# -*- coding: utf-8 -*- """Base exchange class""" # ----------------------------------------------------------------------------- __version__ = '4.4.86' # ----------------------------------------------------------------------------- from ccxt.base.errors import ExchangeError from ccxt.base.errors import NetworkError from ccxt.base.errors import NotSupported from ccxt.base.errors import AuthenticationError from ccxt.base.errors import DDoSProtection from ccxt.base.errors import RequestTimeout from ccxt.base.errors import ExchangeNotAvailable from ccxt.base.errors import InvalidAddress from ccxt.base.errors import InvalidOrder from ccxt.base.errors import ArgumentsRequired from ccxt.base.errors import BadSymbol from ccxt.base.errors import NullResponse from ccxt.base.errors import RateLimitExceeded from ccxt.base.errors import OperationFailed from ccxt.base.errors import BadRequest from ccxt.base.errors import BadResponse from ccxt.base.errors import InvalidProxySettings from ccxt.base.errors import UnsubscribeError # ----------------------------------------------------------------------------- from ccxt.base.decimal_to_precision import decimal_to_precision from ccxt.base.decimal_to_precision import DECIMAL_PLACES, TICK_SIZE, NO_PADDING, TRUNCATE, ROUND, ROUND_UP, ROUND_DOWN, SIGNIFICANT_DIGITS from ccxt.base.decimal_to_precision import number_to_string from ccxt.base.precise import Precise from ccxt.base.types import ConstructorArgs, BalanceAccount, Currency, IndexType, OrderSide, OrderType, Trade, OrderRequest, Market, MarketType, Str, Num, Strings, CancellationRequest, Bool # ----------------------------------------------------------------------------- # rsa jwt signing from cryptography.hazmat import backends from cryptography.hazmat.primitives import hashes from cryptography.hazmat.primitives.asymmetric import padding, ed25519 # from cryptography.hazmat.primitives.asymmetric.utils import decode_dss_signature from cryptography.hazmat.primitives.serialization import load_pem_private_key # ----------------------------------------------------------------------------- # ecdsa signing from ccxt.static_dependencies import ecdsa from ccxt.static_dependencies import keccak # eddsa signing try: import axolotl_curve25519 as eddsa except ImportError: eddsa = None # eth signing from ccxt.static_dependencies.ethereum import abi from ccxt.static_dependencies.ethereum import account from ccxt.static_dependencies.msgpack import packb # starknet from ccxt.static_dependencies.starknet.ccxt_utils import get_private_key_from_eth_signature from ccxt.static_dependencies.starknet.hash.address import compute_address from ccxt.static_dependencies.starknet.hash.selector import get_selector_from_name from ccxt.static_dependencies.starknet.hash.utils import message_signature, private_to_stark_key from ccxt.static_dependencies.starknet.utils.typed_data import TypedData as TypedDataDataclass try: import apexpro.zklink_sdk as zklink_sdk except ImportError: zklink_sdk = None # ----------------------------------------------------------------------------- __all__ = [ 'Exchange', ] # ----------------------------------------------------------------------------- import types import logging import base64 import binascii import calendar import collections import datetime from email.utils import parsedate # import functools import gzip import hashlib import hmac import io # load orjson if available, otherwise default to json orjson = None try: import orjson as orjson except ImportError: pass import json import math import random from numbers import Number import re from requests import Session from requests.utils import default_user_agent from requests.exceptions import HTTPError, Timeout, TooManyRedirects, RequestException, ConnectionError as requestsConnectionError # import socket from ssl import SSLError # import sys import time import uuid import zlib from decimal import Decimal from time import mktime from wsgiref.handlers import format_date_time import urllib.parse as _urlencode from typing import Any, List from ccxt.base.types import Int # ----------------------------------------------------------------------------- class SafeJSONEncoder(json.JSONEncoder): def default(self, obj): if isinstance(obj, Exception): return {"name": obj.__class__.__name__} try: return super().default(obj) except TypeError: return f"TypeError: Object of type {type(obj).__name__} is not JSON serializable" class Exchange(object): """Base exchange class""" id = None name = None countries = None version = None certified = False # if certified by the CCXT dev team pro = False # if it is integrated with CCXT Pro for WebSocket support alias = False # whether this exchange is an alias to another exchange # rate limiter settings enableRateLimit = True rateLimit = 2000 # milliseconds = seconds * 1000 timeout = 10000 # milliseconds = seconds * 1000 asyncio_loop = None aiohttp_proxy = None ssl_context = None trust_env = False aiohttp_trust_env = False requests_trust_env = False session = None # Session () by default tcp_connector = None # aiohttp.TCPConnector aiohttp_socks_connector = None socks_proxy_sessions = None verify = True # SSL verification validateServerSsl = True validateClientSsl = False logger = None # logging.getLogger(__name__) by default verbose = False markets = None symbols = None codes = None timeframes = {} tokenBucket = None fees = { 'trading': { 'tierBased': None, 'percentage': None, 'taker': None, 'maker': None, }, 'funding': { 'tierBased': None, 'percentage': None, 'withdraw': {}, 'deposit': {}, }, } loaded_fees = { 'trading': { 'percentage': True, }, 'funding': { 'withdraw': {}, 'deposit': {}, }, } ids = None urls = None api = None parseJsonResponse = True throttler = None # PROXY & USER-AGENTS (see "examples/proxy-usage" file for explanation) proxy = None # for backwards compatibility proxyUrl = None proxy_url = None proxyUrlCallback = None proxy_url_callback = None httpProxy = None http_proxy = None httpProxyCallback = None http_proxy_callback = None httpsProxy = None https_proxy = None httpsProxyCallback = None https_proxy_callback = None socksProxy = None socks_proxy = None socksProxyCallback = None socks_proxy_callback = None userAgent = None user_agent = None wsProxy = None ws_proxy = None wssProxy = None wss_proxy = None wsSocksProxy = None ws_socks_proxy = None # userAgents = { 'chrome': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/62.0.3202.94 Safari/537.36', 'chrome39': 'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.71 Safari/537.36', 'chrome100': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/100.0.4896.75 Safari/537.36', } headers = None origin = '*' # CORS origin MAX_VALUE = float('inf') # proxies = None hostname = None # in case of inaccessibility of the "main" domain apiKey = '' secret = '' password = '' uid = '' accountId = None privateKey = '' # a "0x"-prefixed hexstring private key for a wallet walletAddress = '' # the wallet address "0x"-prefixed hexstring token = '' # reserved for HTTP auth in some cases twofa = None markets_by_id = None currencies_by_id = None precision = None exceptions = None limits = { 'leverage': { 'min': None, 'max': None, }, 'amount': { 'min': None, 'max': None, }, 'price': { 'min': None, 'max': None, }, 'cost': { 'min': None, 'max': None, }, } httpExceptions = { '422': ExchangeError, '418': DDoSProtection, '429': RateLimitExceeded, '404': ExchangeNotAvailable, '409': ExchangeNotAvailable, '410': ExchangeNotAvailable, '451': ExchangeNotAvailable, '500': ExchangeNotAvailable, '501': ExchangeNotAvailable, '502': ExchangeNotAvailable, '520': ExchangeNotAvailable, '521': ExchangeNotAvailable, '522': ExchangeNotAvailable, '525': ExchangeNotAvailable, '526': ExchangeNotAvailable, '400': ExchangeNotAvailable, '403': ExchangeNotAvailable, '405': ExchangeNotAvailable, '503': ExchangeNotAvailable, '530': ExchangeNotAvailable, '408': RequestTimeout, '504': RequestTimeout, '401': AuthenticationError, '407': AuthenticationError, '511': AuthenticationError, } balance = None liquidations = None orderbooks = None orders = None triggerOrders = None myLiquidations = None myTrades = None trades = None transactions = None ohlcvs = None tickers = None fundingRates = None bidsasks = None base_currencies = None quote_currencies = None currencies = None options = None # Python does not allow to define properties in run-time with setattr isSandboxModeEnabled = False accounts = None positions = None status = None requiredCredentials = { 'apiKey': True, 'secret': True, 'uid': False, 'accountId': False, 'login': False, 'password': False, 'twofa': False, # 2-factor authentication (one-time password key) 'privateKey': False, # a "0x"-prefixed hexstring private key for a wallet 'walletAddress': False, # the wallet address "0x"-prefixed hexstring 'token': False, # reserved for HTTP auth in some cases } # API method metainfo has = {} features = {} precisionMode = DECIMAL_PLACES paddingMode = NO_PADDING minFundingAddressLength = 1 # used in check_address substituteCommonCurrencyCodes = True quoteJsonNumbers = True number: Num = float # or str (a pointer to a class) handleContentTypeApplicationZip = False # whether fees should be summed by currency code reduceFees = True lastRestRequestTimestamp = 0 lastRestPollTimestamp = 0 restRequestQueue = None restPollerLoopIsRunning = False rateLimitTokens = 16 rateLimitMaxTokens = 16 rateLimitUpdateTime = 0 enableLastHttpResponse = True enableLastJsonResponse = False enableLastResponseHeaders = True last_http_response = None last_json_response = None last_response_headers = None last_request_body = None last_request_url = None last_request_headers = None requiresEddsa = False base58_encoder = None base58_decoder = None # no lower case l or upper case I, O base58_alphabet = '123456789ABCDEFGHJKLMNPQRSTUVWXYZabcdefghijkmnopqrstuvwxyz' commonCurrencies = { 'XBT': 'BTC', 'BCC': 'BCH', 'BCHSV': 'BSV', } synchronous = True def __init__(self, config: ConstructorArgs = {}): self.aiohttp_trust_env = self.aiohttp_trust_env or self.trust_env self.requests_trust_env = self.requests_trust_env or self.trust_env self.precision = dict() if self.precision is None else self.precision self.limits = dict() if self.limits is None else self.limits self.exceptions = dict() if self.exceptions is None else self.exceptions self.headers = dict() if self.headers is None else self.headers self.balance = dict() if self.balance is None else self.balance self.orderbooks = dict() if self.orderbooks is None else self.orderbooks self.fundingRates = dict() if self.fundingRates is None else self.fundingRates self.tickers = dict() if self.tickers is None else self.tickers self.bidsasks = dict() if self.bidsasks is None else self.bidsasks self.trades = dict() if self.trades is None else self.trades self.transactions = dict() if self.transactions is None else self.transactions self.ohlcvs = dict() if self.ohlcvs is None else self.ohlcvs self.liquidations = dict() if self.liquidations is None else self.liquidations self.myLiquidations = dict() if self.myLiquidations is None else self.myLiquidations self.currencies = dict() if self.currencies is None else self.currencies self.options = self.get_default_options() if self.options is None else self.options # Python does not allow to define properties in run-time with setattr self.decimal_to_precision = decimal_to_precision self.number_to_string = number_to_string # version = '.'.join(map(str, sys.version_info[:3])) # self.userAgent = { # 'User-Agent': 'ccxt/' + __version__ + ' (+https://github.com/ccxt/ccxt) Python/' + version # } self.origin = self.uuid() self.userAgent = default_user_agent() settings = self.deep_extend(self.describe(), config) for key in settings: if hasattr(self, key) and isinstance(getattr(self, key), dict): setattr(self, key, self.deep_extend(getattr(self, key), settings[key])) else: setattr(self, key, settings[key]) self.after_construct() if self.safe_bool(config, 'sandbox') or self.safe_bool(config, 'testnet'): self.set_sandbox_mode(True) # convert all properties from underscore notation foo_bar to camelcase notation fooBar cls = type(self) for name in dir(self): if name[0] != '_' and name[-1] != '_' and '_' in name: parts = name.split('_') # fetch_ohlcv → fetchOHLCV (not fetchOhlcv!) exceptions = {'ohlcv': 'OHLCV', 'le': 'LE', 'be': 'BE'} camelcase = parts[0] + ''.join(exceptions.get(i, self.capitalize(i)) for i in parts[1:]) attr = getattr(self, name) if isinstance(attr, types.MethodType): setattr(cls, camelcase, getattr(cls, name)) else: if hasattr(self, camelcase): if attr is not None: setattr(self, camelcase, attr) else: setattr(self, camelcase, attr) if not self.session and self.synchronous: self.session = Session() self.session.trust_env = self.requests_trust_env self.logger = self.logger if self.logger else logging.getLogger(__name__) def __del__(self): if self.session: try: self.session.close() except Exception as e: pass def __repr__(self): return 'ccxt.' + ('async_support.' if self.asyncio_loop else '') + self.id + '()' def __str__(self): return self.name def init_throttler(self, cost=None): # stub in sync pass def throttle(self, cost=None): now = float(self.milliseconds()) elapsed = now - self.lastRestRequestTimestamp cost = 1 if cost is None else cost sleep_time = self.rateLimit * cost if elapsed < sleep_time: delay = sleep_time - elapsed time.sleep(delay / 1000.0) @staticmethod def gzip_deflate(response, text): encoding = response.info().get('Content-Encoding') if encoding in ('gzip', 'x-gzip', 'deflate'): if encoding == 'deflate': return zlib.decompress(text, -zlib.MAX_WBITS) else: return gzip.GzipFile('', 'rb', 9, io.BytesIO(text)).read() return text def prepare_request_headers(self, headers=None): headers = headers or {} if self.session: headers.update(self.session.headers) headers.update(self.headers) userAgent = self.userAgent if self.userAgent is not None else self.user_agent if userAgent: if type(userAgent) is str: headers.update({'User-Agent': userAgent}) elif (type(userAgent) is dict) and ('User-Agent' in userAgent): headers.update(userAgent) headers.update({'Accept-Encoding': 'gzip, deflate'}) return self.set_headers(headers) def log(self, *args): print(*args) def on_rest_response(self, code, reason, url, method, response_headers, response_body, request_headers, request_body): return response_body.strip() def on_json_response(self, response_body): if self.quoteJsonNumbers and orjson is None: return json.loads(response_body, parse_float=str, parse_int=str) else: if orjson: return orjson.loads(response_body) return json.loads(response_body) def fetch(self, url, method='GET', headers=None, body=None): """Perform a HTTP request and return decoded JSON data""" # ##### PROXY & HEADERS ##### request_headers = self.prepare_request_headers(headers) # proxy-url proxyUrl = self.check_proxy_url_settings(url, method, headers, body) if proxyUrl is not None: request_headers.update({'Origin': self.origin}) url = proxyUrl + self.url_encoder_for_proxy_url(url) # proxy agents proxies = None # set default httpProxy, httpsProxy, socksProxy = self.check_proxy_settings(url, method, headers, body) if httpProxy: proxies = {} proxies['http'] = httpProxy elif httpsProxy: proxies = {} proxies['https'] = httpsProxy elif socksProxy: proxies = {} # https://stackoverflow.com/a/15661226/2377343 proxies['http'] = socksProxy proxies['https'] = socksProxy proxyAgentSet = proxies is not None self.check_conflicting_proxies(proxyAgentSet, proxyUrl) # specifically for async-python, there is ".proxies" property maintained if (self.proxies is not None): if (proxyAgentSet or proxyUrl): raise ExchangeError(self.id + ' you have conflicting proxy settings - use either .proxies or http(s)Proxy / socksProxy / proxyUrl') proxies = self.proxies # log if self.verbose: self.log("\nfetch Request:", self.id, method, url, "RequestHeaders:", request_headers, "RequestBody:", body) self.logger.debug("%s %s, Request: %s %s", method, url, request_headers, body) # end of proxies & headers request_body = body if body: body = body.encode() self.session.cookies.clear() http_response = None http_status_code = None http_status_text = None json_response = None try: response = self.session.request( method, url, data=body, headers=request_headers, timeout=(self.timeout / 1000), proxies=proxies, verify=self.verify and self.validateServerSsl ) # does not try to detect encoding response.encoding = 'utf-8' headers = response.headers http_status_code = response.status_code http_status_text = response.reason http_response = self.on_rest_response(http_status_code, http_status_text, url, method, headers, response.text, request_headers, request_body) json_response = self.parse_json(http_response) # FIXME remove last_x_responses from subclasses if self.enableLastHttpResponse: self.last_http_response = http_response if self.enableLastJsonResponse: self.last_json_response = json_response if self.enableLastResponseHeaders: self.last_response_headers = headers if self.verbose: self.log("\nfetch Response:", self.id, method, url, http_status_code, "ResponseHeaders:", headers, "ResponseBody:", http_response) self.logger.debug("%s %s, Response: %s %s %s", method, url, http_status_code, headers, http_response) response.raise_for_status() except Timeout as e: details = ' '.join([self.id, method, url]) raise RequestTimeout(details) from e except TooManyRedirects as e: details = ' '.join([self.id, method, url]) raise ExchangeError(details) from e except SSLError as e: details = ' '.join([self.id, method, url]) raise ExchangeError(details) from e except HTTPError as e: details = ' '.join([self.id, method, url]) skip_further_error_handling = self.handle_errors(http_status_code, http_status_text, url, method, headers, http_response, json_response, request_headers, request_body) if not skip_further_error_handling: self.handle_http_status_code(http_status_code, http_status_text, url, method, http_response) raise ExchangeError(details) from e except requestsConnectionError as e: error_string = str(e) details = ' '.join([self.id, method, url]) if 'Read timed out' in error_string: raise RequestTimeout(details) from e else: raise NetworkError(details) from e except ConnectionResetError as e: error_string = str(e) details = ' '.join([self.id, method, url]) raise NetworkError(details) from e except RequestException as e: # base exception class error_string = str(e) if ('Missing dependencies for SOCKS support' in error_string): raise NotSupported(self.id + ' - to use SOCKS proxy with ccxt, you might need "pysocks" module that can be installed by "pip install pysocks"') details = ' '.join([self.id, method, url]) if any(x in error_string for x in ['ECONNRESET', 'Connection aborted.', 'Connection broken:']): raise NetworkError(details) from e else: raise ExchangeError(details) from e self.handle_errors(http_status_code, http_status_text, url, method, headers, http_response, json_response, request_headers, request_body) if json_response is not None: return json_response elif self.is_text_response(headers): return http_response else: if isinstance(response.content, bytes): return response.content.decode('utf8') return response.content def parse_json(self, http_response): try: if Exchange.is_json_encoded_object(http_response): return self.on_json_response(http_response) except ValueError: # superclass of JsonDecodeError (python2) pass def is_text_response(self, headers): # https://github.com/ccxt/ccxt/issues/5302 content_type = headers.get('Content-Type', '') return content_type.startswith('application/json') or content_type.startswith('text/') @staticmethod def key_exists(dictionary, key): if hasattr(dictionary, '__getitem__') and not isinstance(dictionary, str): if isinstance(dictionary, list) and type(key) is not int: return False try: value = dictionary[key] return value is not None and value != '' except LookupError: return False return False @staticmethod def safe_float(dictionary, key, default_value=None): value = default_value try: if Exchange.key_exists(dictionary, key): value = float(dictionary[key]) except ValueError as e: value = default_value return value @staticmethod def safe_string(dictionary, key, default_value=None): return str(dictionary[key]) if Exchange.key_exists(dictionary, key) else default_value @staticmethod def safe_string_lower(dictionary, key, default_value=None): if Exchange.key_exists(dictionary, key): return str(dictionary[key]).lower() else: return default_value.lower() if default_value is not None else default_value @staticmethod def safe_string_upper(dictionary, key, default_value=None): if Exchange.key_exists(dictionary, key): return str(dictionary[key]).upper() else: return default_value.upper() if default_value is not None else default_value @staticmethod def safe_integer(dictionary, key, default_value=None): if not Exchange.key_exists(dictionary, key): return default_value value = dictionary[key] try: # needed to avoid breaking on "100.0" # https://stackoverflow.com/questions/1094717/convert-a-string-to-integer-with-decimal-in-python#1094721 return int(float(value)) except ValueError: return default_value except TypeError: return default_value @staticmethod def safe_integer_product(dictionary, key, factor, default_value=None): if not Exchange.key_exists(dictionary, key): return default_value value = dictionary[key] if isinstance(value, Number): return int(value * factor) elif isinstance(value, str): try: return int(float(value) * factor) except ValueError: pass return default_value @staticmethod def safe_timestamp(dictionary, key, default_value=None): return Exchange.safe_integer_product(dictionary, key, 1000, default_value) @staticmethod def safe_value(dictionary, key, default_value=None): return dictionary[key] if Exchange.key_exists(dictionary, key) else default_value # we're not using safe_floats with a list argument as we're trying to save some cycles here # we're not using safe_float_3 either because those cases are too rare to deserve their own optimization @staticmethod def safe_float_2(dictionary, key1, key2, default_value=None): return Exchange.safe_either(Exchange.safe_float, dictionary, key1, key2, default_value) @staticmethod def safe_string_2(dictionary, key1, key2, default_value=None): return Exchange.safe_either(Exchange.safe_string, dictionary, key1, key2, default_value) @staticmethod def safe_string_lower_2(dictionary, key1, key2, default_value=None): return Exchange.safe_either(Exchange.safe_string_lower, dictionary, key1, key2, default_value) @staticmethod def safe_string_upper_2(dictionary, key1, key2, default_value=None): return Exchange.safe_either(Exchange.safe_string_upper, dictionary, key1, key2, default_value) @staticmethod def safe_integer_2(dictionary, key1, key2, default_value=None): return Exchange.safe_either(Exchange.safe_integer, dictionary, key1, key2, default_value) @staticmethod def safe_integer_product_2(dictionary, key1, key2, factor, default_value=None): value = Exchange.safe_integer_product(dictionary, key1, factor) return value if value is not None else Exchange.safe_integer_product(dictionary, key2, factor, default_value) @staticmethod def safe_timestamp_2(dictionary, key1, key2, default_value=None): return Exchange.safe_integer_product_2(dictionary, key1, key2, 1000, default_value) @staticmethod def safe_value_2(dictionary, key1, key2, default_value=None): return Exchange.safe_either(Exchange.safe_value, dictionary, key1, key2, default_value) # safe_method_n methods family @staticmethod def safe_float_n(dictionary, key_list, default_value=None): value = Exchange.get_object_value_from_key_list(dictionary, key_list) if value is None: return default_value try: value = float(value) except ValueError as e: value = default_value return value @staticmethod def safe_string_n(dictionary, key_list, default_value=None): value = Exchange.get_object_value_from_key_list(dictionary, key_list) return str(value) if value is not None else default_value @staticmethod def safe_string_lower_n(dictionary, key_list, default_value=None): value = Exchange.get_object_value_from_key_list(dictionary, key_list) if value is not None: return str(value).lower() elif default_value is None: return default_value else: return default_value.lower() @staticmethod def safe_string_upper_n(dictionary, key_list, default_value=None): value = Exchange.get_object_value_from_key_list(dictionary, key_list) if value is not None: return str(value).upper() elif default_value is None: return default_value else: return default_value.upper() @staticmethod def safe_integer_n(dictionary, key_list, default_value=None): value = Exchange.get_object_value_from_key_list(dictionary, key_list) if value is None: return default_value try: # needed to avoid breaking on "100.0" # https://stackoverflow.com/questions/1094717/convert-a-string-to-integer-with-decimal-in-python#1094721 return int(float(value)) except ValueError: return default_value except TypeError: return default_value @staticmethod def safe_integer_product_n(dictionary, key_list, factor, default_value=None): if dictionary is None: return default_value value = Exchange.get_object_value_from_key_list(dictionary, key_list) if value is None: return default_value if isinstance(value, Number): return int(value * factor) elif isinstance(value, str): try: return int(float(value) * factor) except ValueError: pass return default_value @staticmethod def safe_timestamp_n(dictionary, key_list, default_value=None): return Exchange.safe_integer_product_n(dictionary, key_list, 1000, default_value) @staticmethod def safe_value_n(dictionary, key_list, default_value=None): if dictionary is None: return default_value value = Exchange.get_object_value_from_key_list(dictionary, key_list) return value if value is not None else default_value @staticmethod def get_object_value_from_key_list(dictionary_or_list, key_list): isDataArray = isinstance(dictionary_or_list, list) isDataDict = isinstance(dictionary_or_list, dict) for key in key_list: if isDataDict: if key in dictionary_or_list and dictionary_or_list[key] is not None and dictionary_or_list[key] != '': return dictionary_or_list[key] elif isDataArray and not isinstance(key, str): if (key < len(dictionary_or_list)) and (dictionary_or_list[key] is not None) and (dictionary_or_list[key] != ''): return dictionary_or_list[key] return None @staticmethod def safe_either(method, dictionary, key1, key2, default_value=None): """A helper-wrapper for the safe_value_2() family.""" value = method(dictionary, key1) return value if value is not None else method(dictionary, key2, default_value) @staticmethod def truncate(num, precision=0): """Deprecated, use decimal_to_precision instead""" if precision > 0: decimal_precision = math.pow(10, precision) return math.trunc(num * decimal_precision) / decimal_precision return int(Exchange.truncate_to_string(num, precision)) @staticmethod def truncate_to_string(num, precision=0): """Deprecated, todo: remove references from subclasses""" if precision > 0: parts = ('{0:.%df}' % precision).format(Decimal(num)).split('.') decimal_digits = parts[1][:precision].rstrip('0') decimal_digits = decimal_digits if len(decimal_digits) else '0' return parts[0] + '.' + decimal_digits return ('%d' % num) @staticmethod def uuid22(length=22): return format(random.getrandbits(length * 4), 'x') @staticmethod def uuid16(length=16): return format(random.getrandbits(length * 4), 'x') @staticmethod def uuid(): return str(uuid.uuid4()) @staticmethod def uuidv1(): return str(uuid.uuid1()).replace('-', '') @staticmethod def capitalize(string): # first character only, rest characters unchanged # the native pythonic .capitalize() method lowercases all other characters # which is an unwanted behaviour, therefore we use this custom implementation # check it yourself: print('foobar'.capitalize(), 'fooBar'.capitalize()) if len(string) > 1: return "%s%s" % (string[0].upper(), string[1:]) return string.upper() @staticmethod def strip(string): return string.strip() @staticmethod def keysort(dictionary): return collections.OrderedDict(sorted(dictionary.items(), key=lambda t: t[0])) @staticmethod def extend(*args): if args is not None: result = None if type(args[0]) is collections.OrderedDict: result = collections.OrderedDict() else: result = {} for arg in args: result.update(arg) return result return {} @staticmethod def deep_extend(*args): result = None for arg in args: if isinstance(arg, dict): if not isinstance(result, dict): result = {} for key in arg: result[key] = Exchange.deep_extend(result[key] if key in result else None, arg[key]) else: result = arg return result @staticmethod def filter_by(array, key, value=None): array = Exchange.to_array(array) return list(filter(lambda x: x[key] == value, array)) @staticmethod def filterBy(array, key, value=None): return Exchange.filter_by(array, key, value) @staticmethod def group_by(array, key): result = {} array = Exchange.to_array(array) array = [entry for entry in array if (key in entry) and (entry[key] is not None)] for entry in array: if entry[key] not in result: result[entry[key]] = [] result[entry[key]].append(entry) return result @staticmethod def groupBy(array, key): return Exchange.group_by(array, key) @staticmethod def index_by(array, key): result = {} if type(array) is dict: array = Exchange.keysort(array).values() is_int_key = isinstance(key, int) for element in array: if ((is_int_key and (key < len(element))) or (key in element)) and (element[key] is not None): k = element[key] result[k] = element return result @staticmethod def sort_by(array, key, descending=False, default=0): return sorted(array, key=lambda k: k[key] if k[key] is not None else default, reverse=descending) @staticmethod def sort_by_2(array, key1, key2, descending=False): return sorted(array, key=lambda k: (k[key1] if k[key1] is not None else "", k[key2] if k[key2] is not None else ""), reverse=descending) @staticmethod def array_concat(a, b): return a + b @staticmethod def in_array(needle, haystack): return needle in haystack @staticmethod def is_empty(object): return not object @staticmethod def extract_params(string): return re.findall(r'{([\w-]+)}', string) @staticmethod def implode_params(string, params): if isinstance(params, dict): for key in params: if not isinstance(params[key], list): string = string.replace('{' + key + '}', str(params[key])) return string @staticmethod def urlencode(params={}, doseq=False, sort=False): newParams = params.copy() for key, value in params.items(): if isinstance(value, bool): newParams[key] = 'true' if value else 'false' return _urlencode.urlencode(newParams, doseq, quote_via=_urlencode.quote) @staticmethod def urlencode_with_array_repeat(params={}): return re.sub(r'%5B\d*%5D', '', Exchange.urlencode(params, True)) @staticmethod def urlencode_nested(params): result = {} def _encode_params(params, p_key=None): encode_params = {} if isinstance(params, dict): for key in params: encode_key = '{}[{}]'.format(p_key, key) encode_params[encode_key] = params[key] elif isinstance(params, (list, tuple)): for offset, value in enumerate(params): encode_key = '{}[{}]'.format(p_key, offset) encode_params[encode_key] = value else: result[p_key] = params for key in encode_params: value = encode_params[key] _encode_params(value, key) if isinstance(params, dict): for key in params: _encode_params(params[key], key) return _urlencode.urlencode(result, quote_via=_urlencode.quote) @staticmethod def rawencode(params={}): return _urlencode.unquote(Exchange.urlencode(params)) @staticmethod def encode_uri_component(uri, safe="~()*!.'"): return _urlencode.quote(uri, safe=safe) @staticmethod def omit(d, *args): if isinstance(d, dict): result = d.copy() for arg in args: if type(arg) is list: for key in arg: if key in result: del result[key] else: if arg in result: del result[arg] return result return d @staticmethod def unique(array): return list(set(array)) @staticmethod def pluck(array, key): return [ element[key] for element in array if (key in element) and (element[key] is not None) ] @staticmethod def sum(*args): return sum([arg for arg in args if isinstance(arg, (float, int))]) @staticmethod def ordered(array): return collections.OrderedDict(array) @staticmethod def aggregate(bidasks): ordered = Exchange.ordered({}) for [price, volume, *_] in bidasks: if volume > 0: ordered[price] = (ordered[price] if price in ordered else 0) + volume result = [] items = list(ordered.items()) for price, volume in items: result.append([price, volume]) return result @staticmethod def sec(): return Exchange.seconds() @staticmethod def msec(): return Exchange.milliseconds() @staticmethod def usec(): return Exchange.microseconds() @staticmethod def seconds(): return int(time.time()) @staticmethod def milliseconds(): return int(time.time() * 1000) @staticmethod def microseconds(): return int(time.time() * 1000000) @staticmethod def iso8601(timestamp=None): if timestamp is None: return timestamp if not isinstance(timestamp, int): return None if int(timestamp) < 0: return None try: utc = datetime.datetime.fromtimestamp(timestamp // 1000, datetime.timezone.utc) return utc.strftime('%Y-%m-%dT%H:%M:%S.