# -*- 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.base.exchange import Exchange from ccxt.abstract.defx import ImplicitAPI import hashlib from ccxt.base.types import Any, Balances, Currency, Int, LedgerEntry, Leverage, Market, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, Trade, Transaction from typing import List from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError from ccxt.base.errors import ArgumentsRequired from ccxt.base.errors import BadRequest from ccxt.base.errors import InvalidOrder from ccxt.base.errors import NotSupported from ccxt.base.decimal_to_precision import TICK_SIZE from ccxt.base.precise import Precise class defx(Exchange, ImplicitAPI): def describe(self) -> Any: return self.deep_extend(super(defx, self).describe(), { 'id': 'defx', 'name': 'Defx X', # 'countries': [''], 'rateLimit': 100, 'version': 'v1', 'certified': False, 'pro': False, 'hostname': 'defx.com', 'dex': True, 'has': { 'CORS': None, 'spot': False, 'margin': False, 'swap': True, 'future': False, 'option': False, 'addMargin': True, 'cancelAllOrders': True, 'cancelAllOrdersAfter': False, 'cancelOrder': True, 'cancelWithdraw': False, 'closeAllPositions': True, 'closePosition': True, 'createConvertTrade': False, 'createDepositAddress': False, 'createMarketBuyOrderWithCost': False, 'createMarketOrder': False, 'createMarketOrderWithCost': False, 'createMarketSellOrderWithCost': False, 'createOrder': True, 'createOrderWithTakeProfitAndStopLoss': True, 'createReduceOnlyOrder': True, 'createStopLimitOrder': False, 'createStopLossOrder': False, 'createStopMarketOrder': False, 'createStopOrder': False, 'createTakeProfitOrder': True, 'createTrailingAmountOrder': False, 'createTrailingPercentOrder': False, 'createTriggerOrder': True, 'fetchAccounts': False, 'fetchBalance': True, 'fetchCanceledOrders': True, 'fetchClosedOrder': False, 'fetchClosedOrders': True, 'fetchConvertCurrencies': False, 'fetchConvertQuote': False, 'fetchConvertTrade': False, 'fetchConvertTradeHistory': False, 'fetchCurrencies': False, 'fetchDepositAddress': False, 'fetchDepositAddresses': False, 'fetchDepositAddressesByNetwork': False, 'fetchDeposits': False, 'fetchDepositsWithdrawals': False, 'fetchFundingHistory': False, 'fetchFundingInterval': False, 'fetchFundingIntervals': False, 'fetchFundingRate': True, 'fetchFundingRateHistory': False, 'fetchFundingRates': False, 'fetchIndexOHLCV': False, 'fetchLedger': True, 'fetchLeverage': False, 'fetchMarginAdjustmentHistory': False, 'fetchMarginMode': False, 'fetchMarkets': True, 'fetchMarkOHLCV': False, 'fetchMarkPrice': False, 'fetchMarkPrices': False, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenInterestHistory': False, 'fetchOpenOrder': False, 'fetchOpenOrders': True, 'fetchOrder': True, 'fetchOrderBook': True, 'fetchOrders': True, 'fetchOrderTrades': False, 'fetchPosition': True, 'fetchPositionHistory': False, 'fetchPositionMode': False, 'fetchPositions': True, 'fetchPositionsHistory': False, 'fetchPremiumIndexOHLCV': False, 'fetchStatus': True, 'fetchTicker': True, 'fetchTickers': True, 'fetchTime': True, 'fetchTrades': True, 'fetchTradingFee': False, 'fetchTradingFees': False, 'fetchTransactions': False, 'fetchTransfers': False, 'fetchWithdrawals': False, 'reduceMargin': False, 'sandbox': True, 'setLeverage': True, 'setMargin': False, 'setPositionMode': False, 'transfer': False, 'withdraw': True, }, 'timeframes': { '1m': '1m', '3m': '3m', '5m': '5m', '15m': '15m', '30m': '30m', '1h': '1h', '2h': '2h', '4h': '4h', '12h': '12h', '1d': '1d', '1w': '1w', '1M': '1M', }, 'urls': { 'logo': 'https://github.com/user-attachments/assets/4e92bace-d7a9-45ea-92be-122168dc87e4', 'api': { 'public': 'https://api.{hostname}', 'private': 'https://api.{hostname}', }, 'test': { 'public': 'https://api.testnet.{hostname}', 'private': 'https://api.testnet.{hostname}', }, 'www': 'https://defx.com/home', 'doc': [ 'https://docs.defx.com/docs', 'https://api-docs.defx.com/', ], 'fees': [ '', ], 'referral': { 'url': 'https://app.defx.com/join/6I2CZ7', }, }, 'api': { 'v1': { 'public': { 'get': { 'healthcheck/ping': 1, 'symbols/{symbol}/ohlc': 1, 'symbols/{symbol}/trades': 1, 'symbols/{symbol}/prices': 1, 'symbols/{symbol}/ticker/24hr': 1, 'symbols/{symbol}/depth/{level}/{slab}': 1, 'ticker/24HrAgg': 1, 'c/markets': 1, 'c/markets/metadata': 1, 'analytics/market/stats/newUsers': 1, 'analytics/market/stats/tvl': 1, 'analytics/market/stats/volumeByInstrument': 1, 'analytics/market/stats/liquidation': 1, 'analytics/market/stats/totalVolume': 1, 'analytics/market/stats/openInterest': 1, 'analytics/market/stats/totalTrades': 1, 'analytics/market/stats/basis': 1, 'analytics/market/stats/insuranceFund': 1, 'analytics/market/stats/longAndShortRatio': 1, 'analytics/market/stats/fundingRate': 1, 'analytics/market/overview': 1, 'explorer/search': 1, 'explorer/transactions': 1, 'explorer/blocks': 1, }, }, 'private': { 'get': { 'api/order/{orderId}': 1, 'api/orders': 1, 'api/orders/oco/{parentOrderId}': 1, 'api/trades': 1, 'api/position/active': 1, 'api/users/metadata/leverage': 1, 'api/users/metadata/feeMultiplier': 1, 'api/users/metadata/slippage': 1, 'api/users/referral': 1, 'api/users/apikeys': 1, 'connection-signature-message/evm': 1, 'api/users/profile/wallets': 1, 'api/notifications': 1, 'api/wallet/balance': 1, 'api/wallet/transactions': 1, 'api/analytics/user/overview': 1, 'api/analytics/user/pnl': 1, 'api/analytics/points/overview': 1, 'api/analytics/points/history': 1, }, 'post': { 'api/order': 1, 'api/position/oco': 1, 'api/users/socket/listenKeys': 1, 'api/users/metadata/leverage': 1, 'api/users/metadata/feeMultiplier': 1, 'api/users/metadata/slippage': 1, 'api/users/referral/recordReferralSignup': 1, 'api/users/apikeys': 1, 'api/users/profile/wallets': 1, 'api/transfers/withdrawal': 1, 'api/transfers/bridge/withdrawal': 1, }, 'put': { 'api/position/updatePositionMargin': 1, 'api/users/socket/listenKeys/{listenKey}': 1, 'api/users/apikeys/{accessKey}/status': 1, 'api/users/referral': 1, }, 'patch': { 'api/users/apikeys/{accessKey}': 1, }, 'delete': { 'api/orders/allOpen': 1, 'api/order/{orderId}': 1, 'api/position/{positionId}': 1, 'api/position/all': 1, 'api/users/socket/listenKeys/{listenKey}': 1, 'api/users/apikeys/{accessKey}': 1, }, }, }, }, 'fees': { 'trading': { 'tierBased': True, 'percentage': True, 'maker': self.parse_number('0.0002'), 'taker': self.parse_number('0.0005'), }, }, 'options': { 'sandboxMode': False, }, 'features': { 'spot': None, 'forDerivatives': { 'sandbox': True, 'createOrder': { 'marginMode': False, 'triggerPrice': True, # todo implement 'triggerPriceType': { 'last': True, 'mark': True, 'index': False, }, 'triggerDirection': False, 