# -*- coding: utf-8 -*- # PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN: # https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code from ccxt.base.exchange import Exchange from ccxt.abstract.vertex import ImplicitAPI from ccxt.base.types import Any, Balances, Currencies, Currency, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, TradingFees, Transaction from typing import List from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError from ccxt.base.errors import PermissionDenied from ccxt.base.errors import ArgumentsRequired from ccxt.base.errors import BadRequest from ccxt.base.errors import InsufficientFunds from ccxt.base.errors import InvalidOrder from ccxt.base.errors import NotSupported from ccxt.base.errors import RateLimitExceeded from ccxt.base.decimal_to_precision import TICK_SIZE from ccxt.base.precise import Precise class vertex(Exchange, ImplicitAPI): def describe(self) -> Any: return self.deep_extend(super(vertex, self).describe(), { 'id': 'vertex', 'name': 'Vertex', 'countries': [], 'version': 'v1', 'rateLimit': 50, 'certified': False, 'pro': True, 'dex': True, 'has': { 'CORS': None, 'spot': True, 'margin': False, 'swap': True, 'future': True, 'option': False, 'addMargin': False, 'borrowCrossMargin': False, 'borrowIsolatedMargin': False, 'cancelAllOrders': True, 'cancelAllOrdersAfter': False, 'cancelOrder': True, 'cancelOrders': True, 'cancelOrdersForSymbols': False, 'closeAllPositions': False, 'closePosition': False, 'createMarketBuyOrderWithCost': False, 'createMarketOrderWithCost': False, 'createMarketSellOrderWithCost': False, 'createOrder': True, 'createOrders': True, 'createReduceOnlyOrder': True, 'createStopOrder': True, 'createTriggerOrder': True, 'editOrder': False, 'fetchAccounts': False, 'fetchBalance': True, 'fetchBorrowInterest': False, 'fetchBorrowRateHistories': False, 'fetchBorrowRateHistory': False, 'fetchCanceledOrders': False, 'fetchClosedOrders': False, 'fetchCrossBorrowRate': False, 'fetchCrossBorrowRates': False, 'fetchCurrencies': True, 'fetchDepositAddress': False, 'fetchDepositAddresses': False, 'fetchDeposits': False, 'fetchDepositWithdrawFee': False, 'fetchDepositWithdrawFees': False, 'fetchFundingHistory': False, 'fetchFundingRate': True, 'fetchFundingRateHistory': False, 'fetchFundingRates': True, 'fetchIndexOHLCV': False, 'fetchIsolatedBorrowRate': False, 'fetchIsolatedBorrowRates': False, 'fetchLedger': False, 'fetchLeverage': False, 'fetchLeverageTiers': False, 'fetchLiquidations': False, 'fetchMarginMode': None, 'fetchMarketLeverageTiers': False, 'fetchMarkets': True, 'fetchMarkOHLCV': False, 'fetchMyLiquidations': False, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenInterest': True, 'fetchOpenInterestHistory': False, 'fetchOpenInterests': True, 'fetchOpenOrders': True, 'fetchOrder': True, 'fetchOrderBook': True, 'fetchOrders': True, 'fetchOrderTrades': False, 'fetchPosition': False, 'fetchPositionMode': False, 'fetchPositions': True, 'fetchPositionsRisk': False, 'fetchPremiumIndexOHLCV': False, 'fetchStatus': True, 'fetchTicker': False, 'fetchTickers': True, 'fetchTime': True, 'fetchTrades': True, 'fetchTradingFee': False, 'fetchTradingFees': True, 'fetchTransfer': False, 'fetchTransfers': False, 'fetchWithdrawal': False, 'fetchWithdrawals': False, 'reduceMargin': False, 'repayCrossMargin': False, 'repayIsolatedMargin': False, 'sandbox': True, 'setLeverage': False, 'setMarginMode': False, 'setPositionMode': False, 'transfer': False, 'withdraw': True, }, 'timeframes': { '1m': 60, '5m': 300, '15m': 900, '1h': 3600, '2h': 7200, '4h': 14400, '1d': 86400, '1w': 604800, '1M': 604800, }, 'hostname': 'vertexprotocol.com', 'urls': { 'logo': 'https://github.com/ccxt/ccxt/assets/43336371/bd04a0fa-3b48-47b6-9d8b-124954d520a8', 'api': { 'v1': { 'archive': 'https://archive.prod.{hostname}/v1', 'gateway': 'https://gateway.prod.{hostname}/v1', 'trigger': 'https://trigger.prod.{hostname}/v1', }, 'v2': { 'archive': 'https://archive.prod.{hostname}/v2', 'gateway': 'https://gateway.prod.{hostname}/v2', }, }, 'test': { 'v1': { 'archive': 'https://archive.sepolia-test.{hostname}/v1', 'gateway': 'https://gateway.sepolia-test.{hostname}/v1', 'trigger': 'https://trigger.sepolia-test.{hostname}/v1', }, 'v2': { 'archive': 'https://archive.sepolia-test.{hostname}/v2', 'gateway': 'https://gateway.sepolia-test.{hostname}/v2', }, }, 'www': 'https://vertexprotocol.com/', 'doc': 'https://docs.vertexprotocol.com/', 'fees': 'https://docs.vertexprotocol.com/basics/fees', 'referral': 'https://app.vertexprotocol.com?referrer=0xCfC9BaB96a2eA3d3c3F031c005e82E1D9F295aC1', }, 'api': { 'v1': { 'archive': { 'post': { '': 1, }, }, 'gateway': { 'get': { 'query': 1, 'symbols': 1, 'time': 1, }, 'post': { 'query': 1, 'execute': 1, }, }, 'trigger': { 'post': { 'execute': 1, 'query': 1, }, }, }, 'v2': { 'archive': { 'get': { 'tickers': 1, 'contracts': 1, 'trades': 1, 'vrtx': 1, }, }, 'gateway': { 'get': { 'assets': 0.6667, 'pairs': 1, 'orderbook': 1, }, }, }, }, 'fees': { 'swap': { 'taker': self.parse_number('0.0002'), 'maker': self.parse_number('0.0002'), }, 'spot': { 'taker': self.parse_number('0.0002'), 'maker': self.parse_number('0.0002'), }, }, 'requiredCredentials': { 'apiKey': False, 'secret': False, 'walletAddress': True, 'privateKey': True, }, 'exceptions': { 'exact': { '1000': RateLimitExceeded, '1015': RateLimitExceeded, '1001': PermissionDenied, '1002': PermissionDenied, '1003': PermissionDenied, '2000': InvalidOrder, '2001': InvalidOrder, '2002': InvalidOrder, '2003': InvalidOrder, '2004': InvalidOrder, '2005': InvalidOrder, '2006': InvalidOrder, '2007': InvalidOrder, '2008': InvalidOrder, '2009': InvalidOrder, '2010': InvalidOrder, '2011': BadRequest, '2012': BadRequest, '2013': InvalidOrder, '2014': PermissionDenied, '2015': InvalidOrder, '2016': InvalidOrder, '2017': InvalidOrder, '2019': InvalidOrder, '2020': InvalidOrder, '2021': InvalidOrder, '2022': InvalidOrder, '2023': InvalidOrder, '2024': InsufficientFunds, '2025': InsufficientFunds, '2026': BadRequest, '2027': AuthenticationError, '2028': AuthenticationError, '2029': AuthenticationError, '2030': BadRequest, '2031': InvalidOrder, '2033': InvalidOrder, '2034': InvalidOrder, '2035': InvalidOrder, '2036': InvalidOrder, '2037': InvalidOrder, '2038': InvalidOrder, '2039': InvalidOrder, '2040': InvalidOrder, '2041': InvalidOrder, '2042': InvalidOrder, '2043': InvalidOrder, '2044': InvalidOrder, '2045': InvalidOrder, '2046': InvalidOrder, '2047': InvalidOrder, '2048': InvalidOrder, '2049': ExchangeError, '2050': PermissionDenied, '2051': InvalidOrder, '2052': InvalidOrder, '2053': InvalidOrder, '2054': InvalidOrder, '2055': InvalidOrder, '2056': InvalidOrder, '2057': InvalidOrder, '2058': InvalidOrder, '2059': InvalidOrder, '2060': InvalidOrder, '2061': InvalidOrder, '2062': InvalidOrder, '2063': InvalidOrder, '2064': InvalidOrder, '2065': InvalidOrder, '2066': InvalidOrder, '2067': InvalidOrder, '2068': InvalidOrder, '2069': InvalidOrder, '2070': InvalidOrder, '2071': InvalidOrder, '2072': InvalidOrder, '2073': InvalidOrder, '2074': InvalidOrder, '2075': InvalidOrder, '2076': InvalidOrder, '3000': BadRequest, '3001': BadRequest, '3002': BadRequest, '3003': BadRequest, '4000': BadRequest, '4001': ExchangeError, '4002': ExchangeError, '4003': ExchangeError, '4004': InvalidOrder, '5000': ExchangeError, }, 'broad': { }, }, 'precisionMode': TICK_SIZE, 'commonCurrencies': { }, 'options': { 'defaultType': 'swap', 'sandboxMode': False, 'timeDifference': 0, # the difference between system clock and exchange server clock 'brokerId': 5930043274845996, }, 'features': { 'default': { 'sandbox': True, 'createOrder': { 'marginMode': False, 'triggerPrice': True, # todo 'triggerDirection': False, 'triggerPriceType': None, 'stopLossPrice': True, # todo 'takeProfitPrice': True, # todo 'attachedStopLossTakeProfit': None, 'timeInForce': { 'IOC': False, 'FOK': False, 'PO': True, 'GTD': True, }, 'hedged': False, 'trailing': False, 'leverage': False, 'marketBuyByCost': True, # todo 'marketBuyRequiresPrice': True, # todo fix implementation 'selfTradePrevention': False, 'iceberg': False, }, 'createOrders': None, 'fetchMyTrades': { 'marginMode': False, 'limit': 500, 'daysBack': 100000, # todo 'untilDays': None, 'symbolRequired': False, }, 'fetchOrder': { 'marginMode': False, 'trigger': False, 'trailing': False, 'symbolRequired': True, }, 'fetchOpenOrders': { 'marginMode': False, 'limit': 500, 'trigger': True, 'trailing': False, 'symbolRequired': False, }, 'fetchOrders': None, # todo, only for trigger 'fetchClosedOrders': None, # todo through fetchOrders 'fetchOHLCV': { 'limit': 1000, }, }, 'spot': { 'extends': 'default', }, 'swap': { 'linear': { 'extends': 'default', }, 'inverse': None, }, 'future': { 'linear': None, 'inverse': None, }, }, }) def set_sandbox_mode(self, enabled): super(vertex, self).set_sandbox_mode(enabled) self.options['sandboxMode'] = enabled def convert_to_x18(self, num): if isinstance(num, str): return Precise.string_mul(num, '1000000000000000000') numStr = self.number_to_string(num) return Precise.string_mul(numStr, '1000000000000000000') def convert_from_x18(self, num): if isinstance(num, str): return Precise.string_div(num, '1000000000000000000') numStr = self.number_to_string(num) return Precise.string_div(numStr, '1000000000000000000') def fetch_currencies(self, params={}) -> Currencies: """ fetches all available currencies on an exchange https://docs.vertexprotocol.com/developer-resources/api/v2/assets :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an associative dictionary of currencies """ request = {} response = self.v2GatewayGetAssets(self.extend(request, params)) # # [ # { # "product_id": 2, # "ticker_id": "BTC-PERP_USDC", # "market_type": "perp", # "name": "Bitcoin Perp", # "symbol": "BTC-PERP", # "maker_fee": 0.0002, # "taker_fee": 0, # "can_withdraw": False, # "can_deposit": False # }, # { # "product_id": 1, # "ticker_id": "BTC_USDC", # "market_type": "spot", # "name": "Bitcoin", # "symbol": "BTC", # "taker_fee": 0.0003, # "maker_fee": 0, # "can_withdraw": True, # "can_deposit": True # } # ] # result = {} for i in range(0, len(response)): data = self.safe_dict(response, i, {}) tickerId = self.safe_string(data, 'ticker_id') if (tickerId is not None) and (tickerId.find('PERP') > 0): continue id = self.safe_string(data, 'product_id') name = self.safe_string(data, 'symbol') code = self.safe_currency_code(name) result[code] = { 'id': id, 'name': name, 'code': code, 'precision': None, 'info': data, 'active': None, 'deposit': self.safe_bool(data, 'can_deposit'), 'withdraw': self.safe_bool(data, 'can_withdraw'), 'networks': None, 