eiddlZddlmZmZmZmZddlZddlm Z m Z m Z m Z m Z mZmZmZmZmZmZmZmZmZmZmZmZmZddlmZddlmZddlm Z ddlm!Z!ddlm"Z"dd lm#Z#dd lm$Z$dd lm%Z%Gd d ej&j'Z'dS)N) ArrayCacheArrayCacheBySymbolByIdArrayCacheBySymbolBySideArrayCacheByTimestamp)AnyBalancesBoolInt LiquidationNumOrder OrderBook OrderSide OrderTypePositionStrStringsTickerTickers FundingRate FundingRatesTrade)Client)List) ExchangeError)AuthenticationError)ArgumentsRequired) BadRequest) InvalidNonce) ChecksumErrorceZdZdeffd ZdZdefdZdifdefdZifd Z ddifd ed e d e de e fd Z ddifde ed e d e de e fdZifde edefdZifd edefdZdefdZifd edefdZdifdedefdZdefdZifd edefdZifd edefdZdifdedefdZifd edefdZdifdedefdZdifdedefdZdefdZ difdedefdZ!defdZ"d[dZ#ddifde ed e d e de e$fd Z%defd!Z&ddifde ed e d e de e$fd"Z'defd#Z(d[d$Z)d[d%Z*d&ddifd ed'ed e d e de e+f d(Z,d&ifd ed'edefd)Z-ddifd*e e ed e d e fd+Z.ifd*e e edefd,Z/defd-Z0difd ed e de1fd.Z2difde ed e de1fd/Z3ifde edefd0Z4ifd edefd1Z5d2Z6d3Z7d[defd4Z8defd5Z9ifd6Z:ifde;fd7Zd[d:Z?dddifd e@d e d e de e fd;ZAdddifded e d e de eBfd<ZCd=ZDdddifd e@d e d e de eEfd>ZFdefd?ZGdefd@ZHdAZIdifd edBeJdCeKdDeLdEeMdeEf dFZNdefdGZOddifdHed edBeJdCeKdDeMdEeMdeEfdIZPdifdHed e@deEfdJZQdifdKe ed e@fdLZRdifd e@de eEfdMZSdefdNZTdefdOZUdefdPZVdefdQZWdefdRZXdedeYfdSZZdefdTZ[ded edefdUZ\ded edefdVZ]ded edefdWZ^ded efdXZ_defdYZ`xZaS)\okxreturncT|tt|iddddddddddddddd dd dd dd dd dddddddddddddddddddddd ddiddidddddddiddiddiddidd idd!iid" |jd#d$d%S)&NwsT watchTickerwatchMarkPricewatchMarkPrices watchTickers watchBidsAskswatchOrderBook watchTradeswatchTradesForSymbolswatchOrderBookForSymbols watchBalancewatchLiquidationsemulatedwatchLiquidationsForSymbolswatchMyLiquidationswatchMyLiquidationsForSymbols watchOHLCVwatchOHLCVForSymbols) watchOrders watchMyTradeswatchPositionswatchFundingRatewatchFundingRates createOrderWs editOrderWs cancelOrderWscancelOrdersWscancelAllOrdersWszwss://ws.okx.com:8443/ws/v5zwss://wspap.okx.com:8443/ws/v5)apitestbooks)checksumdepthspotchanneltickerstypeANYop batch-orders amend-order) r+r/r&r)r7r8r<r=r%iPF)ping keepAlive)hasurlsoptions streaming) deep_extendsuperr"describerN)self __class__s J/var/www/html/volatility/venv/lib/python3.11/site-packages/ccxt/pro/okx.pyrVz okx.describesc4 0 0 9 9 ; ;dt!$"4      !$t(+D$Z.t&z0 d!"'#$ $!%"&$(%)!%#!%"&%)7>7: !%0%3##6!'y y!E E"."- _22l " s_> _> _ _ _ publicrGc|jd}|rdnd}|dk}|dk}|jdd}|s|dd ks|d kr|d z|zS|r|d z|zS|d z|zS)N sandboxModez?brokerId=9999businessr[rAr%candle orders-algoz /businessz/publicz/private)rRrQfind)rWrGaccess isSandbox sandboxSuffix isBusinessisPublicurls rYget_urlz okx.get_urlxsL/ ,5=((2  * h&it$  3',,x002557m;S;S$}4 4  3?]2 2Z-//rZNsymbolscK|d{V||j}||}|||}g}g}t dt |D]l}|||} || d} ||| |||dz||zmd|d} | ||| |d{VS)NrrGinstId:: subscriberKargs) load_marketsrkmarket_symbolsrjrangelen market_idappendextendwatch_multiple) rWrdrGrkparamsri messageHashesrrimarketIdargrequests rYsubscribe_multiplezokx.subscribe_multiples2!!!!!!!!! ?lG%%g..ll7F++ q#g,,'' > >A~~gaj11H""C KK C00 1 1 1  4'!*!< = = = =  ((mWmTTTTTTTTTrZc>K|d{V|||}d|i}|.||}|d|dzz }|d|d<d|||gd} |||| |d{VS)NrG:idrnrprq)rsrjmarketrTwatch) rWrd messageHashrGsymbolr{ri firstArgumentrrs rYrpz okx.subscribes!!!!!!!!!ll7F++ w   [[((F 3- -K&,TlM( #  77   ZZ[';GGGGGGGGGrZrsincelimitcDK||g|||d{VS)a https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-trades-channel https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-all-trades-channel get the list of most recent trades for a particular symbol :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` N)watch_trades_for_symbols)rWrrrr{s rY watch_tradeszokx.watch_tradess622F8UE6RRRRRRRRRrZcfKt|}|dkrt|jdz|d{V||}d}||ddd\}}g}g}t dt|D]T} || } ||dz| z|| } || d} || Ud |d } d }|d krd }| d|id{V| ||}| ||| |d{V}|j rB| |d}||d}|||}||||ddS)a https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-trades-channel https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-all-trades-channel