":hҳddlZddlmZmZmZddlZddlmZm Z m Z m Z m Z m Z mZmZmZmZddlmZddlmZddlmZddlmZddlmZGd d ej4j6Zy) N) ArrayCacheArrayCacheBySymbolByIdArrayCacheByTimestamp) AnyBalancesIntOrder OrderBookStrStringsTickerTickersTrade)Client)List) ExchangeError)ArgumentsRequired) NotSupportedc feZdZdeffd ZdZifdefdZdefdZ ifde de fdZ d ifd e defd Zdefd Zd ifd e defd ZdefdZd+dZd d ifde dededeefdZd d ifd ee dededeefdZdefdZd d d ifdedededeefdZdefdZd ifde dedefdZd ifd ee dedefdZdefdZ dZ!dZ"dZ#d d d ifdedededee$fdZ%defdZ&dd d ifde dededee'fd Z(d d ifd!eee dedefd"Z)defd#Z*d+de'fd$Z+d ifd%e d&efd'Z,defd(Z-defd)Z.ifd*Z/xZ0S),deribitreturnc|jtt|dddddddddddddd ddiddidddd d d d d ddddd ddiddddddgddiidS)NT) ws watchBalance watchTicker watchTickers watchBidsAsks watchTradeswatchTradesForSymbols watchMyTrades watchOrderswatchOrderBookwatchOrderBookForSymbols watchOHLCVwatchOHLCVForSymbolsrz wss://test.deribit.com/ws/api/v2zwss://www.deribit.com/ws/api/v2)testapi1351530601201803607201D) 1m3m5m15m30m1h2h4h6h12h1dinterval100msF20none)r>useDepthEndpointdepthgroup) timeframesrr#)BTCETHSOLUSDC)r currencies)hasurlsoptions streaming exceptions) deep_extendsuperrdescribe)self __class__s J/var/www/html/turnos/venv/lib/python3.12/site-packages/ccxt/pro/deribit.pyrRzderibit.describesgt = ? $# $!%#)-!%#"&,0"(,"<; "!!##"###$" ##G. %,,1!%!' 1'4<7:o9B 9 9 c~|j|j|jddd}||jd<|S)N requestIdr)sum safe_integerrM)rSrXs rU request_idzderibit.request_idOs9HHT..t||[!LaP $- [!rVcK|j|d{d}|jdd}|j|jdg}g}t dt |D]}||}|j d|zdd d |i|jd }|j||} |j||| || d{S77w) aY https://docs.deribit.com/#user-portfolio-currency watch balance and get the amount of funds available for trading or funds locked in orders :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `balance structure ` Nbalancer'rrJrzuser.portfolio.2.0private/subscribechannelsjsonrpcmethodparamsid) authenticaterL safe_valuerMrangelenappendr\rPwatch) rSre messageHashurlrJrai currencyCode subscriberequests rU watch_balancezderibit.watch_balanceTs''' iit$__T\\<D q#j/* >A%a=L OO- < = >)H//#  ""9f5ZZ[';PPP# ("Qs"C CB+C C C  C clientc0|j|di}|j|di}||jd<|j|d}|j|}|j |}||j|<d}|j |j|y)Nredatainfocurrencyr^)rhr^ safe_stringsafe_currency_code parse_balanceresolve) rSrtmessagererv currencyIdrpr^rms rUhandle_balancezderibit.handle_balancepsX(B7vvr2# V%%dJ7 ..z: $$T*%, \" t||[1rVsymbolcK|jd{|j|}|jdd}|j|dd}|j |d}|jd{|dk(r|j d{d|dzd z|z}d d d d|dzd z|zgi|j d }|j||}|j|||||d{S777i7 w)a) https://docs.deribit.com/#ticker-instrument_name-interval watches a price ticker, a statistical calculation with the information for a specific market. :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.interval]: specify aggregation and frequency of notifications. Possible