Files
beast-trader/dashboard/venv/lib/python3.12/site-packages/ccxt/grvt.py

3159 lines
147 KiB
Python

# -*- coding: utf-8 -*-
# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
from ccxt.base.exchange import Exchange
from ccxt.abstract.grvt import ImplicitAPI
import math
from ccxt.base.types import Any, Balances, Currencies, Currency, Int, Leverage, Leverages, MarginMode, MarginModes, Market, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Trade, Transaction, TransferEntry
from typing import List
from ccxt.base.errors import ExchangeError
from ccxt.base.errors import AuthenticationError
from ccxt.base.errors import PermissionDenied
from ccxt.base.errors import ArgumentsRequired
from ccxt.base.errors import BadRequest
from ccxt.base.errors import BadSymbol
from ccxt.base.errors import OperationRejected
from ccxt.base.errors import InsufficientFunds
from ccxt.base.errors import InvalidOrder
from ccxt.base.errors import OperationFailed
from ccxt.base.errors import RateLimitExceeded
from ccxt.base.errors import InvalidNonce
from ccxt.base.decimal_to_precision import TICK_SIZE
from ccxt.base.precise import Precise
class grvt(Exchange, ImplicitAPI):
def describe(self) -> Any:
rlOthers = 40
rlOrders = 20
return self.deep_extend(super(grvt, self).describe(), {
'id': 'grvt',
'name': 'GRVT',
'countries': ['SG'], # Singapore
'rateLimit': 10,
'certified': False,
'version': 'v1',
'dex': True,
'pro': True,
'has': {
'CORS': None,
'spot': False,
'margin': False,
'swap': True,
'future': False,
'option': False,
'cancelAllOrders': True,
'cancelOrder': True,
'createOrder': True,
'fetchBalance': True,
'fetchCurrencies': True,
'fetchDeposits': True,
'fetchFundingHistory': True,
'fetchFundingRateHistory': True,
'fetchLeverages': True,
'fetchMarginModes': True,
'fetchMarkets': True,
'fetchMyTrades': True,
'fetchOHLCV': True,
'fetchOpenOrders': True,
'fetchOrder': True,
'fetchOrderBook': True,
'fetchOrders': True,
'fetchPositions': True,
'fetchTicker': True,
'fetchTrades': True,
'fetchTransfers': True,
'fetchWithdrawals': True,
'setLeverage': True,
'signIn': True,
'transfer': True,
'withdraw': True,
},
'timeframes': {
'1m': 'CI_1_M',
'3m': 'CI_3_M',
'5m': 'CI_5_M',
'15m': 'CI_15_M',
'30m': 'CI_30_M',
'1h': 'CI_1_H',
'2h': 'CI_2_H',
'4h': 'CI_4_H',
'6h': 'CI_6_H',
'8h': 'CI_8_H',
'12h': 'CI_12_H',
'1d': 'CI_1_D',
'3d': 'CI_3_D',
'5d': 'CI_5_D',
'1w': 'CI_1_W',
'2w': 'CI_2_W',
'3w': 'CI_3_W',
'4w': 'CI_4_W',
},
'urls': {
'logo': 'https://github.com/user-attachments/assets/7a2e8108-29f6-45d1-822d-48eb1c8cbbe6',
'api': {
'privateEdge': 'https://edge.grvt.io/',
'privateTrading': 'https://trades.grvt.io/',
'publicMarket': 'https://market-data.grvt.io/',
},
'test': {
'privateEdge': 'https://edge.testnet.grvt.io/',
'privateTrading': 'https://trades.testnet.grvt.io/',
'publicMarket': 'https://market-data.testnet.grvt.io/',
},
'www': 'https://grvt.io',
'referral': 'https://grvt.io/?ref=WBLS9D1',
'doc': [
'https://api-docs.grvt.io/',
],
'fees': 'https://help.grvt.io/en/articles/9614699-how-does-grvt-s-fee-model-work',
},
'api': {
# RL : https://help.grvt.io/en/articles/9636566-what-are-the-rate-limitations-on-grvt
'privateEdge': {
'post': {
'auth/api_key/login': 100,
'auth/wallet/login': 100,
},
},
'publicMarket': {
'post': {
'full/v1/instrument': 4,
'full/v1/all_instruments': 4,
'full/v1/instruments': 4,
'full/v1/currency': 12,
'full/v1/margin_rules': 12,
'full/v1/mini': 4,
'full/v1/ticker': 4,
'full/v1/book': 12,
'full/v1/trade': 12,
'full/v1/trade_history': 12,
'full/v1/kline': 12,
'full/v1/funding': 12,
},
},
'privateTrading': {
'post': {
'full/v1/create_order': 5,
'full/v1/cancel_order': 5,
'full/v1/cancel_on_disconnect': 100,
'full/v1/cancel_all_orders': 50,
'full/v1/order': rlOrders,
'full/v1/order_history': rlOrders,
'full/v1/open_orders': rlOrders,
'full/v1/fill_history': rlOrders,
'full/v1/positions': rlOrders,
'full/v1/funding_payment_history': rlOthers,
'full/v1/get_sub_accounts': rlOthers,
'full/v1/account_summary': rlOthers,
'full/v1/account_history': rlOthers,
'full/v1/aggregated_account_summary': rlOthers,
'full/v1/funding_account_summary': rlOthers,
'full/v1/transfer': 100,
'full/v1/deposit_history': 100,
'full/v1/transfer_history': 100,
'full/v1/withdrawal': 100,
'full/v1/withdrawal_history': 100,
'full/v1/add_position_margin': rlOthers, # addMargin
'full/v1/get_position_margin_limits': rlOthers,
'full/v1/set_position_config': rlOthers, # setPositionMode/setMarginMode
'full/v1/set_initial_leverage': rlOthers,
'full/v1/get_all_initial_leverage': rlOthers,
'full/v1/set_derisk_mm_ratio': rlOthers,
'full/v1/vault_burn_tokens': rlOthers,
'full/v1/vault_invest': rlOthers,
'full/v1/vault_investor_summary': rlOthers,
'full/v1/vault_redeem': rlOthers,
'full/v1/vault_redeem_cancel': rlOthers,
'full/v1/vault_view_redemption_queue': rlOthers,
'full/v1/vault_manager_investor_history': rlOthers,
'full/v1/authorize_builder': rlOthers, # https://pastebin(dot)com/0Mb8cFhN
'full/v1/get_authorized_builders': rlOthers,
'full/v1/builder_fill_history': rlOthers,
},
},
},
# exchange-specific options
'options': {
'accountId': None, # needs to be set manually by user
# https://api.rhino.fi/bridge/configs
'networks': {
'ARBONE': '42161',
'AVAXC': '43114',
'BASE': '8453',
'BSC': '56',
'ETH': '1',
'ERC20': '1',
'OP': '10',
'SOL': '900',
'TRX': '728126428',
'ZKSYNCERA': '324',
'KAIA': '8217',
},
'networksById': {
'1': 'ERC20',
},
'builderFee': True,
'builder': '0x21d2a053495994b1132a38cd1171acec40c6741e',
'builderRate': 0.01,
},
'precisionMode': TICK_SIZE,
'features': {
'default': {
'sandbox': True,
'createOrder': {
'marginMode': False,
'triggerPrice': True,
'triggerPriceType': {
'last': True,
'mark': True,
'index': True,
'median': True, # mid
},
'triggerDirection': True,
'stopLossPrice': True,
'takeProfitPrice': True,
'attachedStopLossTakeProfit': None,
'timeInForce': {
'IOC': True,
'FOK': True,
'PO': True,
'GTD': False,
},
'hedged': False,
'leverage': False,
'marketBuyRequiresPrice': False,
'marketBuyByCost': False,
'selfTradePrevention': False,
'trailing': False,
'iceberg': False,
},
'createOrders': None,
'fetchMyTrades': {
'marginMode': False,
'limit': 1000,
'daysBack': 1000,
'untilDays': 1000,
'symbolRequired': False,
},
'fetchOrder': {
'marginMode': False,
'trigger': False,
'trailing': False,
'symbolRequired': False,
},
'fetchOpenOrders': {
'marginMode': False,
'limit': None,
'trigger': False,
'trailing': False,
'symbolRequired': False,
},
'fetchOrders': {
'marginMode': False,
'limit': 1000,
'daysBack': None,
'untilDays': None,
'trigger': False,
'trailing': False,
'symbolRequired': False,
},
'fetchClosedOrders': None,
'fetchOHLCV': {
'limit': 1000,
},
},
'spot': None,
'swap': {
'linear': {
'extends': 'default',
},
'inverse': None,
},
'future': {
'linear': None,
'inverse': None,
},
},
'requiredCredentials': {
'privateKey': True,
'apiKey': False,
'secret': False,
},
'quoteJsonNumbers': False, # needed for some endpoints(todo: specify in implementations)
'exceptions': {
'exact': {
'1000': AuthenticationError, # "You need to authenticate prior to using self functionality"
'1001': PermissionDenied, # "You are not authorized to access self functionality"
'1002': OperationFailed, # "Internal Server Error"
'1003': BadRequest, # "Request could not be processed due to malformed syntax"
'1004': OperationRejected, # "Data Not Found"
'1005': OperationFailed, # "Unknown Error"
'1006': RateLimitExceeded, # "You have surpassed the allocated rate limit for your tier"
'1008': PermissionDenied, # "Your IP has not been whitelisted for access"
'1009': OperationRejected, # "We are temporarily deactivating self API endpoint, please try again later"
'1012': BadRequest, # "Invalid signature chain ID"
'1400': PermissionDenied, # "Signer does not have trade permission"
'2000': PermissionDenied, # "Signature is from an unauthorized signer"
'2001': InvalidNonce, # "Signature has expired"
'2002': BadRequest, # "Signature does not match payload"
'2003': PermissionDenied, # "Order sub account does not match logged in user"
'2004': InvalidNonce, # "Signature is from an expired session key"
'2005': BadRequest, # "Signature V must be 27/28"
'2006': BadRequest, # "Signature R/S must have exactly 64 characters long without 0x prefix"
'2007': BadRequest, # "Signature S must be in the lower half of the curve"
'2008': BadRequest, # "Signature exceeds maximum allowed duration."
'2010': InvalidOrder, # "Order ID should be empty when creating an order"
'2011': InvalidOrder, # "Client Order ID should be supplied when creating an order"
'2012': InvalidOrder, # "Client Order ID overlaps with existing active order"
'2020': InvalidOrder, # "Market Order must always be supplied without a limit price"
'2021': InvalidOrder, # "Limit Order must always be supplied with a limit price"
'2030': InvalidOrder, # "Orderbook Orders must have a TimeInForce of GTT/IOC/FOK"
'2031': InvalidOrder, # "RFQ Orders must have a TimeInForce of GTT/AON/IOC/FOK"
'2032': InvalidOrder, # "Post Only can only be set to True for GTT/AON orders"
'2040': InvalidOrder, # "Order must contain at least one leg"
'2041': InvalidOrder, # "Order Legs must be sorted by Derivative.Instrument/Underlying/BaseCurrency/Expiration/StrikePrice"
'2042': InvalidOrder, # "Orderbook Orders must contain only one leg"
'2050': InvalidOrder, # "Order state must be empty upon creation"
'2051': InvalidOrder, # "Order execution metadata must be empty upon creation"
'2060': BadSymbol, # "Order Legs contain one or more inactive derivative"
'2061': BadSymbol, # "Unsupported Instrument Requested"
'2062': InvalidOrder, # "Order size smaller than min size"
'2063': InvalidOrder, # "Order size smaller than min block size in block trade venue"
'2064': InvalidOrder, # "Invalid limit price tick"
'2065': InvalidOrder, # "Order size too granular"
'2070': InvalidOrder, # "Liquidation Order is not supported"
'2080': InsufficientFunds, # "Insufficient margin to create order"
'2081': OperationRejected, # "Order Fill would result in exceeding maximum position size"
'2082': InvalidOrder, # "Pre-order check failed"
'2083': OperationRejected, # "Order Fill would result in exceeding maximum position size under current configurable leverage tier"
'2090': RateLimitExceeded, # "Max open orders exceeded"
'2100': BadRequest, # "Invalid initial leverage"
'2101': BadRequest, # "Vaults cannot configure leverage"
'2102': OperationRejected, # "Margin type change failed, has open position for self instrument"
'2103': OperationRejected, # "Margin type change failed, has open orders for self instrument"
'2104': BadRequest, # "Margin type not supported"
'2105': BadRequest, # "Margin type change failed"
'2107': BadRequest, # "Attempted to set leverage below minimum"
'2108': BadRequest, # "Attempted to set leverage above maximum"
'2110': InvalidOrder, # "Invalid trigger by"
'2111': InvalidOrder, # "Unsupported trigger by"
'2112': InvalidOrder, # "Invalid trigger order"
'2113': InvalidOrder, # "Trigger price must be non-zero"
'2114': InvalidOrder, # "Invalid position linked TPSL orders, position linked TPSL must be a reduce-only order"
'2115': InvalidOrder, # "Invalid position linked TPSL orders, position linked TPSL must not have smaller size than the position"
'2116': InvalidOrder, # "Position linked TPSL order for self asset already exists"
'2117': InvalidOrder, # "Position linked TPSL orders must be created from web or mobile clients"
'2300': OperationRejected, # "Order cancel time-to-live settings currently disabled."
'2301': OperationRejected, # "Order cancel time-to-live exceeds maximum allowed value."
'2400': OperationRejected, # "Reduce only order with no position"
'2401': OperationRejected, # "Reduce only order must not increase position size"
'2402': OperationRejected, # "Reduce only order size exceeds maximum allowed value"
'3000': BadSymbol, # "Instrument is invalid"
'3004': OperationRejected, # "Instrument does not have a valid maintenance margin configuration"
'3005': OperationRejected, # "Instrument's underlying currency does not have a valid balance decimal configuration"
'3006': OperationRejected, # "Instrument's quote currency does not have a valid balance decimal configuration"
'3021': BadRequest, # "Either order ID or client order ID must be supplied"
'3031': BadRequest, # "Depth is invalid"
'4000': InsufficientFunds, # "Insufficient balance to complete transfer"
'4002': OperationFailed, # "Transfer failed with an unrefined failure reason, please report to GRVT"
'4010': OperationRejected, # "This wallet is not supported. Please try another wallet."
