# -*- 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.bullish import ImplicitAPI import hashlib from ccxt.base.types import Account, Any, Balances, Bool, Currencies, Currency, DepositAddress, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, OpenInterest, Trade, Transaction, FundingRateHistory, TransferEntry from typing import List from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError from ccxt.base.errors import PermissionDenied from ccxt.base.errors import ArgumentsRequired from ccxt.base.errors import BadRequest from ccxt.base.errors import BadSymbol from ccxt.base.errors import OperationRejected from ccxt.base.errors import MarketClosed from ccxt.base.errors import InsufficientFunds from ccxt.base.errors import InvalidAddress from ccxt.base.errors import InvalidOrder from ccxt.base.errors import OrderNotFound from ccxt.base.errors import OrderNotFillable from ccxt.base.errors import DuplicateOrderId from ccxt.base.errors import NotSupported from ccxt.base.errors import RateLimitExceeded from ccxt.base.errors import InvalidNonce from ccxt.base.decimal_to_precision import TICK_SIZE class bullish(Exchange, ImplicitAPI): def describe(self) -> Any: return self.deep_extend(super(bullish, self).describe(), { 'id': 'bullish', 'name': 'Bullish', 'countries': ['DE'], 'version': 'v3', 'rateLimit': 20, # 50 requests per second 'pro': True, 'has': { 'CORS': None, 'spot': True, 'margin': False, 'swap': False, 'future': False, 'option': False, 'addMargin': False, 'borrowMargin': False, 'cancelAllOrders': True, 'cancelOrder': True, 'cancelOrders': False, 'createDepositAddress': False, 'createLimitBuyOrder': True, 'createLimitOrder': True, 'createLimitSellOrder': True, 'createMarketBuyOrder': True, 'createMarketOrder': True, 'createMarketSellOrder': True, 'createOrder': True, 'createPostOnlyOrder': True, 'createTriggerOrder': True, 'deposit': False, 'editOrder': True, 'fetchAccounts': True, 'fetchBalance': True, 'fetchBidsAsks': False, 'fetchBorrowInterest': False, 'fetchBorrowRateHistories': False, 'fetchBorrowRateHistory': True, 'fetchCanceledAndClosedOrders': True, 'fetchCanceledOrders': True, 'fetchClosedOrder': False, 'fetchClosedOrders': True, 'fetchCrossBorrowRate': False, 'fetchCrossBorrowRates': False, 'fetchCurrencies': True, 'fetchDeposit': False, 'fetchDepositAddress': True, 'fetchDepositAddresses': False, 'fetchDepositAddressesByNetwork': False, 'fetchDeposits': False, 'fetchDepositsWithdrawals': True, 'fetchDepositWithdrawFee': False, 'fetchDepositWithdrawFees': False, 'fetchFundingHistory': False, 'fetchFundingRate': False, 'fetchFundingRateHistory': True, 'fetchFundingRates': False, 'fetchIndexOHLCV': False, 'fetchIsolatedBorrowRate': False, 'fetchIsolatedBorrowRates': False, 'fetchL3OrderBook': False, 'fetchLedger': False, 'fetchLeverage': False, 'fetchLeverageTiers': False, 'fetchMarketLeverageTiers': False, 'fetchMarkets': True, 'fetchMarkOHLCV': False, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenInterest': True, 'fetchOpenInterestHistory': False, 'fetchOpenInterests': False, 'fetchOpenOrder': False, 'fetchOpenOrders': True, 'fetchOrder': True, 'fetchOrderBook': True, 'fetchOrderBooks': False, 'fetchOrders': True, 'fetchOrderTrades': True, 'fetchPosition': False, 'fetchPositionHistory': False, 'fetchPositionMode': False, 'fetchPositions': True, 'fetchPositionsForSymbol': False, 'fetchPositionsHistory': False, 'fetchPositionsRisk': False, 'fetchPremiumIndexOHLCV': False, 'fetchStatus': False, 'fetchTicker': True, 'fetchTickers': False, 'fetchTime': True, 'fetchTrades': True, 'fetchTradingFee': False, 'fetchTradingFees': False, 'fetchTradingLimits': False, 'fetchTransactionFee': False, 'fetchTransactionFees': False, 'fetchTransactions': False, 'fetchTransfers': True, 'fetchWithdrawal': False, 'fetchWithdrawals': False, 'fetchWithdrawalWhitelist': False, 'reduceMargin': False, 'repayMargin': False, 'setLeverage': False, 'setMargin': False, 'setMarginMode': False, 'setPositionMode': False, 'signIn': True, 'transfer': True, 'withdraw': True, 'ws': True, }, 'timeframes': { '1m': '1m', '5m': '5m', '30m': '30m', '1h': '1h', '6h': '6h', '12h': '12h', '1d': '1d', }, 'urls': { 'logo': 'https://github.com/user-attachments/assets/68f0686b-84f0-4da9-a751-f7089af3a9ed', 'api': { 'public': 'https://api.exchange.bullish.com/trading-api', 'private': 'https://api.exchange.bullish.com/trading-api', }, 'test': { 'public': 'https://api.simnext.bullish-test.com/trading-api', 'private': 'https://api.simnext.bullish-test.com/trading-api', }, 'www': 'https://bullish.com/', 'referral': '', 'doc': [ 'https://api.exchange.bullish.com/docs/api/rest/', ], }, 'api': { 'public': { 'get': { 'v1/nonce': 1, 'v1/time': 1, 'v1/assets': 1, 'v1/assets/{symbol}': 1, 'v1/markets': 1, 'v1/markets/{symbol}': 1, 'v1/history/markets/{symbol}': 1, 'v1/markets/{symbol}/orderbook/hybrid': 1, 'v1/markets/{symbol}/trades': 1, 'v1/markets/{symbol}/tick': 1, 'v1/markets/{symbol}/candle': 1, 'v1/history/markets/{symbol}/trades': 1, 'v1/history/markets/{symbol}/funding-rate': 1, 'v1/index-prices': 1, 'v1/index-prices/{assetSymbol}': 1, 'v1/expiry-prices/{symbol}': 1, 'v1/option-ladder': 1, 'v1/option-ladder/{symbol}': 1, }, }, 'private': { 'get': { 'v2/orders': 1, 'v2/history/orders': 1, 'v2/orders/{orderId}': 1, 'v2/amm-instructions': 1, 'v2/amm-instructions/{instructionId}': 1, 'v1/wallets/transactions': 1, 'v1/wallets/limits/{symbol}': 1, 'v1/wallets/deposit-instructions/crypto/{symbol}': 1, 'v1/wallets/withdrawal-instructions/crypto/{symbol}': 1, 'v1/wallets/deposit-instructions/fiat/{symbol}': 1, 'v1/wallets/withdrawal-instructions/fiat/{symbol}': 1, 'v1/wallets/self-hosted/verification-attempts': 1, 'v1/trades': 5, 'v1/history/trades': 5, 'v1/trades/{tradeId}': 5, 'v1/trades/client-order-id/{clientOrderId}': 1, 'v1/accounts/asset': 1, 'v1/accounts/asset/{symbol}': 1, 'v1/users/logout': 1, 'v1/users/hmac/login': 1, 'v1/accounts/trading-accounts': 1, 'v1/accounts/trading-accounts/{tradingAccountId}': 1, 'v1/derivatives-positions': 1, 'v1/history/derivatives-settlement': 1, 'v1/history/transfer': 1, 'v1/history/borrow-interest': 1, 'v2/mmp-configuration': 1, 'v2/otc-trades': 1, 'v2/otc-trades/{otcTradeId}': 1, 'v2/otc-trades/unconfirmed-trade': 1, }, 'post': { 'v2/orders': 5, 'v2/command': 5, 'v2/amm-instructions': 1, 'v1/wallets/withdrawal': 1, 'v2/users/login': 1, 'v1/simulate-portfolio-margin': 1, 'v1/wallets/self-hosted/initiate': 1, 'v2/mmp-configuration': 1, 'v2/otc-trades': 1, 'v2/otc-command': 1, }, }, }, 'fees': { 'trading': { 'tierBased': False, 'percentage': True, # todo check fees 'taker': self.parse_number('0.001'), 'maker': self.parse_number('0.001'), }, }, 'precisionMode': TICK_SIZE, # exchange-specific options 'options': { 'timeDifference': 0, # the difference between system clock and Binance clock 'adjustForTimeDifference': False, # controls the adjustment logic upon instantiation 'networks': { 'BTC': 'BTC', 'EOS': 'EOS', 'ERC20': 'ETH', }, 'defaultNetwork': 'ERC20', 'defaultNetworks': { 'USDC': 'ERC20', }, 'tradingAccountId': None, }, 'features': { 'default': { 'sandbox': True, 'createOrder': { 'marginMode': False, 'triggerPrice': True, 'triggerPriceType': None, 'triggerDirection': False, 'stopLossPrice': False, 'takeProfitPrice': False, 'attachedStopLossTakeProfit': None, 'timeInForce': { 'IOC': True, 'FOK': True, 'PO': True, 'GTD': False, }, 'hedged': False, 'trailing': False, 'leverage': False, 'marketBuyByCost': False, 'marketBuyRequiresPrice': False, 'selfTradePrevention': False, 'iceberg': False, }, 'createOrders': None, 'fetchMyTrades': { 'marginMode': False, 'limit': 100, 'daysBack': 90, 'symbolRequired': False, 'untilDays': 90, }, 'fetchOrder': { 'marginMode': False, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOrders': { 'marginMode': False, 'limit': 100, 'daysBack': 90, 'untilDays': 90, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOpenOrders': { 'marginMode': False, 'limit': 100, 'daysBack': 90, 'untilDays': 90, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchCanceledAndClosedOrders': { 'marginMode': False, 'limit': 100, 'daysBack': 90, 'untilDays': 90, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchClosedOrders': { 'marginMode': False, 'limit': 100, 'daysBack': 1, 'daysBackCanceled': 1, 'untilDays': 1, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchCanceledOrders': { 'marginMode': False, 'limit': 100, 'daysBack': 1, 'untilDays': 1, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOHLCV': { 'limit': 1000, }, }, 'spot': { 'extends': 'default', }, 'swap': { 'linear': { 'extends': 'default', }, 'inverse': None, }, 'future': { 'linear': { 'extends': 'default', }, 'inverse': None, }, }, 'exceptions': { 'exact': { '1': BadRequest, # Unknown symbol '5': InvalidOrder, # Unknown order '6': DuplicateOrderId, # Duplicate order '13': BadRequest, # Incorrect quantity '15': BadRequest, # Invalid account '18': BadRequest, # Invalid price '1002': BadRequest, # Unable to place request '2001': BadRequest, # Bad incoming request '2002': BadRequest, # Invalid user's client id '2003': BadRequest, # Invalid handle '2004': BadRequest, # Invalid quantity '2005': ExchangeError, # Unknown error '2006': BadRequest, # Invalid account type, # account must be spot '2007': BadRequest, # Account already exist '2008': BadRequest, # Invalid side, # side must me from buy or sell '2009': BadSymbol, # Invalid market '2010': AuthenticationError, # Account doesn't exist '2011': AuthenticationError, # Account types are different '2012': BadRequest, # Invalid price '2013': InvalidOrder, # Invalid order type, # type must be from limit, # market, # stop-limit '2015': OperationRejected, # Exceeded maximum amount of allowed open margin orders '2016': BadRequest, # Unknown request type '2017': BadRequest, # Invalid order id '2018': BadRequest, # Unknown time in force option '2020': PermissionDenied, # Margin trading is not allowed '2021': OperationRejected, # Exceeded maximum amount of allowed open spot orders '2029': InvalidNonce, # Invalid request id '2035': InvalidNonce, # Invalid nonce '3001': InsufficientFunds, # Account doesn't have sufficient balance '3002': OrderNotFound, # Order is not found '3003': PermissionDenied, # Borrowing is unavailable '3004': InsufficientFunds, # Unable to adjust balance '3005': InsufficientFunds, # Insufficient balance '3006': InsufficientFunds, # Insufficient collateral '3007': DuplicateOrderId, # Duplicated order id '3031': BadRequest, # Price is out of range '3032': BadRequest, # Order is either closed or rejected '3033': PermissionDenied, # Leverage increase not permitted '3034': RateLimitExceeded, # Rate limit exceeded '3035': RateLimitExceeded, # Global rate limit exceeded '3047': OperationRejected, # Leverage increase not permitted '3048': OperationRejected, # Reached max borrowing '3049': OperationRejected, # No more open loans available '3051': InsufficientFunds, # Insufficient iou balance '3052': InsufficientFunds, # Insufficient uoi balance '3063': BadRequest, # Missing request id '3064': OrderNotFillable, # Incoming order failed to make or take '3065': MarketClosed, # Market open interest limit exceeded '3066': ExchangeError, # Account concentration limit exceeded '3067': MarketClosed, # MarketClosed '6007': InvalidOrder, # Self cross prevention '6011': InvalidOrder, # Self cross prevention amend '6012': InvalidOrder, # Stop limit amend '6013': InvalidOrder, # Partially filled '8301': ExchangeError, # Unexpected Error '8305': ExchangeError, # Withdraw assertion failed '8306': ExchangeError, # Custody bad user '8307': ExchangeError, # Unexpected withdraw exception '8310': InvalidAddress, # Cannot find withdrawal destination '8311': BadRequest, # Missing fields in withdraw '8313': BadRequest, # Unsupported coin '8315': OperationRejected, # Crypto deposit not found '8316': OperationRejected, # Unable to allocate deposit address '8317': OperationRejected, # Swift code is on the restricted list '8318': NotSupported, # Unsupported operation '8319': NotSupported, # Custody operation has been disabled '8320': InvalidAddress, # Address failed validation '8322': BadRequest, # Bad withdrawal amount '8327': AuthenticationError, # Invalid Login '8329': ExchangeError, # Unexpected destination exception '8331': InvalidAddress, # Invalid Destination '8332': BadRequest, # Bad network specified '8333': BadRequest, # Bad symbol specified '8334': BadRequest, # Bad authentication type '8335': InvalidAddress, # Withdrawal destination does not belong to user '8336': InvalidAddress, # Withdrawal destination not whitelisted '8399': ExchangeError, # Unknown error }, 'broad': { 'HttpInvalidParameterException': BadRequest, 'UNAUTHORIZED_COMMAND': AuthenticationError, # {"message":"Unauthorized to execute command","raw":null,"errorCode":6105,"errorCodeName":"UNAUTHORIZED_COMMAND"} 'QUERY_FILTER_ERROR': BadRequest, # {"message":"Field 'settlementDatetime' cannot be filtered","errorCode":23001,"errorCodeName":"QUERY_FILTER_ERROR"} 'INVALID_SYMBOL': BadSymbol, # {"message":"Invalid symbol provided","errorCode":28004,"errorCodeName":"INVALID_SYMBOL"} }, }, }) def fetch_time(self, params={}) -> Int: """ fetches the current integer timestamp in milliseconds from the exchange server https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#tag--time :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.publicGetV1Time(params) # # { # "datetime": "2025-05-05T20:05:50.999Z", # "timestamp": 1746475550999 # } # return self.safe_integer(response, 'timestamp') def fetch_currencies(self, params={}) -> Currencies: """ fetches all available currencies on an exchange https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/assets :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an associative dictionary of currencies """ response = self.publicGetV1Assets(params) # # [ # { # "assetId": "72", # "symbol": "BTT1M", # "name": "BitTorrent(millions)", # "precision": "5", # "minBalanceInterest": "0.00000", # "apr": "10.00", # "minFee": "0.00000", # "maxBorrow": "0.00000", # "totalOfferedLoanQuantity": "0.00000", # "loanBorrowedQuantity": "0.00000", # "collateralBands": # [ # { # "collateralPercentage": "90.00", # "bandLimitUSD": "100000.0000" # }, # { # "collateralPercentage": "68.00", # "bandLimitUSD": "300000.0000" # }, # { # "collateralPercentage": "25.00", # "bandLimitUSD": "600000.0000" # } # ], # "underlyingAsset": # { # "symbol": "BTT1M", # "assetId": "72", # "bpmMinReturnStart": "0.9200", # "bpmMinReturnEnd": "0.9300", # "bpmMaxReturnStart": "1.0800", # "bpmMaxReturnEnd": "1.0800", # "marketRiskFloorPctStart": "2.60", # "marketRiskFloorPctEnd": "2.50", # "bpmTransitionDateTimeStart": "2025-05-05T08:00:00.000Z", # "bpmTransitionDateTimeEnd": "2025-05-08T08:00:00.000Z" # } # }, ... # ] # result: dict = {} for i in range(0, len(response)): currency = response[i] id = self.safe_string(currency, 'symbol') code = self.safe_currency_code(id) name = self.safe_string(currency, 'name') precision = self.safe_string(currency, 'precision') result[code] = { 'id': id, 'code': code, 'name': name, 'active': None, 'deposit': None, 'withdraw': None, 'fee': self.safe_number(currency, 'minFee'), 'precision': self.parse_number(self.parse_precision(precision)), 'limits': { 'amount': {'min': None, 'max': None}, 'withdraw': {'min': None, 'max': None}, }, 'networks': {}, 'type': 'crypto', 'info': currency, } return result def fetch_markets(self, params={}) -> List[Market]: """ retrieves data on all markets for ace https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/markets :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: an array of objects representing market data """ if self.options['adjustForTimeDifference']: self.load_time_difference() response = self.publicGetV1Markets(params) return self.parse_markets(response) def parse_market(self, market: dict) -> Market: # # { # "marketId": "20069", # "symbol": "BTC-USDC-20250516", # "quoteAssetId": "5", # "baseAssetId": "1", # "quoteSymbol": "USDC", # "baseSymbol": "BTC", # "quotePrecision": "4", # "basePrecision": "8", # "pricePrecision": "4", # "quantityPrecision": "8", # "costPrecision": "4", # "minQuantityLimit": "0.00050000", # "maxQuantityLimit": "200.00000000", # "maxPriceLimit": null, # "minPriceLimit": null, # "maxCostLimit": null, # "minCostLimit": null, # "timeZone": "Etc/UTC", # "tickSize": "0.1000", # "liquidityTickSize": "100.0000", # "liquidityPrecision": "4", # "makerFee": "0", # "takerFee": "2", # "roundingCorrectionFactor": "0.00000100", # "makerMinLiquidityAddition": "1000000", # "orderTypes": # [ # "LMT", # "MKT", # "STOP_LIMIT", # "POST_ONLY" # ], # "spotTradingEnabled": True, # "marginTradingEnabled": True, # "marketEnabled": True, # "createOrderEnabled": True, # "cancelOrderEnabled": True, # "liquidityInvestEnabled": True, # "liquidityWithdrawEnabled": True, # "feeTiers": # [ # { # "feeTierId": "1", # "staticSpreadFee": "0.00000000", # "isDislocationEnabled": False # }, # { # "feeTierId": "10", # "staticSpreadFee": "0.00100000", # "isDislocationEnabled": True # }, # { # "feeTierId": "11", # "staticSpreadFee": "0.00150000", # "isDislocationEnabled": False # }, # { # "feeTierId": "12", # "staticSpreadFee": "0.00150000", # "isDislocationEnabled": True # }, # { # "feeTierId": "13", # "staticSpreadFee": "0.00300000", # "isDislocationEnabled": False # }, # { # "feeTierId": "14", # "staticSpreadFee": "0.00300000", # "isDislocationEnabled": True # }, # { # "feeTierId": "15", # "staticSpreadFee": "0.00500000", # "isDislocationEnabled": False # }, # { # "feeTierId": "16", # "staticSpreadFee": "0.00500000", # "isDislocationEnabled": True # }, # { # "feeTierId": "17", # "staticSpreadFee": "0.01000000", # "isDislocationEnabled": False # }, # { # "feeTierId": "18", # "staticSpreadFee": "0.01000000", # "isDislocationEnabled": True # }, # { # "feeTierId": "19", # "staticSpreadFee": "0.01500000", # "isDislocationEnabled": False # }, # { # "feeTierId": "2", # "staticSpreadFee": "0.00000000", # "isDislocationEnabled": True # }, # { # "feeTierId": "20", # "staticSpreadFee": "0.01500000", # "isDislocationEnabled": True # }, # { # "feeTierId": "21", # "staticSpreadFee": "0.02000000", # "isDislocationEnabled": False # }, # { # "feeTierId": "22", # "staticSpreadFee": "0.02000000", # "isDislocationEnabled": True # }, # { # "feeTierId": "3", # "staticSpreadFee": "0.00010000", # "isDislocationEnabled": False # }, # { # "feeTierId": "4", # "staticSpreadFee": "0.00010000", # "isDislocationEnabled": True # }, # { # "feeTierId": "5", # "staticSpreadFee": "0.00020000", # "isDislocationEnabled": False # }, # { # "feeTierId": "6", # "staticSpreadFee": "0.00020000", # "isDislocationEnabled": True # }, # { # "feeTierId": "7", # "staticSpreadFee": "0.00060000", # "isDislocationEnabled": False # }, # { # "feeTierId": "8", # "staticSpreadFee": "0.00060000", # "isDislocationEnabled": True # }, # { # "feeTierId": "9", # "staticSpreadFee": "0.00100000", # "isDislocationEnabled": False # } # ], # "marketType": "DATED_FUTURE", # "contractMultiplier": "1", # "settlementAssetSymbol": "USDC", # "underlyingQuoteSymbol": "USDC", # "underlyingBaseSymbol": "BTC", # "openInterestLimitUSD": "100000000.0000", # "concentrationRiskPercentage": "100.00", # "concentrationRiskThresholdUSD": "30000000.0000", # "expiryDatetime": "2025-05-16T08:00:00.000Z", # "priceBuffer": "0.1", # "feeGroupId": "4" # } # # option # { # "marketId": "20997", # "symbol": "BTC-USDC-20260130-160000-P", # "quoteAssetId": "5", # "baseAssetId": "1", # "quoteSymbol": "USDC", # "baseSymbol": "BTC", # "quotePrecision": "4", # "basePrecision": "8", # "pricePrecision": "4", # "quantityPrecision": "8", # "costPrecision": "4", # "minQuantityLimit": "0.00050000", # "maxQuantityLimit": "200.00000000", # "maxPriceLimit": null, # "minPriceLimit": null, # "maxCostLimit": null, # "minCostLimit": null, # "timeZone": "Etc/UTC", # "tickSize": "10.0000", # "makerFee": "0", # "takerFee": "2", # "roundingCorrectionFactor": "0.00000100", # "makerMinLiquidityAddition": "-1", # "orderTypes": ["LMT", "MKT", "STOP_LIMIT", "POST_ONLY"], # "spotTradingEnabled": True, # "marginTradingEnabled": True, # "marketEnabled": True, # "createOrderEnabled": True, # "cancelOrderEnabled": True, # "amendOrderEnabled": True, # "marketType": "OPTION", # "contractMultiplier": "1", # "settlementAssetSymbol": "USDC", # "underlyingQuoteSymbol": "USDC", # "underlyingBaseSymbol": "BTC", # "openInterestLimitUSD": "100000000.0000", # "concentrationRiskPercentage": "100.00", # "concentrationRiskThresholdUSD": "30000000.0000", # "expiryDatetime": "2026-01-30T08:00:00.000Z", # "priceBuffer": "0", # "feeGroupId": "10", # "optionStrikePrice": "160000.0000", # "optionType": "PUT", # "premiumCapRatio": "0.1000" # } # id = self.safe_string(market, 'symbol') baseId = self.safe_string(market, 'baseSymbol') quoteId = self.safe_string(market, 'quoteSymbol') base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) symbol = base + '/' + quote basePrecision = self.safe_string(market, 'basePrecision') quotePrecision = self.safe_string(market, 'quotePrecision') amountPrecision = self.safe_string(market, 'quantityPrecision') pricePrecision = self.safe_string(market, 'pricePrecision') costPrecision = self.safe_string(market, 'costPrecision') minQuantityLimit = self.safe_string(market, 'minQuantityLimit') maxQuantityLimit = self.safe_string(market, 'maxQuantityLimit') minPriceLimit = self.safe_string(market, 'minPriceLimit') maxPriceLimit = self.safe_string(market, 'maxPriceLimit') minCostLimit = self.safe_string(market, 'minCostLimit') maxCostLimit = self.safe_string(market, 'maxCostLimit') settleId = self.safe_string(market, 'settlementAssetSymbol') settle = self.safe_currency_code(settleId) type = self.parse_market_type(self.safe_string(market, 'marketType'), 'spot') spot: Bool = False swap: Bool = False future: Bool = False option: Bool = False contract: Bool = True linear: Bool = None inverse: Bool = None expiryDatetime: Str = None contractSize: Num = None optionType: Str = None strike: Num = None margin: Bool = False if type == 'spot': spot = True contract = False margin = self.safe_bool(market, 'marginTradingEnabled') else: contractSize = self.safe_number(market, 'contractMultiplier') symbol += ':' + settle linear = settle == quote inverse = not linear if type == 'swap': swap = True else: expiryDatetime = self.safe_string(market, 'expiryDatetime') idParts = id.split('-') datePart = self.safe_string(idParts, 2) symbol += '-' + datePart if type == 'future': future = True elif type == 'option': option = True optionType = self.safe_string_lower(market, 'optionType') strike = self.parse_to_numeric(self.safe_string(market, 'optionStrikePrice')) symbol += '-' + self.number_to_string(strike) + '-' + self.safe_string(idParts, 4) return self.safe_market_structure({ 'id': id, 'symbol': symbol, 'base': base, 'baseId': baseId, 'quote': quote, 'quoteId': quoteId, 'settle': settle, 'settleId': settleId, 'type': type, 'spot': spot, 'margin': margin, 'swap': swap, 'future': future, 'option': option, 'contract': contract, 'linear': linear, 'inverse': inverse, 'taker': self.fees['trading']['taker'], 'maker': self.fees['trading']['maker'], 'contractSize': contractSize, 'expiry': self.parse8601(expiryDatetime), 'expiryDatetime': expiryDatetime, 'strike': strike, 'optionType': optionType, 'limits': { 'amount': { 'min': self.parse_number(minQuantityLimit), 'max': self.parse_number(maxQuantityLimit), }, 'price': { 'min': self.parse_number(minPriceLimit), 'max': self.parse_number(maxPriceLimit), }, 'cost': { 'min': self.parse_number(minCostLimit), 'max': self.parse_number(maxCostLimit), }, 'leverage': { 'min': None, 'max': None, }, }, 'precision': { 'amount': self.parse_number(self.parse_precision(amountPrecision)), 'price': self.parse_number(self.parse_precision(pricePrecision)), 'cost': self.parse_number(self.parse_precision(costPrecision)), 'base': self.parse_number(self.parse_precision(basePrecision)), 'quote': self.parse_number(self.parse_precision(quotePrecision)), }, 'active': self.safe_bool(market, 'marketEnabled'), 'created': None, 'info': market, }) def parse_market_type(self, type: str, defaultType: Str = None) -> str: types = { 'SPOT': 'spot', 'PERPETUAL': 'swap', 'DATED_FUTURE': 'future', 'OPTION': 'option', } return self.safe_string(types, type, defaultType) def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: """ fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/markets/-symbol-/orderbook/hybrid :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(not used by bullish) :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) request: dict = { 'symbol': market['id'], } response = self.publicGetV1MarketsSymbolOrderbookHybrid(self.extend(request, params)) # # { # "bids": [ # { # "price": "1.00000000", # "priceLevelQuantity": "1.00000000" # } # ], # "asks": [ # { # "price": "1.00000000", # "priceLevelQuantity": "1.00000000" # } # ], # "datetime": "2021-05-20T01:01:01.000Z", # "timestamp": "1621490985000", # "sequenceNumber": 999 # } # timestamp = self.safe_integer(response, 'timestamp') return self.parse_order_book(response, symbol, timestamp, 'bids', 'asks', 'price', 'priceLevelQuantity') def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ get the list of most recent trades for a particular symbol https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/markets/-symbol-/trades https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/history/markets/-symbol-/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(max 100) :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: timestamp in ms of the latest trade to fetch :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params) :returns Trade[]: a list of `trade structures ` """ self.load_markets() maxLimit = 100 paginate = False paginate, params = self.handle_option_and_params(params, 'fetchFundingRateHistory', 'paginate') if paginate: params = self.handle_pagination_params('fetchTrades', since, params) return self.fetch_paginated_call_dynamic('fetchTrades', symbol, since, limit, params, maxLimit) market = self.market(symbol) request: dict = { 'symbol': market['id'], } params = self.handle_since_and_until(since, params) if limit is not None: request['_pageSize'] = self.get_closest_limit(limit) response = self.publicGetV1HistoryMarketsSymbolTrades(self.extend(request, params)) # # [ # { # "tradeId": "100178000000367159", # "symbol": "BTCUSDC", # "price": "103891.8977", # "quantity": "0.00029411", # "quoteAmount": "30.5556", # "side": "BUY", # "isTaker": True, # "createdAtTimestamp": "1747768055826", # "createdAtDatetime": "2025-05-20T19:07:35.826Z" # }, ... # ] # return self.parse_trades(response, market, since, limit) def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ fetch all trades made by the user https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/history/trades :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 int [params.until]: the latest time in ms to fetch trades for :param str [params.orderId]: the order id to fetch trades for :param str [params.clientOrderId]: the client order id to fetch trades for :param str [params.tradingAccountId]: the trading account id to fetch trades for :returns Trade[]: a list of `trade structures ` """ [self.load_markets(), self.handle_token()] tradingAccountId = self.load_account(params) request: dict = { 'tradingAccountId': tradingAccountId, } market: Market = None if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] clientOrderId = self.safe_string(params, 'clientOrderId') response = None if clientOrderId is not None: response = self.privateGetV1TradesClientOrderIdClientOrderId(self.extend(request, params)) else: paginate = False paginate, params = self.handle_option_and_params(params, 'fetchMyTrades', 'paginate') if paginate: params = self.handle_pagination_params('fetchMyTrades', since, params) return self.fetch_paginated_call_dynamic('fetchMyTrades', symbol, since, limit, params, 100) params = self.handle_since_and_until(since, params) if limit is not None: request['_pageSize'] = self.get_closest_limit(limit) # # [ # { # "baseFee": "0.00000000", # "createdAtDatetime": "2025-05-18T15:57:28.132Z", # "createdAtTimestamp": "1747583848132", # "handle": null, # "isTaker": True, # "orderId": "844242293909618689", # "price": "103942.7048", # "publishedAtTimestamp": "1747769786131", # "quantity": "1.00000000", # "quoteAmount": "103942.7048", # "quoteFee": "0.0000", # "side": "BUY", # "symbol": "BTCUSDC", # "tradeId": "100178000000288892" # }, ... # ] # response = self.privateGetV1HistoryTrades(self.extend(request, params)) return self.parse_trades(response, market, since, limit) def fetch_order_trades(self, id: str, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ fetch all the trades made from a single order https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/history/trades :param str id: order id :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 to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.clientOrderId]: the client order id to fetch trades for :returns dict[]: a list of `trade structures ` """ self.load_markets() clientOrderId = self.safe_string(params, 'clientOrderId') if clientOrderId is None: params = self.extend({'orderId': id}, params) return self.fetch_my_trades(symbol, since, limit, params) def parse_trade(self, trade: dict, market: Market = None) -> Trade: # # fetchTrades # [ # { # "tradeId": "100178000000367159", # "symbol": "BTCUSDC", # "price": "103891.8977", # "quantity": "0.00029411", # "quoteAmount": "30.5556", # "side": "BUY", # "isTaker": True, # "createdAtTimestamp": "1747768055826", # "createdAtDatetime": "2025-05-20T19:07:35.826Z" # }, ... # ] # # [ # { # "tradeId": "100020000000000060", # "symbol": "BTCUSDC", # "price": "1.00000000", # "quantity": "1.00000000", # "side": "BUY", # "isTaker": True, # "createdAtDatetime": "2021-05-20T01:01:01.000Z", # "createdAtTimestamp": "1621490985000" # } # ] # # fetchMyTrades # [ # { # "baseFee": "0.00000000", # "createdAtDatetime": "2025-05-18T15:57:28.132Z", # "createdAtTimestamp": "1747583848132", # "handle": null, # "isTaker": True, # "orderId": "844242293909618689", # "price": "103942.7048", # "publishedAtTimestamp": "1747769786131", # "quantity": "1.00000000", # "quoteAmount": "103942.7048", # "quoteFee": "0.0000", # "side": "BUY", # "symbol": "BTCUSDC", # "tradeId": "100178000000288892" # }, ... # ] # marketId = self.safe_string(trade, 'symbol') market = self.safe_market(marketId, market) symbol = market['symbol'] timestamp = self.safe_integer(trade, 'createdAtTimestamp') price = self.safe_string(trade, 'price') amount = self.safe_string(trade, 'quantity') side = self.safe_string_lower(trade, 'side') isTaker = self.safe_bool(trade, 'isTaker') currency = market['quote'] code = self.safe_currency_code(currency) feeCost = self.safe_number(trade, 'quoteFee') fee = None if feeCost is not None: fee = {'currency': code, 'cost': feeCost} takerOrMaker = None if isTaker: takerOrMaker = 'taker' else: takerOrMaker = 'maker' orderId = self.safe_string(trade, 'orderId') return self.safe_trade({ 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'id': self.safe_string(trade, 'tradeId'), 'order': orderId, 'type': None, 'takerOrMaker': takerOrMaker, 'side': side, 'price': price, 'amount': amount, 'cost': None, 'fee': fee, }, market) def fetch_ticker(self, symbol: str, params={}) -> Ticker: """ fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/markets/-symbol-/tick :param str symbol: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` """ self.load_markets() market = self.market(symbol) request: dict = { 'symbol': market['id'], } response = self.publicGetV1MarketsSymbolTick(self.extend(request, params)) # # { # "createdAtDatetime": "2021-05-20T01:01:01.000Z", # "createdAtTimestamp": "1621490985000", # "high": "1.00000000", # "low": "1.00000000", # "bestBid": "1.00000000", # "bidVolume": "1.00000000", # "bestAsk": "1.00000000", # "askVolume": "1.00000000", # "vwap": "1.00000000", # "open": "1.00000000", # "close": "1.00000000", # "last": "1.00000000", # "change": "1.00000000", # "percentage": "1.00000000", # "average": "1.00000000", # "baseVolume": "1.00000000", # "quoteVolume": "1.00000000", # "bancorPrice": "1.00000000", # "markPrice": "19999.00", # "fundingRate": "0.01", # "openInterest": "100000.32452", # "lastTradeDatetime": "2021-05-20T01:01:01.000Z", # "lastTradeTimestamp": "1621490985000", # "lastTradeQuantity": "1.00000000", # "ammData": [ # { # "feeTierId": "1", # "bidSpreadFee": "0.00040000", # "askSpreadFee": "0.00040000", # "baseReservesQuantity": "245.56257825", # "quoteReservesQuantity": "3424383.3629", # "currentPrice": "16856.0000" # } # ] # } # return self.parse_ticker(response, market) def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker: # # { # "createdAtDatetime": "2021-05-20T01:01:01.000Z", # "createdAtTimestamp": "1621490985000", # "high": "1.00000000", # "low": "1.00000000", # "bestBid": "1.00000000", # "bidVolume": "1.00000000", # "bestAsk": "1.00000000", # "askVolume": "1.00000000", # "vwap": "1.00000000", # "open": "1.00000000", # "close": "1.00000000", # "last": "1.00000000", # "change": "1.00000000", # "percentage": "1.00000000", # "average": "1.00000000", # "baseVolume": "1.00000000", # "quoteVolume": "1.00000000", # "bancorPrice": "1.00000000", # "markPrice": "19999.00", # "fundingRate": "0.01", # "openInterest": "100000.32452", # "lastTradeDatetime": "2021-05-20T01:01:01.000Z", # "lastTradeTimestamp": "1621490985000", # "lastTradeQuantity": "1.00000000", # "ammData": [ # { # "feeTierId": "1", # "bidSpreadFee": "0.00040000", # "askSpreadFee": "0.00040000", # "baseReservesQuantity": "245.56257825", # "quoteReservesQuantity": "3424383.3629", # "currentPrice": "16856.0000" # } # ] # } # marketId = self.safe_string(ticker, 'symbol') market = self.safe_market(marketId, market) timestamp = self.safe_integer(ticker, 'createdAtTimestamp') return self.safe_ticker({ 'symbol': market['symbol'], 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': self.safe_string(ticker, 'high'), 'low': self.safe_string(ticker, 'low'), 'bid': self.safe_string_2(ticker, 'bid', 'bestBid'), 'bidVolume': self.safe_string(ticker, 'bidVolume'), 'ask': self.safe_string_2(ticker, 'ask', 'bestAsk'), 'askVolume': self.safe_string(ticker, 'askVolume'), 'vwap': self.safe_string(ticker, 'vwap'), 'open': self.safe_string(ticker, 'open'), 'close': self.safe_string(ticker, 'close'), 'last': self.safe_string(ticker, 'last'), 'previousClose': None, 'change': self.safe_string(ticker, 'change'), 'percentage': self.safe_string(ticker, 'percentage'), 'average': self.safe_string(ticker, 'average'), 'baseVolume': self.safe_string(ticker, 'baseVolume'), 'quoteVolume': self.safe_string(ticker, 'quoteVolume'), 'markPrice': self.safe_string(ticker, 'markPrice'), 'info': ticker, }, market) 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 params = self.omit(params, 'until') # the exchange returns the most recent data, so we do not need to pass until into paginated calls # the correct util value will be calculated inside of the method 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_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]: """ fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/markets/-symbol-/candle :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(max 100) :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: timestamp in ms of the latest entry :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params) :returns int[][]: A list of candles ordered, open, high, low, close, volume """ self.load_markets() market = self.market(symbol) maxLimit = 100 paginate = False paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate') if paginate: return self.fetch_paginated_call_deterministic('fetchOHLCV', symbol, since, limit, timeframe, params, maxLimit) request: dict = { 'symbol': market['id'], 'timeBucket': self.safe_string(self.timeframes, timeframe, timeframe), '_pageSize': maxLimit, } request, params = self.handle_until_option('createdAtDatetime[lte]', request, params) until = self.safe_integer(request, 'createdAtDatetime[lte]') duration = self.parse_timeframe(timeframe) maxDelta = 1000 * duration * maxLimit startTime = since # both of since and until are required if startTime is None and until is None: until = self.milliseconds() startTime = until - maxDelta elif startTime is None: startTime = until - maxDelta elif until is None: until = self.sum(startTime, maxDelta) request['createdAtDatetime[gte]'] = self.iso8601(startTime) request['createdAtDatetime[lte]'] = self.iso8601(until) response = self.publicGetV1MarketsSymbolCandle(self.extend(request, params)) # # [ # { # "open": "100846.7490", # "high": "100972.4001", # "low": "100840.8129", # "close": "100972.2602", # "volume": "30.56064890", # "createdAtTimestamp": "1746720540000", # "createdAtDatetime": "2025-05-08T16:09:00.000Z", # "publishedAtTimestamp": "1746720636007" # }, ... # ] # return self.parse_ohlcvs(response, market, timeframe, since, limit) def parse_ohlcv(self, ohlcv, market: Market = None) -> list: return [ self.safe_integer(ohlcv, 'createdAtTimestamp'), self.safe_number(ohlcv, 'open'), self.safe_number(ohlcv, 'high'), self.safe_number(ohlcv, 'low'), self.safe_number(ohlcv, 'close'), self.safe_number(ohlcv, 'volume'), ] def fetch_funding_rate_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[FundingRateHistory]: """ fetches historical funding rate prices https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/history/markets/-symbol-/funding-rate :param str symbol: unified symbol of the market to fetch the funding rate history for :param int [since]: not sent to exchange api, exchange api always returns the most recent data, only used to filter exchange response :param int [limit]: the maximum amount of funding rate structures to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `funding rate structures ` """ if symbol is None: raise ArgumentsRequired(self.id + ' fetchFundingRateHistory() requires a symbol argument') self.load_markets() maxLimit = 100 paginate = False paginate, params = self.handle_option_and_params(params, 'fetchFundingRateHistory', 'paginate') if paginate: params = self.handle_pagination_params('fetchFundingRateHistory', since, params) return self.fetch_paginated_call_dynamic('fetchFundingRateHistory', symbol, since, limit, params, maxLimit) market = self.market(symbol) if not market['swap']: raise BadRequest(self.id + ' fetchFundingRateHistory() supports swap markets only') request: dict = { 'symbol': market['id'], } if limit is not None: request['_pageSize'] = self.get_closest_limit(limit) params = self.handle_since_and_until(since, params, 'updatedAtDatetime[gte]', 'updatedAtDatetime[lte]') response = self.publicGetV1HistoryMarketsSymbolFundingRate(self.extend(request, params)) # # [ # { # "fundingRate": "0.00125", # "updatedAtDatetime": "2025-05-18T09:06:04.074Z" # }, # { # "fundingRate": "0.00125", # "updatedAtDatetime": "2025-05-18T08:59:59.033Z" # }, ... # ] # rates = [] result = self.to_array(response) for i in range(0, len(result)): entry = result[i] datetime = self.safe_string(entry, 'updatedAtDatetime') rates.append({ 'info': entry, 'symbol': symbol, 'fundingRate': self.safe_number(entry, 'fundingRate'), 'timestamp': self.parse8601(datetime), 'datetime': datetime, }) sorted = self.sort_by(rates, 'timestamp') return self.filter_by_symbol_since_limit(sorted, market['symbol'], 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://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#tag--orders https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#tag--history :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve(5, 25, 50, 100, default is 25) :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: timestamp in ms of the latest order to fetch :param str [params.tradingAccountId]: the trading account id(mandatory parameter) :param str [params.orderId]: the id of the order to fetch for :param str [params.clientOrderId]: the client id of the order to fetch for :param str [params.status]: filter by order status, 'OPEN', 'CANCELLED', 'CLOSED', 'REJECTED' :param bool [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params) :returns Order[]: a list of `order structures ` """ [self.load_markets(), self.handle_token()] tradingAccountId = self.load_account(params) paginate = self.safe_bool(params, 'paginate', False) if paginate: params = self.handle_pagination_params('fetchOrders', since, params) return self.fetch_paginated_call_dynamic('fetchOrders', symbol, since, limit, params, 100) market = None request: dict = { 'tradingAccountId': tradingAccountId, } if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] params = self.handle_since_and_until(since, params) if limit is not None: request['_pageSize'] = self.get_closest_limit(limit) method = 'privateGetV2HistoryOrders' method, params = self.handle_option_and_params(params, 'fetchOrders', 'method', method) response = None if method == 'privateGetV2Orders': # # [ # { # "clientOrderId": "187", # "orderId": "297735387747975681", # "symbol": "BTCUSDC", # "price": "1.00000000", # "averageFillPrice": "1.00000000", # "stopPrice": "1.00000000", # "allowBorrow": False, # "quantity": "1.00000000", # "quantityFilled": "1.00000000", # "quoteAmount": "1.00000000", # "baseFee": "0.00100000", # "quoteFee": "0.0010", # "borrowedBaseQuantity": "1.00000000", # "borrowedQuoteQuantity": "1.00000000", # "isLiquidation": False, # "side": "BUY", # "type": "LMT", # "timeInForce": "GTC", # "status": "OPEN", # "statusReason": "User cancelled", # "statusReasonCode": "1002", # "createdAtDatetime": "2021-05-20T01:01:01.000Z", # "createdAtTimestamp": "1621490985000", # } # ] # response = self.privateGetV2Orders(self.extend(request, params)) elif method == 'privateGetV2HistoryOrders': response = self.privateGetV2HistoryOrders(self.extend(request, params)) else: raise BadRequest(self.id + ' fetchOrders() method parameter must be either "privateGetV2Orders" or "privateGetV2HistoryOrders"') return self.parse_orders(response, market, since, limit) def handle_pagination_params(self, method: str, since: Int = None, params: dict = {}) -> dict: ninetyDays = 90 * 24 * 60 * 60 * 1000 now = self.milliseconds() allowedSince = now - ninetyDays if (since is not None) and (since < allowedSince): raise BadRequest(self.id + ' ' + method + '() only allows fetching entries up to 90 days in the past') params = self.omit(params, 'paginate') params = self.extend(params, {'paginationDirection': 'backward'}) until = self.safe_integer(params, 'until') if until is None: params = self.extend(params, {'until': now}) return params def handle_since_and_until(self, since: Int = None, params: dict = {}, sinceKey: Str = 'createdAtDatetime[gte]', untilKey: Str = 'createdAtDatetime[lte]') -> dict: until = self.safe_integer(params, 'until') if (since is not None) or (until is not None): timeDelta = 7 * 24 * 60 * 60 * 1000 # 7 days if since is None: since = until - timeDelta params = self.omit(params, 'until') elif until is None: until = self.sum(since, timeDelta) now = self.milliseconds() if until > now: until = now sinceDate = self.iso8601(since) untilDate = self.iso8601(until) params[sinceKey] = sinceDate params[untilKey] = untilDate return params def get_closest_limit(self, limit: Int) -> Int: pageSize = 5 if (limit > 5) and (limit < 26): pageSize = 25 elif (limit > 25) and (limit < 51): pageSize = 50 elif limit > 50: pageSize = 100 return pageSize def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetch all unfilled currently open orders https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#tag--history :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param str params['tradingAccountId']: the trading account id(mandatory parameter) :returns Order[]: a list of `order structures ` """ request: dict = { 'status': 'OPEN', } return self.fetch_orders(symbol, since, limit, self.extend(request, params)) def