values: 100ms, raw :returns dict: a `ticker structure ` Nr'rr>r?rawticker.rf.r_public/subscriberarb) load_marketsmarketrLryomitrgr\rPrl) rSrrerrnr>channelr}rrs rU watch_tickerzderibit.watch_tickers !!!V$iit$##FJ@6:.!!! u ##% % %fTl*S08;(Y5;hFG//#  ""7F3ZZWgwHHH% " " %IsGDC9AD6C;7DC=A D4C?5D;D=D?DNsymbolscK|jd{|j|dd}|jdd}|j|dd}|j |d}|jd{|dk(r|j d{g}t dt|D]3}|j||}|jd |d zd z|z5d d d|i|jd}|j||} |j||| || d{} |jr i} | | | d<| S|j|jd|S7L777@w)a\ https://docs.deribit.com/#ticker-instrument_name-interval watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list :param str[] [symbols]: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.interval]: specify aggregation and frequency of notifications. Possible values: 100ms, raw :returns dict: a `ticker structure ` NFr'rr>r?rrrrfrr_rrarbr)rmarket_symbolsrLryrrgrirjrrkr\rPwatch_multiple newUpdatesfilter_by_arraytickers) rSrrernr>rarorr}rr newTickersrs rU watch_tickerszderibit.watch_tickerss!!!%%gtU;iit$##FJ@6:.!!! u ##% % %q#g,' GA[[,F OOIt 4s:XE F G(H//#  ""7F3..sHgxQXYY ??G,6GJx( )N##DLL(GDD5 " " %ZsGE+E"A!E+8E%9E+E'BE+(E)):E+%E+'E+)E+c|j|di}|j|di}|j|d}|j|}|j|}|j|d}||j|<|j ||y)Nrervinstrument_namer)rhry safe_symbol parse_tickerrr|) rSrtr}rervmarketIdrtickerrms rU handle_tickerzderibit.handle_tickers<(B7vvr2##D*;<!!(+""4(&&vy9 % Vv{+rVcK|jd{|j|dd}|jdd}g}tdt |D]-}|j ||}|j d|dz/dd d |i|jd }|j||}|j|||||d{} |jr i} | | | d <| S|j|jd |S77;w) as https://docs.deribit.com/#quote-instrument_name watches best bid & ask for symbols :param str[] [symbols]: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` NFr'rrzquote.rfr_rrarbr) rrrLrirjrrkr\rPrrrbidsasks) rSrrernrarorr}rrrrs rUwatch_bids_askszderibit.watch_bids_askss!!!!%%gtU;iit$q#g,' 5A[[,F OOHvd|3 4 5(H//#  ""7F3..sHgxQXYY ??G,6GJx( )N##DMM8WEE+ " Zs"DDB1DD :DDc|j|di}|j|di}|j|}|d}||j|<|j|d}|j ||y)Nrervrr) safe_dictparse_ws_bid_askrryr|)rSrtr}rervrrrms rUhandle_bid_askzderibit.handle_bid_ask4sp$26~~ffb1&&t,! & f&&vy9 v{+rVc f|j|d}|j||}|j|d}|j|d}|j|||j ||j|d|j|d|j|d|j|d|d|S) Nrr timestampbest_ask_pricebest_ask_amountbest_bid_pricebest_bid_amount)rrdatetimeask askVolumebid bidVolumerw)ry safe_marketr[ safe_tickeriso8601)rSrrrrrs rUrzderibit.parse_ws_bid_askNs##F,=>!!(F3!!&(3%%fk: " Y/##F,<=))&2CD##F,<=))&2CD !    rVsincelimitcRKd|d<|j|g|||d{S7w)a get the list of most recent trades for a particular symbol https://docs.deribit.com/#trades-instrument_name-interval :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 str [params.interval]: specify aggregation and frequency of notifications. Possible values: 100ms, raw :returns dict[]: a list of `trade structures ` rcallerMethodNameN)watch_trades_for_symbols)rSrrrres