'5000': OperationRejected, # "Transfer Metadata does not match the expected structure."
'5001': OperationRejected, # "Transfer Provider does not match the expected provider."
'5002': OperationRejected, # "Direction of the transfer does not match the expected direction."
'5003': OperationRejected, # "Endpoint account ID is invalid."
'5004': OperationRejected, # "Funding account does not exist in our system."
'5005': OperationRejected, # "Invalid ChainID for the transfer request."
'6000': OperationRejected, # "Countdown time is bigger than 300s supported"
'6100': OperationRejected, # "Derisk MM Ratio is out of range"
'7000': OperationRejected, # "Vault ID provided is invalid and does not belong to any vault"
'7001': InsufficientFunds, # "Vault does not have sufficient LP token balance"
'7002': OperationFailed, # "User has an ongoing redemption"
'7003': OperationRejected, # "This vault has been delisted/closed."
'7004': OperationRejected, # "This investment would cause the vault to exceed its valuation cap."
'7005': InsufficientFunds, # "You are attempting to burn more vault tokens than you own."
'7006': OperationFailed, # "You are attempting to burn vault tokens whilst having an active redemption request."
'7007': PermissionDenied, # "The investor is not an LP for self vault."
'7100': OperationFailed, # "Unknown transaction type"
'7101': OperationRejected, # "Transfer account not found"
'7102': OperationRejected, # "Transfer sub-account not found"
'7103': OperationRejected, # "Charged trading fee below the config minimum"
'7201': OperationRejected, # "Attempted to create a limit order at a price outside of asset's price protection band."
'7450': OperationRejected, # "Add margin failed"
'7451': OperationRejected, # "Add margin to empty position"
'7452': OperationRejected, # "Add margin to non isolated position"
'7453': OperationRejected, # "Max addable amount exceeded"
'7454': OperationRejected, # "Max removable amount exceeded"
'7455': OperationRejected, # "Not isolated margin position"
'7500': OperationRejected, # "Builder Fee exceeds the allowed program limit."
'7501': BadRequest, # "Builder Fee can't be negative."
'7502': OperationRejected, # "Builder Account does not exist."
'7503': OperationRejected, # "Builder is already authorized for self account with the given fee."
'7504': OperationRejected, # "Builder is not authorized for the specified user.","status":400
},
'broad': {},
},
})
def eip_definitions(self):
return {
'EIP712_ORDER_TYPE': {
'Order': [
{'name': 'subAccountID', 'type': 'uint64'},
{'name': 'isMarket', 'type': 'bool'},
{'name': 'timeInForce', 'type': 'uint8'},
{'name': 'postOnly', 'type': 'bool'},
{'name': 'reduceOnly', 'type': 'bool'},
{'name': 'legs', 'type': 'OrderLeg[]'},
{'name': 'nonce', 'type': 'uint32'},
{'name': 'expiration', 'type': 'int64'},
],
'OrderLeg': [
{'name': 'assetID', 'type': 'uint256'},
{'name': 'contractSize', 'type': 'uint64'},
{'name': 'limitPrice', 'type': 'uint64'},
{'name': 'isBuyingContract', 'type': 'bool'},
],
},
'EIP712_ORDER_WITH_BUILDER_TYPE': {
'OrderWithBuilderFee': [
{'name': 'subAccountID', 'type': 'uint64'},
{'name': 'isMarket', 'type': 'bool'},
{'name': 'timeInForce', 'type': 'uint8'},
{'name': 'postOnly', 'type': 'bool'},
{'name': 'reduceOnly', 'type': 'bool'},
{'name': 'legs', 'type': 'OrderLeg[]'},
{'name': 'builder', 'type': 'address'},
{'name': 'builderFee', 'type': 'uint32'},
{'name': 'nonce', 'type': 'uint32'},
{'name': 'expiration', 'type': 'int64'},
],
'OrderLeg': [
{'name': 'assetID', 'type': 'uint256'},
{'name': 'contractSize', 'type': 'uint64'},
{'name': 'limitPrice', 'type': 'uint64'},
{'name': 'isBuyingContract', 'type': 'bool'},
],
},
'EIP712_TRANSFER_TYPE': {
'Transfer': [
{'name': 'fromAccount', 'type': 'address'},
{'name': 'fromSubAccount', 'type': 'uint64'},
{'name': 'toAccount', 'type': 'address'},
{'name': 'toSubAccount', 'type': 'uint64'},
{'name': 'tokenCurrency', 'type': 'uint8'},
{'name': 'numTokens', 'type': 'uint64'},
{'name': 'nonce', 'type': 'uint32'},
{'name': 'expiration', 'type': 'int64'},
],
},
'EIP712_WITHDRAWAL_TYPE': {
'Withdrawal': [
{'name': 'fromAccount', 'type': 'address'},
{'name': 'toEthAddress', 'type': 'address'},
{'name': 'tokenCurrency', 'type': 'uint8'},
{'name': 'numTokens', 'type': 'uint64'},
{'name': 'nonce', 'type': 'uint32'},
{'name': 'expiration', 'type': 'int64'},
],
},
'EIP712_BUILDER_APPROVAL_TYPE': {
'AuthorizeBuilder': [
{'name': 'mainAccountID', 'type': 'address'},
{'name': 'builderAccountID', 'type': 'address'},
{'name': 'maxFutureFeeRate', 'type': 'uint32'},
{'name': 'maxSpotFeeRate', 'type': 'uint32'},
{'name': 'nonce', 'type': 'uint32'},
{'name': 'expiration', 'type': 'int64'},
],
},
'EIP712_WALLETLOGIN_TYPE': {
'WalletLogin': [
{'name': 'signer', 'type': 'address'},
{'name': 'nonce', 'type': 'uint32'},
{'name': 'expiration', 'type': 'int64'},
],
},
}
def uses_private_key(self):
privateKeyDefined = self.privateKey is not None and self.privateKey != ''
apiKeyDefined = self.apiKey is not None and self.apiKey != ''
if privateKeyDefined and apiKeyDefined:
raise ExchangeError('You should provide either "privateKey" or "apikey & secret"')
return privateKeyDefined
def sign_in(self, params={}):
"""
sign in, must be called prior to using other authenticated methods
https://api-docs.grvt.io/#authentication
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns: response from exchange
"""
# if self.uses_private_key():
# self.sign_in_with_private_key(params)
# self.initialize_client(params)
# else:
# self.sign_in_with_api_key(params)
# }
if self.privateKey is None or self.privateKey == '':
raise PermissionDenied('Private key is required for self operation. If you used joined GRVT through email registration instead of Web3 wallet, then read: https://github.com/ccxt/ccxt/wiki/FAQ#how-to-use-the-grvt-exchange-in-ccxt')
self.sign_in_with_private_key(params)
self.initialize_client(params)
self.load_account_infos()
return True
def sign_in_with_api_key(self, params={}):
now = self.milliseconds()
# expires in 24 hours suggested
expires = self.safe_integer(self.options, 'signInExpiration', 0)
# if previous sign-in not expired(give 10 seconds margin)
if expires is not None and expires > now + 10000:
return {}
request = {
'api_key': self.apiKey,
}
response = self.privateEdgePostAuthApiKeyLogin(self.extend(request, params))
#
# {
# "location": "",
# "status": "success"
# }
#
self.options['signInExpiration'] = now + 86400000 # 24 hours
return response
def sign_in_with_private_key(self, params={}):
self.check_required_credentials()
now = self.milliseconds()
# expires in 24 hours suggested
expires = self.safe_integer(self.options, 'signInExpiration', 0)
# if previous sign-in not expired(give 10 seconds margin)
if expires is not None and expires > now + 10000:
return {}
walletAddress = self.eth_get_address_from_private_key(self.privateKey)
request: dict = {
'address': walletAddress,
'signature': self.default_signature(),
}
request = self.create_signed_request(request, 'EIP712_WALLETLOGIN_TYPE')
response = self.privateEdgePostAuthWalletLogin(self.extend(request, params))
#
# {
# "location": "",
# "status": "success"
# }
#
self.options['signInExpiration'] = now + 86400000 # 24 hours
return response
def initialize_client(self, params={}):
builderFee = self.safe_bool(params, 'builderFee', self.safe_bool(self.options, 'builderFee', True)) # we shouldn't omit here
if not builderFee:
return False # skip if builder fee is not enabled
approvedBuilderFee = self.safe_bool(self.options, 'approvedBuilderFee', False)
if approvedBuilderFee:
return True # skip if builder fee is already approved
results = [self.privateTradingPostFullV1GetAuthorizedBuilders(), self.load_account_infos()]
#
# {
# "results": [{
# "builder_account_id": "GRVT_MAIN_ACCOUNT_ID_HERE",
# "max_futures_fee_rate": 0.001,
# "max_spot_fee_rate": 0.0001
# }]
# }
#
currentBuilders = results[0]
approvedBuilder = self.safe_list(currentBuilders, 'results', [])
length = len(approvedBuilder)
found = False
for i in range(0, length):
builderInfo = self.safe_dict(approvedBuilder, i, {})
builderAccountId = self.safe_string(builderInfo, 'builder_account_id')
if builderAccountId == self.safe_string(self.options, 'builder'):
found = True
break
if found:
self.options['approvedBuilderFee'] = True
else:
try:
defaultFromAccountId = self.safe_string(self.options, 'userMainAccountId') # self.eth_get_address_from_private_key(self.secret) # self.safe_string(self.options, 'userMainAccountId')
request: dict = {
'main_account_id': defaultFromAccountId,
'builder_account_id': self.safe_string(self.options, 'builder'),
'max_futures_fee_rate': self.safe_string(self.options, 'builderRate'),
'max_spot_fee_rate': self.safe_string(self.options, 'builderRate'),
'signature': self.default_signature(),
}
request = self.create_signed_request(request, 'EIP712_BUILDER_APPROVAL_TYPE')
authResponse = self.privateTradingPostFullV1AuthorizeBuilder(self.extend(request, params))
#
# {
# "result": {
# "ack": "true",
# "tx_id":"0"
# }
# }
#
authResult = self.safe_dict(authResponse, 'result')
ack = self.safe_bool(authResult, 'ack')
if not ack:
raise ExchangeError('Builder authorization failed, ' + self.json(authResponse))
self.options['approvedBuilderFee'] = True
except Exception as e:
self.options['builderFee'] = False # disable builder fee if an error occurs
return None # just c#
def fetch_markets(self, params={}) -> List[Market]:
"""
retrieves data on all markets
https://api-docs.grvt.io/market_data_api/#get-instrument-prod
:param dict [params]: extra parameters specific to the exchange api endpoint
:returns dict[]: an array of objects representing market data
"""
marketsPromise = self.publicMarketPostFullV1AllInstruments(params)
#
# {
# "result": [
# {
# "instrument": "AAVE_USDT_Perp",
# "instrument_hash": "0x032201",
# "base": "AAVE",
# "quote": "USDT",
# "kind": "PERPETUAL",
# "venues": [
# "ORDERBOOK",
# "RFQ"
# ],
# "settlement_period": "PERPETUAL",
# "base_decimals": "9",
# "quote_decimals": "6",
# "tick_size": "0.01",
# "min_size": "0.1",
# "create_time": "1764303867576216941",
# "max_position_size": "3000.0",
# "funding_interval_hours": "8",
# "adjusted_funding_rate_cap": "0.75",
# "adjusted_funding_rate_floor": "-0.75"
# },
# ...
#
promises = [marketsPromise]
if not self.is_empty_string(self.apiKey) or not self.is_empty_string(self.privateKey):
promises.append(self.sign_in())
results = promises
response = results[0]
result = self.safe_list(response, 'result', [])
return self.parse_markets(result)
def parse_market(self, market) -> Market:
#
# {
# "instrument": "BTC_USDT_Perp",
# "instrument_hash": "0x030501",
# "base": "BTC",
# "quote": "USDT",
# "kind": "PERPETUAL",
# "venues": [
# "ORDERBOOK",
# "RFQ"
# ],
# "settlement_period": "PERPETUAL",
# "base_decimals": 9,
# "quote_decimals": 6,
# "tick_size": "0.1",
# "min_size": "0.001",
# "create_time": "1768040726362828205",
# "max_position_size": "1000.0",
# "funding_interval_hours": 8,
# "adjusted_funding_rate_cap": "0.3",
# "adjusted_funding_rate_floor": "-0.3",
# "min_notional": "100.0"
# }
#
marketId = self.safe_string(market, 'instrument')
baseId = self.safe_string(market, 'base')
quoteId = self.safe_string(market, 'quote')
settleId = quoteId
base = self.safe_currency_code(baseId)
quote = self.safe_currency_code(quoteId)
settle = self.safe_currency_code(settleId)
symbol = base + '/' + quote + ':' + settle
type: Str = None
typeRaw = self.safe_string(market, 'kind')
if typeRaw == 'PERPETUAL':
type = 'swap'
isSpot = (type == 'spot')
isSwap = (type == 'swap')
isFuture = (type == 'future')
isContract = isSwap or isFuture
return {
'id': marketId,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': type,
'spot': isSpot,
'margin': False,
'swap': isSwap,
'future': isFuture,
'option': False,
'active': None, # todo: ask support to add
'contract': isContract,
'linear': True if isSwap else None,
'inverse': False if isSwap else None,
'contractSize': self.parse_number('1'), # tbd, vague response from support
'expiry': None,
'expiryDatetime': None,
'strike': None,
'optionType': None,
'precision': {
'amount': self.safe_number(market, 'min_size'), # confirmed, not 'base_decimals'
'price': self.safe_number(market, 'tick_size'),
'base': self.parse_number(self.parse_precision(self.safe_string(market, 'base_decimals'))),
'quote': self.parse_number(self.parse_precision(self.safe_string(market, 'quote_decimals'))),
},
'limits': {
'leverage': {
'min': None,
'max': None,
},
'amount': {
'min': self.safe_number(market, 'min_size'),
'max': self.safe_number(market, 'max_position_size'),
},
'price': {
'min': None,
'max': None,
},
'cost': {
'min': self.safe_number(market, 'min_notional'),
'max': None,
},
},
'created': self.safe_integer_product(market, 'create_time', 0.000001),
'info': market,
}
def fetch_currencies(self, params={}) -> Currencies:
"""
fetches all available currencies on an exchange
https://api-docs.grvt.io/market_data_api/#get-currency-response
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: an associative dictionary of currencies
"""
request = {'': ''} # workaround for php [] empty arr
response = self.publicMarketPostFullV1Currency(request)