'stopLossPrice': False, # todo 'takeProfitPrice': False, # todo 'attachedStopLossTakeProfit': None, 'timeInForce': { 'IOC': True, 'FOK': True, 'PO': True, 'GTD': False, }, 'hedged': False, 'selfTradePrevention': False, 'trailing': False, 'iceberg': False, 'leverage': False, 'marketBuyByCost': False, 'marketBuyRequiresPrice': False, }, 'createOrders': None, 'fetchMyTrades': { 'marginMode': False, 'limit': 1000, 'daysBack': None, 'untilDays': None, 'symbolRequired': False, }, 'fetchOrder': { 'marginMode': False, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOpenOrders': { 'marginMode': True, 'limit': 100, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOrders': { 'marginMode': False, 'limit': 500, 'daysBack': 100000, 'untilDays': 100000, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchClosedOrders': { 'marginMode': False, 'limit': 500, 'daysBack': 100000, 'daysBackCanceled': 1, 'untilDays': 100000, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOHLCV': { 'limit': 1000, }, }, 'swap': { 'linear': { 'extends': 'forDerivatives', }, 'inverse': None, }, 'future': { 'linear': None, 'inverse': None, }, }, 'commonCurrencies': {}, 'exceptions': { 'exact': { '404': BadRequest, # {"errorCode":404,"errorMessage":"Not Found"} 'missing_auth_signature': AuthenticationError, # {"msg":"Missing auth signature","code":"missing_auth_signature"} 'order_rejected': InvalidOrder, # {"success":false,"err":{"msg":"Order has already been rejected","code":"order_rejected"}} 'invalid_order_id': InvalidOrder, # {"success":false,"err":{"msg":"Invalid order id","code":"invalid_order_id"}} 'filter_lotsize_maxqty': InvalidOrder, # {"errorCode":"filter_lotsize_maxqty","errorMessage":"LOT_SIZE filter failed, quantity more than maxQty","errorData":{"maxQty":"5000.00"}} 'filter_notional_min': InvalidOrder, # {"errorCode":"filter_notional_min","errorMessage":"NOTIONAL filter failed, Notional value of quote asset less than minNotional","errorData":{"minNotional":"100.00000000"}} 'failed_index_price_up_multiplier_filter': InvalidOrder, # {"errorCode":"failed_index_price_up_multiplier_filter","errorMessage":"failed_index_price_up_multiplier_filter","errorData":{"maxPrice":"307.81241042"}} 'no_open_orders': InvalidOrder, # {"errorMessage":"No open orders found","errorCode":"no_open_orders"} 'active_position_not_found': InvalidOrder, # {"errorCode":"active_position_not_found","errorMessage":"Active position not found"} 'position_inactive': InvalidOrder, # {"errorCode":"position_inactive","errorMessage":"Position is already inactive"} 'invalid_position_id': InvalidOrder, # {"errorCode":"invalid_position_id","errorMessage":"Position id is invalid"} 'Internal server error': ExchangeError, # {"msg":"Internal server error","code":"internal_server_error"} }, 'broad': { 'Bad Request': BadRequest, # {"errorMessage":"Bad Request","data":[{"param":"symbol","message":"\"symbol\" must be one of [ETH_USDC, BTC_USDC, BNB_USDC, SOL_USDC, DOGE_USDC, TON_USDC, AVAX_USDC, WIF_USDC, KPEPE_USDC, KSHIB_USDC, KBONK_USDC, MOODENG_USDC, POPCAT_USDC, MOTHER_USDC]"}]} }, }, 'precisionMode': TICK_SIZE, }) def fetch_status(self, params={}): """ the latest known information on the availability of the exchange API https://api-docs.defx.com/#4b03bb3b-a0fa-4dfb-b96c-237bde0ce9e6 :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `status structure ` """ response = self.v1PublicGetHealthcheckPing(params) # # { # "success": True, # "t": 1709705048323, # "v": "0.0.7", # "msg": "A programmer’s wife tells him, “While you’re at the grocery store, buy some eggs.” He never comes back." # } # status = None success = self.safe_bool(response, 'success') if success: status = 'ok' else: status = 'error' return { 'status': status, 'updated': None, 'eta': None, 'url': None, 'info': response, } def fetch_time(self, params={}) -> Int: """ fetches the current integer timestamp in milliseconds from the exchange server https://api-docs.defx.com/#4b03bb3b-a0fa-4dfb-b96c-237bde0ce9e6 :param dict [params]: extra parameters specific to the exchange API endpoint :returns int: the current integer timestamp in milliseconds from the exchange server """ response = self.v1PublicGetHealthcheckPing(params) # # { # "success": True, # "t": 1709705048323, # "v": "0.0.7", # "msg": "A programmer’s wife tells him, “While you’re at the grocery store, buy some eggs.” He never comes back." # } # return self.safe_integer(response, 't') def fetch_markets(self, params={}) -> List[Market]: """ retrieves data on all markets for defx https://api-docs.defx.com/#73cce0c8-f842-4891-9145-01bb6d61324d https://api-docs.defx.com/#24fd4e5b-840e-451e-99e0-7fea47c7f371 :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: an array of objects representing market data """ request = { 'type': 'perps', } promises = [ self.v1PublicGetCMarkets(self.extend(request, params)), self.v1PublicGetCMarketsMetadata(self.extend(request, params)), ] responses = promises # # { # "data": [ # { # "market": "DOGE_USDC", # "candleWindows": [ # "1m", # "3m", # "5m", # "15m", # "30m", # "1h", # "2h", # "4h", # "12h", # "1d", # "1w", # "1M" # ], # "depthSlabs": [ # "0.00001", # "0.00005", # "0.0001", # "0.001", # "0.01" # ], # "filters": [ # { # "filterType": "LOT_SIZE", # "minQty": "1.00000", # "maxQty": "1500000.00000", # "stepSize": "1.00000" # }, # { # "filterType": "MARKET_LOT_SIZE", # "minQty": "1.00000", # "maxQty": "750000.00000", # "stepSize": "1.00000" # }, # { # "filterType": "PRICE_FILTER", # "minPrice": "0.00244000", # "maxPrice": "30.00000000", # "tickSize": "0.00001" # }, # { # "filterType": "NOTIONAL", # "minNotional": "100.00000000" # }, # { # "filterType": "PERCENT_PRICE_BY_SIDE", # "bidMultiplierUp": "1.5", # "bidMultiplierDown": "0.5", # "askMultiplierUp": "1.5", # "askMultiplierDown": "0.5" # }, # { # "filterType": "INDEX_PRICE_FILTER", # "multiplierUp": "1.3", # "multiplierDown": "0.7" # } # ], # "cappedLeverage": "25", # "maintenanceMarginTiers": [ # { # "tier": "1", # "minMaintenanceMargin": "0", # "maxMaintenanceMargin": "2500", # "leverage": "25" # }, # { # "tier": "2", # "minMaintenanceMargin": "2500", # "maxMaintenanceMargin": "12500", # "leverage": "20" # }, # { # "tier": "3", # "minMaintenanceMargin": "12500", # "maxMaintenanceMargin": "25000", # "leverage": "15" # }, # { # "tier": "4", # "minMaintenanceMargin": "25000", # "maxMaintenanceMargin": "50000", # "leverage": "10" # }, # { # "tier": "5", # "minMaintenanceMargin": "50000", # "maxMaintenanceMargin": "75000", # "leverage": "8" # }, # { # "tier": "6", # "minMaintenanceMargin": "75000", # "maxMaintenanceMargin": "125000", # "leverage": "7" # }, # { # "tier": "7", # "minMaintenanceMargin": "125000", # "maxMaintenanceMargin": "187500", # "leverage": "5" # }, # { # "tier": "8", # "minMaintenanceMargin": "187500", # "maxMaintenanceMargin": "250000", # "leverage": "3" # }, # { # "tier": "9", # "minMaintenanceMargin": "250000", # "maxMaintenanceMargin": "375000", # "leverage": "2" # }, # { # "tier": "10", # "minMaintenanceMargin": "375000", # "maxMaintenanceMargin": "500000", # "leverage": "1" # } # ], # "fees": { # "maker": "0.08", # "taker": "0.1" # } # }, # ] # } # activeMarkets = self.safe_list(responses[0], 'data') activeMarketsByType = self.index_by(activeMarkets, 'market') marketMetadatas = self.safe_list(responses[1], 'data') for i in range(0, len(marketMetadatas)): marketId = marketMetadatas[i]['market'] status = None if marketId in activeMarketsByType: status = activeMarketsByType[marketId]['status'] marketMetadatas[i]['status'] = status return self.parse_markets(marketMetadatas) def parse_market(self, market: dict) -> Market: marketId = self.safe_string(market, 'market') parts = marketId.split('_') baseId = self.safe_string(parts, 0) quoteId = self.safe_string(parts, 1) base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) symbol = base + '/' + quote + ':' + quote filters = self.safe_list(market, 'filters', []) fees = self.safe_dict(market, 'fees', {}) filtersByType = self.index_by(filters, 'filterType') priceFilter = self.safe_dict(filtersByType, 'PRICE_FILTER', {}) lotFilter = self.safe_dict(filtersByType, 'LOT_SIZE', {}) marketLotFilter = self.safe_dict(filtersByType, 'MARKET_LOT_SIZE', {}) notionalFilter = self.safe_dict(filtersByType, 'NOTIONAL', {}) return { 'id': marketId, 'symbol': symbol, 'base': base, 'quote': quote, 'settle': quote, 'baseId': baseId, 'quoteId': quoteId, 'settleId': quoteId, 'type': 'swap', 'spot': False, 'margin': False, 'swap': True, 'future': False, 'option': False, 'active': self.safe_string(market, 'status', '') == 'active', 'contract': True, 'linear': True, 'inverse': False, 'taker': self.safe_number(fees, 'taker'), 'maker': self.safe_number(fees, 'maker'), 'contractSize': self.parse_number('1'), 'expiry': None, 'expiryDatetime': None, 'strike': None, 'optionType': None, 'precision': { 'amount': self.safe_number(lotFilter, 'stepSize'), 'price': self.safe_number(priceFilter, 'tickSize'), }, 'limits': { 'leverage': { 'min': None, 'max': self.safe_number(market, 'cappedLeverage'), }, 'amount': { 'min': self.safe_number(lotFilter, 'minQty'), 'max': self.safe_number(lotFilter, 'maxQty'), }, 'price': { 'min': self.safe_number(priceFilter, 'minPrice'), 'max': self.safe_number(priceFilter, 'maxPrice'), }, 'cost': { 'min': self.safe_number(notionalFilter, 'minNotional'), 'max': None, }, 'market': { 'min': self.safe_number(marketLotFilter, 'minQty'), 'max': self.safe_number(marketLotFilter, 'maxQty'), }, }, 'created': None, 'info': market, } 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://api-docs.defx.com/#fe6f81d0-2f3a-4eee-976f-c8fc8f4c5d56 :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 ` """ self.load_markets() market = self.market(symbol) request: dict = { 'symbol': market['id'], } response = self.v1PublicGetSymbolsSymbolTicker24hr(self.extend(request, params)) # # { # "symbol": "BTC_USDC", # "priceChange": "0", # "priceChangePercent": "0", # "weightedAvgPrice": "0", # "lastPrice": "2.00", # "lastQty": "10.000", # "bestBidPrice": "1646.00", # "bestBidQty": "10.000", # "bestAskPrice": "1646.00", # "bestAskQty": "10.000", # "openPrice": "0.00", # "highPrice": "0.00", # "lowPrice": "0.00", # "volume": "0.000", # "quoteVolume": "0.00", # "openTime": 1700142658697, # "closeTime": 1700142658697, # "openInterestBase": "1.000", # "openInterestQuote": "0.43112300" # } # return self.parse_ticker(response, market) 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://api-docs.defx.com/#8c61cfbd-40d9-410e-b014-f5b36eba51d1 :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 ` """ self.load_markets() market = None if symbols is not None: symbols = self.market_symbols(symbols) firstSymbol = self.safe_string(symbols, 0) if firstSymbol is not None: market = self.market(firstSymbol) type = None type, params = self.handle_market_type_and_params('fetchTickers', market, params) if type == 'spot': raise NotSupported(self.id + ' fetchTickers() is not supported for ' + type + ' markets') response = self.v1PublicGetTicker24HrAgg(params) # # { # "ETH_USDC": { # "priceChange": "0", # "priceChangePercent": "0", # "openPrice": "1646.15", # "highPrice": "1646.15", # "lowPrice": "1646.15", # "lastPrice": "1646.15", # "quoteVolume": "13.17", # "volume": "0.008", # "markPrice": "1645.15" # } # } # return self.parse_tickers(response, symbols) def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker: # # fetchTicker # # { # "symbol": "BTC_USDC", # "priceChange": "0", # "priceChangePercent": "0", # "weightedAvgPrice": "0", # "lastPrice": "2.00", # "lastQty": "10.000", # "bestBidPrice": "1646.00", # "bestBidQty": "10.000", # "bestAskPrice": "1646.00", # "bestAskQty": "10.000", # "openPrice": "0.00", # "highPrice": "0.00", # "lowPrice": "0.00", # "volume": "0.000", # "quoteVolume": "0.00", # "openTime": 1700142658697, # "closeTime": 1700142658697, # "openInterestBase": "1.000", # "openInterestQuote": "0.43112300" # } # # fetchTickers # # "ETH_USDC": { # "priceChange": "0", # "priceChangePercent": "0", # "openPrice": "1646.15", # "highPrice": "1646.15", # "lowPrice": "1646.15", # "lastPrice": "1646.15", # "quoteVolume": "13.17", # "volume": "0.008", # "markPrice": "1645.15" # } # # fetchMarkPrice # # { # "markPrice": "100.00", # "indexPrice": "100.00", # "ltp": "101.34", # "movingFundingRate": "0.08", # "payoutFundingRate": "-0.03", # "nextFundingPayout": 1711555532146 # } # marketId = self.safe_string(ticker, 'symbol') if marketId is not None: market = self.market(marketId) symbol = market['symbol'] open = self.safe_string(ticker, 'openPrice') high = self.safe_string(ticker, 'highPrice') low = self.safe_string(ticker, 'lowPrice') close = self.safe_string(ticker, 'lastPrice') quoteVolume = self.safe_string(ticker, 'quoteVolume') baseVolume = self.safe_string(ticker, 'volume') percentage = self.safe_string(ticker, 'priceChangePercent') change = self.safe_string(ticker, 'priceChange') ts = self.safe_integer(ticker, 'closeTime') if ts == 0: ts = None datetime = self.iso8601(ts) bid = self.safe_string(ticker, 'bestBidPrice') bidVolume = self.safe_string(ticker, 'bestBidQty') ask = self.safe_string(ticker, 'bestAskPrice') askVolume = self.safe_string(ticker, 'bestAskQty') return self.safe_ticker({ 'symbol': symbol, 'timestamp': ts, 'datetime': datetime, 'high': high, 'low': low, 'bid': bid, 'bidVolume': bidVolume, 'ask': ask, 'askVolume': askVolume, 'vwap': None, 'open': open, 