%f')[:-6] + "{:03d}".format(int(timestamp) % 1000) + 'Z' except (TypeError, OverflowError, OSError): return None @staticmethod def rfc2616(self, timestamp=None): if timestamp is None: ts = datetime.datetime.now() else: ts = timestamp stamp = mktime(ts.timetuple()) return format_date_time(stamp) @staticmethod def dmy(timestamp, infix='-'): utc_datetime = datetime.datetime.fromtimestamp(int(round(timestamp / 1000)), datetime.timezone.utc) return utc_datetime.strftime('%m' + infix + '%d' + infix + '%Y') @staticmethod def ymd(timestamp, infix='-', fullYear=True): year_format = '%Y' if fullYear else '%y' utc_datetime = datetime.datetime.fromtimestamp(int(round(timestamp / 1000)), datetime.timezone.utc) return utc_datetime.strftime(year_format + infix + '%m' + infix + '%d') @staticmethod def yymmdd(timestamp, infix=''): return Exchange.ymd(timestamp, infix, False) @staticmethod def yyyymmdd(timestamp, infix='-'): return Exchange.ymd(timestamp, infix, True) @staticmethod def ymdhms(timestamp, infix=' '): utc_datetime = datetime.datetime.fromtimestamp(int(round(timestamp / 1000)), datetime.timezone.utc) return utc_datetime.strftime('%Y-%m-%d' + infix + '%H:%M:%S') @staticmethod def parse_date(timestamp=None): if timestamp is None: return timestamp if not isinstance(timestamp, str): return None if 'GMT' in timestamp: try: string = ''.join([str(value).zfill(2) for value in parsedate(timestamp)[:6]]) + '.000Z' dt = datetime.datetime.strptime(string, "%Y%m%d%H%M%S.%fZ") return calendar.timegm(dt.utctimetuple()) * 1000 except (TypeError, OverflowError, OSError): return None else: return Exchange.parse8601(timestamp) @staticmethod def parse8601(timestamp=None): if timestamp is None: return timestamp yyyy = '([0-9]{4})-?' mm = '([0-9]{2})-?' dd = '([0-9]{2})(?:T|[\\s])?' h = '([0-9]{2}):?' m = '([0-9]{2}):?' s = '([0-9]{2})' ms = '(\\.[0-9]{1,3})?' tz = '(?:(\\+|\\-)([0-9]{2})\\:?([0-9]{2})|Z)?' regex = r'' + yyyy + mm + dd + h + m + s + ms + tz try: match = re.search(regex, timestamp, re.IGNORECASE) if match is None: return None yyyy, mm, dd, h, m, s, ms, sign, hours, minutes = match.groups() ms = ms or '.000' ms = (ms + '00')[0:4] msint = int(ms[1:]) sign = sign or '' sign = int(sign + '1') * -1 hours = int(hours or 0) * sign minutes = int(minutes or 0) * sign offset = datetime.timedelta(hours=hours, minutes=minutes) string = yyyy + mm + dd + h + m + s + ms + 'Z' dt = datetime.datetime.strptime(string, "%Y%m%d%H%M%S.%fZ") dt = dt + offset return calendar.timegm(dt.utctimetuple()) * 1000 + msint except (TypeError, OverflowError, OSError, ValueError): return None @staticmethod def hash(request, algorithm='md5', digest='hex'): if algorithm == 'keccak': binary = bytes(keccak.SHA3(request)) else: h = hashlib.new(algorithm, request) binary = h.digest() if digest == 'base64': return Exchange.binary_to_base64(binary) elif digest == 'hex': return Exchange.binary_to_base16(binary) return binary @staticmethod def hmac(request, secret, algorithm=hashlib.sha256, digest='hex'): h = hmac.new(secret, request, algorithm) binary = h.digest() if digest == 'hex': return Exchange.binary_to_base16(binary) elif digest == 'base64': return Exchange.binary_to_base64(binary) return binary @staticmethod def binary_concat(*args): result = bytes() for arg in args: result = result + arg return result @staticmethod def binary_concat_array(array): result = bytes() for element in array: result = result + element return result @staticmethod def urlencode_base64(s): return Exchange.decode(base64.urlsafe_b64encode(s)).replace('=', '') @staticmethod def binary_to_base64(s): return Exchange.decode(base64.standard_b64encode(s)) @staticmethod def base64_to_binary(s): return base64.standard_b64decode(s) @staticmethod def string_to_base64(s): return Exchange.binary_to_base64(Exchange.encode(s)) @staticmethod def base64_to_string(s): return Exchange.decode(base64.b64decode(s)) @staticmethod def jwt(request, secret, algorithm='sha256', is_rsa=False, opts={}): algos = { 'sha256': hashlib.sha256, 'sha384': hashlib.sha384, 'sha512': hashlib.sha512, } alg = ('RS' if is_rsa else 'HS') + algorithm[3:] if 'alg' in opts and opts['alg'] is not None: alg = opts['alg'] header_opts = { 'alg': alg, 'typ': 'JWT', } if 'kid' in opts and opts['kid'] is not None: header_opts['kid'] = opts['kid'] if 'nonce' in opts and opts['nonce'] is not None: header_opts['nonce'] = opts['nonce'] header = Exchange.encode(Exchange.json(header_opts)) encoded_header = Exchange.urlencode_base64(header) encoded_data = Exchange.urlencode_base64(Exchange.encode(Exchange.json(request))) token = encoded_header + '.' + encoded_data algoType = alg[0:2] if is_rsa or algoType == 'RS': signature = Exchange.base64_to_binary(Exchange.rsa(token, Exchange.decode(secret), algorithm)) elif algoType == 'ES': rawSignature = Exchange.ecdsa(token, secret, 'p256', algorithm) signature = Exchange.base16_to_binary(rawSignature['r'].rjust(64, "0") + rawSignature['s'].rjust(64, "0")) else: signature = Exchange.hmac(Exchange.encode(token), secret, algos[algorithm], 'binary') return token + '.' + Exchange.urlencode_base64(signature) @staticmethod def rsa(request, secret, alg='sha256'): algorithms = { "sha256": hashes.SHA256(), "sha384": hashes.SHA384(), "sha512": hashes.SHA512(), } algorithm = algorithms[alg] priv_key = load_pem_private_key(Exchange.encode(secret), None, backends.default_backend()) return Exchange.binary_to_base64(priv_key.sign(Exchange.encode(request), padding.PKCS1v15(), algorithm)) @staticmethod def eth_abi_encode(types, args): return abi.encode(types, args) @staticmethod def eth_encode_structured_data(domain, messageTypes, message): encodedData = account.messages.encode_typed_data(domain, messageTypes, message) return Exchange.binary_concat(b"\x19\x01", encodedData.header, encodedData.body) @staticmethod def retrieve_stark_account (signature, accountClassHash, accountProxyClassHash): privateKey = get_private_key_from_eth_signature(signature) publicKey = private_to_stark_key(privateKey) calldata = [ int(accountClassHash, 16), get_selector_from_name("initialize"), 2, publicKey, 0, ] address = compute_address( class_hash=int(accountProxyClassHash, 16), constructor_calldata=calldata, salt=publicKey, ) return { 'privateKey': privateKey, 'publicKey': publicKey, 'address': hex(address) } @staticmethod def starknet_encode_structured_data (domain, messageTypes, messageData, address): types = list(messageTypes.keys()) if len(types) > 1: raise NotSupported('starknetEncodeStructuredData only support single type') request = { 'domain': domain, 'primaryType': types[0], 'types': Exchange.extend({ 'StarkNetDomain': [ {'name': "name", 'type': "felt"}, {'name': "chainId", 'type': "felt"}, {'name': "version", 'type': "felt"}, ], }, messageTypes), 'message': messageData, } typedDataClass = TypedDataDataclass.from_dict(request) msgHash = typedDataClass.message_hash(int(address, 16)) return msgHash @staticmethod def starknet_sign (hash, pri): # // TODO: unify to ecdsa r, s = message_signature(hash, pri) return Exchange.json([hex(r), hex(s)]) @staticmethod def packb(o): return packb(o) @staticmethod def int_to_base16(num): return "%0.2X" % num @staticmethod def random_bytes(length): return format(random.getrandbits(length * 8), 'x') @staticmethod def ecdsa(request, secret, algorithm='p256', hash=None, fixed_length=False): # your welcome - frosty00 algorithms = { 'p192': [ecdsa.NIST192p, 'sha256'], 'p224': [ecdsa.NIST224p, 'sha256'], 'p256': [ecdsa.NIST256p, 'sha256'], 'p384': [ecdsa.NIST384p, 'sha384'], 'p521': [ecdsa.NIST521p, 'sha512'], 'secp256k1': [ecdsa.SECP256k1, 'sha256'], } if algorithm not in algorithms: raise ArgumentsRequired(algorithm + ' is not a supported algorithm') curve_info = algorithms[algorithm] hash_function = getattr(hashlib, curve_info[1]) encoded_request = Exchange.encode(request) if hash is not None: digest = Exchange.hash(encoded_request, hash, 'binary') else: digest = base64.b16decode(encoded_request, casefold=True) if isinstance(secret, str): secret = Exchange.encode(secret) if secret.find(b'-----BEGIN EC PRIVATE KEY-----') > -1: key = ecdsa.SigningKey.from_pem(secret, hash_function) else: key = ecdsa.SigningKey.from_string(base64.b16decode(secret, casefold=True), curve=curve_info[0]) r_binary, s_binary, v = key.sign_digest_deterministic(digest, hashfunc=hash_function, sigencode=ecdsa.util.sigencode_strings_canonize) r_int, s_int = ecdsa.util.sigdecode_strings((r_binary, s_binary), key.privkey.order) counter = 0 minimum_size = (1 << (8 * 31)) - 1 half_order = key.privkey.order / 2 while fixed_length and (r_int > half_order or r_int <= minimum_size or s_int <= minimum_size): r_binary, s_binary, v = key.sign_digest_deterministic(digest, hashfunc=hash_function, sigencode=ecdsa.util.sigencode_strings_canonize, extra_entropy=Exchange.number_to_le(counter, 32)) r_int, s_int = ecdsa.util.sigdecode_strings((r_binary, s_binary), key.privkey.order) counter += 1 r, s = Exchange.decode(base64.b16encode(r_binary)).lower(), Exchange.decode(base64.b16encode(s_binary)).lower() return { 'r': r, 's': s, 'v': v, } @staticmethod def eddsa(request, secret, curve='ed25519'): if isinstance(secret, str): secret = Exchange.encode(secret) private_key = ed25519.Ed25519PrivateKey.from_private_bytes(secret) if len(secret) == 32 else load_pem_private_key(secret, None) return Exchange.binary_to_base64(private_key.sign(request)) @staticmethod def axolotl(request, secret, curve='ed25519'): random = b'\x00' * 64 request = base64.b16decode(request, casefold=True) secret = base64.b16decode(secret, casefold=True) signature = eddsa.calculateSignature(random, secret, request) return Exchange.binary_to_base58(signature) @staticmethod def json(data, params=None): if orjson: return orjson.dumps(data).decode('utf-8') return json.dumps(data, separators=(',', ':'), cls=SafeJSONEncoder) @staticmethod def is_json_encoded_object(input): return (isinstance(input, str) and (len(input) >= 2) and ((input[0] == '{') or (input[0] == '['))) @staticmethod def encode(string): return string.encode('utf-8') @staticmethod def decode(string): return string.decode('utf-8') @staticmethod def to_array(value): return list(value.values()) if type(value) is dict else value @staticmethod def check_required_version(required_version, error=True): result = True [major1, minor1, patch1] = required_version.split('.') [major2, minor2, patch2] = __version__.split('.') int_major1 = int(major1) int_minor1 = int(minor1) int_patch1 = int(patch1) int_major2 = int(major2) int_minor2 = int(minor2) int_patch2 = int(patch2) if int_major1 > int_major2: result = False if int_major1 == int_major2: if int_minor1 > int_minor2: result = False elif int_minor1 == int_minor2 and int_patch1 > int_patch2: result = False if not result: if error: raise NotSupported('Your current version of CCXT is ' + __version__ + ', a newer version ' + required_version + ' is required, please, upgrade your version of CCXT') else: return error return result def precision_from_string(self, str): # support string formats like '1e-4' if 'e' in str or 'E' in str: numStr = re.sub(r'\d\.?\d*[eE]', '', str) return int(numStr) * -1 # support integer formats (without dot) like '1', '10' etc [Note: bug in decimalToPrecision, so this should not be used atm] # if not ('.' in str): # return len(str) * -1 # default strings like '0.0001' parts = re.sub(r'0+$', '', str).split('.') return len(parts[1]) if len(parts) > 1 else 0 def load_markets(self, reload=False, params={}): """ Loads and prepares the markets for trading. Args: reload (bool): If True, the markets will be reloaded from the exchange. params (dict): Additional exchange-specific parameters for the request. Returns: dict: A dictionary of markets. Raises: Exception: If the markets cannot be loaded or prepared. Notes: It ensures that the markets are only loaded once, even if called multiple times. If the markets are already loaded and `reload` is False or not provided, it returns the existing markets. If a reload is in progress, it waits for completion before returning. If an error occurs during loading or preparation, an exception is raised. """ if not reload: if self.markets: if not self.markets_by_id: return self.set_markets(self.markets) return self.markets currencies = None if self.has['fetchCurrencies'] is True: currencies = self.fetch_currencies() markets = self.fetch_markets(params) return self.set_markets(markets, currencies) def fetch_markets(self, params={}): # markets are returned as a list # currencies are returned as a dict # this is for historical reasons # and may be changed for consistency later return self.to_array(self.markets) def fetch_currencies(self, params={}): # markets are returned as a list # currencies are returned as a dict # this is for historical reasons # and may be changed for consistency later return self.currencies def fetch_fees(self): trading = {} funding = {} if self.has['fetchTradingFees']: trading = self.fetch_trading_fees() if self.has['fetchFundingFees']: funding = self.fetch_funding_fees() return { 'trading': trading, 'funding': funding, } @staticmethod def parse_timeframe(timeframe): amount = int(timeframe[0:-1]) unit = timeframe[-1] if 'y' == unit: scale = 60 * 60 * 24 * 365 elif 'M' == unit: scale = 60 * 60 * 24 * 30 elif 'w' == unit: scale = 60 * 60 * 24 * 7 elif 'd' == unit: scale = 60 * 60 * 24 elif 'h' == unit: scale = 60 * 60 elif 'm' == unit: scale = 60 elif 's' == unit: scale = 1 else: raise NotSupported('timeframe unit {} is not supported'.format(unit)) return amount * scale @staticmethod def round_timeframe(timeframe, timestamp, direction=ROUND_DOWN): ms = Exchange.parse_timeframe(timeframe) * 1000 # Get offset based on timeframe in milliseconds offset = timestamp % ms return timestamp - offset + (ms if direction == ROUND_UP else 0) def vwap(self, baseVolume, quoteVolume): return (quoteVolume / baseVolume) if (quoteVolume is not None) and (baseVolume is not None) and (baseVolume > 0) else None def check_required_dependencies(self): if self.requiresEddsa and eddsa is None: raise NotSupported(self.id + ' Eddsa functionality requires python-axolotl-curve25519, install with `pip install python-axolotl-curve25519==0.4.1.post2`: https://github.com/tgalal/python-axolotl-curve25519') def privateKeyToAddress(self, privateKey): private_key_bytes = base64.b16decode(Exchange.encode(privateKey), True) public_key_bytes = ecdsa.SigningKey.from_string(private_key_bytes, curve=ecdsa.SECP256k1).verifying_key.to_string() public_key_hash = keccak.SHA3(public_key_bytes) return '0x' + Exchange.decode(base64.b16encode(public_key_hash))[-40:].lower() @staticmethod def remove0x_prefix(value): if value[:2] == '0x': return value[2:] return value @staticmethod def totp(key): def hex_to_dec(n): return int(n, base=16) def base32_to_bytes(n): missing_padding = len(n) % 8 padding = 8 - missing_padding if missing_padding > 0 else 0 padded = n.upper() + ('=' * padding) return base64.b32decode(padded) # throws an error if the key is invalid epoch = int(time.time()) // 30 hmac_res = Exchange.hmac(epoch.to_bytes(8, 'big'), base32_to_bytes(key.replace(' ', '')), hashlib.sha1, 'hex') offset = hex_to_dec(hmac_res[-1]) * 2 otp = str(hex_to_dec(hmac_res[offset: offset + 8]) & 0x7fffffff) return otp[-6:] @staticmethod def number_to_le(n, size): return int(n).to_bytes(size, 'little') @staticmethod def number_to_be(n, size): return int(n).to_bytes(size, 'big') @staticmethod def base16_to_binary(s): return base64.b16decode(s, True) @staticmethod def binary_to_base16(s): return Exchange.decode(base64.b16encode(s)).lower() def sleep(self, milliseconds): return time.sleep(milliseconds / 1000) @staticmethod def base58_to_binary(s): """encodes a base58 string to as a big endian integer""" if Exchange.base58_decoder is None: Exchange.base58_decoder = {} Exchange.base58_encoder = {} for i, c in enumerate(Exchange.base58_alphabet): Exchange.base58_decoder[c] = i Exchange.base58_encoder[i] = c result = 0 for i in range(len(s)): result *= 58 result += Exchange.base58_decoder[s[i]] return result.to_bytes((result.bit_length() + 7) // 8, 'big') @staticmethod def binary_to_base58(b): if Exchange.base58_encoder is None: Exchange.base58_decoder = {} Exchange.base58_encoder = {} for i, c in enumerate(Exchange.base58_alphabet): Exchange.base58_decoder[c] = i Exchange.base58_encoder[i] = c result = 0 # undo decimal_to_bytes for byte in b: result *= 0x100 result += byte string = [] while result > 0: result, next_character = divmod(result, 58) string.append(Exchange.base58_encoder[next_character]) string.reverse() return ''.join(string) def parse_number(self, value, default=None): if value is None: return default else: try: return self.number(value) except Exception: return default def omit_zero(self, string_number): try: if string_number is None or string_number == '': return None if float(string_number) == 0: return None return string_number except Exception: return string_number def check_order_arguments(self, market, type, side, amount, price, params): if price is None: if type == 'limit': raise ArgumentsRequired(self.id + ' create_order() requires a price argument for a limit order') if amount <= 0: raise InvalidOrder(self.id + ' create_order() amount should be above 0') def handle_http_status_code(self, code, reason, url, method, body): codeAsString = str(code) if codeAsString in self.httpExceptions: ErrorClass = self.httpExceptions[codeAsString] raise ErrorClass(self.id + ' ' + method + ' ' + url + ' ' + codeAsString + ' ' + reason + ' ' + body) @staticmethod def crc32(string, signed=False): unsigned = binascii.crc32(string.encode('utf8')) if signed and (unsigned >= 0x80000000): return unsigned - 0x100000000 else: return unsigned def clone(self, obj): return obj if isinstance(obj, list) else self.extend(obj) # def delete_key_from_dictionary(self, dictionary, key): # newDictionary = self.clone(dictionary) # del newDictionary[key] # return newDictionary # def set_object_property(obj, prop, value): # obj[prop] = value def convert_to_big_int(self, value): return int(value) if isinstance(value, str) else value def string_to_chars_array(self, value): return list(value) def value_is_defined(self, value): return value is not None def array_slice(self, array, first, second=None): return array[first:second] if second else array[first:] def get_property(self, obj, property, defaultValue=None): return getattr(obj, property) if hasattr(obj, property) else defaultValue def set_property(self, obj, property, value): setattr(obj, property, value) def un_camel_case(self, str): return re.sub('(?!^)([A-Z]+)', r'_\1', str).lower() def fix_stringified_json_members(self, content): # when stringified json has members with their values also stringified, like: # '{"code":0, "data":{"order":{"orderId":1742968678528512345,"symbol":"BTC-USDT", "takeProfit":"{\"type\":\"TAKE_PROFIT\",\"stopPrice\":43320.1}","reduceOnly":false}}}' # we can fix with below manipulations # @ts-ignore modifiedContent = content.replace('\\', '') modifiedContent = modifiedContent.replace('"{', '{') modifiedContent = modifiedContent.replace('}"', '}') return modifiedContent def extend_exchange_options(self, newOptions): self.options = self.extend(self.options, newOptions) def create_safe_dictionary(self): return {} def convert_to_safe_dictionary(self, dictionary): return dictionary def rand_number(self, size): return int(''.join([str(random.randint(0, 9)) for _ in range(size)])) def binary_length(self, binary): return len(binary) def get_zk_contract_signature_obj(self, seeds: str, params={}): if zklink_sdk is None: raise Exception('zklink_sdk is not installed, please do pip3 install apexomni-arm or apexomni-x86-mac or apexomni-x86-windows-linux') slotId = self.safe_string(params, 'slotId') nonceInt = int(self.remove0x_prefix(self.hash(self.encode(slotId), 'sha256', 'hex')), 16) maxUint64 = 18446744073709551615 maxUint32 = 4294967295 slotId = (nonceInt % maxUint64) / maxUint32 nonce = nonceInt % maxUint32 accountId = int(self.safe_string(params, 'accountId'), 10) % maxUint32 priceStr = (Decimal(self.safe_string(params, 'price')) * Decimal(10) ** Decimal('18')).quantize(Decimal(0), rounding='ROUND_DOWN') sizeStr = (Decimal(self.safe_string(params, 'size')) * Decimal(10) ** Decimal('18')).quantize(Decimal(0), rounding='ROUND_DOWN') takerFeeRateStr = (Decimal(self.safe_string(params, 'takerFeeRate')) * Decimal(10000)).quantize(Decimal(0), rounding='ROUND_UP') makerFeeRateStr = (Decimal(self.safe_string(params, 'makerFeeRate')) * Decimal(10000)).quantize(Decimal(0), rounding='ROUND_UP') builder = zklink_sdk.ContractBuilder( int(accountId), int(0), int(slotId), int(nonce), int(self.safe_number(params, 'pairId')), sizeStr.__str__(), priceStr.__str__(), self.safe_string(params, 'direction') == "BUY", int(takerFeeRateStr), int(makerFeeRateStr), False) tx = zklink_sdk.Contract(builder) seedsByte = bytes.fromhex(seeds.removeprefix('0x')) signerSeed = zklink_sdk.ZkLinkSigner().new_from_seed(seedsByte) auth_data = signerSeed.sign_musig(tx.get_bytes()) signature = auth_data.signature return signature def get_zk_transfer_signature_obj(self, seeds: str, params={}): if zklink_sdk is None: raise Exception('zklink_sdk is not installed, please do pip3 install apexomni-arm or apexomni-x86-mac or apexomni-x86-windows-linux') nonce = self.safe_string(params, 'nonce', '0') if self.safe_bool(params, 'isContract'): formattedUint32 = '4294967295' formattedNonce = int(self.remove0x_prefix(self.hash(self.encode(nonce), 'sha256', 'hex')), 16) nonce = Precise.string_mod(str(formattedNonce), formattedUint32) tx_builder = zklink_sdk.TransferBuilder( int(self.safe_number(params, 'zkAccountId', 0)), self.safe_string(params, 'receiverAddress'), int(self.safe_number(params, 'subAccountId', 0)), int(self.safe_number(params, 'receiverSubAccountId', 0)), int(self.safe_number(params, 'tokenId', 0)), self.safe_string(params, 'amount', '0'), self.safe_string(params, 'fee', '0'), self.parse_to_int(nonce), int(self.safe_number(params, 'timestampSeconds', 0)) ) tx = zklink_sdk.Transfer(tx_builder) seedsByte = bytes.fromhex(seeds.removeprefix('0x')) signerSeed = zklink_sdk.ZkLinkSigner().new_from_seed(seedsByte) auth_data = signerSeed.sign_musig(tx.get_bytes()) signature = auth_data.signature return signature # ######################################################################## # ######################################################################## # ######################################################################## # ######################################################################## # ######## ######## ######## # ######## ######## ######## # ######## ######## ######## # ######## ######## ######## # ######## ######################## ######################## # ######## ######################## ######################## # ######## ######################## ######################## # ######## ######################## ######################## # ######## ######## ######## # ######## ######## ######## # ######## ######## ######## # ######## ######## ######## # ######################################################################## # ######################################################################## # ######################################################################## # ######################################################################## # ######## ######## ######## ######## # ######## ######## ######## ######## # ######## ######## ######## ######## # ######## ######## ######## ######## # ################ ######################## ################ # ################ ######################## ################ # ################ ######################## ################ # ################ ######################## ################ # ######## ######## ################ ################ # ######## ######## ################ ################ # ######## ######## ################ ################ # ######## ######## ################ ################ # ######################################################################## # ######################################################################## # ######################################################################## # ######################################################################## # METHODS BELOW THIS LINE ARE TRANSPILED FROM JAVASCRIPT TO PYTHON AND PHP def describe(self) -> Any: return { 'id': None, 'name': None, 'countries': None, 'enableRateLimit': True, 'rateLimit': 2000, # milliseconds = seconds * 1000 'timeout': self.timeout, # milliseconds = seconds * 1000 'certified': False, # if certified by the CCXT dev team 'pro': False, # if it is integrated with CCXT Pro for WebSocket support 'alias': False, # whether self exchange is an alias to another exchange 'dex': False, 'has': { 'publicAPI': True, 'privateAPI': True, 'CORS': None, 'sandbox': None, 'spot': None, 'margin': None, 'swap': None, 'future': None, 'option': None, 'addMargin': None, 'borrowCrossMargin': None, 'borrowIsolatedMargin': None, 'borrowMargin': None, 'cancelAllOrders': None, 'cancelAllOrdersWs': None, 'cancelOrder': True, 'cancelOrderWs': None, 'cancelOrders': None, 'cancelOrdersWs': None, 'closeAllPositions': None, 'closePosition': None, 'createDepositAddress': None, 'createLimitBuyOrder': None, 'createLimitBuyOrderWs': None, 'createLimitOrder': True, 'createLimitOrderWs': None, 'createLimitSellOrder': None, 'createLimitSellOrderWs': None, 'createMarketBuyOrder': None, 'createMarketBuyOrderWs': None, 'createMarketBuyOrderWithCost': None, 'createMarketBuyOrderWithCostWs': None, 'createMarketOrder': True, 'createMarketOrderWs': True, 'createMarketOrderWithCost': None, 'createMarketOrderWithCostWs': None, 'createMarketSellOrder': None, 'createMarketSellOrderWs': None, 'createMarketSellOrderWithCost': None, 'createMarketSellOrderWithCostWs': None, 'createOrder': True, 'createOrderWs': None, 'createOrders': None, 'createOrderWithTakeProfitAndStopLoss': None, 'createOrderWithTakeProfitAndStopLossWs': None, 'createPostOnlyOrder': None, 'createPostOnlyOrderWs': None, 'createReduceOnlyOrder': None, 'createReduceOnlyOrderWs': None, 'createStopLimitOrder': None, 'createStopLimitOrderWs': None, 'createStopLossOrder': None, 'createStopLossOrderWs': None, 'createStopMarketOrder': None, 'createStopMarketOrderWs': None, 'createStopOrder': None, 'createStopOrderWs': None, 'createTakeProfitOrder': None, 'createTakeProfitOrderWs': None, 'createTrailingAmountOrder': None, 'createTrailingAmountOrderWs': None, 'createTrailingPercentOrder': None, 'createTrailingPercentOrderWs': None, 'createTriggerOrder': None, 'createTriggerOrderWs': None, 'deposit': None, 'editOrder': 'emulated', 'editOrders': None, 'editOrderWs': None, 'fetchAccounts': None, 'fetchBalance': True, 'fetchBalanceWs': None, 'fetchBidsAsks': None, 'fetchBorrowInterest': None, 'fetchBorrowRate': None, 'fetchBorrowRateHistories': None, 'fetchBorrowRateHistory': None, 'fetchBorrowRates': None, 'fetchBorrowRatesPerSymbol': None, 'fetchCanceledAndClosedOrders': None, 'fetchCanceledOrders': None, 'fetchClosedOrder': None, 'fetchClosedOrders': None, 'fetchClosedOrdersWs': None, 'fetchConvertCurrencies': None, 'fetchConvertQuote': None, 'fetchConvertTrade': None, 'fetchConvertTradeHistory': None, 'fetchCrossBorrowRate': None, 'fetchCrossBorrowRates': None, 'fetchCurrencies': 'emulated', 'fetchCurrenciesWs': 'emulated', 'fetchDeposit': None, 'fetchDepositAddress': None, 'fetchDepositAddresses': None, 'fetchDepositAddressesByNetwork': None, 'fetchDeposits': None, 'fetchDepositsWithdrawals': None, 'fetchDepositsWs': None, 'fetchDepositWithdrawFee': None, 'fetchDepositWithdrawFees': None, 'fetchFundingHistory': None, 'fetchFundingRate': None, 'fetchFundingRateHistory': None, 'fetchFundingInterval': None, 'fetchFundingIntervals': None, 'fetchFundingRates': None, 'fetchGreeks': None, 'fetchIndexOHLCV': None, 'fetchIsolatedBorrowRate': None, 'fetchIsolatedBorrowRates': None, 'fetchMarginAdjustmentHistory': None, 'fetchIsolatedPositions': None, 'fetchL2OrderBook': True, 'fetchL3OrderBook': None, 'fetchLastPrices': None, 'fetchLedger': None, 'fetchLedgerEntry': None, 'fetchLeverage': None, 'fetchLeverages': None, 'fetchLeverageTiers': None, 'fetchLiquidations': None, 'fetchLongShortRatio': None, 'fetchLongShortRatioHistory': None, 'fetchMarginMode': None, 'fetchMarginModes': None, 'fetchMarketLeverageTiers': None, 'fetchMarkets': True, 'fetchMarketsWs': None, 'fetchMarkOHLCV': None, 'fetchMyLiquidations': None, 'fetchMySettlementHistory': None, 'fetchMyTrades': None, 'fetchMyTradesWs': None, 'fetchOHLCV': None, 'fetchOHLCVWs': None, 'fetchOpenInterest': None, 'fetchOpenInterests': None, 'fetchOpenInterestHistory': None, 'fetchOpenOrder': None, 'fetchOpenOrders': None, 'fetchOpenOrdersWs': None, 'fetchOption': None, 'fetchOptionChain': None, 'fetchOrder': None, 'fetchOrderBook': True, 'fetchOrderBooks': None, 'fetchOrderBookWs': None, 'fetchOrders': None, 'fetchOrdersByStatus': None, 'fetchOrdersWs': None, 'fetchOrderTrades': None, 'fetchOrderWs': None, 'fetchPosition': None, 'fetchPositionHistory': None, 'fetchPositionsHistory': None, 'fetchPositionWs': None, 'fetchPositionMode': None, 'fetchPositions': None, 'fetchPositionsWs': None, 'fetchPositionsForSymbol': None, 'fetchPositionsForSymbolWs': None, 'fetchPositionsRisk': None, 'fetchPremiumIndexOHLCV': None, 'fetchSettlementHistory': None, 'fetchStatus': None, 'fetchTicker': True, 'fetchTickerWs': None, 'fetchTickers': None, 'fetchMarkPrices': None, 'fetchTickersWs': None, 'fetchTime': None, 'fetchTrades': True, 'fetchTradesWs': None, 'fetchTradingFee': None, 'fetchTradingFees': None, 'fetchTradingFeesWs': None, 'fetchTradingLimits': None, 'fetchTransactionFee': None, 'fetchTransactionFees': None, 'fetchTransactions': None, 'fetchTransfer': None, 'fetchTransfers': None, 'fetchUnderlyingAssets': None, 'fetchVolatilityHistory': None, 'fetchWithdrawAddresses': None, 'fetchWithdrawal': None, 'fetchWithdrawals': None, 'fetchWithdrawalsWs': None, 'fetchWithdrawalWhitelist': None, 'reduceMargin': None, 'repayCrossMargin': None, 'repayIsolatedMargin': None, 'setLeverage': None, 'setMargin': None, 'setMarginMode': None, 'setPositionMode': None, 'signIn': None, 'transfer': None, 'watchBalance': None, 'watchMyTrades': None, 'watchOHLCV': None, 'watchOHLCVForSymbols': None, 'watchOrderBook': None, 'watchBidsAsks': None, 'watchOrderBookForSymbols': None, 'watchOrders': None, 'watchOrdersForSymbols': None, 'watchPosition': None, 'watchPositions': None, 'watchStatus': None, 'watchTicker': None, 'watchTickers': None, 'watchTrades': None, 'watchTradesForSymbols': None, 