#
# {
# "result": [
# {
# "id": "4",
# "symbol": "ETH",
# "balance_decimals": "9",
# "quantity_multiplier": "1000000000"
# },
# ..
#
responseResult = self.safe_list(response, 'result', [])
return self.parse_currencies(responseResult)
def parse_currency(self, rawCurrency: dict) -> Currency:
#
# {
# "id": "4",
# "symbol": "ETH",
# "balance_decimals": "9",
# "quantity_multiplier": "1000000000"
# },
#
id = self.safe_string(rawCurrency, 'symbol')
code = self.safe_currency_code(id)
return self.safe_currency_structure({
'info': rawCurrency,
'id': id,
'code': code,
'name': None,
'active': None,
'deposit': None,
'withdraw': None,
'fee': None,
'precision': self.parse_number(self.parse_precision(self.safe_string(rawCurrency, 'balance_decimals'))),
'limits': {
'amount': {
'min': None,
'max': None,
},
'withdraw': {
'min': None,
'max': None,
},
'deposit': {
'min': None,
'max': None,
},
},
'type': 'crypto', # only crypto for now
'networks': None,
'numericId': self.safe_integer(rawCurrency, 'id'),
})
def fetch_ticker(self, symbol: str, params={}) -> Ticker:
"""
fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
https://api-docs.grvt.io/market_data_api/#ticker_1
: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 <https://docs.ccxt.com/?id=ticker-structure>`
"""
self.load_markets()
market = self.market(symbol)
request = {
'instrument': self.market_id(symbol),
}
response = self.publicMarketPostFullV1Ticker(self.extend(request, params))
#
# {
# "result": {
# "event_time": "1764774730025055205",
# "instrument": "BTC_USDT_Perp",
# "mark_price": "92697.300078773",
# "index_price": "92727.818122278",
# "last_price": "92683.0",
# "last_size": "0.001",
# "mid_price": "92682.95",
# "best_bid_price": "92682.9",
# "best_bid_size": "5.332",
# "best_ask_price": "92683.0",
# "best_ask_size": "0.009",
# "funding_rate_8h_curr": "0.0037",
# "funding_rate_8h_avg": "0.0037",
# "interest_rate": "0.0",
# "forward_price": "0.0",
# "buy_volume_24h_b": "2893.898",
# "sell_volume_24h_b": "2907.847",
# "buy_volume_24h_q": "266955739.1606",
# "sell_volume_24h_q": "268170211.7109",
# "high_price": "93908.3",
# "low_price": "89900.1",
# "open_price": "90129.2",
# "open_interest": "1523.218935908",
# "long_short_ratio": "1.472543",
# "funding_rate": "0.0037",
# "next_funding_time": "1764777600000000000"
# }
# }
#
result = self.safe_dict(response, 'result', {})
return self.parse_ticker(result, market)
def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
#
# {
# "event_time": "1764774730025055205",
# "instrument": "BTC_USDT_Perp",
# "mark_price": "92697.300078773",
# "index_price": "92727.818122278",
# "last_price": "92683.0",
# "last_size": "0.001",
# "mid_price": "92682.95",
# "best_bid_price": "92682.9",
# "best_bid_size": "5.332",
# "best_ask_price": "92683.0",
# "best_ask_size": "0.009",
# "funding_rate_8h_curr": "0.0037",
# "funding_rate_8h_avg": "0.0037",
# "interest_rate": "0.0",
# "forward_price": "0.0",
# "buy_volume_24h_b": "2893.898",
# "sell_volume_24h_b": "2907.847",
# "buy_volume_24h_q": "266955739.1606",
# "sell_volume_24h_q": "268170211.7109",
# "high_price": "93908.3",
# "low_price": "89900.1",
# "open_price": "90129.2",
# "open_interest": "1523.218935908",
# "long_short_ratio": "1.472543",
# "funding_rate": "0.0037",
# "next_funding_time": "1764777600000000000"
# }
#
marketId = self.safe_string(ticker, 'instrument')
return self.safe_ticker({
'info': ticker,
'symbol': self.safe_symbol(marketId, market),
'open': self.safe_string(ticker, 'open_price'),
'high': self.safe_string(ticker, 'high_price'),
'low': self.safe_string(ticker, 'low_price'),
'last': self.safe_string(ticker, 'last_price'),
'bid': self.safe_string(ticker, 'best_bid_price'),
'bidVolume': self.safe_string(ticker, 'best_bid_size'),
'ask': self.safe_string(ticker, 'best_ask_price'),
'askVolume': self.safe_string(ticker, 'best_ask_size'),
'change': None,
'percentage': None,
'baseVolume': self.safe_string(ticker, 'buy_volume_24h_b'),
'quoteVolume': self.safe_string(ticker, 'buy_volume_24h_q'),
'markPrice': self.safe_string(ticker, 'mark_price'),
'indexPrice': self.safe_string(ticker, 'index_price'),
'vwap': None,
'average': None,
'previousClose': None,
})
def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
"""
fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
https://api-docs.grvt.io/market_data_api/#orderbook-levels
: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.loc]: crypto location, default: us
:returns dict: A dictionary of `order book structures <https://github.com/ccxt/ccxt/wiki/Manual#order-book-structure>` indexed by market symbols
"""
self.load_markets()
request = {
'instrument': self.market_id(symbol),
}
if limit is None:
limit = 100
if limit <= 500:
request['depth'] = self.find_nearest_ceiling([10, 50, 100, 500], limit)
response = self.publicMarketPostFullV1Book(self.extend(request, params))
#
# {
# "result": {
# "event_time": "1764777396650000000",
# "instrument": "BTC_USDT_Perp",
# "bids": [
# {"price": "92336.0", "size": "0.005", "num_orders": "1"},
# ...
# ],
# "asks": [
# {"price": "92336.1", "size": "5.711", "num_orders": "37"},
# ...
# ]
# }
# }
#
result = self.safe_dict(response, 'result', {})
timestamp = self.parse8601(self.safe_string(result, 'event_time'))
marketId = self.safe_string(result, 'instrument')
return self.parse_order_book(result, self.safe_symbol(marketId), timestamp, 'bids', 'asks', 'price', 'size')
def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
"""
get the list of most recent trades for a particular symbol
https://api-docs.grvt.io/market_data_api/#trade_1
:param str symbol: unified symbol of the market
:param int [since]: timestamp in ms of the earliest item to fetch
:param int [limit]: the maximum amount of items to fetch
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: timestamp in ms for the ending date filter, default is the current time
:returns Trade[]: a list of `trade structures <https://docs.ccxt.com/?id=public-trades>`
"""
self.load_markets()
market = self.market(symbol)
request = {
'instrument': market['id'],
}
if limit is not None:
request['limit'] = min(limit, 1000)
request, params = self.handle_until_option_string('end_time', request, params, 1000000)
if since is not None:
request['start_time'] = self.number_to_string(since * 1000000)
response = self.publicMarketPostFullV1TradeHistory(self.extend(request, params))
#
# {
# "next": "eyJ0cmFkZUlkIjo2NDc5MTAyMywidHJhZGVJbmRleCI6MX0",
# "result": [
# {
# "event_time": "1764779531332118705",
# "instrument": "ETH_USDT_Perp",
# "is_taker_buyer": False,
# "size": "23.73",
# "price": "3089.88",
# "mark_price": "3089.360002315",
# "index_price": "3090.443723246",
# "interest_rate": "0.0",
# "forward_price": "0.0",
# "trade_id": "64796657-1",
# "venue": "ORDERBOOK",
# "is_rpi": False
# },
# ...
#
result = self.safe_list(response, 'result', [])
return self.parse_trades(result, market, since, limit)
def parse_trade(self, trade: dict, market: Market = None) -> Trade:
#
# fetchTrades
#
# {
# "event_time": "1764779531332118705",
# "instrument": "ETH_USDT_Perp",
# "size": "23.73",
# "price": "3089.88",
# "is_rpi": False,
# "mark_price": "3089.360002315",
# "index_price": "3090.443723246",
# "interest_rate": "0.0",
# "forward_price": "0.0",
# "trade_id": "64796657-1",
# "venue": "ORDERBOOK",
# "is_taker_buyer": False
# }
#
# fetchMyTrades
#
# {
# "event_time": "1764945709702747558",
# "instrument": "BTC_USDT_Perp",
# "size": "0.001",
# "price": "90000.0",
# "is_rpi": False
# "mark_price": "90050.164063298",
# "index_price": "90089.803654938",
# "interest_rate": "0.0",
# "forward_price": "0.0",
# "trade_id": "65424692-2",
# "venue": "ORDERBOOK",
# "is_buyer": True,
# "is_taker": False,
# "broker": "UNSPECIFIED",
# "realized_pnl": "0.0",
# "fee": "-0.00009",
# "fee_rate": "0.0",
# "order_id": "0x01010105034cddc7000000006621285c",
# "client_order_id": "1375879248",
# "signer": "0x42c9f56f2c9da534f64b8806d64813b29c62a01d",
# "sub_account_id": "2147050003876484",
# }
#
marketId = self.safe_string(trade, 'instrument')
market = self.safe_market(marketId, market)
timestamp = self.safe_integer_product(trade, 'event_time', 0.000001)
takerOrMaker = None
isTakerBuyer = self.safe_bool(trade, 'is_taker_buyer')
side: Str = None
if isTakerBuyer is not None:
side = 'buy' if isTakerBuyer else 'sell'
takerOrMaker = 'taker'
else:
takerOrMaker = 'taker' if self.safe_bool(trade, 'is_taker') else 'maker'
side = 'buy' if self.safe_bool(trade, 'is_buyer') else 'sell'
fee = None
feeString = self.safe_string(trade, 'fee')
if feeString is not None:
fee = {
'cost': self.parse_number(feeString),
'currency': market['quote'],
'rate': self.safe_number(trade, 'fee_rate'),
}
return self.safe_trade({
'info': trade,
'id': self.safe_string(trade, 'trade_id'),
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'symbol': market['symbol'],
'side': side,
'takerOrMaker': takerOrMaker,
'price': self.safe_string(trade, 'price'),
'amount': self.safe_string(trade, 'size'),
'cost': None,
'fee': fee,
'order': self.safe_string(trade, 'order_id'),
}, market)
def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
"""
fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
https://api-docs.grvt.io/market_data_api/#candlestick_1
: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 item to fetch
:param int [limit]: the maximum amount of items to fetch
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: timestamp in ms for the ending date filter, default is the current time
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns int[][]: A list of candles ordered, open, high, low, close, volume
"""
maxLimit = 1000
self.load_markets()
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate', False)
if paginate:
return self.fetch_paginated_call_deterministic('fetchOHLCV', symbol, since, limit, timeframe, params, maxLimit)
market = self.market(symbol)
request = {
'instrument': market['id'],
'interval': self.safe_string(self.timeframes, timeframe, timeframe),
}
priceTypeMap = {
'last': 'TRADE',
'mark': 'MARK',
'index': 'INDEX',
# 'median': 'MEDIAN',
}
selectedPriceType = self.safe_string(params, 'priceType', 'last')
request['type'] = self.safe_string(priceTypeMap, selectedPriceType)
if limit is not None:
request['limit'] = min(limit, 1000)
request, params = self.handle_until_option_string('end_time', request, params, 1000000)
if since is not None:
request['start_time'] = self.number_to_string(since * 1000000)
response = self.publicMarketPostFullV1Kline(self.extend(request, params))
#
# {
# "result": [
# {
# "open_time": "1767288240000000000",
# "close_time": "1767288300000000000",
# "open": "88178.8",
# "close": "88176.7",
# "high": "88192.7",
# "low": "88176.6",
# "volume_b": "15.32",
# "volume_q": "1350962.4782",
# "trades": 38,
# "instrument": "BTC_USDT_Perp"
# },
# ],
# "next": "eyJvcGVuVGltZSI6MTc2NzI1ODMwMDAwMDAwMDAwMH0"
# }
#
candles = self.safe_list(response, 'result', [])
return self.parse_ohlcvs(candles, market, timeframe, since, limit)
def parse_ohlcv(self, ohlcv, market: Market = None) -> list:
#
# {
# "open_time": "1767288240000000000",
# "close_time": "1767288300000000000",
# "open": "88178.8",
# "close": "88176.7",
# "high": "88192.7",
# "low": "88176.6",
# "volume_b": "15.32",
# "volume_q": "1350962.4782",
# "trades": 38,
# "instrument": "BTC_USDT_Perp"
# }
#
return [
self.safe_integer_product(ohlcv, 'open_time', 0.000001),
self.safe_number(ohlcv, 'open'),
self.safe_number(ohlcv, 'high'),
self.safe_number(ohlcv, 'low'),
self.safe_number(ohlcv, 'close'),
self.safe_number(ohlcv, 'volume_b'),
]
def fetch_funding_rate_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
fetches historical funding rate prices
https://api-docs.grvt.io/market_data_api/#funding-rate
:param str symbol: unified symbol of the market to fetch the funding rate history for
:param int [since]: timestamp in ms of the earliest funding rate to fetch
:param int [limit]: the maximum amount of `funding rate structures <https://docs.ccxt.com/?id=funding-rate-history-structure>` to fetch
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: timestamp in ms of the latest item
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns dict[]: a list of `funding rate structures <https://docs.ccxt.com/?id=funding-rate-history-structure>`
"""
if symbol is None:
raise ArgumentsRequired(self.id + ' fetchFundingRateHistory() requires a symbol argument')
self.load_markets()
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchFundingRateHistory', 'paginate')
if paginate:
return self.fetch_paginated_call_deterministic('fetchFundingRateHistory', symbol, since, limit, '8h', params)
market = self.market(symbol)
request: dict = {
'instrument': market['id'],
}
if limit is not None:
request['limit'] = min(limit, 1000)
request, params = self.handle_until_option_string('end_time', request, params, 1000000)
if since is not None:
request['start_time'] = self.number_to_string(since * 1000000)
response = self.publicMarketPostFullV1Funding(self.extend(request, params))
