iKddlZddlmZmZmZddlZddlmZm Z m Z m Z m Z m Z mZddlmZddlmZddlmZddlmZddlmZGd d ejjZdS) N) ArrayCacheArrayCacheBySymbolByIdArrayCacheByTimestamp)BalancesIntOrder OrderBookStrTickerTrade)Client)List) ExchangeError)ArgumentsRequired) NotSupportedc VeZdZfdZdZifdefdZdefdZifde de fdZ defd Z d d ifde d e d e deefd Zd d ifdee d e d e deefdZdefdZd d d ifded e d e deefdZdefdZd ifde d e defdZd ifdee d e defdZdefdZdZdZdZd d d ifded e d e deefdZdefdZdd d ifde d e d e dee fdZ!d d ifdeee d e d e fdZ"defdZ#d'de fd Z$d ifd!e d"efd#Z%defd$Z&defd%Z'ifd&Z(xZ)S)(deribitc|tt|ddddddddddddd ddiddiddd d d d d dddddd ddiddddddgddiidS)NTF) ws watchBalance watchTicker watchTickers watchTradeswatchTradesForSymbols watchMyTrades watchOrderswatchOrderBookwatchOrderBookForSymbols watchOHLCVwatchOHLCVForSymbolsrz wss://test.deribit.com/ws/api/v2zwss://www.deribit.com/ws/api/v2)testapi1351530601201803607201D) 1m3m5m15m30m1h2h4h6h12h1dinterval100ms20none)r9useDepthEndpointdepthgroup) timeframesrr)BTCETHSOLUSDC)r currencies)hasurlsoptions streaming exceptions) deep_extendsuperrdescribe)self __class__s V/var/www/html/crypto-bot/backend/venv/lib/python3.11/site-packages/ccxt/pro/deribit.pyrMzderibit.describes gt 4 4 = = ? ? $# %#)-!%#"&,0"(,   <; "!!##"###$" # ##G. %,,1!%!' 11'4<;;7:m8B 8B 8 8 8 cz|||jddd}||jd<|S)N requestIdr)sum safe_integerrH)rNrSs rP request_idzderibit.request_idNs;HHT..t|[!LLaPP $- [!rQreturncK||d{Vd}|jdd}||jdg}g}t dt |D]"}||}|d|z#dd d |i|d }|||} | ||| || d{VS) a] :see: https://docs.deribit.com/#user-portfolio-currency watch balance and get the amount of funds available for trading or funds locked in orders :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `balance structure ` Nbalancer"rrErzuser.portfolio.2.0private/subscribechannelsjsonrpcmethodparamsid) authenticaterG safe_valuerHrangelenappendrWrKwatch) rNra messageHashurlrEr]i currencyCode subscriberequests rP watch_balancezderibit.watch_balanceSs''''''''' it$__T\<DD q#j//** > >A%a=L OO- < = = = =)H//##   ""9f55ZZ[';PPPPPPPPPrQclientcD||di}||di}||jd<||d}||}||}||j|<d}||j|dS)NradatainfocurrencyrZ)rdrZ safe_stringsafe_currency_code parse_balanceresolve) rNrpmessagerarr currencyIdrlrZris rPhandle_balancezderibit.handle_balancemsX(B77vvr22# V%%dJ77 ..z:: $$T**%, \" t|[11111rQsymbolc:K|d{V||}|jdd}||dd}||d}|d{V|dkr|d{Vd|dzd z|z}d d d d|dzd z|zgi|d }|||}||||||d{VS)a- :see: https://docs.deribit.com/#ticker-instrument_name-interval watches a price ticker, a statistical calculation with the information for a specific market. :param str symbol: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.interval]: specify aggregation and frequency of notifications. Possible values: 100ms, raw :returns dict: a `ticker structure ` Nr"rr9r:rawzticker.rb.r[public/subscriber]r^) load_marketsmarketrGruomitrcrWrKrh) rNr|rarrjr9channelryrns rP watch_tickerzderibit.watch_tickersg!!!!!!!!!V$$it$##FJ@@6:..!!!!!!!!! u  ##%% % % % % % % %fTl*S08;(Y5;hFG//##   ""7F33ZZWgwHHHHHHHHHrQcN||di}||di}||d}||}||}||d}||j|<|||dS)Nrarrinstrument_namer)rdru safe_symbol parse_tickertickersrx) rNrpryrarrmarketIdr|tickerris rP handle_tickerzderibit.handle_tickers<(B77vvr22##D*;<<!!(++""4((&&vy99 % Vv{+++++rQNsincelimitcNKd|d<||g|||d{VS)a get the list of most recent trades for a particular symbol :see: 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)rNr|rrras rP watch_tradeszderibit.watch_tradessA&3!"22F8UE6RRRRRRRRRrQsymbolscKd}||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 :see: 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 ` Nrr9r:r~tradesrr| timestampT)handle_option_and_paramsrcwatch_multiple_wrapper newUpdates safe_dictrugetLimitfilter_by_since_limit) rNrrrrar9rfirst tradeSymbols rPrz deribit.watch_trades_for_symbolss88AXZdfmnn& u  ##%% % % % % % % %228XwPVWWWWWWWW ? 8NN61--E**5(;;KOOK77E))&% TRRRrQc.||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) NrarrrTrr tradesLimitrztrades||)rrusplitr safe_market safe_listrdrrVrHrrerf parse_tradergrx)rNrpryrarpartsrr9r|rrrstoredrktradeparsedris rP handle_tradeszderibit.handle_trades s,266""69b99 c""##E1--##E1--!!(++!!(++33 ??4; / / 7%%dlM4HHE",U"3"3DK V$q#f++&& " "A1IE%%eV44F MM& ! ! ! !$ F&(3.9 t{6*K88888rQcK||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 :see: 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"rr9r~zuser.trades.any.any.r[r\r]r^T) rcrr|rGrurrWrKrhfilter_by_symbol_since_limit) rNr|rrrarjr9rryrnrs rPwatch_my_tradeszderibit.watch_my_trades4s9'''''''''  ##%% % % % % % % %[[((Fit$##FJ>>6:..(83)WI//##   ""7F33zz#w'JJJJJJJJ00tTTTrQc||di}||dd}||dg}|j}|+||jdd}t |}||}i} tdt|D],} || } | | | d} d | | <-| ||dS) Nrarrrrrrrr|T) rdrumyTradesrVrHr parse_tradesrerfrgrx) rNrpryrarr cachedTradesrr marketIdsrkrr|s rPhandle_my_tradeszderibit.handle_my_tradesSsB(B77""69b9944}  %%dlM4HHE1%88L""6** q#f++&& % %A1IE    & & &8_F $If  |W-----rQcLKd|d<||g||d{VS)a :see: https://docs.deribit.com/#book-instrument_name-group-depth-interval watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.interval]: Frequency of notifications. Events will be aggregated over self interval. Possible values: 100ms, raw :returns dict: A dictionary of `order book structures ` indexed by market symbols rrN)watch_order_book_for_symbols)rNr|rras rPwatch_order_bookzderibit.watch_order_books?