'fee': None, 'limits': { 'amount': { 'min': None, 'max': None, }, 'withdraw': { 'min': None, 'max': None, }, }, } return result def parse_market(self, market) -> Market: # # { # "type": "spot", # "product_id": 3, # "symbol": "WETH", # "price_increment_x18": "100000000000000000", # "size_increment": "10000000000000000", # "min_size": "100000000000000000", # "min_depth_x18": "5000000000000000000000", # "max_spread_rate_x18": "2000000000000000", # "maker_fee_rate_x18": "0", # "taker_fee_rate_x18": "300000000000000", # "long_weight_initial_x18": "900000000000000000", # "long_weight_maintenance_x18": "950000000000000000" # } # marketType = self.safe_string(market, 'type') quoteId = 'USDC' quote = self.safe_currency_code(quoteId) baseId = self.safe_string(market, 'symbol') base = self.safe_currency_code(baseId) settleId = quoteId settle = self.safe_currency_code(settleId) symbol = base + '/' + quote spot = marketType == 'spot' contract = not spot swap = not spot if swap: splitSymbol = base.split('-') symbol = splitSymbol[0] + '/' + quote + ':' + settle priceIncrementX18 = self.safe_string(market, 'price_increment_x18') sizeIncrementX18 = self.safe_string(market, 'size_increment') minSizeX18 = self.safe_string(market, 'min_size') takerX18 = self.safe_number(market, 'taker_fee_rate_x18') makerX18 = self.safe_number(market, 'maker_fee_rate_x18') isInverse = None if (spot) else False isLinear = None if (spot) else True contractSize = None if (spot) else self.parse_number('1') return { 'id': self.safe_string(market, 'product_id'), 'symbol': symbol, 'base': base, 'quote': quote, 'settle': None if (spot) else settle, 'baseId': baseId, 'quoteId': quoteId, 'settleId': None if (spot) else settleId, 'type': 'spot' if (spot) else 'swap', 'spot': spot, 'margin': None, 'swap': swap, 'future': False, 'option': False, 'active': True, 'contract': contract, 'linear': isLinear, 'inverse': isInverse, 'taker': self.parse_number(self.convert_from_x18(takerX18)), 'maker': self.parse_number(self.convert_from_x18(makerX18)), 'contractSize': contractSize, 'expiry': None, 'expiryDatetime': None, 'strike': None, 'optionType': None, 'precision': { 'amount': self.parse_number(self.convert_from_x18(sizeIncrementX18)), 'price': self.parse_number(self.convert_from_x18(priceIncrementX18)), }, 'limits': { 'leverage': { 'min': None, 'max': None, }, 'amount': { 'min': self.parse_number(self.convert_from_x18(minSizeX18)), 'max': None, }, 'price': { 'min': None, 'max': None, }, 'cost': { 'min': None, 'max': None, }, }, 'created': None, 'info': market, } def fetch_markets(self, params={}) -> List[Market]: """ retrieves data on all markets for vertex https://docs.vertexprotocol.com/developer-resources/api/gateway/queries/symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: an array of objects representing market data """ request = { 'type': 'symbols', } response = self.v1GatewayGetQuery(self.extend(request, params)) # # { # "status": "success", # "data": { # "symbols": { # "WETH": { # "type": "spot", # "product_id": 3, # "symbol": "WETH", # "price_increment_x18": "100000000000000000", # "size_increment": "10000000000000000", # "min_size": "100000000000000000", # "min_depth_x18": "5000000000000000000000", # "max_spread_rate_x18": "2000000000000000", # "maker_fee_rate_x18": "0", # "taker_fee_rate_x18": "300000000000000", # "long_weight_initial_x18": "900000000000000000", # "long_weight_maintenance_x18": "950000000000000000" # } # } # }, # "request_type": "query_symbols" # } # data = self.safe_dict(response, 'data', {}) markets = self.safe_dict(data, 'symbols', {}) symbols = list(markets.keys()) result = [] for i in range(0, len(symbols)): symbol = symbols[i] rawMarket = self.safe_dict(markets, symbol, {}) result.append(self.parse_market(rawMarket)) return result def fetch_time(self, params={}) -> Int: """ fetches the current integer timestamp in milliseconds from the exchange server :param dict [params]: extra parameters specific to the exchange API endpoint :returns int: the current integer timestamp in milliseconds from the exchange server """ response = self.v1GatewayGetTime(params) # 1717481623452 return self.parse_to_int(response) def fetch_status(self, params={}): """ the latest known information on the availability of the exchange API https://docs.vertexprotocol.com/developer-resources/api/gateway/queries/status :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `status structure ` """ request = { 'type': 'status', } response = self.v1GatewayGetQuery(self.extend(request, params)) # # { # "status": "success", # "data": "active", # "request_type": "query_status", # } # status = self.safe_string(response, 'data') if status == 'active': status = 'ok' else: status = 'error' return { 'status': status, 'updated': None, 'eta': None, 'url': None, 'info': response, } def parse_trade(self, trade, market: Market = None) -> Trade: # # { # "ticker_id": "ARB_USDC", # "trade_id": 999994, # "price": 1.1366122408151016, # "base_filled": 175, # "quote_filled": -198.90714214264278, # "timestamp": 1691068943, # "trade_type": "buy" # } # fetchMytrades # { # "digest": "0x80ce789702b670b7d33f2aa67e12c85f124395c3f9acdb422dde3b4973ccd50c", # "order": { # "sender": "0x12a0b4888021576eb10a67616dd3dd3d9ce206b664656661756c740000000000", # "priceX18": "27544000000000000000000", # "amount": "2000000000000000000", # "expiration": "4611686020107119633", # "nonce": "1761322608857448448" # }, # "base_filled": "736000000000000000", # "quote_filled": "-20276464287857571514302", # "fee": "4055287857571514302", # "sequencer_fee": "0" # "cumulative_fee": "4055287857571514302", # "cumulative_base_filled": "736000000000000000", # "cumulative_quote_filled": "-20276464287857571514302", # "submission_idx": "563012", # "pre_balance": { # "base": { # "perp": { # "product_id": 2, # "lp_balance": { # "amount": "0", # "last_cumulative_funding_x18": "1823351297710837" # }, # "balance": { # "amount": "2686684000000000000000", # "v_quote_balance": "-76348662407149297671587247", # "last_cumulative_funding_x18": "134999841911604906604576" # } # } # }, # "quote": null # }, # "post_balance": { # "base": { # "perp": { # "product_id": 2, # "lp_balance": { # "amount": "0", # "last_cumulative_funding_x18": "1823351297710837" # }, # "balance": { # "amount": "2686013000000000000000", # "v_quote_balance": "-76328351274188497671587247", # "last_cumulative_funding_x18": "134999841911604906604576" # } # } # }, # "quote": null # } # } price = None amount = None side = None fee = None feeCost = self.convert_from_x18(self.safe_string(trade, 'fee')) if feeCost is not None: fee = { 'cost': feeCost, 'currency': None, } id = self.safe_string_2(trade, 'trade_id', 'submission_idx') order = self.safe_string(trade, 'digest') timestamp = self.safe_timestamp(trade, 'timestamp') if timestamp is None: # fetchMyTrades baseBalance = self.safe_dict(self.safe_dict(trade, 'pre_balance', {}), 'base', {}) marketId = None if 'perp' in baseBalance: marketId = self.safe_string(self.safe_dict(baseBalance, 'perp', {}), 'product_id') else: marketId = self.safe_string(self.safe_dict(baseBalance, 'spot', {}), 'product_id') market = self.safe_market(marketId) subOrder = self.safe_dict(trade, 'order', {}) price = self.convert_from_x18(self.safe_string(subOrder, 'priceX18')) amount = self.convert_from_x18(self.safe_string(trade, 'base_filled')) if Precise.string_lt(amount, '0'): side = 'sell' else: side = 'buy' else: tickerId = self.safe_string(trade, 'ticker_id') splitTickerId = tickerId.split('_') splitSymbol = splitTickerId[0].split('-') marketId = splitSymbol[0] + splitTickerId[1] market = self.safe_market(marketId, market) price = self.safe_string(trade, 'price') amount = self.safe_string(trade, 'base_filled') side = self.safe_string_lower(trade, 'trade_type') amount = Precise.string_abs(amount) symbol = market['symbol'] return self.safe_trade({ 'id': id, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'side': side, 'price': price, 'amount': amount, 'cost': None, 'order': order, 'takerOrMaker': None, 'type': None, 'fee': fee, 'info': trade, }, market) def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ get the list of most recent trades for a particular symbol https://docs.vertexprotocol.com/developer-resources/api/v2/trades :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns Trade[]: a list of `trade structures ` """ self.load_markets() market = self.market(symbol) marketId = market['baseId'] + '_USDC' request = { 'ticker_id': marketId, } if limit is not None: request['limit'] = limit response = self.v2ArchiveGetTrades(self.extend(request, params)) # # [ # { # "ticker_id": "ARB_USDC", # "trade_id": 999994, # "price": 1.1366122408151016, # "base_filled": 175, # "quote_filled": -198.90714214264278, # "timestamp": 1691068943, # "trade_type": "buy" # }, # { # "ticker_id": "ARB_USDC", # "trade_id": 999978, # "price": 1.136512210806099, # "base_filled": 175, # "quote_filled": -198.8896368910673, # "timestamp": 1691068882, # "trade_type": "buy" # } # ] # return self.parse_trades(response, market, since, limit) def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): """ fetch all trades made by the user https://docs.vertexprotocol.com/developer-resources/api/archive-indexer/matches :param str symbol: unified market symbol :param int [since]: the earliest time in ms to fetch trades for :param int [limit]: the maximum number of trades structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.user]: user address, will default to self.walletAddress if not provided :returns Trade[]: a list of `trade structures ` """ self.load_markets() userAddress = None userAddress, params = self.handle_public_address('fetchMyTrades', params) market: Market = None matchesRequest = { 'subaccount': self.convert_address_to_sender(userAddress), } if symbol is not None: market = self.market(symbol) matchesRequest['product_ids'] = [self.parse_to_numeric(market['id'])] until = self.safe_integer(params, 'until') if until is not None: params = self.omit(params, 'until') matchesRequest['max_time'] = until if limit is not None: matchesRequest['limit'] = limit request = { 'matches': matchesRequest, } response = self.v1ArchivePost(self.extend(request, params)) # # { # "matches": [ # { # "digest": "0x80ce789702b670b7d33f2aa67e12c85f124395c3f9acdb422dde3b4973ccd50c", # "order": { # "sender": "0x12a0b4888021576eb10a67616dd3dd3d9ce206b664656661756c740000000000", # "priceX18": "27544000000000000000000", # "amount": "2000000000000000000", # "expiration": "4611686020107119633", # "nonce": "1761322608857448448" # }, # "base_filled": "736000000000000000", # "quote_filled": "-20276464287857571514302", # "fee": "4055287857571514302", # "sequencer_fee": "0" # "cumulative_fee": "4055287857571514302", # "cumulative_base_filled": "736000000000000000", # "cumulative_quote_filled": "-20276464287857571514302", # "submission_idx": "563012", # "pre_balance": { # "base": { # "perp": { # "product_id": 