#
# {
# "result": [
# {
# "instrument": "BTC_USDT_Perp",
# "funding_rate": "-0.0034",
# "funding_time": "1760494260000000000",
# "mark_price": "112721.159060304",
# "funding_rate_8_h_avg": "-0.0038",
# "funding_interval_hours": "0"
# },
# ...
# ],
# "next": "eyJmdW5kaW5nVGltZSI6MTc2MDQ5NDI2MDAwMDAwMDAwMH0"
# }
#
result = self.safe_list(response, 'result', [])
return self.parse_funding_rate_histories(result, market)
def parse_funding_rate_history(self, rawItem, market: Market = None):
#
# {
# "instrument": "BTC_USDT_Perp",
# "funding_rate": "-0.0034",
# "funding_time": "1760494260000000000",
# "mark_price": "112721.159060304",
# "funding_rate_8_h_avg": "-0.0038",
# "funding_interval_hours": "0"
# },
#
marketId = self.safe_string(rawItem, 'instrument')
ts = self.safe_integer_product(rawItem, 'funding_time', 0.000001)
return {
'info': rawItem,
'symbol': self.safe_symbol(marketId, market),
'fundingRate': self.safe_number(rawItem, 'funding_rate'),
'timestamp': ts,
'datetime': self.iso8601(ts),
}
def get_sub_account_id(self, params):
subAccountId = None
subAccountId, params = self.handle_option_and_params(params, 'getSubAccountId', 'accountId')
if subAccountId is None:
raise ArgumentsRequired(self.id + ' you should set "accountId" in options or params, which can be found in the grvt dashboard, under Api-Keys page')
return str(subAccountId)
def fetch_balance(self, params={}) -> Balances:
"""
query for account info
https://api-docs.grvt.io/trading_api/#sub-account-summary
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a `balance structure <https://docs.ccxt.com/?id=balance-structure>`
"""
self.load_markets_and_sign_in()
request = {
'sub_account_id': self.get_sub_account_id(params),
}
response = self.privateTradingPostFullV1AccountSummary(self.extend(request, params))
#
# {
# "result": {
# "event_time": "1764863116142428457",
# "sub_account_id": "2147050003876484",
# "margin_type": "SIMPLE_CROSS_MARGIN",
# "settle_currency": "USDT",
# "unrealized_pnl": "0.0",
# "total_equity": "15.0",
# "initial_margin": "0.0",
# "maintenance_margin": "0.0",
# "available_balance": "15.0",
# "spot_balances": [
# {
# "currency": "USDT",
# "balance": "15.0",
# "index_price": "1.000289735"
# }
# ],
# "positions": [],
# "settle_index_price": "1.000289735",
# "derisk_margin": "0.0",
# "derisk_to_maintenance_margin_ratio": "1.0",
# "total_cross_equity": "15.0",
# "cross_unrealized_pnl": "0.0"
# }
# }
#
result = self.safe_dict(response, 'result', {})
return self.parse_balance(result)
def parse_balance(self, response) -> Balances:
#
# {
# "event_time": "1764863116142428457",
# "sub_account_id": "2147050003876484",
# "margin_type": "SIMPLE_CROSS_MARGIN",
# "settle_currency": "USDT",
# "unrealized_pnl": "0.0",
# "total_equity": "15.0",
# "initial_margin": "0.0",
# "maintenance_margin": "0.0",
# "available_balance": "15.0",
# "spot_balances": [
# {
# "currency": "USDT",
# "balance": "15.0",
# "index_price": "1.000289735"
# }
# ],
# "positions": [],
# "settle_index_price": "1.000289735",
# "derisk_margin": "0.0",
# "derisk_to_maintenance_margin_ratio": "1.0",
# "total_cross_equity": "15.0",
# "cross_unrealized_pnl": "0.0"
# }
#
timestamp = self.safe_integer_product(response, 'event_time', 0.000001)
result: dict = {
'info': response,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
}
spotBalances = self.safe_list(response, 'spot_balances', [])
availableBalance = self.safe_string(response, 'available_balance')
for i in range(0, len(spotBalances)):
balance = spotBalances[i]
currencyId = self.safe_string(balance, 'currency')
code = self.safe_currency_code(currencyId)
account = self.account()
account['total'] = self.safe_string(balance, 'balance')
account['free'] = availableBalance # todo: revise after API team clarification
result[code] = account
return self.safe_balance(result)
def fetch_deposits(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
"""
fetch all deposits made to an account
https://api-docs.grvt.io/trading_api/#transfer
:param str [code]: unified currency code
:param int [since]: the earliest time in ms to fetch deposits for
:param int [limit]: the maximum number of deposits structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: timestamp in ms of the latest item
:returns dict[]: a list of `transaction structures <https://docs.ccxt.com/?id=transaction-structure>`
"""
self.load_markets_and_sign_in()
request: dict = {}
currency = None
if code is not None:
currency = self.currency(code)
request['currency'] = [currency['code']]
if limit is not None:
request['limit'] = min(limit, 1000)
request, params = self.handle_until_option_string('end_time', request, params, 1000000)
if since is not None:
request['start_time'] = self.number_to_string(since * 1000000)
useTransfersEndpoint = self.safe_bool(self.options, 'useTransfersEndpointForDepositsWithdrawals', True)
if useTransfersEndpoint:
transfers = self.internal_fetch_transfers(self.extend(request, params), currency, since, limit)
filteredResults = self.filter_transfers_by_type(transfers, 'deposit', True)
transactions = self.get_list_from_object_values(filteredResults[0], 'info')
return self.parse_transactions(transactions, currency, since, limit)
else:
response = self.privateTradingPostFullV1DepositHistory(self.extend(request, params))
#
# {
# "result": [{
# "l_1_hash": "0x10000101000203040506",
# "l_2_hash": "0x10000101000203040506",
# "to_account_id": "0xc73c0c2538fd9b833d20933ccc88fdaa74fcb0d0",
# "currency": "USDT",
# "num_tokens": "1500.0",
# "initiated_time": "1697788800000000000",
# "confirmed_time": "1697788800000000000",
# "from_address": "0xc73c0c2538fd9b833d20933ccc88fdaa74fcb0d0"
# }],
# "next": "Qw0918="
# }
#
result = self.safe_list(response, 'result', [])
return self.parse_transactions(result, currency, since, limit)
def fetch_withdrawals(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
"""
fetch all withdrawals made from an account
https://docs.backpack.exchange/#tag/Capital/operation/get_withdrawals
:param str [code]: unified currency code of the currency transferred
:param int [since]: the earliest time in ms to fetch transfers for(default 24 hours ago)
:param int [limit]: the maximum number of transfer structures to retrieve(default 50, max 200)
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: timestamp in ms of the latest item
:returns dict[]: a list of `transaction structures <https://docs.ccxt.com/?id=transaction-structure>`
"""
self.load_markets_and_sign_in()
request: dict = {}
currency = None
if code is None:
request['currency'] = None
else:
currency = self.currency(code)
request['currency'] = [currency['code']]
if limit is not None:
request['limit'] = min(limit, 1000)
request, params = self.handle_until_option_string('end_time', request, params, 1000000)
if since is not None:
request['start_time'] = self.number_to_string(since * 1000000)
useTransfersEndpoint = self.safe_bool(self.options, 'useTransfersEndpointForDepositsWithdrawals', True)
if useTransfersEndpoint:
transfers = self.internal_fetch_transfers(self.extend(request, params), currency, since, limit)
filteredResults = self.filter_transfers_by_type(transfers, 'withdrawal', True)
transactions = self.get_list_from_object_values(filteredResults[0], 'info')
return self.parse_transactions(transactions, currency, since, limit)
else:
response = self.privateTradingPostFullV1WithdrawalHistory(self.extend(request, params))
#
# {
# "result": [{
# "tx_id": "1028403",
# "from_account_id": "0xc73c0c2538fd9b833d20933ccc88fdaa74fcb0d0",
# "to_eth_address": "0xc73c0c2538fd9b833d20933ccc88fdaa74fcb0d0",
# "currency": "USDT",
# "num_tokens": "1500.0",
# "signature": {
# "signer": "0xc73c0c2538fd9b833d20933ccc88fdaa74fcb0d0",
# "r": "0xb788d96fee91c7cdc35918e0441b756d4000ec1d07d900c73347d9abbc20acc8",
# "s": "0x3d786193125f7c29c958647da64d0e2875ece2c3f845a591bdd7dae8c475e26d",
# "v": 28,
# "expiration": "1697788800000000000",
# "nonce": 1234567890,
# "chain_id": "325"
# },
# "event_time": "1697788800000000000",
# "l_1_hash": "0x1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef",
# "l_2_hash": "0xabcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890"
# }],
# "next": "Qw0918="
# }
#
result = self.safe_list(response, 'result', [])
return self.parse_transactions(result, currency, since, limit)
def internal_fetch_transfers(self, req, currency: Any = None, since: Int = None, limit: Int = None):
response = self.privateTradingPostFullV1TransferHistory(req)
#
# {
# "result": [
# {
# "tx_id": "65119836",
# "from_account_id": "0xc451b0191351ce308fdfd779d73814c910fc5ecb",
# "from_sub_account_id": "0",
# "to_account_id": "0x42c9f56f2c9da534f64b8806d64813b29c62a01d",
# "to_sub_account_id": "0",
# "currency": "USDT",
# "num_tokens": "4.998",
# "signature": {
# "signer": "0xf4fdbaf9655bfd607098f4f887aaca58c9667203",
# "r": "0x5f780b99e5e8516f85e66af49b469eeeeeee724290d7f49f1e84b25ad038fa81",
# "s": "0x66c76fdb37a25db8c6b368625d96ee91ab1ffca1786d84dc806b08d1460e97bc",
# "v": "27",
# "expiration": "1767455807929000000",
# "nonce": "45905",
# "chain_id": "0"
# },
# "event_time": "1764863808817370541",
# "transfer_type": "NON_NATIVE_BRIDGE_DEPOSIT",
# "transfer_metadata": "{\\"provider\\":\\"rhino\\",\\"direction\\":\\"deposit\\",\\"chainid\\":\\"8453\\",\\"endpoint\\":\\"0x01b89ac919ead1bd513b548962075137c683b9ab\\",\\"provider_tx_id\\":\\"0x1dff8c839f8e21b5af7e121a1ae926017e734aafe8c4ae9942756b3091793b4f\\",\\"provider_ref_id\\":\\"6931aefa5f1ab6fcf0d2f856\\"}"
