funding_rate(self, contract, market: Market = None) -> FundingRate: # see response sample under "fetchMarkets" because same endpoint is being used here datetime = self.safe_string(contract, 'timestamp') marketId = self.safe_string(contract, 'symbol') fundingDatetime = self.safe_string(contract, 'fundingTimestamp') return { 'info': contract, 'symbol': self.safe_symbol(marketId, market), 'markPrice': self.safe_number(contract, 'markPrice'), 'indexPrice': None, 'interestRate': None, 'estimatedSettlePrice': self.safe_number(contract, 'indicativeSettlePrice'), 'timestamp': self.parse8601(datetime), 'datetime': datetime, 'fundingRate': self.safe_number(contract, 'fundingRate'), 'fundingTimestamp': self.parse8601(fundingDatetime), 'fundingDatetime': fundingDatetime, 'nextFundingRate': self.safe_number(contract, 'indicativeFundingRate'), 'nextFundingTimestamp': None, 'nextFundingDatetime': None, 'previousFundingRate': None, 'previousFundingTimestamp': None, 'previousFundingDatetime': None, 'interval': None, } async def fetch_funding_rate_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): """ Fetches the history of funding rates https://www.bitmex.com/api/explorer/#not /Funding/Funding_get :param str symbol: unified symbol of the market to fetch the funding rate history for :param int [since]: timestamp in ms of the earliest funding rate to fetch :param int [limit]: the maximum amount of `funding rate structures ` to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: timestamp in ms for ending date filter :param bool [params.reverse]: if True, will sort results newest first :param int [params.start]: starting point for results :param str [params.columns]: array of column names to fetch in info, if omitted, will return all columns :param str [params.filter]: generic table filter, send json key/value pairs, such as {"key": "value"}, you can key on individual fields, and do more advanced querying on timestamps, see the `timestamp docs ` for more details :returns dict[]: a list of `funding rate structures ` """ await self.load_markets() request: dict = {} market = None if symbol in self.currencies: code = self.currency(symbol) request['symbol'] = code['id'] elif symbol is not None: splitSymbol = symbol.split(':') splitSymbolLength = len(splitSymbol) timeframes = ['nearest', 'daily', 'weekly', 'monthly', 'quarterly', 'biquarterly', 'perpetual'] if (splitSymbolLength > 1) and self.in_array(splitSymbol[1], timeframes): code = self.currency(splitSymbol[0]) symbol = code['id'] + ':' + splitSymbol[1] request['symbol'] = symbol else: market = self.market(symbol) request['symbol'] = market['id'] if since is not None: request['startTime'] = self.iso8601(since) if limit is not None: request['count'] = limit until = self.safe_integer(params, 'until') params = self.omit(params, ['until']) if until is not None: request['endTime'] = self.iso8601(until) if (since is None) and (until is None): request['reverse'] = True response = await self.publicGetFunding(self.extend(request, params)) # # [ # { # "timestamp": "2016-05-07T12:00:00.000Z", # "symbol": "ETHXBT", # "fundingInterval": "2000-01-02T00:00:00.000Z", # "fundingRate": 0.0010890000000000001, # "fundingRateDaily": 0.0010890000000000001 # } # ] # return self.parse_funding_rate_histories(response, market, since, limit) def parse_funding_rate_history(self, info, market: Market = None): # # { # "timestamp": "2016-05-07T12:00:00.000Z", # "symbol": "ETHXBT", # "fundingInterval": "2000-01-02T00:00:00.000Z", # "fundingRate": 0.0010890000000000001, # "fundingRateDaily": 0.0010890000000000001 # } # marketId = self.safe_string(info, 'symbol') datetime = self.safe_string(info, 'timestamp') return { 'info': info, 'symbol': self.safe_symbol(marketId, market), 'fundingRate': self.safe_number(info, 'fundingRate'), 'timestamp': self.parse8601(datetime), 'datetime': datetime, } async def set_leverage(self, leverage: Int, symbol: Str = None, params={}): """ set the level of leverage for a market https://www.bitmex.com/api/explorer/#not /Position/Position_updateLeverage :param float leverage: the rate of leverage :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: response from the exchange """ if symbol is None: raise ArgumentsRequired(self.id + ' setLeverage() requires a symbol argument') if (leverage < 0.01) or (leverage > 100): raise BadRequest(self.id + ' leverage should be between 0.01 and 100') await self.load_markets() market = self.market(symbol) if market['type'] != 'swap' and