2, # "lp_balance": { # "amount": "0", # "last_cumulative_funding_x18": "1823351297710837" # }, # "balance": { # "amount": "2686684000000000000000", # "v_quote_balance": "-76348662407149297671587247", # "last_cumulative_funding_x18": "134999841911604906604576" # } # } # }, # "quote": null # }, # "post_balance": { # "base": { # "perp": { # "product_id": 2, # "lp_balance": { # "amount": "0", # "last_cumulative_funding_x18": "1823351297710837" # }, # "balance": { # "amount": "2686013000000000000000", # "v_quote_balance": "-76328351274188497671587247", # "last_cumulative_funding_x18": "134999841911604906604576" # } # } # }, # "quote": null # } # }, # { # "digest": "0x0f6e5a0434e36d8e6d4fed950d3624b0d8c91a8a84efd156bb25c1382561c0c2", # "order": { # "sender": "0x12a0b4888021576eb10a67616dd3dd3d9ce206b664656661756c740000000000", # "priceX18": "27540000000000000000000", # "amount": "2000000000000000000", # "expiration": "4611686020107119623", # "nonce": "1761322602510417920" # }, # "base_filled": "723999999999999999", # "quote_filled": "-19944943483044913474043", # "fee": "5983483044913474042", # "cumulative_fee": "11958484645393618085", # "cumulative_base_filled": "1446999999999999998", # "cumulative_quote_filled": "-39861640484645393618087", # "submission_idx": "563011", # "pre_balance": { # "base": { # "perp": { # "product_id": 2, # "lp_balance": { # "amount": "0", # "last_cumulative_funding_x18": "1823351297710837" # }, # "balance": { # "amount": "2686684000000000000000", # "v_quote_balance": "-76348662407149297671587247", # "last_cumulative_funding_x18": "134999841911604906604576" # } # } # }, # "quote": null # }, # "post_balance": { # "base": { # "perp": { # "product_id": 2, # "lp_balance": { # "amount": "0", # "last_cumulative_funding_x18": "1823351297710837" # }, # "balance": { # "amount": "2686013000000000000000", # "v_quote_balance": "-76328351274188497671587247", # "last_cumulative_funding_x18": "134999841911604906604576" # } # } # }, # "quote": null # } # } # ], # "txs": [ # { # "tx": { # "match_orders": { # "product_id": 2, # "amm": True, # "taker": { # "order": { # "sender": "0x12a0b4888021576eb10a67616dd3dd3d9ce206b664656661756c740000000000", # "price_x18": "27544000000000000000000", # "amount": "2000000000000000000", # "expiration": 4611686020107120000, # "nonce": 1761322608857448400 # }, # "signature": "0xe8fa7151bde348afa3b46dc52798046b7c8318f1b0a7f689710debbc094658cc1bf5a7e478ccc8278b625da0b9402c86b580d2e31e13831337dfd6153f4b37811b" # }, # "maker": { # "order": { # "sender": "0xebdbbcdbd2646c5f23a1e0806027eee5f71b074664656661756c740000000000", # "price_x18": "27544000000000000000000", # "amount": "-736000000000000000", # "expiration": 1679731669, # "nonce": 1761322585591644200 # }, # "signature": "0x47f9d47f0777f3ca0b13f07b7682dbeea098c0e377b87dcb025754fe34c900e336b8c7744e021fb9c46a4f8c6a1478bafa28bf0d023ae496aa3efa4d8e81df181c" # } # } # }, # "submission_idx": "563012", # "timestamp": "1679728133" # }, # { # "tx": { # "match_orders": { # "product_id": 1, # "amm": True, # "taker": { # "order": { # "sender": "0x12a0b4888021576eb10a67616dd3dd3d9ce206b664656661756c740000000000", # "price_x18": "27540000000000000000000", # "amount": "2000000000000000000", # "expiration": 4611686020107120000, # "nonce": 1761322602510418000 # }, # "signature": "0x826c68f1a3f76d9ffbe8041f8d45e969d31f1ab6f2ae2f6379d1493e479e56436091d6cf4c72e212dd2f1d2fa17c627c4c21bd6d281c77172b8af030488478b71c" # }, # "maker": { # "order": { # "sender": "0xf8d240d9514c9a4715d66268d7af3b53d619642564656661756c740000000000", # "price_x18": "27540000000000000000000", # "amount": "-724000000000000000", # "expiration": 1679731656, # "nonce": 1761322565506171000 # }, # "signature": "0xd8b6505b8d9b8c3cbfe793080976388035682c02a27893fb26b48a5b2bfe943f4162dea3a42e24e0dff5e2f74fbf77e33d83619140a2a581117c55e6cc236bdb1c" # } # } # }, # "submission_idx": "563011", # "timestamp": "1679728127" # } # ] # } # trades = self.safe_list(response, 'matches', []) return self.parse_trades(trades, market, since, limit, params) def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: """ fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://docs.vertexprotocol.com/developer-resources/api/v2/orderbook :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols """ self.load_markets() market = self.market(symbol) marketId = market['baseId'] + '_USDC' if limit is None: limit = 100 request = { 'ticker_id': marketId, 'depth': limit, } response = self.v2GatewayGetOrderbook(self.extend(request, params)) # # { # "ticker_id": "ETH-PERP_USDC", # "bids": [ # [ # 1612.3, # 0.31 # ], # [ # 1612.0, # 0.93 # ], # [ # 1611.5, # 1.55 # ], # [ # 1610.8, # 2.17 # ] # ], # "asks": [ # [ # 1612.9, # 0.93 # ], # [ # 1613.4, # 1.55 # ], # [ # 1614.1, # 2.17 # ] # ], # "timestamp": 1694375362016 # } # timestamp = self.safe_integer(response, 'timestamp') return self.parse_order_book(response, symbol, timestamp, 'bids', 'asks') def fetch_trading_fees(self, params={}) -> TradingFees: """ fetch the trading fees for multiple markets https://docs.vertexprotocol.com/developer-resources/api/gateway/queries/fee-rates :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.user]: user address, will default to self.walletAddress if not provided :returns dict: a dictionary of `fee structures ` indexed by market symbols """ self.load_markets() userAddress = None userAddress, params = self.handle_public_address('fetchTradingFees', params) request = { 'type': 'fee_rates', 'sender': self.convert_address_to_sender(userAddress), } response = self.v1GatewayGetQuery(self.extend(request, params)) # # { # "status": "success", # "data": { # "taker_fee_rates_x18": [ # "0", # "300000000000000", # "200000000000000", # "300000000000000", # "200000000000000" # ], # "maker_fee_rates_x18": [ # "0", # "0", # "0", # "0", # "0" # ], # "liquidation_sequencer_fee": "250000000000000000", # "health_check_sequencer_fee": "100000000000000000", # "taker_sequencer_fee": "25000000000000000", # "withdraw_sequencer_fees": [ # "10000000000000000", # "40000000000000", # "0", # "600000000000000", # "0" # ] # }, # "request_type": "query_fee_rates", # } # data = self.safe_dict(response, 'data', {}) maker = self.safe_list(data, 'maker_fee_rates_x18', []) taker = self.safe_list(data, 'taker_fee_rates_x18', []) result = {} for i in range(0, len(taker)): market = self.safe_market(self.number_to_string(i)) if market['id'] is None: continue symbol = market['symbol'] result[symbol] = { 'info': response, 'symbol': symbol, 'maker': self.parse_number(self.convert_from_x18(maker[i])), 'taker': self.parse_number(self.convert_from_x18(taker[i])), 'percentage': True, 'tierBased': False, } return result def parse_ohlcv(self, ohlcv, market: Market = None) -> list: # example response in fetchOHLCV return [ self.safe_timestamp(ohlcv, 'timestamp'), self.parse_number(self.convert_from_x18(self.safe_string(ohlcv, 'open_x18'))), self.parse_number(self.convert_from_x18(self.safe_string(ohlcv, 'high_x18'))), self.parse_number(self.convert_from_x18(self.safe_string(ohlcv, 'low_x18'))), self.parse_number(self.convert_from_x18(self.safe_string(ohlcv, 'close_x18'))), self.parse_number(self.convert_from_x18(self.safe_string(ohlcv, 'volume'))), ] def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]: """ https://docs.vertexprotocol.com/developer-resources/api/archive-indexer/candlesticks fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: max=1000, max=100 when since is defined and is less than(now - (999 * (timeframe in ms))) :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume """ self.load_markets() market = self.market(symbol) ohlcvRequest = { 'product_id': self.parse_to_int(market['id']), 'granularity': self.safe_integer(self.timeframes, timeframe), } until = self.safe_integer(params, 'until') if until is not None: params = self.omit(params, 'until') ohlcvRequest['max_time'] = until if limit is not None: ohlcvRequest['limit'] = min(limit, 1000) request = { 'candlesticks': ohlcvRequest, } response = self.v1ArchivePost(self.extend(request, params)) # # { # "candlesticks": [ # { # "product_id": 1, # "granularity": 60, # "submission_idx": "627709", # "timestamp": "1680118140", # "open_x18": "27235000000000000000000", # "high_x18": "27298000000000000000000", # "low_x18": "27235000000000000000000", # "close_x18": "27298000000000000000000", # "volume": "1999999999999999998" # }, # { # "product_id": 1, # "granularity": 60, # "submission_idx": "627699", # "timestamp": "1680118080", # "open_x18": "27218000000000000000000", # "high_x18": "27245000000000000000000", # "low_x18": "27218000000000000000000", # "close_x18": "27245000000000000000000", # "volume": "11852999999999999995" # } # ] # } # rows = self.safe_list(response, 'candlesticks', []) return self.parse_ohlcvs(rows, market, timeframe, since, limit) def parse_funding_rate(self, ticker, market: Market = None) -> FundingRate: # # { # "product_id": 4, # "funding_rate_x18": "2447900598160952", # "update_time": "1680116326" # } # # { # "ETH-PERP_USDC": { # "ticker_id": "ETH-PERP_USDC", # "base_currency": "ETH-PERP", # "quote_currency": "USDC", # "last_price": 1620.3, # "base_volume": 1309.2, # "quote_volume": 2117828.093867611, # "product_type": "perpetual", # "contract_price": 1620.372642114429, # "contract_price_currency": "USD", # "open_interest": 1635.2, # "open_interest_usd": 2649633.3443855145, # "index_price": 1623.293496279935, # "mark_price": 1623.398589416731, # "funding_rate": 0.000068613217104332, # "next_funding_rate_timestamp": 1694379600, # "price_change_percent_24h": -0.6348599635253989 # } # } # fundingRate = self.safe_number(ticker, 'funding_rate') if fundingRate is None: fundingRateX18 = self.safe_string(ticker, 'funding_rate_x18') fundingRate = self.parse_number(self.convert_from_x18(fundingRateX18)) fundingTimestamp = self.safe_timestamp_2(ticker, 'update_time', 'next_funding_rate_timestamp') markPrice = self.safe_number(ticker, 'mark_price') indexPrice = self.safe_number(ticker, 'index_price') return { 'info': ticker, 'symbol': market['symbol'], 'markPrice': markPrice, 'indexPrice': indexPrice, 'interestRate': None, 'estimatedSettlePrice': None, 'timestamp': None, 'datetime': None, 'fundingRate': fundingRate, 'fundingTimestamp': fundingTimestamp, 'fundingDatetime': self.iso8601(fundingTimestamp), 'nextFundingRate': None, 