iN4ddlmZddlmZddlZddlmZmZmZm Z m Z m Z m Z m Z mZmZmZmZmZmZmZmZmZmZmZmZmZmZddlmZddlmZddlm Z ddlm!Z!dd lm"Z"dd lm#Z#dd lm$Z$dd lm%Z%dd lm&Z&ddlm'Z'ddl(m)Z)ddl*m+Z+GddeeZ,dS))Exchange) ImplicitAPIN)Balances CurrenciesCurrencyGreeksIntLeverage MarginModeMarginModificationMarketMarketInterfaceNumOptionOrder OrderBook OrderSide OrderTypePositionStrStringsTickerTickersTrade)List) ExchangeError)AuthenticationError)ArgumentsRequired) BadRequest) BadSymbol)InsufficientFunds) InvalidOrder) OrderNotFound)ExchangeNotAvailable) TICK_SIZE)Precisec eZdZfdZdefdZdTdedededed ef fd Z ifd Z ifd Z ifd e fd Z diffd ZdZifd eefdZdUded efdZifded efdZdifded efdZdifdeded efdZdUded efdZddifdededed eefdZdUded efdZdddifdededed eefdZ d e!fdZ"ifd e!fdZ#ifdefd Z$difdefd!Z%dUdefd"Z&d#Z'dUded e(fd$Z)difded%e*d&e+d'e,d(e-f d)Z.ddifd*eded%e*d&e+d'e-d(e-f d+Z/difd*edefd,Z0difdefd-Z1dddifdededed ee(fd.Z2dddifdededed ee(fd/Z3dddifdededefd0Z4dddifdededefd1Z5dddifd2ededefd3Z6d4Z7dUd5e8fd6Z9ifd2efd7Z:dUd5e8fd8Z;ifdefd9Zifded e?fd<Z@ifded e?fd=ZAifded e?fd>ZBdUded e?fd?ZCifdefd@ZDdUdefdAZEifded eFfdBZGdUd eFfdCZHdifdDedefdEZIdddifdededefdFZJdGZKdHZLifded eMfdIZNdUdefdJZOifd eePfdKZQifded eRfdLZSdUd eRfdMZTifded eUfdNZVdVd5e8defdOZWdPdQiddfdRZXdSZYxZZS)Wdeltac|tt|dddgddiddddd d d dd d d ddddddddddd ddddddddddddidddddddd dddd ddd dd!dd"dd#dd$d d%dd&d d'd d(dd)did*d d+dd,dd-dd.dd/dd0d d1dd2dd3d d4dd5d d6dd7dd8dd9dd:ddddd d ddddd d d d d d;dd?d@dAdBdCdDdEdFdGdHdIdJdKdLdLdMdNdNdMdOdPgdQdRdSdTgdUigdVgdWgdXgdYdZdMd[dd|d\|d]|d^|d\g|d_|d`g|da|d`g|db|dcg|dd|deg|df|dgg|dh|digg|d^|dcg|d_|dcg|da|deg|db|dgg|dd|djg|df|dkg|dh|dkggdldmidndodpdqit dddrt ttttttttttttds idtduS)vNr(zDelta ExchangeVCi,v2CORSspotTmarginFswapfutureoption addMargincancelAllOrders cancelOrdercloseAllPositions closePosition createOrdercreateReduceOnlyOrder editOrder fetchBalancefetchClosedOrdersfetchCurrencies fetchDepositfetchDepositAddress fetchDepositsfetchFundingHistoryfetchFundingRatefetchFundingRateHistoryfetchFundingRates fetchGreeksfetchIndexOHLCV fetchLedger fetchLeveragefetchLeverageTiersfetchMarginModefetchMarginModesfetchMarketLeverageTiers fetchMarketsfetchMarkOHLCVfetchMySettlementHistory fetchMyTrades fetchOHLCVfetchOpenInterestfetchOpenOrders fetchOptionfetchOptionChainfetchOrderBook fetchPositionfetchPositionModefetchPositionsfetchPremiumIndexOHLCVfetchSettlementHistory fetchStatus fetchTicker fetchTickers fetchTime) fetchTrades fetchTransferfetchTransfersfetchUnderlyingAssetsfetchVolatilityHistoryfetchWithdrawalfetchWithdrawals reduceMargin setLeverage setMargin setMarginModesetPositionModetransferwithdraw1m3m5m15m30m1h2h4h6h1d7d1w2w30d)rmrnrorprqrrrsrtrurvrwrxry1Mzchttps://user-images.githubusercontent.com/1294454/99450025-3be60a00-2931-11eb-9302-f4fd8d8589aa.jpgz"https://testnet-api.delta.exchange)publicprivatezhttps://api.delta.exchangezhttps://www.delta.exchangezhttps://docs.delta.exchangezhttps://www.delta.exchange/feesz2https://www.delta.exchange/app/signup/?code=IULYNB)logotestapiwwwdocfeesreferralget) assetsindicesproductszproducts/{symbol}tickersztickers/{symbol}zl2orderbook/{symbol}ztrades/{symbol}statszhistory/candleszhistory/sparklinessettings)orders%products/{product_id}/orders/leveragezpositions/margined positionszorders/historyfillszfills/history/download/csvzwallet/balanceszwallet/transactionszwallet/transactions/downloadz%wallets/sub_accounts_transfer_historyzusers/trading_preferences sub_accountsprofilezdeposits/addressorders/leverage) rorders/bracket orders/batchrzpositions/change_marginzpositions/close_allz$wallets/sub_account_balance_transferzorders/cancel_afterr)rrrzpositions/auto_topupzusers/update_mmpzusers/reset_mmp)rz orders/allr)rpostputdeletetradingz0.0015z0.00100100z0.00132501000z0.0015000z0.000910000z0.0007520000z0.00065z0.0006z0.0005)takermaker) tierBased percentagerrtiersnetworksz TRC20(TRON)z