get the list of most recent trades for a particular symbol :param str symbols: :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.channel]: the channel to subscribe to, trades by default. Can be 'trades' and 'trades-all' :returns dict[]: a list of `trade structures ` rz> watchTradesForSymbols() requires a non-empty array of symbolsNr,rGtradesrrmrprqr[ trades-allr_rdr timestampT)rvrrrsrthandle_option_and_paramsrurxrw authenticaterjrz newUpdates safe_value safe_stringgetLimitfilter_by_since_limit)rWrkrrr{ symbolsLengthrGtopicsr|r}rr~topicrrdrirfirst tradeSymbols rYrzokx.watch_trades_for_symbolss G A  #DG.n$noo o!!!!!!!!!%%g..77 yZbcc q#g,,'' ! !AQZF  3!7 8 8 8~~f--H""E MM%    l " "F##Xv$677 7 7 7 7 7 7 7ll7F++**3 w VVVVVVVV ? 8OOFA..E**5(;;KOOK77E))&% TRRRrZcTK|d{V||dd}d}||ddd\}}g}g}tdt |D]W}||}|d|zdz|z||}||d } || Xd |d } d } |d krd} |d| id{V||| } | | || |d{VS)au unWatches from the stream channel :param str[] symbols: :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.channel]: the channel to subscribe to, trades by default. Can be trades, trades-all :returns dict[]: a list of `trade structures ` NFr,rGrr unsubscribe:rrm unsubscriberqr[rr_rd) rsrtrrurvrxrwrrjrz) rWrkr{rGrr|r}rr~rrrdris rYun_watch_trades_for_symbolszokx.un_watch_trades_for_symbolss!!!!!!!!!%%gtU;;77 yZbcc q#g,,'' ! !AQZF  '!9C!?&!H I I I~~f--H""E MM%    l " "F##Xv$677 7 7 7 7 7 7 7ll7F++((mWmTTTTTTTTTrZc@K||g|d{VS)a4 unWatches from the stream channel :param str symbol: unified symbol of the market to fetch trades for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` N)rrWrr{s rYun_watch_tradeszokx.un_watch_tradess255vhGGGGGGGGGrZclientcd||di}||d}||d}||}||dg}||jdd}t dt |D]} ||| } |dz|z} ||j|} | t|} | |j|<| | | | | dS) NrrGrndata tradesLimitrr) rr safe_symbol safe_integerrRrurv parse_traderrrxresolve) rWrmessagerrGr~rrrr}traderstoreds rY handle_tradeszokx.handle_tradess/Boogub11""3 22##C22!!(++w33'' mTJJ q#d))$$ 0 0A$$T!W--E!C-&0K__T[&99F~#K00&, F# MM% NN6; / / / / 0 0rZczK||}||g|d{V}||S)ap watch the current funding rate https://www.okx.com/docs-v5/en/#public-data-websocket-funding-rate-channel :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `funding rate structure ` N)rwatch_funding_rates)rWrr{frs rYwatch_funding_ratezokx.watch_funding_rateHsLV$$++VHf== = = = = = =&zrZc|K|t|jdz|d{V||}d}g}g}t dt |D]T}||}||dz|z||}||d} || Ud|d} ||d } | | || |d{V} |j r| | d }i} | | |<| S| |j d |S) a watch the funding rate for multiple markets https://www.okx.com/docs-v5/en/#public-data-websocket-funding-rate-channel :param str[] symbols: a list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a dictionary of `funding rates structures `, indexed by market symbols Nz1 watchFundingRates() requires an array of symbols funding-raterrrmrprqr[r)rrrsrtrurvrxrwrjrzrrfilter_by_array fundingRates)rWrkr{rGrr|r}rr~rrri fundingRateresults rYrzokx.watch_funding_ratesVs ?#DG.a$abb b!!!!!!!!!%%g..  q#g,,'' ! !AQZF  3!7 8 8 8~~f--H""E MM%   ll7H-- //]G][[[[[[[[ ? %%k8<` Nr&rGrHr)rr watch_tickersrrWrr{rGrtickers rY watch_tickerzokx.watch_tickers77 yZcdd#yV$$!))6(F;;;;;;;;vv...rZc@K||g|d{VS)a} https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours 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.channel]: the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers :returns dict: a `ticker structure ` N)un_watch_tickersrs rYun_watch_tickerzokx.un_watch_tickers2**F8V<<<<<<<<` NFr)rGrHr[rrsrtrrrrrHrWrkr{rG newTickerss rYrzokx.watch_tickerss!!!!!!!!!%%gtU;;77PY[dee228WgvVVVVVVVV ?  ##DL(GDDDrZcKd}||ddd\}}||d<||}|d}||g|d{V}||S)a https://www.okx.com/docs-v5/en/#public-data-websocket-mark-price-channel watches a mark price :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.channel]: the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers :returns dict: a `ticker structure ` Nr'rG mark-pricer)rrwatch_mark_pricesrs rYwatch_mark_pricezokx.watch_mark_prices77@PR[]ijj#yV$$!