market['type'] != 'future': raise BadSymbol(self.id + ' setLeverage() supports future and swap contracts only') request: dict = { 'symbol': market['id'], 'leverage': leverage, } return await self.privatePostPositionLeverage(self.extend(request, params)) async def set_margin_mode(self, marginMode: str, symbol: Str = None, params={}): """ set margin mode to 'cross' or 'isolated' https://www.bitmex.com/api/explorer/#not /Position/Position_isolateMargin :param str marginMode: 'cross' or 'isolated' :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: response from the exchange """ if symbol is None: raise ArgumentsRequired(self.id + ' setMarginMode() requires a symbol argument') marginMode = marginMode.lower() if marginMode != 'isolated' and marginMode != 'cross': raise BadRequest(self.id + ' setMarginMode() marginMode argument should be isolated or cross') await self.load_markets() market = self.market(symbol) if (market['type'] != 'swap') and (market['type'] != 'future'): raise BadSymbol(self.id + ' setMarginMode() supports swap and future contracts only') enabled = False if (marginMode == 'cross') else True request: dict = { 'symbol': market['id'], 'enabled': enabled, } return await self.privatePostPositionIsolate(self.extend(request, params)) async def fetch_deposit_address(self, code: str, params={}) -> DepositAddress: """ fetch the deposit address for a currency associated with self account https://www.bitmex.com/api/explorer/#not /User/User_getDepositAddress :param str code: unified currency code :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.network]: deposit chain, can view all chains via self.publicGetWalletAssets, default is eth, unless the currency has a default chain within self.options['networks'] :returns dict: an `address structure ` """ await self.load_markets() networkCode = None networkCode, params = self.handle_network_code_and_params(params) if networkCode is None: raise ArgumentsRequired(self.id + ' fetchDepositAddress requires params["network"]') currency = self.currency(code) params = self.omit(params, 'network') request: dict = { 'currency': currency['id'], 'network': self.network_code_to_id(networkCode, currency['code']), } response = await self.privateGetUserDepositAddress(self.extend(request, params)) # # '"bc1qmex3puyrzn2gduqcnlu70c2uscpyaa9nm2l2j9le2lt2wkgmw33sy7ndjg"' # return { 'info': response, 'currency': code, 'network': networkCode, 'address': response.replace('"', '').replace('"', ''), # Done twice because some languages only replace the first instance 'tag': None, } def parse_deposit_withdraw_fee(self, fee, currency: Currency = None): # # { # "asset": "XBT", # "currency": "XBt", # "majorCurrency": "XBT", # "name": "Bitcoin", # "currencyType": "Crypto", # "scale": "8", # "enabled": True, # "isMarginCurrency": True, # "minDepositAmount": "10000", # "minWithdrawalAmount": "1000", # "maxWithdrawalAmount": "100000000000000", # "networks": [ # { # "asset": "btc", # "tokenAddress": '', # "depositEnabled": True, # "withdrawalEnabled": True, # "withdrawalFee": "20000", # "minFee": "20000", # "maxFee": "10000000" # } # ] # } # networks = self.safe_value(fee, 'networks', []) networksLength = len(networks) result: dict = { 'info': fee, 'withdraw': { 'fee': None, 'percentage': None, }, 'deposit': { 'fee': None, 'percentage': None, }, 'networks': {}, } if networksLength != 0: scale = self.safe_string(fee, 'scale') precision = self.parse_precision(scale) for i in range(0, networksLength): network = networks[i] networkId = self.safe_string(network, 'asset') currencyCode = self.safe_string(currency, 'code') networkCode = self.network_id_to_code(networkId, currencyCode) withdrawalFeeId = self.safe_string(network, 'withdrawalFee') withdrawalFee = self.parse_number(Precise.string_mul(withdrawalFeeId, precision)) result['networks'][networkCode] = { 'deposit': {'fee': None, 'percentage': None}, 'withdraw': {'fee': withdrawalFee, 'percentage': False}, } if networksLength == 1: result['withdraw']['fee'] = withdrawalFee result['withdraw']['percentage'] = False return result async def fetch_deposit_withdraw_fees(self, codes: Strings = None, params={}): """ fetch deposit and withdraw fees https://www.bitmex.com/api/explorer/#not /Wallet/Wallet_getAssetsConfig :param str[]|None codes: list of unified currency codes :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a list of `fee structures ` """ await self.load_markets() assets = await self.publicGetWalletAssets(params) # # [ # { # "asset": "XBT", # "currency": "XBt", # "majorCurrency": "XBT", # "name": "Bitcoin", # "currencyType": "Crypto", # "scale": "8", # "enabled": True, # "isMarginCurrency": True, # "minDepositAmount": "10000", # "minWithdrawalAmount": "1000", # "maxWithdrawalAmount": "100000000000000", # "networks": [ # { # "asset": "btc", # "tokenAddress": '', # "depositEnabled": True, # "withdrawalEnabled": True, # "withdrawalFee": "20000", # "minFee": "20000", # "maxFee": "10000000" # } # ] # }, # ... # ] # return self.parse_deposit_withdraw_fees(assets, codes, 'asset') def calculate_rate_limiter_cost(self, api, method, path, params, config={}): isAuthenticated = self.check_required_credentials(False) cost = self.safe_value(config, 'cost', 1) if cost != 1: # trading endpoints if isAuthenticated: return cost else: return 20 return cost async def fetch_liquidations(self, symbol: str, since: Int = None, limit: Int = None, params={}): """ retrieves the public liquidations of a trading pair https://www.bitmex.com/api/explorer/#not /Liquidation/Liquidation_get :param str symbol: unified CCXT market symbol :param int [since]: the earliest time in ms to fetch liquidations for :param int [limit]: the maximum number of liquidation structures to retrieve :param dict [params]: exchange specific parameters for the bitmex api endpoint :param int [params.until]: timestamp in ms of the latest liquidation :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params) :returns dict: an array of `liquidation structures ` """ await self.load_markets() paginate = False paginate, params = self.handle_option_and_params(params, 'fetchLiquidations', 'paginate') if paginate: return await self.fetch_paginated_call_dynamic('fetchLiquidations', symbol, since, limit, params) market = self.market(symbol) request: dict = { 'symbol': market['id'], } if since is not None: request['startTime'] = since if limit is not None: request['count'] = limit request, params = self.handle_until_option('endTime', request, params) response = await self.publicGetLiquidation(self.extend(request, params)) # # [ # { # "orderID": "string", # "symbol": "string", # "side": "string", # "price": 0, # "leavesQty": 0 # } # ] # return self.parse_liquidations(response, market, since, limit) def parse_liquidation(self, liquidation, market: Market = None): # # { # "orderID": "string", # "symbol": "string", # "side": "string", # "price": 0, # "leavesQty": 0 # } # marketId = self.safe_string(liquidation, 'symbol') return self.safe_liquidation({ 'info': liquidation, 'symbol': self.safe_symbol(marketId, market), 'contracts': None, 'contractSize': self.safe_number(market, 'contractSize'), 'price': self.safe_number(liquidation, 'price'), 'baseValue': None, 'quoteValue': None, 'timestamp': None, 'datetime': None, }) def handle_errors(self, code: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody): if response is None: return None if code == 429: raise DDoSProtection(self.id + ' ' + body) if code >= 400: error = self.safe_value(response, 'error', {}) message = self.safe_string(error, 'message') feedback = self.id + ' ' + body self.throw_exactly_matched_exception(self.exceptions['exact'], message, feedback) self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback) if code == 400: raise BadRequest(feedback) raise ExchangeError(feedback) # unknown message return None def nonce(self): return self.milliseconds() def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): query = '/api/' + self.version + '/' + path if method == 'GET': if params: query += '?' + self.urlencode(params) else: format = self.safe_string(params, '_format') if format is not None: query += '?' + self.urlencode({'_format': format}) params = self.omit(params, '_format') url = self.urls['api'][api] + query isAuthenticated = self.check_required_credentials(False) if api == 'private' or (api == 'public' and isAuthenticated): self.check_required_credentials() auth = method + query expires = self.safe_integer(self.options, 'api-expires') headers = { 'Content-Type': 'application/json', 'api-key': self.apiKey, } expires = self.sum(self.seconds(), expires) stringExpires = str(expires) auth += stringExpires headers['api-expires'] = stringExpires if method == 'POST' or method == 'PUT' or method == 'DELETE': if params: body = self.json(params) auth += body headers['api-signature'] = self.hmac(self.encode(auth), self.encode(self.secret), hashlib.sha256) return {'url': url, 'method': method, 'body': body, 'headers': headers}