BEP20(BSC))TRC20BEP20)apiKeysecret) insufficient_marginorder_size_exceed_availablerisk_limits_breachedinvalid_contractimmediate_liquidationout_of_bankruptcy!self_matching_disrupted_post_onlyimmediate_execution_post_only bad_schemainvalid_api_keyinvalid_signatureopen_order_not_found unavailable)exactbroad)idname countries rateLimitversionhas timeframesurlsrroptions precisionModerequiredCredentials exceptions) deep_extendsuperr(describe parse_numberr%r!r"rr rr#r$)self __class__s ^/var/www/html/crypto-bot/backend/venv/lib/python3.11/site-packages/ccxt/async_support/delta.pyrzdelta.describeseT 2 2 ; ; = =$BBB%B B % B $ BTB"4BtB$TB BtB(BTBB $T!B""4#BB$%B&&t'B( )B*&u+B,#D-B.*5/B0$T1B2t3B4"45B6t7B8 9B:%e;B<"4=B>#E?B@+EABBCBD!$EBBBF+EGBH IBJdKBL$TMBN"4OBPtQBR#ESBT!$UBV WBX$UYBZ!$[B\)%]B^)$_B`taBbtcBdeBfTgBBh $!%"&).*/#'$( $#"!&#(!!CBBBH"~BC ;;41:P&   "$   M++#==~!%"&!..x88!..x88"..s33T5F5Fx5P5PQ!..u55t7H7H7R7RS!..u55t7H7H7R7RS!..v668I8I'8R8RS!..v668I8I(8S8ST!..w779J9J99U9UV!..w779J9J99U9UV""..s33T5F5Fw5O5OP!..u55t7H7H7Q7QR!..u55t7H7H7R7RS!..v668I8I)8T8TU!..v668I8I(8S8ST!..w779J9J89T9TU!..w779J9J89T9TU" :*) '$$,=3?,6(1-9)59E5A",':)<,9#7 #ad@ d@ d d d symbolc d}|d}|d}d}d}d}|ddkrC||d}||d}||d}nB||d}||d}||d}|}||d} ||} || } id |dz|zdz| zdz|zd |dz|zd z|zdz|zdz| zdz|zd |d |d|d|d|d|ddddddddddddddddddd|d| | |dkrdnd || ddd!ddd"ddd"ddd"d#dd$ S)%NUSDT-/rrr:basequotesettlebaseIdquoteIdsettleIdactiveFtyper1linearinverser-r/r0Tr.1Ccallramountpriceminmax)rrcost) contract contractSizeexpiryexpiryDatetime optionTypestrike precisionlimitsinfo)splitfind safe_stringconvert_expire_date parse8601r) rrr optionParts symbolBaserrrrrdatetime timestamps rcreate_expired_option_marketz"delta.create_expired_option_marketsll3'' \\#&&  ;;s  b ##J22D%%k155F))+q99JJ##K33D%%k155F))+q99J!!+q11++F33NN8,, + *s"T)C/&83>G+ dSj5(3.7#=FLvUX[[^hh+  D+  U + f + d +  u+  +  e+  H+  d+  t+  E+  E+  e+ d!+ " e#+ $ --c22&%/3%6%6&&U''//        U+ + + + rNmarketIdmarket delimiter marketTypereturncJ|duoS|dp>|dp)|dp|d}|r||jvr||St t |||||S)Nz-Cz-PzC-zP-)endswith startswith markets_by_idrrr( safe_market)rrrrrisOptionrs rrzdelta.safe_marketBsD(e0A0A$0G0G0dXM^M^_cMdMd0djrj}j}CkDkD0dJRJ]J]^bJcJc  ?X);;;44X>> >UD!!--h :VVVrcK||d{V}||di}||ddS)a fetches the current integer timestamp in milliseconds from the exchange server :param dict [params]: extra parameters specific to the exchange API endpoint :returns int: the current integer timestamp in milliseconds from the exchange server Nresult server_timeMbP?)publicGetSettings safe_dictsafe_integer_product)rparamsresponser s r fetch_timezdelta.fetch_timeIsZ //77777777(B77((FFFrcK||d{V}||di}||d}|dkrdnd}||dd|}||dd|d S) a the latest known information on the availability of the exchange API :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `status structure ` Nr under_maintenancetrue maintenanceokr r )statusupdatedetaurlr)r rrr milliseconds)rrrr underMaintenancerrs r fetch_statuszdelta.fetch_statusTs //77777777l(B77++F4GHH#3v#=#=D++FM5$J[J[J]J]^^    rcK||d{V}||dg}i}tdt|D]}||}||d}||d}||} ||d} ||d} | dk} | dk} | o| }||| ||d ||| | ||d || ||d ddd ||d dd did || <|S)a fetches all available currencies on an exchange :see: https://docs.delta.exchange/#get-list-of-all-assets :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an associative dictionary of currencies Nr rrrdeposit_statuswithdrawal_statusenabledrbase_withdrawal_feerrmin_withdrawal_amount)rrl) r numericIdcoderrrdepositrlfeerrr) publicGetAssets safe_listrangelenr safe_integersafe_currency_code safe_numberrparse_precision)rrr currenciesr icurrencyrr%r& depositStatuswithdrawalStatusdepositsEnabledwithdrawalsEnabledrs rfetch_currencieszdelta.fetch_currenciess--f55555555>^^Hh;; q#j//**  A!!}H!!(H55B))(D99I**2..D ,,X7GHHM#//:MNN , 9O"2i"? $;);F&((6::  *.''2GHH!..t/C/CDDTDTU]_jDkDk/l/lmm&*488#//:QRR#!!