--vh????????f~rZc(K|d{V||dd}d}||ddd\}}|d|||d{V}|jr|S||jd|S)a  https://www.okx.com/docs-v5/en/#public-data-websocket-mark-price-channel watches mark prices :param str[] [symbols]: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.channel]: the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers :returns dict: a `ticker structure ` NFr(rGrr[rrrs rYrzokx.watch_mark_pricess!!!!!!!!!%%gtU;;77@QS\^jkk228WgvVVVVVVVV ?  ##DL(GDDDrZcK|d{V||dd}d}||ddd\}}g}g}tdt |D]Q}||}|d|z||}||d} || Rd |d } ||d } || || |d{VS) a https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list :param str[] [symbols]: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.channel]: the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers :returns dict: a `ticker structure ` NFr)rGrHrunsubscribe:ticker:rmrrqr[) rsrtrrurvrxrwrjrz) rWrkr{rGrr|r}rr~rrris rYrzokx.un_watch_tickerss@!!!!!!!!!%%gtU;;77PY[dee q#g,,'' ! !AQZF  !6!? @ @ @~~f--H""E MM%   ll7H--((mWmTTTTTTTTTrZc|||||di}||d}||dd}|d}||d}||dg}i} t dt |D],} ||| } | |j|<| | |<-|dz|z} || | dS) Nrrn-rrGrrro) handle_bid_askrr safe_marketrurv parse_tickerrHr) rWrrrr~rrrGrrr}rrs rY handle_tickerzokx.handle_tickers 4 FG,,,oogub11##C22!!(D#66!""3 22w33 q#d))$$ ( (A&&tAw//F#)DL !'Jv  nv- z;/////rZcK|d{V||dd}d}||ddd\}}||d}g}g}t dt |D]i}|||}||d} ||| ||d ||zjd |d } | ||| |d{V} |j ri} | | | d <| S| |j d |S) a https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel watches best bid & ask for symbols :param str[] symbols: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` NFr*rGrHr[rrmbidask::rprqr) rsrtrrjrurvrwrxryrzrrbidsasks) rWrkr{rGrir|rrr}r~rrrrHs rYwatch_bids_askszokx.watch_bids_asks>s!!!!!!!!!%%gtU;;77QZ\effll7H-- q#g,,'' : :A~~gaj11H""C KK C00 1 1 1  gaj!8 9 9 9 9   ..sM7MZZZZZZZZ ? G,6GJx( )N##DM8WEEErZc||dg}||di}||}|d}||j|<d|z}|||dS)Nrrrr)r safe_dictparse_ws_bid_askrr)rWrrrr parsedTickerrrs rYrzokx.handle_bid_askbs{4~~gvr22a,,,,V44 h' , f 6) |[11111rZc ||d}|||}||d}||d}|||||||d||d||d||d|d|S) NrnrtsaskPxaskSzbidPxbidSz)rrdatetimeask askVolumebid bidVolumeinfo)rrr safe_tickeriso8601)rWrrr~rrs rYrzokx.parse_ws_bid_asks##FH55!!(F33!!&(33%%fd33 " Y//##FG44))&'::##FG44))&':: ! !     rZcK|d{V||ddd}d}g}|Dtdt|D]%}||}||dz|z&n||||} d} |d| |\} }d} | dkrd } n| d krd } | } d | | d gd} || d}| ||| |d{V}|j r|S| |j |||dS)a, watch the public liquidations of a trading pair https://www.okx.com/docs-v5/en/#public-data-websocket-liquidation-orders-channel :param str symbols: :param int [since]: the earliest time in ms to fetch liquidations for :param int [limit]: the maximum number of liquidation structures to retrieve :param dict [params]: exchange specific parameters for the okx api endpoint :returns dict: an array of `liquidation structures ` NT liquidationsrrowatchliquidationsForSymbolsliquidation-ordersrFSWAPfuturefuturesrprGinstTyperqr[) rsrtrurvrxget_market_from_symbolshandle_market_type_and_paramsupperrjrzrfilter_by_symbols_since_limitr)rWrkrrr{rr|r}rrrIrG uppercaseTyperrinewLiquidationss rYwatch_liquidations_for_symbolsz"okx.watch_liquidations_for_symbolss!!!!!!!!!%%gtT4@@$   1c'll++ B B $$[4%7&%@AAAA B   - - ---g6699:WY_aghh f& 6>>DD X  D  ' -  ll7H-- $ 3 3CQ^ _ _______ ? #" "11$2CWeUZ\`aaarZc||dg}tdt|D]}||}||}||d}|j0||jdd}t||_|j} | || |gd| |gd|zdS)NrrrliquidationsLimitrrzliquidations::) rrurvparse_ws_liquidationrrrrRrrxr) rWrrrawLiquidationsr}rawLiquidation liquidationrrcaches rYhandle_liquidationzokx.handle_liquidations8..&"==q#o..// E EA,Q/N33NCCK%%k8<` NstoptriggerFrdr_privateTmyLiquidationsrrobalance_and_positionrprGrq)rs safe_value_2omitrrtrurvrxrjrzrTrrr)rWrkrrr{ isTriggerrr|r}rrGrrirs rY!watch_my_liquidations_for_symbolsz%okx.watch_my_liquidations_for_symbolss!!!!!!!!!