'close': close, 'last': None, 'previousClose': None, 'change': change, 'percentage': percentage, 'average': None, 'baseVolume': baseVolume, 'quoteVolume': quoteVolume, 'markPrice': self.safe_string(ticker, 'markPrice'), 'indexPrice': self.safe_string(ticker, 'indexPrice'), 'info': ticker, }, market) def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]: """ https://api-docs.defx.com/#54b71951-1472-4670-b5af-4c2dc41e73d0 fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market :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]: max=1000, max=100 when since is defined and is less than(now - (999 * (timeframe in ms))) :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: the latest time in ms to fetch orders for :returns int[][]: A list of candles ordered, open, high, low, close, volume """ self.load_markets() market = self.market(symbol) maxLimit = 1000 if limit is None: limit = maxLimit limit = min(maxLimit, limit) request: dict = { 'symbol': market['id'], 'interval': self.safe_string(self.timeframes, timeframe, timeframe), 'limit': limit, } until = self.safe_integer_2(params, 'until', 'till') params = self.omit(params, ['until', 'till']) request['endTime'] = self.milliseconds() if (until is None) else until if since is None: request['startTime'] = 0 else: request['startTime'] = since if until is None: timeframeInSeconds = self.parse_timeframe(timeframe) timeframeInMilliseconds = timeframeInSeconds * 1000 totalTimeframeInMilliseconds = limit * timeframeInMilliseconds request['endTime'] = self.sum(since, totalTimeframeInMilliseconds) response = self.v1PublicGetSymbolsSymbolOhlc(self.extend(request, params)) # # [ # { # "symbol": "BTC_USDC", # "open": "0.00", # "high": "0.00", # "low": "0.00", # "close": "0.00", # "volume": "0.000", # "quoteAssetVolume": "0.00", # "takerBuyAssetVolume": "0.000", # "takerBuyQuoteAssetVolume": "0.00", # "numberOfTrades": 0, # "start": 1702453663894, # "end": 1702453663894, # "isClosed": True # } # ] # return self.parse_ohlcvs(response, market, timeframe, since, limit) def parse_ohlcv(self, ohlcv, market: Market = None) -> list: # example response in fetchOHLCV return [ self.safe_integer(ohlcv, 'start'), self.safe_number(ohlcv, 'open'), self.safe_number(ohlcv, 'high'), self.safe_number(ohlcv, 'low'), self.safe_number(ohlcv, 'close'), self.safe_number(ohlcv, 'volume'), ] 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://api-docs.defx.com/#5865452f-ea32-4f13-bfbc-03af5f5574fd :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 :returns Trade[]: a list of `trade structures ` """ self.load_markets() market = self.market(symbol) maxLimit = 50 if limit is None: limit = maxLimit limit = min(maxLimit, limit) request: dict = { 'symbol': market['id'], 'limit': limit, } response = self.v1PublicGetSymbolsSymbolTrades(self.extend(request, params)) # # [ # { # "buyerMaker": "false", # "price": "2.0000", # "qty": "10.0000", # "symbol": "BTC_USDC", # "timestamp": "1702453663894" # } # ] # return self.parse_trades(response, market, since, limit) def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ fetch all trades made by the user https://api-docs.defx.com/#06b5b33c-2fc6-48de-896c-fc316f5871a7 :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 :returns Trade[]: a list of `trade structures ` """ self.load_markets() request: dict = {} if symbol is not None: market = self.market(symbol) request['symbols'] = market['id'] if limit is not None: maxLimit = 100 limit = min(maxLimit, limit) request['pageSize'] = limit response = self.v1PrivateGetApiTrades(self.extend(request, params)) # # { # "data": [ # { # "id": "0192f665-c05b-7ba0-a080-8b6c99083489", # "orderId": "757730811259651728", # "time": "2024-11-04T08:58:36.474Z", # "symbol": "SOL_USDC", # "side": "SELL", # "price": "160.43600000", # "qty": "1.00", # "fee": "0.08823980", # "role": "TAKER", # "pnl": "0.00000000" # } # ] # } # data = self.safe_list(response, 'data', []) return self.parse_trades(data, None, since, limit) def parse_trade(self, trade: dict, market: Market = None) -> Trade: # # fetchTrades # { # "buyerMaker": "false", # "price": "2.0000", # "qty": "10.0000", # "symbol": "BTC_USDC", # "timestamp": "1702453663894" # } # # fetchMyTrades # { # "id": "0192f665-c05b-7ba0-a080-8b6c99083489", # "orderId": "757730811259651728", # "time": "2024-11-04T08:58:36.474Z", # "symbol": "SOL_USDC", # "side": "SELL", # "price": "160.43600000", # "qty": "1.00", # "fee": "0.08823980", # "role": "TAKER", # "pnl": "0.00000000" # } # time = self.safe_string(trade, 'time') timestamp = self.safe_integer(trade, 'timestamp', self.parse8601(time)) marketId = self.safe_string(trade, 'symbol') market = self.safe_market(marketId, market) symbol = market['symbol'] price = self.safe_string(trade, 'price') amount = self.safe_string(trade, 'qty') id = self.safe_string(trade, 'id') oid = self.safe_string(trade, 'orderId') takerOrMaker = self.safe_string_lower(trade, 'role') buyerMaker = self.safe_bool(trade, 'buyerMaker') side = self.safe_string_lower(trade, 'side') if buyerMaker is not None: if buyerMaker: side = 'sell' else: side = 'buy' return self.safe_trade({ 'id': id, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'side': side, 'price': price, 'amount': amount, 'cost': None, 'order': oid, 'takerOrMaker': takerOrMaker, 'type': None, 'fee': { 'cost': self.safe_string(trade, 'fee'), 'currency': 'USDC', }, 'info': trade, }, market) 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://api-docs.defx.com/#6c1a2971-8325-4e7d-9962-e0bfcaacf9c4 :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 :param str [params.slab]: slab from market.info.depthSlabs :returns dict: A dictionary of `order book structures ` indexed by market symbols """ self.load_markets() market = self.market(symbol) if limit is None: limit = 10 # limit must be one of [5, 10, 20] marketInfo = self.safe_dict(market, 'info', {}) slab = self.safe_list(marketInfo, 'depthSlabs', []) request: dict = { 'symbol': market['id'], 'level': limit, 'slab': self.safe_string(slab, 0), } response = self.v1PublicGetSymbolsSymbolDepthLevelSlab(self.extend(request, params)) # # { # "symbol": "ETH_USDC", # "level": "5", # "slab": "1", # "lastTradeTimestamp": "1708313446812", # "timestamp": "1708313446812", # "bids": [ # { # "price": "1646.16", # "qty": "0.001" # } # ], # "asks": [ # { # "price": "1646.16", # "qty": "0.001" # } # ] # } # timestamp = self.safe_integer(response, 'timestamp') return self.parse_order_book(response, symbol, timestamp, 'bids', 'asks', 'price', 'qty') def fetch_mark_price(self, symbol: str, params={}) -> Ticker: """ fetches mark price for the market https://api-docs.defx.com/#12168192-4e7b-4458-a001-e8b80961f0b7 :param str