# },
# ...
# ],
# "next": ""
# }
#
rows = self.safe_list(response, 'result', [])
transfers = self.parse_transfers(rows, currency, since, limit)
return transfers
def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction:
#
# fetchDeposits
#
# {
# "l_1_hash": "0x10000101000203040506",
# "l_2_hash": "0x10000101000203040506",
# "to_account_id": "0xc73c0c2538fd9b833d20933ccc88fdaa74fcb0d0",
# "currency": "USDT",
# "num_tokens": "1500.0",
# "initiated_time": "1697788800000000000",
# "confirmed_time": "1697788800000000000",
# "from_address": "0xc73c0c2538fd9b833d20933ccc88fdaa74fcb0d0"
# }
#
# fetchWithdrawals
#
# {
# "tx_id": "1028403",
# "from_account_id": "0xc73c0c2538fd9b833d20933ccc88fdaa74fcb0d0",
# "to_eth_address": "0xc73c0c2538fd9b833d20933ccc88fdaa74fcb0d0",
# "currency": "USDT",
# "num_tokens": "1500.0",
# "signature": {
# "signer": "0xc73c0c2538fd9b833d20933ccc88fdaa74fcb0d0",
# "r": "0xb788d96fee91c7cdc35918e0441b756d4000ec1d07d900c73347d9abbc20acc8",
# "s": "0x3d786193125f7c29c958647da64d0e2875ece2c3f845a591bdd7dae8c475e26d",
# "v": 28,
# "expiration": "1697788800000000000",
# "nonce": 1234567890,
# "chain_id": "325"
# },
# "event_time": "1697788800000000000",
# "l_1_hash": "0x1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef",
# "l_2_hash": "0xabcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890"
# }
#
# fetchTransfers
#
# {
# "tx_id": "65119836",
# "from_account_id": "0xc451b0191351ce308fdfd779d73814c910fc5ecb",
# "from_sub_account_id": "0",
# "to_account_id": "0x42c9f56f2c9da534f64b8806d64813b29c62a01d",
# "to_sub_account_id": "0",
# "currency": "USDT",
# "num_tokens": "4.998",
# "signature": {
# "signer": "0xf4fdbaf9655bfd607098f4f887aaca58c9667203",
# "r": "0x5f780b99e5e8516f85e66af49b469eeeeeee724290d7f49f1e84b25ad038fa81",
# "s": "0x66c76fdb37a25db8c6b368625d96ee91ab1ffca1786d84dc806b08d1460e97bc",
# "v": "27",
# "expiration": "1767455807929000000",
# "nonce": "45905",
# "chain_id": "0"
# },
# "event_time": "1764863808817370541",
# "transfer_type": "NON_NATIVE_BRIDGE_DEPOSIT",
# "transfer_metadata": "{\\"provider\\":\\"rhino\\",\\"direction\\":\\"deposit\\",\\"chainid\\":\\"8453\\",\\"endpoint\\":\\"0x01b89ac919ead1bd513b548962075137c683b9ab\\",\\"provider_tx_id\\":\\"0x1dff8c839f8e21b5af7e121a1ae926017e734aafe8c4ae9942756b3091793b4f\\",\\"provider_ref_id\\":\\"6931aefa5f1ab6fcf0d2f856\\"}"
# },
#
# withdraw
#
# {
# "result": {
# "ack": "true"
# }
# }
#
direction: Str = None
txId: Str = None
networkCode: Str = None
addressFrom = self.safe_string(transaction, 'from_account_id')
addressTo = self.safe_string(transaction, 'to_account_id')
if 'transfer_metadata' in transaction:
metaData = self.omit_zero(self.safe_string(transaction, 'transfer_metadata'))
if metaData is not None:
parsedMeta = self.parse_json(metaData)
direction = self.safe_string_lower(parsedMeta, 'direction')
txId = self.safe_string(parsedMeta, 'provider_tx_id')
networkCode = self.network_id_to_code(self.safe_string(parsedMeta, 'chainid'))
if direction == 'withdrawal':
addressTo = self.safe_string(parsedMeta, 'endpoint')
elif direction == 'deposit':
addressFrom = self.safe_string(parsedMeta, 'endpoint')
timestamp = self.safe_integer_product_2(transaction, 'event_time', 'initiated_time', 0.000001)
currencyId = self.safe_string(transaction, 'currency')
code = self.safe_currency_code(currencyId, currency)
return {
'info': transaction,
'id': None,
'txid': txId,
'type': direction,
'currency': code,
'network': networkCode,
'amount': self.safe_number(transaction, 'num_tokens'),
'status': None,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'address': None,
'addressFrom': addressFrom,
'addressTo': addressTo,
'tag': None,
'tagFrom': None,
'tagTo': None,
'updated': None,
'comment': None,
'fee': None,
}
def fetch_transfers(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[TransferEntry]:
"""
fetch a history of internal transfers made on an account
https://api-docs.grvt.io/trading_api/#transfer-history
:param str code: unified currency code of the currency transferred
:param int [since]: the earliest time in ms to fetch transfers for
:param int [limit]: the maximum number of transfers structures to retrieve(default 10, max 100)
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.paginate]: whether to paginate the results(default False)
:returns dict[]: a list of `transfer structures <https://docs.ccxt.com/?id=transfer-structure>`
"""
if code is None:
raise ArgumentsRequired(self.id + ' fetchTransfers() requires a code argument')
self.load_markets_and_sign_in()
request: dict = {}
currency = self.currency(code)
maxLimit = 1000
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchTransfers', 'paginate', False)
if paginate:
return self.fetch_paginated_call_dynamic('fetchTransfers', None, since, limit, params, maxLimit)
if limit is not None:
request['limit'] = min(limit, 1000)
request, params = self.handle_until_option_string('end_time', request, params, 1000000)
if since is not None:
request['start_time'] = self.number_to_string(since * 1000000)
response = self.privateTradingPostFullV1TransferHistory(self.extend(request, params))
#
# {
# "result": [
# {
# "tx_id": "65119836",
# "from_account_id": "0xc451b0191351ce308fdfd779d73814c910fc5ecb",
# "from_sub_account_id": "0",
# "to_account_id": "0x42c9f56f2c9da534f64b8806d64813b29c62a01d",
# "to_sub_account_id": "0",
# "currency": "USDT",
# "num_tokens": "4.998",
# "signature": {
# "signer": "0xf4fdbaf9655bfd607098f4f887aaca58c9667203",
# "r": "0x5f780b99e5e8516f85e66af49b469eeeeeee724290d7f49f1e84b25ad038fa81",
# "s": "0x66c76fdb37a25db8c6b368625d96ee91ab1ffca1786d84dc806b08d1460e97bc",
# "v": "27",
# "expiration": "1767455807929000000",
# "nonce": "45905",
# "chain_id": "0"
# },
# "event_time": "1764863808817370541",
# "transfer_type": "NON_NATIVE_BRIDGE_DEPOSIT",
# "transfer_metadata": "{\\"provider\\":\\"rhino\\",\\"direction\\":\\"deposit\\",\\"chainid\\":\\"8453\\",\\"endpoint\\":\\"0x01b89ac919ead1bd513b548962075137c683b9ab\\",\\"provider_tx_id\\":\\"0x1dff8c839f8e21b5af7e121a1ae926017e734aafe8c4ae9942756b3091793b4f\\",\\"provider_ref_id\\":\\"6931aefa5f1ab6fcf0d2f856\\"}"
# },
# ...
# ],
# "next": ""
# }
#
rows = self.safe_list(response, 'result', [])
transfers = self.parse_transfers(rows, currency, since, limit)
filteredResults = self.filter_transfers_by_type(transfers, 'internal', False)
return filteredResults[1]
def filter_transfers_by_type(self, transfers: Any, transferType: str, onlyMainAccount=True) -> Any:
matchedResults = []
nonMatchedResults = []
for i in range(0, len(transfers)):
transfer = transfers[i]
if (onlyMainAccount and transfer['fromAccount'] == '0' and transfer['toAccount'] == '0') or (not onlyMainAccount and (transfer['fromAccount'] != '0' or transfer['toAccount'] != '0')):
metadata = self.safe_string(transfer['info'], 'transfer_metadata')
parsedMetadata = self.parse_json(metadata)
direction = self.safe_string(parsedMetadata, 'direction')
if direction == transferType:
matchedResults.append(transfer)
else:
nonMatchedResults.append(transfer)
return [matchedResults, nonMatchedResults]
def transfer(self, code: str, amount: float, fromAccount: str, toAccount: str, params={}) -> TransferEntry:
"""
transfer currency internally between wallets on the same account
https://api-docs.grvt.io/trading_api/#transfer_1
:param str code: unified currency codeåå
:param float amount: amount to transfer
:param str fromAccount: account to transfer from
:param str toAccount: account to transfer to
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a `transfer structure <https://docs.ccxt.com/?id=transfer-structure>`
"""
self.load_markets_and_sign_in()
currency = self.currency(code)
defaultFromAccountId = self.safe_string(self.options, 'userMainAccountId')
if self.in_array(fromAccount, ['trading', 'funding']) and self.in_array(toAccount, ['trading', 'funding']):
tradingAccountId: Str = None
tradingAccountId, params = self.handle_option_and_params(params, 'transfer', 'tradingAccountId')
fundingAccountId: Str = None
fundingAccountId, params = self.handle_option_and_params(params, 'transfer', 'fundingAccountId')
if tradingAccountId is None or fundingAccountId is None:
raise ArgumentsRequired(self.id + ' transfer(): you should set(in the options or params) "tradingAccountId" and "fundingAccountId"(you can use "0" main funding account id)')
fromAccount = tradingAccountId if (fromAccount == 'trading') else fundingAccountId
toAccount = tradingAccountId if (toAccount == 'trading') else fundingAccountId
request: dict = {
'from_account_id': self.safe_string(params, 'from_account_id', defaultFromAccountId),
'from_sub_account_id': self.safe_string(params, 'from_sub_account_id', fromAccount),
'to_account_id': self.safe_string(params, 'to_account_id', defaultFromAccountId),
'to_sub_account_id': self.safe_string(params, 'to_sub_account_id', toAccount),
'currency': currency['id'],
'num_tokens': self.currency_to_precision(code, amount),
'signature': self.default_signature(),
'transfer_type': 'STANDARD',
'transfer_metadata': None,
}
request = self.create_signed_request(request, 'EIP712_TRANSFER_TYPE', currency)
response: dict = None
try:
response = self.privateTradingPostFullV1Transfer(self.extend(request, params))
except Exception as error:
msg = self.exception_message(error)
isFromFundingAccount = fromAccount == 'funding'
if isFromFundingAccount and msg.find('You are not authorized'):
raise PermissionDenied(self.id + ' transfer() failed. Ensure you use funding api-keys when trying to transfer from Funding accounts: ' + msg)
raise error
#
# {
# "result": {
# "ack": "true",
# "tx_id": "1028403"
# }
# }
#
result = self.safe_dict(response, 'result', {})
return self.parse_transfer(result, currency)
def parse_transfer(self, transfer: dict, currency: Currency = None) -> TransferEntry:
#
# transfer
#
# {
# "ack": "true",
# "tx_id": "1028403"
# }
#
# fetchTransfers
#
# {
# "tx_id": "65119836",
# "from_account_id": "0xc451b0191351ce308fdfd779d73814c910fc5ecb",
# "from_sub_account_id": "0",
# "to_account_id": "0x42c9f56f2c9da534f64b8806d64813b29c62a01d",
# "to_sub_account_id": "0",
# "currency": "USDT",
# "num_tokens": "4.998",
# "signature": {
# "signer": "0xf4fdbaf9655bfd607098f4f887aaca58c9667203",
# "r": "0x5f780b99e5e8516f85e66af49b469eeeeeee724290d7f49f1e84b25ad038fa81",
# "s": "0x66c76fdb37a25db8c6b368625d96ee91ab1ffca1786d84dc806b08d1460e97bc",
# "v": "27",
# "expiration": "1767455807929000000",
# "nonce": "45905",
# "chain_id": "0"
# },
# "event_time": "1764863808817370541",
# "transfer_type": "NON_NATIVE_BRIDGE_DEPOSIT",
# "transfer_metadata": "{\\"provider\\":\\"rhino\\",\\"direction\\":\\"deposit\\",\\"chainid\\":\\"8453\\",\\"endpoint\\":\\"0x01b89ac919ead1bd513b548962075137c683b9ab\\",\\"provider_tx_id\\":\\"0x1dff8c839f8e21b5af7e121a1ae926017e734aafe8c4ae9942756b3091793b4f\\",\\"provider_ref_id\\":\\"6931aefa5f1ab6fcf0d2f856\\"}"
# }
#
currencyId = self.safe_string(transfer, 'currency')
code = self.safe_currency_code(currencyId, currency)
timestamp = self.safe_integer_product(transfer, 'event_time', 0.000001)
return {
'info': transfer,
'id': self.safe_string(transfer, 'tx_id'),
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'currency': code,
'amount': self.safe_number(transfer, 'amount'),
'fromAccount': self.safe_string(transfer, 'from_sub_account_id'),
'toAccount': self.safe_string(transfer, 'to_sub_account_id'),
'status': None,
}
def load_account_infos(self):
if self.safe_string(self.options, 'userMainAccountId') is not None:
return False
promises = []
promises.append(self.privateTradingPostFullV1AggregatedAccountSummary())
#
# {
# "result": {
# "main_account_id": "0xc73c0c2538fd9b833d20933ccc88fdaa74fcb0d0",
# "total_equity": "3945034.23",
# "spot_balances": [{
# "currency": "USDT",
# "balance": "123456.78",
# "index_price": "1.0000102"
# }],
# "vault_investments": [{
# "vault_id": 123456789,
# "num_lp_tokens": 1000000,
# "share_price": 1000000,
# "usd_notional_invested": 1000000
# }],
# "total_sub_account_balance": "3945034.23",
# "total_sub_account_equity": "3945034.23",
# "total_vault_investments_balance": "3945034.23",
# "total_sub_account_available_balance": "3945034.23",
# "total_usd_notional_invested": "3945034.23"
# }
# }
#
accountIsUndefined = self.safe_string(self.options, 'accountId') is None
if accountIsUndefined:
promises.append(self.privateTradingPostFullV1GetSubAccounts())
#
# {
# "sub_account_ids": ["4724219064482495","2095919380","1170592370"]
# }
#
responses = promises
result1 = self.safe_dict(responses[0], 'result', {})
mainAccountId = self.safe_string(result1, 'main_account_id')
self.options['userMainAccountId'] = mainAccountId
if accountIsUndefined:
subAccountIds = self.safe_list(responses[1], 'sub_account_ids', [])
length = len(subAccountIds)
if length < 1:
raise ArgumentsRequired(self.id + ' loadAccountInfos(): no sub accounts found, you might need to create an api-key in GRVT website')
if length > 1:
raise ArgumentsRequired(self.id + ' loadAccountInfos(): multiple sub accounts found, please set the exchange.options["accountId"] to your preferred sub_account_id from self list: ' + self.json(subAccountIds))
subAccountId = self.safe_string(subAccountIds, 0)
self.options['accountId'] = subAccountId
return True
def withdraw(self, code: str, amount: float, address: str, tag: Str = None, params={}) -> Transaction:
"""
make a withdrawal
https://api-docs.grvt.io/trading_api/#withdrawal
:param str code: unified currency code
:param float amount: the amount to withdraw
:param str address: the address to withdraw to
:param str tag:
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str params['network']: the network to withdraw on(mandatory)
:returns dict: a `transaction structure <https://docs.ccxt.com/?id=transaction-structure>`
"""
self.check_address(address)
self.load_markets_and_sign_in()
defaultFromAccountId = self.safe_string(self.options, 'userMainAccountId')
currency = self.currency(code)
request: dict = {
'to_eth_address': address,
'from_account_id': defaultFromAccountId,
'currency': currency['id'],
'num_tokens': self.currency_to_precision(code, amount),
'signature': self.default_signature(),
}
networkCode, query = self.handle_network_code_and_params(params)
networkId = self.network_code_to_id(networkCode)
if networkId is None:
raise BadRequest(self.id + ' withdraw() requires a network parameter')
request['signature']['chain_id'] = networkId
request = self.create_signed_request(request, 'EIP712_WITHDRAWAL_TYPE', currency)
response = self.privateTradingPostFullV1Withdrawal(self.extend(request, query))
#
# {
# "result": {
# "ack": "true"
# }
# }
#
result = self.safe_dict(response, 'result', {})
return self.parse_transaction(result, currency)
def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
"""
create a trade order
https://api-docs.grvt.io/trading_api/#create-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 float [params.triggerPrice]: The price a trigger order is triggered at
:param float [params.stopLossPrice]: The price a stop loss order is triggered at
:param float [params.takeProfitPrice]: The price a take profit order is triggered at
:param str [params.timeInForce]: "GTC", "IOC", or "POST_ONLY"
:param bool [params.postOnly]: True or False
:param bool [params.reduceOnly]: Ensures that the executed order does not flip the opened position.