'nextFundingTimestamp': None, 'nextFundingDatetime': None, 'previousFundingRate': None, 'previousFundingTimestamp': None, 'previousFundingDatetime': None, 'interval': None, } def fetch_funding_rate(self, symbol: str, params={}) -> FundingRate: """ fetch the current funding rate https://docs.vertexprotocol.com/developer-resources/api/archive-indexer/funding-rate :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `funding rate structure ` """ self.load_markets() market = self.market(symbol) request = { 'funding_rate': { 'product_id': self.parse_to_int(market['id']), }, } response = self.v1ArchivePost(self.extend(request, params)) # # { # "product_id": 4, # "funding_rate_x18": "2447900598160952", # "update_time": "1680116326" # } # return self.parse_funding_rate(response, market) def fetch_funding_rates(self, symbols: Strings = None, params={}) -> FundingRates: """ fetches funding rates for multiple markets https://docs.vertexprotocol.com/developer-resources/api/v2/contracts :param str[] symbols: unified symbols of the markets to fetch the funding rates for, all market funding rates are returned if not assigned :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: an array of `funding rate structures ` """ self.load_markets() request = {} if symbols is not None: symbols = self.market_symbols(symbols) response = self.v2ArchiveGetContracts(self.extend(request, params)) # # { # "ETH-PERP_USDC": { # "ticker_id": "ETH-PERP_USDC", # "base_currency": "ETH-PERP", # "quote_currency": "USDC", # "last_price": 1620.3, # "base_volume": 1309.2, # "quote_volume": 2117828.093867611, # "product_type": "perpetual", # "contract_price": 1620.372642114429, # "contract_price_currency": "USD", # "open_interest": 1635.2, # "open_interest_usd": 2649633.3443855145, # "index_price": 1623.293496279935, # "mark_price": 1623.398589416731, # "funding_rate": 0.000068613217104332, # "next_funding_rate_timestamp": 1694379600, # "price_change_percent_24h": -0.6348599635253989 # } # } # keys = list(response.keys()) fundingRates = {} for i in range(0, len(keys)): tickerId = keys[i] parsedTickerId = tickerId.split('-') data = response[tickerId] marketId = parsedTickerId[0] + '/USDC:USDC' market = self.market(marketId) ticker = self.parse_funding_rate(data, market) symbol = ticker['symbol'] fundingRates[symbol] = ticker return self.filter_by_array(fundingRates, 'symbol', symbols) def parse_open_interest(self, interest, market: Market = None): # # { # "ETH-PERP_USDC": { # "ticker_id": "ETH-PERP_USDC", # "base_currency": "ETH-PERP", # "quote_currency": "USDC", # "last_price": 1620.3, # "base_volume": 1309.2, # "quote_volume": 2117828.093867611, # "product_type": "perpetual", # "contract_price": 1620.372642114429, # "contract_price_currency": "USD", # "open_interest": 1635.2, # "open_interest_usd": 2649633.3443855145, # "index_price": 1623.293496279935, # "mark_price": 1623.398589416731, # "funding_rate": 0.000068613217104332, # "next_funding_rate_timestamp": 1694379600, # "price_change_percent_24h": -0.6348599635253989 # } # } # marketId = self.safe_string(interest, 'ticker_id') return self.safe_open_interest({ 'symbol': self.safe_symbol(marketId, market), 'openInterestAmount': self.safe_number(interest, 'open_interest'), 'openInterestValue': self.safe_number(interest, 'open_interest_usd'), 'timestamp': None, 'datetime': None, 'info': interest, }, market) def fetch_open_interests(self, symbols: Strings = None, params={}): """ Retrieves the open interest for a list of symbols https://docs.vertexprotocol.com/developer-resources/api/v2/contracts :param str[] [symbols]: a list of unified CCXT market symbols :param dict [params]: exchange specific parameters :returns dict[]: a list of `open interest structures ` """ self.load_markets() symbols = self.market_symbols(symbols) response = self.v2ArchiveGetContracts(params) # # { # "ADA-PERP_USDC": { # "ticker_id": "ADA-PERP_USDC", # "base_currency": "ADA-PERP", # "quote_currency": "USDC", # "last_price": 0.85506, # "base_volume": 1241320.0, # "quote_volume": 1122670.9080057142, # "product_type": "perpetual", # "contract_price": 0.8558601432685385, # "contract_price_currency": "USD", # "open_interest": 104040.0, # "open_interest_usd": 89043.68930565874, # "index_price": 0.8561952606869176, # "mark_price": 0.856293781088936, # "funding_rate": 0.000116153806226841, # "next_funding_rate_timestamp": 1734685200, # "price_change_percent_24h": -12.274325340321374 # }, # } # parsedSymbols = [] results = [] markets = list(response.keys()) if symbols is None: symbols = [] for y in range(0, len(markets)): tickerId = markets[y] parsedTickerId = tickerId.split('-') currentSymbol = parsedTickerId[0] + '/USDC:USDC' if not self.in_array(currentSymbol, symbols): symbols.append(currentSymbol) for i in range(0, len(markets)): marketId = markets[i] marketInner = self.safe_market(marketId) openInterest = self.safe_dict(response, marketId, {}) for j in range(0, len(symbols)): market = self.market(symbols[j]) tickerId = market['base'] + '_USDC' if marketInner['marketId'] == tickerId: parsedSymbols.append(market['symbol']) results.append(self.parse_open_interest(openInterest, market)) return self.filter_by_array(results, 'symbol', parsedSymbols) def fetch_open_interest(self, symbol: str, params={}): """ Retrieves the open interest of a derivative trading pair https://docs.vertexprotocol.com/developer-resources/api/v2/contracts :param str symbol: Unified CCXT market symbol :param dict [params]: exchange specific parameters :returns dict} an open interest structure{@link https://docs.ccxt.com/#/?id=open-interest-structure: """ self.load_markets() market = self.market(symbol) if not market['contract']: raise BadRequest(self.id + ' fetchOpenInterest() supports contract markets only') request = {} response = self.v2ArchiveGetContracts(self.extend(request, params)) # # { # "ETH-PERP_USDC": { # "ticker_id": "ETH-PERP_USDC", # "base_currency": "ETH-PERP", # "quote_currency": "USDC", # "last_price": 1620.3, # "base_volume": 1309.2, # "quote_volume": 2117828.093867611, # "product_type": "perpetual", # "contract_price": 1620.372642114429, # "contract_price_currency": "USD", # "open_interest": 1635.2, # "open_interest_usd": 2649633.3443855145, # "index_price": 1623.293496279935, # "mark_price": 1623.398589416731, # "funding_rate": 0.000068613217104332, # "next_funding_rate_timestamp": 1694379600, # "price_change_percent_24h": -0.6348599635253989 # } # } # tickerId = market['base'] + '_USDC' openInterest = self.safe_dict(response, tickerId, {}) return self.parse_open_interest(openInterest, market) def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker: # # { # "ticker_id": "BTC_USDC", # "base_currency": "BTC", # "quote_currency": "USDC", # "last_price": 25728.0, # "base_volume": 552.048, # "quote_volume": 14238632.207250029, # "price_change_percent_24h": -0.6348599635253989 # } # base = self.safe_string(ticker, 'base_currency') quote = self.safe_string(ticker, 'quote_currency') marketId = base + '/' + quote if base.find('PERP') > 0: marketId = marketId.replace('-PERP', '') + ':USDC' market = self.safe_market(marketId, market) last = self.safe_string(ticker, 'last_price') return self.safe_ticker({ 'symbol': market['symbol'], 'timestamp': None, 'datetime': None, 'high': None, 'low': None, 'bid': None, 'bidVolume': None, 'ask': None, 'askVolume': None, 'vwap': None, 'open': None, 'close': last, 'last': last, 'previousClose': None, 'change': None, 'percentage': self.safe_string(ticker, 'price_change_percent_24h'), 'average': None, 'baseVolume': self.safe_string(ticker, 'base_volume'), 'quoteVolume': self.safe_string(ticker, 'quote_volume'), 'info': ticker, }, market) def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers: """ fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market https://docs.vertexprotocol.com/developer-resources/api/v2/tickers :param str[] [symbols]: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a dictionary of `ticker structures ` """ self.load_markets() symbols = self.market_symbols(symbols, None, True, True, True) request = {} response = self.v2ArchiveGetTickers(self.extend(request, params)) # # { # "ETH_USDC": { # "ticker_id": "ETH_USDC", # "base_currency": "ETH", # "quote_currency": "USDC", # "last_price": 1619.1, # "base_volume": 1428.32, # "quote_volume": 2310648.316391866, # "price_change_percent_24h": -1.0509394462969588 # }, # "BTC_USDC": { # "ticker_id": "BTC_USDC", # "base_currency": "BTC", # "quote_currency": "USDC", # "last_price": 25728.0, # "base_volume": 552.048, # "quote_volume": 14238632.207250029, # "price_change_percent_24h": -0.6348599635253989 # } # } # tickers = list(response.values()) return self.parse_tickers(tickers, symbols) def query_contracts(self, params={}) -> Currencies: # query contract addresses for sending order cachedContracts = self.safe_dict(self.options, 'v1contracts') if cachedContracts is not None: return cachedContracts request = { 'type': 'contracts', } response = self.v1GatewayGetQuery(self.extend(request, params)) data = self.safe_dict(response, 'data', {}) self.options['v1contracts'] = data return data def nonce(self): return self.milliseconds() - self.options['timeDifference'] def hash_message(self, message): return '0x' + self.hash(message, 'keccak', 'hex') def sign_hash(self, hash, privateKey): signature = self.ecdsa(hash[-64:], privateKey[-64:], 'secp256k1', None) r = signature['r'] s = signature['s'] v = self.int_to_base16(self.sum(27, signature['v'])) return '0x' + r.rjust(64, '0') + s.rjust(64, '0') + v def sign_message(self, message, privateKey): return self.sign_hash(self.hash_message(message), privateKey[-64:]) def build_sig(self, chainId, messageTypes, message, verifyingContractAddress=''): domain = { 'chainId': chainId, 'name': 'Vertex', 'verifyingContract': verifyingContractAddress, 'version': '0.0.1', } msg = self.eth_encode_structured_data(domain, messageTypes, message) signature = self.sign_message(msg, self.privateKey) return signature def build_create_order_sig(self, message, chainId, verifyingContractAddress): messageTypes = { 'Order': [ {'name': 'sender', 'type': 'bytes32'}, {'name': 'priceX18', 'type': 'int128'}, {'name': 'amount', 'type': 'int128'}, {'name': 'expiration', 'type': 'uint64'}, {'name': 'nonce', 'type': 'uint64'}, ], } return self.build_sig(chainId, messageTypes, message, verifyingContractAddress) def build_list_trigger_tx_sig(self, message, chainId, verifyingContractAddress): messageTypes = { 'ListTriggerOrders': [ {'name': 'sender', 'type': 'bytes32'}, {'name': 'recvTime', 'type': 'uint64'}, ], } return self.build_sig(chainId, messageTypes, message, verifyingContractAddress) def