'watchLiquidations': None, 'watchLiquidationsForSymbols': None, 'watchMyLiquidations': None, 'watchMyLiquidationsForSymbols': None, 'withdraw': None, 'ws': None, }, 'urls': { 'logo': None, 'api': None, 'www': None, 'doc': None, 'fees': None, }, 'api': None, 'requiredCredentials': { 'apiKey': True, 'secret': True, 'uid': False, 'accountId': False, 'login': False, 'password': False, 'twofa': False, # 2-factor authentication(one-time password key) 'privateKey': False, # a "0x"-prefixed hexstring private key for a wallet 'walletAddress': False, # the wallet address "0x"-prefixed hexstring 'token': False, # reserved for HTTP auth in some cases }, 'markets': None, # to be filled manually or by fetchMarkets 'currencies': {}, # to be filled manually or by fetchMarkets 'timeframes': None, # redefine if the exchange has.fetchOHLCV 'fees': { 'trading': { 'tierBased': None, 'percentage': None, 'taker': None, 'maker': None, }, 'funding': { 'tierBased': None, 'percentage': None, 'withdraw': {}, 'deposit': {}, }, }, 'status': { 'status': 'ok', 'updated': None, 'eta': None, 'url': None, }, 'exceptions': None, 'httpExceptions': { '422': ExchangeError, '418': DDoSProtection, '429': RateLimitExceeded, '404': ExchangeNotAvailable, '409': ExchangeNotAvailable, '410': ExchangeNotAvailable, '451': ExchangeNotAvailable, '500': ExchangeNotAvailable, '501': ExchangeNotAvailable, '502': ExchangeNotAvailable, '520': ExchangeNotAvailable, '521': ExchangeNotAvailable, '522': ExchangeNotAvailable, '525': ExchangeNotAvailable, '526': ExchangeNotAvailable, '400': ExchangeNotAvailable, '403': ExchangeNotAvailable, '405': ExchangeNotAvailable, '503': ExchangeNotAvailable, '530': ExchangeNotAvailable, '408': RequestTimeout, '504': RequestTimeout, '401': AuthenticationError, '407': AuthenticationError, '511': AuthenticationError, }, 'commonCurrencies': { 'XBT': 'BTC', 'BCHSV': 'BSV', }, 'precisionMode': TICK_SIZE, 'paddingMode': NO_PADDING, 'limits': { 'leverage': {'min': None, 'max': None}, 'amount': {'min': None, 'max': None}, 'price': {'min': None, 'max': None}, 'cost': {'min': None, 'max': None}, }, } def safe_bool_n(self, dictionaryOrList, keys: List[IndexType], defaultValue: bool = None): """ @ignore safely extract boolean value from dictionary or list :returns bool | None: """ value = self.safe_value_n(dictionaryOrList, keys, defaultValue) if isinstance(value, bool): return value return defaultValue def safe_bool_2(self, dictionary, key1: IndexType, key2: IndexType, defaultValue: bool = None): """ @ignore safely extract boolean value from dictionary or list :returns bool | None: """ return self.safe_bool_n(dictionary, [key1, key2], defaultValue) def safe_bool(self, dictionary, key: IndexType, defaultValue: bool = None): """ @ignore safely extract boolean value from dictionary or list :returns bool | None: """ return self.safe_bool_n(dictionary, [key], defaultValue) def safe_dict_n(self, dictionaryOrList, keys: List[IndexType], defaultValue: dict = None): """ @ignore safely extract a dictionary from dictionary or list :returns dict | None: """ value = self.safe_value_n(dictionaryOrList, keys, defaultValue) if value is None: return defaultValue if (isinstance(value, dict)): if not isinstance(value, list): return value return defaultValue def safe_dict(self, dictionary, key: IndexType, defaultValue: dict = None): """ @ignore safely extract a dictionary from dictionary or list :returns dict | None: """ return self.safe_dict_n(dictionary, [key], defaultValue) def safe_dict_2(self, dictionary, key1: IndexType, key2: str, defaultValue: dict = None): """ @ignore safely extract a dictionary from dictionary or list :returns dict | None: """ return self.safe_dict_n(dictionary, [key1, key2], defaultValue) def safe_list_n(self, dictionaryOrList, keys: List[IndexType], defaultValue: List[Any] = None): """ @ignore safely extract an Array from dictionary or list :returns Array | None: """ value = self.safe_value_n(dictionaryOrList, keys, defaultValue) if value is None: return defaultValue if isinstance(value, list): return value return defaultValue def safe_list_2(self, dictionaryOrList, key1: IndexType, key2: str, defaultValue: List[Any] = None): """ @ignore safely extract an Array from dictionary or list :returns Array | None: """ return self.safe_list_n(dictionaryOrList, [key1, key2], defaultValue) def safe_list(self, dictionaryOrList, key: IndexType, defaultValue: List[Any] = None): """ @ignore safely extract an Array from dictionary or list :returns Array | None: """ return self.safe_list_n(dictionaryOrList, [key], defaultValue) def handle_deltas(self, orderbook, deltas): for i in range(0, len(deltas)): self.handle_delta(orderbook, deltas[i]) def handle_delta(self, bookside, delta): raise NotSupported(self.id + ' handleDelta not supported yet') def handle_deltas_with_keys(self, bookSide: Any, deltas, priceKey: IndexType = 0, amountKey: IndexType = 1, countOrIdKey: IndexType = 2): for i in range(0, len(deltas)): bidAsk = self.parse_bid_ask(deltas[i], priceKey, amountKey, countOrIdKey) bookSide.storeArray(bidAsk) def get_cache_index(self, orderbook, deltas): # return the first index of the cache that can be applied to the orderbook or -1 if not possible return -1 def find_timeframe(self, timeframe, timeframes=None): if timeframes is None: timeframes = self.timeframes keys = list(timeframes.keys()) for i in range(0, len(keys)): key = keys[i] if timeframes[key] == timeframe: return key return None def check_proxy_url_settings(self, url: Str = None, method: Str = None, headers=None, body=None): usedProxies = [] proxyUrl = None if self.proxyUrl is not None: usedProxies.append('proxyUrl') proxyUrl = self.proxyUrl if self.proxy_url is not None: usedProxies.append('proxy_url') proxyUrl = self.proxy_url if self.proxyUrlCallback is not None: usedProxies.append('proxyUrlCallback') proxyUrl = self.proxyUrlCallback(url, method, headers, body) if self.proxy_url_callback is not None: usedProxies.append('proxy_url_callback') proxyUrl = self.proxy_url_callback(url, method, headers, body) # backwards-compatibility if self.proxy is not None: usedProxies.append('proxy') if callable(self.proxy): proxyUrl = self.proxy(url, method, headers, body) else: proxyUrl = self.proxy length = len(usedProxies) if length > 1: joinedProxyNames = ','.join(usedProxies) raise InvalidProxySettings(self.id + ' you have multiple conflicting proxy settings(' + joinedProxyNames + '), please use only one from : proxyUrl, proxy_url, proxyUrlCallback, proxy_url_callback') return proxyUrl def url_encoder_for_proxy_url(self, targetUrl: str): # to be overriden includesQuery = targetUrl.find('?') >= 0 finalUrl = self.encode_uri_component(targetUrl) if includesQuery else targetUrl return finalUrl def check_proxy_settings(self, url: Str = None, method: Str = None, headers=None, body=None): usedProxies = [] httpProxy = None httpsProxy = None socksProxy = None # httpProxy isHttpProxyDefined = self.value_is_defined(self.httpProxy) isHttp_proxy_defined = self.value_is_defined(self.http_proxy) if isHttpProxyDefined or isHttp_proxy_defined: usedProxies.append('httpProxy') httpProxy = self.httpProxy if isHttpProxyDefined else self.http_proxy ishttpProxyCallbackDefined = self.value_is_defined(self.httpProxyCallback) ishttp_proxy_callback_defined = self.value_is_defined(self.http_proxy_callback) if ishttpProxyCallbackDefined or ishttp_proxy_callback_defined: usedProxies.append('httpProxyCallback') httpProxy = self.httpProxyCallback(url, method, headers, body) if ishttpProxyCallbackDefined else self.http_proxy_callback(url, method, headers, body) # httpsProxy isHttpsProxyDefined = self.value_is_defined(self.httpsProxy) isHttps_proxy_defined = self.value_is_defined(self.https_proxy) if isHttpsProxyDefined or isHttps_proxy_defined: usedProxies.append('httpsProxy') httpsProxy = self.httpsProxy if isHttpsProxyDefined else self.https_proxy ishttpsProxyCallbackDefined = self.value_is_defined(self.httpsProxyCallback) ishttps_proxy_callback_defined = self.value_is_defined(self.https_proxy_callback) if ishttpsProxyCallbackDefined or ishttps_proxy_callback_defined: usedProxies.append('httpsProxyCallback') httpsProxy = self.httpsProxyCallback(url, method, headers, body) if ishttpsProxyCallbackDefined else self.https_proxy_callback(url, method, headers, body) # socksProxy isSocksProxyDefined = self.value_is_defined(self.socksProxy) isSocks_proxy_defined = self.value_is_defined(self.socks_proxy) if isSocksProxyDefined or isSocks_proxy_defined: usedProxies.append('socksProxy') socksProxy = self.socksProxy if isSocksProxyDefined else self.socks_proxy issocksProxyCallbackDefined = self.value_is_defined(self.socksProxyCallback) issocks_proxy_callback_defined = self.value_is_defined(self.socks_proxy_callback) if issocksProxyCallbackDefined or issocks_proxy_callback_defined: usedProxies.append('socksProxyCallback') socksProxy = self.socksProxyCallback(url, method, headers, body) if issocksProxyCallbackDefined else self.socks_proxy_callback(url, method, headers, body) # check length = len(usedProxies) if length > 1: joinedProxyNames = ','.join(usedProxies) raise InvalidProxySettings(self.id + ' you have multiple conflicting proxy settings(' + joinedProxyNames + '), please use only one from: httpProxy, httpsProxy, httpProxyCallback, httpsProxyCallback, socksProxy, socksProxyCallback') return [httpProxy, httpsProxy, socksProxy] def check_ws_proxy_settings(self): usedProxies = [] wsProxy = None wssProxy = None wsSocksProxy = None # ws proxy isWsProxyDefined = self.value_is_defined(self.wsProxy) is_ws_proxy_defined = self.value_is_defined(self.ws_proxy) if isWsProxyDefined or is_ws_proxy_defined: usedProxies.append('wsProxy') wsProxy = self.wsProxy if (isWsProxyDefined) else self.ws_proxy # wss proxy isWssProxyDefined = self.value_is_defined(self.wssProxy) is_wss_proxy_defined = self.value_is_defined(self.wss_proxy) if isWssProxyDefined or is_wss_proxy_defined: usedProxies.append('wssProxy') wssProxy = self.wssProxy if (isWssProxyDefined) else self.wss_proxy # ws socks proxy isWsSocksProxyDefined = self.value_is_defined(self.wsSocksProxy) is_ws_socks_proxy_defined = self.value_is_defined(self.ws_socks_proxy) if isWsSocksProxyDefined or is_ws_socks_proxy_defined: usedProxies.append('wsSocksProxy') wsSocksProxy = self.wsSocksProxy if (isWsSocksProxyDefined) else self.ws_socks_proxy # check length = len(usedProxies) if length > 1: joinedProxyNames = ','.join(usedProxies) raise InvalidProxySettings(self.id + ' you have multiple conflicting proxy settings(' + joinedProxyNames + '), please use only one from: wsProxy, wssProxy, wsSocksProxy') return [wsProxy, wssProxy, wsSocksProxy] def check_conflicting_proxies(self, proxyAgentSet, proxyUrlSet): if proxyAgentSet and proxyUrlSet: raise InvalidProxySettings(self.id + ' you have multiple conflicting proxy settings, please use only one from : proxyUrl, httpProxy, httpsProxy, socksProxy') def check_address(self, address: Str = None): if address is None: raise InvalidAddress(self.id + ' address is None') # check the address is not the same letter like 'aaaaa' nor too short nor has a space uniqChars = (self.unique(self.string_to_chars_array(address))) length = len(uniqChars) # py transpiler trick if length == 1 or len(address) < self.minFundingAddressLength or address.find(' ') > -1: raise InvalidAddress(self.id + ' address is invalid or has less than ' + str(self.minFundingAddressLength) + ' characters: "' + str(address) + '"') return address def find_message_hashes(self, client, element: str): result = [] messageHashes = list(client.futures.keys()) for i in range(0, len(messageHashes)): messageHash = messageHashes[i] if messageHash.find(element) >= 0: result.append(messageHash) return result def filter_by_limit(self, array: List[object], limit: Int = None, key: IndexType = 'timestamp', fromStart: bool = False): if self.value_is_defined(limit): arrayLength = len(array) if arrayLength > 0: ascending = True if (key in array[0]): first = array[0][key] last = array[arrayLength - 1][key] if first is not None and last is not None: ascending = first <= last # True if array is sorted in ascending order based on 'timestamp' if fromStart: if limit > arrayLength: limit = arrayLength # array = self.array_slice(array, 0, limit) if ascending else self.array_slice(array, -limit) if ascending: array = self.array_slice(array, 0, limit) else: array = self.array_slice(array, -limit) else: # array = self.array_slice(array, -limit) if ascending else self.array_slice(array, 0, limit) if ascending: array = self.array_slice(array, -limit) else: array = self.array_slice(array, 0, limit) return array def filter_by_since_limit(self, array: List[object], since: Int = None, limit: Int = None, key: IndexType = 'timestamp', tail=False): sinceIsDefined = self.value_is_defined(since) parsedArray = self.to_array(array) result = parsedArray if sinceIsDefined: result = [] for i in range(0, len(parsedArray)): entry = parsedArray[i] value = self.safe_value(entry, key) if value and (value >= since): result.append(entry) if tail and limit is not None: return self.array_slice(result, -limit) # if the user provided a 'since' argument # we want to limit the result starting from the 'since' shouldFilterFromStart = not tail and sinceIsDefined return self.filter_by_limit(result, limit, key, shouldFilterFromStart) def filter_by_value_since_limit(self, array: List[object], field: IndexType, value=None, since: Int = None, limit: Int = None, key='timestamp', tail=False): valueIsDefined = self.value_is_defined(value) sinceIsDefined = self.value_is_defined(since) parsedArray = self.to_array(array) result = parsedArray # single-pass filter for both symbol and since if valueIsDefined or sinceIsDefined: result = [] for i in range(0, len(parsedArray)): entry = parsedArray[i] entryFiledEqualValue = entry[field] == value firstCondition = entryFiledEqualValue if valueIsDefined else True entryKeyValue = self.safe_value(entry, key) entryKeyGESince = (entryKeyValue) and (since is not None) and (entryKeyValue >= since) secondCondition = entryKeyGESince if sinceIsDefined else True if firstCondition and secondCondition: result.append(entry) if tail and limit is not None: return self.array_slice(result, -limit) return self.filter_by_limit(result, limit, key, sinceIsDefined) def set_sandbox_mode(self, enabled: bool): """ set the sandbox mode for the exchange :param boolean enabled: True to enable sandbox mode, False to disable it """ if enabled: if 'test' in self.urls: if isinstance(self.urls['api'], str): self.urls['apiBackup'] = self.urls['api'] self.urls['api'] = self.urls['test'] else: self.urls['apiBackup'] = self.clone(self.urls['api']) self.urls['api'] = self.clone(self.urls['test']) else: raise NotSupported(self.id + ' does not have a sandbox URL') # set flag self.isSandboxModeEnabled = True elif 'apiBackup' in self.urls: if isinstance(self.urls['api'], str): self.urls['api'] = self.urls['apiBackup'] else: self.urls['api'] = self.clone(self.urls['apiBackup']) newUrls = self.omit(self.urls, 'apiBackup') self.urls = newUrls # set flag self.isSandboxModeEnabled = False def sign(self, path, api: Any = 'public', method='GET', params={}, headers: Any = None, body: Any = None): return {} def fetch_accounts(self, params={}): raise NotSupported(self.id + ' fetchAccounts() is not supported yet') def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchTrades() is not supported yet') def fetch_trades_ws(self, symbol: str, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchTradesWs() is not supported yet') def watch_liquidations(self, symbol: str, since: Int = None, limit: Int = None, params={}): if self.has['watchLiquidationsForSymbols']: return self.watch_liquidations_for_symbols([symbol], since, limit, params) raise NotSupported(self.id + ' watchLiquidations() is not supported yet') def watch_liquidations_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' watchLiquidationsForSymbols() is not supported yet') def watch_my_liquidations(self, symbol: str, since: Int = None, limit: Int = None, params={}): if self.has['watchMyLiquidationsForSymbols']: return self.watch_my_liquidations_for_symbols([symbol], since, limit, params) raise NotSupported(self.id + ' watchMyLiquidations() is not supported yet') def watch_my_liquidations_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' watchMyLiquidationsForSymbols() is not supported yet') def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' watchTrades() is not supported yet') def un_watch_trades(self, symbol: str, params={}): raise NotSupported(self.id + ' unWatchTrades() is not supported yet') def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' watchTradesForSymbols() is not supported yet') def un_watch_trades_for_symbols(self, symbols: List[str], params={}): raise NotSupported(self.id + ' unWatchTradesForSymbols() is not supported yet') def watch_my_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' watchMyTradesForSymbols() is not supported yet') def watch_orders_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' watchOrdersForSymbols() is not supported yet') def watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' watchOHLCVForSymbols() is not supported yet') def un_watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], params={}): raise NotSupported(self.id + ' unWatchOHLCVForSymbols() is not supported yet') def watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}): raise NotSupported(self.id + ' watchOrderBookForSymbols() is not supported yet') def un_watch_order_book_for_symbols(self, symbols: List[str], params={}): raise NotSupported(self.id + ' unWatchOrderBookForSymbols() is not supported yet') def fetch_deposit_addresses(self, codes: Strings = None, params={}): raise NotSupported(self.id + ' fetchDepositAddresses() is not supported yet') def fetch_order_book(self, symbol: str, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchOrderBook() is not supported yet') def fetch_order_book_ws(self, symbol: str, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchOrderBookWs() is not supported yet') def fetch_margin_mode(self, symbol: str, params={}): if self.has['fetchMarginModes']: marginModes = self.fetch_margin_modes([symbol], params) return self.safe_dict(marginModes, symbol) else: raise NotSupported(self.id + ' fetchMarginMode() is not supported yet') def fetch_margin_modes(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchMarginModes() is not supported yet') def fetch_rest_order_book_safe(self, symbol, limit=None, params={}): fetchSnapshotMaxRetries = self.handle_option('watchOrderBook', 'maxRetries', 3) for i in range(0, fetchSnapshotMaxRetries): try: orderBook = self.fetch_order_book(symbol, limit, params) return orderBook except Exception as e: if (i + 1) == fetchSnapshotMaxRetries: raise e return None def watch_order_book(self, symbol: str, limit: Int = None, params={}): raise NotSupported(self.id + ' watchOrderBook() is not supported yet') def un_watch_order_book(self, symbol: str, params={}): raise NotSupported(self.id + ' unWatchOrderBook() is not supported yet') def fetch_time(self, params={}): raise NotSupported(self.id + ' fetchTime() is not supported yet') def fetch_trading_limits(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchTradingLimits() is not supported yet') def parse_currency(self, rawCurrency: dict): raise NotSupported(self.id + ' parseCurrency() is not supported yet') def parse_currencies(self, rawCurrencies): result = {} arr = self.to_array(rawCurrencies) for i in range(0, len(arr)): parsed = self.parse_currency(arr[i]) code = parsed['code'] result[code] = parsed return result def parse_market(self, market: dict): raise NotSupported(self.id + ' parseMarket() is not supported yet') def parse_markets(self, markets): result = [] for i in range(0, len(markets)): result.append(self.parse_market(markets[i])) return result def parse_ticker(self, ticker: dict, market: Market = None): raise NotSupported(self.id + ' parseTicker() is not supported yet') def parse_deposit_address(self, depositAddress, currency: Currency = None): raise NotSupported(self.id + ' parseDepositAddress() is not supported yet') def parse_trade(self, trade: dict, market: Market = None): raise NotSupported(self.id + ' parseTrade() is not supported yet') def parse_transaction(self, transaction: dict, currency: Currency = None): raise NotSupported(self.id + ' parseTransaction() is not supported yet') def parse_transfer(self, transfer: dict, currency: Currency = None): raise NotSupported(self.id + ' parseTransfer() is not supported yet') def parse_account(self, account: dict): raise NotSupported(self.id + ' parseAccount() is not supported yet') def parse_ledger_entry(self, item: dict, currency: Currency = None): raise NotSupported(self.id + ' parseLedgerEntry() is not supported yet') def parse_order(self, order: dict, market: Market = None): raise NotSupported(self.id + ' parseOrder() is not supported yet') def fetch_cross_borrow_rates(self, params={}): raise NotSupported(self.id + ' fetchCrossBorrowRates() is not supported yet') def fetch_isolated_borrow_rates(self, params={}): raise NotSupported(self.id + ' fetchIsolatedBorrowRates() is not supported yet') def parse_market_leverage_tiers(self, info, market: Market = None): raise NotSupported(self.id + ' parseMarketLeverageTiers() is not supported yet') def fetch_leverage_tiers(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchLeverageTiers() is not supported yet') def parse_position(self, position: dict, market: Market = None): raise NotSupported(self.id + ' parsePosition() is not supported yet') def parse_funding_rate_history(self, info, market: Market = None): raise NotSupported(self.id + ' parseFundingRateHistory() is not supported yet') def parse_borrow_interest(self, info: dict, market: Market = None): raise NotSupported(self.id + ' parseBorrowInterest() is not supported yet') def parse_isolated_borrow_rate(self, info: dict, market: Market = None): raise NotSupported(self.id + ' parseIsolatedBorrowRate() is not supported yet') def parse_ws_trade(self, trade: dict, market: Market = None): raise NotSupported(self.id + ' parseWsTrade() is not supported yet') def parse_ws_order(self, order: dict, market: Market = None): raise NotSupported(self.id + ' parseWsOrder() is not supported yet') def parse_ws_order_trade(self, trade: dict, market: Market = None): raise NotSupported(self.id + ' parseWsOrderTrade() is not supported yet') def parse_ws_ohlcv(self, ohlcv, market: Market = None): return self.parse_ohlcv(ohlcv, market) def fetch_funding_rates(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchFundingRates() is not supported yet') def fetch_funding_intervals(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchFundingIntervals() is not supported yet') def watch_funding_rate(self, symbol: str, params={}): raise NotSupported(self.id + ' watchFundingRate() is not supported yet') def watch_funding_rates(self, symbols: List[str], params={}): raise NotSupported(self.id + ' watchFundingRates() is not supported yet') def watch_funding_rates_for_symbols(self, symbols: List[str], params={}): return self.watch_funding_rates(symbols, params) def transfer(self, code: str, amount: float, fromAccount: str, toAccount: str, params={}): raise NotSupported(self.id + ' transfer() is not supported yet') def withdraw(self, code: str, amount: float, address: str, tag=None, params={}): raise NotSupported(self.id + ' withdraw() is not supported yet') def create_deposit_address(self, code: str, params={}): raise NotSupported(self.id + ' createDepositAddress() is not supported yet') def set_leverage(self, leverage: Int, symbol: Str = None, params={}): raise NotSupported(self.id + ' setLeverage() is not supported yet') def fetch_leverage(self, symbol: str, params={}): if self.has['fetchLeverages']: leverages = self.fetch_leverages([symbol], params) return self.safe_dict(leverages, symbol) else: raise NotSupported(self.id + ' fetchLeverage() is not supported yet') def fetch_leverages(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchLeverages() is not supported yet') def set_position_mode(self, hedged: bool, symbol: Str = None, params={}): raise NotSupported(self.id + ' setPositionMode() is not supported yet') def add_margin(self, symbol: str, amount: float, params={}): raise NotSupported(self.id + ' addMargin() is not supported yet') def reduce_margin(self, symbol: str, amount: float, params={}): raise NotSupported(self.id + ' reduceMargin() is not supported yet') def set_margin(self, symbol: str, amount: float, params={}): raise NotSupported(self.id + ' setMargin() is not supported yet') def fetch_long_short_ratio(self, symbol: str, timeframe: Str = None, params={}): raise NotSupported(self.id + ' fetchLongShortRatio() is not supported yet') def fetch_long_short_ratio_history(self, symbol: Str = None, timeframe: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchLongShortRatioHistory() is not supported yet') def fetch_margin_adjustment_history(self, symbol: Str = None, type: Str = None, since: Num = None, limit: Num = None, params={}): """ fetches the history of margin added or reduced from contract isolated positions :param str [symbol]: unified market symbol :param str [type]: "add" or "reduce" :param int [since]: timestamp in ms of the earliest change to fetch :param int [limit]: the maximum amount of changes to fetch :param dict params: extra parameters specific to the exchange api endpoint :returns dict[]: a list of `margin structures ` """ raise NotSupported(self.id + ' fetchMarginAdjustmentHistory() is not supported yet') def set_margin_mode(self, marginMode: str, symbol: Str = None, params={}): raise NotSupported(self.id + ' setMarginMode() is not supported yet') def fetch_deposit_addresses_by_network(self, code: str, params={}): raise NotSupported(self.id + ' fetchDepositAddressesByNetwork() is not supported yet') def fetch_open_interest_history(self, symbol: str, timeframe='1h', since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchOpenInterestHistory() is not supported yet') def fetch_open_interest(self, symbol: str, params={}): raise NotSupported(self.id + ' fetchOpenInterest() is not supported yet') def fetch_open_interests(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchOpenInterests() is not supported yet') def sign_in(self, params={}): raise NotSupported(self.id + ' signIn() is not supported yet') def fetch_payment_methods(self, params={}): raise NotSupported(self.id + ' fetchPaymentMethods() is not supported yet') def parse_to_int(self, number): # Solve Common intmisuse ex: int((since / str(1000))) # using a number which is not valid in ts stringifiedNumber = self.number_to_string(number) convertedNumber = float(stringifiedNumber) return int(convertedNumber) def parse_to_numeric(self, number): stringVersion = self.number_to_string(number) # self will convert 1.0 and 1 to "1" and 1.1 to "1.1" # keep self in mind: # in JS: 1 == 1.0 is True; 1 == 1.0 is True # in Python: 1 == 1.0 is True # in PHP 1 == 1.0 is True, but 1 == 1.0 is False if stringVersion.find('.') >= 0: return float(stringVersion) return int(stringVersion) def is_round_number(self, value: float): # self method is similar to isInteger, but self is more loyal and does not check for types. # i.e. isRoundNumber(1.000) returns True, while isInteger(1.000) returns False res = self.parse_to_numeric((value % 1)) return res == 0 def safe_number_omit_zero(self, obj: object, key: IndexType, defaultValue: Num = None): value = self.safe_string(obj, key) final = self.parse_number(self.omit_zero(value)) return defaultValue if (final is None) else final def safe_integer_omit_zero(self, obj: object, key: IndexType, defaultValue: Int = None): timestamp = self.safe_integer(obj, key, defaultValue) if timestamp is None or timestamp == 0: return None return timestamp def after_construct(self): # networks self.create_networks_by_id_object() self.features_generator() # init predefined markets if any if self.markets: self.set_markets(self.markets) # init the request rate limiter self.init_rest_rate_limiter() # sanbox mode isSandbox = self.safe_bool_2(self.options, 'sandbox', 'testnet', False) if isSandbox: self.set_sandbox_mode(isSandbox) def init_rest_rate_limiter(self): if self.rateLimit is None or (self.id is not None and self.rateLimit == -1): raise ExchangeError(self.id + '.rateLimit property is not configured') refillRate = self.MAX_VALUE if self.rateLimit > 0: refillRate = 1 / self.rateLimit defaultBucket = { 'delay': 0.001, 'capacity': 1, 'cost': 1, 'maxCapacity': 1000, 'refillRate': refillRate, } existingBucket = {} if (self.tokenBucket is None) else self.tokenBucket self.tokenBucket = self.extend(defaultBucket, existingBucket) self.init_throttler() def features_generator(self): # # in the exchange-specific features can be something like self, where we support 'string' aliases too: # # { # 'my' : { # 'createOrder' : {...