:param str [params.clientOrderId]: a unique id for the order
:returns dict: an `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets_and_sign_in()
market = self.market(symbol)
orderLeg = {
'instrument': market['id'],
'size': self.amount_to_precision(symbol, amount),
}
if price is not None:
orderLeg['limit_price'] = self.price_to_precision(symbol, price)
else:
orderLeg['limit_price'] = None
if side == 'sell':
orderLeg['is_buying_asset'] = False
elif side == 'buy':
orderLeg['is_buying_asset'] = True
else:
raise InvalidOrder(self.id + ' createOrder(): order side must be either "buy" or "sell"')
clientOrderId = self.safe_string(params, 'clientOrderId')
if clientOrderId is None:
clientOrderId = str(self.nonce()) + '000' + str(self.request_id())
params = self.omit(params, ['clientOrderId'])
isMarketOrder = (type == 'market')
subAccountId = self.get_sub_account_id(params)
isReduceOnly = self.safe_bool(params, 'reduceOnly', False)
orderRequest = {
'sub_account_id': subAccountId,
'time_in_force': None,
'legs': [orderLeg],
'signature': self.default_signature(),
'metadata': {
'client_order_id': clientOrderId,
},
'is_market': isMarketOrder,
'post_only': False,
'reduce_only': isReduceOnly,
# 'order_id': null,
# 'state': null,
}
timeInForce = self.safe_string_upper(params, 'timeInForce', 'GOOD_TILL_TIME')
postOnly = self.is_post_only(isMarketOrder, None, params)
if postOnly:
orderRequest['post_only'] = True
if timeInForce is None:
timeInForce = 'GOOD_TILL_TIME'
else:
tifMap = {
'GTC': 'GOOD_TILL_TIME',
'FOK': 'FILL_OR_KILL', # tbd: why not 'ALL_OR_NONE'
'IOC': 'IMMEDIATE_OR_CANCEL',
}
timeInForce = self.safe_string(tifMap, timeInForce, timeInForce)
orderRequest['time_in_force'] = timeInForce
if not isMarketOrder:
if postOnly:
timeInForce = 'POST_ONLY'
elif timeInForce == 'ioc':
timeInForce = 'IMMEDIATE_OR_CANCEL'
params = self.omit(params, ['reduceOnly', 'postOnly', 'timeInForce'])
# Trigger & SL & TP
triggerPrice: Str = None
stopLossPrice: Str = None
takeProfitPrice: Str = None
triggerPrice, stopLossPrice, takeProfitPrice, params = self.handle_trigger_prices_and_params(symbol, params)
if triggerPrice is not None or stopLossPrice is not None or takeProfitPrice is not None:
# trigger price
selectedPrice: Str = None
if triggerPrice is not None:
selectedPrice = triggerPrice
elif stopLossPrice is not None:
selectedPrice = stopLossPrice
elif takeProfitPrice is not None:
selectedPrice = takeProfitPrice
# trigger type
selectedType: Str = None
isBuy = (side == 'buy')
if stopLossPrice is not None:
selectedType = 'STOP_LOSS' if isBuy else 'TAKE_PROFIT'
elif takeProfitPrice is not None:
selectedType = 'TAKE_PROFIT' if isBuy else 'STOP_LOSS'
else:
triggerDirection = self.safe_string(params, 'triggerDirection')
if triggerDirection is None:
raise ArgumentsRequired(self.id + ' createOrder() requires a triggerDirection parameter when triggerPrice is specified, must be "ascending" or "descending"')
if triggerDirection is not None:
if triggerDirection == 'ascending':
selectedType = 'STOP_LOSS' if isBuy else 'TAKE_PROFIT'
elif triggerDirection == 'descending':
selectedType = 'TAKE_PROFIT' if isBuy else 'STOP_LOSS'
# trigger by
triggerPriceType = self.safe_string_upper(params, 'triggerPriceType', 'LAST')
orderRequest['metadata']['trigger'] = {
'trigger_type': selectedType,
'tpsl': {
'trigger_by': triggerPriceType,
'trigger_price': selectedPrice,
'close_position': self.safe_bool(params, 'closePosition', False),
},
}
params = self.omit(params, ['triggerDirection', 'triggerPriceType', 'closePosition'])
eipType = 'EIP712_ORDER_TYPE'
builderFee = self.safe_bool(params, 'builderFee', self.safe_bool(self.options, 'builderFee', True))
if builderFee:
eipType = 'EIP712_ORDER_WITH_BUILDER_TYPE'
orderRequest['builder'] = self.safe_string(self.options, 'builder')
orderRequest['builder_fee'] = self.safe_string(self.options, 'builderRate')
params = self.omit(params, ['builderFee'])
signedOrderRequest = self.create_signed_request(orderRequest, eipType)
request = {
'order': signedOrderRequest,
}
response = self.privateTradingPostFullV1CreateOrder(self.extend(request, params))
#
# {
# "result": {
# "order_id": "0x00",
# "sub_account_id": "2147050003876484",
# "is_market": False,
# "time_in_force": "GOOD_TILL_TIME",
# "post_only": False,
# "reduce_only": False,
# "legs": [
# {
# "instrument": "BTC_USDT_Perp",
# "size": "0.001",
# "limit_price": "50000.0",
# "is_buying_asset": True
# }
# ],
# "signature": {
# "signer": "0xbf465e6083a43b170791ea29393f60...",
# "r": "0x161826bc2fc43e07b4c1e4aeb01b3e58901f936af10b399e...",
# "s": "0x1b6d09609430ef73cb53dd87dbe73939824409296b3673719...",
# "v": 27,
# "expiration": "1766076771082000000",
# "nonce": 1766076671,
# "chain_id": "0"
# },
# "metadata": {
# "client_order_id": "1766076671",
# "create_time": "1766076671243762741",
# "trigger": {
# "trigger_type": "UNSPECIFIED",
# "tpsl": {
# "trigger_by": "UNSPECIFIED",
# "trigger_price": "0.0",
# "close_position": False
# }
# },
# "broker": "UNSPECIFIED",
# "is_position_transfer": False,
# "allow_crossing": False
# },
# "state": {
# "status": "PENDING",
# "reject_reason": "UNSPECIFIED",
# "book_size": [
# "0.001"
# ],
# "traded_size": [
# "0.0"
# ],
# "update_time": "1766076671243762741",
# "avg_fill_price": [
# "0.0"
# ]
# },
# "builder": "0x00",
# "builder_fee": "0.0"
# }
# }
#
data = self.safe_dict(response, 'result', {})
return self.parse_order(data, market)
def convert_to_big_int_custom(self, x):
return int(x)
def eip_message_for_order(self, order, structureType):
priceMultiplier = '1000000000'
orderLegs = self.safe_list(order, 'legs', [])
legs = []
for i in range(0, len(orderLegs)):
leg = orderLegs[i]
market = self.market(leg['instrument'])
bigInt10 = self.convert_to_big_int_custom('10')
precisionValue = self.precision_from_string(self.safe_string(market['precision'], 'base'))
precisionValueStr = str(precisionValue)
sizeMultiplier = math.pow(bigInt10, self.convert_to_big_int_custom(precisionValueStr))
size = leg['size']
sizeParts = size.split('.')
sizeDec = self.safe_string(sizeParts, 1, '')
sizeDecLength = len(sizeDec) + 0 # php tr
sizeDecLengthStr = str(sizeDecLength)
sizeInteger = self.convert_to_big_int_custom(size.replace('.', '')) * sizeMultiplier / (math.pow(bigInt10, self.convert_to_big_int_custom(sizeDecLengthStr)))
legOrder = {
'assetID': market['info']['instrument_hash'],
'contractSize': self.parse_to_int(sizeInteger),
'isBuyingContract': leg['is_buying_asset'],
}
limitPrice = self.safe_string(leg, 'limit_price')
if self.omit_zero(limitPrice) is not None:
price = leg['limit_price']
limitParts = price.split('.')
limitDec = self.safe_string(limitParts, 1, '')
limitDecLength = len(limitDec) + 0 # php tr
limitDecLengthStr = str(limitDecLength)
powerNum = limitDecLengthStr == 0 if '0' else self.convert_to_big_int_custom(limitDecLengthStr)
priceInteger = (self.convert_to_big_int_custom(price.replace('.', '')) * self.convert_to_big_int_custom(priceMultiplier) / (math.pow(bigInt10, powerNum)))
legOrder['limitPrice'] = self.parse_to_int(priceInteger)
else:
legOrder['limitPrice'] = 0 # should be zero to validate type-check
legs.append(legOrder)
returnValue = {
'subAccountID': order['sub_account_id'],
'isMarket': order['is_market'],
'timeInForce': self.time_in_force_to_int(order['time_in_force']),
'postOnly': order['post_only'],
'reduceOnly': order['reduce_only'],
'legs': legs,
'nonce': order['signature']['nonce'],
'expiration': order['signature']['expiration'],
}
if structureType == 'EIP712_ORDER_WITH_BUILDER_TYPE' and self.safe_bool(self.options, 'builderFee', True):
returnValue['builder'] = order['builder']
returnValue['builderFee'] = self.parse_to_int(self.convert_to_big_int_custom(self.fee_amount_multiplier()) * float(order['builder_fee'])) # the order is matter for Multiply in go, b must be float64 otherwise the value would be 0
return returnValue
def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
fetch all trades made by the user
https://api-docs.grvt.io/trading_api/#fill-history
: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 trade structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: timestamp in ms of the latest item
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [available parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns Trade[]: a list of `trade structures <https://docs.ccxt.com/?id=trade-structure>`
"""
self.load_markets_and_sign_in()
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchMyTrades', 'paginate')
if paginate:
return self.fetch_paginated_call_dynamic('fetchMyTrades', symbol, since, limit, params)
request = {
'sub_account_id': self.get_sub_account_id(params),
}
market = None
if symbol is not None:
market = self.market(symbol)
request['base'] = []
request['base'].append(market['baseId'])
request['quote'] = []
request['quote'].append(market['quoteId'])
if limit is not None:
request['limit'] = min(limit, 1000)
request, params = self.handle_until_option_string('end_time', request, params, 1000000)
if since is not None:
request['start_time'] = self.number_to_string(since * 1000000)
response = self.privateTradingPostFullV1FillHistory(self.extend(request, params))