%%ffiGG 6FI#677+Q:: RSSSSSSSSS%%gtT4@@&   1c'll++ B B $$[4%7&%@AAAA B   - - -(w  ll7I.. $ 3 3CHXHXY`bhHiHikx y yyyyyyy ? #" "11$2CWeUZ\`aaarZc ||dg}tdt|D]}||}||d}|dkrdS||}||d}|j0||jdd} t| |_|j} | || |gd| |gd |zdS) Nrr eventTyperrrrr zmyLiquidations::) rrurvrparse_ws_my_liquidationrrrRrrxr) rWrrrr}rrrrrrs rYhandle_my_liquidationzokx.handle_my_liquidations%F..&"==q#o..// G GA,Q/N((EEIM))66~FFK%%k8<> ,,V^DD%%k7;;" Y// & &   rZc||dg}||di}||d}|||}||d}|||||||d||d||d||ddd|||d S) NdetailsrrnrszrbkPxside) rrrrrr)rr rrr!)rWrrr&liquidationDetailsr~rs rYrzokx.parse_ws_liquidationts*..i<<!^^GQ;;##K::!!(F33%%&8$?? $$&&x88))*+>sMSZ\i+j+j%j%j%j%j%j%j" 7 ? 4$$VU33E--gueQMM'' 8DDDrZcKt|}|dkst|dtst|jdz|d{Vg}g}t dt|D]}||}|d}|d} ||} ||j | | } d| z} | | d} | | | d| zdz|zd |d }| dd }| ||||d{VS) a unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market :param str[][] symbolsAndTimeframes: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']] :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume rr8Nr9r`rmzunsubscribe:multi:rrrqr[) rvr;r<rrrsrurwrr.rxrjrz)rWr6r{rrr|r}r>r?r@r~r/rGrrris rYr4zokx.un_watch_ohlcv_for_symbolss011 A  Z0DQ0G%N%N #DG/f%fgg g!!!!!!!!! q#23344 M MA!5a!8 $Q'C#A&B~~c**H''R@@H)G""E MM%  !5!?#!E!K L L L L  ll8X..((mWmTTTTTTTTTrZc||di}||d}||dg}||d}||}|d}|dd} || } t dt |D]} ||| |} ||j|i|j|<||j|| } | ;| |j d d }t|} | |j|| <| | |d z|d z}| | |d |zd z|z}| || | g|dS)NrrGrrnrr`r^r OHLCVLimitrrrr:)rrrreplacefind_timeframerurv parse_ohlcvohlcvsrrRrrxr)rWrrrrGrr~rrr/r,r}parsedrrrmessageHashForMultis rY handle_ohlcvzokx.handle_ohlcvs"oogub11""3 22w33##C22!!(++!??8R00''11 q#d))$$ M MA%%d1gv66F"&//$+vr"J"JDK __T[%8)DDF~))$, dKK.u5517 F#I. MM& ! ! !!C-&,6K NN6; / / /#+W"4s":V"C  NNFIv68K L L L L M MrZcBK||g||d{VS)a https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-order-book-channel 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.depth]: okx order book depth, can be books, books5, books-l2-tbt, books50-l2-tbt, bbo-tbt :returns dict: A dictionary of `order book structures ` indexed by market symbols N)watch_order_book_for_symbols)rWrrr{s rYwatch_order_bookzokx.watch_order_book,s5F66xOOOOOOOOOrZc$K|d{V||}d}||ddd\}}|)|dkrd}n |dkr |dkrd}n|d krd }n|d krd}|d ks|d krI|d st |jdz|ddid{Vg}g}tdt|D]T}||}| |dz|z| |} || d} | | Ud|d} | |d} | | || |d{V} | S)a https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-order-book-channel watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :param str[] symbols: unified array of symbols :param int [limit]: 1,5, 400, 50(l2-tbt, vip4+) or 40000(vip5+) the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.depth]: okx order book depth, can be books, books5, books-l2-tbt, books50-l2-tbt, bbo-tbt :returns dict: A dictionary of `order book structures ` indexed by market symbols Nr+rErCr9bbo-tbtbooks52books50-l2-tbt books-l2-tbtFz watchOrderBook/watchOrderBookForSymbols requires authentication for self depth. Add credentials or change the depth option to books or books5rdr[rrrmrprq)rsrtrcheck_required_credentialsrrrrurvrxrwrjrzr)rWrkrr{rErr|r}rr~rrri orderbooks rYrOz okx.watch_order_book_for_symbolsQs!!!!!!!!!%%g..55f>NPWY`aa v  zz!uzz "(# ^ # #2B)B)B22599 F)$'5E+EFFF##Xx$899 9 9 9 9 9 9 9 q#g,,'' ! !AQZF  v!5 6 6 6~~f--H "E MM%   ll5(++--c='=YYYYYYYY    rZcK|d{V||dd}d}||ddd\}}||d}|)|dkrd}n |dkr |d krd }n|d krd }n|d krd}g}g}g}t dt |D]l}||} ||dz| z|d| z|| } || d} || md|d} ||d} | | || |d{VS)a https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-order-book-channel unWatches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :param str[] symbols: unified array of symbols :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.limit]: the maximum amount of order book entries to return :param str [params.depth]: okx order book depth, can be books, books5, books-l2-tbt, books50-l2-tbt, bbo-tbt :returns dict: A dictionary of `order book structures ` indexed by market symbols NFr+rErCrr9rRrSrTrUrVrWrrunsubscribe:orderbook:rmrrqr[) rsrtrrrurvrxrwrjrz)rWrkr{rErrsubMessageHashesr|r}rr~rrris rYun_watch_order_book_for_symbolsz#okx.un_watch_order_book_for_symbolss!!!!!!!!!