rU watch_tradeszderibit.watch_trades^s2&3!"22F8UE6RRRRs '%'cdKd}|j|ddd\}}|dk(r|jd{|jd|||d{}|jr6|j |d}|j |d}|j ||}|j|||d d S7w7]w) a! get the list of most recent trades for a list of symbols https://docs.deribit.com/#trades-instrument_name-interval :param str[] symbols: 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 dict[]: a list of `trade structures ` Nrr>r?rtradesrrrT)handle_option_and_paramsrgwatch_multiple_wrapperrrrygetLimitfilter_by_since_limit) rSrrrrer>rfirst tradeSymbols rUrz deribit.watch_trades_for_symbolsns88AXZdfmn& u ##% % %228XwPVWW ??NN61-E**5(;KOOK7E))&% TRR &Ws"2B0B,B0B.AB0.B0c|j|di}|j|dd}|jd}|j|d}|j|d}|j|}|j |} |j |dg} |j |j|5|j|jdd } t| |j|<|j|} td t| D]*} | | }|j|| }| j|,| |j|<d |zd z|z}|j|j||y) NrerrrYrv tradesLimitrztrades||)rrysplitrr safe_listrhrr[rMrrirj parse_traderkr|)rSrtr}rerpartsrr>rrrrstoredrotradeparsedrms rU handle_tradeszderibit.handle_tradessX,26""69b9 c"##E1-##E1-!!(+!!(+3 ??4;; / 7%%dllM4HE",U"3DKK V$q#f+& "A1IE%%eV4F MM& ! "% F&(3.9 t{{6*K8rVcK|j|d{|)|jd{|j|}|jdd}|j |dd}|j |d}d|z}ddd |gi|j d }|j||} |j||| || d{} |j| |||d S777w) a get the list of trades associated with the user https://docs.deribit.com/#user-trades-instrument_name-interval :param str symbol: unified symbol of the market to fetch trades for. Use 'any' to watch all trades :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 str [params.interval]: specify aggregation and frequency of notifications. Possible values: 100ms, raw :returns dict[]: a list of `trade structures ` Nr'rr>rzuser.trades.any.any.r_r`rarbT) rgrrrLryrr\rPrlfilter_by_symbol_since_limit) rSrrrrernr>rr}rrrs rUwatch_my_tradeszderibit.watch_my_tradess'''  ##% % %[[(Fiit$##FJ>6:.(83)WI//#  ""7F3zz#w'JJ00tTT% ( %Ks2C%CC%C!BC%C#C%!C%#C%c|j|di}|j|dd}|j|dg}|j}|(|j|jdd}t |}|j |}i} tdt|D]"} || } |j| | d} d | | <$|j||y) NrerrrvrrrrT) rhrymyTradesr[rMr parse_tradesrirjrkr|) rSrtr}rerr cachedTradesrr marketIdsrorrs rUhandle_my_tradeszderibit.handle_my_tradessB(B7""69b94}}  %%dllM4HE1%8L""6* q#f+& %A1IE    &8_F $If   % |W-rVcPKd|d<|j|g||d{S7w)a https://docs.deribit.com/#book-instrument_name-group-depth-interval watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.interval]: Frequency of notifications. Events will be aggregated over self interval. Possible values: 100ms, raw :returns dict: A dictionary of `order book structures ` indexed by market symbols r"rN)watch_order_book_for_symbols)rSrrres rUwatch_order_bookzderibit.watch_order_books0&6!"66xOOOOs &$&cKd}|j|ddd\}}|dk(r|jd{d}d}|j|ddd\}}|rAd}|j|dd d \}}d}|j|dd d \}}|d z|zd z|z}n|}|jd|||d{} | jS77w)a$ watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://docs.deribit.com/#book-instrument_name-group-depth-interval :param str[] symbols: unified array of symbols :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 Nr#r>r?rrrBFrCr@rDrArbook)rrgrr) rSrrrer> descriptorrBrCrD orderbooks rUrz$deribit.watch_order_book_for_symbolss88A[]gipq& u ##% % % #'#@#@Icewy~# & E 99&B\^egklME6E 99&B\^egmnME6u,s2X=J!J55fj'SYZZ    &[s"2C CA;C 0C1C C c|j|di}|j|di}|j|d}|jd}d}t|}|dk(} | rE|j|d} |j|d} |j|d } | dz| zdz| z}n|j|d} | }|j|d } |j | }|j |d }||j vr|j|j |<|j |}|j|d g}|j|d g}|j|d ||j|d |||d<||d <|j||d<||d<||j |<d|zdz|z}|j||y)Nrervrrrrrrasksbidsnoncerrzbook|r) rhryrrjrr[ orderbookscounted_order_bookr handle_deltasrr|)rSrtr}rervrrr partsLength isDetailedrDrCr>rrrstoredOrderBookrrrms rUhandle_order_bookzderibit.handle_order_book-s\(B7vvr2""695 c" %j  A% $$UA.E$$UA.E''q1Hu,s2X=J''q1H!J##D*;<!!(+%%dK8 $//)&*&=&=&?DOOF #//&1~~dFB/~~dFB/ ?62D9 ?62D9#, '0 $&*ll9&= #$*!"1&,z9  4rVcR|j|dg}|j|dg}g}tdt|D]!}|j||d||dg#g}tdt|D]!}|j||d||dg#||d<||d<|S)NrrrrYr)rrirjrk)rSrvrr cleanedBidsro cleanedAskss rUclean_order_bookzderibit.clean_order_book|s~~dFB/~~dFB/ q#d)$ 9A   Q DGAJ7 8 9 q#d)$ 9A   Q DGAJ7 8 9"V "V  rVc|d}|d}|ddk(s|ddk(r|j||dgy|ddk(r|j||dgyy)NrYrrnewchangedelete) storeArray)rSbooksidedeltapriceamounts rU handle_deltazderibit.handle_deltasfaq 8u aH 4    2 3 1X !    2 3"rVcbtdt|D]}|j|||y)Nr)rirjr)rSrdeltasros rUrzderibit.handle_deltass0q#f+& 3A   hq 2 3rVcvK|jd{|j|d{||j|}|jdd}|j |dd}|j |dd}|j |dd}|j |ddd}d |zd z|zd z|z} d d d | gi|j d} |j| |} |j|| | | | d{} |jr| j||}|j| |||dS777=w)a0 https://docs.deribit.com/#user-orders-instrument_name-raw watches 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 :returns dict[]: a list of `order structures ` Nr'rrxanyr>rkindz user.orders.rr_r`rarbT) rrgrrLryrr\rPrlrrr) rSrrrrernrxr>rrr}rrorderss rU watch_orderszderibit.watch_orderssU!!!'''  [[(Fiit$##FJ>##FJ>66:z6B 4'#-83>I)WI//#  ""7F3zz#w'JJ ??OOFE2E00tTT- "'$Ks2D9D1D9D4C D99D7:8D94D97D9c|j-|j|jdd}t||_|j |di}|j |dd}|j |di}g}t |tr|j|}n|j|}|g}|j} tdt|D]} | j|| |j|j|y)N ordersLimitrrerrrvr)rr[rMrrhry isinstancelist parse_orders parse_orderrirjrkr|) rSrtr}rrerrvrorder cachedOrdersros rU handle_orderszderibit.handle_orderssF ;; %%dllM4HE07DK(B7""69b9vvr2 dD !&&t,F$$T*EWF{{ q#f+& +A   q * +t{{G,rVr3cK|jd{|j|}|j||gg|||d{}|||S7<7w)a https://docs.deribit.com/#chart-trades-instrument_name-resolution watches historical candlestick data containing the open, high, low, and close price, and the volume of a market :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume N)rrwatch_ohlcv_for_symbols)rSr timeframerrreohlcvss rU watch_ohlcvzderibit.watch_ohlcvsc!!!V$33fi5H4I5RWY_``f~i(( "`s!AA/AA AAsymbolsAndTimeframescPKt|}|dk(st|dtst|jdz|j