build_cancel_all_orders_sig(self, message, chainId, verifyingContractAddress): messageTypes = { 'CancellationProducts': [ {'name': 'sender', 'type': 'bytes32'}, {'name': 'productIds', 'type': 'uint32[]'}, {'name': 'nonce', 'type': 'uint64'}, ], } return self.build_sig(chainId, messageTypes, message, verifyingContractAddress) def build_cancel_orders_sig(self, message, chainId, verifyingContractAddress): messageTypes = { 'Cancellation': [ {'name': 'sender', 'type': 'bytes32'}, {'name': 'productIds', 'type': 'uint32[]'}, {'name': 'digests', 'type': 'bytes32[]'}, {'name': 'nonce', 'type': 'uint64'}, ], } return self.build_sig(chainId, messageTypes, message, verifyingContractAddress) def build_withdraw_sig(self, message, chainId, verifyingContractAddress): messageTypes = { 'WithdrawCollateral': [ {'name': 'sender', 'type': 'bytes32'}, {'name': 'productId', 'type': 'uint32'}, {'name': 'amount', 'type': 'uint128'}, {'name': 'nonce', 'type': 'uint64'}, ], } return self.build_sig(chainId, messageTypes, message, verifyingContractAddress) def convert_address_to_sender(self, address: str): sender = address + '64656661756c74' return sender.ljust(66, '0') def get_nonce(self, now, expiration): if now is None: now = self.nonce() # nonce = ((now + expiration) << 20) + 1000 # 1 << 20 = 1048576 return Precise.string_add(Precise.string_mul(Precise.string_add(self.number_to_string(now), self.number_to_string(expiration)), '1048576'), '1000') def get_expiration(self, now, timeInForce, postOnly, reduceOnly): expiration = Precise.string_add(self.number_to_string(now), '86400') if timeInForce == 'ioc': # 1 << 62 = 4611686018427387904 expiration = Precise.string_or(expiration, '4611686018427387904') elif timeInForce == 'fok': # 2 << 62 = 9223372036854775808 expiration = Precise.string_or(expiration, '9223372036854775808') elif postOnly: # 3 << 62 = 13835058055282163712 expiration = Precise.string_or(expiration, '13835058055282163712') if reduceOnly: # 1 << 61 = 2305843009213693952 expiration = Precise.string_or(expiration, '2305843009213693952') return expiration def get_amount(self, amount, side): amountString = self.number_to_string(amount) if side == 'sell': if amount > 0: # amount *= -1 amountString = Precise.string_mul(amountString, '-1') else: if amount < 0: # amount *= -1 amountString = Precise.string_mul(amountString, '-1') return amountString def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): """ create a trade order https://docs.vertexprotocol.com/developer-resources/api/gateway/executes/place-order https://docs.vertexprotocol.com/developer-resources/api/trigger/executes/place-order :param str symbol: unified symbol of the market to create an order in :param str type: 'market' or 'limit' :param str side: 'buy' or 'sell' :param float amount: how much of currency you want to trade in units of base currency :param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.timeInForce]: ioc, fok :param bool [params.postOnly]: True or False whether the order is post-only :param bool [params.reduceOnly]: True or False whether the order is reduce-only, only works for ioc and fok order :param float [params.triggerPrice]: The price at which a trigger order is triggered at :returns dict: an `order structure ` """ self.check_required_credentials() marketType = type.lower() isMarketOrder = marketType == 'market' if isMarketOrder and price is None: raise ArgumentsRequired(self.id + ' createOrder() requires a price argument for market order') self.load_markets() market = self.market(symbol) marketId = self.parse_to_int(market['id']) contracts = self.query_contracts() chainId = self.safe_string(contracts, 'chain_id') bookAddresses = self.safe_list(contracts, 'book_addrs', []) verifyingContractAddress = self.safe_string(bookAddresses, marketId) defaultTimeInForce = 'fok' if (isMarketOrder) else None timeInForce = self.safe_string_lower(params, 'timeInForce', defaultTimeInForce) postOnly = self.safe_bool(params, 'postOnly', False) reduceOnly = self.safe_bool(params, 'reduceOnly', False) triggerPrice = self.safe_string_2(params, 'triggerPrice', 'stopPrice') stopLossPrice = self.safe_string(params, 'stopLossPrice', triggerPrice) takeProfitPrice = self.safe_string(params, 'takeProfitPrice') isTrigger = (stopLossPrice or takeProfitPrice) now = self.nonce() nonce = self.get_nonce(now, 90000) if postOnly and reduceOnly: raise NotSupported(self.id + ' reduceOnly not supported when postOnly is enabled') expiration = self.get_expiration(now, timeInForce, postOnly, reduceOnly) if isTrigger: # 1 << 63 = 9223372036854775808 nonce = Precise.string_or(nonce, '9223372036854775808') amountString = self.get_amount(amount, side) order = { 'sender': self.convert_address_to_sender(self.walletAddress), 'priceX18': self.convert_to_x18(self.price_to_precision(symbol, price)), 'amount': self.convert_to_x18(self.amount_to_precision(symbol, amountString)), 'expiration': expiration, 'nonce': nonce, } request = { 'place_order': { 'product_id': marketId, 'order': { 'sender': order['sender'], 'priceX18': order['priceX18'], 'amount': order['amount'], 'expiration': self.number_to_string(order['expiration']), 'nonce': order['nonce'], }, 'signature': self.build_create_order_sig(order, chainId, verifyingContractAddress), 'id': self.safe_integer(self.options, 'brokerId', 5930043274845996), }, } params = self.omit(params, ['timeInForce', 'reduceOnly', 'postOnly', 'triggerPrice', 'stopPrice', 'stopLossPrice', 'takeProfitPrice']) response = None if isTrigger: trigger = {} if stopLossPrice is not None: trigger['last_price_below'] = self.convert_to_x18(stopLossPrice) elif takeProfitPrice is not None: trigger['last_price_above'] = self.convert_to_x18(takeProfitPrice) request['place_order']['trigger'] = trigger response = self.v1TriggerPostExecute(self.extend(request, params)) else: response = self.v1GatewayPostExecute(self.extend(request, params)) # # { # "status": "success", # "signature": {signature}, # "data": { # "digest": {order digest} # }, # "request_type": "execute_place_order" # "id": 100 # } # data = self.safe_dict(response, 'data', {}) return self.safe_order({ 'id': self.safe_string(data, 'digest'), }) def edit_order(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}): """ edit a trade order https://docs.vertexprotocol.com/developer-resources/api/gateway/executes/cancel-and-place :param str id: cancel order id :param str symbol: unified symbol of the market to create an order in :param str type: 'market' or 'limit' :param str side: 'buy' or 'sell' :param float amount: how much of currency you want to trade in units of base currency :param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.timeInForce]: ioc, fok :param bool [params.postOnly]: True or False whether the order is post-only :param bool [params.reduceOnly]: True or False whether the order is reduce-only, only works for ioc and fok order :param float [params.triggerPrice]: The price at which a trigger order is triggered at :returns dict: an `order structure ` """ self.check_required_credentials() marketType = type.lower() isMarketOrder = marketType == 'market' if isMarketOrder and price is None: raise ArgumentsRequired(self.id + ' editOrder() requires a price argument for market order') self.load_markets() market = self.market(symbol) marketId = self.parse_to_int(market['id']) defaultTimeInForce = 'fok' if (isMarketOrder) else None timeInForce = self.safe_string_lower(params, 'timeInForce', defaultTimeInForce) postOnly = self.safe_bool(params, 'postOnly', False) reduceOnly = self.safe_bool(params, 'reduceOnly', False) triggerPrice = self.safe_string_2(params, 'triggerPrice', 'stopPrice') stopLossPrice = self.safe_string(params, 'stopLossPrice', triggerPrice) takeProfitPrice = self.safe_string(params, 'takeProfitPrice') isTrigger = (stopLossPrice or takeProfitPrice) contracts = self.query_contracts() chainId = self.safe_string(contracts, 'chain_id') bookAddresses = self.safe_list(contracts, 'book_addrs', []) verifyingContractAddressOrder = self.safe_string(bookAddresses, marketId) verifyingContractAddressCancel = self.safe_string(contracts, 'endpoint_addr') now = self.nonce() nonce = self.get_nonce(now, 90000) sender = self.convert_address_to_sender(self.walletAddress) if postOnly and reduceOnly: raise NotSupported(self.id + ' reduceOnly not supported when postOnly is enabled') if isTrigger: raise NotSupported(self.id + ' editOrder() not supported for trigger order') expiration = self.get_expiration(now, timeInForce, postOnly, reduceOnly) amountString = self.get_amount(amount, side) order = { 'sender': sender, 'priceX18': self.convert_to_x18(self.price_to_precision(symbol, price)), 'amount': self.convert_to_x18(self.amount_to_precision(symbol, amountString)), 'expiration': expiration, 'nonce': nonce, } cancels = { 'sender': sender, 'productIds': [marketId], 'digests': [id], 'nonce': nonce, } request = { 'cancel_and_place': { 'cancel_tx': { 'sender': cancels['sender'], 'productIds': cancels['productIds'], 'digests': cancels['digests'], 'nonce': self.number_to_string(cancels['nonce']), }, 'cancel_signature': self.build_cancel_orders_sig(cancels, chainId, verifyingContractAddressCancel), 'place_order': { 'product_id': marketId, 'order': { 'sender': order['sender'], 'priceX18': order['priceX18'], 'amount': order['amount'], 'expiration': self.number_to_string(order['expiration']), 'nonce': order['nonce'], }, 'signature': self.build_create_order_sig(order, chainId, verifyingContractAddressOrder), 'id': self.safe_integer(self.options, 'brokerId', 5930043274845996), }, }, } params = self.omit(params, ['timeInForce', 'reduceOnly', 'postOnly', 'triggerPrice', 'stopPrice', 'stopLossPrice', 'takeProfitPrice']) response = self.v1GatewayPostExecute(self.extend(request, params)) # # { # "status": "success", # "signature": {signature}, # "data": { # "digest": {order digest} # }, # "request_type": "execute_cancel_and_place" # } # data = self.safe_dict(response, 'data', {}) return self.safe_order({ 'id': self.safe_string(data, 'digest'), }) def parse_order_status(self, status): if status is not None: statuses = { 'pending': 'open', } if isinstance(status, str): return self.safe_string(statuses, status, status) statusCancelled = self.safe_dict(status, 'cancelled') if statusCancelled is not None: return 'canceled' statusTriggered = self.safe_dict(status, 'triggered', {}) triggeredStatus = self.safe_string(statusTriggered, 'status', 'failure') if triggeredStatus == 'success': return 'closed' return 'canceled' return status def parse_order(self, order, market: Market = None) -> Order: # # { # "product_id": 