%F4LL( rFcnKtt|||d{V}||jd}||r"||j|jd<||jd}||r"||j|jd<|S)NcurrenciesByNumericIdmarketsByNumericId)rr( load_marketsrrindex_by_stringified_numeric_idr1markets)rreloadrr>r:r;rs rr<zdelta.load_marketsseT**77GGGGGGGG $t|=T U U ! )f )484X4XY]Yh4i4iDL0 1!^^DL:NOO  &6 &151U1UVZVb1c1cDL- .rci}|dSt|}tdt|D]0}||}||}||d}|+|||<1|S)Nrr%)listkeysr+r,r)rinputr rBr2keyitemnumericIdStrings rr=z%delta.index_by_stringified_numeric_ids =4EJJLL!!q#d))$$ + +Aq'C:D"..t[AAO&&*F? # # rcK||d{V}||dg}g}tdt|D]}||}||d}|dkr(||di}||di} ||d} ||d i} || d } ||d } || d }||d }||d }|| }|| }||}|d k}|d k}|dk}|dk}|dk}|dk}|p|p|}||d}||d}||}| |d}d}|r=| | || d}n| d}||k} d}!|dz|z}"|s|s|rP|"dz|z}"|s|rB|"dz| |z}"|r"d}d}#d}!|rd}#d}!n|rd}#d }!|"dz|zdz|#z}"nd!}nd"}||d#}$| id |d$|d |"d%|d&|d'|d(| d)| d*|d+|d|d,|rdnd-d"|d!|d|d.|$d/kd0| |rdn| |rdn| | |d1| |d2|||| ||!|| |d3d4ddd5| d| |d6d5ddd5| |d7dd5d8|||d9|d: |S);a retrieves data on all markets for delta :see: https://docs.delta.exchange/#get-list-of-products :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: an array of objects representing market data Nr r contract_typeoptions_combos quoting_assetunderlying_assetsettling_asset product_specsrr call_options put_options move_optionsr-perpetual_futuresfutures strike_pricesettlement_timecontract_valueunderlying_precisionrrrrr1rrPrMmover0r/stater%rrrrrrrr.Frlivertaker_commission_ratemaker_commission_rate tick_sizerrposition_size_limitmin_size)leveragerrr launch_time) rrrrrrrrrrrcreatedr)publicGetProductsr*r+r,rrr-r.rr/rr0yymmddappend)%rrrr>r r2rr quotingAssetunderlyingAsset settlingAsset productSpecsrrrrr%rrr callOptions putOptions moveOptionsr-r/r0r1rrrramountPrecisionrrrletterrZs% r fetch_marketszdelta.fetch_marketss//77777777f..8R88q#g,,''m m AQZF##FO<>&/2FFL"nnV5GLLO NN63CDDM>>&/2FFL%%ox@@F&&|X>>G'' x@@H!!&(33B))&$77I**622D++G44E,,X66F>1K-/J>1KFND//Di'F!>Z>;F%%fn==F!--f6GHHN^^N33F++F4DEEL"O 9"&"3"3D4H4HIYIYZfh~II5A5A#B#B#'"3"3C"8"8nFJCZ%'F "v " "#."V"#c\DKK,?,??F ('!$%+ %0%(F).JJ(0%(F)/J!'#!6!>$*:*:6=*Q*QRRe3333 3 3 3 h rc||dd}||d}|||}||d}||di}|id|d|d||d||dd||dd ||d d ||d d ||dd||dddd||dd|d|dddddddd||d||d|d|S)Nrr rclosequotesrhighlowbidbest_bid bidVolumebid_sizeaskbest_ask askVolumeask_sizevwapopenlast previousClosechangeraveragevolumeturnover) baseVolume quoteVolumer)rr safe_symbolr safe_tickeriso8601r/)rtickerrrrrrrss r parse_tickerzdelta.parse_ticker(sh--fk5II ##FH55!!(F3300"55! f! !   Y//!  D$$VV44 ! 4##FE22 ! 4##FJ77 !  ))&*==!  4##FJ77!  ))&*==!  D!  D$$VV44!  T!  D!  T!  d! $!! " t#! $**68<<++FJ??)! ! ! * + rc0K|d{V||}d|di}||||d{V}||di}|||S)a fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market :see: https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol :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 ` Nrrr )r<rpublicGetTickersSymbolextendrrrrrrrequestrr s r fetch_tickerzdelta.fetch_tickers!!!!!!!!!V$$ fTl 44T[[&5Q5QRRRRRRRRz(B77  000rsymbolscK|d{V||}||d{V}||dg}i}t dt |D]*}|||}|d}|||<+||d|S)a fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market :see: https://docs.delta.exchange/#get-tickers-for-products :param str[]|None symbols: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a dictionary of `ticker structures ` Nr rr)r<market_symbolspublicGetTickersr*r+r,rfilter_by_array_tickers) rrrrrr r2rrs r fetch_tickerszdelta.fetch_tickersEs!!!!!!!!!%%g....v66666666F..8R88q#g,,'' $ $A&&wqz22FH%F#F6NN++FHgFFFrlimitc TK|d{V||}d|di}|||d<||||d{V}||di}|||dddddd S) a/ fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :see: https://docs.delta.exchange/#get-l2-orderbook :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols Nrrdepthr buysellrsize)r<rpublicGetL2orderbookSymbolrrparse_order_book)rrrrrrrr s rfetch_order_bookzdelta.fetch_order_books!!!!!!!!!V$$ fTl   $GG 88Wf9U9UVVVVVVVV&(B77$$VVH-=tUFT[]cdddrc||d}||d}|||d}||dd|}||d}||d}||di}||d } || |} ||d } ||d } | | d krd } n| dkrd} ||d} ||di}||d}||dd}||d}d}|G||di}||d }||}||d}||||||| || ||d| ||d |S)Nrorder_id created_atrr rrproductr seller_rolesiderrrrrole meta_data order_type_order commissionrLrr3) rorderrrrrrrrr takerOrMakerr(r) rrrrrreplacer. safe_trader)rtraderrorderIdr priceString amountStringrrr sellerRolerrmetaDatar feeCostStringr(ri feeCurrencyIdfeeCurrencyCodes r parse_tradezdelta.parse_tradesE`  eT * *""5*55NN4#3#3E<#H#HII --e[%SS &&ug66 ''v66 .. 