dd||d{\}}}|j r|j||}|j|||dd} |j||| S7Nw)a watches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://docs.deribit.com/#chart-trades-instrument_name-resolution :param str[][] symbolsAndTimeframes: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']] :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume rzu watchOHLCVForSymbols() requires a an array of symbols and timeframes, like [['BTC/USDT', '1m'], ['LTC/USDT', '5m']] chart.tradesNT) rjrrrrfrrrrcreate_ohlcv_object) rSr rrre symbolsLengthrr candlesfiltereds rUr zderibit.watch_ohlcv_for_symbolss01 A Z0DQ0G%N#DGG/f%fg g+/+F+F~W[]qsy+z%z" 7 ??$$VU3E--gueQM'' 8DD &{sAB&B$AB&cd|j|di}|j|dd}|jd}|j|d}|j|d}|j|}|d} |j|jdi} |j| d i} |j || } |j|j | i|j | <|j|j | | 8|j|jd d } t| |j | | <|j | | }|j|d i}|j||}|j|||j | | <| | |g}d | zdz|z}|j||y)NrerrrrrrrrE OHLCVLimitrrvz chart.trades|r) rryrrrMfind_timeframer rhr[rparse_ws_ohlcvrkr|)rSrtr}rerrr rawTimeframerr wsOptionsrEunifiedTimeframerrohlcvr resolveDatarms rU handle_ohlcvzderibit.handle_ohlcvs&26""69b9 c"##E1-''q1 !!(+!NN4<<r: ^^I|R@ ..|ZH"nnT[[&"E F ??4;;v.0@ A I%%dllL$GE4I%4PDKK  0 1V$%56vvr2$$UF3 f06 F,-/8 %.4|C {K0rVc |j|d|j|d|j|d|j|d|j|d|j|dgS)Ntickopenhighlowclosevolume)r[ safe_number)rSrrs rUrzderibit.parse_ws_ohlcv?sn   eV ,   UF +   UF +   UE *   UG ,   UH -   rV channelNamechannelDescriptorc&K|jd{|jdd}g}g}|dk(}|r|j|dn|} |j| ddt dt |D]} || } d} |r9|j | d} | d} |j|j| | }|}n|j | } |dz| dzdz|z}|j||j|d z| d zd z|zd d d |i|jd}|j||}d}|j|}t ||k\rt|jdz|j||||d{S7v7w)Nr'rrrFrYrrfrrr_rrarbizG requested subscription length over limit, try to reduce symbols amount)rrLget_list_from_object_valuesrrirjrryrErkr\rPjsonrrfr)rSr&r' symbolsArrayrernrawSubscriptions messageHashesisOHLCVrrocurrentr unifiedTfrawTfr}rrextendedRequestmaxMessageByteLimit jsonedTexts rUrzderibit.watch_multiple_wrapperTs!!!iit$ .0GN$22<CT` GT51q#l+, aA"1oGFWQZ0#AJ (()YO$)!W-!C'&,6  "  . .vw ? #rVc.d}|j|||S)N authenticated)r|)rSrtr}rms rUr>z%deribit.handle_authentication_messages$& w ,rVc hK|jdd}|j|}|j}|j|}|}d}|j |j |}||j |j} |j|j|dz|zdz|j|jtj} d| dd|j|| |dd d } |j|||j| ||d{}||j |<|S7w) Nr'rrF r_z public/authclient_signaturer) grant_type client_idr signaturerrv)rcrfrdre)rLrt millisecondsnumber_to_stringrh subscriptionscheck_required_credentialsr\hmacencodesecrethashlibsha256apiKeyrlextend) rSrernrttime timeStringrrmfuturerXrLrrs rUrgzderibit.authenticates1iit$S!  "**40 % !5!5{C >  + + -)I $++j4.?%.G$.N"OQUQ\Q\]a]h]hQikrkykyzI '"4!%!%!*"  G ::c; GV8TVabbF06F  - csDD2D0D2)N)1__name__ __module__ __qualname__rrRr\rrsrrstrr rr rrrrrrrrrrrrr rrr rrrrrrr rrrr r rrrrDr>rg __classcell__)rTs@rUrrs: #: x *,QQ842V42l68IIFI>6:"%E7%E%EN%,F%,N8risE fffff4*.)sd  ((srV