#
# {
# "result": [
# {
# "event_time": "1764945709702747558",
# "sub_account_id": "2147050003876484",
# "instrument": "BTC_USDT_Perp",
# "is_buyer": True,
# "is_taker": False,
# "size": "0.001",
# "price": "90000.0",
# "mark_price": "90050.164063298",
# "index_price": "90089.803654938",
# "interest_rate": "0.0",
# "forward_price": "0.0",
# "realized_pnl": "0.0",
# "fee": "-0.00009",
# "fee_rate": "0.0",
# "trade_id": "65424692-2",
# "order_id": "0x01010105034cddc7000000006621285c",
# "venue": "ORDERBOOK",
# "client_order_id": "1375879248",
# "signer": "0x42c9f56f2c9da534f64b8806d64813b29c62a01d",
# "broker": "UNSPECIFIED",
# "is_rpi": False
# },
# ...
# ],
# "next": ""
# }
#
result = self.safe_list(response, 'result', [])
return self.parse_trades(result, None, since, limit)
def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]:
"""
fetch all open positions
https://api-docs.grvt.io/trading_api/#positions-request
: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 structures <https://docs.ccxt.com/?id=position-structure>`
"""
self.load_markets_and_sign_in()
request = {
'sub_account_id': self.get_sub_account_id(params),
}
if symbols is not None:
symbols = self.market_symbols(symbols)
request['base'] = []
request['quote'] = []
for i in range(0, len(symbols)):
symbol = symbols[i]
market = self.market(symbol)
if market['contract'] is not True:
raise BadRequest(self.id + ' fetchPositions() supports contract markets only')
request['base'].append(market['baseId'])
request['quote'].append(market['quoteId'])
response = self.privateTradingPostFullV1Positions(self.extend(request, params))
#
# {
# "result": [
# {
# "event_time": "1765258069092857642",
# "sub_account_id": "2147050003876484",
# "instrument": "BTC_USDT_Perp",
# "size": "0.001",
# "notional": "89.8169",
# "entry_price": "90000.0",
# "exit_price": "0.0",
# "mark_price": "89816.900008979",
# "unrealized_pnl": "-0.183099",
# "realized_pnl": "0.0",
# "total_pnl": "-0.183099",
# "roi": "-0.2034",
# "quote_index_price": "1.00017885",
# "est_liquidation_price": "77951.450008979",
# "leverage": "28.0",
# "cumulative_fee": "-0.00009",
# "cumulative_realized_funding_payment": "0.033862"
# }
# ]
# }
#
result = self.safe_list(response, 'result', [])
return self.parse_positions(result, symbols)
def parse_position(self, position: dict, market: Market = None):
#
# {
# "event_time": "1765258069092857642",
# "sub_account_id": "2147050003876484",
# "instrument": "BTC_USDT_Perp",
# "size": "0.001",
# "notional": "89.8169",
# "entry_price": "90000.0",
# "exit_price": "0.0",
# "mark_price": "89816.900008979",
# "unrealized_pnl": "-0.183099",
# "realized_pnl": "0.0",
# "total_pnl": "-0.183099",
# "roi": "-0.2034",
# "quote_index_price": "1.00017885",
# "est_liquidation_price": "77951.450008979",
# "leverage": "28.0",
# "cumulative_fee": "-0.00009",
# "cumulative_realized_funding_payment": "0.033862"
# }
#
marketId = self.safe_string(position, 'instrument')
timestamp = self.safe_integer_product(position, 'event_time', 0.000001)
sizeRaw = self.safe_string(position, 'size')
isLong = (Precise.string_ge(sizeRaw, '0'))
side = 'long' if isLong else 'short'
return self.safe_position({
'info': position,
'id': None,
'symbol': self.safe_symbol(marketId, market),
'notional': self.parse_number(Precise.string_abs(self.safe_string(position, 'notional'))),
'marginMode': None,
'liquidationPrice': self.safe_number(position, 'est_liquidation_price'),
'entryPrice': self.safe_number(position, 'entry_price'),
'unrealizedPnl': self.safe_number(position, 'unrealized_pnl'),
'realizedPnl': self.safe_number(position, 'realized_pnl'),
'percentage': None,
'contracts': self.parse_number(Precise.string_abs(sizeRaw)),
'markPrice': self.safe_number(position, 'mark_price'),
'lastPrice': None,
'side': side,
'hedged': None,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'lastUpdateTimestamp': self.safe_integer(position, 'lastUpdateTime'),
'maintenanceMargin': self.safe_number(position, 'maintenanceMargin'),
'maintenanceMarginPercentage': None,
'collateral': None,
'initialMargin': self.safe_number(position, 'initialMargin'),
'initialMarginPercentage': None,
'leverage': self.safe_number(position, 'leverage'),
'marginRatio': None,
'stopLossPrice': None,
'takeProfitPrice': None,
})
def fetch_leverages(self, symbols: Strings = None, params={}) -> Leverages:
"""
fetch the set leverage for all contract markets
https://api-docs.grvt.io/trading_api/#get-all-initial-leverage
:param str[] [symbols]: a list of unified market symbols
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a list of `leverage structures <https://docs.ccxt.com/?id=leverage-structure>`
"""
self.load_markets_and_sign_in()
request: dict = {
'sub_account_id': self.get_sub_account_id(params),
}
response = self.privateTradingPostFullV1GetAllInitialLeverage(self.extend(request, params))
#
# {
# "results": [
# {
# "instrument": "AAVE_USDT_Perp",
# "leverage": "10.0",
# "min_leverage": "1.0",
# "max_leverage": "50.0",
# "margin_type": "CROSS"
# },
#
results = self.safe_list(response, 'results', [])
return self.parse_leverages(results, symbols)
def set_leverage(self, leverage: int, symbol: Str = None, params={}):
"""
set the level of leverage for a market
https://api-docs.grvt.io/trading_api/#set-initial-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
"""
if symbol is None:
raise ArgumentsRequired(self.id + ' setLeverage() requires a symbol argument')
self.load_markets_and_sign_in()
market = self.market(symbol)
request: dict = {
'sub_account_id': self.get_sub_account_id(params),
'instrument': market['id'],
'leverage': self.number_to_string(leverage),
}
response = self.privateTradingPostFullV1SetInitialLeverage(self.extend(request, params))
#
# {
# "success": True
# }
#
return self.parse_leverage(response, market)
def parse_leverage(self, leverage: dict, market: Market = None) -> Leverage:
#
# setLeverage
#
# {
# "success": True
# }
#
# fetchLeverages
#
# {
# "instrument": "AAVE_USDT_Perp",
# "leverage": "10.0",
# "min_leverage": "1.0",
# "max_leverage": "50.0",
# "margin_type": "CROSS"
# }
#
marketId = self.safe_string(leverage, 'instrument')
leverageValue = self.safe_number(leverage, 'leverage')
marginType = self.safe_string_lower(leverage, 'margin_type')
return {
'info': leverage,
'symbol': self.safe_symbol(marketId, market),
'marginMode': marginType,
'longLeverage': leverageValue,
'shortLeverage': leverageValue,
}
def fetch_margin_modes(self, symbols: List[Str] = None, params={}) -> MarginModes:
"""
fetches margin mode of the user
https://api-docs.grvt.io/trading_api/#get-all-initial-leverage
:param str[] symbols: unified market symbols
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a list of `margin mode structures <https://docs.ccxt.com/?id=margin-mode-structure>`
"""
self.load_markets_and_sign_in()
request: dict = {
'sub_account_id': self.get_sub_account_id(params),
}
response = self.privateTradingPostFullV1GetAllInitialLeverage(self.extend(request, params))
#
# {
# "results": [
# {
# "instrument": "AAVE_USDT_Perp",
# "leverage": "10.0",
# "min_leverage": "1.0",
# "max_leverage": "50.0",
# "margin_type": "CROSS"
# },
#
results = self.safe_list(response, 'results', [])
return self.parse_leverages(results, symbols)
def parse_margin_mode(self, marginMode: dict, market=None) -> MarginMode:
#
# fetchMarginModes
#
# {
# "instrument": "AAVE_USDT_Perp",
# "leverage": "10.0",
# "min_leverage": "1.0",
# "max_leverage": "50.0",
# "margin_type": "CROSS"
# },
#
marketId = self.safe_string(marginMode, 'symbol')
return {
'info': marginMode,
'symbol': self.safe_symbol(marketId, market),
'marginMode': self.safe_string_lower(marginMode, 'margin_type'),
}
def fetch_funding_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
fetch the history of funding payments paid and received on self account
https://api-docs.grvt.io/trading_api/#funding-payment-history
:param str [symbol]: unified market symbol
:param int [since]: the earliest time in ms to fetch funding history for
:param int [limit]: the maximum number of funding history structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: timestamp in ms of the latest item
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [available parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns dict: a `funding history structure <https://docs.ccxt.com/?id=funding-history-structure>`
"""
self.load_markets_and_sign_in()
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchFundingHistory', 'paginate')
if paginate:
return self.fetch_paginated_call_dynamic('fetchFundingHistory', symbol, since, limit, params, 1000)
request = {
'sub_account_id': self.get_sub_account_id(params),
}
market = None
if symbol is not None:
market = self.market(symbol)
request['base'] = []
request['base'].append(market['baseId'])
request['quote'] = []
request['quote'].append(market['quoteId'])
if limit is not None:
request['limit'] = min(limit, 1000)
request, params = self.handle_until_option_string('end_time', request, params, 1000000)
if since is not None:
request['start_time'] = self.number_to_string(since * 1000000)
response = self.privateTradingPostFullV1FundingPaymentHistory(self.extend(request, params))
#
# {
# "result": [
# {
# "event_time": "1765267200004987902",
# "sub_account_id": "2147050003876484",
# "instrument": "BTC_USDT_Perp",
# "currency": "USDT",
# "amount": "-0.004522",
# "tx_id": "66625184"
# },
# ..
# ],
# "next": ""
# }
#
result = self.safe_list(response, 'result', [])
return self.parse_incomes(result, market, since, limit)
def parse_income(self, income, market: Market = None):
#
# {
# "event_time": "1765267200004987902",
# "sub_account_id": "2147050003876484",
# "instrument": "BTC_USDT_Perp",
# "currency": "USDT",
# "amount": "-0.004522",
# "tx_id": "66625184"
# }
#
marketId = self.safe_string(income, 'instrument')
currencyId = self.safe_string(income, 'currency')
timestamp = self.safe_integer_product(income, 'event_time', 0.000001)
return {
'info': income,
'symbol': self.safe_symbol(marketId, market),
'code': self.safe_currency_code(currencyId),
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'id': self.safe_string(income, 'tx_id'),
'amount': self.safe_number(income, 'amount'),
}
def fetch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
"""
fetches information on multiple orders made by the user
https://api-docs.grvt.io/trading_api/#order-history
:param str symbol: unified market symbol of the market orders were made in
:param int [since]: the earliest time in ms to fetch orders for
:param int [limit]: the maximum number of order structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: timestamp in ms of the latest item
:returns Order[]: a list of `order structures <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets_and_sign_in()
subAccountId = self.get_sub_account_id(params)
request = {
'sub_account_id': subAccountId,
}
market = None
if symbol is not None:
market = self.market(symbol)
request['base'] = []
request['base'].append(market['baseId'])
request['quote'] = []
request['quote'].append(market['quoteId'])
if limit is not None:
request['limit'] = min(limit, 1000)
request, params = self.handle_until_option_string('end_time', request, params, 1000000)
if since is not None:
request['start_time'] = self.number_to_string(since * 1000000)
response = self.privateTradingPostFullV1OrderHistory(self.extend(request, params))
#
# {
# "result": [
# {
# "order_id": "0x01010105034cddc7000000006621285c",
# "sub_account_id": "2147050003876484",
# "is_market": False,
# "time_in_force": "GOOD_TILL_TIME",
# "post_only": False,
# "reduce_only": False,
# "legs": [
# {
# "instrument": "BTC_USDT_Perp",
# "size": "0.001",
# "limit_price": "90000.0",
# "is_buying_asset": True
# }
# ],
# "signature": {
# "signer": "0x42c9f56f2c9da534f64b8806d64813b29c62a01d",
# "r": "0x2d567b0a04525baf0bbd792db3bb3a28c1bcc5e95936f6dc2515a28ad8529313",
# "s": "0x0bc2468d96c819c8de005aa7bebfb58eecb34dd7a1bae1e81e74c7b8bc4cddc7",
# "v": "27",
# "expiration": "1767455222801000000",
# "nonce": "1375879248",
# "chain_id": "0"
# },
# "metadata": {
# "client_order_id": "1375879248",
# "create_time": "1764863234474424590",
# "trigger": {
# "trigger_type": "UNSPECIFIED",
# "tpsl": {
# "trigger_by": "UNSPECIFIED",
# "trigger_price": "0.0",
# "close_position": False
# }
# },
# "broker": "UNSPECIFIED",
# "is_position_transfer": False,
# "allow_crossing": False
# },
# "state": {
# "status": "FILLED",
# "reject_reason": "UNSPECIFIED",
# "book_size": [
# "0.0"
# ],
# "traded_size": [
# "0.001"
# ],
# "update_time": "1764945709704912003",
# "avg_fill_price": [
# "90000.0"
# ]
# }
# },
# ...
# ],
# "next": ""
# }
#
result = self.safe_list(response, 'result', [])
return self.parse_orders(result, market, since, limit)
def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
"""
fetch all unfilled currently open orders
https://api-docs.grvt.io/trading_api/#open-orders
:param str [symbol]: unified market symbol
: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 <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets_and_sign_in()
request = {
'sub_account_id': self.get_sub_account_id(params),
}
response = self.privateTradingPostFullV1OpenOrders(self.extend(request, params))
#
# {
# "result": [
# {
# "order_id": "0x0101010503e693410000000069530a7d",
# "sub_account_id": "2147050003876484",
# "is_market": False,
# "time_in_force": "GOOD_TILL_TIME",
# "post_only": False,
# "reduce_only": False,
# "legs": [
# {
# "instrument": "BTC_USDT_Perp",
# "size": "0.002",
# "limit_price": "88123.0",
# "is_buying_asset": True
# }
# ],
# "signature": {
# "signer": "0x0982ebb82523fd20d1347d59f5a989ed84caa4b5",
# "r": "0x22b13e5bc7c8d6793db9d0adf6a51340437292baf83aa4f89a01a3c0c1fef4a8",
# "s": "0x46ecd483126c388cc933022979a9636670f64af3773d04a84ecbeac423e69341",
# "v": "28",
# "expiration": "1767871961406000000",
# "nonce": "588129369",
# "chain_id": "0"
# },
# "metadata": {
# "client_order_id": "588129369",
# "create_time": "1765279966899943792",
# "trigger": {
# "trigger_type": "UNSPECIFIED",
# "tpsl": {
# "trigger_by": "UNSPECIFIED",
# "trigger_price": "0.0",
# "close_position": False
# }
# },
# "broker": "UNSPECIFIED",
# "is_position_transfer": False,
# "allow_crossing": False
# },
# "state": {
# "status": "OPEN",
# "reject_reason": "UNSPECIFIED",
# "book_size": [
# "0.002"
# ],
# "traded_size": [
# "0.0"
# ],
# "update_time": "1765279966899943792",
# "avg_fill_price": [
# "0.0"
# ]
# }
# }
# ]
# }
#
result = self.safe_list(response, 'result', [])
return self.parse_orders(result, None, since, limit)
def fetch_order(self, id: str, symbol: Str = None, params={}):