}, # }, # 'swap': { # 'linear': { # 'extends': my', # }, # }, # } # if self.features is None: return # reconstruct initialFeatures = self.features self.features = {} unifiedMarketTypes = ['spot', 'swap', 'future', 'option'] subTypes = ['linear', 'inverse'] # atm only support basic methods, eg: 'createOrder', 'fetchOrder', 'fetchOrders', 'fetchMyTrades' for i in range(0, len(unifiedMarketTypes)): marketType = unifiedMarketTypes[i] # if marketType is not filled for self exchange, don't add that in `features` if not (marketType in initialFeatures): self.features[marketType] = None else: if marketType == 'spot': self.features[marketType] = self.features_mapper(initialFeatures, marketType, None) else: self.features[marketType] = {} for j in range(0, len(subTypes)): subType = subTypes[j] self.features[marketType][subType] = self.features_mapper(initialFeatures, marketType, subType) def features_mapper(self, initialFeatures: Any, marketType: Str, subType: Str = None): featuresObj = initialFeatures[marketType][subType] if (subType is not None) else initialFeatures[marketType] # if exchange does not have that market-type(eg. future>inverse) if featuresObj is None: return None extendsStr: Str = self.safe_string(featuresObj, 'extends') if extendsStr is not None: featuresObj = self.omit(featuresObj, 'extends') extendObj = self.features_mapper(initialFeatures, extendsStr) featuresObj = self.deep_extend(extendObj, featuresObj) # # ### corrections ### # # createOrder if 'createOrder' in featuresObj: value = self.safe_dict(featuresObj['createOrder'], 'attachedStopLossTakeProfit') featuresObj['createOrder']['stopLoss'] = value featuresObj['createOrder']['takeProfit'] = value if marketType == 'spot': # default 'hedged': False featuresObj['createOrder']['hedged'] = False # default 'leverage': False if not ('leverage' in featuresObj['createOrder']): featuresObj['createOrder']['leverage'] = False # default 'GTC' to True if self.safe_bool(featuresObj['createOrder']['timeInForce'], 'GTC') is None: featuresObj['createOrder']['timeInForce']['GTC'] = True # other methods keys = list(featuresObj.keys()) for i in range(0, len(keys)): key = keys[i] featureBlock = featuresObj[key] if not self.in_array(key, ['sandbox']) and featureBlock is not None: # default "symbolRequired" to False to all methods(except `createOrder`) if not ('symbolRequired' in featureBlock): featureBlock['symbolRequired'] = self.in_array(key, ['createOrder', 'createOrders', 'fetchOHLCV']) return featuresObj def orderbook_checksum_message(self, symbol: Str): return symbol + ' = False' def create_networks_by_id_object(self): # automatically generate network-id-to-code mappings networkIdsToCodesGenerated = self.invert_flat_string_dictionary(self.safe_value(self.options, 'networks', {})) # invert defined networks dictionary self.options['networksById'] = self.extend(networkIdsToCodesGenerated, self.safe_value(self.options, 'networksById', {})) # support manually overriden "networksById" dictionary too def get_default_options(self): return { 'defaultNetworkCodeReplacements': { 'ETH': {'ERC20': 'ETH'}, 'TRX': {'TRC20': 'TRX'}, 'CRO': {'CRC20': 'CRONOS'}, 'BRC20': {'BRC20': 'BTC'}, }, } def safe_ledger_entry(self, entry: object, currency: Currency = None): currency = self.safe_currency(None, currency) direction = self.safe_string(entry, 'direction') before = self.safe_string(entry, 'before') after = self.safe_string(entry, 'after') amount = self.safe_string(entry, 'amount') if amount is not None: if before is None and after is not None: before = Precise.string_sub(after, amount) elif before is not None and after is None: after = Precise.string_add(before, amount) if before is not None and after is not None: if direction is None: if Precise.string_gt(before, after): direction = 'out' if Precise.string_gt(after, before): direction = 'in' fee = self.safe_value(entry, 'fee') if fee is not None: fee['cost'] = self.safe_number(fee, 'cost') timestamp = self.safe_integer(entry, 'timestamp') info = self.safe_dict(entry, 'info', {}) return { 'id': self.safe_string(entry, 'id'), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'direction': direction, 'account': self.safe_string(entry, 'account'), 'referenceId': self.safe_string(entry, 'referenceId'), 'referenceAccount': self.safe_string(entry, 'referenceAccount'), 'type': self.safe_string(entry, 'type'), 'currency': currency['code'], 'amount': self.parse_number(amount), 'before': self.parse_number(before), 'after': self.parse_number(after), 'status': self.safe_string(entry, 'status'), 'fee': fee, 'info': info, } def safe_currency_structure(self, currency: object): # derive data from networks: deposit, withdraw, active, fee, limits, precision networks = self.safe_dict(currency, 'networks', {}) keys = list(networks.keys()) length = len(keys) if length != 0: for i in range(0, length): key = keys[i] network = networks[key] deposit = self.safe_bool(network, 'deposit') currencyDeposit = self.safe_bool(currency, 'deposit') if currencyDeposit is None or deposit: currency['deposit'] = deposit withdraw = self.safe_bool(network, 'withdraw') currencyWithdraw = self.safe_bool(currency, 'withdraw') if currencyWithdraw is None or withdraw: currency['withdraw'] = withdraw # set network 'active' to False if D or W is disabled active = self.safe_bool(network, 'active') if active is None: if deposit and withdraw: currency['networks'][key]['active'] = True elif deposit is not None and withdraw is not None: currency['networks'][key]['active'] = False active = self.safe_bool(currency['networks'][key], 'active') # dict might have been updated on above lines, so access directly instead of `network` variable currencyActive = self.safe_bool(currency, 'active') if currencyActive is None or active: currency['active'] = active # find lowest fee(which is more desired) fee = self.safe_string(network, 'fee') feeMain = self.safe_string(currency, 'fee') if feeMain is None or Precise.string_lt(fee, feeMain): currency['fee'] = self.parse_number(fee) # find lowest precision(which is more desired) precision = self.safe_string(network, 'precision') precisionMain = self.safe_string(currency, 'precision') if precisionMain is None or Precise.string_gt(precision, precisionMain): currency['precision'] = self.parse_number(precision) # limits limits = self.safe_dict(network, 'limits') limitsMain = self.safe_dict(currency, 'limits') if limitsMain is None: currency['limits'] = {} # deposits limitsDeposit = self.safe_dict(limits, 'deposit') limitsDepositMain = self.safe_dict(limitsMain, 'deposit') if limitsDepositMain is None: currency['limits']['deposit'] = {} limitsDepositMin = self.safe_string(limitsDeposit, 'min') limitsDepositMax = self.safe_string(limitsDeposit, 'max') limitsDepositMinMain = self.safe_string(limitsDepositMain, 'min') limitsDepositMaxMain = self.safe_string(limitsDepositMain, 'max') # find min if limitsDepositMinMain is None or Precise.string_lt(limitsDepositMin, limitsDepositMinMain): currency['limits']['deposit']['min'] = self.parse_number(limitsDepositMin) # find max if limitsDepositMaxMain is None or Precise.string_gt(limitsDepositMax, limitsDepositMaxMain): currency['limits']['deposit']['max'] = self.parse_number(limitsDepositMax) # withdrawals limitsWithdraw = self.safe_dict(limits, 'withdraw') limitsWithdrawMain = self.safe_dict(limitsMain, 'withdraw') if limitsWithdrawMain is None: currency['limits']['withdraw'] = {} limitsWithdrawMin = self.safe_string(limitsWithdraw, 'min') limitsWithdrawMax = self.safe_string(limitsWithdraw, 'max') limitsWithdrawMinMain = self.safe_string(limitsWithdrawMain, 'min') limitsWithdrawMaxMain = self.safe_string(limitsWithdrawMain, 'max') # find min if limitsWithdrawMinMain is None or Precise.string_lt(limitsWithdrawMin, limitsWithdrawMinMain): currency['limits']['withdraw']['min'] = self.parse_number(limitsWithdrawMin) # find max if limitsWithdrawMaxMain is None or Precise.string_gt(limitsWithdrawMax, limitsWithdrawMaxMain): currency['limits']['withdraw']['max'] = self.parse_number(limitsWithdrawMax) return self.extend({ 'info': None, 'id': None, 'numericId': None, 'code': None, 'precision': None, 'type': None, 'name': None, 'active': None, 'deposit': None, 'withdraw': None, 'fee': None, 'fees': {}, 'networks': {}, 'limits': { 'deposit': { 'min': None, 'max': None, }, 'withdraw': { 'min': None, 'max': None, }, }, }, currency) def safe_market_structure(self, market: dict = None): cleanStructure = { 'id': None, 'lowercaseId': None, 'symbol': None, 'base': None, 'quote': None, 'settle': None, 'baseId': None, 'quoteId': None, 'settleId': None, 'type': None, 'spot': None, 'margin': None, 'swap': None, 'future': None, 'option': None, 'index': None, 'active': None, 'contract': None, 'linear': None, 'inverse': None, 'subType': None, 'taker': None, 'maker': None, 'contractSize': None, 'expiry': None, 'expiryDatetime': None, 'strike': None, 'optionType': None, 'precision': { 'amount': None, 'price': None, 'cost': None, 'base': None, 'quote': None, }, 'limits': { 'leverage': { 'min': None, 'max': None, }, 'amount': { 'min': None, 'max': None, }, 'price': { 'min': None, 'max': None, }, 'cost': { 'min': None, 'max': None, }, }, 'marginModes': { 'cross': None, 'isolated': None, }, 'created': None, 'info': None, } if market is not None: result = self.extend(cleanStructure, market) # set None swap/future/etc if result['spot']: if result['contract'] is None: result['contract'] = False if result['swap'] is None: result['swap'] = False if result['future'] is None: result['future'] = False if result['option'] is None: result['option'] = False if result['index'] is None: result['index'] = False return result return cleanStructure def set_markets(self, markets, currencies=None): values = [] self.markets_by_id = {} # handle marketId conflicts # we insert spot markets first marketValues = self.sort_by(self.to_array(markets), 'spot', True, True) for i in range(0, len(marketValues)): value = marketValues[i] if value['id'] in self.markets_by_id: marketsByIdArray = (self.markets_by_id[value['id']]) marketsByIdArray.append(value) self.markets_by_id[value['id']] = marketsByIdArray else: self.markets_by_id[value['id']] = [value] market = self.deep_extend(self.safe_market_structure(), { 'precision': self.precision, 'limits': self.limits, }, self.fees['trading'], value) if market['linear']: market['subType'] = 'linear' elif market['inverse']: market['subType'] = 'inverse' else: market['subType'] = None values.append(market) self.markets = self.index_by(values, 'symbol') marketsSortedBySymbol = self.keysort(self.markets) marketsSortedById = self.keysort(self.markets_by_id) self.symbols = list(marketsSortedBySymbol.keys()) self.ids = list(marketsSortedById.keys()) if currencies is not None: # currencies is always None when called in constructor but not when called from loadMarkets self.currencies = self.deep_extend(self.currencies, currencies) else: baseCurrencies = [] quoteCurrencies = [] for i in range(0, len(values)): market = values[i] defaultCurrencyPrecision = 8 if (self.precisionMode == DECIMAL_PLACES) else self.parse_number('1e-8') marketPrecision = self.safe_dict(market, 'precision', {}) if 'base' in market: currency = self.safe_currency_structure({ 'id': self.safe_string_2(market, 'baseId', 'base'), 'numericId': self.safe_integer(market, 'baseNumericId'), 'code': self.safe_string(market, 'base'), 'precision': self.safe_value_2(marketPrecision, 'base', 'amount', defaultCurrencyPrecision), }) baseCurrencies.append(currency) if 'quote' in market: currency = self.safe_currency_structure({ 'id': self.safe_string_2(market, 'quoteId', 'quote'), 'numericId': self.safe_integer(market, 'quoteNumericId'), 'code': self.safe_string(market, 'quote'), 'precision': self.safe_value_2(marketPrecision, 'quote', 'price', defaultCurrencyPrecision), }) quoteCurrencies.append(currency) baseCurrencies = self.sort_by(baseCurrencies, 'code', False, '') quoteCurrencies = self.sort_by(quoteCurrencies, 'code', False, '') self.baseCurrencies = self.index_by(baseCurrencies, 'code') self.quoteCurrencies = self.index_by(quoteCurrencies, 'code') allCurrencies = self.array_concat(baseCurrencies, quoteCurrencies) groupedCurrencies = self.group_by(allCurrencies, 'code') codes = list(groupedCurrencies.keys()) resultingCurrencies = [] for i in range(0, len(codes)): code = codes[i] groupedCurrenciesCode = self.safe_list(groupedCurrencies, code, []) highestPrecisionCurrency = self.safe_value(groupedCurrenciesCode, 0) for j in range(1, len(groupedCurrenciesCode)): currentCurrency = groupedCurrenciesCode[j] if self.precisionMode == TICK_SIZE: highestPrecisionCurrency = currentCurrency if (currentCurrency['precision'] < highestPrecisionCurrency['precision']) else highestPrecisionCurrency else: highestPrecisionCurrency = currentCurrency if (currentCurrency['precision'] > highestPrecisionCurrency['precision']) else highestPrecisionCurrency resultingCurrencies.append(highestPrecisionCurrency) sortedCurrencies = self.sort_by(resultingCurrencies, 'code') self.currencies = self.deep_extend(self.currencies, self.index_by(sortedCurrencies, 'code')) self.currencies_by_id = self.index_by(self.currencies, 'id') currenciesSortedByCode = self.keysort(self.currencies) self.codes = list(currenciesSortedByCode.keys()) return self.markets def get_describe_for_extended_ws_exchange(self, currentRestInstance: Any, parentRestInstance: Any, wsBaseDescribe: dict): extendedRestDescribe = self.deep_extend(parentRestInstance.describe(), currentRestInstance.describe()) superWithRestDescribe = self.deep_extend(extendedRestDescribe, wsBaseDescribe) return superWithRestDescribe def safe_balance(self, balance: dict): balances = self.omit(balance, ['info', 'timestamp', 'datetime', 'free', 'used', 'total']) codes = list(balances.keys()) balance['free'] = {} balance['used'] = {} balance['total'] = {} debtBalance = {} for i in range(0, len(codes)): code = codes[i] total = self.safe_string(balance[code], 'total') free = self.safe_string(balance[code], 'free') used = self.safe_string(balance[code], 'used') debt = self.safe_string(balance[code], 'debt') if (total is None) and (free is not None) and (used is not None): total = Precise.string_add(free, used) if (free is None) and (total is not None) and (used is not None): free = Precise.string_sub(total, used) if (used is None) and (total is not None) and (free is not None): used = Precise.string_sub(total, free) balance[code]['free'] = self.parse_number(free) balance[code]['used'] = self.parse_number(used) balance[code]['total'] = self.parse_number(total) balance['free'][code] = balance[code]['free'] balance['used'][code] = balance[code]['used'] balance['total'][code] = balance[code]['total'] if debt is not None: balance[code]['debt'] = self.parse_number(debt) debtBalance[code] = balance[code]['debt'] debtBalanceArray = list(debtBalance.keys()) length = len(debtBalanceArray) if length: balance['debt'] = debtBalance return balance def safe_order(self, order: dict, market: Market = None): # parses numbers # * it is important pass the trades rawTrades amount = self.omit_zero(self.safe_string(order, 'amount')) remaining = self.safe_string(order, 'remaining') filled = self.safe_string(order, 'filled') cost = self.safe_string(order, 'cost') average = self.omit_zero(self.safe_string(order, 'average')) price = self.omit_zero(self.safe_string(order, 'price')) lastTradeTimeTimestamp = self.safe_integer(order, 'lastTradeTimestamp') symbol = self.safe_string(order, 'symbol') side = self.safe_string(order, 'side') status = self.safe_string(order, 'status') parseFilled = (filled is None) parseCost = (cost is None) parseLastTradeTimeTimestamp = (lastTradeTimeTimestamp is None) fee = self.safe_value(order, 'fee') parseFee = (fee is None) parseFees = self.safe_value(order, 'fees') is None parseSymbol = symbol is None parseSide = side is None shouldParseFees = parseFee or parseFees fees = self.safe_list(order, 'fees', []) trades = [] isTriggerOrSLTpOrder = ((self.safe_string(order, 'triggerPrice') is not None or (self.safe_string(order, 'stopLossPrice') is not None)) or (self.safe_string(order, 'takeProfitPrice') is not None)) if parseFilled or parseCost or shouldParseFees: rawTrades = self.safe_value(order, 'trades', trades) # oldNumber = self.number # we parse trades here! # i don't think self is needed anymore # self.number = str firstTrade = self.safe_value(rawTrades, 0) # parse trades if they haven't already been parsed tradesAreParsed = ((firstTrade is not None) and ('info' in firstTrade) and ('id' in firstTrade)) if not tradesAreParsed: trades = self.parse_trades(rawTrades, market) else: trades = rawTrades # self.number = oldNumber; why parse trades if you read the value using `safeString` ? tradesLength = 0 isArray = isinstance(trades, list) if isArray: tradesLength = len(trades) if isArray and (tradesLength > 0): # move properties that are defined in trades up into the order if order['symbol'] is None: order['symbol'] = trades[0]['symbol'] if order['side'] is None: order['side'] = trades[0]['side'] if order['type'] is None: order['type'] = trades[0]['type'] if order['id'] is None: order['id'] = trades[0]['order'] if parseFilled: filled = '0' if parseCost: cost = '0' for i in range(0, len(trades)): trade = trades[i] tradeAmount = self.safe_string(trade, 'amount') if parseFilled and (tradeAmount is not None): filled = Precise.string_add(filled, tradeAmount) tradeCost = self.safe_string(trade, 'cost') if parseCost and (tradeCost is not None): cost = Precise.string_add(cost, tradeCost) if parseSymbol: symbol = self.safe_string(trade, 'symbol') if parseSide: side = self.safe_string(trade, 'side') tradeTimestamp = self.safe_value(trade, 'timestamp') if parseLastTradeTimeTimestamp and (tradeTimestamp is not None): if lastTradeTimeTimestamp is None: lastTradeTimeTimestamp = tradeTimestamp else: lastTradeTimeTimestamp = max(lastTradeTimeTimestamp, tradeTimestamp) if shouldParseFees: tradeFees = self.safe_value(trade, 'fees') if tradeFees is not None: for j in range(0, len(tradeFees)): tradeFee = tradeFees[j] fees.append(self.extend({}, tradeFee)) else: tradeFee = self.safe_value(trade, 'fee') if tradeFee is not None: fees.append(self.extend({}, tradeFee)) if shouldParseFees: reducedFees = self.reduce_fees_by_currency(fees) if self.reduceFees else fees reducedLength = len(reducedFees) for i in range(0, reducedLength): reducedFees[i]['cost'] = self.safe_number(reducedFees[i], 'cost') if 'rate' in reducedFees[i]: reducedFees[i]['rate'] = self.safe_number(reducedFees[i], 'rate') if not parseFee and (reducedLength == 0): # copy fee to avoid modification by reference feeCopy = self.deep_extend(fee) feeCopy['cost'] = self.safe_number(feeCopy, 'cost') if 'rate' in feeCopy: feeCopy['rate'] = self.safe_number(feeCopy, 'rate') reducedFees.append(feeCopy) order['fees'] = reducedFees if parseFee and (reducedLength == 1): order['fee'] = reducedFees[0] if amount is None: # ensure amount = filled + remaining if filled is not None and remaining is not None: amount = Precise.string_add(filled, remaining) elif status == 'closed': amount = filled if filled is None: if amount is not None and remaining is not None: filled = Precise.string_sub(amount, remaining) elif status == 'closed' and amount is not None: filled = amount if remaining is None: if amount is not None and filled is not None: remaining = Precise.string_sub(amount, filled) elif status == 'closed': remaining = '0' # ensure that the average field is calculated correctly inverse = self.safe_bool(market, 'inverse', False) contractSize = self.number_to_string(self.safe_value(market, 'contractSize', 1)) # inverse # price = filled * contract size / cost # # linear # price = cost / (filled * contract size) if average is None: if (filled is not None) and (cost is not None) and Precise.string_gt(filled, '0'): filledTimesContractSize = Precise.string_mul(filled, contractSize) if inverse: average = Precise.string_div(filledTimesContractSize, cost) else: average = Precise.string_div(cost, filledTimesContractSize) # similarly # inverse # cost = filled * contract size / price # # linear # cost = filled * contract size * price costPriceExists = (average is not None) or (price is not None) if parseCost and (filled is not None) and costPriceExists: multiplyPrice = None if average is None: multiplyPrice = price else: multiplyPrice = average # contract trading filledTimesContractSize = Precise.string_mul(filled, contractSize) if inverse: cost = Precise.string_div(filledTimesContractSize, multiplyPrice) else: cost = Precise.string_mul(filledTimesContractSize, multiplyPrice) # support for market orders orderType = self.safe_value(order, 'type') emptyPrice = (price is None) or Precise.string_equals(price, '0') if emptyPrice and (orderType == 'market'): price = average # we have trades with string values at self point so we will mutate them for i in range(0, len(trades)): entry = trades[i] entry['amount'] = self.safe_number(entry, 'amount') entry['price'] = self.safe_number(entry, 'price') entry['cost'] = self.safe_number(entry, 'cost') tradeFee = self.safe_dict(entry, 'fee', {}) tradeFee['cost'] = self.safe_number(tradeFee, 'cost') if 'rate' in tradeFee: tradeFee['rate'] = self.safe_number(tradeFee, 'rate') entryFees = self.safe_list(entry, 'fees', []) for j in range(0, len(entryFees)): entryFees[j]['cost'] = self.safe_number(entryFees[j], 'cost') entry['fees'] = entryFees entry['fee'] = tradeFee timeInForce = self.safe_string(order, 'timeInForce') postOnly = self.safe_value(order, 'postOnly') # timeInForceHandling if timeInForce is None: if not isTriggerOrSLTpOrder and (self.safe_string(order, 'type') == 'market'): timeInForce = 'IOC' # allow postOnly override if postOnly: timeInForce = 'PO' elif postOnly is None: # timeInForce is not None here postOnly = timeInForce == 'PO' timestamp = self.safe_integer(order, 'timestamp') lastUpdateTimestamp = self.safe_integer(order, 'lastUpdateTimestamp') datetime = self.safe_string(order, 'datetime') if datetime is None: datetime = self.iso8601(timestamp) triggerPrice = self.parse_number(self.safe_string_2(order, 'triggerPrice', 'stopPrice')) takeProfitPrice = self.parse_number(self.safe_string(order, 'takeProfitPrice')) stopLossPrice = self.parse_number(self.safe_string(order, 'stopLossPrice')) return self.extend(order, { 'id': self.safe_string(order, 'id'), 'clientOrderId': self.safe_string(order, 'clientOrderId'), 'timestamp': timestamp, 'datetime': datetime, 'symbol': symbol, 'type': self.safe_string(order, 'type'), 'side': side, 'lastTradeTimestamp': lastTradeTimeTimestamp, 'lastUpdateTimestamp': lastUpdateTimestamp, 'price': self.parse_number(price), 'amount': self.parse_number(amount), 'cost': self.parse_number(cost), 'average': self.parse_number(average), 'filled': self.parse_number(filled), 'remaining': self.parse_number(remaining), 'timeInForce': timeInForce, 'postOnly': postOnly, 'trades': trades, 'reduceOnly': self.safe_value(order, 'reduceOnly'), 'stopPrice': triggerPrice, # ! deprecated, use triggerPrice instead 'triggerPrice': triggerPrice, 'takeProfitPrice': takeProfitPrice, 'stopLossPrice': stopLossPrice, 'status': status, 'fee': self.safe_value(order, 'fee'), }) def parse_orders(self, orders: object, market: Market = None, since: Int = None, limit: Int = None, params={}): # # the value of orders is either a dict or a list # # dict # # { # 'id1': {...}, # 'id2': {...}, # 'id3': {...}, # ... # } # # list # # [ # {'id': 'id1', ...}, # {'id': 'id2', ...}, # {'id': 'id3', ...}, # ... # ] # results = [] if isinstance(orders, list): for i in range(0, len(orders)): parsed = self.parse_order(orders[i], market) # don't inline self call order = self.extend(parsed, params) results.append(order) else: ids = list(orders.keys()) for i in range(0, len(ids)): id = ids[i] idExtended = self.extend({'id': id}, orders[id]) parsedOrder = self.parse_order(idExtended, market) # don't inline these calls order = self.extend(parsedOrder, params) results.append(order) results = self.sort_by(results, 'timestamp') symbol = market['symbol'] if (market is not None) else None return self.filter_by_symbol_since_limit(results, symbol, since, limit) def calculate_fee(self, symbol: str, type: str, side: str, amount: float, price: float, takerOrMaker='taker', params={}): """ calculates the presumptive fee that would be charged for an order :param str symbol: unified market symbol :param str type: 'market' or 'limit' :param str side: 'buy' or 'sell' :param float amount: how much you want to trade, in units of the base currency on most exchanges, or number of contracts :param float price: the price for the order to be filled at, in units of the quote currency :param str takerOrMaker: 'taker' or 'maker' :param dict params: :returns dict: contains the rate, the percentage multiplied to the order amount to obtain the fee amount, and cost, the total value of the fee in units of the quote currency, for the order """ if type == 'market' and takerOrMaker == 'maker': raise ArgumentsRequired(self.id + ' calculateFee() - you have provided incompatible arguments - "market" type order can not be "maker". Change either the "type" or the "takerOrMaker" argument to calculate the fee.') market = self.markets[symbol] feeSide = self.safe_string(market, 'feeSide', 'quote') useQuote = None if feeSide == 'get': # the fee is always in the currency you get useQuote = side == 'sell' elif feeSide == 'give': # the fee is always in the currency you give useQuote = side == 'buy' else: # the fee is always in feeSide currency useQuote = feeSide == 'quote' cost = self.number_to_string(amount) key = None if useQuote: priceString = self.number_to_string(price) cost = Precise.string_mul(cost, priceString) key = 'quote' else: key = 'base' # for derivatives, the fee is in 'settle' currency if not market['spot']: key = 'settle' # even if `takerOrMaker` argument was set to 'maker', for 'market' orders we should forcefully override it to 'taker' if type == 'market': takerOrMaker = 'taker' rate = self.safe_string(market, takerOrMaker) cost = Precise.string_mul(cost, rate) return { 'type': takerOrMaker, 'currency': market[key], 'rate': self.parse_number(rate), 'cost': self.parse_number(cost), } def safe_liquidation(self, liquidation: dict, market: Market = None): contracts = self.safe_string(liquidation, 'contracts') contractSize = self.safe_string(market, 'contractSize') price = self.safe_string(liquidation, 'price') baseValue = self.safe_string(liquidation, 'baseValue') quoteValue = self.safe_string(liquidation, 'quoteValue') if (baseValue is None) and (contracts is not None) and (contractSize is not None) and (price is not None): baseValue = Precise.string_mul(contracts, contractSize) if (quoteValue is None) and (baseValue is not None) and (price is not None): quoteValue = Precise.string_mul(baseValue, price) liquidation['contracts'] = self.parse_number(contracts) liquidation['contractSize'] = self.parse_number(contractSize) liquidation['price'] = self.parse_number(price) liquidation['baseValue'] = self.parse_number(baseValue) liquidation['quoteValue'] = self.parse_number(quoteValue) return liquidation def safe_trade(self, trade: dict, market: Market = None): amount = self.safe_string(trade, 'amount') price = self.safe_string(trade, 'price') cost = self.safe_string(trade, 'cost') if cost is None: # contract trading contractSize = self.safe_string(market, 'contractSize') multiplyPrice = price if contractSize is not None: inverse = self.safe_bool(market, 'inverse', False) if inverse: multiplyPrice = Precise.string_div('1', price) multiplyPrice = Precise.string_mul(multiplyPrice, contractSize) cost = Precise.string_mul(multiplyPrice, amount) resultFee, resultFees = self.parsed_fee_and_fees(trade) trade['fee'] = resultFee trade['fees'] = resultFees trade['amount'] = self.parse_number(amount) trade['price'] = self.parse_number(price) trade['cost'] = self.parse_number(cost) return trade def parsed_fee_and_fees(self, container: Any): fee = self.safe_dict(container, 'fee') fees = self.safe_list(container, 'fees') feeDefined = fee is not None feesDefined = fees is not None # parsing only if at least one of them is defined shouldParseFees = (feeDefined or feesDefined) if shouldParseFees: if feeDefined: fee = self.parse_fee_numeric(fee) if not feesDefined: # just set it directly, no further processing needed fees = [fee] # 'fees' were set, so reparse them reducedFees = self.reduce_fees_by_currency(fees) if self.reduceFees else fees reducedLength = len(reducedFees) for i in range(0, reducedLength): reducedFees[i] = self.parse_fee_numeric(reducedFees[i]) fees = reducedFees if reducedLength == 1: fee = reducedFees[0] elif reducedLength == 0: fee = None # in case `fee & fees` are None, set `fees` array if fee is None: fee = { 'cost': None, 'currency': None, } if fees is None: fees = [] return [fee, fees] def parse_fee_numeric(self, fee: Any): fee['cost'] = self.safe_number(fee, 'cost') # ensure numeric if 'rate' in fee: fee['rate'] = self.safe_number(fee, 'rate') return fee def find_nearest_ceiling(self, arr: List[float], providedValue: float): # i.e. findNearestCeiling([10, 30, 50], 23) returns 30 length = len(arr) for i in range(0, length): current = arr[i] if providedValue <= current: return current return arr[length - 1] def invert_flat_string_dictionary(self, dict): reversed = {} keys = list(dict.keys()) for i in range(0, len(keys)): key = keys[i] value = dict[key] if isinstance(value, str): reversed[value] = key return reversed def reduce_fees_by_currency(self, fees): # # self function takes a list of fee structures having the following format # # string = True # # [ # {'currency': 'BTC', 'cost': '0.1'}, # {'currency': 'BTC', 'cost': '0.2' }, # {'currency': 'BTC', 'cost': '0.2', 'rate': '0.00123'}, # {'currency': 'BTC', 'cost': '0.4', 'rate': '0.00123'}, # {'currency': 'BTC', 'cost': '0.5', 'rate': '0.00456'}, # {'currency': 'USDT', 'cost': '12.3456'}, # ] # # string = False # # [ # {'currency': 'BTC', 'cost': 0.1}, # {'currency': 'BTC', 'cost': 0.2}, # {'currency': 'BTC', 'cost': 0.2, 'rate': 0.00123}, # {'currency': 'BTC', 'cost': 0.4, 'rate': 0.00123}, # {'currency': 'BTC', 'cost': 0.5, 'rate': 0.00456}, # {'currency': 'USDT', 'cost': 12.3456}, # ] # # and returns a reduced fee list, where fees are summed per currency and rate(if any) # # string = True # # [ # {'currency': 'BTC', 'cost': '0.4' }, # {'currency': 'BTC', 'cost': '0.6', 'rate': '0.00123'}, # {'currency': 'BTC', 'cost': '0.5', 'rate': '0.00456'}, # {'currency': 'USDT', 'cost': '12.3456'}, # ] # # string = False # # [ # {'currency': 'BTC', 'cost': 0.3 }, # {'currency': 'BTC', 'cost': 0.6, 'rate': 0.00123}, # {'currency': 'BTC', 'cost': 0.5, 'rate': 0.00456}, # {'currency': 'USDT', 'cost': 12.3456}, # ] # reduced = {} for i in range(0, len(fees)): fee = fees[i] code = self.safe_string(fee, 'currency') feeCurrencyCode = code is not code if None else str(i) if feeCurrencyCode is not None: rate = self.safe_string(fee, 'rate') cost = self.safe_string(fee, 'cost') if cost is None: # omit None cost, does not make sense, however, don't omit '0' costs, still make sense continue if not (feeCurrencyCode in reduced): reduced[feeCurrencyCode] = {} rateKey = '' if (rate is None) else rate if rateKey in reduced[feeCurrencyCode]: reduced[feeCurrencyCode][rateKey]['cost'] = Precise.string_add(reduced[feeCurrencyCode][rateKey]['cost'], cost) else: reduced[feeCurrencyCode][rateKey] = { 'currency': code, 'cost': cost, } if rate is not None: reduced[feeCurrencyCode][rateKey]['rate'] = rate result = [] feeValues = list(reduced.values()) for i in range(0, len(feeValues)): reducedFeeValues = list(feeValues[i].values()) result = self.array_concat(result, reducedFeeValues) return result def safe_ticker(self, ticker: dict, market: Market = None): open = self.omit_zero(self.safe_string(ticker, 'open')) close = self.omit_zero(self.safe_string(ticker, 'close')) last = self.omit_zero(self.safe_string(ticker, 'last')) change = self.omit_zero(self.safe_string(ticker, 'change')) percentage = self.omit_zero(self.safe_string(ticker, 'percentage')) average = self.omit_zero(self.safe_string(ticker, 'average')) vwap = self.safe_string(ticker, 'vwap') baseVolume = self.safe_string(ticker, 'baseVolume') quoteVolume = self.safe_string(ticker, 'quoteVolume') if vwap is None: vwap = Precise.string_div(self.omit_zero(quoteVolume), baseVolume) if (last is not None) and (close is None): close = last elif (last is None) and (close is not None): last = close if (last is not None) and (open is not None): if change is None: change = Precise.string_sub(last, open) if average is None: precision = 18 if market is not None and self.is_tick_precision(): marketPrecision = self.safe_dict(market, 'precision') precisionPrice = self.safe_string(marketPrecision, 'price') if precisionPrice is not None: precision = self.precision_from_string(precisionPrice) average = Precise.string_div(Precise.string_add(last, open), '2', precision) if (percentage is None) and (change is not None) and (open is not None) and Precise.string_gt(open, '0'): percentage = Precise.string_mul(Precise.string_div(change, open), '100') if (change is None) and (percentage is not None) and (open is not None): change = Precise.string_div(Precise.string_mul(percentage, open), '100') if (open is None) and (last is not None) and (change is not None): open = Precise.string_sub(last, change) # timestamp and symbol operations don't belong in safeTicker # they should be done in the derived classes return self.extend(ticker, { 'bid': self.parse_number(self.omit_zero(self.safe_string(ticker, 'bid'))), 'bidVolume': self.safe_number(ticker, 'bidVolume'), 'ask': self.parse_number(self.omit_zero(self.safe_string(ticker, 'ask'))), 'askVolume': self.safe_number(ticker, 'askVolume'), 'high': self.parse_number(self.omit_zero(self.safe_string(ticker, 'high'))), 'low': self.parse_number(self.omit_zero(self.safe_string(ticker, 'low'))), 'open': self.parse_number(self.omit_zero(open)), 'close': self.parse_number(self.omit_zero(close)), 'last': self.parse_number(self.omit_zero(last)), 'change': self.parse_number(change), 'percentage': self.parse_number(percentage), 'average': self.parse_number(average), 'vwap': self.parse_number(vwap), 'baseVolume': self.parse_number(baseVolume), 'quoteVolume': self.parse_number(quoteVolume), 'previousClose': self.safe_number(ticker, 'previousClose'), 'indexPrice': self.safe_number(ticker, 'indexPrice'), 'markPrice': self.safe_number(ticker, 'markPrice'), }) def fetch_borrow_rate(self, code: str, amount: float, params={}): raise NotSupported(self.id + ' fetchBorrowRate is deprecated, please use fetchCrossBorrowRate or fetchIsolatedBorrowRate instead') def repay_cross_margin(self, code: str, amount: float, params={}): raise