%%gtU;;55f>NPWY`aa v!!&'22  zz!uzz "(# q#g,,'' ! !AQZF  # #ECK&$8 9 9 9  !9F!B C C C~~f--H "E MM%   ll5(++((mWmTTTTTTTTTrZc@K||g|d{VS)a https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-order-book-channel unWatches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :param str symbol: unified array of symbols :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.limit]: the maximum amount of order book entries to return :param str [params.depth]: okx order book depth, can be books, books5, books-l2-tbt, books50-l2-tbt, bbo-tbt :returns dict: A dictionary of `order book structures ` indexed by market symbols N)r^rs rYun_watch_order_bookzokx.un_watch_order_books2996(FKKKKKKKKKrZc||d}||d}|||dS)Nrr9) safe_floatstore)rWbooksidedeltaramounts rY handle_deltazokx.handle_deltasDq))**uf%%%%%rZc~tdt|D]}||||dS)Nr)rurvrg)rWrddeltasr}s rY handle_deltaszokx.handle_deltassHq#f++&& 3 3A   hq 2 2 2 2 3 3rZc||dg}||dg}|d}|d} ||||| |||d} || |} |ddd} ||d} | r||d}|d }t |}t | }g}td d D]}||krh|| | |d || | |d ||krh|| ||d || ||d d |}||d}| |d}d}|dkr||krt|j dz}||kr-t|j dz|| z}|(|j|=| |j| =|||||d}| |d <||d<|||d<|S)Nasksbidsrnr+rDTseqId prevSeqIdnoncerr9rraz& watchOrderBook received invalid nonce rrr)rrjrr handle_optionrrvrurxnumber_to_stringjoincrc32rrr orderbook_checksum_message subscriptions orderbooksrejectr)rWrrrZrrrlrm storedAsks storedBidsr~rrDrnrorp asksLength bidsLength payloadArrayr}payloadresponseChecksum localChecksumerrorrs rYhandle_order_book_messagezokx.handle_order_book_messages(w33w33v& v&  :t,,, :t,,,##GX66!!(F33%%&6 DII!!'733  2))';??Ig&EZJZJL1b\\ Q Qz>> ''(=(=jmA>N(O(OPPP ''(=(=jmA>N(O(OPPPz>> ''(=(=jmA>N(O(OPPP ''(=(=jmA>N(O(OPPPhh|,,G#00*EE  JJw55MEB5I#5#5$TW/W%WXX=00%dgmd6U6UV\6]6]&]^^ (5%/ e[111%%gt44 " '!* + $ Y 7 7 *rZc ||di}||d}||d}||dg}||d}||}|d} ddd dd d } || |} |d z| z} |d kr}t dt |D]]} || }|i| }||j| <| |d<| |||| | || ^n8|dkrn| |jvrd|j| }t dt |D]9} || }| |||| || || :n|dks|dkr| |jvr|i| |j| <|j| }t dt |D]f} || }||d}| || |dddd}| || || g|S)NrrGactionrrnrr9rWrSrU)rRrCrTrXrVrsnapshotrupdaterTrRrrmrl) rrrrrrurv order_bookryrrparse_order_bookreset)rWrrrrGrrr~rrdepthsrrr}rrZrrs rYhandle_order_bookzokx.handle_order_book slnnWeR00""3 22!!'844~~gvr22##C22!!(++!   !!&'22mf, Z  1c$ii(( 7 7a OOB66 *3'&, (#..vvy+VVVy+6666  7x  (( OF3 q#d)),,;;A!!WF22669k[abbbNN9k::::!!w)';';do--*.//"e*D*D'/I1c$ii(( 7 7a --fd;; 00FTZ\]_`aa)))y+6666rZcK|||dd}||dg}|d|}d}||}||}||j|}|t| }d} d} || z| z} | | | | |j tjd} d} | |j|j|| d gd }d|vr |d|d<||||||d{VS) Nrdr users authenticatedGETz/users/self/verifybase64login)apiKey passphrasersignrq)rYrrrjrreusableFuturerrxstrsecondshmacencodesecrethashlibsha256rpasswordr)rWr{rdrirrrrrmethodpathauth signature operationrs rYrzokx.authenticatesy '')))!!&(I>>6H:..ll7F++% S!!&&{33( > >||||||rZcK|d{V|d{V|dddd|d{VS)ao https://www.okx.com/docs-v5/en/#trading-account-websocket-account-channel 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 ` Nr account)rsrrp)rWr{s rY watch_balancezokx.watch_balances|!!!!!!!!!!!!!!!!!!^^Iy)T6RRRRRRRRRrZc2|||dSN)rrWrrs rYhandle_balance_and_positionzokx.handle_balance_and_positions ""6733333rZc*||di}||d}||}||j|}|||_||j|dS)NrrG)rrparseTradingBalancerTbalance safe_balancer)rWrrrrGr newBalances rYhandle_balancezokx.handle_balancestoogub11""3 22**733%%dlG<< ((44 t|W-----rZc||di}||d}||d}||dddk}|||||||d||d||d ||d |rd nd ||d ||d||d||d||d||dd |S)NrfillTime fillFeeCcyexecTyper^TrtradeIdrrItakermakerr)fillPxfillSzcostfillFee)rcurrency) rrrrrorderrI takerOrMakerr)rrfrfee)rrr safe_traderr#safe_currency_code)rWrrrr feeMarketIdisTakers rYorder_to_tradezokx.order_to_tradesiufb11%%dJ77 &&t\:: ""4R88C?" Y//&&uh77""433%%eT22$$UF33(/=GGg$$UF33%%dH55&&tX66$$UF33((y99 33K@@  " # rZc Kd}||ddd\}}||ddd}||ddg}|d{V|d|rd nd id{V|rd nd }|d