ei ddlZddlmZmZmZddlZddlmZm Z m Z m Z m Z m Z mZmZmZmZddlmZddlmZddlmZddlmZddlmZGd d ejjZdS) N) ArrayCacheArrayCacheBySymbolByIdArrayCacheByTimestamp) AnyBalancesIntOrder OrderBookStrStringsTickerTickersTrade)Client)List) ExchangeError)ArgumentsRequired) NotSupportedc eZdZdeffd ZdZifdefdZdefdZ ifde de fdZ d ifd e defd Zdefd Zd ifd e defd ZdefdZd,dZd d ifde dededeefdZd d ifd ee dededeefdZdefdZd d d ifdedededeefdZdefdZd ifde dedefdZd ifd ee dedefdZdefdZ dZ!dZ"dZ#d d d ifdedededee$fdZ%defdZ&dd d ifde d e dededee'f d!Z(d d ifd"eee dedefd#Z)defd$Z*d,de'fd%Z+d ifd&e d'efd(Z,defd)Z-defd*Z.ifd+Z/xZ0S)-deribitreturnc|tt|dddddddddddddd ddiddidddd d d d d ddddd ddiddddddgddiidS)NT) ws watchBalance watchTicker watchTickers watchBidsAsks watchTradeswatchTradesForSymbols watchMyTrades watchOrderswatchOrderBookwatchOrderBookForSymbols watchOHLCVwatchOHLCVForSymbolsrz wss://test.deribit.com/ws/api/v2zwss://www.deribit.com/ws/api/v2)testapi1351530601201803607201D) 1m3m5m15m30m1h2h4h6h12h1dinterval100msF20none)r>useDepthEndpointdepthgroup) timeframesrr#)BTCETHSOLUSDC)r currencies)hasurlsoptions streaming exceptions) deep_extendsuperrdescribe)self __class__s N/var/www/html/volatility/venv/lib/python3.11/site-packages/ccxt/pro/deribit.pyrRzderibit.describesgt 4 4 = = ? ? $# $!%#)-!%#"&,0"(,"<; "!!##"###$" # ##G. %,,1!%!' 11'4<;;7:o9B 9B 9 9 9 cz|||jddd}||jd<|S)N requestIdr)sum safe_integerrM)rSrXs rU request_idzderibit.request_idOs;HHT..t|[!LLaPP $- [!rVcK||d{Vd}|jdd}||jdg}g}t dt |D]"}||}|d|z#dd d |i|d }|||} | ||| || d{VS) aW https://docs.deribit.com/#user-portfolio-currency watch balance and get the amount of funds available for trading or funds locked in orders :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `balance structure ` Nbalancer'rrJrzuser.portfolio.2.0private/subscribechannelsjsonrpcmethodparamsid) authenticaterL safe_valuerMrangelenappendr\rPwatch) rSre messageHashurlrJrai currencyCode subscriberequests rU watch_balancezderibit.watch_balanceTs''''''''' it$__T\<DD q#j//** > >A%a=L OO- < = = = =)H//##   ""9f55ZZ[';PPPPPPPPPrVclientcD||di}||di}||jd<||d}||}||}||j|<d}||j|dS)Nredatainfocurrencyr^)rhr^ safe_stringsafe_currency_code parse_balanceresolve) rSrtmessagererv currencyIdrpr^rms rUhandle_balancezderibit.handle_balancepsX(B77vvr22# V%%dJ77 ..z:: $$T**%, \" t|[11111rVsymbolc:K|d{V||}|jdd}||dd}||d}|d{V|dkr|d{Vd|dzd z|z}d d d d|dzd z|zgi|d }|||}||||||d{VS)a' https://docs.deribit.com/#ticker-instrument_name-interval watches a price ticker, a statistical calculation with the information for a specific market. :param str symbol: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.interval]: specify aggregation and frequency of notifications. Possible values: 100ms, raw :returns dict: a `ticker structure ` Nr'rr>r?rawticker.rf.r_public/subscriberarb) load_marketsmarketrLryomitrgr\rPrl) rSrrerrnr>channelr}rrs rU watch_tickerzderibit.watch_tickersg!!!!!!!!!V$$it$##FJ@@6:..!!!!!!!!! u  ##%% % % % % % % %fTl*S08;(Y5;hFG//##   ""7F33ZZWgwHHHHHHHHHrVNsymbolsc"K|d{V||dd}|jdd}||dd}||d}|d{V|dkr|d{Vg}t dt|D]A}|||}| d |d zd z|zBd d d|i| d}| ||} | ||| || d{V} |j ri} | | | d<| S||jd|S)aZ https://docs.deribit.com/#ticker-instrument_name-interval watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list :param str[] [symbols]: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.interval]: specify aggregation and frequency of notifications. Possible values: 100ms, raw :returns dict: a `ticker structure ` NFr'rr>r?rrrrfrr_rrarbr)rmarket_symbolsrLryrrgrirjrrkr\rPwatch_multiple newUpdatesfilter_by_arraytickers) rSrrernr>rarorr}rr newTickersrs rU watch_tickerszderibit.watch_tickerss!!!!!!!!!