fetch_canceled_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetches information on multiple canceled orders made by the user https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#tag--orders :param str symbol: unified market symbol of the canceled orders :param int [since]: timestamp in ms of the earliest order :param int [limit]: the max number of canceled orders to return :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.tradingAccountId]: the trading account id(mandatory parameter) :returns dict: a list of `order structures ` """ request: dict = { 'status': 'CANCELLED', 'method': 'privateGetV2Orders', # current endpoint distinquishes between CLOSED and CANCELLED orders } return self.fetch_orders(symbol, since, limit, self.extend(request, params)) def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetches information on multiple closed orders made by the user https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#tag--orders :param str symbol: unified market symbol of the closed orders :param int [since]: timestamp in ms of the earliest order :param int [limit]: the max number of closed orders to return :param dict [params]: extra parameters specific to the exchange API endpoint :param str params['tradingAccountId']: the trading account id(mandatory parameter) :returns dict: a list of `order structures ` """ request: dict = { 'status': 'CLOSED', 'method': 'privateGetV2Orders', # current endpoint distinquishes between CLOSED and CANCELLED orders } return self.fetch_orders(symbol, since, limit, self.extend(request, params)) def fetch_canceled_and_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetches information on multiple canceled orders made by the user https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#tag--history :param str symbol: unified market symbol of the closed orders :param int [since]: timestamp in ms of the earliest order :param int [limit]: the max number of closed orders to return :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.tradingAccountId]: the trading account id(mandatory parameter) :returns dict[]: a list of `order structures ` """ request: dict = { 'status': 'CLOSED', 'method': 'privateGetV2HistoryOrders', # current endpoint returns both CLOSED and CANCELLED orders } return self.fetch_orders(symbol, since, limit, self.extend(request, params)) def fetch_order(self, id: str, symbol: Str = None, params={}) -> Order: """ fetches information on an order made by the user https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v2/orders/-orderId- :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 :param str [params.traidingAccountId]: the trading account id(mandatory parameter) :returns dict: An `order structure ` """ [self.load_markets(), self.handle_token()] tradingAccountId = self.load_account(params) market = None if symbol is not None: market = self.market(symbol) request: dict = { 'orderId': id, 'tradingAccountId': tradingAccountId, } response = self.privateGetV2OrdersOrderId(self.extend(request, params)) # # { # "clientOrderId": "187", # "orderId": "297735387747975680", # "symbol": "BTCUSDC", # "price": "1.00000000", # "averageFillPrice": "1.00000000", # "stopPrice": "1.00000000", # "allowBorrow": False, # "quantity": "1.00000000", # "quantityFilled": "1.00000000", # "quoteAmount": "1.00000000", # "baseFee": "0.00100000", # "quoteFee": "0.0010", # "borrowedBaseQuantity": "1.00000000", # "borrowedQuoteQuantity": "1.00000000", # "isLiquidation": False, # "side": "BUY", # "type": "LMT", # "timeInForce": "GTC", # "status": "OPEN", # "statusReason": "User cancelled", # "statusReasonCode": "1002", # "createdAtDatetime": "2021-05-20T01:01:01.000Z", # "createdAtTimestamp": "1621490985000", # } # return self.parse_order(response, market) def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}) -> Order: """ create a trade order https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#post-/v2/orders :param str symbol: unified symbol of the market to create an order in :param str type: 'market' or 'limit' or 'STOP_LIMIT' or 'POST_ONLY' :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.clientOrderId]: a custom client order id :param float [params.triggerPrice]: the price at which a stop order is triggered at :param str [params.timeInForce]: the time in force for the order, either 'GTC'(Good Till Cancelled) or 'IOC'(Immediate or Cancel), default is 'GTC' :param bool [params.allowBorrow]: if True, the order will be allowed to borrow assets to fulfill the order(default is False) :param bool [params.postOnly]: if True, the order will only be posted to the order book and not executed immediately(default is False) :param str params['traidingAccountId']: the trading account id(mandatory parameter) :returns dict: an `order structure ` """ [self.load_markets(), self.handle_token()] tradingAccountId = self.load_account(params) market = self.market(symbol) request: dict = { 'commandType': 'V3CreateOrder', 'symbol': market['id'], 'side': side.upper(), 'quantity': self.amount_to_precision(symbol, amount), 'tradingAccountId': tradingAccountId, } isMarketOrder = ((type == 'market') or type == 'MARKET') postOnly = False postOnly, params = self.handle_post_only(isMarketOrder, type == 'POST_ONLY', params) if postOnly: type = 'POST_ONLY' timeInForce = 'GTC' # is mandatory timeInForce, params = self.handle_option_and_params(params, 'createOrder', 'timeInForce', timeInForce) params['timeInForce'] = timeInForce.upper() if not isMarketOrder: request['price'] = self.price_to_precision(symbol, price) triggerPrice = self.safe_string(params, 'triggerPrice') if triggerPrice is not None: if isMarketOrder: raise NotSupported(self.id + ' createOrder() does not support market trigger orders') request['stopPrice'] = self.price_to_precision(symbol, triggerPrice) type = 'STOP_LIMIT' params = self.omit(params, 'triggerPrice') request['type'] = type.upper() response = self.privatePostV2Orders(self.extend(request, params)) # # { # "message": "Command acknowledged - CreateOrder", # "requestId": "633910976353665024", # "orderId": "633910775316480001", # "clientOrderId": "1234567" # } # return self.parse_order(response, market) def edit_order(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}): """ edit a trade limit order https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#post-/v2/command-amend :param str id: order id :param str [symbol]: unified symbol of the market to create an order in :param str [type]: 'limit' or 'POST_ONLY' :param str [side]: not used by bullish editOrder :param float [amount]: how much of the currency you want to trade in units of the base currency :param float [price]: the price for the order, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.traidingAccountId]: the trading account id(mandatory parameter) :param bool [params.postOnly]: if True, the order will only be posted to the order book and not executed immediately(default is False) :param str [params.clientOrderId]: a unique identifier for the order, automatically generated if not sent :returns dict: an `order structure ` """ [self.load_markets(), self.handle_token()] tradingAccountId = self.load_account(params) market = self.market(symbol) request: dict = { 'commandType': 'V1AmendOrder', 'symbol': market['id'], 'tradingAccountId': tradingAccountId, } clientOrderId = self.safe_string(params, 'clientOrderId') if clientOrderId is None: request['orderId'] = id if type is not None: request['type'] = type.upper() postOnly = self.safe_bool(params, 'postOnly', False) if postOnly: params = self.omit(params, 'postOnly') request['type'] = 'POST_ONLY' if amount is not None: request['quantity'] = self.amount_to_precision(symbol, amount) if price is not None: request['price'] = self.price_to_precision(symbol, price) response = self.privatePostV2Command(self.extend(request, params)) return self.parse_order(response, market) def cancel_order(self, id: str, symbol: Str = None, params={}) -> Order: """ cancels an open order https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#post-/v2/command-cancellations :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 :param str params['commandType']: the command type, default is 'V3CancelOrder'(mandatory parameter) :param str [params.traidingAccountId]: the trading account id(mandatory parameter) :returns dict: An `order structure ` """ [self.load_markets(), self.handle_token()] tradingAccountId = self.load_account(params) if symbol is None: raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol argument') market = self.market(symbol) request: dict = { 'symbol': market['id'], 'tradingAccountId': tradingAccountId, 'commandType': self.safe_string(params, 'commandType', 'V3CancelOrder'), 'orderId': id, } response = self.privatePostV2Command(self.extend(request, params)) # # { # "message": "Command acknowledged - CancelOrder", # "requestId": "844658480774644736", # "orderId": "297735387747975680", # "clientOrderId": null # } # return self.parse_order(response, market) def cancel_all_orders(self, symbol: Str = None, params={}) -> List[Order]: """ cancel all open orders in a market https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#post-/v2/command-cancellations :param str [symbol]: alpaca cancelAllOrders cannot setting symbol, it will cancel all open orders :param dict [params]: extra parameters specific to the exchange API endpoint :param str params['traidingAccountId']: the trading account id(mandatory parameter) :returns dict[]: a list of `order structures ` """ [self.load_markets(), self.handle_token()] tradingAccountId = self.load_account(params) request: dict = { 'tradingAccountId': tradingAccountId, } market = None if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] request['commandType'] = 'V1CancelAllOrdersByMarket' else: request['commandType'] = 'V1CancelAllOrders' response = self.privatePostV2Command(self.extend(request, params)) # # { # "message": "Command acknowledged - CancelAllOrders", # "requestId": "633900538459062272" # } # orders = [response] return self.parse_orders(orders, market) def parse_order(self, order: dict, market: Market = None) -> Order: # # fetchOrders, fetchOrder # { # "clientOrderId": "187", # "orderId": "297735387747975680", # "symbol": "BTCUSDC", # "price": "1.00000000", # "averageFillPrice": "1.00000000", # "stopPrice": "1.00000000", # "allowBorrow": False, # "quantity": "1.00000000", # "quantityFilled": "1.00000000", # "quoteAmount": "1.00000000", # "baseFee": "0.00100000", # "quoteFee": "0.0010", # "borrowedBaseQuantity": "1.00000000", # "borrowedQuoteQuantity": "1.00000000", # "isLiquidation": False, # "side": "BUY", # "type": "LMT", # "timeInForce": "GTC", # "status": "OPEN", # "statusReason": "User cancelled", # "statusReasonCode": "1002", # "createdAtDatetime": "2021-05-20T01:01:01.000Z", # "createdAtTimestamp": "1621490985000", # } # # createOrder # { # "message": "Command acknowledged - CreateOrder", # "requestId": "633910976353665024", # "orderId": "633910775316480001", # "clientOrderId": "1234567" # } # # cancelOrder # { # "message": "Command acknowledged - CancelOrder", # "requestId": "633910976353665024", # "orderId": "633910775316480001" # } # # cancelAllOrders # { # "message": "Command acknowledged - CancelAllOrders", # "requestId": "633900538459062272" # } # marketId = self.safe_string(order, 'symbol') if market is None: market = self.safe_market(marketId) symbol = self.safe_symbol(marketId, market) id = self.safe_string(order, 'orderId') timestamp = self.safe_integer(order, 'createdAtTimestamp') type = self.safe_string(order, 'type') side = self.safe_string_lower(order, 'side') price = self.safe_string(order, 'price') amount = self.safe_string(order, 'quantity') filled = self.safe_string(order, 'quantityFilled') status = self.parse_order_status(self.safe_string(order, 'status')) if status == 'closed': statusReason = self.safe_string(order, 'statusReason') if statusReason == 'User cancelled': status = 'canceled' timeInForce = self.safe_string(order, 'timeInForce') stopPrice = self.safe_string(order, 'stopPrice') cost = self.safe_string(order, 'quoteAmount') fee = {} quoteFee = self.safe_number(order, 'quoteFee') if quoteFee is not None: fee['cost'] = quoteFee fee['currency'] = market['quote'] average = self.safe_string(order, 'averageFillPrice') return self.safe_order({ 'id': id, 'clientOrderId': self.safe_string(order, 'clientOrderId'), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': None, 'status': status, 'symbol': symbol, 'type': self.parse_order_type(type), 'timeInForce': timeInForce, 'postOnly': type == 'POST_ONLY', 'side': side, 'price': price, 'triggerPrice': stopPrice, 'amount': amount, 'filled': filled, 'remaining': None, 'cost': cost, 'trades': None, 'fee': fee, 'info': order, 'average': average, }, market) def parse_order_status(self, status: Str): statuses: dict = { 'OPEN': 'open', 'CLOSED': 'closed', 'CANCELLED': 'canceled', 'REJECTED': 'rejected', } return self.safe_string(statuses, status, status) def parse_order_type(self, type: Str): types: dict = { 'LMT': 'limit', 'MKT': 'market', 'POST_ONLY': 'limit', 'STOP_LIMIT': 'limit', } return self.safe_string(types, type, type) def fetch_deposits_withdrawals(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]: """ fetch history of deposits and withdrawals https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/wallets/transactions :param str [code]: unified currency code for the currency of the deposit/withdrawals, default is None :param int [since]: timestamp in ms of the earliest deposit/withdrawal, default is None :param int [limit]: max number of deposit/withdrawals to return, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a list of `transaction structure ` """ [self.load_markets(), self.handle_token()] request: dict = {} request, params = self.handle_until_option('createdAtDatetime[lte]', request, params) until = self.safe_integer(request, 'createdAtDatetime[lte]') if until is not None: request['createdAtDatetime[lte]'] = self.iso8601(until) if since is not None: request['createdAtDatetime[gte]'] = self.iso8601(since) response = self.privateGetV1WalletsTransactions(self.extend(request, params)) # # { # "data": [ # { # "custodyTransactionId": "0x791fc85f16a84cbd5250d5517ecad497f564d2e5cc54d31466fe70b952fd58da", # "direction": "DEPOSIT", # "quantity": "150", # "symbol": "USDC", # "fee": "0", # "memo": "0x34625d5f0b6575503a0669994dea24271bfbd443", # "createdAtDateTime": "2025-11-04T14:31:17.000Z", # "updatedAtDateTime": "2025-11-04T14:44:17.500Z", # "status": "COMPLETE", # "statusReason": "OK", # "network": "ETH", # "transactionDetails": { # "address": "0x34625d5f0b6575503a0669994dea24271bfbd443", # "blockchainTxId": "0x791fc85f16a84cbd5250d5517ecad497f564d2e5cc54d31466fe70b952fd58da", # "swiftUetr": null, # "sources": [ # { # "address": "0x2653435d52a5f49551ebb757f25b2c8bb954859b" # } # ] # } # } # ], # "links": { # "previous": null, # "next": null # }, # "totalCount": 1 # } # data = self.safe_list(response, 'data', []) currency = None if code is not None: currency = self.currency(code) return self.parse_transactions(data, currency, since, limit) def withdraw(self, code: str, amount: float, address: str, tag: Str = None, params={}) -> Transaction: """ make a withdrawal https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#post-/v1/wallets/withdrawal :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 :param str params['timestamp']: the timestamp of the withdrawal request(mandatory) :param str params['nonce']: the nonce of the withdrawal request(mandatory) :param str params['network']: network for withdraw(mandatory) :returns dict: a `transaction structure ` """ [self.load_markets(), self.handle_token()] # todo check self method properly currency = self.currency(code) request: dict = { 'command': { 'commandType': 'V1Withdraw', 'destinationId': address, 'symbol': currency['id'], 'quantity': self.currency_to_precision(code, amount), }, } networkCode: Str = None networkCode, params = self.handle_network_code_and_params(params) if networkCode is not None: request['network'] = self.network_code_to_id(networkCode) else: raise ArgumentsRequired(self.id + ' withdraw() requires a network parameter') response = self.privatePostV1WalletsWithdrawal(self.extend(request, params)) # # { # "code": "00000", # "msg": "success", # "data": { # "orderId":888291686266343424", # "clientOrderId":"123" # } # } # return self.parse_transaction(response, currency) def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction: # # { # "custodyTransactionId": "0x791fc85f16a84cbd5250d5517ecad497f564d2e5cc54d31466fe70b952fd58da", # "direction": "DEPOSIT", # "quantity": "150", # "symbol": "USDC", # "fee": "0", # "memo": "0x34625d5f0b6575503a0669994dea24271bfbd443", # "createdAtDateTime": "2025-11-04T14:31:17.000Z", # "updatedAtDateTime": "2025-11-04T14:44:17.500Z", # "status": "COMPLETE", # "statusReason": "OK", # "network": "ETH", # "transactionDetails": { # "address": "0x34625d5f0b6575503a0669994dea24271bfbd443", # "blockchainTxId": "0x791fc85f16a84cbd5250d5517ecad497f564d2e5cc54d31466fe70b952fd58da", # "swiftUetr": null, # "sources": [ # { # "address": "0x2653435d52a5f49551ebb757f25b2c8bb954859b" # } # ] # } # } # id = self.safe_string(transaction, 'custodyTransactionId') type = self.safe_string(transaction, 'direction') timestamp = self.parse8601(self.safe_string(transaction, 'createdAtDateTime')) updated = self.parse8601(self.safe_string(transaction, 'updatedAtDateTime')) network = self.safe_string(transaction, 'network') transactionDetails = self.safe_dict(transaction, 'transactionDetails') txid = self.safe_string(transactionDetails, 'blockchainTxId') address = self.safe_string(transactionDetails, 'address') amount = self.safe_number(transaction, 'quantity') currencyId = self.safe_string(transaction, 'symbol') code = self.safe_currency_code(currencyId, currency) status = self.safe_string(transaction, 'status') sources = self.safe_list(transactionDetails, 'sources', []) source = self.safe_dict(sources, 0, {}) sourceAddress = self.safe_string(source, 'address') fee = { 'currency': None, 'cost': None, 'rate': None, } feeCost = self.safe_number(transaction, 'fee') if feeCost is not None: fee['cost'] = feeCost fee['currency'] = code return { 'id': id, 'txid': txid, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'network': self.network_id_to_code(network), 'addressFrom': sourceAddress, 'address': address, 'addressTo': address, 'amount': amount, 'type': self.parse_transaction_type(type), 'currency': code, 'status': self.parse_transaction_status(status), 'updated': updated, 'tagFrom': None, 'tag': None, 'tagTo': None, 'comment': None, 'internal': None, 'fee': fee, 'info': transaction, } def parse_transaction_type(self, type): types: dict = { 'DEPOSIT': 'deposit', 'WITHDRAW': 'withdrawal', } return self.safe_string(types, type, type) def parse_transaction_status(self, status: Str): statuses: dict = { 'COMPLETE': 'ok', 'FAILED': 'failed', 'PENDING': 'pending', 'CANCELLED': 'canceled', } return self.safe_string(statuses, status, status) def load_account(self, params={}): tradingAccountId: Str = None tradingAccountId, params = self.handle_option_and_params(params, 'fetchMyTrades', 'tradingAccountId') if tradingAccountId is None: response = self.privateGetV1AccountsTradingAccounts(params) for i in range(0, len(response)): account = response[i] name = self.safe_string(account, 'tradingAccountName') if name == 'Primary Account': tradingAccountId = self.safe_string(account, 'tradingAccountId') break if tradingAccountId is None: raise ArgumentsRequired(self.id + ' loadAccount() requires a tradingAccountId parameter in options["tradingAccountId"] or params["tradingAccountId"], fetchAccounts() was not able to find the Primary account') self.options['tradingAccountId'] = tradingAccountId return tradingAccountId def fetch_accounts(self, params={}) -> List[Account]: """ fetch all the accounts associated with a profile https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#tag--trading-accounts :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a dictionary of `account structures ` indexed by the account type """ [self.load_markets(), self.handle_token()] response = self.privateGetV1AccountsTradingAccounts(params) # # [ # { # "defaultedMarginUSD": "0.0000", # "endCustomerId": "222801149768465", # "fullLiquidationMarginUSD": "0.0000", # "initialMarginUSD": "0.0000", # "isBorrowing": "false", # "isConcentrationRiskEnabled": "true", # "isDefaulted": "false", # "isLending": "false", # "isPrimaryAccount": "true", # "liquidationMarginUSD": "0.0000", # "liquidityAddonUSD": "0.0000", # "makerFee": "0.00000000", # "marginProfile": { # "defaultedMarketRiskMultiplierPct": "50.00", # "fullLiquidationMarketRiskMultiplierPct": "75.00", # "initialMarketRiskMultiplierPct": "200.00", # "liquidationMarketRiskMultiplierPct": "100.00", # "warningMarketRiskMultiplierPct": "150.00" # }, # "marketRiskUSD": "0.0000", # "maxInitialLeverage": "1", # "rateLimitToken": "7fc358f0bad4124528318ff415e24f1ad6e530321827162a5e35d8de8dcfc750", # "riskLimitUSD": "0.0000", # "takerFee": "0.00000002", # "totalBorrowedUSD": "0.0000", # "totalCollateralUSD": "0.0000", # "totalLiabilitiesUSD": "0.0000", # "tradeFeeRate": [ # { # "feeGroupId": "1", # "makerFee": "0.00000000", # "takerFee": "0.00000000" # }, # { # "feeGroupId": "2", # "makerFee": "0.00000000", # "takerFee": "0.00000000" # }, # { # "feeGroupId": "3", # "makerFee": "0.00000000", # "takerFee": "0.00000000" # }, # { # "feeGroupId": "4", # "makerFee": "0.00000000", # "takerFee": "0.00000000" # }, # { # "feeGroupId": "5", # "makerFee": "0.00000000", # "takerFee": "0.00000000" # }, # { # "feeGroupId": "6", # "makerFee": "0.00000000", # "takerFee": "0.00000000" # }, # { # "feeGroupId": "7", # "makerFee": "0.00000000", # "takerFee": "0.00000000" # }, # { # "feeGroupId": "8", # "makerFee": "0.00000000", # "takerFee": "0.00000000" # } # ], # "tradingAccountDescription": null, # "tradingAccountId": "111309424211255", # "tradingAccountName": "Primary