symbol: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.subType]: "linear" or "inverse" :returns dict: a dictionary of `ticker structures ` """ self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } response = self.v1PublicGetSymbolsSymbolPrices(self.extend(request, params)) # # { # "markPrice": "100.00", # "indexPrice": "100.00", # "ltp": "101.34", # "movingFundingRate": "0.08", # "payoutFundingRate": "-0.03", # "nextFundingPayout": 1711555532146 # } # return self.parse_ticker(response, market) def fetch_funding_rate(self, symbol: str, params={}) -> FundingRate: """ fetch the current funding rate https://api-docs.defx.com/#12168192-4e7b-4458-a001-e8b80961f0b7 :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `funding rate structure ` """ self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } response = self.v1PublicGetSymbolsSymbolPrices(self.extend(request, params)) # # { # "markPrice": "100.00", # "indexPrice": "100.00", # "ltp": "101.34", # "movingFundingRate": "0.08", # "payoutFundingRate": "-0.03", # "nextFundingPayout": 1711555532146 # } # return self.parse_funding_rate(response, market) def parse_funding_rate(self, contract, market: Market = None) -> FundingRate: # # { # "markPrice": "100.00", # "indexPrice": "100.00", # "ltp": "101.34", # "movingFundingRate": "0.08", # "payoutFundingRate": "-0.03", # "nextFundingPayout": 1711555532146 # } # markPrice = self.safe_number(contract, 'markPrice') indexPrice = self.safe_number(contract, 'indexPrice') fundingRate = self.safe_number(contract, 'payoutFundingRate') fundingTime = self.safe_integer(contract, 'nextFundingPayout') return { 'info': contract, 'symbol': market['symbol'], 'markPrice': markPrice, 'indexPrice': indexPrice, 'interestRate': None, 'estimatedSettlePrice': None, 'timestamp': None, 'datetime': None, 'fundingRate': fundingRate, 'fundingTimestamp': fundingTime, 'fundingDatetime': self.iso8601(fundingTime), 'nextFundingRate': None, 'nextFundingTimestamp': None, 'nextFundingDatetime': None, 'previousFundingRate': None, 'previousFundingTimestamp': None, 'previousFundingDatetime': None, 'interval': None, } def fetch_balance(self, params={}) -> Balances: """ query for balance and get the amount of funds available for trading or funds locked in orders https://api-docs.defx.com/#26414338-14f7-40a1-b246-f8ea8571493f :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `balance structure ` """ self.load_markets() response = self.v1PrivateGetApiWalletBalance(params) # # { # "assets": [ # { # "asset": "USDC", # "balance": "0.000" # } # ] # } # data = self.safe_list(response, 'assets') return self.parse_balance(data) def parse_balance(self, balances) -> Balances: result: dict = { 'info': balances, } for i in range(0, len(balances)): balance = balances[i] code = self.safe_currency_code(self.safe_string(balance, 'asset')) account = self.account() account['total'] = self.safe_string(balance, 'balance') result[code] = account return self.safe_balance(result) def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): """ create a trade order https://api-docs.defx.com/#ba222d88-8856-4d3c-87a9-7cec07bb2622 :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 float [params.triggerPrice]: The price a trigger order is triggered at :param str [params.reduceOnly]: for swap and future reduceOnly is a string 'true' or 'false' that cant be sent with close position set to True or in hedge mode. For spot margin and option reduceOnly is a boolean. :returns dict: an `order structure ` """ self.load_markets() market = self.market(symbol) reduceOnly = self.safe_bool_2(params, 'reduceOnly', 'reduce_only') params = self.omit(params, ['reduceOnly', 'reduce_only']) orderType = type.upper() orderSide = side.upper() request: dict = { 'symbol': market['id'], 'side': orderSide, 'type': orderType, } takeProfitPrice = self.safe_string(params, 'takeProfitPrice') triggerPrice = self.safe_string_2(params, 'stopPrice', 'triggerPrice') isMarket = orderType == 'MARKET' isLimit = orderType == 'LIMIT' timeInForce = self.safe_string_upper(params, 'timeInForce') if timeInForce is not None: # GTC, IOC, FOK, AON request['timeInForce'] = timeInForce else: if isLimit: request['timeInForce'] = 'GTC' if reduceOnly: request['reduceOnly'] = reduceOnly clientOrderId = self.safe_string(params, 'clientOrderId') if clientOrderId is not None: request['newClientOrderId'] = clientOrderId if triggerPrice is not None or takeProfitPrice is not None: request['workingType'] = 'MARK_PRICE' if takeProfitPrice is not None: request['stopPrice'] = self.price_to_precision(symbol, takeProfitPrice) if isMarket: request['type'] = 'TAKE_PROFIT_MARKET' else: request['type'] = 'TAKE_PROFIT_LIMIT' else: request['stopPrice'] = self.price_to_precision(symbol, triggerPrice) if isMarket: request['type'] = 'STOP_MARKET' else: request['type'] = 'STOP_LIMIT' if isLimit and price is not None: request['price'] = self.price_to_precision(symbol, price) request['quantity'] = self.amount_to_precision(symbol, amount) params = self.omit(params, ['clOrdID', 'clientOrderId', 'client_order_id', 'postOnly', 'timeInForce', 'stopPrice', 'triggerPrice', 'takeProfitPrice']) response = self.v1PrivatePostApiOrder(self.extend(request, params)) # # { # "success": True, # "data": { # "orderId": "", # "clientOrderId": "", # "cumulativeQty": "", # "cumulativeQuote": "", # "executedQty": "", # "avgPrice": "", # "origQty": "", # "price": "", # "reduceOnly": True, # "side": "", # "status": "", # "symbol": "", # "timeInForce": "", # "type": "", # "workingType": "" # } # } # data = self.safe_dict(response, 'data') return self.parse_order(data, market) def parse_order_status(self, status: Str): if status is not None: statuses: dict = { 'NEW': 'open', 'OPEN': 'open', 'CANCELLED': 'canceled', 'REJECTED': 'rejected', 'FILLED': 'closed', } return self.safe_string(statuses, status, status) return status def parse_order(self, order: dict, market: Market = None) -> Order: # # { # "orderId": "746472647227344528", # "createdAt": "2024-10-25T16:49:31.077Z", # "updatedAt": "2024-10-25T16:49:31.378Z", # "clientOrderId": "0192c495-49c3-71ee-b3d3-7442a2090807", # "reduceOnly": False, # "side": "SELL", # "status": "FILLED", # "symbol": "SOL_USDC", # "timeInForce": "GTC", # "type": "MARKET", # "origQty": "0.80", # "executedQty": "0.80", # "cumulativeQuote": "137.87440000", # "avgPrice": "172.34300000", # "totalPnL": "0.00000000", # "totalFee": "0.07583092", # "workingType": null, # "postOnly": False, # "linkedOrderParentType": null, # "isTriggered": False, # "slippagePercentage": "5" # } # orderId = self.safe_string(order, 'orderId') clientOrderId = self.safe_string(order, 'clientOrderId') marketId = self.safe_string(order, 