%%gtU;;it$##FJ@@6:..!!!!!!!!! u  ##%% % % % % % % %q#g,,'' G GA[[,,F OOIt 4s:XE F F F F(H//##   ""7F33..sHgxQXYYYYYYYY ? G,6GJx( )N##DL(GDDDrVcN||di}||di}||d}||}||}||d}||j|<|||dS)Nrervinstrument_namer)rhry safe_symbol parse_tickerrr|) rSrtr}rervmarketIdrtickerrms rU handle_tickerzderibit.handle_tickers<(B77vvr22##D*;<<!!(++""4((&&vy99 % Vv{+++++rVcHK|d{V||dd}|jdd}g}tdt |D];}|||}|d|dz` NFr'rrzquote.rfr_rrarbr) rrrLrirjrrkr\rPrrrbidsasks) rSrrernrarorr}rrrrs rUwatch_bids_askszderibit.watch_bids_askssX!!!!!!!!!%%gtU;;it$q#g,,'' 5 5A[[,,F OOHvd|3 4 4 4 4(H//##   ""7F33..sHgxQXYYYYYYYY ? G,6GJx( )N##DM8WEEErVc||di}||di}||}|d}||j|<||d}|||dS)Nrervrr) safe_dictparse_ws_bid_askrryr|)rSrtr}rervrrrms rUhandle_bid_askzderibit.handle_bid_ask4s$266~~ffb11&&t,,! & f&&vy99 v{+++++rVc ||d}|||}||d}||d}|||||||d||d||d||d|d|S) Nrr timestampbest_ask_pricebest_ask_amountbest_bid_pricebest_bid_amount)rrdatetimeask askVolumebid bidVolumerw)ry safe_marketr[ safe_tickeriso8601)rSrrrrrs rUrzderibit.parse_ws_bid_askNs##F,=>>!!(F33!!&(33%%fk:: " Y//##F,<==))&2CDD##F,<==))&2CDD ! !     rVsincelimitcNKd|d<||g|||d{VS)a get the list of most recent trades for a particular symbol https://docs.deribit.com/#trades-instrument_name-interval :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.interval]: specify aggregation and frequency of notifications. Possible values: 100ms, raw :returns dict[]: a list of `trade structures ` rcallerMethodNameN)watch_trades_for_symbols)rSrrrres rU watch_tradeszderibit.watch_trades^sA&3!"22F8UE6RRRRRRRRRrVcKd}||ddd\}}|dkr|d{V|d|||d{V}|jrB||d}||d}|||}||||d d S) a get the list of most recent trades for a list of symbols https://docs.deribit.com/#trades-instrument_name-interval :param str[] symbols: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` Nrr>r?rtradesrrrT)handle_option_and_paramsrgwatch_multiple_wrapperrrrygetLimitfilter_by_since_limit) rSrrrrer>rfirst tradeSymbols rUrz deribit.watch_trades_for_symbolsns88AXZdfmnn& u  ##%% % % % % % % %228XwPVWWWWWWWW ? 8NN61--E**5(;;KOOK77E))&% TRRRrVc.||di}||dd}|d}||d}||d}||}||} ||dg} ||j|3||j dd } t| |j|<|j|} td t| D]5} | | }| || }| |6| |j|<d |zd z|z}||j||dS) NrerrrYrv tradesLimitrztrades||)rrysplitrr safe_listrhrr[rMrrirj parse_traderkr|)rSrtr}rerpartsrr>rrrrstoredrotradeparsedrms rU handle_tradeszderibit.handle_tradess,266""69b99 c""##E1--##E1--!!(++!!(++33 ??4; / / 7%%dlM4HHE",U"3"3DK V$q#f++&& " "A1IE%%eV44F MM& ! ! ! !$ F&(3.9 t{6*K88888rVcK||d{V|/|d{V||}|jdd}||dd}||d}d|z}ddd |gi|d }|||} |||| || d{V} | | |||d S) a get the list of trades associated with the user https://docs.deribit.com/#user-trades-instrument_name-interval :param str symbol: unified symbol of the market to fetch trades for. Use 'any' to watch all trades :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.interval]: specify aggregation and frequency of notifications. Possible values: 100ms, raw :returns dict[]: a list of `trade structures ` Nr'rr>rzuser.trades.any.any.r_r`rarbT) rgrrrLryrr\rPrlfilter_by_symbol_since_limit) rSrrrrernr>rr}rrrs rUwatch_my_tradeszderibit.watch_my_tradess9'''''''''  ##%% % % % % % % %[[((Fit$##FJ>>6:..