NotSupported(self.id + ' repayCrossMargin is not support yet') def repay_isolated_margin(self, symbol: str, code: str, amount: float, params={}): raise NotSupported(self.id + ' repayIsolatedMargin is not support yet') def borrow_cross_margin(self, code: str, amount: float, params={}): raise NotSupported(self.id + ' borrowCrossMargin is not support yet') def borrow_isolated_margin(self, symbol: str, code: str, amount: float, params={}): raise NotSupported(self.id + ' borrowIsolatedMargin is not support yet') def borrow_margin(self, code: str, amount: float, symbol: Str = None, params={}): raise NotSupported(self.id + ' borrowMargin is deprecated, please use borrowCrossMargin or borrowIsolatedMargin instead') def repay_margin(self, code: str, amount: float, symbol: Str = None, params={}): raise NotSupported(self.id + ' repayMargin is deprecated, please use repayCrossMargin or repayIsolatedMargin instead') def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}): message = '' if self.has['fetchTrades']: message = '. If you want to build OHLCV candles from trade executions data, visit https://github.com/ccxt/ccxt/tree/master/examples/ and see "build-ohlcv-bars" file' raise NotSupported(self.id + ' fetchOHLCV() is not supported yet' + message) def fetch_ohlcv_ws(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}): message = '' if self.has['fetchTradesWs']: message = '. If you want to build OHLCV candles from trade executions data, visit https://github.com/ccxt/ccxt/tree/master/examples/ and see "build-ohlcv-bars" file' raise NotSupported(self.id + ' fetchOHLCVWs() is not supported yet. Try using fetchOHLCV instead.' + message) def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' watchOHLCV() is not supported yet') def convert_trading_view_to_ohlcv(self, ohlcvs: List[List[float]], timestamp='t', open='o', high='h', low='l', close='c', volume='v', ms=False): result = [] timestamps = self.safe_list(ohlcvs, timestamp, []) opens = self.safe_list(ohlcvs, open, []) highs = self.safe_list(ohlcvs, high, []) lows = self.safe_list(ohlcvs, low, []) closes = self.safe_list(ohlcvs, close, []) volumes = self.safe_list(ohlcvs, volume, []) for i in range(0, len(timestamps)): result.append([ self.safe_integer(timestamps, i) if ms else self.safe_timestamp(timestamps, i), self.safe_value(opens, i), self.safe_value(highs, i), self.safe_value(lows, i), self.safe_value(closes, i), self.safe_value(volumes, i), ]) return result def convert_ohlcv_to_trading_view(self, ohlcvs: List[List[float]], timestamp='t', open='o', high='h', low='l', close='c', volume='v', ms=False): result = {} result[timestamp] = [] result[open] = [] result[high] = [] result[low] = [] result[close] = [] result[volume] = [] for i in range(0, len(ohlcvs)): ts = ohlcvs[i][0] if ms else self.parse_to_int(ohlcvs[i][0] / 1000) resultTimestamp = result[timestamp] resultTimestamp.append(ts) resultOpen = result[open] resultOpen.append(ohlcvs[i][1]) resultHigh = result[high] resultHigh.append(ohlcvs[i][2]) resultLow = result[low] resultLow.append(ohlcvs[i][3]) resultClose = result[close] resultClose.append(ohlcvs[i][4]) resultVolume = result[volume] resultVolume.append(ohlcvs[i][5]) return result def fetch_web_endpoint(self, method, endpointMethod, returnAsJson, startRegex=None, endRegex=None): errorMessage = '' options = self.safe_value(self.options, method, {}) muteOnFailure = self.safe_bool(options, 'webApiMuteFailure', True) try: # if it was not explicitly disabled, then don't fetch if self.safe_bool(options, 'webApiEnable', True) is not True: return None maxRetries = self.safe_value(options, 'webApiRetries', 10) response = None retry = 0 shouldBreak = False while(retry < maxRetries): try: response = getattr(self, endpointMethod)({}) shouldBreak = True break except Exception as e: retry = retry + 1 if retry == maxRetries: raise e if shouldBreak: break # self is needed because of GO content = response if startRegex is not None: splitted_by_start = content.split(startRegex) content = splitted_by_start[1] # we need second part after start if endRegex is not None: splitted_by_end = content.split(endRegex) content = splitted_by_end[0] # we need first part after start if returnAsJson and (isinstance(content, str)): jsoned = self.parse_json(content.strip()) # content should be trimmed before json parsing if jsoned: return jsoned # if parsing was not successfull, exception should be thrown else: raise BadResponse('could not parse the response into json') else: return content except Exception as e: errorMessage = self.id + ' ' + method + '() failed to fetch correct data from website. Probably webpage markup has been changed, breaking the page custom parser.' if muteOnFailure: return None else: raise BadResponse(errorMessage) def market_ids(self, symbols: Strings = None): if symbols is None: return symbols result = [] for i in range(0, len(symbols)): result.append(self.market_id(symbols[i])) return result def currency_ids(self, codes: Strings = None): if codes is None: return codes result = [] for i in range(0, len(codes)): result.append(self.currency_id(codes[i])) return result def markets_for_symbols(self, symbols: Strings = None): if symbols is None: return symbols result = [] for i in range(0, len(symbols)): result.append(self.market(symbols[i])) return result def market_symbols(self, symbols: Strings = None, type: Str = None, allowEmpty=True, sameTypeOnly=False, sameSubTypeOnly=False): if symbols is None: if not allowEmpty: raise ArgumentsRequired(self.id + ' empty list of symbols is not supported') return symbols symbolsLength = len(symbols) if symbolsLength == 0: if not allowEmpty: raise ArgumentsRequired(self.id + ' empty list of symbols is not supported') return symbols result = [] marketType = None isLinearSubType = None for i in range(0, len(symbols)): market = self.market(symbols[i]) if sameTypeOnly and (marketType is not None): if market['type'] != marketType: raise BadRequest(self.id + ' symbols must be of the same type, either ' + marketType + ' or ' + market['type'] + '.') if sameSubTypeOnly and (isLinearSubType is not None): if market['linear'] != isLinearSubType: raise BadRequest(self.id + ' symbols must be of the same subType, either linear or inverse.') if type is not None and market['type'] != type: raise BadRequest(self.id + ' symbols must be of the same type ' + type + '. If the type is incorrect you can change it in options or the params of the request') marketType = market['type'] if not market['spot']: isLinearSubType = market['linear'] symbol = self.safe_string(market, 'symbol', symbols[i]) result.append(symbol) return result def market_codes(self, codes: Strings = None): if codes is None: return codes result = [] for i in range(0, len(codes)): result.append(self.common_currency_code(codes[i])) return result def parse_bids_asks(self, bidasks, priceKey: IndexType = 0, amountKey: IndexType = 1, countOrIdKey: IndexType = 2): bidasks = self.to_array(bidasks) result = [] for i in range(0, len(bidasks)): result.append(self.parse_bid_ask(bidasks[i], priceKey, amountKey, countOrIdKey)) return result def fetch_l2_order_book(self, symbol: str, limit: Int = None, params={}): orderbook = self.fetch_order_book(symbol, limit, params) return self.extend(orderbook, { 'asks': self.sort_by(self.aggregate(orderbook['asks']), 0), 'bids': self.sort_by(self.aggregate(orderbook['bids']), 0, True), }) def filter_by_symbol(self, objects, symbol: Str = None): if symbol is None: return objects result = [] for i in range(0, len(objects)): objectSymbol = self.safe_string(objects[i], 'symbol') if objectSymbol == symbol: result.append(objects[i]) return result def parse_ohlcv(self, ohlcv, market: Market = None) -> list: if isinstance(ohlcv, list): return [ self.safe_integer(ohlcv, 0), # timestamp self.safe_number(ohlcv, 1), # open self.safe_number(ohlcv, 2), # high self.safe_number(ohlcv, 3), # low self.safe_number(ohlcv, 4), # close self.safe_number(ohlcv, 5), # volume ] return ohlcv def network_code_to_id(self, networkCode: str, currencyCode: Str = None): """ @ignore tries to convert the provided networkCode(which is expected to be an unified network code) to a network id. In order to achieve self, derived class needs to have 'options->networks' defined. :param str networkCode: unified network code :param str currencyCode: unified currency code, but self argument is not required by default, unless there is an exchange(like huobi) that needs an override of the method to be able to pass currencyCode argument additionally :returns str|None: exchange-specific network id """ if networkCode is None: return None networkIdsByCodes = self.safe_value(self.options, 'networks', {}) networkId = self.safe_string(networkIdsByCodes, networkCode) # for example, if 'ETH' is passed for networkCode, but 'ETH' key not defined in `options->networks` object if networkId is None: if currencyCode is None: currencies = list(self.currencies.values()) for i in range(0, len(currencies)): currency = currencies[i] networks = self.safe_dict(currency, 'networks') network = self.safe_dict(networks, networkCode) networkId = self.safe_string(network, 'id') if networkId is not None: break else: # if currencyCode was provided, then we try to find if that currencyCode has a replacement(i.e. ERC20 for ETH) or is in the currency defaultNetworkCodeReplacements = self.safe_value(self.options, 'defaultNetworkCodeReplacements', {}) if currencyCode in defaultNetworkCodeReplacements: # if there is a replacement for the passed networkCode, then we use it to find network-id in `options->networks` object replacementObject = defaultNetworkCodeReplacements[currencyCode] # i.e. {'ERC20': 'ETH'} keys = list(replacementObject.keys()) for i in range(0, len(keys)): key = keys[i] value = replacementObject[key] # if value matches to provided unified networkCode, then we use it's key to find network-id in `options->networks` object if value == networkCode: networkId = self.safe_string(networkIdsByCodes, key) break else: # serach for network inside currency currency = self.safe_dict(self.currencies, currencyCode) networks = self.safe_dict(currency, 'networks') network = self.safe_dict(networks, networkCode) networkId = self.safe_string(network, 'id') # if it wasn't found, we just set the provided value to network-id if networkId is None: networkId = networkCode return networkId def network_id_to_code(self, networkId: Str = None, currencyCode: Str = None): """ @ignore tries to convert the provided exchange-specific networkId to an unified network Code. In order to achieve self, derived class needs to have "options['networksById']" defined. :param str networkId: exchange specific network id/title, like: TRON, Trc-20, usdt-erc20, etc :param str|None currencyCode: unified currency code, but self argument is not required by default, unless there is an exchange(like huobi) that needs an override of the method to be able to pass currencyCode argument additionally :returns str|None: unified network code """ if networkId is None: return None networkCodesByIds = self.safe_dict(self.options, 'networksById', {}) networkCode = self.safe_string(networkCodesByIds, networkId, networkId) # replace mainnet network-codes(i.e. ERC20->ETH) if currencyCode is not None: defaultNetworkCodeReplacements = self.safe_dict(self.options, 'defaultNetworkCodeReplacements', {}) if currencyCode in defaultNetworkCodeReplacements: replacementObject = self.safe_dict(defaultNetworkCodeReplacements, currencyCode, {}) networkCode = self.safe_string(replacementObject, networkCode, networkCode) return networkCode def handle_network_code_and_params(self, params): networkCodeInParams = self.safe_string_2(params, 'networkCode', 'network') if networkCodeInParams is not None: params = self.omit(params, ['networkCode', 'network']) # if it was not defined by user, we should not set it from 'defaultNetworks', because handleNetworkCodeAndParams is for only request-side and thus we do not fill it with anything. We can only use 'defaultNetworks' after parsing response-side return [networkCodeInParams, params] def default_network_code(self, currencyCode: str): defaultNetworkCode = None defaultNetworks = self.safe_dict(self.options, 'defaultNetworks', {}) if currencyCode in defaultNetworks: # if currency had set its network in "defaultNetworks", use it defaultNetworkCode = defaultNetworks[currencyCode] else: # otherwise, try to use the global-scope 'defaultNetwork' value(even if that network is not supported by currency, it doesn't make any problem, self will be just used "at first" if currency supports self network at all) defaultNetwork = self.safe_string(self.options, 'defaultNetwork') if defaultNetwork is not None: defaultNetworkCode = defaultNetwork return defaultNetworkCode def select_network_code_from_unified_networks(self, currencyCode, networkCode, indexedNetworkEntries): return self.select_network_key_from_networks(currencyCode, networkCode, indexedNetworkEntries, True) def select_network_id_from_raw_networks(self, currencyCode, networkCode, indexedNetworkEntries): return self.select_network_key_from_networks(currencyCode, networkCode, indexedNetworkEntries, False) def select_network_key_from_networks(self, currencyCode, networkCode, indexedNetworkEntries, isIndexedByUnifiedNetworkCode=False): # self method is used against raw & unparse network entries, which are just indexed by network id chosenNetworkId = None availableNetworkIds = list(indexedNetworkEntries.keys()) responseNetworksLength = len(availableNetworkIds) if networkCode is not None: if responseNetworksLength == 0: raise NotSupported(self.id + ' - ' + networkCode + ' network did not return any result for ' + currencyCode) else: # if networkCode was provided by user, we should check it after response, referenced exchange doesn't support network-code during request networkId = networkCode if isIndexedByUnifiedNetworkCode else self.network_code_to_id(networkCode, currencyCode) if networkId in indexedNetworkEntries: chosenNetworkId = networkId else: raise NotSupported(self.id + ' - ' + networkId + ' network was not found for ' + currencyCode + ', use one of ' + ', '.join(availableNetworkIds)) else: if responseNetworksLength == 0: raise NotSupported(self.id + ' - no networks were returned for ' + currencyCode) else: # if networkCode was not provided by user, then we try to use the default network(if it was defined in "defaultNetworks"), otherwise, we just return the first network entry defaultNetworkCode = self.default_network_code(currencyCode) defaultNetworkId = defaultNetworkCode if isIndexedByUnifiedNetworkCode else self.network_code_to_id(defaultNetworkCode, currencyCode) if defaultNetworkId in indexedNetworkEntries: return defaultNetworkId raise NotSupported(self.id + ' - can not determine the default network, please pass param["network"] one from : ' + ', '.join(availableNetworkIds)) return chosenNetworkId def safe_number_2(self, dictionary: object, key1: IndexType, key2: IndexType, d=None): value = self.safe_string_2(dictionary, key1, key2) return self.parse_number(value, d) def parse_order_book(self, orderbook: object, symbol: str, timestamp: Int = None, bidsKey='bids', asksKey='asks', priceKey: IndexType = 0, amountKey: IndexType = 1, countOrIdKey: IndexType = 2): bids = self.parse_bids_asks(self.safe_value(orderbook, bidsKey, []), priceKey, amountKey, countOrIdKey) asks = self.parse_bids_asks(self.safe_value(orderbook, asksKey, []), priceKey, amountKey, countOrIdKey) return { 'symbol': symbol, 'bids': self.sort_by(bids, 0, True), 'asks': self.sort_by(asks, 0), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'nonce': None, } def parse_ohlcvs(self, ohlcvs: List[object], market: Any = None, timeframe: str = '1m', since: Int = None, limit: Int = None, tail: Bool = False): results = [] for i in range(0, len(ohlcvs)): results.append(self.parse_ohlcv(ohlcvs[i], market)) sorted = self.sort_by(results, 0) return self.filter_by_since_limit(sorted, since, limit, 0, tail) def parse_leverage_tiers(self, response: Any, symbols: List[str] = None, marketIdKey=None): # marketIdKey should only be None when response is a dictionary symbols = self.market_symbols(symbols) tiers = {} symbolsLength = 0 if symbols is not None: symbolsLength = len(symbols) noSymbols = (symbols is None) or (symbolsLength == 0) if isinstance(response, list): for i in range(0, len(response)): item = response[i] id = self.safe_string(item, marketIdKey) market = self.safe_market(id, None, None, 'swap') symbol = market['symbol'] contract = self.safe_bool(market, 'contract', False) if contract and (noSymbols or self.in_array(symbol, symbols)): tiers[symbol] = self.parse_market_leverage_tiers(item, market) else: keys = list(response.keys()) for i in range(0, len(keys)): marketId = keys[i] item = response[marketId] market = self.safe_market(marketId, None, None, 'swap') symbol = market['symbol'] contract = self.safe_bool(market, 'contract', False) if contract and (noSymbols or self.in_array(symbol, symbols)): tiers[symbol] = self.parse_market_leverage_tiers(item, market) return tiers def load_trading_limits(self, symbols: Strings = None, reload=False, params={}): if self.has['fetchTradingLimits']: if reload or not ('limitsLoaded' in self.options): response = self.fetch_trading_limits(symbols) for i in range(0, len(symbols)): symbol = symbols[i] self.markets[symbol] = self.deep_extend(self.markets[symbol], response[symbol]) self.options['limitsLoaded'] = self.milliseconds() return self.markets def safe_position(self, position: dict): # simplified version of: /pull/12765/ unrealizedPnlString = self.safe_string(position, 'unrealisedPnl') initialMarginString = self.safe_string(position, 'initialMargin') # # PERCENTAGE # percentage = self.safe_value(position, 'percentage') if (percentage is None) and (unrealizedPnlString is not None) and (initialMarginString is not None): # was done in all implementations( aax, btcex, bybit, deribit, ftx, gate, kucoinfutures, phemex ) percentageString = Precise.string_mul(Precise.string_div(unrealizedPnlString, initialMarginString, 4), '100') position['percentage'] = self.parse_number(percentageString) # if contractSize is None get from market contractSize = self.safe_number(position, 'contractSize') symbol = self.safe_string(position, 'symbol') market = None if symbol is not None: market = self.safe_value(self.markets, symbol) if contractSize is None and market is not None: contractSize = self.safe_number(market, 'contractSize') position['contractSize'] = contractSize return position def parse_positions(self, positions: List[Any], symbols: List[str] = None, params={}): symbols = self.market_symbols(symbols) positions = self.to_array(positions) result = [] for i in range(0, len(positions)): position = self.extend(self.parse_position(positions[i], None), params) result.append(position) return self.filter_by_array_positions(result, 'symbol', symbols, False) def parse_accounts(self, accounts: List[Any], params={}): accounts = self.to_array(accounts) result = [] for i in range(0, len(accounts)): account = self.extend(self.parse_account(accounts[i]), params) result.append(account) return result def parse_trades(self, trades: List[Any], market: Market = None, since: Int = None, limit: Int = None, params={}): trades = self.to_array(trades) result = [] for i in range(0, len(trades)): trade = self.extend(self.parse_trade(trades[i], market), params) result.append(trade) result = self.sort_by_2(result, 'timestamp', 'id') symbol = market['symbol'] if (market is not None) else None return self.filter_by_symbol_since_limit(result, symbol, since, limit) def parse_transactions(self, transactions: List[Any], currency: Currency = None, since: Int = None, limit: Int = None, params={}): transactions = self.to_array(transactions) result = [] for i in range(0, len(transactions)): transaction = self.extend(self.parse_transaction(transactions[i], currency), params) result.append(transaction) result = self.sort_by(result, 'timestamp') code = currency['code'] if (currency is not None) else None return self.filter_by_currency_since_limit(result, code, since, limit) def parse_transfers(self, transfers: List[Any], currency: Currency = None, since: Int = None, limit: Int = None, params={}): transfers = self.to_array(transfers) result = [] for i in range(0, len(transfers)): transfer = self.extend(self.parse_transfer(transfers[i], currency), params) result.append(transfer) result = self.sort_by(result, 'timestamp') code = currency['code'] if (currency is not None) else None return self.filter_by_currency_since_limit(result, code, since, limit) def parse_ledger(self, data, currency: Currency = None, since: Int = None, limit: Int = None, params={}): result = [] arrayData = self.to_array(data) for i in range(0, len(arrayData)): itemOrItems = self.parse_ledger_entry(arrayData[i], currency) if isinstance(itemOrItems, list): for j in range(0, len(itemOrItems)): result.append(self.extend(itemOrItems[j], params)) else: result.append(self.extend(itemOrItems, params)) result = self.sort_by(result, 'timestamp') code = currency['code'] if (currency is not None) else None return self.filter_by_currency_since_limit(result, code, since, limit) def nonce(self): return self.seconds() def set_headers(self, headers): return headers def currency_id(self, code: str): currency = self.safe_dict(self.currencies, code) if currency is None: currency = self.safe_currency(code) if currency is not None: return currency['id'] return code def market_id(self, symbol: str): market = self.market(symbol) if market is not None: return market['id'] return symbol def symbol(self, symbol: str): market = self.market(symbol) return self.safe_string(market, 'symbol', symbol) def handle_param_string(self, params: object, paramName: str, defaultValue: Str = None): value = self.safe_string(params, paramName, defaultValue) if value is not None: params = self.omit(params, paramName) return [value, params] def handle_param_string_2(self, params: object, paramName1: str, paramName2: str, defaultValue: Str = None): value = self.safe_string_2(params, paramName1, paramName2, defaultValue) if value is not None: params = self.omit(params, [paramName1, paramName2]) return [value, params] def handle_param_integer(self, params: object, paramName: str, defaultValue: Int = None): value = self.safe_integer(params, paramName, defaultValue) if value is not None: params = self.omit(params, paramName) return [value, params] def handle_param_integer_2(self, params: object, paramName1: str, paramName2: str, defaultValue: Int = None): value = self.safe_integer_2(params, paramName1, paramName2, defaultValue) if value is not None: params = self.omit(params, [paramName1, paramName2]) return [value, params] def handle_param_bool(self, params: object, paramName: str, defaultValue: Bool = None): value = self.safe_bool(params, paramName, defaultValue) if value is not None: params = self.omit(params, paramName) return [value, params] def handle_param_bool_2(self, params: object, paramName1: str, paramName2: str, defaultValue: Bool = None): value = self.safe_bool_2(params, paramName1, paramName2, defaultValue) if value is not None: params = self.omit(params, [paramName1, paramName2]) return [value, params] def handle_request_network(self, params: dict, request: dict, exchangeSpecificKey: str, currencyCode: Str = None, isRequired: bool = False): """ :param dict params: - extra parameters :param dict request: - existing dictionary of request :param str exchangeSpecificKey: - the key for chain id to be set in request :param dict currencyCode: - (optional) existing dictionary of request :param boolean isRequired: - (optional) whether that param is required to be present :returns dict[]: - returns [request, params] where request is the modified request object and params is the modified params object """ networkCode = None networkCode, params = self.handle_network_code_and_params(params) if networkCode is not None: request[exchangeSpecificKey] = self.network_code_to_id(networkCode, currencyCode) elif isRequired: raise ArgumentsRequired(self.id + ' - "network" param is required for self request') return [request, params] def resolve_path(self, path, params): return [ self.implode_params(path, params), self.omit(params, self.extract_params(path)), ] def get_list_from_object_values(self, objects, key: IndexType): newArray = objects if not isinstance(objects, list): newArray = self.to_array(objects) results = [] for i in range(0, len(newArray)): results.append(newArray[i][key]) return results def get_symbols_for_market_type(self, marketType: Str = None, subType: Str = None, symbolWithActiveStatus: bool = True, symbolWithUnknownStatus: bool = True): filteredMarkets = self.markets if marketType is not None: filteredMarkets = self.filter_by(filteredMarkets, 'type', marketType) if subType is not None: self.check_required_argument('getSymbolsForMarketType', subType, 'subType', ['linear', 'inverse', 'quanto']) filteredMarkets = self.filter_by(filteredMarkets, 'subType', subType) activeStatuses = [] if symbolWithActiveStatus: activeStatuses.append(True) if symbolWithUnknownStatus: activeStatuses.append(None) filteredMarkets = self.filter_by_array(filteredMarkets, 'active', activeStatuses, False) return self.get_list_from_object_values(filteredMarkets, 'symbol') def filter_by_array(self, objects, key: IndexType, values=None, indexed=True): objects = self.to_array(objects) # return all of them if no values were passed if values is None or not values: # return self.index_by(objects, key) if indexed else objects if indexed: return self.index_by(objects, key) else: return objects results = [] for i in range(0, len(objects)): if self.in_array(objects[i][key], values): results.append(objects[i]) # return self.index_by(results, key) if indexed else results if indexed: return self.index_by(results, key) return results def fetch2(self, path, api: Any = 'public', method='GET', params={}, headers: Any = None, body: Any = None, config={}): if self.enableRateLimit: cost = self.calculate_rate_limiter_cost(api, method, path, params, config) self.throttle(cost) self.lastRestRequestTimestamp = self.milliseconds() request = self.sign(path, api, method, params, headers, body) self.last_request_headers = request['headers'] self.last_request_body = request['body'] self.last_request_url = request['url'] retries = None retries, params = self.handle_option_and_params(params, path, 'maxRetriesOnFailure', 0) retryDelay = None retryDelay, params = self.handle_option_and_params(params, path, 'maxRetriesOnFailureDelay', 0) for i in range(0, retries + 1): try: return self.fetch(request['url'], request['method'], request['headers'], request['body']) except Exception as e: if isinstance(e, OperationFailed): if i < retries: if self.verbose: self.log('Request failed with the error: ' + str(e) + ', retrying ' + (i + str(1)) + ' of ' + str(retries) + '...') if (retryDelay is not None) and (retryDelay != 0): self.sleep(retryDelay) else: raise e else: raise e return None # self line is never reached, but exists for c# value return requirement def request(self, path, api: Any = 'public', method='GET', params={}, headers: Any = None, body: Any = None, config={}): return self.fetch2(path, api, method, params, headers, body, config) def load_accounts(self, reload=False, params={}): if reload: self.accounts = self.fetch_accounts(params) else: if self.accounts: return self.accounts else: self.accounts = self.fetch_accounts(params) self.accountsById = self.index_by(self.accounts, 'id') return self.accounts def build_ohlcvc(self, trades: List[Trade], timeframe: str = '1m', since: float = 0, limit: float = 2147483647): # given a sorted arrays of trades(recent last) and a timeframe builds an array of OHLCV candles # note, default limit value(2147483647) is max int32 value ms = self.parse_timeframe(timeframe) * 1000 ohlcvs = [] i_timestamp = 0 # open = 1 i_high = 2 i_low = 3 i_close = 4 i_volume = 5 i_count = 6 tradesLength = len(trades) oldest = min(tradesLength, limit) for i in range(0, oldest): trade = trades[i] ts = trade['timestamp'] if ts < since: continue openingTime = int(math.floor(ts / ms)) * ms # shift to the edge of m/h/d(but not M) if openingTime < since: # we don't need bars, that have opening time earlier than requested continue ohlcv_length = len(ohlcvs) candle = ohlcv_length - 1 if (candle == -1) or (openingTime >= self.sum(ohlcvs[candle][i_timestamp], ms)): # moved to a new timeframe -> create a new candle from opening trade ohlcvs.append([ openingTime, # timestamp trade['price'], # O trade['price'], # H trade['price'], # L trade['price'], # C trade['amount'], # V 1, # count ]) else: # still processing the same timeframe -> update opening trade ohlcvs[candle][i_high] = max(ohlcvs[candle][i_high], trade['price']) ohlcvs[candle][i_low] = min(ohlcvs[candle][i_low], trade['price']) ohlcvs[candle][i_close] = trade['price'] ohlcvs[candle][i_volume] = self.sum(ohlcvs[candle][i_volume], trade['amount']) ohlcvs[candle][i_count] = self.sum(ohlcvs[candle][i_count], 1) return ohlcvs def parse_trading_view_ohlcv(self, ohlcvs, market=None, timeframe='1m', since: Int = None, limit: Int = None): result = self.convert_trading_view_to_ohlcv(ohlcvs) return self.parse_ohlcvs(result, market, timeframe, since, limit) def edit_limit_buy_order(self, id: str, symbol: str, amount: float, price: Num = None, params={}): return self.edit_limit_order(id, symbol, 'buy', amount, price, params) def edit_limit_sell_order(self, id: str, symbol: str, amount: float, price: Num = None, params={}): return self.edit_limit_order(id, symbol, 'sell', amount, price, params) def edit_limit_order(self, id: str, symbol: str, side: OrderSide, amount: float, price: Num = None, params={}): return self.edit_order(id, symbol, 'limit', side, amount, price, params) def edit_order(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}): self.cancel_order(id, symbol) return self.create_order(symbol, type, side, amount, price, params) def edit_order_ws(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}): self.cancel_order_ws(id, symbol) return self.create_order_ws(symbol, type, side, amount, price, params) def fetch_position(self, symbol: str, params={}): raise NotSupported(self.id + ' fetchPosition() is not supported yet') def fetch_position_ws(self, symbol: str, params={}): raise NotSupported(self.id + ' fetchPositionWs() is not supported yet') def watch_position(self, symbol: Str = None, params={}): raise NotSupported(self.id + ' watchPosition() is not supported yet') def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' watchPositions() is not supported yet') def watch_position_for_symbols(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}): return self.watch_positions(symbols, since, limit, params) def fetch_positions_for_symbol(self, symbol: str, params={}): """ fetches all open positions for specific symbol, unlike fetchPositions(which is designed to work with multiple symbols) so self method might be preffered for one-market position, because of less rate-limit consumption and speed :param str symbol: unified market symbol :param dict params: extra parameters specific to the endpoint :returns dict[]: a list of `position structure ` with maximum 3 items - possible one position for "one-way" mode, and possible two positions(long & short) for "two-way"(a.k.a. hedge) mode """ raise NotSupported(self.id + ' fetchPositionsForSymbol() is not supported yet') def fetch_positions_for_symbol_ws(self, symbol: str, params={}): """ fetches all open positions for specific symbol, unlike fetchPositions(which is designed to work with multiple symbols) so self method might be preffered for one-market position, because of less rate-limit consumption and speed :param str symbol: unified market symbol :param dict params: extra parameters specific to the endpoint :returns