&6!"66xOOOOOOOOOrQcKd}||ddd\}}|dkr|d{Vd}d}||ddd\}}|rId}||dd d \}}d}||dd d \}}|d z|zd z|z}n|}|d|||d{V} | S)a( watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :see: https://docs.deribit.com/#book-instrument_name-group-depth-interval :param str[] symbols: unified array of symbols :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols Nrr9r:r~rr=Fr>r;r?r<rbook)rrcrr) rNrrrar9 descriptorr=r>r? orderbooks rPrz$deribit.watch_order_book_for_symbolss788A[]gipqq& u  ##%% % % % % % % % #'#@#@Icewy~## &  "E 99&B\^egkllME6E 99&B\^egmnnME6u,s2X=JJ!J55fj'SYZZZZZZZZ    rQc||di}||di}||d}|d}d}t|}|dk} | rQ||d} ||d} ||d } | dz| zdz| z}n||d} | }||d } || }||d }||j|}||}||d g}||d g}||d |||d |||d<||d <| ||d<||d<||j|<d|zdz|z}| ||dS)Nrarrrrrrrrasksbidsnoncedatetimer|zbook|r) rdrurrfrrV orderbookscounted_order_book handle_deltasiso8601rx)rNrpryrarrrrr partsLength isDetailedr?r>r9rr|rstoredOrderBookrrris rPhandle_order_bookzderibit.handle_order_books"\(B77vvr22""6955 c"" %jj  A%  "$$UA..E$$UA..E''q11Hu,s2X=JJ''q11H!J##D*;<<!!(++%%dK88 //$/6BB  ""5577OtVR00tVR00 ?62D999 ?62D999#, '0 $&*ll9&=&= #$*!"1&,z9  44444rQc||dg}||dg}g}tdt|D]1}|||d||dg2g}tdt|D]1}|||d||dg2||d<||d<|S)NrrrrTr)rdrerfrg)rNrrrr cleanedBidsrk cleanedAskss rPclean_order_bookzderibit.clean_order_bookstVR00tVR00 q#d))$$ 9 9A   Q DGAJ7 8 8 8 8 q#d))$$ 9 9A   Q DGAJ7 8 8 8 8"V "V  rQc|d}|d}|ddks |ddkr|||ddS|ddkr|||ddSdS)NrTrrnewchangedelete)store)rNbooksidedeltapriceamounts rP handle_deltazderibit.handle_deltasaq 8u  aH 4 4 NN5&! , , , , , 1X ! ! NN5&! , , , , ," !rQc~tdt|D]}||||dS)Nr)rerfr)rNrdeltasrks rPrzderibit.handle_deltassHq#f++&& 3 3A   hq 2 2 2 2 3 3rQcK|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)a8 :see: 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]{@link https://docs.ccxt.com/#/?id=order-structure Nr"rrtanyr9r~kindz user.orders.rr[r\r]r^T) rrcr|rGrurrWrKrhrrr) rNr|rrrarjrtr9rrryrnorderss rP watch_orderszderibit.watch_orderss!!!!!!!!!'''''''''  [[((Fit$##FJ>>##FJ>>666:z6BB 4'#-83>I)WI//##   ""7F33zz#w'JJJJJJJJ ? 3OOFE22E00tTTTrQcB|j0||jdd}t||_||di}||dd}||di}g}t |tr||}n| |}|g}|j} tdt|D]} | || | |j|dS)N ordersLimitrrarrrrr)rrVrHrrdru isinstancelist parse_orders parse_orderrerfrgrx) rNrpryrrarrrrorder cachedOrdersrks rP handle_orderszderibit.handle_orders6sF ; %%dlM4HHE077DK(B77""69b99vvr22 dD ! ! &&t,,FF$$T**EWF{ q#f++&& + +A   q * * * *t{G,,,,,rQr.cK|d{V||}|||gg|||d{V}|||S)a :see: https://docs.deribit.com/#chart-trades-instrument_name-resolution watches historical candlestick data containing the open, high, low, and close price, and the volume of a market :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume N)rr|watch_ohlcv_for_symbols)rNr| timeframerrraohlcvss rP watch_ohlcvzderibit.watch_ohlcvjs!!!!!!!!!V$$33fi5H4I5RWY_````````f~i((rQsymbolsAndTimeframescrKt|}|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 :see: 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) rfrrrrbrrrrcreate_ohlcv_object) rNrrrra symbolsLengthr|rcandlesfiltereds rPrzderibit.watch_ohlcv_for_symbolszs011 A  Z0DQ0G%N%N #DG/f%fgg g+/+F+F~W[]qsy+z+z%z%z%z%z%z%z" 7 ? 