Account", # "warningMarginUSD": "0.0000" # } # ] # return self.parse_accounts(response, params) def parse_account(self, account: dict) -> Account: return { 'id': self.safe_string(account, 'tradingAccountId'), 'type': None, 'code': None, 'info': account, } def fetch_deposit_address(self, code: str, params={}) -> DepositAddress: """ fetch the deposit address for a currency associated with self account https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/wallets/deposit-instructions/crypto/-symbol- :param str code: unified currency code :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.network]: network for deposit address :returns dict: an `address structure ` """ [self.load_markets(), self.handle_token()] currency = self.currency(code) request: dict = { 'symbol': currency['id'], } response = self.privateGetV1WalletsDepositInstructionsCryptoSymbol(self.extend(request, params)) # # [ # { # "network": "ETH", # "address": "0xc2fc755082d052bb334763b144851a0031999f33", # "symbol": "ETH" # } # ] # safeResponse = self.to_array(response) length = len(safeResponse) data = self.safe_dict(safeResponse, 0, {}) network = None network, params = self.handle_network_code_and_params(params) networkDefinedByUser = network is not None if (length > 1) or (networkDefinedByUser): # some currencies have multiple networks if network is None: # use default network if not specified and multiple are available network = self.default_network_code(code) if network is not None: # find the entry that matches the network or return first entry if not found and user did not specify a network for i in range(0, len(safeResponse)): entry = self.safe_dict(safeResponse, i, {}) networkId = self.safe_string(entry, 'network') networkCode = self.network_id_to_code(networkId) if network == networkCode: data = entry break if networkDefinedByUser: data = {} # return an empty structure if the user-defined network was not found return self.parse_deposit_address(data, currency) def parse_deposit_address(self, depositAddress, currency: Currency = None) -> DepositAddress: id = self.safe_string(depositAddress, 'symbol') network = self.safe_string(depositAddress, 'network') return { 'info': depositAddress, 'currency': self.safe_currency_code(id, currency), 'network': self.network_id_to_code(network), 'address': self.safe_string(depositAddress, 'address'), 'tag': None, } def fetch_balance(self, params={}) -> Balances: """ query for balance and get the amount of funds available for trading or funds locked in orders https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/accounts/asset https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/accounts/asset/-symbol- :param dict [params]: extra parameters specific to the exchange API endpoint :param str params['tradingAccountId']: the trading account id(mandatory parameter) :param str [params.code]: unified currency code, default is None :returns dict: a `balance structure ` """ [self.load_markets(), self.handle_token()] tradingAccountId = self.load_account(params) request: dict = { 'tradingAccountId': tradingAccountId, } response = None code = self.safe_string(params, 'code') if code is not None: request['symbol'] = self.currency(code)['id'] response = self.privateGetV1AccountsAssetSymbol(self.extend(request, params)) return self.parse_balance_for_single_currency(response, code) else: response = self.privateGetV1AccountsAsset(self.extend(request, params)) # # [ # { # "assetId": "10", # "assetSymbol": "AAVE", # "availableQuantity": "10000000.00000000", # "borrowedQuantity": "0.00000000", # "loanedQuantity": "0.00000000", # "lockedQuantity": "0.00000000", # "publishedAtTimestamp": "1747942728870", # "tradingAccountId": "111309424211255", # "updatedAtDatetime": "2025-05-13T11:33:08.801Z", # "updatedAtTimestamp": "1747135988801" # }, ... # ] # return self.parse_balance(response) def parse_balance_for_single_currency(self, response, code: Str) -> Balances: result: dict = {'info': response} account = self.account() account['free'] = self.safe_string(response, 'availableQuantity') account['used'] = self.safe_string(response, 'lockedQuantity') result[code] = account return self.safe_balance(result) def parse_balance(self, response) -> Balances: result: dict = { 'info': response, } for i in range(0, len(response)): balance = response[i] symbol = self.safe_string(balance, 'assetSymbol') code = self.safe_currency_code(symbol) account = self.account() account['total'] = self.safe_string(balance, 'availableQuantity') account['used'] = self.safe_string(balance, 'lockedQuantity') result[code] = account return self.safe_balance(result) def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]: """ fetch all open positions https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/derivatives-positions :param str[]|None symbols: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :param str params['tradingAccountId']: the trading account id :returns dict[]: a list of `position structure ` """ [self.load_markets(), self.handle_token()] tradingAccountId = self.load_account(params) request: dict = { 'tradingAccountId': tradingAccountId, } response = self.privateGetV1DerivativesPositions(self.extend(request, params)) # # [ # { # "tradingAccountId": "111000000000001", # "symbol": "BTC-USDC-PERP", # "side": "BUY", # "quantity": "1.00000000", # "notional": "1.0000", # "entryNotional": "1.0000", # "mtmPnl": "1.0000", # "reportedMtmPnl": "1.0000", # "reportedFundingPnl": "1.0000", # "realizedPnl": "1.0000", # "settlementAssetSymbol": "USDC", # "createdAtDatetime": "2021-05-20T01:01:01.000Z", # "createdAtTimestamp": "1621490985000", # "updatedAtDatetime": "2021-05-20T01:01:01.000Z", # "updatedAtTimestamp": "1621490985000" # } # ] # results = self.parse_positions(response, symbols) return self.filter_by_array_positions(results, 'symbol', symbols, False) def parse_position(self, position: dict, market: Market = None): # # [ # { # "tradingAccountId": "111000000000001", # "symbol": "BTC-USDC-PERP", # "side": "BUY", # "quantity": "1.00000000", # "notional": "1.0000", # "entryNotional": "1.0000", # "mtmPnl": "1.0000", # "reportedMtmPnl": "1.0000", # "reportedFundingPnl": "1.0000", # "realizedPnl": "1.0000", # "settlementAssetSymbol": "USDC", # "createdAtDatetime": "2021-05-20T01:01:01.000Z", # "createdAtTimestamp": "1621490985000", # "updatedAtDatetime": "2021-05-20T01:01:01.000Z", # "updatedAtTimestamp": "1621490985000" # } # ] # market = self.safe_market(self.safe_string(position, 'symbol'), market) symbol = market['symbol'] timestamp = self.safe_integer(position, 'createdAtTimestamp') side = self.safe_string(position, 'side') return self.safe_position({ 'info': position, 'id': None, 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastUpdateTimestamp': self.safe_integer(position, 'updatedAtTimestamp'), 'hedged': None, 'side': self.parse_position_side(side), 'contracts': self.safe_number(position, 'quantity'), 'contractSize': None, 'entryPrice': None, 'markPrice': None, 'lastPrice': None, 'notional': self.safe_number(position, 'notional'), 'leverage': None, 'collateral': None, 'initialMargin': None, 'initialMarginPercentage': None, 'maintenanceMargin': None, 'maintenanceMarginPercentage': None, 'unrealizedPnl': None, 'liquidationPrice': None, 'marginMode': None, 'marginRatio': None, 'percentage': None, 'stopLossPrice': None, 'takeProfitPrice': None, }) def parse_position_side(self, side: Str): sides: dict = { 'BUY': 'long', 'SELL': 'short', } return self.safe_string(sides, side, side) def fetch_transfers(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[TransferEntry]: """ fetch a history of internal transfers made on an account https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/history/transfer :param str code: unified currency code of the currency transferred :param int [since]: the earliest time in ms to fetch transfers for :param int [limit]: the maximum number of transfer structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int params['until']: the latest time in ms to fetch transfers for(default time now) :param str params['tradingAccountId']: the trading account id :returns dict[]: a list of `transfer structures ` """ [self.load_markets(), self.handle_token()] tradingAccountId = self.load_account(params) maxLimit = 100 paginate = False paginate, params = self.handle_option_and_params(params, 'fetchTransfers', 'paginate') if paginate: params = self.handle_pagination_params('fetchTransfers', since, params) return self.fetch_paginated_call_dynamic('fetchTransfers', code, since, limit, params, maxLimit) request: dict = { 'tradingAccountId': tradingAccountId, } currency: Currency = None if code is not None: currency = self.currency(code) request['assetSymbol'] = currency['id'] until = self.safe_integer(params, 'until') if (since is None) and (until is None): # since and until are mandatory for self endpoint, set until to now if both are None now = self.milliseconds() params = self.extend(params, {'until': now}) params = self.handle_since_and_until(since, params) if limit is not None: request['_pageSize'] = self.get_closest_limit(limit) response = self.privateGetV1HistoryTransfer(self.extend(request, params)) # # [ # { # "requestId": "1", # "toTradingAccountId": "111000000000001", # "fromTradingAccountId": "121000000000001", # "assetSymbol": "BTC", # "quantity": "1.00000000", # "status": "CLOSED", # "statusReasonCode": "6002", # "statusReason": "Executed", # "createdAtTimestamp": "1621490985000", # "createdAtDatetime": "2021-05-20T01:01:01.000Z" # } # ] # return self.parse_transfers(response, currency, since, limit) def transfer(self, code: str, amount: float, fromAccount: str, toAccount: str, params={}) -> TransferEntry: """ transfer currency internally between wallets on the same account https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#post-/v1/command-commandType-V1TransferAsset :param str code: unified currency codeåå :param float amount: amount to transfer :param str fromAccount: account ID to transfer from :param str toAccount: account ID to transfer to :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `transfer structure ` """ [self.load_markets(), self.handle_token()] # todo check self method properly currency = self.currency(code) request: dict = { 'commandType': 'V2TransferAsset', 'assetSymbol': currency['id'], 'quantity': self.currency_to_precision(code, amount), 'fromTradingAccountId': fromAccount, 'toTradingAccountId': toAccount, } response = self.privatePostV2Command(self.extend(request, params)) # # { # "message": "Command acknowledged - TransferAsset", # "requestId": "633909659774222336" # } # transferOptions = self.safe_dict(self.options, 'transfer', {}) fillResponseFromRequest = self.safe_bool(transferOptions, 'fillResponseFromRequest', True) transfer = self.parse_transfer(response, currency) if fillResponseFromRequest: transfer['fromAccount'] = fromAccount transfer['toAccount'] = toAccount