266##GX66!!(F33%%e];; v.. <W$$w&&''v66 >>%b99,77  <<"--D(( ==   $ NN74DbIIM ,,]HEEM"55mDDO%+C" Y// "(    rsincec4K|d{V||}d|di}||||d{V}||dg}|||||S)a get the list of most recent trades for a particular symbol :see: https://docs.delta.exchange/#get-public-trades :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns Trade[]: a list of `trade structures ` Nrrr )r<rpublicGetTradesSymbolrr* parse_trades) rrrrrrrrr s r fetch_tradeszdelta.fetch_trades_s!!!!!!!!!V$$ fTl 33DKK4P4PQQQQQQQQ (B77  >>>rc ||d||d||d||d||d||dgS)Ntimerrtrurrr)safe_timestampr/)rohlcvrs r parse_ohlcvzdelta.parse_ohlcvs   v . .   UF + +   UF + +   UE * *   UG , ,   UH - -   rrmc(K|d{V||}d||j||i}||}|r|nd}|%|} | |d<| ||zz |d<n9||dz } | |d<|| ||z|d<||d} | dkrd |d z|d <n)| d kr|d dd |d <n |d |d <||d}| | ||d{V} | | dg} | | ||||S)a fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market :see: https://docs.delta.exchange/#get-ohlc-candles :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume N resolutioniendstartirmarkzMARK:rrindexr spot_indexr ) r<rrrparse_timeframeseconds parse_to_intsumomitpublicGetHistoryCandlesrr* parse_ohlcvs)rr timeframerrrrrdurationrrrrr s r fetch_ohlcvzdelta.fetch_ohlcvs!!!!!!!!!V$$ $**4?IyQQ '' 22(D =,,..C GEN"UX%55GG  %%edl33E$GG !XXeUX-=>>GEN  11 F?? '&, 6GH   g   &v| >(Hb99(# $t|=TVX Y Yq#h--(( # #AqkG))':>>J~~&;ZHHH"*"2::&9IDllnnG#//CCGG "..w8KLLGFO"F4LL  (((rcK|d{V||d{V}||S)a` query for balance and get the amount of funds available for trading or funds locked in orders :see: https://docs.delta.exchange/#get-wallet-balances :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `balance structure ` N)r<privateGetWalletBalancesr)rrrs r fetch_balancezdelta.fetch_balancesg!!!!!!!!!66v>>>>>>>>,!!(+++rc0K|d{V||}d|di}||||d{V}||di}|||S)a fetch data on a single open contract trade position :see: https://docs.delta.exchange/#get-position :param str symbol: unified market symbol of the market the position is held in, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `position structure ` N product_idr%r )r<rprivateGetPositionsrrparse_positionrs rfetch_positionzdelta.fetch_positions!!!!!!!!!V$$ &- 11$++gv2N2NOOOOOOOO(B77""66222rcK|d{V||d{V}||dg}|||S)al fetch all open positions :see: https://docs.delta.exchange/#get-margined-positions :param str[]|None symbols: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `position structure ` Nr )r<privateGetPositionsMarginedr*parse_positions)rrrrr s rfetch_positionszdelta.fetch_positionss~!!!!!!!!!99&AAAAAAAA,(B77##FG444rc ||d}|||}|d}||dd}||d}d}|/tj|drd}ntj|drd}|id |d dd|d dd dd ||dd||dddddd||d||dddd|ddd|d| |dddddddddddS)Nproduct_symbolrrr rrrrrrnotional marginModeliquidationPriceliquidation_price entryPrice entry_price unrealizedPnlr contractsr markPricerhedgedrmaintenanceMargin)maintenanceMarginPercentage collateral initialMargininitialMarginPercentagera marginRatio stopLossPricetakeProfitPrice) rrrr& string_gt string_lt safe_positionr/rr)rpositionrrrr sizeStringrs rrzdelta.parse_position1s8##H.>??!!(F33!--h UKK %%h77   ! S11 ":s33 !!# H# $#  f#   # $ #  0 0;N O O #  $**8]CC#  T#  $#  **:66#  D,,V^DD#  #  D#  d#  #  Y//!# " ## $,0!'+!#3# # #    rc>ddddd}||||S)Nrclosedcanceled)rpendingr  cancelledr)rrstatusess rparse_order_statuszdelta.parse_order_statusts4#    &&999rcr||d}||d}|||d}||d}||jdi}||||}||n|d}|||d} ||d} ||d } | d d } ||d } ||d } ||d}||d}d}||d}|Qd}|H||ddi}||d}||}||d}|id|d|d|d|d| |ddd|d| d| d| d| ddd|ddd|d| d |d!di|S)"Nrclient_order_idrrr;rrZrrrr limit_pricer unfilled_sizeaverage_fill_pricepaid_commissionrrLr clientOrderIdrrlastTradeTimestamprrrrrfilled remainingrr(trades) rrrr safe_valuerrr. safe_orderr)rrrrrrrr;rrrrrrrrr(rrrirs r parse_orderzdelta.parse_order}sH  eT * *((0ABB NN4#3#3E<#H#HII ##E<88!