dict[]: a list of `position structure ` with maximum 3 items - possible one position for "one-way" mode, and possible two positions(long & short) for "two-way"(a.k.a. hedge) mode """ raise NotSupported(self.id + ' fetchPositionsForSymbol() is not supported yet') def fetch_positions(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchPositions() is not supported yet') def fetch_positions_ws(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchPositions() is not supported yet') def fetch_positions_risk(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchPositionsRisk() is not supported yet') def fetch_bids_asks(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchBidsAsks() is not supported yet') def fetch_borrow_interest(self, code: Str = None, symbol: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchBorrowInterest() is not supported yet') def fetch_ledger(self, code: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchLedger() is not supported yet') def fetch_ledger_entry(self, id: str, code: Str = None, params={}): raise NotSupported(self.id + ' fetchLedgerEntry() is not supported yet') def parse_bid_ask(self, bidask, priceKey: IndexType = 0, amountKey: IndexType = 1, countOrIdKey: IndexType = 2): price = self.safe_number(bidask, priceKey) amount = self.safe_number(bidask, amountKey) countOrId = self.safe_integer(bidask, countOrIdKey) bidAsk = [price, amount] if countOrId is not None: bidAsk.append(countOrId) return bidAsk def safe_currency(self, currencyId: Str, currency: Currency = None): if (currencyId is None) and (currency is not None): return currency if (self.currencies_by_id is not None) and (currencyId in self.currencies_by_id) and (self.currencies_by_id[currencyId] is not None): return self.currencies_by_id[currencyId] code = currencyId if currencyId is not None: code = self.common_currency_code(currencyId.upper()) return self.safe_currency_structure({ 'id': currencyId, 'code': code, 'precision': None, }) def safe_market(self, marketId: Str = None, market: Market = None, delimiter: Str = None, marketType: Str = None): result = self.safe_market_structure({ 'symbol': marketId, 'marketId': marketId, }) if marketId is not None: if (self.markets_by_id is not None) and (marketId in self.markets_by_id): markets = self.markets_by_id[marketId] numMarkets = len(markets) if numMarkets == 1: return markets[0] else: if marketType is None: if market is None: raise ArgumentsRequired(self.id + ' safeMarket() requires a fourth argument for ' + marketId + ' to disambiguate between different markets with the same market id') else: marketType = market['type'] for i in range(0, len(markets)): currentMarket = markets[i] if currentMarket[marketType]: return currentMarket elif delimiter is not None and delimiter != '': parts = marketId.split(delimiter) partsLength = len(parts) if partsLength == 2: result['baseId'] = self.safe_string(parts, 0) result['quoteId'] = self.safe_string(parts, 1) result['base'] = self.safe_currency_code(result['baseId']) result['quote'] = self.safe_currency_code(result['quoteId']) result['symbol'] = result['base'] + '/' + result['quote'] return result else: return result if market is not None: return market return result def check_required_credentials(self, error=True): """ @ignore :param boolean error: raise an error that a credential is required if True :returns boolean: True if all required credentials have been set, otherwise False or an error is thrown is param error=true """ keys = list(self.requiredCredentials.keys()) for i in range(0, len(keys)): key = keys[i] if self.requiredCredentials[key] and not getattr(self, key): if error: raise AuthenticationError(self.id + ' requires "' + key + '" credential') else: return False return True def oath(self): if self.twofa is not None: return self.totp(self.twofa) else: raise ExchangeError(self.id + ' exchange.twofa has not been set for 2FA Two-Factor Authentication') def fetch_balance(self, params={}): raise NotSupported(self.id + ' fetchBalance() is not supported yet') def fetch_balance_ws(self, params={}): raise NotSupported(self.id + ' fetchBalanceWs() is not supported yet') def parse_balance(self, response): raise NotSupported(self.id + ' parseBalance() is not supported yet') def watch_balance(self, params={}): raise NotSupported(self.id + ' watchBalance() is not supported yet') def fetch_partial_balance(self, part, params={}): balance = self.fetch_balance(params) return balance[part] def fetch_free_balance(self, params={}): return self.fetch_partial_balance('free', params) def fetch_used_balance(self, params={}): return self.fetch_partial_balance('used', params) def fetch_total_balance(self, params={}): return self.fetch_partial_balance('total', params) def fetch_status(self, params={}): raise NotSupported(self.id + ' fetchStatus() is not supported yet') def fetch_transaction_fee(self, code: str, params={}): if not self.has['fetchTransactionFees']: raise NotSupported(self.id + ' fetchTransactionFee() is not supported yet') return self.fetch_transaction_fees([code], params) def fetch_transaction_fees(self, codes: Strings = None, params={}): raise NotSupported(self.id + ' fetchTransactionFees() is not supported yet') def fetch_deposit_withdraw_fees(self, codes: Strings = None, params={}): raise NotSupported(self.id + ' fetchDepositWithdrawFees() is not supported yet') def fetch_deposit_withdraw_fee(self, code: str, params={}): if not self.has['fetchDepositWithdrawFees']: raise NotSupported(self.id + ' fetchDepositWithdrawFee() is not supported yet') fees = self.fetch_deposit_withdraw_fees([code], params) return self.safe_value(fees, code) def get_supported_mapping(self, key, mapping={}): if key in mapping: return mapping[key] else: raise NotSupported(self.id + ' ' + key + ' does not have a value in mapping') def fetch_cross_borrow_rate(self, code: str, params={}): self.load_markets() if not self.has['fetchBorrowRates']: raise NotSupported(self.id + ' fetchCrossBorrowRate() is not supported yet') borrowRates = self.fetch_cross_borrow_rates(params) rate = self.safe_value(borrowRates, code) if rate is None: raise ExchangeError(self.id + ' fetchCrossBorrowRate() could not find the borrow rate for currency code ' + code) return rate def fetch_isolated_borrow_rate(self, symbol: str, params={}): self.load_markets() if not self.has['fetchBorrowRates']: raise NotSupported(self.id + ' fetchIsolatedBorrowRate() is not supported yet') borrowRates = self.fetch_isolated_borrow_rates(params) rate = self.safe_dict(borrowRates, symbol) if rate is None: raise ExchangeError(self.id + ' fetchIsolatedBorrowRate() could not find the borrow rate for market symbol ' + symbol) return rate def handle_option_and_params(self, params: object, methodName: str, optionName: str, defaultValue=None): # This method can be used to obtain method specific properties, i.e: self.handle_option_and_params(params, 'fetchPosition', 'marginMode', 'isolated') defaultOptionName = 'default' + self.capitalize(optionName) # we also need to check the 'defaultXyzWhatever' # check if params contain the key value = self.safe_value_2(params, optionName, defaultOptionName) if value is not None: params = self.omit(params, [optionName, defaultOptionName]) else: # handle routed methods like "watchTrades > watchTradesForSymbols"(or "watchTicker > watchTickers") methodName, params = self.handle_param_string(params, 'callerMethodName', methodName) # check if exchange has properties for self method exchangeWideMethodOptions = self.safe_value(self.options, methodName) if exchangeWideMethodOptions is not None: # check if the option is defined inside self method's props value = self.safe_value_2(exchangeWideMethodOptions, optionName, defaultOptionName) if value is None: # if it's still None, check if global exchange-wide option exists value = self.safe_value_2(self.options, optionName, defaultOptionName) # if it's still None, use the default value value = value if (value is not None) else defaultValue return [value, params] def handle_option_and_params_2(self, params: object, methodName1: str, optionName1: str, optionName2: str, defaultValue=None): value = None value, params = self.handle_option_and_params(params, methodName1, optionName1) if value is not None: # omit optionName2 too from params params = self.omit(params, optionName2) return [value, params] # if still None, try optionName2 value2 = None value2, params = self.handle_option_and_params(params, methodName1, optionName2, defaultValue) return [value2, params] def handle_option(self, methodName: str, optionName: str, defaultValue=None): res = self.handle_option_and_params({}, methodName, optionName, defaultValue) return self.safe_value(res, 0) def handle_market_type_and_params(self, methodName: str, market: Market = None, params={}, defaultValue=None): """ @ignore @param methodName the method calling handleMarketTypeAndParams :param Market market: :param dict params: :param str [params.type]: type assigned by user :param str [params.defaultType]: same.type :param str [defaultValue]: assigned programatically in the method calling handleMarketTypeAndParams :returns [str, dict]: the market type and params with type and defaultType omitted """ # type from param type = self.safe_string_2(params, 'defaultType', 'type') if type is not None: params = self.omit(params, ['defaultType', 'type']) return [type, params] # type from market if market is not None: return [market['type'], params] # type from default-argument if defaultValue is not None: return [defaultValue, params] methodOptions = self.safe_dict(self.options, methodName) if methodOptions is not None: if isinstance(methodOptions, str): return [methodOptions, params] else: typeFromMethod = self.safe_string_2(methodOptions, 'defaultType', 'type') if typeFromMethod is not None: return [typeFromMethod, params] defaultType = self.safe_string_2(self.options, 'defaultType', 'type', 'spot') return [defaultType, params] def handle_sub_type_and_params(self, methodName: str, market=None, params={}, defaultValue=None): subType = None # if set in params, it takes precedence subTypeInParams = self.safe_string_2(params, 'subType', 'defaultSubType') # avoid omitting if it's not present if subTypeInParams is not None: subType = subTypeInParams params = self.omit(params, ['subType', 'defaultSubType']) else: # at first, check from market object if market is not None: if market['linear']: subType = 'linear' elif market['inverse']: subType = 'inverse' # if it was not defined in market object if subType is None: values = self.handle_option_and_params({}, methodName, 'subType', defaultValue) # no need to re-test params here subType = values[0] return [subType, params] def handle_margin_mode_and_params(self, methodName: str, params={}, defaultValue=None): """ @ignore :param dict [params]: extra parameters specific to the exchange API endpoint :returns Array: the marginMode in lowercase by params["marginMode"], params["defaultMarginMode"] self.options["marginMode"] or self.options["defaultMarginMode"] """ return self.handle_option_and_params(params, methodName, 'marginMode', defaultValue) def throw_exactly_matched_exception(self, exact, string, message): if string is None: return if string in exact: raise exact[string](message) def throw_broadly_matched_exception(self, broad, string, message): broadKey = self.find_broadly_matched_key(broad, string) if broadKey is not None: raise broad[broadKey](message) def find_broadly_matched_key(self, broad, string): # a helper for matching error strings exactly vs broadly keys = list(broad.keys()) for i in range(0, len(keys)): key = keys[i] if string is not None: # #issues/12698 if string.find(key) >= 0: return key return None def handle_errors(self, statusCode: int, statusText: str, url: str, method: str, responseHeaders: dict, responseBody: str, response, requestHeaders, requestBody): # it is a stub method that must be overrided in the derived exchange classes # raise NotSupported(self.id + ' handleErrors() not implemented yet') return None def calculate_rate_limiter_cost(self, api, method, path, params, config={}): return self.safe_value(config, 'cost', 1) def fetch_ticker(self, symbol: str, params={}): if self.has['fetchTickers']: self.load_markets() market = self.market(symbol) symbol = market['symbol'] tickers = self.fetch_tickers([symbol], params) ticker = self.safe_dict(tickers, symbol) if ticker is None: raise NullResponse(self.id + ' fetchTickers() could not find a ticker for ' + symbol) else: return ticker else: raise NotSupported(self.id + ' fetchTicker() is not supported yet') def fetch_mark_price(self, symbol: str, params={}): if self.has['fetchMarkPrices']: self.load_markets() market = self.market(symbol) symbol = market['symbol'] tickers = self.fetch_mark_prices([symbol], params) ticker = self.safe_dict(tickers, symbol) if ticker is None: raise NullResponse(self.id + ' fetchMarkPrices() could not find a ticker for ' + symbol) else: return ticker else: raise NotSupported(self.id + ' fetchMarkPrices() is not supported yet') def fetch_ticker_ws(self, symbol: str, params={}): if self.has['fetchTickersWs']: self.load_markets() market = self.market(symbol) symbol = market['symbol'] tickers = self.fetch_tickers_ws([symbol], params) ticker = self.safe_dict(tickers, symbol) if ticker is None: raise NullResponse(self.id + ' fetchTickerWs() could not find a ticker for ' + symbol) else: return ticker else: raise NotSupported(self.id + ' fetchTickerWs() is not supported yet') def watch_ticker(self, symbol: str, params={}): raise NotSupported(self.id + ' watchTicker() is not supported yet') def fetch_tickers(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchTickers() is not supported yet') def fetch_mark_prices(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchMarkPrices() is not supported yet') def fetch_tickers_ws(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchTickers() is not supported yet') def fetch_order_books(self, symbols: Strings = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchOrderBooks() is not supported yet') def watch_bids_asks(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' watchBidsAsks() is not supported yet') def watch_tickers(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' watchTickers() is not supported yet') def un_watch_tickers(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' unWatchTickers() is not supported yet') def fetch_order(self, id: str, symbol: Str = None, params={}): raise NotSupported(self.id + ' fetchOrder() is not supported yet') def fetch_order_ws(self, id: str, symbol: Str = None, params={}): raise NotSupported(self.id + ' fetchOrderWs() is not supported yet') def fetch_order_status(self, id: str, symbol: Str = None, params={}): # TODO: TypeScript: change method signature by replacing # Promise with Promise. order = self.fetch_order(id, symbol, params) return order['status'] def fetch_unified_order(self, order, params={}): return self.fetch_order(self.safe_string(order, 'id'), self.safe_string(order, 'symbol'), params) def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): raise NotSupported(self.id + ' createOrder() is not supported yet') def create_convert_trade(self, id: str, fromCode: str, toCode: str, amount: Num = None, params={}): raise NotSupported(self.id + ' createConvertTrade() is not supported yet') def fetch_convert_trade(self, id: str, code: Str = None, params={}): raise NotSupported(self.id + ' fetchConvertTrade() is not supported yet') def fetch_convert_trade_history(self, code: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchConvertTradeHistory() is not supported yet') def fetch_position_mode(self, symbol: Str = None, params={}): raise NotSupported(self.id + ' fetchPositionMode() is not supported yet') def create_trailing_amount_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, trailingAmount=None, trailingTriggerPrice=None, params={}): """ create a trailing order by providing the symbol, type, side, amount, price and trailingAmount :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 you want to trade in units of the base currency, or number of contracts :param float [price]: the price for the order to be filled at, in units of the quote currency, ignored in market orders :param float trailingAmount: the quote amount to trail away from the current market price :param float [trailingTriggerPrice]: the price to activate a trailing order, default uses the price argument :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if trailingAmount is None: raise ArgumentsRequired(self.id + ' createTrailingAmountOrder() requires a trailingAmount argument') params['trailingAmount'] = trailingAmount if trailingTriggerPrice is not None: params['trailingTriggerPrice'] = trailingTriggerPrice if self.has['createTrailingAmountOrder']: return self.create_order(symbol, type, side, amount, price, params) raise NotSupported(self.id + ' createTrailingAmountOrder() is not supported yet') def create_trailing_amount_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, trailingAmount=None, trailingTriggerPrice=None, params={}): """ create a trailing order by providing the symbol, type, side, amount, price and trailingAmount :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 you want to trade in units of the base currency, or number of contracts :param float [price]: the price for the order to be filled at, in units of the quote currency, ignored in market orders :param float trailingAmount: the quote amount to trail away from the current market price :param float [trailingTriggerPrice]: the price to activate a trailing order, default uses the price argument :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if trailingAmount is None: raise ArgumentsRequired(self.id + ' createTrailingAmountOrderWs() requires a trailingAmount argument') params['trailingAmount'] = trailingAmount if trailingTriggerPrice is not None: params['trailingTriggerPrice'] = trailingTriggerPrice if self.has['createTrailingAmountOrderWs']: return self.create_order_ws(symbol, type, side, amount, price, params) raise NotSupported(self.id + ' createTrailingAmountOrderWs() is not supported yet') def create_trailing_percent_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, trailingPercent=None, trailingTriggerPrice=None, params={}): """ create a trailing order by providing the symbol, type, side, amount, price and trailingPercent :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 you want to trade in units of the base currency, or number of contracts :param float [price]: the price for the order to be filled at, in units of the quote currency, ignored in market orders :param float trailingPercent: the percent to trail away from the current market price :param float [trailingTriggerPrice]: the price to activate a trailing order, default uses the price argument :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if trailingPercent is None: raise ArgumentsRequired(self.id + ' createTrailingPercentOrder() requires a trailingPercent argument') params['trailingPercent'] = trailingPercent if trailingTriggerPrice is not None: params['trailingTriggerPrice'] = trailingTriggerPrice if self.has['createTrailingPercentOrder']: return self.create_order(symbol, type, side, amount, price, params) raise NotSupported(self.id + ' createTrailingPercentOrder() is not supported yet') def create_trailing_percent_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, trailingPercent=None, trailingTriggerPrice=None, params={}): """ create a trailing order by providing the symbol, type, side, amount, price and trailingPercent :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 you want to trade in units of the base currency, or number of contracts :param float [price]: the price for the order to be filled at, in units of the quote currency, ignored in market orders :param float trailingPercent: the percent to trail away from the current market price :param float [trailingTriggerPrice]: the price to activate a trailing order, default uses the price argument :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if trailingPercent is None: raise ArgumentsRequired(self.id + ' createTrailingPercentOrderWs() requires a trailingPercent argument') params['trailingPercent'] = trailingPercent if trailingTriggerPrice is not None: params['trailingTriggerPrice'] = trailingTriggerPrice if self.has['createTrailingPercentOrderWs']: return self.create_order_ws(symbol, type, side, amount, price, params) raise NotSupported(self.id + ' createTrailingPercentOrderWs() is not supported yet') def create_market_order_with_cost(self, symbol: str, side: OrderSide, cost: float, params={}): """ create a market order by providing the symbol, side and cost :param str symbol: unified symbol of the market to create an order in :param str side: 'buy' or 'sell' :param float cost: how much you want to trade in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if self.has['createMarketOrderWithCost'] or (self.has['createMarketBuyOrderWithCost'] and self.has['createMarketSellOrderWithCost']): return self.create_order(symbol, 'market', side, cost, 1, params) raise NotSupported(self.id + ' createMarketOrderWithCost() is not supported yet') def create_market_buy_order_with_cost(self, symbol: str, cost: float, params={}): """ create a market buy order by providing the symbol and cost :param str symbol: unified symbol of the market to create an order in :param float cost: how much you want to trade in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if self.options['createMarketBuyOrderRequiresPrice'] or self.has['createMarketBuyOrderWithCost']: return self.create_order(symbol, 'market', 'buy', cost, 1, params) raise NotSupported(self.id + ' createMarketBuyOrderWithCost() is not supported yet') def create_market_sell_order_with_cost(self, symbol: str, cost: float, params={}): """ create a market sell order by providing the symbol and cost :param str symbol: unified symbol of the market to create an order in :param float cost: how much you want to trade in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if self.options['createMarketSellOrderRequiresPrice'] or self.has['createMarketSellOrderWithCost']: return self.create_order(symbol, 'market', 'sell', cost, 1, params) raise NotSupported(self.id + ' createMarketSellOrderWithCost() is not supported yet') def create_market_order_with_cost_ws(self, symbol: str, side: OrderSide, cost: float, params={}): """ create a market order by providing the symbol, side and cost :param str symbol: unified symbol of the market to create an order in :param str side: 'buy' or 'sell' :param float cost: how much you want to trade in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if self.has['createMarketOrderWithCostWs'] or (self.has['createMarketBuyOrderWithCostWs'] and self.has['createMarketSellOrderWithCostWs']): return self.create_order_ws(symbol, 'market', side, cost, 1, params) raise NotSupported(self.id + ' createMarketOrderWithCostWs() is not supported yet') def create_trigger_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, triggerPrice: Num = None, params={}): """ create a trigger stop order(type 1) :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 you want to trade in units of the base currency or the number of contracts :param float [price]: the price to fulfill the order, in units of the quote currency, ignored in market orders :param float triggerPrice: the price to trigger the stop order, in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if triggerPrice is None: raise ArgumentsRequired(self.id + ' createTriggerOrder() requires a triggerPrice argument') params['triggerPrice'] = triggerPrice if self.has['createTriggerOrder']: return self.create_order(symbol, type, side, amount, price, params) raise NotSupported(self.id + ' createTriggerOrder() is not supported yet') def create_trigger_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, triggerPrice: Num = None, params={}): """ create a trigger stop order(type 1) :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 you want to trade in units of the base currency or the number of contracts :param float [price]: the price to fulfill the order, in units of the quote currency, ignored in market orders :param float triggerPrice: the price to trigger the stop order, in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if triggerPrice is None: raise ArgumentsRequired(self.id + ' createTriggerOrderWs() requires a triggerPrice argument') params['triggerPrice'] = triggerPrice if self.has['createTriggerOrderWs']: return self.create_order_ws(symbol, type, side, amount, price, params) raise NotSupported(self.id + ' createTriggerOrderWs() is not supported yet') def create_stop_loss_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, stopLossPrice: Num = None, params={}): """ create a trigger stop loss order(type 2) :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 you want to trade in units of the base currency or the number of contracts :param float [price]: the price to fulfill the order, in units of the quote currency, ignored in market orders :param float stopLossPrice: the price to trigger the stop loss order, in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if stopLossPrice is None: raise ArgumentsRequired(self.id + ' createStopLossOrder() requires a stopLossPrice argument') params['stopLossPrice'] = stopLossPrice if self.has['createStopLossOrder']: return self.create_order(symbol, type, side, amount, price, params) raise NotSupported(self.id + ' createStopLossOrder() is not supported yet') def create_stop_loss_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, stopLossPrice: Num = None, params={}): """ create a trigger stop loss order(type 2) :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 you want to trade in units of the base currency or the number of contracts :param float [price]: the price to fulfill the order, in units of the quote currency, ignored in market orders :param float stopLossPrice: the price to trigger the stop loss order, in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if stopLossPrice is None: raise ArgumentsRequired(self.id + ' createStopLossOrderWs() requires a stopLossPrice argument') params['stopLossPrice'] = stopLossPrice if self.has['createStopLossOrderWs']: return self.create_order_ws(symbol, type, side, amount, price, params) raise NotSupported(self.id + ' createStopLossOrderWs() is not supported yet') def create_take_profit_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, takeProfitPrice: Num = None, params={}): """ create a trigger take profit order(type 2) :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 you want to trade in units of the base currency or the number of contracts :param float [price]: the price to fulfill the order, in units of the quote currency, ignored in market orders :param float takeProfitPrice: the price to trigger the take profit order, in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if takeProfitPrice is None: raise ArgumentsRequired(self.id + ' createTakeProfitOrder() requires a takeProfitPrice argument') params['takeProfitPrice'] = takeProfitPrice if self.has['createTakeProfitOrder']: return self.create_order(symbol, type, side, amount, price, params) raise NotSupported(self.id + ' createTakeProfitOrder() is not supported yet') def create_take_profit_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, takeProfitPrice: Num = None, params={}): """ create a trigger take profit order(type 2) :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 you want to trade in units of the base currency or the number of contracts :param float [price]: the price to fulfill the order, in units of the quote currency, ignored in market orders :param float takeProfitPrice: the price to trigger the take profit order, in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if takeProfitPrice is None: raise ArgumentsRequired(self.id + ' createTakeProfitOrderWs() requires a takeProfitPrice argument') params['takeProfitPrice'] = takeProfitPrice if self.has['createTakeProfitOrderWs']: return self.create_order_ws(symbol, type, side, amount, price, params) raise NotSupported(self.id + ' createTakeProfitOrderWs() is not supported yet') def create_order_with_take_profit_and_stop_loss(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, takeProfit: Num = None, stopLoss: Num = None, params={}): """ create an order with a stop loss or take profit attached(type 3) :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 you want to trade in units of the base currency or the number of contracts :param float [price]: the price to fulfill the order, in units of the quote currency, ignored in market orders :param float [takeProfit]: the take profit price, in units of the quote currency :param float [stopLoss]: the stop loss price, in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.takeProfitType]: *not available on all exchanges* 'limit' or 'market' :param str [params.stopLossType]: *not available on all exchanges* 'limit' or 'market' :param str [params.takeProfitPriceType]: *not available on all exchanges* 'last', 'mark' or 'index' :param str [params.stopLossPriceType]: *not available on all exchanges* 'last', 'mark' or 'index' :param float [params.takeProfitLimitPrice]: *not available on all exchanges* limit price for a limit take profit order :param float [params.stopLossLimitPrice]: *not available on all exchanges* stop loss for a limit stop loss order :param float [params.takeProfitAmount]: *not available on all exchanges* the amount for a take profit :param float [params.stopLossAmount]: *not available on all exchanges* the amount for a stop loss :returns dict: an `order structure ` """ params = self.set_take_profit_and_stop_loss_params(symbol, type, side, amount, price, takeProfit, stopLoss, params) if self.has['createOrderWithTakeProfitAndStopLoss']: return self.create_order(symbol, type, side, amount, price, params) raise NotSupported(self.id + ' createOrderWithTakeProfitAndStopLoss() is not supported yet') def set_take_profit_and_stop_loss_params(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, takeProfit: Num = None, stopLoss: Num = None, params={}): if (takeProfit is None) and (stopLoss is None): raise ArgumentsRequired(self.id + ' createOrderWithTakeProfitAndStopLoss() requires either a takeProfit or stopLoss argument') if takeProfit is not None: params['takeProfit'] = { 'triggerPrice': takeProfit, } if stopLoss is not None: params['stopLoss'] = { 'triggerPrice': stopLoss, } takeProfitType = self.safe_string(params, 'takeProfitType') takeProfitPriceType = self.safe_string(params, 'takeProfitPriceType') takeProfitLimitPrice = self.safe_string(params, 'takeProfitLimitPrice') takeProfitAmount = self.safe_string(params, 'takeProfitAmount') stopLossType = self.safe_string(params, 'stopLossType') stopLossPriceType = self.safe_string(params, 'stopLossPriceType') stopLossLimitPrice = self.safe_string(params, 'stopLossLimitPrice') stopLossAmount = self.safe_string(params, 'stopLossAmount') if takeProfitType is not None: params['takeProfit']['type'] = takeProfitType if takeProfitPriceType is not None: params['takeProfit']['priceType'] = takeProfitPriceType if takeProfitLimitPrice is not None: params['takeProfit']['price'] = self.parse_to_numeric(takeProfitLimitPrice) if takeProfitAmount is not None: params['takeProfit']['amount'] = self.parse_to_numeric(takeProfitAmount) if stopLossType is not None: params['stopLoss']['type'] = stopLossType if stopLossPriceType is not None: params['stopLoss']['priceType'] = stopLossPriceType if stopLossLimitPrice is not None: params['stopLoss']['price'] = self.parse_to_numeric(stopLossLimitPrice) if stopLossAmount is not None: params['stopLoss']['amount'] = self.parse_to_numeric(stopLossAmount) params = self.omit(params, ['takeProfitType', 'takeProfitPriceType', 