z}d} |-||} | d}| d}|dz|z}|dkrd}|} d} |d|\} }| dkr| d} d| i} |d ||d| | |d{V} |j r| ||}| | |||dS)a watches information on multiple trades made by the user https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-order-channel :param str [symbol]: unified market symbol of the market trades were made in :param int [since]: the earliest time in ms to fetch trades for :param int [limit]: the maximum number of trade structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param bool [params.trigger]: True if fetching trigger or conditional trades :param str [params.type]: 'spot', 'swap', 'future', 'option', 'ANY', 'SPOT', 'MARGIN', 'SWAP', 'FUTURES' or 'OPTION' :param str [params.marginMode]: 'cross' or 'isolated', for automatically setting the type to spot margin :returns dict[]: a list of `trade structures ` Nr8rIrJr r Frdr_r rborders ::myTradesrrorrSPOTMARGINrT) r safe_bool_2rrsrrrhandle_margin_mode_and_paramsrpryrrfilter_by_symbol_since_limit)rWrrrr{rIrrGrrr marginModerrs rYwatch_my_tradeszokx.watch_my_trades7s 44V_fV[\\ f$$VYFF 6Iv#677!!!!!!!!!+Q:: RSSSSSSSSS#,:--( ,   [[((FH%F&>D%,v5K 8  D  !??QWXX F F " "% (   ~~igtT[[Y`bhMiMijjjjjjjj ? 3OOFE22E00tTTTrZc K|d{V||d{V||}ddi}d}d}|Vddd}|||g} d| d} ||d} || || |d{V}n2|d|||||d{V}|jr|S||j |||d S) a https://www.okx.com/docs-v5/en/#trading-account-websocket-positions-channel watch all open positions :param str[]|None symbols: list of unified market symbols @param since @param limit :param dict params: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `position structure ` NrrJ positionsrrprqr T) rsrrtryrjrrrrr) rWrkrrr{rrG newPositionsrrrnonSymbolRequestris rYwatch_positionszokx.watch_positionsesn!!!!!!!!!'''''''''%%g..   ?&!CKKV,,-D!&& ,,w 22C!%C:JG!T!TTTTTTTLL!%!8!8GWVZVaVabikqVrVr!s!sssssssL ?  11$.'5RWY]^^^rZc||di}||d}||dd}|d}||dd}||dg}|jt |_|j} g} t dt |D]} || } || } | d dkrU| d d krId | d <|| }d|d <| || || | | | |}||dz|z}| | |dS)NrrnrrrGr^rrrposSidenetlongr)shortro) rrrrrrurvparse_positionclonerxr)rWrrrr~rrrGrrrr} rawPositionposition shortPositionrs rYhandle_positionszokx.handle_positionssFoogub11##C22!!(D#66!""3 266w33 > !577DN q#d))$$ # #Aq'K**;77H $))k).D.M.M#) $ 8 4 4 (/ f% ]+++##M222    ) ) ) LL " " " "  !D.61K|[11111rZc Kd}||ddd\}}||ddd}||ddg}|d{V|d|rd nd id{Vd}|%||}|d }|d}|d krd }|}d} |d|\} }|dkr| d}d|i} |rdnd} |d | | || | |d{V} |j r| ||}| | |||dS)a watches information on multiple orders made by the user https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-order-channel :param str [symbol]: unified market symbol of the market the orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param bool [params.trigger]: True if fetching trigger or conditional orders :param str [params.type]: 'spot', 'swap', 'future', 'option', 'ANY', 'SPOT', 'MARGIN', 'SWAP', 'FUTURES' or 'OPTION' :param str [params.marginMode]: 'cross' or 'isolated', for automatically setting the type to spot margin :returns dict[]: a list of `order structures ` Nr7rIrJr r Frdr_r rrrrrrrbrT) rrrrsrrrrrpryrrr) rWrrrr{rIrrrrrrGrs rY watch_orderszokx.watch_orderss44V]FTYZZ f%%ffiGG 6FI#677!!!!!!!!!+Q:: RSSSSSSSSS  [[((FH%F&>D 8  D  !?? vVV F F " "% (   $-:--(~~i'64;;W^`fKgKghhhhhhhh ? 3OOFE22E00tTTTrZct|||||di}||d}||dg}t|}|dkrE||jdd}|j(t||_t||_|dkr|jn|j}g} | |} tdt| D]W} | | } | | | d} | | }| |d X| ||tdt| D](} |d z| | z}| ||'dSdS) NrrGrr ordersLimitrrbrrr)handle_my_tradesrrrvrrRrr triggerOrders parse_ordersrurxrr)rWrrrrGr ordersLengthrr marketIdsrKr}rrrrs rY handle_orderszokx.handle_orderssn fg...oogub11""3 22&"556{{ !  %%dlM4HHE{"4U;; %;E%B%B",3},D,DT''4;FI&&v..F1c&kk** / /q  e$$$xV,,  .... NN67 + + +1c)nn-- 4 4%mil: v{3333#   4 4rZc ||di}||d}||dg}g}tdt|D]^}||}||dd} t| dkr*||} || _t|} | dkrdS|j0||jdd} t| |_|j} i}tdt|D]A}||}| |}| ||d }d ||<B|d z}| |j|t| }tdt|D]+}|d z||z}| |j|,dS) NrrGrrrr^rrrTrro)rrrurv parse_orderrxmyTradesrrRrrrr<keys)rWrrrrG rawOrdersfilteredOrdersr}rawOrderrr tradesLengthrrrkrawTraderrr tradeSymbolssymbolMessageHashs rYrzokx.handle_my_tradescs noogub11""3 22OOGVR88 q#i..)) - -A |H&&xB??G7||a((22%%e,,,>** 1   F = %%dlM4HHE2599DM=q#n--.. # #A%a(H''11E OOE " " "8_F"GFOO , t}k222GLLNN++ q#l++,, = =A +d 2\!