1, # "sender": "0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43000000000000000000000000", # "price_x18": "1000000000000000000", # "amount": "1000000000000000000", # "expiration": "2000000000", # "nonce": "1", # "unfilled_amount": "1000000000000000000", # "digest": "0x0000000000000000000000000000000000000000000000000000000000000000", # "placed_at": 1681951347, # "order_type": "ioc" # } # stop order # { # "order": { # "order": { # "sender": "0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43000000000000000000000000", # "priceX18": "1000000000000000000", # "amount": "1000000000000000000", # "expiration": "2000000000", # "nonce": "1", # }, # "signature": "0x...", # "product_id": 1, # "spot_leverage": True, # "trigger": { # "price_above": "1000000000000000000" # }, # "digest": "0x..." # }, # "status": "pending", # "updated_at": 1688768157050 # } # marketId = self.safe_string(order, 'product_id') timestamp = self.safe_timestamp(order, 'placed_at') amount = self.safe_string(order, 'amount') price = self.safe_string(order, 'price_x18') remaining = self.safe_string(order, 'unfilled_amount') triggerPriceNum = None status = self.safe_value(order, 'status') if status is not None: # trigger order outerOrder = self.safe_dict(order, 'order', {}) innerOrder = self.safe_dict(outerOrder, 'order', {}) marketId = self.safe_string(outerOrder, 'product_id') amount = self.safe_string(innerOrder, 'amount') price = self.safe_string(innerOrder, 'priceX18') timestamp = self.safe_timestamp(order, 'updated_at') trigger = self.safe_dict(outerOrder, 'trigger', {}) triggerPrice = self.safe_string_n(trigger, ['price_above', 'price_below', 'last_price_above', 'last_price_below']) if triggerPrice is not None: triggerPriceNum = self.parse_to_numeric(self.convert_from_x18(triggerPrice)) market = self.safe_market(marketId, market) symbol = market['symbol'] priceNum = None if price is not None: priceNum = self.parse_to_numeric(self.convert_from_x18(price)) amountNum = None if amount is not None: amountNum = self.parse_to_numeric(self.convert_from_x18(amount)) remainingNum = None if remaining is not None: remainingNum = self.parse_to_numeric(self.convert_from_x18(remaining)) side = None if amountNum is not None and remainingNum is not None: side = 'sell' if (amountNum < 0 or remainingNum < 0) else 'buy' tif = self.parse_time_in_force(self.safe_string(order, 'order_type')) isPostOnly = (tif == 'PO') return self.safe_order({ 'info': order, 'id': self.safe_string(order, 'digest'), 'clientOrderId': None, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': None, 'lastUpdateTimestamp': None, 'symbol': symbol, 'type': None, 'timeInForce': tif, 'postOnly': isPostOnly, 'reduceOnly': None, 'side': side, 'price': priceNum, 'triggerPrice': triggerPriceNum, 'amount': amountNum, 'cost': None, 'average': None, 'filled': None, 'remaining': remainingNum, 'status': self.parse_order_status(status), 'fee': None, 'trades': None, }, market) def parse_time_in_force(self, timeInForce): timeInForces = { 'POST_ONLY': 'PO', } return self.safe_string_upper(timeInForces, timeInForce, timeInForce) def fetch_order(self, id: str, symbol: Str = None, params={}): """ fetches information on an order made by the user https://docs.vertexprotocol.com/developer-resources/api/gateway/queries/order :param str id: the order id :param str symbol: unified symbol of the market the order was made in :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: An `order structure ` """ self.load_markets() market = self.market(symbol) request = { 'type': 'order', 'product_id': self.parse_to_int(market['id']), 'digest': id, } response = self.v1GatewayGetQuery(self.extend(request, params)) # # { # "status": "success", # "data": { # "product_id": 1, # "sender": "0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43000000000000000000000000", # "price_x18": "1000000000000000000", # "amount": "1000000000000000000", # "expiration": "2000000000", # "nonce": "1", # "unfilled_amount": "1000000000000000000", # "digest": "0x0000000000000000000000000000000000000000000000000000000000000000", # "placed_at": 1681951347, # "order_type": "ioc" # }, # "request_type": "query_order", # } # data = self.safe_dict(response, 'data') return self.parse_order(data, market) def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetch all unfilled currently open orders https://docs.vertexprotocol.com/developer-resources/api/gateway/queries/orders https://docs.vertexprotocol.com/developer-resources/api/trigger/queries/list-trigger-orders :param str symbol: unified market symbol :param int [since]: the earliest time in ms to fetch open orders for :param int [limit]: the maximum number of open orders structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param boolean [params.trigger]: whether the order is a trigger/algo order :param str [params.user]: user address, will default to self.walletAddress if not provided :returns Order[]: a list of `order structures ` """ self.check_required_credentials() self.load_markets() userAddress = None userAddress, params = self.handle_public_address('fetchOpenOrders', params) request = {} market: Market = None trigger = self.safe_bool_2(params, 'stop', 'trigger') params = self.omit(params, ['stop', 'trigger']) if symbol is not None: market = self.market(symbol) request['product_id'] = self.parse_to_numeric(market['id']) response = None if trigger: contracts = self.query_contracts() chainId = self.safe_string(contracts, 'chain_id') verifyingContractAddress = self.safe_string(contracts, 'endpoint_addr') tx = { 'sender': self.convert_address_to_sender(userAddress), 'recvTime': self.nonce() + 90000, } request['signature'] = self.build_list_trigger_tx_sig(tx, chainId, verifyingContractAddress) request['tx'] = { 'sender': tx['sender'], 'recvTime': self.number_to_string(tx['recvTime']), } request['type'] = 'list_trigger_orders' request['pending'] = True until = self.safe_integer(params, 'until') params = self.omit(params, 'until') if until is not None: request['max_update_time'] = until if limit is not None: request['limit'] = limit response = self.v1TriggerPostQuery(self.extend(request, params)) # # { # "status": "success", # "data": { # "orders": [ # { # "order": { # "order": { # "sender": "0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43000000000000000000000000", # "priceX18": "1000000000000000000", # "amount": "1000000000000000000", # "expiration": "2000000000", # "nonce": "1", # }, # "signature": "0x...", # "product_id": 1, # "spot_leverage": True, # "trigger": { # "price_above": "1000000000000000000" # }, # "digest": "0x..." # }, # "status": "pending", # "updated_at": 1688768157050 # } # ] # }, # "request_type": "query_list_trigger_orders" # } # else: self.check_required_argument('fetchOpenOrders', symbol, 'symbol') request['type'] = 'subaccount_orders' request['sender'] = self.convert_address_to_sender(userAddress) response = self.v1GatewayPostQuery(self.extend(request, params)) # # { # "status": "success", # "data": { # "sender": "0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43000000000000000000000000", # "product_id": 1, # "orders": [ # { # "product_id": 2, # "sender": "0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43000000000000000000000000", # "price_x18": "1000000000000000000", # "amount": "1000000000000000000", # "expiration": "2000000000", # "nonce": "1", # "order_type": "default", # "unfilled_amount": "1000000000000000000", # "digest": "0x0000000000000000000000000000000000000000000000000000000000000000", # "placed_at": 1682437737, # "order_type": "ioc" # } # ] # }, # "request_type": "query_subaccount_orders" # } # data = self.safe_dict(response, 'data', {}) orders = self.safe_list(data, 'orders') return self.parse_orders(orders, market, since, limit) def fetch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetches information on multiple orders made by the user https://docs.vertexprotocol.com/developer-resources/api/trigger/queries/list-trigger-orders :param str symbol: unified market symbol :param int [since]: the earliest time in ms to fetch open orders for :param int [limit]: the maximum number of open orders structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param boolean [params.trigger]: whether the order is a trigger/algo order :param str [params.user]: user address, will default to self.walletAddress if not provided :returns Order[]: a list of `order structures ` """ self.check_required_credentials() trigger = self.safe_bool_2(params, 'stop', 'trigger') params = self.omit(params, ['stop', 'trigger']) if not trigger: raise NotSupported(self.id + ' fetchOrders only support trigger orders') userAddress = None userAddress, params = self.handle_public_address('fetchOrders', params) self.load_markets() market: Market = None request = { 'type': 'list_trigger_orders', 'pending': False, } if symbol is not None: market = self.market(symbol) request['product_id'] = self.parse_to_numeric(market['id']) contracts = self.query_contracts() chainId = self.safe_string(contracts, 'chain_id') verifyingContractAddress = self.safe_string(contracts, 'endpoint_addr') tx = { 'sender': self.convert_address_to_sender(userAddress), 'recvTime': self.nonce() + 90000, } request['signature'] = self.build_list_trigger_tx_sig(tx, chainId, verifyingContractAddress) request['tx'] = { 'sender': tx['sender'], 'recvTime': self.number_to_string(tx['recvTime']), } until = self.safe_integer(params, 'until') params = self.omit(params, 'until') if until is not None: request['max_update_time'] = until if limit is not None: request['limit'] = limit response = self.v1TriggerPostQuery(self.extend(request, params)) # # { # "status": "success", # "data": { # "orders": [ # { # "order": { # "order": { # "sender": "0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43000000000000000000000000", # "priceX18": "1000000000000000000", # "amount": "1000000000000000000", # "expiration": "2000000000", # "nonce": "1", # }, # "signature": "0x...", # "product_id": 1, # "spot_leverage": True, # "trigger": { # "price_above": "1000000000000000000" # }, # "digest": "0x..." # }, # "status": "pending", # "updated_at": 1688768157050 # } # ] # }, # "request_type": "query_list_trigger_orders" # } # data = self.safe_dict(response, 'data', {}) orders = self.safe_list(data, 'orders') return self.parse_orders(orders, market, since, limit) def cancel_all_orders(self, symbol: Str = None, params={}): """ https://docs.vertexprotocol.com/developer-resources/api/gateway/executes/cancel-product-orders https://docs.vertexprotocol.com/developer-resources/api/trigger/executes/cancel-product-orders cancel all open orders in a market :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :param boolean [params.trigger]: whether the order is a trigger/algo order :returns dict: an list of `order structures ` """ self.check_required_credentials() self.load_markets() if symbol is None: raise ArgumentsRequired(self.id + ' cancelAllOrders() requires a symbol argument') market = self.market(symbol) marketId = market['id'] contracts = self.query_contracts() chainId = self.safe_string(contracts, 'chain_id') verifyingContractAddress = self.safe_string(contracts, 'endpoint_addr') now = self.nonce() nonce = self.get_nonce(now, 90000) cancels = { 'sender': self.convert_address_to_sender(self.walletAddress), 'productIds': [ self.parse_to_numeric(marketId), ], 'nonce': nonce, } request = { 'cancel_product_orders': { 'tx': { 'sender': cancels['sender'], 'productIds': cancels['productIds'], 'nonce': self.number_to_string(cancels['nonce']), }, 'signature': self.build_cancel_all_orders_sig(cancels, chainId, verifyingContractAddress), }, } trigger = self.safe_bool_2(params, 'stop', 'trigger') params = self.omit(params, ['stop', 'trigger']) response = None if trigger: response = self.v1TriggerPostExecute(self.extend(request, params)) # # { # "status": "success", # "signature": {signature}, # "request_type": "execute_cancel_product_orders" # } # else: response = self.v1GatewayPostExecute(self.extend(request, params)) # # { # "status": "success", # "signature": {signature}, # "data": { # "cancelled_orders": [ # { # "product_id": 2, # "sender": "0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43746573743000000000000000", # "price_x18": "20000000000000000000000", # "amount": "-100000000000000000", # "expiration": "1686332748", # "order_type": "post_only", # "nonce": "1768248100142339392", # "unfilled_amount": "-100000000000000000", # "digest": "0x3195a7929feb8307edecf9c045j5ced68925108f0aa305f0ee5773854159377c", # "placed_at": 1686332708 # }, # ... # ] # }, # "request_type": "execute_cancel_product_orders" # } # return response def cancel_order(self, id: str, symbol: Str = None, params={}): """ cancels an open order https://docs.vertexprotocol.com/developer-resources/api/gateway/executes/cancel-orders https://docs.vertexprotocol.com/developer-resources/api/trigger/executes/cancel-orders :param str id: order id :param str symbol: unified symbol of the market the order was made in :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: An `order structure ` """ return self.cancel_orders([id], symbol, params) def cancel_orders(self, ids: List[str], symbol: Str = None, params={}): """ cancel multiple orders https://docs.vertexprotocol.com/developer-resources/api/gateway/executes/cancel-orders https://docs.vertexprotocol.com/developer-resources/api/trigger/executes/cancel-orders :param str[] ids: order ids :param str [symbol]: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an list of `order structures ` """ self.check_required_credentials() if symbol is None: raise ArgumentsRequired(self.id + ' cancelOrders() requires a symbol argument') self.load_markets() market = self.market(symbol) marketId = market['id'] contracts = self.query_contracts() chainId = self.safe_string(contracts, 'chain_id') verifyingContractAddress = self.safe_string(contracts, 'endpoint_addr') now = self.nonce() nonce = self.get_nonce(now, 90000) cancels = { 'sender': self.convert_address_to_sender(self.walletAddress), 'productIds': [], 'digests': ids, 'nonce': nonce, } productIds = cancels['productIds'] marketIdNum = self.parse_to_numeric(marketId) for i in range(0, len(ids)): productIds.append(marketIdNum) request = { 'cancel_orders': { 'tx': { 'sender': cancels['sender'], 'productIds': productIds, 'digests': cancels['digests'], 'nonce': self.number_to_string(cancels['nonce']), }, 'signature': self.build_cancel_orders_sig(cancels, chainId, verifyingContractAddress), }, } trigger = self.safe_bool_2(params, 'stop', 'trigger') params = self.omit(params, ['stop', 'trigger']) response = None if trigger: response = self.v1TriggerPostExecute(self.extend(request, params)) # # { # "status": "success", # "signature": {signature}, # "request_type": "execute_cancel_orders" # } # else: response = self.v1GatewayPostExecute(self.extend(request, params)) # # { # "status": "success", # "signature": {signature}, # "data": { # "cancelled_orders": [ # { # "product_id": 2, # "sender": "0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43746573743000000000000000", # "price_x18": "20000000000000000000000", # "amount": "-100000000000000000", # "expiration": "1686332748", # "order_type": "post_only", # "nonce": "1768248100142339392", # "unfilled_amount": "-100000000000000000", # "digest": "0x3195a7929feb8307edecf9c045j5ced68925108f0aa305f0ee5773854159377c", # "placed_at": 1686332708 # }, # ... # ] # }, # "request_type": "execute_cancel_orders" # } # return response def fetch_balance(self, params={}) -> Balances: """ query for balance and get the amount of funds available for trading or funds locked in orders https://docs.vertexprotocol.com/developer-resources/api/gateway/queries/subaccount-info :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.user]: user address, will default to self.walletAddress if not provided :returns dict: a `balance structure ` """ userAddress = None userAddress, params = self.handle_public_address('fetchBalance', params) request = { 'type': 'subaccount_info', 'subaccount': self.convert_address_to_sender(userAddress), } response = self.v1GatewayGetQuery(self.extend(request, params)) # # { # "status": "success", # "data": { # "subaccount": "0x265167ddfac55365d6ff07fc5943276319aa6b9f64656661756c740000000000", # "exists": True, # "healths": [ # { # "assets": "75323297691833342306", # "liabilities": "46329556869051092241", # "health": "28993740822782250065" # }, # { # "assets": "75323297691833342306", # "liabilities": "35968911700887320741", # "health": "39354385990946021565" # }, # { # "assets": "80796966663601107565", # "liabilities": "0", # "health": "80796966663601107565" # } # ], # "health_contributions": [ # [ # "75323297691833340000", # "75323297691833340000", # "75323297691833340000" # ], # [ # "0", # "0", # "0" # ], # [ # "0", # "0", # "0" # ], # [ # "0", # "0", # "0" # ], # [ # "-46329556869051090000", # "-35968911700887323000", # "5473668971767765000" # ] # ], # "spot_count": 3, # "perp_count": 2, # "spot_balances": [ # { # "product_id": 1, # "lp_balance": { # "amount": "0" # }, # "balance": { # "amount": "0", # "last_cumulative_multiplier_x18": "1003419811982007193" # } # }, # { # "product_id": 3, # "lp_balance": { # "amount": "0" # }, # "balance": { # "amount": "0", # "last_cumulative_multiplier_x18": "1007584195035969404" # } # }, # { # "product_id": 0, # "lp_balance": { # "amount": "0" # }, # "balance": { # "amount": "75323297691833342306", # "last_cumulative_multiplier_x18": "1000000002391497578" # } # } # ], # "perp_balances": [ # { # "product_id": 2, # "lp_balance": { # "amount": "0", # "last_cumulative_funding_x18": "-284321955122859921" # }, # "balance": { # "amount": "0", # "v_quote_balance": "0", # "last_cumulative_funding_x18": "6363466629611946777168" # } # }, # { # "product_id": 4, # "lp_balance": { # "amount": "0", # "last_cumulative_funding_x18": "-90979748449893411" # }, # "balance": { # "amount": "-200000000000000000", # "v_quote_balance": "419899475698318625259", # "last_cumulative_funding_x18": "141182516563970577208" # } # } # ], # "spot_products": [ # { # "product_id": 1, # "oracle_price_x18": "30217830336443750750000", # "risk": { # "long_weight_initial_x18": "750000000000000000", # "short_weight_initial_x18": "1250000000000000000", # "long_weight_maintenance_x18": "800000000000000000", # "short_weight_maintenance_x18": "1200000000000000000", # "large_position_penalty_x18": "0" # }, # "config": { # "token": "0x5cc7c91690b2cbaee19a513473d73403e13fb431", # "interest_inflection_util_x18": "800000000000000000", # "interest_floor_x18": "10000000000000000", # "interest_small_cap_x18": "40000000000000000", # "interest_large_cap_x18": "1000000000000000000" # }, # "state": { # "cumulative_deposits_multiplier_x18": "1001304691727847318", # "cumulative_borrows_multiplier_x18": "1003419811982007193", # "total_deposits_normalized": "213107447159798397806318", # "total_borrows_normalized": "4907820740150097483532" # }, # "lp_state": { # "supply": "1304981417419495030893348", # "quote": { # "amount": "2048495687410669565222259", # "last_cumulative_multiplier_x18": "1000000002391497578" # }, # "base": { # "amount": "67623029247538886515", # "last_cumulative_multiplier_x18": "1001304691727847318" # } # }, # "book_info": { # "size_increment": "1000000000000000", # "price_increment_x18": "1000000000000000000", # "min_size": "10000000000000000", # "collected_fees": "8865582805773573662738183", # "lp_spread_x18": "3000000000000000" # } # }, # { # "product_id": 3, # "oracle_price_x18": "2075217009708333333333", # "risk": { # "long_weight_initial_x18": "750000000000000000", # "short_weight_initial_x18": "1250000000000000000", # "long_weight_maintenance_x18": "800000000000000000", # "short_weight_maintenance_x18": "1200000000000000000", # "large_position_penalty_x18": "0" # }, # "config": { # "token": "0xcc59686e3a32fb104c8ff84dd895676265efb8a6", # "interest_inflection_util_x18": "800000000000000000", # "interest_floor_x18": "10000000000000000", # "interest_small_cap_x18": "40000000000000000", # "interest_large_cap_x18": "1000000000000000000" # }, # "state": { # "cumulative_deposits_multiplier_x18": "1003722507760089346", # "cumulative_borrows_multiplier_x18": "1007584195035969404", # "total_deposits_normalized": "232750303205807326418622", # "total_borrows_normalized": "110730726549469855171025" # }, # "lp_state": { # "supply": "902924999999999999774268", # "quote": { # "amount": "1165328092090344104989049", # "last_cumulative_multiplier_x18": "1000000002391497578" # }, # "base": { # "amount": "563265647183403990588", # "last_cumulative_multiplier_x18": "1003722507760089346" # } # }, # "book_info": { # "size_increment": "10000000000000000", # "price_increment_x18": "100000000000000000", # "min_size": "100000000000000000", # "collected_fees": "1801521329724633001446457", # "lp_spread_x18": "3000000000000000" # } # }, # { # "product_id": 