transfer['amount'] = amount transfer['currency'] = code return transfer def parse_transfer(self, transfer, currency: Currency = None): # # fetchTransfers # { # "requestId": "1", # "toTradingAccountId": "111000000000001", # "fromTradingAccountId": "121000000000001", # "assetSymbol": "BTC", # "quantity": "1.00000000", # "status": "CLOSED", # "statusReasonCode": "6002", # "statusReason": "Executed", # "createdAtTimestamp": "1621490985000", # "createdAtDatetime": "2021-05-20T01:01:01.000Z" # } # # transfer # { # "message": "Command acknowledged - TransferAsset", # "requestId": "633909659774222336" # } # timestamp = self.safe_integer(transfer, 'createdAtTimestamp') currencyId = self.safe_string(transfer, 'assetSymbol') status = self.safe_string(transfer, 'status') if status is None: status = self.safe_string(transfer, 'message') return { 'id': self.safe_string(transfer, 'requestId'), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'currency': self.safe_currency_code(currencyId, currency), 'amount': self.safe_number(transfer, 'quantity'), 'fromAccount': self.safe_string(transfer, 'fromTradingAccountId'), 'toAccount': self.safe_string(transfer, 'toTradingAccountId'), 'status': self.parse_transfer_status(status), 'info': transfer, } def parse_transfer_status(self, status): statuses: dict = { 'CLOSED': 'ok', 'OPEN': 'pending', 'REJECTED': 'failed', 'Command acknowledged - TransferAsset': 'ok', } return self.safe_string(statuses, status, status) def fetch_borrow_rate_history(self, code: str, since: Int = None, limit: Int = None, params={}): """ retrieves a history of a currencies borrow interest rate at specific time slots https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/history/borrow-interest :param str code: unified currency code :param int [since]: timestamp for the earliest borrow rate :param int [limit]: the maximum number of `borrow rate structures ` to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int params['until']: the latest time in ms to fetch entries for :param str params['tradingAccountId']: the trading account id :returns dict[]: an array of `borrow rate structures ` """ [self.load_markets(), self.handle_token()] tradingAccountId = self.load_account(params) currency = self.currency(code) request: dict = { 'assetSymbol': currency['id'], 'tradingAccountId': tradingAccountId, } now = self.milliseconds() startTimestamp = since request, params = self.handle_until_option('createdAtDatetime[lte]', request, params) until = self.safe_integer(request, 'createdAtDatetime[lte]') # current endpoint requires both since and until parameters if startTimestamp is None: startTimestamp = now - 1000 * 60 * 60 * 24 * 90 # Only the last 90 days of data is available for querying if until is None: until = now request['createdAtDatetime[gte]'] = self.iso8601(startTimestamp) request['createdAtDatetime[lte]'] = self.iso8601(until) response = self.privateGetV1HistoryBorrowInterest(self.extend(request, params)) # # [ # { # "assetId": "1", # "assetSymbol": "BTC", # "borrowedQuantity": "1.00000000", # "totalBorrowedQuantity": "1.00000000", # "createdAtDatetime": "2020-08-21T08:00:00.000Z", # "createdAtTimestamp": "1621490985000" # } # ] # return self.parse_borrow_rate_history(response, code, since, limit) def parse_borrow_rate(self, info, currency: Currency = None): # # { # "assetId": "1", # "assetSymbol": "BTC", # "borrowedQuantity": "1.00000000", # "totalBorrowedQuantity": "1.00000000", # "createdAtDatetime": "2020-08-21T08:00:00.000Z", # "createdAtTimestamp": "1621490985000" # } # timestamp = self.safe_integer(info, 'createdAtTimestamp') currencyId = self.safe_string(info, 'assetSymbol') return { 'currency': self.safe_currency_code(currencyId, currency), 'rate': self.safe_number(info, 'borrowedQuantity'), 'period': 86400000, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'info': info, } def get_timestamp(self): return self.milliseconds() - self.options['timeDifference'] def fetch_open_interest(self, symbol: str, params={}) -> OpenInterest: """ fetches the open interest of a specific market https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#get-/v1/markets/-symbol-/tick :param str symbol: unified symbol of the market to fetch the open interest for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `open interest structure ` """ self.load_markets() market = self.market(symbol) request: dict = { 'symbol': market['id'], } response = self.publicGetV1MarketsSymbolTick(self.extend(request, params)) # # { # "createdAtDatetime": "2021-05-20T01:01:01.000Z", # "createdAtTimestamp": "1621490985000", # "high": "1.00000000", # "low": "1.00000000", # "bestBid": "1.00000000", # "bidVolume": "1.00000000", # "bestAsk": "1.00000000", # "askVolume": "1.00000000", # "vwap": "1.00000000", # "open": "1.00000000", # "close": "1.00000000", # "last": "1.00000000", # "change": "1.00000000", # "percentage": "1.00000000", # "average": "1.00000000", # "baseVolume": "1.00000000", # "quoteVolume": "1.00000000", # "bancorPrice": "1.00000000", # "markPrice": "19999.00", # "fundingRate": "0.01", # "openInterest": "100000.32452", # "lastTradeDatetime": "2021-05-20T01:01:01.000Z", # "lastTradeTimestamp": "1621490985000", # "lastTradeQuantity": "1.00000000", # "ammData": [ # { # "feeTierId": "1", # "bidSpreadFee": "0.00040000", # "askSpreadFee": "0.00040000", # "baseReservesQuantity": "245.56257825", # "quoteReservesQuantity": "3424383.3629", # "currentPrice": "16856.0000" # } # ] # } # return self.parse_open_interest(response, market) def parse_open_interest(self, interest, market: Market = None): # # { # "createdAtDatetime": "2021-05-20T01:01:01.000Z", # "createdAtTimestamp": "1621490985000", # "high": "1.00000000", # "low": "1.00000000", # "bestBid": "1.00000000", # "bidVolume": "1.00000000", # "bestAsk": "1.00000000", # "askVolume": "1.00000000", # "vwap": "1.00000000", # "open": "1.00000000", # "close": "1.00000000", # "last": "1.00000000", # "change": "1.00000000", # "percentage": "1.00000000", # "average": "1.00000000", # "baseVolume": "1.00000000", # "quoteVolume": "1.00000000", # "bancorPrice": "1.00000000", # "markPrice": "19999.00", # "fundingRate": "0.01", # "openInterest": "100000.32452", # "lastTradeDatetime": "2021-05-20T01:01:01.000Z", # "lastTradeTimestamp": "1621490985000", # "lastTradeQuantity": "1.00000000", # "ammData": [ # { # "feeTierId": "1", # "bidSpreadFee": "0.00040000", # "askSpreadFee": "0.00040000", # "baseReservesQuantity": "245.56257825", # "quoteReservesQuantity": "3424383.3629", # "currentPrice": "16856.0000" # } # ] # } # openInterest = self.safe_string(interest, 'openInterest') return self.safe_open_interest({ 'info': interest, 'symbol': self.safe_string(market, 'symbol'), 'openInterestAmount': openInterest, 'openInterestValue': None, 'timestamp': self.safe_string(interest, 'createdAtTimestamp'), 'datetime': self.safe_string(interest, 'createdAtDatetime'), 'baseVolume': openInterest, 'quoteVolume': None, }, market) def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): request = self.omit(params, self.extract_params(path)) endpoint = '/' + self.implode_params(path, params) url = self.urls['api'][api] + endpoint if api == 'private': self.check_required_credentials() nonce = str(self.microseconds()) timestamp = str(self.get_timestamp()) if method == 'GET': payload = timestamp + nonce + method + '/trading-api/' + path signature = self.hmac(self.encode(payload), self.encode(self.secret), hashlib.sha256, 'hex') headers = { 'BX-TIMESTAMP': timestamp, 'BX-NONCE': nonce, 'BX-SIGNATURE': signature, } elif method == 'POST': body = self.json(params) payload = timestamp + nonce + method + '/trading-api/' + path + body digest = self.hash(self.encode(payload), 'sha256', 'hex') signature = self.hmac(self.encode(digest), self.encode(self.secret), hashlib.sha256, 'hex') headers = { 'BX-TIMESTAMP': timestamp, 'BX-NONCE': nonce, 'BX-SIGNATURE': signature, 'Content-Type': 'application/json', } headers['Content-Type'] = 'application/json' rateLimitToken = self.safe_string(request, 'rateLimitToken') if rateLimitToken is not None: headers['BX-RATE-LIMIT-TOKEN'] = rateLimitToken if path == 'v1/users/hmac/login': headers['BX-PUBLIC-KEY'] = self.apiKey else: token = self.token if (token is None): raise AuthenticationError(self.id + ' requires a token, please call signIn() first') headers['Authorization'] = 'Bearer ' + token # headers['BX-NONCE-WINDOW-ENABLED'] = 'false' # default is False if method == 'GET': query = self.urlencode(request) if len(query): url += '?' + query return {'url': url, 'method': method, 'body': body, 'headers': headers} def sign_in(self, params={}): """ sign in, must be called prior to using other authenticated methods https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#overview--add-authenticated-request-header :param dict [params]: extra parameters specific to the exchange API endpoint :returns: response from exchange """ response = self.privateGetV1UsersHmacLogin(params) # # { # "authorizer": "113363EFA2CA00007368524E02000000", # "ownerAuthorizer": "113363EFA2CA00007368524E02000000", # "token": "eyJhbGciOiJFUzI1NiJ9.eyJpc3MiOiJiMXgtYXV0aC1zZXJ2aWNlIiwic3ViIjoiNDY0OTc4MzAiLCJleHAiOjE3NDczMzgzNDMsIlNUQUdFIjoiQVVUSEVOVElDQVRFRF9XSVRIX0JMT0NLQ0hBSU4ifQ.5FSyrihzc1wsJqAY8pVX36Y4ZXg3HopLJypPEbHg5bBK8FbL_oLxkj6zM_iOYL2a1x6-ICG0pQjr8hF_k8Yg-w" # } # token = self.safe_string(response, 'token') authorizer = self.safe_string(response, 'authorizer') self.options['authorizer'] = authorizer self.token = token self.options['tokenExpires'] = self.sum(self.milliseconds(), 1000 * 60 * 60 * 24) # token expires in 24 hours return token def handle_token(self, params={}): now = self.milliseconds() token = self.token tokenExpires = self.safe_integer(self.options, 'tokenExpires') if (token is None) or (tokenExpires is None) or (now > tokenExpires): return self.sign_in() else: return self.token def handle_errors(self, httpCode: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody): if response is None: return None # fallback to default error handler # # { # "type": "HttpInvalidParameterException", # "message": "HTTP_INVALID_PARAMETER: '100m' is not a valid time bucket" # } # # { # "message": "Order size outside valid range", # "raw": null, # "errorCode": 6023, # "errorCodeName": "ORDER_SIZE_OUTSIDE_VALID_RANGE" # } # code = self.safe_string(response, 'errorCode') type = self.safe_string(response, 'type') if (code is not None and code != '0' and code != '1001') or (type is not None and type == 'HttpInvalidParameterException'): message = '' errorCodeName = self.safe_string(response, 'errorCodeName') if errorCodeName is not None: message = errorCodeName else: message = type feedback = self.id + ' ' + body self.throw_exactly_matched_exception(self.exceptions['exact'], message, feedback) self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback) self.throw_exactly_matched_exception(self.exceptions['exact'], code, feedback) raise ExchangeError(feedback) # unknown message return None