_ D  NN4=*; < < < < = =rZct|}|d}t|}||zS)N)r milliseconds rand_number)rWr randomNumber randomParts rY request_idzokx.request_idsE ""$$ % %''** && JrZrIr)rfrcK|d{V|d{V|dd}|}d} ||ddd\} }|||||||} ||} || d} | | d=| | d<|| d} | d ks| d ks|d ks|d ks |d ks|dkrt|j dz| dkr| dkrt|j dz|| | gd}| ||||d{VS)a https://www.okx.com/docs-v5/en/#websocket-api-trade-place-order create a trade order :param str symbol: unified symbol of the market to create an order in :param str type: 'market' or 'limit' :param str side: 'buy' or 'sell' :param float amount: how much of currency you want to trade in units of base currency :param float|None [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param boolean params['test']: test order, default False :returns dict: an `order structure ` Nr r<rKrL instIdCodernordTyper  conditionalocomove_order_stopicebergtwapzw createOrderWs() does not support algo trading. self.options["createOrderWs"]["op"] must be either order or batch-orderrz createOrderWs() does not support algo trading. self.options["createOrderWs"]["op"] must be either order or privatePostTradeOrder or privatePostTradeOrderAlgorrKrr) rsrrjrrcreate_order_requestrrrrrr)rWrrIr)rfrr{rirrKrrrrrrs rYcreate_order_wszokx.create_order_wss!!!!!!!!!!!!!!!!!!ll9i00oo'' 226?DR`aa F((tVUFSSV$$&&v|<<  !X!+D ""433 y g&>&>DEMMW[_pWpWpvzHwHwHNRV\N\N\TW(aabb b 'MMn 4 4TW(HHII IF   ZZ[';GGGGGGGGGrZc ||d}||dg}||dd}||rM||d}||}|dd|j|i||ii ||ddd}||di}| ||dS) NrrsCode0rKr9r^r) rr filter_byis_emptyjson handle_errorsrirrr) rWrrrrrr stringMsgrrs rYhandle_place_orderszokx.handle_place_orderss&&&w55 w33~~dGS11 ==   Z%%gt44F '**I   q"fj&"iRTVX Y Y Y""4tT::vq"--uk*****rZrc K|d{V|d{V|dd}|} d} ||ddd\} }||||||||} ||} || d} | | d=| | d<| | | gd}||| | ||| d{VS) a4 edit a trade order https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-amend-order https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-amend-multiple-orders :param str id: order id :param str symbol: unified symbol of the market to create an order in :param str type: 'market' or 'limit' :param str side: 'buy' or 'sell' :param float amount: how much of the currency you want to trade in units of the base currency :param float|None [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 :returns dict: an `order structure ` Nr r=rKrMrrnr) rsrrjrredit_order_requestrrrry)rWrrrIr)rfrr{rirrKrrrrrs rY edit_order_wszokx.edit_order_wssC !!!!!!!!!!!!!!!!!!ll9i00oo'' 226=$P]^^ F&&r64vufUUV$$&&v|<<  !X!+D F   ZZ[$++gv2N2NP[\\\\\\\\\rZc<K|t|jdz|d{V|d{V|dd}|}||dd}||ddg}||}| |d}d|i} ||| d<n|| d<|d| | |gd } | ||| |d{VS) a https://okx-docs.github.io/apidocs/websocket_api/en/#cancel-order-trade cancel multiple orders :param str id: order id :param str symbol: unified market symbol, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.clOrdId]: client order id :returns dict: an list of `order structures ` Nz+ cancelOrderWs() requires a symbol argumentr clOrdId clientOrderIdrordId cancel-orderr) rrrsrrjr safe_string_2rrrryr) rWrrr{rirrrrrrs rYcancel_order_wszokx.cancel_order_ws*s\ >TW'TTUU U!!!!!!!!!!!!!!!!!!ll9i00oo'' **69oNN 6OY#?@@V$$&&v|<< *   $*C NNCL [[f--.   