"""
fetches information on an order made by the user
https://api-docs.grvt.io/trading_api/#get-order
:param str id: the order id
:param str symbol: unified symbol of the market the order was made in
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.clientOrderId]: client order id
:returns dict: An `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets_and_sign_in()
subAccountId = self.get_sub_account_id(params)
request = {
'sub_account_id': subAccountId,
}
clientOrderId = self.safe_string_2(params, 'clientOrderId', 'client_order_id')
if clientOrderId is not None:
params = self.omit(params, 'clientOrderId', 'client_order_id')
request['client_order_id'] = clientOrderId
else:
request['order_id'] = id
response = self.privateTradingPostFullV1Order(self.extend(request, params))
#
# {
# "result": {
# "order_id": "0x01010105034cddc7000000006621285c",
# "sub_account_id": "2147050003876484",
# "is_market": False,
# "time_in_force": "GOOD_TILL_TIME",
# "post_only": False,
# "reduce_only": False,
# "legs": [
# {
# "instrument": "BTC_USDT_Perp",
# "size": "0.001",
# "limit_price": "90000.0",
# "is_buying_asset": True
# }
# ],
# "signature": {
# "signer": "0x42c9f56f2c9da534f64b8806d64813b29c62a01d",
# "r": "0x2d567b0a04525baf0bbd792db3bb3a28c1bcc5e95936f6dc2515a28ad8529313",
# "s": "0x0bc2468d96c819c8de005aa7bebfb58eecb34dd7a1bae1e81e74c7b8bc4cddc7",
# "v": "27",
# "expiration": "1767455222801000000",
# "nonce": "1375879248",
# "chain_id": "0"
# },
# "metadata": {
# "client_order_id": "1375879248",
# "create_time": "1764863234474424590",
# "trigger": {
# "trigger_type": "UNSPECIFIED",
# "tpsl": {
# "trigger_by": "UNSPECIFIED",
# "trigger_price": "0.0",
# "close_position": False
# }
# },
# "broker": "UNSPECIFIED",
# "is_position_transfer": False,
# "allow_crossing": False
# },
# "state": {
# "status": "FILLED",
# "reject_reason": "UNSPECIFIED",
# "book_size": [
# "0.0"
# ],
# "traded_size": [
# "0.001"
# ],
# "update_time": "1764945709704912003",
# "avg_fill_price": [
# "90000.0"
# ]
# }
# }
# }
#
result = self.safe_dict(response, 'result', {})
return self.parse_order(result)
def parse_order(self, order: dict, market: Market = None) -> Order:
#
# fetchOrders, fetchOpenOrders, fetchOrder, createOrder
#
# {
# "order_id": "0x0101010503e693410000000069530a7d",
# "sub_account_id": "2147050003876484",
# "is_market": False,
# "time_in_force": "GOOD_TILL_TIME",
# "post_only": False,
# "reduce_only": False,
# "legs": [
# {
# "instrument": "BTC_USDT_Perp",
# "size": "0.002",
# "limit_price": "88123.0",
# "is_buying_asset": True
# }
# ],
# "signature": {
# "signer": "0x0982ebb82523fd20d1347d59f5a989ed84caa4b5",
# "r": "0x22b13e5bc7c8d6793db9d0adf6a51340437292baf83aa4f89a01a3c0c1fef4a8",
# "s": "0x46ecd483126c388cc933022979a9636670f64af3773d04a84ecbeac423e69341",
# "v": "28",
# "expiration": "1767871961406000000",
# "nonce": "588129369",
# "chain_id": "0"
# },
# "metadata": {
# "client_order_id": "588129369",
# "create_time": "1765279966899943792",
# "trigger": {
# "trigger_type": "UNSPECIFIED",
# "tpsl": {
# "trigger_by": "UNSPECIFIED",
# "trigger_price": "0.0",
# "close_position": False
# }
# },
# "broker": "UNSPECIFIED",
# "is_position_transfer": False,
# "allow_crossing": False
# },
# "state": {
# "status": "OPEN",
# "reject_reason": "UNSPECIFIED",
# "book_size": [
# "0.002"
# ],
# "traded_size": [
# "0.0"
# ],
# "update_time": "1765279966899943792",
# "avg_fill_price": [
# "0.0"
# ]
# },
# "builder": "0x00",
# "builder_fee": "0.0"
# }
#
# cancelOrder, cancelAllOrders
#
# {
# "ack": True
# }
#
if 'ack' in order:
return self.safe_order({
'info': order,
'id': None,
})
isMarket = self.safe_bool(order, 'is_market')
orderType = 'market' if isMarket else 'limit'
isPostOnly = self.safe_bool(order, 'post_only')
isReduceOnly = self.safe_bool(order, 'reduce_only')
timeInForceRaw = self.safe_string(order, 'time_in_force')
timeInForce = 'PO' if isPostOnly else self.parse_time_in_force(timeInForceRaw)
size = None
side = None
price = None
filled = None
avgPrice = None
legs = self.safe_list(order, 'legs')
metadata = self.safe_dict(order, 'metadata', {})
stateObj = self.safe_dict(order, 'state', {})
filledAmounts = self.safe_list(stateObj, 'traded_size', [])
avgPrices = self.safe_list(stateObj, 'avg_fill_price', [])
primaryOrderIndex = 0
firstLeg = self.safe_dict(legs, primaryOrderIndex)
if firstLeg is not None:
marketId = self.safe_string(firstLeg, 'instrument')
market = self.safe_market(marketId, market)
size = self.safe_string(firstLeg, 'size')
side = 'buy' if self.safe_bool(firstLeg, 'is_buying_asset') else 'sell'
price = self.safe_string(firstLeg, 'limit_price')
filled = self.safe_string(filledAmounts, primaryOrderIndex)
avgPrice = self.safe_string(avgPrices, primaryOrderIndex)
timestamp = self.safe_integer_product(metadata, 'create_time', 0.000001)
# triggerDetails = self.safe_dict(metadata, 'trigger', {})
legsLength = len(legs)
return self.safe_order({
'isMultiLeg': (legsLength > 1),
'id': self.safe_string(order, 'order_id'),
'clientOrderId': self.safe_string(metadata, 'client_order_id'),
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'lastTradeTimeStamp': None,
'lastUpdateTimestamp': self.safe_integer_product(stateObj, 'update_time', 0.000001),
'status': self.parse_order_status(self.safe_string(stateObj, 'status')),
'symbol': market['symbol'],
'type': orderType,
'timeInForce': timeInForce,
'postOnly': isPostOnly,
'side': side,
'price': price,
'triggerPrice': None,
'cost': None,
'average': avgPrice,
'amount': size,
'filled': filled,
'remaining': None,
'trades': None,
'fees': None,
'reduceOnly': isReduceOnly,
'info': order,
}, market)
def parse_time_in_force(self, type: Str) -> Str:
types: dict = {
'GOOD_TILL_TIME': 'GTC', # yeah, not GTD
'IMMEDIATE_OR_CANCEL': 'IOC',
'FILL_OR_KILL': 'FOK',
# exchange specific types
'ALL_OR_NONE': 'ALL_OR_NONE',
'RETAIL_PRICE_IMPROVEMENT': 'RETAIL_PRICE_IMPROVEMENT',
}
return self.safe_string_upper(types, type, type)
def time_in_force_to_int(self, timeInForce: Str) -> Int:
timeInForces: dict = {
'GOOD_TILL_TIME': 1,
'ALL_OR_NONE': 2,
'IMMEDIATE_OR_CANCEL': 3,
'FILL_OR_KILL': 4,
'RETAIL_PRICE_IMPROVEMENT': 5,
}
return self.safe_integer(timeInForces, timeInForce, 0)
def parse_order_status(self, status: Str):
statuses: dict = {
'PENDING': 'pending',
'OPEN': 'open',
'FILLED': 'closed',
'REJECTED': 'rejected',
'CANCELLED': 'canceled',
}
return self.safe_string(statuses, status, status)
def cancel_all_orders(self, symbol: Str = None, params={}):
"""
cancel all open orders in a market
https://api-docs.grvt.io/trading_api/#cancel-all-orders
:param str symbol: cancel alls open orders
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict[]: a list of `order structures <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets_and_sign_in()
request = {
'sub_account_id': self.get_sub_account_id(params),
}
if symbol is not None:
market = self.market(symbol)
request['base'] = []
request['base'].append(market['baseId'])
request['quote'] = []
request['quote'].append(market['quoteId'])
response = self.privateTradingPostFullV1CancelAllOrders(self.extend(request, params))
#
# {
# "result": {
# "ack": True
# }
# }
#
result = self.safe_dict(response, 'result', {})
return self.parse_orders([result])
def cancel_order(self, id: str, symbol: Str = None, params={}):
"""
cancels an open order
https://api-docs.grvt.io/trading_api/#cancel-order
:param str id: order id
:param str [symbol]: unified symbol of the market the order was made in
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.clientOrderId]: client order id
:returns dict: An `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets_and_sign_in()
subAccoubntId = self.get_sub_account_id(params)
request = {
'sub_account_id': subAccoubntId,
}
clientOrderId = self.safe_string_2(params, 'clientOrderId', 'client_order_id')
if clientOrderId is not None:
params = self.omit(params, 'clientOrderId')
request['client_order_id'] = clientOrderId
else:
request['order_id'] = id
response = self.privateTradingPostFullV1CancelOrder(self.extend(request, params))
#
# {
# "result": {
# "ack": True
# }
# }
#
result = self.safe_dict(response, 'result', {})
return self.parse_order(result)
def eip_domain_data(self):
# GrvtEnv.DEV.value: 327,
# GrvtEnv.STAGING.value: 327,
# GrvtEnv.TESTNET.value: 326,
# GrvtEnv.PROD.value: 325,
return {
'name': 'GRVT Exchange',
'version': '0',
'chainId': 326 if self.isSandboxModeEnabled else 325,
}
def fee_amount_multiplier(self):
return self.convert_to_big_int_custom('10000') # multiply needed https://t.me/c/3396937126/88
def create_signed_request(self, request: Any, structureType: str, currencyObj=None, signerAddress: Str = None) -> dict:
messageData = None
if structureType == 'EIP712_TRANSFER_TYPE':
amountMultiplier = self.convert_to_big_int_custom('1000000')
amountInt = request['num_tokens'] * amountMultiplier
messageData = {
'fromAccount': request['from_account_id'],
'fromSubAccount': request['from_sub_account_id'],
'toAccount': request['to_account_id'],
'toSubAccount': request['to_sub_account_id'],
'tokenCurrency': currencyObj['numericId'],
'numTokens': self.parse_to_int(amountInt),
'nonce': request['signature']['nonce'],
'expiration': request['signature']['expiration'],
}
elif structureType == 'EIP712_WITHDRAWAL_TYPE':
amountMultiplier = self.convert_to_big_int_custom('1000000')
messageData = {
'fromAccount': request['from_account_id'],
'toEthAddress': request['to_eth_address'],
'tokenCurrency': currencyObj['numericId'],
'numTokens': self.parse_to_int(request['num_tokens'] * amountMultiplier),
'nonce': request['signature']['nonce'],
'expiration': request['signature']['expiration'],
}
elif structureType == 'EIP712_ORDER_TYPE' or structureType == 'EIP712_ORDER_WITH_BUILDER_TYPE':
messageData = self.eip_message_for_order(request, structureType)
elif structureType == 'EIP712_BUILDER_APPROVAL_TYPE':
amountMultiplier = self.convert_to_big_int_custom(self.fee_amount_multiplier())
messageData = {
'mainAccountID': request['main_account_id'],
'builderAccountID': request['builder_account_id'],
'maxFutureFeeRate': self.parse_to_int(float(request['max_futures_fee_rate']) * amountMultiplier),
'maxSpotFeeRate': self.parse_to_int(float(request['max_spot_fee_rate']) * amountMultiplier),
'nonce': request['signature']['nonce'],
'expiration': request['signature']['expiration'],
}
elif structureType == 'EIP712_WALLETLOGIN_TYPE':
messageData = {
'signer': request['address'],
'nonce': request['signature']['nonce'],
'expiration': request['signature']['expiration'],
}
domainData = self.eip_domain_data()
definitions = self.eip_definitions()
ethEncodedMessage = self.eth_encode_structured_data(domainData, definitions[structureType], messageData)
ethEncodedMessageHashed = '0x' + self.hash(ethEncodedMessage, 'keccak', 'hex')
usesPrivKey = self.uses_private_key() # py transpiler needs self line separated
secretOrPrivkey = self.privateKey if usesPrivKey else self.secret
privateKeyWithoutZero = self.remove0x_prefix(secretOrPrivkey)
signature = self.ecdsa(self.remove0x_prefix(ethEncodedMessageHashed), privateKeyWithoutZero, 'secp256k1', None)
request['signature']['r'] = self.format_signature_rs(signature['r'])
request['signature']['s'] = self.format_signature_rs(signature['s'])
request['signature']['v'] = self.sum(27, signature['v'])
request['signature']['signer'] = self.eth_get_address_from_private_key('0x' + privateKeyWithoutZero) if (signerAddress is None) else signerAddress
return request
def format_signature_rs(self, value: str):
padded = value.rjust(64, '0')
if padded.startswith('0x'):
return padded
else:
return '0x' + padded
def default_signature(self):
expiration = self.milliseconds() * 1000000 + 1000000 * self.safe_integer(self.options, 'expirationSeconds', 30) * 1000
return {
'signer': '',
'r': '',
's': '',
'v': 0,
'expiration': str(expiration),
'nonce': self.nonce(),
'chain_id': '326' if self.isSandboxModeEnabled else '325',
}
def handle_until_option_string(self, key: str, request, params, multiplier=1):
until = self.safe_integer_2(params, 'until', 'till')
if until is not None:
request[key] = self.number_to_string(self.parse_to_int(until * multiplier))
params = self.omit(params, ['until', 'till'])
return [request, params]
def request_id(self):
requestId = self.sum(self.safe_integer(self.options, 'requestId', 0), 1)
self.options['requestId'] = requestId
return requestId
def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
query = self.omit(params, self.extract_params(path))
url = self.urls['api'][api] + path
queryString = ''
if method == 'GET':
if query:
queryString = self.urlencode(query)
url += '?' + queryString
elif method == 'POST':
body = self.json(params)
isPrivate = api.startswith('private')
if isPrivate:
self.check_required_credentials()
if queryString != '':
path = path + '?' + queryString
headers = {
'Content-Type': 'application/json',
}
if path.endswith('auth/api_key/login') or path.endswith('auth/wallet/login'):
headers['Cookie'] = 'rm=true;'
else:
accountId = self.safe_string(self.options, 'AuthAccountId')
cookieValue = self.safe_string(self.options, 'AuthCookieValue')
if cookieValue is None or accountId is None:
raise AuthenticationError(self.id + ' : at first, you need to authenticate with exchange using signIn() method.')
headers['Cookie'] = cookieValue
headers['X-Grvt-Account-Id'] = accountId
return {'url': url, 'method': method, 'body': body, 'headers': headers}
def handle_errors(self, code: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody):
if url.endswith('auth/api_key/login') or url.endswith('auth/wallet/login'):
accountId = self.safe_string_2(headers, 'X-Grvt-Account-Id', 'x-grvt-account-id')
self.options['AuthAccountId'] = accountId
cookie = self.safe_string_2(headers, 'Set-Cookie', 'set-cookie')
if cookie is not None:
cookieValue = cookie.split(';')[0]
self.options['AuthCookieValue'] = cookieValue
if self.options['AuthCookieValue'] is None or self.options['AuthAccountId'] is None:
raise AuthenticationError(self.id + ' signIn() failed to receive auth-cookie or account-id')
else:
errorCode = self.safe_string(response, 'code')
if errorCode is not None:
feedback = self.id + ' ' + body
self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback)
raise ExchangeError(feedback)
else:
message = self.safe_string(response, 'message')
if message is not None:
feedback = self.id + ' ' + body
self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback)
raise ExchangeError(feedback)
else:
status = self.safe_string(response, 'status')
if status is not None and status != 'success':
feedback = self.id + ' ' + body
raise ExchangeError(feedback)
return None