'takeProfitLimitPrice', 'takeProfitAmount', 'stopLossType', 'stopLossPriceType', 'stopLossLimitPrice', 'stopLossAmount']) return params def create_order_with_take_profit_and_stop_loss_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, takeProfit: Num = None, stopLoss: Num = None, params={}): """ create an order with a stop loss or take profit attached(type 3) :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 you want to trade in units of the base currency or the number of contracts :param float [price]: the price to fulfill the order, in units of the quote currency, ignored in market orders :param float [takeProfit]: the take profit price, in units of the quote currency :param float [stopLoss]: the stop loss price, in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.takeProfitType]: *not available on all exchanges* 'limit' or 'market' :param str [params.stopLossType]: *not available on all exchanges* 'limit' or 'market' :param str [params.takeProfitPriceType]: *not available on all exchanges* 'last', 'mark' or 'index' :param str [params.stopLossPriceType]: *not available on all exchanges* 'last', 'mark' or 'index' :param float [params.takeProfitLimitPrice]: *not available on all exchanges* limit price for a limit take profit order :param float [params.stopLossLimitPrice]: *not available on all exchanges* stop loss for a limit stop loss order :param float [params.takeProfitAmount]: *not available on all exchanges* the amount for a take profit :param float [params.stopLossAmount]: *not available on all exchanges* the amount for a stop loss :returns dict: an `order structure ` """ params = self.set_take_profit_and_stop_loss_params(symbol, type, side, amount, price, takeProfit, stopLoss, params) if self.has['createOrderWithTakeProfitAndStopLossWs']: return self.create_order_ws(symbol, type, side, amount, price, params) raise NotSupported(self.id + ' createOrderWithTakeProfitAndStopLossWs() is not supported yet') def create_orders(self, orders: List[OrderRequest], params={}): raise NotSupported(self.id + ' createOrders() is not supported yet') def edit_orders(self, orders: List[OrderRequest], params={}): raise NotSupported(self.id + ' editOrders() is not supported yet') def create_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): raise NotSupported(self.id + ' createOrderWs() is not supported yet') def cancel_order(self, id: str, symbol: Str = None, params={}): raise NotSupported(self.id + ' cancelOrder() is not supported yet') def cancel_order_ws(self, id: str, symbol: Str = None, params={}): raise NotSupported(self.id + ' cancelOrderWs() is not supported yet') def cancel_orders_ws(self, ids: List[str], symbol: Str = None, params={}): raise NotSupported(self.id + ' cancelOrdersWs() is not supported yet') def cancel_all_orders(self, symbol: Str = None, params={}): raise NotSupported(self.id + ' cancelAllOrders() is not supported yet') def cancel_all_orders_after(self, timeout: Int, params={}): raise NotSupported(self.id + ' cancelAllOrdersAfter() is not supported yet') def cancel_orders_for_symbols(self, orders: List[CancellationRequest], params={}): raise NotSupported(self.id + ' cancelOrdersForSymbols() is not supported yet') def cancel_all_orders_ws(self, symbol: Str = None, params={}): raise NotSupported(self.id + ' cancelAllOrdersWs() is not supported yet') def cancel_unified_order(self, order, params={}): return self.cancel_order(self.safe_string(order, 'id'), self.safe_string(order, 'symbol'), params) def fetch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): if self.has['fetchOpenOrders'] and self.has['fetchClosedOrders']: raise NotSupported(self.id + ' fetchOrders() is not supported yet, consider using fetchOpenOrders() and fetchClosedOrders() instead') raise NotSupported(self.id + ' fetchOrders() is not supported yet') def fetch_orders_ws(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchOrdersWs() is not supported yet') def fetch_order_trades(self, id: str, symbol: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchOrderTrades() is not supported yet') def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' watchOrders() is not supported yet') def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): if self.has['fetchOrders']: orders = self.fetch_orders(symbol, since, limit, params) return self.filter_by(orders, 'status', 'open') raise NotSupported(self.id + ' fetchOpenOrders() is not supported yet') def fetch_open_orders_ws(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): if self.has['fetchOrdersWs']: orders = self.fetch_orders_ws(symbol, since, limit, params) return self.filter_by(orders, 'status', 'open') raise NotSupported(self.id + ' fetchOpenOrdersWs() is not supported yet') def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): if self.has['fetchOrders']: orders = self.fetch_orders(symbol, since, limit, params) return self.filter_by(orders, 'status', 'closed') raise NotSupported(self.id + ' fetchClosedOrders() is not supported yet') def fetch_canceled_and_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchCanceledAndClosedOrders() is not supported yet') def fetch_closed_orders_ws(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): if self.has['fetchOrdersWs']: orders = self.fetch_orders_ws(symbol, since, limit, params) return self.filter_by(orders, 'status', 'closed') raise NotSupported(self.id + ' fetchClosedOrdersWs() is not supported yet') def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchMyTrades() is not supported yet') def fetch_my_liquidations(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchMyLiquidations() is not supported yet') def fetch_liquidations(self, symbol: str, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchLiquidations() is not supported yet') def fetch_my_trades_ws(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchMyTradesWs() is not supported yet') def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' watchMyTrades() is not supported yet') def fetch_greeks(self, symbol: str, params={}): raise NotSupported(self.id + ' fetchGreeks() is not supported yet') def fetch_option_chain(self, code: str, params={}): raise NotSupported(self.id + ' fetchOptionChain() is not supported yet') def fetch_option(self, symbol: str, params={}): raise NotSupported(self.id + ' fetchOption() is not supported yet') def fetch_convert_quote(self, fromCode: str, toCode: str, amount: Num = None, params={}): raise NotSupported(self.id + ' fetchConvertQuote() is not supported yet') def fetch_deposits_withdrawals(self, code: Str = None, since: Int = None, limit: Int = None, params={}): """ fetch history of deposits and withdrawals :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 structures ` """ raise NotSupported(self.id + ' fetchDepositsWithdrawals() is not supported yet') def fetch_deposits(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchDeposits() is not supported yet') def fetch_withdrawals(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchWithdrawals() is not supported yet') def fetch_deposits_ws(self, code: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchDepositsWs() is not supported yet') def fetch_withdrawals_ws(self, code: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchWithdrawalsWs() is not supported yet') def fetch_funding_rate_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchFundingRateHistory() is not supported yet') def fetch_funding_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): raise NotSupported(self.id + ' fetchFundingHistory() is not supported yet') def close_position(self, symbol: str, side: OrderSide = None, params={}): raise NotSupported(self.id + ' closePosition() is not supported yet') def close_all_positions(self, params={}): raise NotSupported(self.id + ' closeAllPositions() is not supported yet') def fetch_l3_order_book(self, symbol: str, limit: Int = None, params={}): raise BadRequest(self.id + ' fetchL3OrderBook() is not supported yet') def parse_last_price(self, price, market: Market = None): raise NotSupported(self.id + ' parseLastPrice() is not supported yet') def fetch_deposit_address(self, code: str, params={}): if self.has['fetchDepositAddresses']: depositAddresses = self.fetch_deposit_addresses([code], params) depositAddress = self.safe_value(depositAddresses, code) if depositAddress is None: raise InvalidAddress(self.id + ' fetchDepositAddress() could not find a deposit address for ' + code + ', make sure you have created a corresponding deposit address in your wallet on the exchange website') else: return depositAddress elif self.has['fetchDepositAddressesByNetwork']: network = self.safe_string(params, 'network') params = self.omit(params, 'network') addressStructures = self.fetch_deposit_addresses_by_network(code, params) if network is not None: return self.safe_dict(addressStructures, network) else: keys = list(addressStructures.keys()) key = self.safe_string(keys, 0) return self.safe_dict(addressStructures, key) else: raise NotSupported(self.id + ' fetchDepositAddress() is not supported yet') def account(self) -> BalanceAccount: return { 'free': None, 'used': None, 'total': None, } def common_currency_code(self, code: str): if not self.substituteCommonCurrencyCodes: return code return self.safe_string(self.commonCurrencies, code, code) def currency(self, code: str): if self.currencies is None: raise ExchangeError(self.id + ' currencies not loaded') if isinstance(code, str): if code in self.currencies: return self.currencies[code] elif code in self.currencies_by_id: return self.currencies_by_id[code] raise ExchangeError(self.id + ' does not have currency code ' + code) def market(self, symbol: str): if self.markets is None: raise ExchangeError(self.id + ' markets not loaded') if symbol in self.markets: return self.markets[symbol] elif symbol in self.markets_by_id: markets = self.markets_by_id[symbol] defaultType = self.safe_string_2(self.options, 'defaultType', 'defaultSubType', 'spot') for i in range(0, len(markets)): market = markets[i] if market[defaultType]: return market return markets[0] elif (symbol.endswith('-C')) or (symbol.endswith('-P')) or (symbol.startswith('C-')) or (symbol.startswith('P-')): return self.create_expired_option_market(symbol) raise BadSymbol(self.id + ' does not have market symbol ' + symbol) def create_expired_option_market(self, symbol: str): raise NotSupported(self.id + ' createExpiredOptionMarket() is not supported yet') def is_leveraged_currency(self, currencyCode, checkBaseCoin: Bool = False, existingCurrencies: dict = None): leverageSuffixes = [ '2L', '2S', '3L', '3S', '4L', '4S', '5L', '5S', # Leveraged Tokens(LT) 'UP', 'DOWN', # exchange-specific(e.g. BLVT) 'BULL', 'BEAR', # similar ] for i in range(0, len(leverageSuffixes)): leverageSuffix = leverageSuffixes[i] if currencyCode.endswith(leverageSuffix): if not checkBaseCoin: return True else: # check if base currency is inside dict baseCurrencyCode = currencyCode.replace(leverageSuffix, '') if baseCurrencyCode in existingCurrencies: return True return False def handle_withdraw_tag_and_params(self, tag, params): if (tag is not None) and (isinstance(tag, dict)): params = self.extend(tag, params) tag = None if tag is None: tag = self.safe_string(params, 'tag') if tag is not None: params = self.omit(params, 'tag') return [tag, params] def create_limit_order(self, symbol: str, side: OrderSide, amount: float, price: float, params={}): return self.create_order(symbol, 'limit', side, amount, price, params) def create_limit_order_ws(self, symbol: str, side: OrderSide, amount: float, price: float, params={}): return self.create_order_ws(symbol, 'limit', side, amount, price, params) def create_market_order(self, symbol: str, side: OrderSide, amount: float, price: Num = None, params={}): return self.create_order(symbol, 'market', side, amount, price, params) def create_market_order_ws(self, symbol: str, side: OrderSide, amount: float, price: Num = None, params={}): return self.create_order_ws(symbol, 'market', side, amount, price, params) def create_limit_buy_order(self, symbol: str, amount: float, price: float, params={}): return self.create_order(symbol, 'limit', 'buy', amount, price, params) def create_limit_buy_order_ws(self, symbol: str, amount: float, price: float, params={}): return self.create_order_ws(symbol, 'limit', 'buy', amount, price, params) def create_limit_sell_order(self, symbol: str, amount: float, price: float, params={}): return self.create_order(symbol, 'limit', 'sell', amount, price, params) def create_limit_sell_order_ws(self, symbol: str, amount: float, price: float, params={}): return self.create_order_ws(symbol, 'limit', 'sell', amount, price, params) def create_market_buy_order(self, symbol: str, amount: float, params={}): return self.create_order(symbol, 'market', 'buy', amount, None, params) def create_market_buy_order_ws(self, symbol: str, amount: float, params={}): return self.create_order_ws(symbol, 'market', 'buy', amount, None, params) def create_market_sell_order(self, symbol: str, amount: float, params={}): return self.create_order(symbol, 'market', 'sell', amount, None, params) def create_market_sell_order_ws(self, symbol: str, amount: float, params={}): return self.create_order_ws(symbol, 'market', 'sell', amount, None, params) def cost_to_precision(self, symbol: str, cost): if cost is None: return None market = self.market(symbol) return self.decimal_to_precision(cost, TRUNCATE, market['precision']['price'], self.precisionMode, self.paddingMode) def price_to_precision(self, symbol: str, price): if price is None: return None market = self.market(symbol) result = self.decimal_to_precision(price, ROUND, market['precision']['price'], self.precisionMode, self.paddingMode) if result == '0': raise InvalidOrder(self.id + ' price of ' + market['symbol'] + ' must be greater than minimum price precision of ' + self.number_to_string(market['precision']['price'])) return result def amount_to_precision(self, symbol: str, amount): if amount is None: return None market = self.market(symbol) result = self.decimal_to_precision(amount, TRUNCATE, market['precision']['amount'], self.precisionMode, self.paddingMode) if result == '0': raise InvalidOrder(self.id + ' amount of ' + market['symbol'] + ' must be greater than minimum amount precision of ' + self.number_to_string(market['precision']['amount'])) return result def fee_to_precision(self, symbol: str, fee): if fee is None: return None market = self.market(symbol) return self.decimal_to_precision(fee, ROUND, market['precision']['price'], self.precisionMode, self.paddingMode) def currency_to_precision(self, code: str, fee, networkCode=None): currency = self.currencies[code] precision = self.safe_value(currency, 'precision') if networkCode is not None: networks = self.safe_dict(currency, 'networks', {}) networkItem = self.safe_dict(networks, networkCode, {}) precision = self.safe_value(networkItem, 'precision', precision) if precision is None: return self.force_string(fee) else: roundingMode = self.safe_integer(self.options, 'currencyToPrecisionRoundingMode', ROUND) return self.decimal_to_precision(fee, roundingMode, precision, self.precisionMode, self.paddingMode) def force_string(self, value): if not isinstance(value, str): return self.number_to_string(value) return value def is_tick_precision(self): return self.precisionMode == TICK_SIZE def is_decimal_precision(self): return self.precisionMode == DECIMAL_PLACES def is_significant_precision(self): return self.precisionMode == SIGNIFICANT_DIGITS def safe_number(self, obj, key: IndexType, defaultNumber: Num = None): value = self.safe_string(obj, key) return self.parse_number(value, defaultNumber) def safe_number_n(self, obj: object, arr: List[IndexType], defaultNumber: Num = None): value = self.safe_string_n(obj, arr) return self.parse_number(value, defaultNumber) def parse_precision(self, precision: str): """ @ignore :param str precision: The number of digits to the right of the decimal :returns str: a string number equal to 1e-precision """ if precision is None: return None precisionNumber = int(precision) if precisionNumber == 0: return '1' parsedPrecision = '0.' for i in range(0, precisionNumber - 1): parsedPrecision = parsedPrecision + '0' return parsedPrecision + '1' def integer_precision_to_amount(self, precision: Str): """ @ignore handles positive & negative numbers too. parsePrecision() does not handle negative numbers, but self method handles :param str precision: The number of digits to the right of the decimal :returns str: a string number equal to 1e-precision """ if precision is None: return None if Precise.string_ge(precision, '0'): return self.parse_precision(precision) else: positivePrecisionString = Precise.string_abs(precision) positivePrecision = int(positivePrecisionString) parsedPrecision = '1' for i in range(0, positivePrecision - 1): parsedPrecision = parsedPrecision + '0' return parsedPrecision + '0' def load_time_difference(self, params={}): serverTime = self.fetch_time(params) after = self.milliseconds() self.options['timeDifference'] = after - serverTime return self.options['timeDifference'] def implode_hostname(self, url: str): return self.implode_params(url, {'hostname': self.hostname}) def fetch_market_leverage_tiers(self, symbol: str, params={}): if self.has['fetchLeverageTiers']: market = self.market(symbol) if not market['contract']: raise BadSymbol(self.id + ' fetchMarketLeverageTiers() supports contract markets only') tiers = self.fetch_leverage_tiers([symbol]) return self.safe_value(tiers, symbol) else: raise NotSupported(self.id + ' fetchMarketLeverageTiers() is not supported yet') def create_post_only_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): if not self.has['createPostOnlyOrder']: raise NotSupported(self.id + ' createPostOnlyOrder() is not supported yet') query = self.extend(params, {'postOnly': True}) return self.create_order(symbol, type, side, amount, price, query) def create_post_only_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): if not self.has['createPostOnlyOrderWs']: raise NotSupported(self.id + ' createPostOnlyOrderWs() is not supported yet') query = self.extend(params, {'postOnly': True}) return self.create_order_ws(symbol, type, side, amount, price, query) def create_reduce_only_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): if not self.has['createReduceOnlyOrder']: raise NotSupported(self.id + ' createReduceOnlyOrder() is not supported yet') query = self.extend(params, {'reduceOnly': True}) return self.create_order(symbol, type, side, amount, price, query) def create_reduce_only_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): if not self.has['createReduceOnlyOrderWs']: raise NotSupported(self.id + ' createReduceOnlyOrderWs() is not supported yet') query = self.extend(params, {'reduceOnly': True}) return self.create_order_ws(symbol, type, side, amount, price, query) def create_stop_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, triggerPrice: Num = None, params={}): if not self.has['createStopOrder']: raise NotSupported(self.id + ' createStopOrder() is not supported yet') if triggerPrice is None: raise ArgumentsRequired(self.id + ' create_stop_order() requires a stopPrice argument') query = self.extend(params, {'stopPrice': triggerPrice}) return self.create_order(symbol, type, side, amount, price, query) def create_stop_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, triggerPrice: Num = None, params={}): if not self.has['createStopOrderWs']: raise NotSupported(self.id + ' createStopOrderWs() is not supported yet') if triggerPrice is None: raise ArgumentsRequired(self.id + ' createStopOrderWs() requires a stopPrice argument') query = self.extend(params, {'stopPrice': triggerPrice}) return self.create_order_ws(symbol, type, side, amount, price, query) def create_stop_limit_order(self, symbol: str, side: OrderSide, amount: float, price: float, triggerPrice: float, params={}): if not self.has['createStopLimitOrder']: raise NotSupported(self.id + ' createStopLimitOrder() is not supported yet') query = self.extend(params, {'stopPrice': triggerPrice}) return self.create_order(symbol, 'limit', side, amount, price, query) def create_stop_limit_order_ws(self, symbol: str, side: OrderSide, amount: float, price: float, triggerPrice: float, params={}): if not self.has['createStopLimitOrderWs']: raise NotSupported(self.id + ' createStopLimitOrderWs() is not supported yet') query = self.extend(params, {'stopPrice': triggerPrice}) return self.create_order_ws(symbol, 'limit', side, amount, price, query) def create_stop_market_order(self, symbol: str, side: OrderSide, amount: float, triggerPrice: float, params={}): if not self.has['createStopMarketOrder']: raise NotSupported(self.id + ' createStopMarketOrder() is not supported yet') query = self.extend(params, {'stopPrice': triggerPrice}) return self.create_order(symbol, 'market', side, amount, None, query) def create_stop_market_order_ws(self, symbol: str, side: OrderSide, amount: float, triggerPrice: float, params={}): if not self.has['createStopMarketOrderWs']: raise NotSupported(self.id + ' createStopMarketOrderWs() is not supported yet') query = self.extend(params, {'stopPrice': triggerPrice}) return self.create_order_ws(symbol, 'market', side, amount, None, query) def safe_currency_code(self, currencyId: Str, currency: Currency = None): currency = self.safe_currency(currencyId, currency) return currency['code'] def filter_by_symbol_since_limit(self, array, symbol: Str = None, since: Int = None, limit: Int = None, tail=False): return self.filter_by_value_since_limit(array, 'symbol', symbol, since, limit, 'timestamp', tail) def filter_by_currency_since_limit(self, array, code=None, since: Int = None, limit: Int = None, tail=False): return self.filter_by_value_since_limit(array, 'currency', code, since, limit, 'timestamp', tail) def filter_by_symbols_since_limit(self, array, symbols: List[str] = None, since: Int = None, limit: Int = None, tail=False): result = self.filter_by_array(array, 'symbol', symbols, False) return self.filter_by_since_limit(result, since, limit, 'timestamp', tail) def parse_last_prices(self, pricesData, symbols: List[str] = None, params={}): # # the value of tickers is either a dict or a list # # dict # # { # 'marketId1': {...}, # 'marketId2': {...}, # ... # } # # list # # [ # {'market': 'marketId1', ...}, # {'market': 'marketId2', ...}, # ... # ] # results = [] if isinstance(pricesData, list): for i in range(0, len(pricesData)): priceData = self.extend(self.parse_last_price(pricesData[i]), params) results.append(priceData) else: marketIds = list(pricesData.keys()) for i in range(0, len(marketIds)): marketId = marketIds[i] market = self.safe_market(marketId) priceData = self.extend(self.parse_last_price(pricesData[marketId], market), params) results.append(priceData) symbols = self.market_symbols(symbols) return self.filter_by_array(results, 'symbol', symbols) def parse_tickers(self, tickers, symbols: Strings = None, params={}): # # the value of tickers is either a dict or a list # # # dict # # { # 'marketId1': {...}, # 'marketId2': {...}, # 'marketId3': {...}, # ... # } # # list # # [ # {'market': 'marketId1', ...}, # {'market': 'marketId2', ...}, # {'market': 'marketId3', ...}, # ... # ] # results = [] if isinstance(tickers, list): for i in range(0, len(tickers)): parsedTicker = self.parse_ticker(tickers[i]) ticker = self.extend(parsedTicker, params) results.append(ticker) else: marketIds = list(tickers.keys()) for i in range(0, len(marketIds)): marketId = marketIds[i] market = self.safe_market(marketId) parsed = self.parse_ticker(tickers[marketId], market) ticker = self.extend(parsed, params) results.append(ticker) symbols = self.market_symbols(symbols) return self.filter_by_array(results, 'symbol', symbols) def parse_deposit_addresses(self, addresses, codes: Strings = None, indexed=True, params={}): result = [] for i in range(0, len(addresses)): address = self.extend(self.parse_deposit_address(addresses[i]), params) result.append(address) if codes is not None: result = self.filter_by_array(result, 'currency', codes, False) if indexed: result = self.filter_by_array(result, 'currency', None, indexed) return result def parse_borrow_interests(self, response, market: Market = None): interests = [] for i in range(0, len(response)): row = response[i] interests.append(self.parse_borrow_interest(row, market)) return interests def parse_borrow_rate(self, info, currency: Currency = None): raise NotSupported(self.id + ' parseBorrowRate() is not supported yet') def parse_borrow_rate_history(self, response, code: Str, since: Int, limit: Int): result = [] for i in range(0, len(response)): item = response[i] borrowRate = self.parse_borrow_rate(item) result.append(borrowRate) sorted = self.sort_by(result, 'timestamp') return self.filter_by_currency_since_limit(sorted, code, since, limit) def parse_isolated_borrow_rates(self, info: Any): result = {} for i in range(0, len(info)): item = info[i] borrowRate = self.parse_isolated_borrow_rate(item) symbol = self.safe_string(borrowRate, 'symbol') result[symbol] = borrowRate return result def parse_funding_rate_histories(self, response, market=None, since: Int = None, limit: Int = None): rates = [] for i in range(0, len(response)): entry = response[i] rates.append(self.parse_funding_rate_history(entry, market)) sorted = self.sort_by(rates, 'timestamp') symbol = None if (market is None) else market['symbol'] return self.filter_by_symbol_since_limit(sorted, symbol, since, limit) def safe_symbol(self, marketId: Str, market: Market = None, delimiter: Str = None, marketType: Str = None): market = self.safe_market(marketId, market, delimiter, marketType) return market['symbol'] def parse_funding_rate(self, contract: str, market: Market = None): raise NotSupported(self.id + ' parseFundingRate() is not supported yet') def parse_funding_rates(self, response, symbols: Strings = None): fundingRates = {} for i in range(0, len(response)): entry = response[i] parsed = self.parse_funding_rate(entry) fundingRates[parsed['symbol']] = parsed return self.filter_by_array(fundingRates, 'symbol', symbols) def parse_long_short_ratio(self, info: dict, market: Market = None): raise NotSupported(self.id + ' parseLongShortRatio() is not supported yet') def parse_long_short_ratio_history(self, response, market=None, since: Int = None, limit: Int = None): rates = [] for i in range(0, len(response)): entry = response[i] rates.append(self.parse_long_short_ratio(entry, market)) sorted = self.sort_by(rates, 'timestamp') symbol = None if (market is None) else market['symbol'] return self.filter_by_symbol_since_limit(sorted, symbol, since, limit) def handle_trigger_direction_and_params(self, params, exchangeSpecificKey: Str = None, allowEmpty: Bool = False): """ @ignore :returns [str, dict]: the trigger-direction value and omited params """ triggerDirection = self.safe_string(params, 'triggerDirection') exchangeSpecificDefined = (exchangeSpecificKey is not None) and (exchangeSpecificKey in params) if triggerDirection is not None: params = self.omit(params, 'triggerDirection') # raise exception if: # A) if provided value is not unified(support old "up/down" strings too) # B) if exchange specific "trigger direction key"(eg. "stopPriceSide") was not provided if not self.in_array(triggerDirection, ['ascending', 'descending', 'up', 'down', 'above', 'below']) and not exchangeSpecificDefined and not allowEmpty: raise ArgumentsRequired(self.id + ' createOrder() : trigger orders require params["triggerDirection"] to be either "ascending" or "descending"') # if old format was provided, overwrite to new if triggerDirection == 'up' or triggerDirection == 'above': triggerDirection = 'ascending' elif triggerDirection == 'down' or triggerDirection == 'below': triggerDirection = 'descending' return [triggerDirection, params] def handle_trigger_and_params(self, params): isTrigger = self.safe_bool_2(params, 'trigger', 'stop') if isTrigger: params = self.omit(params, ['trigger', 'stop']) return [isTrigger, params] def is_trigger_order(self, params): # for backwards compatibility return self.handle_trigger_and_params(params) def is_post_only(self, isMarketOrder: bool, exchangeSpecificParam, params={}): """ @ignore :param str type: Order type :param boolean exchangeSpecificParam: exchange specific postOnly :param dict [params]: exchange specific params :returns boolean: True if a post only order, False otherwise """ timeInForce = self.safe_string_upper(params, 'timeInForce') postOnly = self.safe_bool_2(params, 'postOnly', 'post_only', False) # we assume timeInForce is uppercase from safeStringUpper(params, 'timeInForce') ioc = timeInForce == 'IOC' fok = timeInForce == 'FOK' timeInForcePostOnly = timeInForce == 'PO' postOnly = postOnly or timeInForcePostOnly or exchangeSpecificParam if postOnly: if ioc or fok: raise InvalidOrder(self.id + ' postOnly orders cannot have timeInForce equal to ' + timeInForce) elif isMarketOrder: raise InvalidOrder(self.id + ' market orders cannot be postOnly') else: return True else: return False def handle_post_only(self, isMarketOrder: bool, exchangeSpecificPostOnlyOption: bool, params: Any = {}): """ @ignore :param str type: Order type :param boolean exchangeSpecificBoolean: exchange specific postOnly :param dict [params]: exchange specific params :returns Array: """ timeInForce = self.safe_string_upper(params, 'timeInForce') postOnly = self.safe_bool(params, 'postOnly', False) ioc = timeInForce == 'IOC' fok = timeInForce == 'FOK' po = timeInForce == 'PO' postOnly = postOnly or po or exchangeSpecificPostOnlyOption if postOnly: if ioc or fok: raise InvalidOrder(self.id + ' postOnly orders cannot have timeInForce equal to ' + timeInForce) elif isMarketOrder: raise InvalidOrder(self.id + ' market orders cannot be postOnly') else: if po: params = self.omit(params, 'timeInForce') params = self.omit(params, 'postOnly') return [True, params] return [False, params] def fetch_last_prices(self, symbols: Strings = None, params={}): raise NotSupported(self.id + ' fetchLastPrices() is not supported yet') def fetch_trading_fees(self, params={}): raise NotSupported(self.id + ' fetchTradingFees() is not supported yet') def fetch_trading_fees_ws(self, params={}): raise NotSupported(self.id + ' fetchTradingFeesWs() is not supported yet') def fetch_trading_fee(self, symbol: str, params={}): if not self.has['fetchTradingFees']: raise NotSupported(self.id + ' fetchTradingFee() is not supported yet') fees = self.fetch_trading_fees(params) return self.safe_dict(fees, symbol) def fetch_convert_currencies(self, params={}): raise NotSupported(self.id + ' fetchConvertCurrencies() is not supported yet') def parse_open_interest(self, interest, market: Market = None): raise NotSupported(self.id + ' parseOpenInterest() is not supported yet') def parse_open_interests(self, response, symbols: Strings = None): result = {} for i in range(0, len(response)): entry = response[i] parsed = self.parse_open_interest(entry) result[parsed['symbol']] = parsed return self.filter_by_array(result, 'symbol', symbols) def parse_open_interests_history(self, response, market=None, since: Int = None, limit: Int = None): interests = [] for i in range(0, len(response)): entry = response[i] interest = self.parse_open_interest(entry, market) interests.append(interest) sorted = self.sort_by(interests, 'timestamp') symbol = self.safe_string(market, 'symbol') return self.filter_by_symbol_since_limit(sorted, symbol, since, limit) def fetch_funding_rate(self, symbol: str, params={}): if self.has['fetchFundingRates']: self.load_markets() market = self.market(symbol) symbol = market['symbol'] if not market['contract']: raise BadSymbol(self.id + ' fetchFundingRate() supports contract markets only') rates = self.fetch_funding_rates([symbol], params) rate = self.safe_value(rates, symbol) if