ZZ[';GGGGGGGGGrZidscKt|}|dkrt|jdz|t|jdz|d{V|d{V|dd}|}g}||}||d} d| i} td|D]5} | | d|| i} | | 6|d |d } | ||| | ||d{VS) a https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-mass-cancel-order cancel multiple orders :param str[] ids: order ids :param str symbol: unified market symbol, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an list of `order structures ` z0 cancelOrdersWs() accepts up to 20 ids at a timeNz, cancelOrdersWs() requires a symbol argumentr rrrzbatch-cancel-ordersr)rvrrrsrrjrrrruryrxrrT)rWrrr{ idsLengthrirrrrr instParamsr}rrs rYcancel_orders_wszokx.cancel_orders_wsNs HH r>>TW'YYZZ Z >TW'UUVV V!!!!!!!!!!!!!!!!!!ll9i00oo'' V$$&&v|<< * q)$$  A JQ1C KK    '   ZZ[$2B2B7F2S2SU`aaaaaaaaarZcK|t|jdz|d{V|d{V||}|ddkrt|jdz|dd}|}|d|d|d d |gd }|||||d{VS) a https://docs.okx.com/websockets/#message-cancelAll cancel all open orders of a type. Only applicable to Option in Portfolio Margin mode, and MMP privilege is required. :param str symbol: unified market symbol, only orders in the market of self symbol are cancelled when symbol is not None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `order structures ` Nz/ cancelAllOrdersWs() requires a symbol argumentrIoptionzh cancelAllOrdersWs is only applicable to Option in Portfolio Margin mode, and MMP privilege is required.r  mass-cancelOPTIONr)r instFamilyr) rrrsrrrjrryr)rWrr{rrirrs rYcancel_all_orders_wszokx.cancel_all_orders_wsts? >TW'XXYY Y!!!!!!!!!!!!!!!!!!V$$ &>X % %TW(RRSS Sll9i00oo'' [[$$Tl""  ZZ[';GGGGGGGGGrZc||d}||dg}|||dS)Nrr)rrr)rWrrrrs rYhandle_cancel_all_orderszokx.handle_cancel_all_orderssH&&w55 w33t[)))))rZc|Srrs rYhandle_subscription_statuszokx.handle_subscription_statuss rZcf||jd}|ddS)NrT)rrr)rWrrrs rYhandle_authenticatezokx.handle_authenticates1AAtrZcdS)NrNr*)rWrs rYrNzokx.pings vrZc8||_|Sr)rlastPongrs rY handle_pongzokx.handle_pongs++--rZcv||d} |rL|dkrE|jdz||z}|dkr"||jd||||d}|#||jd||n||dg}td t|D]~}||}||d }|"||jd||||d }|"||jd||t|n#t$r} ||d } | n||d} | V| d rA| dd} || } || d } | || | Yd} ~ dS|| Yd} ~ dSd} ~ wwxYwdS)Ncoder rr1exactmsgbroadrrr sMsgrzIllegal request: {zIllegal request: r^FT)rrr throw_exactly_matched_exception exceptionsrthrow_broadly_matched_exceptionrrurvr Exception startswithrG parse_jsonrz)rWrr errorCodefeedback messageStringrr}derr6stringifiedJson parsedJsons rYhandle_error_messagezokx.handle_error_messagesh $$Wf55 "  .Y#--7S=499W+=+==##889QS\^fggg $ ? ?  ,889QS`bjkkkk>>'62>>D"1c$ii00tt G$($4$4Q$@$@ $0 @@QXAY[dfnooo(,6(B(B (4 @@QXAY[hjrsss#H---   !!'400Bz&&w66?s~~6J'K'K?&)kk2Er&J&JO!%!A!AJ))*d;;B~ a$$$uuuuu MM!   55555  tsEE(( H62BH1H11H6c |||sdS|dkr|||dS||dd}|a|j|j|j|j|j|j|j|j|jd }|||}||||dSdS||di}| |d}id|j d|j d |j d |j d |j d |j d |j d|j d|j d|j d|j d|j d|j d|jd|jd|jd|j|j|jd}|||}|3|ddkr|||dSdS|||dS)NpongeventrK) rrprrrLrMzbatch-amend-ordersrr#rrGrRrCrTrVrXrHrrz index-tickersz sprd-tickersz block-tickersrrrrrrb)rrr`r)rFr1rr-r+handle_unsubscriptionrr(rrrrrrrrrrrrcrM)rWrrrImethodsrrrGs rYhandle_messagezokx.handle_messages((99  FP f     VW - - - F""7GT::  1!<#91 $ 8#7&*&> $ 8#<  G__We44F!vw'''''"!//'5"55C&&sI66G41/$0!$"8   6  4- d0T2 !3 2 !3$,d04. 8"$,#$t1%&'+&=(,(H)G,__Wg66F~<<))Q..%%fg66666/.vw'''''rZct|dz|z}d|z}||||||jvr |j|=dSdS)Nrr)clean_unsubscriptionrrWrrrGsubMessageHashrs rYhandle_un_subscription_tradesz!okx.handle_un_subscription_tradesH sW 3/$~5  !!&.+FFF T[  F### ! rZct|dz|z}d|z}||||||jvr |j|=dSdS)Nrr\)rNryrOs rY handle_unsubscription_order_bookz$okx.handle_unsubscription_order_bookO sW 3/.7  !!&.+FFF T_ $ $''' % $rZc|dd}||}d|zdz|z}d|z}||||||j|vr|j||=dSdS)Nr`r^r:rr)rGrHrNrJ)rWrrrGr@r,rPrs rYhandle_unsubscription_ohlcvzokx.handle_unsubscription_ohlcvV s __Xr * *''++ !G+c1F:$~5  !!&.+FFF  F+ + + F#I... , +rZct|dz|z}d|z}||||||jvr |j|=dSdS)Nror)rNrHrOs rYhandle_unsubscription_tickerz okx.handle_unsubscription_ticker_ sW 4&0+f4  !!&.+FFF T\ ! ! V$$$ " !rZcH||di}||dd}||d}||}|dks|dkr||||dS|ds|dr||||dS|d d kr||||dS|d r||||dSdS) NrrGr^rnrrbbobookrHrar`) rrrrQr=rSrcrWrU)rWrrrrGr~rs rYrJzokx.handle_unsubscriptionf sLnnWeR00""3 266##C22!!(++ h  '\"9"9  . .vvw G G G G G    & & F'*<*  s +    <@%J%J%J|%J%J%J%JNV&VVVV868///F////&9; = =C =s = = = =6:"EE7EEEEE(:<S&:>bEEwEWEEEE(9=RUUgUCUUUUB'0F'0'0'0'0R8rhs2 AAAAAAAAAAAAzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzz444444******000000......''''''))))))******h%Fh%Fh%Fh%Fh%F$  h%Fh%Fh%Fh%Fh%FrZ