(83)WI//##   ""7F33zz#w'JJJJJJJJ00tTTTrVc||di}||dd}||dg}|j}|+||jdd}t |}||}i} tdt|D],} || } | | | d} d | | <-| ||dS) NrerrrvrrrrT) rhrymyTradesr[rMr parse_tradesrirjrkr|) rSrtr}rerr cachedTradesrr marketIdsrorrs rUhandle_my_tradeszderibit.handle_my_tradessB(B77""69b9944}  %%dlM4HHE1%88L""6** q#f++&& % %A1IE    & & &8_F $If  |W-----rVcLKd|d<||g||d{VS)a https://docs.deribit.com/#book-instrument_name-group-depth-interval watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.interval]: Frequency of notifications. Events will be aggregated over self interval. Possible values: 100ms, raw :returns dict: A dictionary of `order book structures ` indexed by market symbols r"rN)watch_order_book_for_symbols)rSrrres rUwatch_order_bookzderibit.watch_order_books?&6!"66xOOOOOOOOOrVcKd}||ddd\}}|dkr|d{Vd}d}||ddd\}}|rId}||dd d \}}d}||dd d \}}|d z|zd z|z}n|}|d|||d{V} | S)a" watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://docs.deribit.com/#book-instrument_name-group-depth-interval :param str[] symbols: unified array of symbols :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols Nr#r>r?rrrBFrCr@rDrArbook)rrgrr) rSrrrer> descriptorrBrCrD orderbooks rUrz$deribit.watch_order_book_for_symbolss788A[]gipqq& u  ##%% % % % % % % % #'#@#@Icewy~## &  "E 99&B\^egkllME6E 99&B\^egmnnME6u,s2X=JJ!J55fj'SYZZZZZZZZ    rVc||di}||di}||d}|d}d}t|}|dk} | rQ||d} ||d} ||d } | dz| zdz| z}n||d} | }||d } || }||d }||jvr||j|<|j|}||d g}||d g}| |d || |d |||d<||d <| ||d<||d<||j|<d|zdz|z}| ||dS)Nrervrrrrrrasksbidsnoncerrzbook|r) rhryrrjrr[ orderbookscounted_order_bookr handle_deltasrr|)rSrtr}rervrrr partsLength isDetailedrDrCr>rrrstoredOrderBookrrrms rUhandle_order_bookzderibit.handle_order_book-s'\(B77vvr22""6955 c"" %jj  A%  "$$UA..E$$UA..E''q11Hu,s2X=JJ''q11H!J##D*;<<!!(++%%dK88 $/))&*&=&=&?&?DOF #/&1~~dFB//~~dFB// ?62D999 ?62D999#, '0 $&*ll9&=&= #$*!"1&,z9  44444rVc||dg}||dg}g}tdt|D]1}|||d||dg2g}tdt|D]1}|||d||dg2||d<||d<|S)NrrrrYr)rrirjrk)rSrvrr cleanedBidsro cleanedAskss rUclean_order_bookzderibit.clean_order_book|s~~dFB//~~dFB// q#d))$$ 9 9A   Q DGAJ7 8 8 8 8 q#d))$$ 9 9A   Q DGAJ7 8 8 8 8"V "V  rVc|d}|d}|ddks |ddkr|||dgdS|ddkr|||dgdSdS)NrYrrnewchangedelete) storeArray)rSbooksidedeltapriceamounts rU handle_deltazderibit.handle_deltasaq 8u  aH 4 4    2 3 3 3 3 3 1X ! !    2 3 3 3 3 3" !rVc~tdt|D]}||||dS)Nr)rirjr)rSrdeltasros rUrzderibit.handle_deltassHq#f++&& 3 3A   hq 2 2 2 2 3 3rVcK|d{V||d{V|||}|jdd}||dd}||dd}||dd}||ddd}d |zd z|zd z|z} d d d | gi|d} || |} ||| | | | d{V} |j r| ||}| | |||dS)a. https://docs.deribit.com/#user-orders-instrument_name-raw watches information on multiple orders made by the user :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `order structures ` Nr'rrxanyr>rkindz user.orders.rr_r`rarbT) rrgrrLryrr\rPrlrrr) rSrrrrernrxr>rrr}rrorderss rU watch_orderszderibit.watch_orderss!!!!!!!!!'''''''''  [[((Fit$##FJ>>##FJ>>666:z6BB 4'#-83>I)WI//##   ""7F33zz#w'JJJJJJJJ ? 