^^DL:NPRSS!3XvFF$n6(3C(()9)9%)I)IJJv..|44||Hb))   66!!%00$$UO<< ""5*>??((0ABB  $"O! $vf~?OQS T T $ 0 0 I I "&"9"9-"H"H%+C E "  ]     Y//  !$   f  D  D  U  f  D  w  d   f! " 3# $ d%  & ' rrrrrcK|d{V|dz}||}|d||d|||d} |dkr||d|| d<||dd } ||dd g}| | | d <||d } | r| | d <||d }||| |d{V} | | d i} | | |S) a  create a trade order :see: https://docs.delta.exchange/#place-order :param str symbol: unified symbol of the market to create an order in :param str type: 'market' or 'limit' :param str side: 'buy' or 'sell' :param float amount: how much of currency you want to trade in units of base currency :param float [price]: the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param bool [params.reduceOnly]: *contract only* indicates if self order is to reduce the size of a position :returns dict: an `order structure ` Nrr%r)rrrrrrrr reduceOnly reduce_onlyr ) r<ramount_to_precisionprice_to_precision safe_string_2r safe_boolprivatePostOrdersrrr)rrrrrrr orderTyperrrrrr s r create_orderzdelta.create_orders}!!!!!!!!!8O V$$ -,,VH-=vFF#    7??%)%<%` Nr%rrrrr ) r<rintr!r"privatePutOrdersrrr) rrrrrrrrrrrr s r edit_orderzdelta.edit_orders!!!!!!!!!V$$b'' -    !$":":66"J"JKKGFO  %)%<%` Nz) cancelOrder() requires a symbol argumentr%r)r ) rrr<rr*privateDeleteOrdersrrr)rrrrrrrr s r cancel_orderzdelta.cancel_orderLs >#DG.Y$YZZ Z!!!!!!!!!V$$b'' -  11$++gv2N2NOOOOOOOOJ(33///rcK|t|jdz|d{V||}d|di}||||}|S)a cancel all open orders in a market :see: https://docs.delta.exchange/#cancel-all-open-orders :param str symbol: unified market symbol of the market to cancel orders in :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `order structures ` Nz- cancelAllOrders() requires a symbol argumentrr%)rrr<rprivateDeleteOrdersAllr)rrrrrrs rcancel_all_orderszdelta.cancel_all_orderss >#DG.]$]^^ ^!!!!!!!!!V$$ &-  ..t{{7F/K/KLLrcDK|d||||d{VS)a fetch all unfilled currently open orders :see: https://docs.delta.exchange/#get-active-orders :param str symbol: unified market symbol :param int [since]: the earliest time in ms to fetch open orders for :param int [limit]: the maximum number of open order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns Order[]: a list of `order structures ` privateGetOrdersNfetch_orders_with_methodrrrrrs rfetch_open_orderszdelta.fetch_open_orderss9223EvuV[]cdddddddddrcDK|d||||d{VS)aF fetches information on multiple closed orders made by the user :see: https://docs.delta.exchange/#get-order-history-cancelled-and-closed :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 Order[]: a list of `order structures ` privateGetOrdersHistoryNr5r7s rfetch_closed_orderszdelta.fetch_closed_orderss:223LfV[]bdjkkkkkkkkkrcK|d{Vi}d}| ||}|d|d<|t|dz|d<|||d<d}|dkr0||||d{V}n5|dkr/||||d{V}||dg} || |||S) Nr% product_ids000 start_time page_sizer4r:r )r<rstrr4rr:r* parse_orders) rmethodrrrrrrrr s rr6zdelta.fetch_orders_with_methods?!!!!!!!!!    [[((F%+K%8GM "  $'JJ$6GL !  #(GK  ' ' '!224;;w3O3OPPPPPPPPHH 0 0 0!99$++gv:V:VWWWWWWWWH0(B77  >>>rc~K|d{Vi}d}| ||}|d|d<|t|dz|d<|||d<||||d{V}||dg}|||||S)a fetch all trades made by the user :see: https://docs.delta.exchange/#get-user-fills-by-filters :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 :returns Trade[]: a list of `trade structures ` Nr%r=r>r?r@r )r<rrAprivateGetFillsrr*r) rrrrrrrrr s rfetch_my_tradeszdelta.fetch_my_tradess!!!!!!!!!   [[((F%+K%8GM "  $'JJ$6GL !  #(GK --dkk'6.J.JKKKKKKKK\(B77  >>>rr&cPK|d{Vi}d}| ||}|d|d<|||d<||||d{V}||dg}|||||S)aW fetch the history of changes, actions done by the user or operations that altered balance of the user :see: https://docs.delta.exchange/#get-wallet-transactions :param str code: unified currency code, default is None :param int [since]: timestamp in ms of the earliest ledger entry, default is None :param int [limit]: max number of ledger entrys to return, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ledger structure ` Nr%rr@r )r<r3privateGetWalletTransactionsrr* parse_ledger) rr&rrrrr3rr s r fetch_ledgerzdelta.fetch_ledger7s!!!!!!!!!   }}T**H"*;"7GJ   #(GK ::4;;wPV;W;WXXXXXXXX,(B77  5%@@@rcDdddddddd}||||S)Npnl transactionr(rrrebate)rLr' withdrawalr conversionreferral_bonuscommission_rebater )rrtypess rparse_ledger_entry_typezdelta.parse_ledger_entry_typehs?$'!)!)   tT222rr3c||d}d}d}||di}||d}d}||d} | dks| dks| dks| dks | d ks| d krd }n| d ks| d ks | dks| dkrd}|| } ||d} ||jd} || | |}|dn|d} ||d} |||d}||d}t jdt j|| }d}||||||| | | | | || |||| |ddS)Nuuidrtransaction_idtransaction_typer'rRrQrLwithdrawal_cancellation promo_creditinrOrrPperpetual_futures_fundingoutrr:r&rrrrr)rr directionr referenceIdreferenceAccountrr3rbeforeafterrrrr() rrrTrrrr& string_max string_subrr)rrEr3rr^rrr_r`rrr:r&rrrbrars rparse_ledger_entryzdelta.parse_ledger_entrywsK   dF + + >>$ R88&&x1ABB &899 I  4+>#>#>DL\D\D\bfjobobouy~WvWvW]aes]s]sIIl"" (<(<$,BVBV\`d\\I++D11%%dJ77 $t|=T U U??#8*hOO (ttx/?!!$11NN4#3#3D,#G#GHH   y11#C);E6)J)JKK"& 0''//''//&&u--" Y//   rcK|d{V||}d|di}||d}|/||||d<||d}||||d{V}||di}|||S)as fetch the deposit address for a currency associated with self account :param str code: unified currency code :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.network]: unified network code :returns dict: an `address structure ` N asset_symbolrnetworkr ) r<r3safe_string_uppernetwork_code_to_idrprivateGetDepositsAddressrrparse_deposit_address)rr&rr3r networkCoderr s rfetch_deposit_addresszdelta.fetch_deposit_addresss!!!!!!!!!==&& HTN ,,VY??  "!%!8!8d!K!KGI YYvy11F77 GV8T8TUUUUUUUU$(B77))&(;;;rc6||d}||d}||d}||||||||d|||dS)Naddressrgrhmemo)r3rptagrhr)r check_addressr.network_id_to_code)rdepositAddressr3rpr networkIds rrlzdelta.parse_deposit_addresss"">9==##NNCC$$^Y??  7###//(CC##NF;;..y99"    rcnK|d{V||}|dst|jdzd|di}||||d{V}||di}|||S)ak fetch the current funding rate :see: https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `funding rate structure ` Nr/z0 fetchFundingRate() supports swap contracts onlyrrr )r<rr rrrrparse_funding_raters rfetch_funding_ratezdelta.fetch_funding_rates!!!!!!!!!V$$f~ ZDG&XXYY Y fTl 44T[[&5Q5QRRRRRRRR\(B77&&vv666rcPK|d{V||}ddi}||||d{V}||dg}||}||d|S)a fetch the funding rate for multiple markets :see: https://docs.delta.exchange/#get-tickers-for-products :param str[]|None symbols: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a dictionary of `funding rates structures `, indexe by market symbols Ncontract_typesrQr r)r<rrrr*parse_funding_ratesfilter_by_array)rrrrrratesr s rfetch_funding_rateszdelta.fetch_funding_rates/ s!!!!!!!!!%%g.. 1 ..t{{7F/K/KLLLLLLLL`x266))%00##FHg>>>rc||dd}||d}||d}tj|d}id|d|||d||dd ||d d dd dd|d ||d||ddddddddddddddddS)Nrr r funding_raterrr mark_price indexPrice spot_price interestRateestimatedSettlePricer fundingRatefundingTimestampfundingDatetimenextFundingRatenextFundingTimestampnextFundingDatetimepreviousFundingRatepreviousFundingTimestamppreviousFundingDatetime)rrr& string_divrr/rr)rrrrrfundingRateStringrs rrxzdelta.parse_funding_ratep svV--h UKK ##Hh77 ,,X~FF():EBB  H d&&x88  ))(LAA  $**8\BB  D  #D      Y//  4,,[99    t  t  #D  "4  "4 '! " &t#  rcBK|||d|d{VS)a| add margin :see: https://docs.delta.exchange/#add-remove-position-margin :param str symbol: unified market symbol :param float amount: amount of margin to add :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `margin structure ` addNmodify_margin_helperrrrrs r add_marginzdelta.add_margin s4..vvufMMMMMMMMMrcBK|||d|d{VS)a remove margin from a position :see: https://docs.delta.exchange/#add-remove-position-margin :param str symbol: unified market symbol :param float amount: the amount of margin to remove :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `margin structure ` reduceNrrs r reduce_marginzdelta.reduce_margin s4..vvxPPPPPPPPPrcK|d{V||}t|}|dkrtj|d}|d|d}||||d{V}||di}|||S)Nrz-1r%)r delta_marginr ) r<rrAr& string_mul privatePostPositionsChangeMarginrrparse_margin_modification) rrrrrrrrr s rrzdelta.modify_margin_helper s!!!!!!!!!V$$V 8  '55F -"  >>t{{7TZ?