0, # "oracle_price_x18": "1000000000000000000", # "risk": { # "long_weight_initial_x18": "1000000000000000000", # "short_weight_initial_x18": "1000000000000000000", # "long_weight_maintenance_x18": "1000000000000000000", # "short_weight_maintenance_x18": "1000000000000000000", # "large_position_penalty_x18": "0" # }, # "config": { # "token": "0x179522635726710dd7d2035a81d856de4aa7836c", # "interest_inflection_util_x18": "800000000000000000", # "interest_floor_x18": "10000000000000000", # "interest_small_cap_x18": "40000000000000000", # "interest_large_cap_x18": "1000000000000000000" # }, # "state": { # "cumulative_deposits_multiplier_x18": "1000000002391497578", # "cumulative_borrows_multiplier_x18": "1001593395547514024", # "total_deposits_normalized": "60000256267437588885818752247843", # "total_borrows_normalized": "391445043137305055810336885" # }, # "lp_state": { # "supply": "0", # "quote": { # "amount": "0", # "last_cumulative_multiplier_x18": "0" # }, # "base": { # "amount": "0", # "last_cumulative_multiplier_x18": "0" # } # }, # "book_info": { # "size_increment": "0", # "price_increment_x18": "0", # "min_size": "0", # "collected_fees": "0", # "lp_spread_x18": "0" # } # } # ], # "perp_products": [ # { # "product_id": 2, # "oracle_price_x18": "30219079716463070000000", # "risk": { # "long_weight_initial_x18": "875000000000000000", # "short_weight_initial_x18": "1125000000000000000", # "long_weight_maintenance_x18": "900000000000000000", # "short_weight_maintenance_x18": "1100000000000000000", # "large_position_penalty_x18": "0" # }, # "state": { # "cumulative_funding_long_x18": "6363466629611946777168", # "cumulative_funding_short_x18": "6363466629611946777168", # "available_settle": "100612314098927536086702448", # "open_interest": "57975708279961875623240" # }, # "lp_state": { # "supply": "783207415944433511804197", # "last_cumulative_funding_x18": "6363466629611946777168", # "cumulative_funding_per_lp_x18": "-284321955122859921", # "base": "37321000000000000000", # "quote": "1150991638943862165224593" # }, # "book_info": { # "size_increment": "1000000000000000", # "price_increment_x18": "1000000000000000000", # "min_size": "10000000000000000", # "collected_fees": "7738341933653651206856235", # "lp_spread_x18": "3000000000000000" # } # }, # { # "product_id": 4, # "oracle_price_x18": "2072129033632754300000", # "risk": { # "long_weight_initial_x18": "875000000000000000", # "short_weight_initial_x18": "1125000000000000000", # "long_weight_maintenance_x18": "900000000000000000", # "short_weight_maintenance_x18": "1100000000000000000", # "large_position_penalty_x18": "0" # }, # "state": { # "cumulative_funding_long_x18": "141182516563970577208", # "cumulative_funding_short_x18": "141182516563970577208", # "available_settle": "33807443862986950288685582", # "open_interest": "316343836992291503987611" # }, # "lp_state": { # "supply": "541756546038144467864559", # "last_cumulative_funding_x18": "141182516563970577208", # "cumulative_funding_per_lp_x18": "-90979748449893411", # "base": "362320000000000000000", # "quote": "750080187685127907834038" # }, # "book_info": { # "size_increment": "10000000000000000", # "price_increment_x18": "100000000000000000", # "min_size": "100000000000000000", # "collected_fees": "1893278317732551619694831", # "lp_spread_x18": "3000000000000000" # } # } # ] # }, # "request_type": "query_subaccount_info" # } # data = self.safe_dict(response, 'data', {}) balances = self.safe_list(data, 'spot_balances', []) result = {'info': response} for i in range(0, len(balances)): balance = balances[i] marketId = self.safe_string(balance, 'product_id') market = self.safe_market(marketId) isUsdcMarketId = marketId == '0' if market['id'] is None and not isUsdcMarketId: continue baseId = 'USDC' if (isUsdcMarketId) else self.safe_string(market, 'baseId') code = self.safe_currency_code(baseId) account = self.account() tokenBalance = self.safe_dict(balance, 'balance', {}) total = self.convert_from_x18(self.safe_string(tokenBalance, 'amount')) account['total'] = total result[code] = account return self.safe_balance(result) def parse_position(self, position, market: Market = None): # # { # "product_id": 2, # "lp_balance": { # "amount": "0", # "last_cumulative_funding_x18": "-284321955122859921" # }, # "balance": { # "amount": "0", # "v_quote_balance": "0", # "last_cumulative_funding_x18": "6363466629611946777168" # } # }, # { # "product_id": 4, # "lp_balance": { # "amount": "0", # "last_cumulative_funding_x18": "-90979748449893411" # }, # "balance": { # "amount": "-200000000000000000", # "v_quote_balance": "419899475698318625259", # "last_cumulative_funding_x18": "141182516563970577208" # } # } # marketId = self.safe_string(position, 'product_id') market = self.safe_market(marketId) balance = self.safe_dict(position, 'balance', {}) contractSize = self.convert_from_x18(self.safe_string(balance, 'amount')) side = 'buy' if Precise.string_lt(contractSize, '1'): side = 'sell' return self.safe_position({ 'info': position, 'id': None, 'symbol': self.safe_string(market, 'symbol'), 'timestamp': None, 'datetime': None, 'lastUpdateTimestamp': None, 'initialMargin': None, 'initialMarginPercentage': None, 'maintenanceMargin': None, 'maintenanceMarginPercentage': None, 'entryPrice': None, 'notional': None, 'leverage': None, 'unrealizedPnl': None, 'contracts': None, 'contractSize': self.parse_to_numeric(contractSize), 'marginRatio': None, 'liquidationPrice': None, 'markPrice': None, 'lastPrice': None, 'collateral': None, 'marginMode': 'cross', 'marginType': None, 'side': side, 'percentage': None, 'hedged': None, 'stopLossPrice': None, 'takeProfitPrice': None, }) def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]: """ fetch all open positions https://docs.vertexprotocol.com/developer-resources/api/gateway/queries/subaccount-info :param str[] [symbols]: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.user]: user address, will default to self.walletAddress if not provided :returns dict[]: a list of `position structure ` """ userAddress = None userAddress, params = self.handle_public_address('fetchPositions', params) request = { 'type': 'subaccount_info', 'subaccount': self.convert_address_to_sender(userAddress), } response = self.v1GatewayGetQuery(self.extend(request, params)) # the response is the same data = self.safe_dict(response, 'data', {}) positions = self.safe_list(data, 'perp_balances', []) symbols = self.market_symbols(symbols) result = [] for i in range(0, len(positions)): position = self.extend(self.parse_position(positions[i], None), params) if position['contractSize'] == 0: continue result.append(position) return self.filter_by_array_positions(result, 'symbol', symbols, False) def query_nonces(self): request = { 'type': 'nonces', 'address': self.walletAddress, } response = self.v1GatewayGetQuery(request) # # { # "status":"success", # "data":{ # "tx_nonce": 0, # "order_nonce": 1753048133299863552 # }, # "request_type": "query_nonces", # } # return self.safe_dict(response, 'data', {}) def withdraw(self, code: str, amount: float, address: str, tag=None, params={}) -> Transaction: """ make a withdrawal https://docs.vertexprotocol.com/developer-resources/api/withdrawing-on-chain :param str code: unified currency code :param float amount: the amount to withdraw :param str address: the address to withdraw to :param str tag: :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `transaction structure ` """ self.check_required_credentials() self.load_markets() currency = self.currency(code) contracts = self.query_contracts() chainId = self.safe_string(contracts, 'chain_id') verifyingContractAddress = self.safe_string(contracts, 'endpoint_addr') nonces = self.query_nonces() nonce = self.safe_number(nonces, 'tx_nonce') withdraw = { 'sender': self.convert_address_to_sender(self.walletAddress), 'productId': self.parse_to_numeric(currency['id']), 'amount': str(amount), 'nonce': nonce, } request = { 'withdraw_collateral': { 'tx': { 'sender': withdraw['sender'], 'productId': withdraw['productId'], 'amount': withdraw['amount'], 'nonce': self.number_to_string(withdraw['nonce']), }, 'signature': self.build_withdraw_sig(withdraw, chainId, verifyingContractAddress), }, } response = self.v1GatewayPostExecute(self.extend(request, params)) # # { # "status": "success", # "signature": {signature}, # "request_type": "execute_withdraw_collateral" # } # transaction = self.parse_transaction(response, currency) return self.extend(transaction, { 'amount': amount, 'address': address, }) def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction: # # { # "status": "success", # "signature": {signature}, # "request_type": "execute_withdraw_collateral" # } # code = None if currency is not None: code = currency['code'] return { 'info': transaction, 'id': None, 'txid': None, 'timestamp': None, 'datetime': None, 'addressFrom': None, 'address': None, 'addressTo': None, 'tagFrom': None, 'tag': None, 'tagTo': None, 'type': 'withdrawal', 'amount': None, 'currency': code, 'status': self.parse_transaction_status(self.safe_string(transaction, 'status')), 'updated': None, 'network': None, 'comment': None, 'internal': None, 'fee': None, } def parse_transaction_status(self, status: Str): statuses: dict = { 'success': 'ok', } return self.safe_string(statuses, status, status) def handle_public_address(self, methodName: str, params: dict): userAux = None userAux, params = self.handle_option_and_params(params, methodName, 'user') user = userAux user, params = self.handle_option_and_params(params, methodName, 'address', userAux) if (user is not None) and (user != ''): return [user, params] if (self.walletAddress is not None) and (self.walletAddress != ''): return [self.walletAddress, params] raise ArgumentsRequired(self.id + ' ' + methodName + '() requires a user parameter inside \'params\' or the wallet address set') def handle_errors(self, code, reason, url, method, headers, body, response, requestHeaders, requestBody): if not response: return None # fallback to default error handler # # status = self.safe_string(response, 'status', '') if status == 'failure': message = self.safe_string(response, 'error') feedback = self.id + ' ' + body errorCode = self.safe_string(response, 'error_code') self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback) self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback) raise ExchangeError(feedback) return None def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): version = self.safe_string(api, 0) type = self.safe_string(api, 1) url = self.implode_hostname(self.urls['api'][version][type]) if version != 'v1' or type != 'archive': url = url + '/' + path if method == 'POST': headers = { 'Content-Type': 'application/json', } body = self.json(params) else: if params: url += '?' + self.urlencode(params) if path != 'execute': # required encoding for public methods if headers is not None: headers['Accept-Encoding'] = 'gzip' else: headers = { 'Accept-Encoding': 'gzip', } return {'url': url, 'method': method, 'body': body, 'headers': headers}