3OOFE22E00tTTTrVcB|j0||jdd}t||_||di}||dd}||di}g}t |tr||}n| |}|g}|j} tdt|D]} | || | |j|dS)N ordersLimitrrerrrvr)rr[rMrrhry isinstancelist parse_orders parse_orderrirjrkr|) rSrtr}rrerrvrorder cachedOrdersros rU handle_orderszderibit.handle_orderssF ; %%dlM4HHE077DK(B77""69b99vvr22 dD ! ! &&t,,FF$$T**EWF{ q#f++&& + +A   q * * * *t{G,,,,,rVr3 timeframecK|d{V||}|||gg|||d{V}|||S)a https://docs.deribit.com/#chart-trades-instrument_name-resolution watches historical candlestick data containing the open, high, low, and close price, and the volume of a market :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume N)rrwatch_ohlcv_for_symbols)rSrrrrreohlcvss rU watch_ohlcvzderibit.watch_ohlcvs!!!!!!!!!V$$33fi5H4I5RWY_````````f~i((rVsymbolsAndTimeframescrKt|}|dkst|dtst|jdz|dd||d{V\}}}|jr|||}||||dd} | ||| S)a watches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://docs.deribit.com/#chart-trades-instrument_name-resolution :param str[][] symbolsAndTimeframes: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']] :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume rzu watchOHLCVForSymbols() requires a an array of symbols and timeframes, like [['BTC/USDT', '1m'], ['LTC/USDT', '5m']] chart.tradesNT) rjrrrrfrrrrcreate_ohlcv_object) rSr rrre symbolsLengthrrcandlesfiltereds rUr zderibit.watch_ohlcv_for_symbolss011 A  Z0DQ0G%N%N #DG/f%fgg g+/+F+F~W[]qsy+z+z%z%z%z%z%z%z" 7 ? 4$$VU33E--gueQMM'' 8DDDrVc||di}||dd}|d}||d}||d}||}|d} ||jdi} || d i} ||| } ||j| i|j| <||j| | 9||jd d } t| |j| | <|j| | }||d i}| ||}| |||j| | <| | |g}d | zdz|z}| ||dS)NrerrrrrrrrE OHLCVLimitrrvz chart.trades|r) rryrrrMfind_timeframer rhr[rparse_ws_ohlcvrkr|)rSrtr}rerrr rawTimeframerr wsOptionsrEunifiedTimeframerrohlcvr resolveDatarms rU handle_ohlcvzderibit.handle_ohlcvs&266""69b99 c""##E1--''q11 !!(++!NN4<r:: ^^I|R@@ ..|ZHH"nnT[&"EE F ??4;v.0@ A A I%%dlL$GGE4I%4P4PDK  0 1V$%56vvr22$$UF33 f06 F,-/8 %.4|C {K00000rVc ||d||d||d||d||d||dgS)Ntickopenhighlowclosevolume)r[ safe_number)rSrrs rUrzderibit.parse_ws_ohlcv?s   eV , ,   UF + +   UF + +   UE * *   UG , ,   UH - -   rV channelNamechannelDescriptorcK|d{V|jdd}g}g}|dk}|r||dn|} || ddt dt |D]} || } d} |rB|| d} | d} ||j| | }|}n|| } |dz| dzdz|z}| || |d z| d zd z|zd d d |i| d}| ||}d}| |}t ||krt|jdz|||||d{VS)Nr'rrrFrYrrfrrr_rrarbizG requested subscription length over limit, try to reduce symbols amount)rrLget_list_from_object_valuesrrirjrryrErkr\rPjsonrrfr)rSr&r' symbolsArrayrernrawSubscriptions messageHashesisOHLCVrrocurrentr unifiedTfrawTfr}rrextendedRequestmaxMessageByteLimit jsonedTexts rUrzderibit.watch_multiple_wrapperTs$!!!!!!!!!it$ .0GN`$22<CCCT` GT5111q#l++,, a aA"1oGF .WQZ00#AJ (()YOO$)!!W--!C'&,6>  "  . .vw ? ? ? ? ? # "rVc6d}||||S)N authenticated)r|)rSrtr}rms rUr>z%deribit.handle_authentication_messages"$& w ,,,rVc K|jdd}||}|}||}|}d}||j|}|||} d} || || z|z| z| |j tj } d| dd|j || |dd d } ||||| ||d{V}||j|<|S) Nr'rrF r_z public/authclient_signaturer) grant_type client_idr signaturerrv)rcrfrdre)rLrt millisecondsnumber_to_stringrh subscriptionscheck_required_credentialsr\hmacencodesecrethashlibsha256apiKeyrlextend) rSrernrttime timeStringrrmfuturerX lineBreakrLrrs rUrgzderibit.authenticatesgit$S!!  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