[?[\\\\\\\\0(B77--ff===rc ||d}|||}||dddd||dddddd S)Nrrisolatedr.) rrrrrrr&rrr)rrr/)rdatarrs rrzdelta.parse_margin_modification sq*##D*:;;!!(F33X&$%%dH55   rcnK|d{V||}|dst|jdzd|di}||||d{V}||di}|||S)ak retrieves the open interest of a derivative market :see: https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol :param str symbol: unified market symbol :param dict [params]: exchange specific parameters :returns dict} an open interest structure{@link https://docs.ccxt.com/#/?id=open-interest-structure: Nrz3 fetchOpenInterest() supports contract markets onlyrrr )r<rrrrrrparse_open_interestrs rfetch_open_interestzdelta.fetch_open_interest s!!!!!!!!!V$$j! ^TW'\\]] ] fTl 44T[[&5Q5QRRRRRRRRj(B77''777rc ||dd}||d}||||||d||d||d||d||||d|S) Nrr roi_value oi_value_usd oi_contractsoi)rrropenInterestAmountopenInterestValuerrr)rrsafe_open_interestrr/r)rinterestrrrs rrzdelta.parse_open_interestY sd--h UKK ##Hh77&&&&x88**8Z@@++HnEE"&"2"28^"L"L!%!1!1(D!A!A" Y// ( (     rc0K|d{V||}d|di}||||d{V}||di}|||S)aX fetch the set leverage for a market :see: https://docs.delta.exchange/#get-order-leverage :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `leverage structure ` Nrr%r )r<r)privateGetProductsProductIdOrdersLeveragerrparse_leveragers rfetch_leveragezdelta.fetch_leverage s!!!!!!!!!V$$ &- GG T[]cHdHdeeeeeeee(B77""66222rc||d}||d}||||||d||dS)N index_symbolra margin_mode)rrr longLeverage shortLeverage)rr-rsafe_string_lower)rrarr leverageValues rrzdelta.parse_leverage sj##Hn==))(J?? &&x8800=II)*    rrac K|t|jdz|d{V||}|d|d}||||d{VS)ae set the level of leverage for a market :see: https://docs.delta.exchange/#change-order-leverage :param float leverage: the rate of leverage :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: response from the exchange Nz) setLeverage() requires a symbol argumentr%)rra)rrr<r*privatePostProductsProductIdOrdersLeverager)rrarrrrs r set_leveragezdelta.set_leverage s >#DG.Y$YZZ Z!!!!!!!!!V$$ -   DDT[[QXZ`EaEabbbbbbbbbrcK|d{Vd}|||}ddi}|||d<||||d{V}||dg}|||} || d} || |d||S)a fetches historical settlement records :see: https://docs.delta.exchange/#get-product-settlement-prices :param str symbol: unified market symbol of the settlement history :param int [since]: timestamp in ms :param int [limit]: number of records :param dict [params]: exchange specific params :returns dict[]: a list of `settlement history objects ` Nstatesexpiredr@r rr)r<rrdrr*parse_settlementssort_byfilter_by_symbol_since_limit) rrrrrrrrr  settlementssorteds rfetch_settlement_historyzdelta.fetch_settlement_history s!!!!!!!!!  [[((F i   #(GK // GV0L0LMMMMMMMMv(B77,,VV<< k;77009I5RWXXXrc||d}||d}||||||d|||dS)NrTrsettlement_price)rrrrr)rrr/r)r settlementrrrs rparse_settlementzdelta.parse_settlement2 s{l##J0ABB##J99&&x88%%j2DEE11    rcg}tdt|D]1}|||||2|S)Nr)r+r,rfr)rrrr r2s rrzdelta.parse_settlementsr sXq#k**++ I IA MM$// AGG H H H H rc0K|d{V||}d|di}||||d{V}||di}|||S)a fetches an option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract :see: https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol :param str symbol: unified symbol of the market to fetch greeks for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `greeks structure ` Nrrr )r<rrrr parse_greeksrs r fetch_greekszdelta.fetch_greeksx s!!!!!!!!!V$$ fTl 44T[[&5Q5QRRRRRRRRj(B77  000rc||dd}||d}|||}||di}||di}id|d|d||d||dd||dd ||d d ||d d ||d d ||d d||dd||dd||dd||dd||dd||dd||ddd||d|dS)Nrr rgreeksrsrr(gammathetavegarhobidSizeryaskSizer}bidImpliedVolatilitybid_ivaskImpliedVolatilityask_ivmarkImpliedVolatilitymark_ivbidPricerwaskPricer{rr lastPricer)underlyingPricer)rrrrrr/)rrrrrrrrss rrzdelta.parse_greeks sEd--fk5II ##FH55!!