rate is None: raise NullResponse(self.id + ' fetchFundingRate() returned no data for ' + symbol) else: return rate else: raise NotSupported(self.id + ' fetchFundingRate() is not supported yet') def fetch_funding_interval(self, symbol: str, params={}): if self.has['fetchFundingIntervals']: self.load_markets() market = self.market(symbol) symbol = market['symbol'] if not market['contract']: raise BadSymbol(self.id + ' fetchFundingInterval() supports contract markets only') rates = self.fetch_funding_intervals([symbol], params) rate = self.safe_value(rates, symbol) if rate is None: raise NullResponse(self.id + ' fetchFundingInterval() returned no data for ' + symbol) else: return rate else: raise NotSupported(self.id + ' fetchFundingInterval() is not supported yet') def fetch_mark_ohlcv(self, symbol, timeframe='1m', since: Int = None, limit: Int = None, params={}): """ fetches historical mark price candlestick data containing the open, high, low, and close price 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 float[][]: A list of candles ordered, open, high, low, close, None """ if self.has['fetchMarkOHLCV']: request: dict = { 'price': 'mark', } return self.fetch_ohlcv(symbol, timeframe, since, limit, self.extend(request, params)) else: raise NotSupported(self.id + ' fetchMarkOHLCV() is not supported yet') def fetch_index_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}): """ fetches historical index price candlestick data containing the open, high, low, and close price 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 {} A list of candles ordered, open, high, low, close, None """ if self.has['fetchIndexOHLCV']: request: dict = { 'price': 'index', } return self.fetch_ohlcv(symbol, timeframe, since, limit, self.extend(request, params)) else: raise NotSupported(self.id + ' fetchIndexOHLCV() is not supported yet') def fetch_premium_index_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}): """ fetches historical premium index price candlestick data containing the open, high, low, and close price 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 float[][]: A list of candles ordered, open, high, low, close, None """ if self.has['fetchPremiumIndexOHLCV']: request: dict = { 'price': 'premiumIndex', } return self.fetch_ohlcv(symbol, timeframe, since, limit, self.extend(request, params)) else: raise NotSupported(self.id + ' fetchPremiumIndexOHLCV() is not supported yet') def handle_time_in_force(self, params={}): """ @ignore Must add timeInForce to self.options to use self method :returns str: returns the exchange specific value for timeInForce """ timeInForce = self.safe_string_upper(params, 'timeInForce') # supported values GTC, IOC, PO if timeInForce is not None: exchangeValue = self.safe_string(self.options['timeInForce'], timeInForce) if exchangeValue is None: raise ExchangeError(self.id + ' does not support timeInForce "' + timeInForce + '"') return exchangeValue return None def convert_type_to_account(self, account): """ @ignore Must add accountsByType to self.options to use self method :param str account: key for account name in self.options['accountsByType'] :returns: the exchange specific account name or the isolated margin id for transfers """ accountsByType = self.safe_dict(self.options, 'accountsByType', {}) lowercaseAccount = account.lower() if lowercaseAccount in accountsByType: return accountsByType[lowercaseAccount] elif (account in self.markets) or (account in self.markets_by_id): market = self.market(account) return market['id'] else: return account def check_required_argument(self, methodName: str, argument, argumentName, options=[]): """ @ignore :param str methodName: the name of the method that the argument is being checked for :param str argument: the argument's actual value provided :param str argumentName: the name of the argument being checked(for logging purposes) :param str[] options: a list of options that the argument can be :returns None: """ optionsLength = len(options) if (argument is None) or ((optionsLength > 0) and (not(self.in_array(argument, options)))): messageOptions = ', '.join(options) message = self.id + ' ' + methodName + '() requires a ' + argumentName + ' argument' if messageOptions != '': message += ', one of ' + '(' + messageOptions + ')' raise ArgumentsRequired(message) def check_required_margin_argument(self, methodName: str, symbol: Str, marginMode: str): """ @ignore :param str symbol: unified symbol of the market :param str methodName: name of the method that requires a symbol :param str marginMode: is either 'isolated' or 'cross' """ if (marginMode == 'isolated') and (symbol is None): raise ArgumentsRequired(self.id + ' ' + methodName + '() requires a symbol argument for isolated margin') elif (marginMode == 'cross') and (symbol is not None): raise ArgumentsRequired(self.id + ' ' + methodName + '() cannot have a symbol argument for cross margin') def parse_deposit_withdraw_fees(self, response, codes: Strings = None, currencyIdKey=None): """ @ignore :param object[]|dict response: unparsed response from the exchange :param str[]|None codes: the unified currency codes to fetch transactions fees for, returns all currencies when None :param str currencyIdKey: *should only be None when response is a dictionary* the object key that corresponds to the currency id :returns dict: objects with withdraw and deposit fees, indexed by currency codes """ depositWithdrawFees = {} isArray = isinstance(response, list) responseKeys = response if not isArray: responseKeys = list(response.keys()) for i in range(0, len(responseKeys)): entry = responseKeys[i] dictionary = entry if isArray else response[entry] currencyId = self.safe_string(dictionary, currencyIdKey) if isArray else entry currency = self.safe_currency(currencyId) code = self.safe_string(currency, 'code') if (codes is None) or (self.in_array(code, codes)): depositWithdrawFees[code] = self.parse_deposit_withdraw_fee(dictionary, currency) return depositWithdrawFees def parse_deposit_withdraw_fee(self, fee, currency: Currency = None): raise NotSupported(self.id + ' parseDepositWithdrawFee() is not supported yet') def deposit_withdraw_fee(self, info): return { 'info': info, 'withdraw': { 'fee': None, 'percentage': None, }, 'deposit': { 'fee': None, 'percentage': None, }, 'networks': {}, } def assign_default_deposit_withdraw_fees(self, fee, currency=None): """ @ignore Takes a depositWithdrawFee structure and assigns the default values for withdraw and deposit :param dict fee: A deposit withdraw fee structure :param dict currency: A currency structure, the response from self.currency() :returns dict: A deposit withdraw fee structure """ networkKeys = list(fee['networks'].keys()) numNetworks = len(networkKeys) if numNetworks == 1: fee['withdraw'] = fee['networks'][networkKeys[0]]['withdraw'] fee['deposit'] = fee['networks'][networkKeys[0]]['deposit'] return fee currencyCode = self.safe_string(currency, 'code') for i in range(0, numNetworks): network = networkKeys[i] if network == currencyCode: fee['withdraw'] = fee['networks'][networkKeys[i]]['withdraw'] fee['deposit'] = fee['networks'][networkKeys[i]]['deposit'] return fee def parse_income(self, info, market: Market = None): raise NotSupported(self.id + ' parseIncome() is not supported yet') def parse_incomes(self, incomes, market=None, since: Int = None, limit: Int = None): """ @ignore parses funding fee info from exchange response :param dict[] incomes: each item describes once instance of currency being received or paid :param dict market: ccxt market :param int [since]: when defined, the response items are filtered to only include items after self timestamp :param int [limit]: limits the number of items in the response :returns dict[]: an array of `funding history structures ` """ result = [] for i in range(0, len(incomes)): entry = incomes[i] parsed = self.parse_income(entry, market) result.append(parsed) sorted = self.sort_by(result, 'timestamp') symbol = self.safe_string(market, 'symbol') return self.filter_by_symbol_since_limit(sorted, symbol, since, limit) def get_market_from_symbols(self, symbols: Strings = None): if symbols is None: return None firstMarket = self.safe_string(symbols, 0) market = self.market(firstMarket) return market def parse_ws_ohlcvs(self, ohlcvs: List[object], market: Any = None, timeframe: str = '1m', since: Int = None, limit: Int = None): results = [] for i in range(0, len(ohlcvs)): results.append(self.parse_ws_ohlcv(ohlcvs[i], market)) return results def fetch_transactions(self, code: Str = None, since: Int = None, limit: Int = None, params={}): """ @deprecated *DEPRECATED* use fetchDepositsWithdrawals instead :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 structures ` """ if self.has['fetchDepositsWithdrawals']: return self.fetch_deposits_withdrawals(code, since, limit, params) else: raise NotSupported(self.id + ' fetchTransactions() is not supported yet') def filter_by_array_positions(self, objects, key: IndexType, values=None, indexed=True): """ @ignore Typed wrapper for filterByArray that returns a list of positions """ return self.filter_by_array(objects, key, values, indexed) def filter_by_array_tickers(self, objects, key: IndexType, values=None, indexed=True): """ @ignore Typed wrapper for filterByArray that returns a dictionary of tickers """ return self.filter_by_array(objects, key, values, indexed) def create_ohlcv_object(self, symbol: str, timeframe: str, data): res = {} res[symbol] = {} res[symbol][timeframe] = data return res def handle_max_entries_per_request_and_params(self, method: str, maxEntriesPerRequest: Int = None, params={}): newMaxEntriesPerRequest = None newMaxEntriesPerRequest, params = self.handle_option_and_params(params, method, 'maxEntriesPerRequest') if (newMaxEntriesPerRequest is not None) and (newMaxEntriesPerRequest != maxEntriesPerRequest): maxEntriesPerRequest = newMaxEntriesPerRequest if maxEntriesPerRequest is None: maxEntriesPerRequest = 1000 # default to 1000 return [maxEntriesPerRequest, params] def fetch_paginated_call_dynamic(self, method: str, symbol: Str = None, since: Int = None, limit: Int = None, params={}, maxEntriesPerRequest: Int = None, removeRepeated=True): maxCalls = None maxCalls, params = self.handle_option_and_params(params, method, 'paginationCalls', 10) maxRetries = None maxRetries, params = self.handle_option_and_params(params, method, 'maxRetries', 3) paginationDirection = None paginationDirection, params = self.handle_option_and_params(params, method, 'paginationDirection', 'backward') paginationTimestamp = None removeRepeatedOption = removeRepeated removeRepeatedOption, params = self.handle_option_and_params(params, method, 'removeRepeated', removeRepeated) calls = 0 result = [] errors = 0 until = self.safe_integer_2(params, 'untill', 'till') # do not omit it from params here maxEntriesPerRequest, params = self.handle_max_entries_per_request_and_params(method, maxEntriesPerRequest, params) if (paginationDirection == 'forward'): if since is None: raise ArgumentsRequired(self.id + ' pagination requires a since argument when paginationDirection set to forward') paginationTimestamp = since while((calls < maxCalls)): calls += 1 try: if paginationDirection == 'backward': # do it backwards, starting from the last # UNTIL filtering is required in order to work if paginationTimestamp is not None: params['until'] = paginationTimestamp - 1 response = getattr(self, method)(symbol, None, maxEntriesPerRequest, params) responseLength = len(response) if self.verbose: backwardMessage = 'Dynamic pagination call ' + self.number_to_string(calls) + ' method ' + method + ' response length ' + self.number_to_string(responseLength) if paginationTimestamp is not None: backwardMessage += ' timestamp ' + self.number_to_string(paginationTimestamp) self.log(backwardMessage) if responseLength == 0: break errors = 0 result = self.array_concat(result, response) firstElement = self.safe_value(response, 0) paginationTimestamp = self.safe_integer_2(firstElement, 'timestamp', 0) if (since is not None) and (paginationTimestamp <= since): break else: # do it forwards, starting from the since response = getattr(self, method)(symbol, paginationTimestamp, maxEntriesPerRequest, params) responseLength = len(response) if self.verbose: forwardMessage = 'Dynamic pagination call ' + self.number_to_string(calls) + ' method ' + method + ' response length ' + self.number_to_string(responseLength) if paginationTimestamp is not None: forwardMessage += ' timestamp ' + self.number_to_string(paginationTimestamp) self.log(forwardMessage) if responseLength == 0: break errors = 0 result = self.array_concat(result, response) last = self.safe_value(response, responseLength - 1) paginationTimestamp = self.safe_integer(last, 'timestamp') + 1 if (until is not None) and (paginationTimestamp >= until): break except Exception as e: errors += 1 if errors > maxRetries: raise e uniqueResults = result if removeRepeatedOption: uniqueResults = self.remove_repeated_elements_from_array(result) key = 0 if (method == 'fetchOHLCV') else 'timestamp' return self.filter_by_since_limit(uniqueResults, since, limit, key) def safe_deterministic_call(self, method: str, symbol: Str = None, since: Int = None, limit: Int = None, timeframe: Str = None, params={}): maxRetries = None maxRetries, params = self.handle_option_and_params(params, method, 'maxRetries', 3) errors = 0 while(errors <= maxRetries): try: if timeframe and method != 'fetchFundingRateHistory': return getattr(self, method)(symbol, timeframe, since, limit, params) else: return getattr(self, method)(symbol, since, limit, params) except Exception as e: if isinstance(e, RateLimitExceeded): raise e # if we are rate limited, we should not retry and fail fast errors += 1 if errors > maxRetries: raise e return [] def fetch_paginated_call_deterministic(self, method: str, symbol: Str = None, since: Int = None, limit: Int = None, timeframe: Str = None, params={}, maxEntriesPerRequest=None): maxCalls = None maxCalls, params = self.handle_option_and_params(params, method, 'paginationCalls', 10) maxEntriesPerRequest, params = self.handle_max_entries_per_request_and_params(method, maxEntriesPerRequest, params) current = self.milliseconds() tasks = [] time = self.parse_timeframe(timeframe) * 1000 step = time * maxEntriesPerRequest currentSince = current - (maxCalls * step) - 1 if since is not None: currentSince = max(currentSince, since) else: currentSince = max(currentSince, 1241440531000) # avoid timestamps older than 2009 until = self.safe_integer_2(params, 'until', 'till') # do not omit it here if until is not None: requiredCalls = int(math.ceil((until - since)) / step) if requiredCalls > maxCalls: raise BadRequest(self.id + ' the number of required calls is greater than the max number of calls allowed, either increase the paginationCalls or decrease the since-until gap. Current paginationCalls limit is ' + str(maxCalls) + ' required calls is ' + str(requiredCalls)) for i in range(0, maxCalls): if (until is not None) and (currentSince >= until): break if currentSince >= current: break tasks.append(self.safe_deterministic_call(method, symbol, currentSince, maxEntriesPerRequest, timeframe, params)) currentSince = self.sum(currentSince, step) - 1 results = tasks result = [] for i in range(0, len(results)): result = self.array_concat(result, results[i]) uniqueResults = self.remove_repeated_elements_from_array(result) key = 0 if (method == 'fetchOHLCV') else 'timestamp' return self.filter_by_since_limit(uniqueResults, since, limit, key) def fetch_paginated_call_cursor(self, method: str, symbol: Str = None, since=None, limit=None, params={}, cursorReceived=None, cursorSent=None, cursorIncrement=None, maxEntriesPerRequest=None): maxCalls = None maxCalls, params = self.handle_option_and_params(params, method, 'paginationCalls', 10) maxRetries = None maxRetries, params = self.handle_option_and_params(params, method, 'maxRetries', 3) maxEntriesPerRequest, params = self.handle_max_entries_per_request_and_params(method, maxEntriesPerRequest, params) cursorValue = None i = 0 errors = 0 result = [] timeframe = self.safe_string(params, 'timeframe') params = self.omit(params, 'timeframe') # reading the timeframe from the method arguments to avoid changing the signature while(i < maxCalls): try: if cursorValue is not None: if cursorIncrement is not None: cursorValue = self.parse_to_int(cursorValue) + cursorIncrement params[cursorSent] = cursorValue response = None if method == 'fetchAccounts': response = getattr(self, method)(params) elif method == 'getLeverageTiersPaginated' or method == 'fetchPositions': response = getattr(self, method)(symbol, params) elif method == 'fetchOpenInterestHistory': response = getattr(self, method)(symbol, timeframe, since, maxEntriesPerRequest, params) else: response = getattr(self, method)(symbol, since, maxEntriesPerRequest, params) errors = 0 responseLength = len(response) if self.verbose: cursorString = '' if (cursorValue is None) else cursorValue iteration = (i + 1) cursorMessage = 'Cursor pagination call ' + str(iteration) + ' method ' + method + ' response length ' + str(responseLength) + ' cursor ' + cursorString self.log(cursorMessage) if responseLength == 0: break result = self.array_concat(result, response) last = self.safe_dict(response, responseLength - 1) # cursorValue = self.safe_value(last['info'], cursorReceived) cursorValue = None # search for the cursor for j in range(0, responseLength): index = responseLength - j - 1 entry = self.safe_dict(response, index) info = self.safe_dict(entry, 'info') cursor = self.safe_value(info, cursorReceived) if cursor is not None: cursorValue = cursor break if cursorValue is None: break lastTimestamp = self.safe_integer(last, 'timestamp') if lastTimestamp is not None and lastTimestamp < since: break except Exception as e: errors += 1 if errors > maxRetries: raise e i += 1 sorted = self.sort_cursor_paginated_result(result) key = 0 if (method == 'fetchOHLCV') else 'timestamp' return self.filter_by_since_limit(sorted, since, limit, key) def fetch_paginated_call_incremental(self, method: str, symbol: Str = None, since=None, limit=None, params={}, pageKey=None, maxEntriesPerRequest=None): maxCalls = None maxCalls, params = self.handle_option_and_params(params, method, 'paginationCalls', 10) maxRetries = None maxRetries, params = self.handle_option_and_params(params, method, 'maxRetries', 3) maxEntriesPerRequest, params = self.handle_max_entries_per_request_and_params(method, maxEntriesPerRequest, params) i = 0 errors = 0 result = [] while(i < maxCalls): try: params[pageKey] = i + 1 response = getattr(self, method)(symbol, since, maxEntriesPerRequest, params) errors = 0 responseLength = len(response) if self.verbose: iteration = (i + str(1)) incrementalMessage = 'Incremental pagination call ' + iteration + ' method ' + method + ' response length ' + str(responseLength) self.log(incrementalMessage) if responseLength == 0: break result = self.array_concat(result, response) except Exception as e: errors += 1 if errors > maxRetries: raise e i += 1 sorted = self.sort_cursor_paginated_result(result) key = 0 if (method == 'fetchOHLCV') else 'timestamp' return self.filter_by_since_limit(sorted, since, limit, key) def sort_cursor_paginated_result(self, result): first = self.safe_value(result, 0) if first is not None: if 'timestamp' in first: return self.sort_by(result, 'timestamp', True) if 'id' in first: return self.sort_by(result, 'id', True) return result def remove_repeated_elements_from_array(self, input, fallbackToTimestamp: bool = True): uniqueDic = {} uniqueResult = [] for i in range(0, len(input)): entry = input[i] uniqValue = self.safe_string_n(entry, ['id', 'timestamp', 0]) if fallbackToTimestamp else self.safe_string(entry, 'id') if uniqValue is not None and not (uniqValue in uniqueDic): uniqueDic[uniqValue] = 1 uniqueResult.append(entry) valuesLength = len(uniqueResult) if valuesLength > 0: return uniqueResult return input def remove_repeated_trades_from_array(self, input): uniqueResult = {} for i in range(0, len(input)): entry = input[i] id = self.safe_string(entry, 'id') if id is None: price = self.safe_string(entry, 'price') amount = self.safe_string(entry, 'amount') timestamp = self.safe_string(entry, 'timestamp') side = self.safe_string(entry, 'side') # unique trade identifier id = 't_' + str(timestamp) + '_' + side + '_' + price + '_' + amount if id is not None and not (id in uniqueResult): uniqueResult[id] = entry values = list(uniqueResult.values()) return values def handle_until_option(self, key: str, request, params, multiplier=1): until = self.safe_integer_2(params, 'until', 'till') if until is not None: request[key] = self.parse_to_int(until * multiplier) params = self.omit(params, ['until', 'till']) return [request, params] def safe_open_interest(self, interest: dict, market: Market = None): symbol = self.safe_string(interest, 'symbol') if symbol is None: symbol = self.safe_string(market, 'symbol') return self.extend(interest, { 'symbol': symbol, 'baseVolume': self.safe_number(interest, 'baseVolume'), # deprecated 'quoteVolume': self.safe_number(interest, 'quoteVolume'), # deprecated 'openInterestAmount': self.safe_number(interest, 'openInterestAmount'), 'openInterestValue': self.safe_number(interest, 'openInterestValue'), 'timestamp': self.safe_integer(interest, 'timestamp'), 'datetime': self.safe_string(interest, 'datetime'), 'info': self.safe_value(interest, 'info'), }) def parse_liquidation(self, liquidation, market: Market = None): raise NotSupported(self.id + ' parseLiquidation() is not supported yet') def parse_liquidations(self, liquidations: List[dict], market: Market = None, since: Int = None, limit: Int = None): """ @ignore parses liquidation info from the exchange response :param dict[] liquidations: each item describes an instance of a liquidation event :param dict market: ccxt market :param int [since]: when defined, the response items are filtered to only include items after self timestamp :param int [limit]: limits the number of items in the response :returns dict[]: an array of `liquidation structures ` """ result = [] for i in range(0, len(liquidations)): entry = liquidations[i] parsed = self.parse_liquidation(entry, market) result.append(parsed) sorted = self.sort_by(result, 'timestamp') symbol = self.safe_string(market, 'symbol') return self.filter_by_symbol_since_limit(sorted, symbol, since, limit) def parse_greeks(self, greeks: dict, market: Market = None): raise NotSupported(self.id + ' parseGreeks() is not supported yet') def parse_option(self, chain: dict, currency: Currency = None, market: Market = None): raise NotSupported(self.id + ' parseOption() is not supported yet') def parse_option_chain(self, response: List[object], currencyKey: Str = None, symbolKey: Str = None): optionStructures = {} for i in range(0, len(response)): info = response[i] currencyId = self.safe_string(info, currencyKey) currency = self.safe_currency(currencyId) marketId = self.safe_string(info, symbolKey) market = self.safe_market(marketId, None, None, 'option') optionStructures[market['symbol']] = self.parse_option(info, currency, market) return optionStructures def parse_margin_modes(self, response: List[object], symbols: List[str] = None, symbolKey: Str = None, marketType: MarketType = None): marginModeStructures = {} if marketType is None: marketType = 'swap' # default to swap for i in range(0, len(response)): info = response[i] marketId = self.safe_string(info, symbolKey) market = self.safe_market(marketId, None, None, marketType) if (symbols is None) or self.in_array(market['symbol'], symbols): marginModeStructures[market['symbol']] = self.parse_margin_mode(info, market) return marginModeStructures def parse_margin_mode(self, marginMode: dict, market: Market = None): raise NotSupported(self.id + ' parseMarginMode() is not supported yet') def parse_leverages(self, response: List[object], symbols: List[str] = None, symbolKey: Str = None, marketType: MarketType = None): leverageStructures = {} if marketType is None: marketType = 'swap' # default to swap for i in range(0, len(response)): info = response[i] marketId = self.safe_string(info, symbolKey) market = self.safe_market(marketId, None, None, marketType) if (symbols is None) or self.in_array(market['symbol'], symbols): leverageStructures[market['symbol']] = self.parse_leverage(info, market) return leverageStructures def parse_leverage(self, leverage: dict, market: Market = None): raise NotSupported(self.id + ' parseLeverage() is not supported yet') def parse_conversions(self, conversions: List[Any], code: Str = None, fromCurrencyKey: Str = None, toCurrencyKey: Str = None, since: Int = None, limit: Int = None, params={}): conversions = self.to_array(conversions) result = [] fromCurrency = None toCurrency = None for i in range(0, len(conversions)): entry = conversions[i] fromId = self.safe_string(entry, fromCurrencyKey) toId = self.safe_string(entry, toCurrencyKey) if fromId is not None: fromCurrency = self.safe_currency(fromId) if toId is not None: toCurrency = self.safe_currency(toId) conversion = self.extend(self.parse_conversion(entry, fromCurrency, toCurrency), params) result.append(conversion) sorted = self.sort_by(result, 'timestamp') currency = None if code is not None: currency = self.safe_currency(code) code = currency['code'] if code is None: return self.filter_by_since_limit(sorted, since, limit) fromConversion = self.filter_by(sorted, 'fromCurrency', code) toConversion = self.filter_by(sorted, 'toCurrency', code) both = self.array_concat(fromConversion, toConversion) return self.filter_by_since_limit(both, since, limit) def parse_conversion(self, conversion: dict, fromCurrency: Currency = None, toCurrency: Currency = None): raise NotSupported(self.id + ' parseConversion() is not supported yet') def convert_expire_date(self, date: str): # parse YYMMDD to datetime string year = date[0:2] month = date[2:4] day = date[4:6] reconstructedDate = '20' + year + '-' + month + '-' + day + 'T00:00:00Z' return reconstructedDate def convert_expire_date_to_market_id_date(self, date: str): # parse 240119 to 19JAN24 year = date[0:2] monthRaw = date[2:4] month = None day = date[4:6] if monthRaw == '01': month = 'JAN' elif monthRaw == '02': month = 'FEB' elif monthRaw == '03': month = 'MAR' elif monthRaw == '04': month = 'APR' elif monthRaw == '05': month = 'MAY' elif monthRaw == '06': month = 'JUN' elif monthRaw == '07': month = 'JUL' elif monthRaw == '08': month = 'AUG' elif monthRaw == '09': month = 'SEP' elif monthRaw == '10': month = 'OCT' elif monthRaw == '11': month = 'NOV' elif monthRaw == '12': month = 'DEC' reconstructedDate = day + month + year return reconstructedDate def convert_market_id_expire_date(self, date: str): # parse 03JAN24 to 240103 monthMappping = { 'JAN': '01', 'FEB': '02', 'MAR': '03', 'APR': '04', 'MAY': '05', 'JUN': '06', 'JUL': '07', 'AUG': '08', 'SEP': '09', 'OCT': '10', 'NOV': '11', 'DEC': '12', } # if exchange omits first zero and provides i.e. '3JAN24' instead of '03JAN24' if len(date) == 6: date = '0' + date year = date[0:2] monthName = date[2:5] month = self.safe_string(monthMappping, monthName) day = date[5:7] reconstructedDate = day + month + year return reconstructedDate def fetch_position_history(self, symbol: str, since: Int = None, limit: Int = None, params={}): """ fetches the history of margin added or reduced from contract isolated positions :param str [symbol]: unified market symbol :param int [since]: timestamp in ms of the position :param int [limit]: the maximum amount of candles to fetch, default=1000 :param dict params: extra parameters specific to the exchange api endpoint :returns dict[]: a list of `position structures ` """ if self.has['fetchPositionsHistory']: positions = self.fetch_positions_history([symbol], since, limit, params) return positions else: raise NotSupported(self.id + ' fetchPositionHistory() is not supported yet') def fetch_positions_history(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}): """ fetches the history of margin added or reduced from contract isolated positions :param str [symbol]: unified market symbol :param int [since]: timestamp in ms of the position :param int [limit]: the maximum amount of candles to fetch, default=1000 :param dict params: extra parameters specific to the exchange api endpoint :returns dict[]: a list of `position structures ` """ raise NotSupported(self.id + ' fetchPositionsHistory() is not supported yet') def parse_margin_modification(self, data: dict, market: Market = None): raise NotSupported(self.id + ' parseMarginModification() is not supported yet') def parse_margin_modifications(self, response: List[object], symbols: Strings = None, symbolKey: Str = None, marketType: MarketType = None): marginModifications = [] for i in range(0, len(response)): info = response[i] marketId = self.safe_string(info, symbolKey) market = self.safe_market(marketId, None, None, marketType) if (symbols is None) or self.in_array(market['symbol'], symbols): marginModifications.append(self.parse_margin_modification(info, market)) return marginModifications def fetch_transfer(self, id: str, code: Str = None, params={}): """ fetches a transfer :param str id: transfer id :param [str] code: unified currency code :param dict params: extra parameters specific to the exchange api endpoint :returns dict: a `transfer structure ` """ raise NotSupported(self.id + ' fetchTransfer() is not supported yet') def fetch_transfers(self, code: Str = None, since: Int = None, limit: Int = None, params={}): """ fetches a transfer :param str id: transfer id :param int [since]: timestamp in ms of the earliest transfer to fetch :param int [limit]: the maximum amount of transfers to fetch :param dict params: extra parameters specific to the exchange api endpoint :returns dict: a `transfer structure ` """ raise NotSupported(self.id + ' fetchTransfers() is not supported yet') def clean_unsubscription(self, client, subHash: str, unsubHash: str): if unsubHash in client.subscriptions: del client.subscriptions[unsubHash] if subHash in client.subscriptions: del client.subscriptions[subHash] if subHash in client.futures: error = UnsubscribeError(self.id + ' ' + subHash) client.reject(error, subHash) client.resolve(True, unsubHash) def clean_cache(self, subscription: dict): topic = self.safe_string(subscription, 'topic') symbols = self.safe_list(subscription, 'symbols', []) symbolsLength = len(symbols) if topic == 'ohlcv': symbolsAndTimeFrames = self.safe_list(subscription, 'symbolsAndTimeframes', []) for i in range(0, len(symbolsAndTimeFrames)): symbolAndTimeFrame = symbolsAndTimeFrames[i] symbol = self.safe_string(symbolAndTimeFrame, 0) timeframe = self.safe_string(symbolAndTimeFrame, 1) if symbol in self.ohlcvs: if timeframe in self.ohlcvs[symbol]: del self.ohlcvs[symbol][timeframe] elif symbolsLength > 0: for i in range(0, len(symbols)): symbol = symbols[i] if topic == 'trades': if symbol in self.trades: del self.trades[symbol] elif topic == 'orderbook': if symbol in self.orderbooks: del self.orderbooks[symbol] elif topic == 'ticker': if symbol in self.tickers: del self.tickers[symbol] else: if topic == 'myTrades': # don't reset self.myTrades directly here # because in c# we need to use a different object(thread-safe dict) keys = list(self.myTrades.keys()) for i in range(0, len(keys)): key = keys[i] if key in self.myTrades: del self.myTrades[key] elif topic == 'orders': orderSymbols = list(self.orders.keys()) for i in range(0, len(orderSymbols)): orderSymbol = orderSymbols[i] if orderSymbol in self.orders: del self.orders[orderSymbol] elif topic == 'ticker': tickerSymbols = list(self.tickers.keys()) for i in range(0, len(tickerSymbols)): tickerSymbol = tickerSymbols[i] if tickerSymbol in self.tickers: del self.tickers[tickerSymbol]