'symbol') market = self.safe_market(marketId, market) symbol = market['symbol'] price = self.safe_string(order, 'price') amount = self.safe_string(order, 'origQty') orderType = self.safe_string_lower(order, 'type') status = self.safe_string(order, 'status') side = self.safe_string_lower(order, 'side') filled = self.omit_zero(self.safe_string(order, 'executedQty')) average = self.omit_zero(self.safe_string(order, 'avgPrice')) timeInForce = self.safe_string_lower(order, 'timeInForce') takeProfitPrice: Str = None triggerPrice: Str = None if orderType is not None: if orderType.find('take_profit') >= 0: takeProfitPrice = self.safe_string(order, 'stopPrice') else: triggerPrice = self.safe_string(order, 'stopPrice') timestamp = self.parse8601(self.safe_string(order, 'createdAt')) lastTradeTimestamp = self.parse8601(self.safe_string(order, 'updatedAt')) return self.safe_order({ 'id': orderId, 'clientOrderId': clientOrderId, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': lastTradeTimestamp, 'lastUpdateTimestamp': lastTradeTimestamp, 'status': self.parse_order_status(status), 'symbol': symbol, 'type': orderType, 'timeInForce': timeInForce, 'postOnly': self.safe_bool(order, 'postOnly'), 'reduceOnly': self.safe_bool(order, 'reduceOnly'), 'side': side, 'price': price, 'triggerPrice': triggerPrice, 'takeProfitPrice': takeProfitPrice, 'stopLossPrice': None, 'average': average, 'amount': amount, 'filled': filled, 'remaining': None, 'cost': None, 'trades': None, 'fee': { 'cost': self.safe_string(order, 'totalFee'), 'currency': 'USDC', }, 'info': order, }, market) def cancel_order(self, id: str, symbol: Str = None, params={}): """ https://api-docs.defx.com/#09186f23-f8d1-4993-acf4-9974d8a6ddb0 cancels an open order :param str id: 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 ` """ self.load_markets() request: dict = { 'orderId': id, 'idType': 'orderId', } clientOrderId = self.safe_string_n(params, ['clOrdID', 'clientOrderId', 'client_order_id']) isByClientOrder = clientOrderId is not None if isByClientOrder: if symbol is None: raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol argument') market = self.market(symbol) request['orderId'] = clientOrderId request['idType'] = 'clientOrderId' request['symbol'] = market['id'] params = self.omit(params, ['clOrdID', 'clientOrderId', 'client_order_id']) response = self.v1PrivateDeleteApiOrderOrderId(self.extend(request, params)) # # { # "success": True # } # extendParams: dict = {'symbol': symbol} if isByClientOrder: extendParams['clientOrderId'] = clientOrderId else: extendParams['id'] = id return self.extend(self.parse_order(response), extendParams) def cancel_all_orders(self, symbol: Str = None, params={}): """ cancel all open orders https://api-docs.defx.com/#db5531da-3692-4a53-841f-6ad6495f823a :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 ` """ self.load_markets() market = self.market(symbol) request: dict = { 'symbols': [market['id']], } response = self.v1PrivateDeleteApiOrdersAllOpen(self.extend(request, params)) # # { # "data": { # "msg": "The operation of cancel all open order is done." # } # } # return response def fetch_position(self, symbol: str, params={}): """ fetch data on a single open contract trade position https://api-docs.defx.com/#d89dbb86-9aba-4f59-ac5d-a97ff25ea80e :param str symbol: unified market symbol of the market the position is held in, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `position structure ` """ if symbol is None: raise ArgumentsRequired(self.id + ' fetchPosition() requires a symbol argument') self.load_markets() market = self.market(symbol) request: dict = { 'symbol': market['id'], } response = self.v1PrivateGetApiPositionActive(self.extend(request, params)) # # { # "data": [ # { # "positionId": "0192c495-4a68-70ee-9081-9d368bd16dfc", # "symbol": "SOL_USDC", # "positionSide": "SHORT", # "entryPrice": "172.34300000", # "quantity": "0.80", # "marginAmount": "20.11561173", # "marginAsset": "USDC", # "pnl": "0.00000000" # } # ] # } # data = self.safe_list(response, 'data', []) first = self.safe_dict(data, 0, {}) return self.parse_position(first, market) def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]: """ fetch all open positions https://api-docs.defx.com/#d89dbb86-9aba-4f59-ac5d-a97ff25ea80e :param str[] [symbols]: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `position structure ` """ self.load_markets() response = self.v1PrivateGetApiPositionActive(params) # # { # "data": [ # { # "positionId": "0192c495-4a68-70ee-9081-9d368bd16dfc", # "symbol": "SOL_USDC", # "positionSide": "SHORT", # "entryPrice": "172.34300000", # "quantity": "0.80", # "marginAmount": "20.11561173", # "marginAsset": "USDC", # "pnl": "0.00000000" # } # ] # } # positions = self.safe_list(response, 'data', []) return self.parse_positions(positions, symbols) def parse_position(self, position: dict, market: Market = None): # # { # "positionId": "0192c495-4a68-70ee-9081-9d368bd16dfc", # "symbol": "SOL_USDC", # "positionSide": "SHORT", # "entryPrice": "172.34300000", # "quantity": "0.80", # "marginAmount": "20.11561173", # "marginAsset": "USDC", # "pnl": "0.00000000" # } # marketId = self.safe_string(position, 'symbol') market = self.safe_market(marketId, market) size = Precise.string_abs(self.safe_string(position, 'quantity')) side = self.safe_string_lower(position, 'positionSide') unrealisedPnl = self.omit_zero(self.safe_string(position, 'pnl')) entryPrice = self.omit_zero(self.safe_string(position, 'entryPrice')) initialMargin = self.safe_string(position, 'marginAmount') return self.safe_position({ 'info': position, 'id': self.safe_string(position, 'positionId'), 'symbol': market['symbol'], 'timestamp': None, 'datetime': None, 'lastUpdateTimestamp': None, 'initialMargin': self.parse_number(initialMargin), 'initialMarginPercentage': None, 'maintenanceMargin': None, 'maintenanceMarginPercentage': None, 'entryPrice': self.parse_number(entryPrice), 'notional': None, 'leverage': None, 'unrealizedPnl': self.parse_number(unrealisedPnl), 'realizedPnl': None, 'contracts': self.parse_number(size), 'contractSize': self.safe_number(market, 'contractSize'), 'marginRatio': None, 'liquidationPrice': None, 'markPrice': None, 'lastPrice': None, 'collateral': None, 'marginMode': None, 'side': side, 'percentage': None, 'stopLossPrice': None, 'takeProfitPrice': None, 'hedged': None, }) def fetch_order(self, id: str, symbol: Str = None, params={}): """ fetches information on an order made by the user https://api-docs.defx.com/#44f82dd5-26b3-4e1f-b4aa-88ceddd65237 :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 ` """ self.load_markets() request: dict = { 'orderId': id, 'idType': 'orderId', } clientOrderId = self.safe_string_n(params, ['clOrdID', 'clientOrderId', 'client_order_id']) params = self.omit(params, ['clOrdID', 'clientOrderId', 'client_order_id']) if clientOrderId is not None: if symbol is None: raise ArgumentsRequired(self.id + ' fetchOrder() requires a symbol argument') market = self.market(symbol) request['orderId'] = clientOrderId request['idType'] = 'clientOrderId' request['symbol'] = market['id'] response = self.v1PrivateGetApiOrderOrderId(self.extend(request, params)) # # { # "success": True, # "data": { # "orderId": "555068654076559792", # "createdAt": "2024-05-08T05:45:42.148Z", # "updatedAt": "2024-05-08T05:45:42.166Z", # "clientOrderId": "dummyClientOrderId", # "reduceOnly": False, # "side": "SELL", # "status": "REJECTED", # "symbol": "BTC_USDC", # "timeInForce": "GTC", # "type": "TAKE_PROFIT_MARKET", # "origQty": "1.000", # "executedQty": "0.000", # "cumulativeQuote": "0.00", # "avgPrice": "0.00", # "stopPrice": "65000.00", # "totalPnL": "0.00", # "workingType": "MARK_PRICE", # "postOnly": False # } # } # data = self.safe_dict(response, 'data') return self.parse_order(data) def fetch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetches information on multiple orders made by the user https://api-docs.defx.com/#ab200038-8acb-4170-b05e-4fcb4cc13751 :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 order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: the latest time in ms to fetch orders for :returns Order[]: a list of `order structures ` """ self.load_markets() request: dict = {} if symbol is not None: market = self.market(symbol) request['symbols'] = market['id'] until = self.safe_integer(params, 'until') if until is not None: params = self.omit(params, 'until') request['end'] = self.iso8601(until) if since is not None: request['start'] = self.iso8601(since) if limit is not None: maxLimit = 100 limit = min(maxLimit, limit) request['pageSize'] = limit response = self.v1PrivateGetApiOrders(self.extend(request, params)) # # { # "data": [ # { # "orderId": "746472647227344528", # "createdAt": "2024-10-25T16:49:31.077Z", # "updatedAt": "2024-10-25T16:49:31.378Z", # "clientOrderId": "0192c495-49c3-71ee-b3d3-7442a2090807", # "reduceOnly": False, # "side": "SELL", # "status": "FILLED", # "symbol": "SOL_USDC", # "timeInForce": "GTC", # "type": "MARKET", # "origQty": "0.80", # "executedQty": "0.80", # "cumulativeQuote": "137.87440000", # "avgPrice": "172.34300000", # "totalPnL": "0.00000000", # "totalFee": "0.07583092", # "workingType": null, # "postOnly": False, # "linkedOrderParentType": null, # "isTriggered": False, # "slippagePercentage": 5 # } # ] # } # data = self.safe_list(response, 'data', []) return self.parse_orders(data, None, since, limit) def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetch all unfilled currently open orders https://api-docs.defx.com/#ab200038-8acb-4170-b05e-4fcb4cc13751 :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 order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: the latest time in ms to fetch orders for :returns Order[]: a list of `order structures ` """ req = { 'statuses': 'OPEN', } return self.fetch_orders(symbol, since, limit, self.extend(req, params)) 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://api-docs.defx.com/#ab200038-8acb-4170-b05e-4fcb4cc13751 :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 order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: the latest time in ms to fetch orders for :returns Order[]: a list of `order structures ` """ req = { 'statuses': 'FILLED', } return self.fetch_orders(symbol, since, limit, self.extend(req, params)) def fetch_canceled_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetches information on multiple canceled orders made by the user https://api-docs.defx.com/#ab200038-8acb-4170-b05e-4fcb4cc13751 :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 order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: the latest time in ms to fetch orders for :returns Order[]: a list of `order structures ` """ req = { 'statuses': 'CANCELED', } return self.fetch_orders(symbol, since, limit, self.extend(req, params)) def close_position(self, symbol: str, side: OrderSide = None, params={}) -> Order: """ closes an open position for a market https://api-docs.defx.com/#b2c08074-c4d9-4e50-b637-0d6c498fa29e :param str symbol: unified CCXT market symbol :param str [side]: one-way mode: 'buy' or 'sell', hedge-mode: 'long' or 'short' :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.positionId]: the position id you want to close :param str [params.type]: 'MARKET' or 'LIMIT' :param str [params.quantity]: how much of currency you want to trade in units of base currency :param str [params.price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders :returns dict: An `order structure ` """ self.load_markets() positionId = self.safe_string(params, 'positionId') if positionId is None: raise ArgumentsRequired(self.id + ' closePosition() requires a positionId') type = self.safe_string_upper(params, 'type') if type is None: raise ArgumentsRequired(self.id + ' closePosition() requires a type') quantity = self.safe_string(params, 'quantity') if quantity is None: raise ArgumentsRequired(self.id + ' closePosition() requires a quantity') request: dict = { 'positionId': positionId, 'type': type, 'quantity': quantity, } if type != 'MARKET': price = self.safe_string(params, 'price') if price is None: raise ArgumentsRequired(self.id + ' closePosition() requires a price') request['price'] = price params = self.omit(params, ['positionId', 'type', 'quantity', 'price']) response = self.v1PrivateDeleteApiPositionPositionId(self.extend(request, params)) # # {} # return response def close_all_positions(self, params={}) -> List[Position]: """ closes all open positions for a market type https://api-docs.defx.com/#d6f63b43-100e-47a9-998c-8b6c0c72d204 :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: A list of `position structures ` """ self.load_markets() response = self.v1PrivateDeleteApiPositionAll(params) # # { # "data": [ # { # "positionId": "d6ca1a27-28ad-47ae-b244-0bda5ac37b2b", # "success": True # } # ] # } # data = self.safe_list(response, 'data', []) return self.parse_positions(data, None, params) 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://api-docs.defx.com/#38cc8974-794f-48c0-b959-db045a0ee565 :param str [code]: unified currency code :param int [since]: timestamp in ms of the earliest ledger entry :param int [limit]: max number of ledger entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: timestamp in ms of the latest ledger entry :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [available parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params) :returns dict: a `ledger structure ` """ self.load_markets() paginate = False paginate, params = self.handle_option_and_params(params, 'fetchLedger', 'paginate') if paginate: return self.fetch_paginated_call_dynamic('fetchLedger', code, since, limit, params) request: dict = {} if since is not None: request['start'] = since else: request['start'] = 0 until = self.safe_integer(params, 'until') if until is not None: params = self.omit(params, 'until') request['end'] = until else: request['end'] = self.milliseconds() response = self.v1PrivateGetApiWalletTransactions(self.extend(request, params)) data = self.safe_list(response, 'transactions', []) return self.parse_ledger(data, None, since, limit) def parse_ledger_entry(self, item: dict, currency: Currency = None) -> LedgerEntry: # # { # "id": "01JCSZS6H5VQND3GF5P98SJ29C", # "timestamp": 1731744012054, # "type": "FundingFee", # "amount": "0.02189287", # "asset": "USDC", # "operation": "CREDIT" # } # amount = self.safe_string(item, 'amount') currencyId = self.safe_string(item, 'asset') code = self.safe_currency_code(currencyId, currency) currency = self.safe_currency(currencyId, currency) timestamp = self.safe_integer(item, 'timestamp') type = self.safe_string(item, 'type') return self.safe_ledger_entry({ 'info': item, 'id': self.safe_string(item, 'id'), 'direction': None, 'account': None, 'referenceAccount': None, 'referenceId': None, 'type': self.parse_ledger_entry_type(type), 'currency': code, 'amount': self.parse_number(amount), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'before': None, 'after': None, 'status': None, 'fee': None, }, currency) def parse_ledger_entry_type(self, type): ledgerType: dict = { 'FundingFee': 'fee', 'FeeRebate': 'fee', 'FeeKickback': 'fee', 'RealizedPnl': 'trade', 'LiquidationClearance': 'trade', 'Transfer': 'transfer', 'ReferralPayout': 'referral', 'Commission': 'commission', } return self.safe_string(ledgerType, type, type) def withdraw(self, code: str, amount: float, address: str, tag=None, params={}): """ make a withdrawal https://api-docs.defx.com/#2600f503-63ed-4672-b8f6-69ea5f03203b :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 ` """ self.load_markets() currency = self.currency(code) request: dict = { 'amount': self.currency_to_precision(code, amount), 'asset': currency['id'], # 'network': 'ARB_SEPOLIA', # 'chainId': '421614', } response = self.v1PrivatePostApiTransfersBridgeWithdrawal(self.extend(request, params)) # # { # "transactionId": "0x301e5851e5aefa733abfbc8b30817ca3b61601e0ddf1df8c59656fb888b0bc9c" # } # return self.parse_transaction(response, currency) def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction: # # withdraw # # { # "transactionId": "0x301e5851e5aefa733abfbc8b30817ca3b61601e0ddf1df8c59656fb888b0bc9c" # } # txid = self.safe_string(transaction, 'transactionId') return { 'info': transaction, 'id': None, 'txid': txid, 'timestamp': None, 'datetime': None, 'network': None, 'address': None, 'addressTo': None, 'addressFrom': None, 'tag': None, 'tagTo': None, 'tagFrom': None, 'type': None, 'amount': None, 'currency': self.safe_currency_code(None, currency), 'status': None, 'updated': None, 'internal': None, 'comment': None, 'fee': None, } def set_leverage(self, leverage: Int, symbol: Str = None, params={}): """ set the level of leverage for a market https://api-docs.defx.com/#4cb4ecc4-6c61-4194-8353-be67faaf7ca7 :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') self.load_markets() request: dict = { 'leverage': self.number_to_string(leverage), } market = self.market(symbol) request['symbol'] = market['id'] response = self.v1PrivatePostApiUsersMetadataLeverage(self.extend(request, params)) # # { # "success": True, # "data": { # "leverage": "11", # "symbol": "BTC_USDC" # } # } # data = self.safe_dict(response, 'data', {}) return self.parse_leverage(data, market) def parse_leverage(self, leverage: dict, market: Market = None) -> Leverage: # # "data": { # "leverage": "11", # "symbol": "BTC_USDC" # } # marketId = self.safe_string(leverage, 'symbol') leverageValue = self.safe_integer(leverage, 'leverage') return { 'info': leverage, 'symbol': self.safe_symbol(marketId, market), 'marginMode': None, 'longLeverage': leverageValue, 'shortLeverage': leverageValue, } def nonce(self): return self.milliseconds() def sign(self, path, section='public', method='GET', params={}, headers=None, body=None): version = section[0] access = section[1] pathWithParams = self.implode_params(path, params) url = self.implode_hostname(self.urls['api'][access]) url += '/' + version + '/' params = self.omit(params, self.extract_params(path)) params = self.keysort(params) if access == 'public': url += 'open/' + pathWithParams if params: url += '?' + self.rawencode(params) else: self.check_required_credentials() headers = {'X-DEFX-SOURCE': 'ccxt'} url += 'auth/' + pathWithParams nonce = str(self.milliseconds()) payload = nonce if method == 'GET' or path == 'api/order/{orderId}': payload += self.rawencode(params) if params: url += '?' + self.rawencode(params) else: if params is not None: body = self.json(params) payload += body headers['Content-Type'] = 'application/json' signature = self.hmac(self.encode(payload), self.encode(self.secret), hashlib.sha256) headers['X-DEFX-APIKEY'] = self.apiKey headers['X-DEFX-TIMESTAMP'] = nonce headers['X-DEFX-SIGNATURE'] = signature return {'url': url, 'method': method, 'body': body, 'headers': headers} def handle_errors(self, httpCode: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody): if not response: return None # fallback to default error handler # {"errorCode":404,"errorMessage":"Not Found"} # {"msg":"Missing auth signature","code":"missing_auth_signature"} # {"success":false,"err":{"msg":"Invalid order id","code":"invalid_order_id"}} success = self.safe_bool(response, 'success') err = self.safe_dict(response, 'err', response) errorCode = self.safe_string_2(err, 'errorCode', 'code') if not success: feedback = self.id + ' ' + self.json(response) self.throw_broadly_matched_exception(self.exceptions['broad'], body, feedback) self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback) return None def default_network_code_for_currency(self, code): currencyItem = self.currency(code) networks = currencyItem['networks'] networkKeys = list(networks.keys()) for i in range(0, len(networkKeys)): network = networkKeys[i] if network == 'ETH': return network # if it was not returned according to above options, then return the first network of currency return self.safe_value(networkKeys, 0) def set_sandbox_mode(self, enable: bool): super(defx, self).set_sandbox_mode(enable) self.options['sandboxMode'] = enable