(F33vx44"55 f    Y//  T%%eW55  T%%eW55  T%%eW55   D$$UF33  4##E511  t'' ;;  t'' ;;  #D$4$4VX$F$F  #D$4$4VX$F$F  $T%5%5fi%H%H  ((<<  ((<< ))&,??! " # $ $// EE'    rcK|d{Vddd}||||d{V}|||di}|gS)am closes all open positions for a market type :see: https://docs.delta.exchange/#close-all-positions :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.user_id]: the users id :returns dict[]: A list of `position structures ` NT)close_all_portfolioclose_all_isolatedr )r<privatePostPositionsCloseAllrrr)rrrrrs rclose_all_positionszdelta.close_all_positions s!!!!!!!!!#'"&   ::4;;wPV;W;WXXXXXXXX&&t~~h"'M'MNNzrcK|d{Vd}|||}||d{V}||di}|||S)a~ fetches the margin mode of a trading pair :see: https://docs.delta.exchange/#get-user :param str symbol: unified symbol of the market to fetch the margin mode for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `margin mode structure ` Nr )r<rprivateGetProfilerparse_margin_mode)rrrrrr s rfetch_margin_modezdelta.fetch_margin_mode s!!!!!!!!!  [[((F//77777777@(B77%%ff555rcNd}||d}||||ddS)Nrr)rrrr )rrrrs rrzdelta.parse_margin_moden s?  H%F**:}EE   rc2K|d{V||}d|di}||||d{V}||di}||d|S)a fetches option data that is commonly found in an option chain :see: https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `option chain structure ` Nrrr )r<rrrr parse_optionrs r fetch_optionzdelta.fetch_optionx s!!!!!!!!!V$$ fTl 44T[[&5Q5QRRRRRRRRj(B77  v666rc||d}|||}||di}||dd}id|ddd|dd|d||d||d d ||d d ||d d||dd||dd||dddd||dddddd||dddS)Nrrsrr rr3rimpliedVolatilityr openInterestrrrwrr{midPriceimpact_mid_pricerrrrrrrrrr)rrrrrr/)rchainr3rrrsrs rrzdelta.parse_option sd##E844!!(F33x44--e[%HH  E   fX&     Y//  !1!1&)!D!D   D,,UD99  ((<<  ((<<  ((1CDD  ))%>>    t//|DD  d  $ $**5(;;! " 4#  rr|GETcd|jzdz|||z}|jd||z}||||} |dkr| r|d|| zz }n|dkr|t|} |j | d}|| z|z} |dks|dkr%| r"d|| z} | | z } || z }n| | }| |z } d |d <| | | | |j tj} | |d <||||d S) Nrrr|?r})zapi-keyrrDELETEzapplication/jsonz Content-Type signature)rrCbodyheaders)rimplode_paramsrrextract_params urlencodecheck_required_credentialsrArrjsonhmacencoderhashlibsha256)rpathrrCrrr requestPathrqueryrauth queryStringrs rsignz delta.sign sDL(3.1D1DT61R1RR is#k1 &$"5"5d";";<< (?? 3sT^^E2222 I    + + - - -DLLNN++I;&GI% 3D%Vx%7%7'"%u(=(="=KK'D;&Cyy'' *<' $++d"3"3T[[5M5Mw~^^I#,GK fdwOOOrc ,|dS||di} || d} | `|jdz|z} ||jd| | ||jd| | t | dS)Nerrorr& rr)rrrthrow_exactly_matched_exceptionrthrow_broadly_matched_exceptionr) rr&reasonrrCrrrrequestHeaders requestBodyr  errorCodefeedbacks r handle_errorszdelta.handle_errors# s  4x"55$$UF33  w}t+H  0 01I9V^ _ _ _  0 01I9V^ _ _ _)) )tr)NNNN)N)NN)[__name__ __module__ __qualname__rrArrr rrrrrr8r<r=rrprrrrrrr rrrrrrArrrrrrrrrrrrrfloatrr'r,r/r2r8r;r6rFrJrTrrernrlryrrxr rrrrrrr rrrrrrrrrrrr rrrrrrr __classcell__)rs@rr(r(s e e e e e N? 3? ? ? ? BWWCWWRUWjmWzIWWWWWW') G G G G)+F F F F P-/FF:FFFFP).b   *,jjV jjjjX NN6NVNNNN`68K1K1K1FK1K1K1K1Z6:"SGSG7SGSGSGSGSGj@DB$e$eS$e$eS\$e$e$e$eL]]]5]]]]~<@d[] ? ? ?S ? ?bfglbm ? ? ? ?D   4    (8<$]ajl.J.J.JC.JWZ.Jquvzq{.J.J.J.J` ) ) ) ) )*,,,,,,,@8:333333368>7>7s>7>7>7>7@<@????????????BA A 6A A A A F<> N Ns NBT N N N N?A Q Q# QEW Q Q Q QLN#>#>#>Rd#>#>#>#>J" " f" HZ" " " " H=?E8E8E8E8E8E8N==F====~8:3333h3333<   x     ?C2cc3ccccc<<@daenpQYQYSQYQY[^QYQYQYQYf> > > @ 68C1C1C1FC1C1C1C1JK K 6K K K K Z02d8n*;=M6M6cM6M6M6M6M6^  J    68C7C7C7FC7C7C7C7JH H HH VH H H H T&eBSWPPPP8       rr()- ccxt.async_support.base.exchangerccxt.abstract.deltarrccxt.base.typesrrrrr r r r r rrrrrrrrrrrrrtypingrccxt.base.errorsrrrrr r!r"r#r$ccxt.base.decimal_to_precisionr%ccxt.base.preciser&r(rrr!sl 655555++++++pppppppppppppppppppppppppppppppppppppppppppppppp******000000......''''''&&&&&&......))))))******111111444444%%%%%%X4X4X4X4X4HkX4X4X4X4X4r