4$$VU33E--gueQMM'' 8DDDrQc||di}||dd}|d}||d}||d}||}|d} ||jdi} || d i} ||| } ||j| i|j| <||j| | 9||jd d } t| |j| | <|j| | }||d i}| ||}| |||j| | <| | |g}d | zdz|z}| ||dS)Nrarrrrrr|rr@ OHLCVLimitrrrz chart.trades|r) rrurrrHfind_timeframerrdrVrparse_ws_ohlcvrgrx)rNrpryrarrr rawTimeframerr| wsOptionsr@unifiedTimeframerrohlcvr resolveDataris rP handle_ohlcvzderibit.handle_ohlcvs&266""69b99 c""##E1--''q11 !!(++!NN4<r:: ^^I|R@@ ..|ZHH"nnT[&"EE F ??4;v.0@ A A I%%dlL$GGE4I%4P4PDK  0 1V$%56vvr22$$UF33 f06 F,-/8 %.4|C {K00000rQc ||d||d||d||d||d||dgS)Ntickopenhighlowclosevolume)rV safe_number)rNrrs rPrzderibit.parse_ws_ohlcvs   eV , ,   UF + +   UF + +   UE * *   UG , ,   UH - -   rQ 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"rrrFrTrrbrr|r[rr]r^izG requested subscription length over limit, try to reduce symbols amount)rrGget_list_from_object_valuesmarket_symbolsrerfrrur@rgrWrKjsonrrbwatch_multiple)rNr r  symbolsArrayrarjrawSubscriptions messageHashesisOHLCVrrkcurrentr unifiedTfrawTfryrnextendedRequestmaxMessageByteLimit jsonedTexts rPrzderibit.watch_multiple_wrappers$!!!!!!!!!it$ .0GN`$22<CCCT` GT5111q#l++,, a aA"1oGF .WQZ00#AJ (()YOO$)!!W--!C'&,6>  "  . .vw ? ? ? ? ? # "rQc6d}||||S)N authenticated)rx)rNrpryris rPr$z%deribit.handle_authentication_messageKs"$& w ,,,rQc K|jdd}||}|}||}|}d}||j|}|||} || |dz|zdz| |j tj } d| dd|j || |dd d } ||||| ||d{V}||j|<|S) Nr"rr, r[z public/authclient_signaturer) grant_type client_idr signaturerrr)r_rbr`ra)rGrp millisecondsnumber_to_stringrd subscriptionscheck_required_credentialsrWhmacencodesecrethashlibsha256apiKeyrhextend) rNrarjrptime timeStringrrifuturerSr2rns rPrczderibit.authenticateasXit$S!!  ""**400 % !5{CC >  + + - - -))I $++j4.?%.G$.N"O"OQUQ\Q\]a]hQiQikrkyzzI '"4!%!%!*"   G ::c; GV8T8TVabbbbbbbbF06F  - rQ)N)*__name__ __module__ __qualname__rMrWrror r{strr rrrrr rrrr rrr rrrrrrrrrrrrrrrr*r$rc __classcell__)rOs@rPrrs9 9 9 9 9 v *,QQQQQQ442V42424242l68IIIFIIII:%,F%,%,%,%,N<@d[] S S SS S Sbfglbm S S S SOSaenpSSd3iSS[^SuyzvASSSS*(9F(9(9(9(9T37TX\egUUCUsURUUlpqvlwUUUU>/.v/./././.b@DB P PS P PS\ P P P PSW_a!!$s)!C!fo!!!!6M5M5M5M5M5^   ---33304$UYbd U U UC Us Uimnsit U U U UD2-F2-2-2-2-h8<$]ajl)))C)WZ)quvzq{)))) aeswACEE$tCy/EZ]EmpEEEE&)16)1)1)1)1V  D    *cgoq"`"`"`PS"`"`"`"`HX@VX@X@X@X@tF,)+rQr)ccxt.async_supportccxt ccxt.async_support.base.ws.cacherrrr:ccxt.base.typesrrrr r r r !ccxt.async_support.base.ws.clientr typingrccxt.base.errorsrrr async_supportrrQrPrOs ffffffffffOOOOOOOOOOOOOOOOOO444444******......))))))k k k k k d (k k k k k rQ