ccxt
Version:
1,169 lines (1,167 loc) • 122 kB
JavaScript
// ----------------------------------------------------------------------------
// 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
// EDIT THE CORRESPONDENT .ts FILE INSTEAD
// ---------------------------------------------------------------------------
import Exchange from './abstract/derive.js';
import Precise from './base/Precise.js';
import { BadRequest, InvalidOrder, ExchangeError, OrderNotFound, ArgumentsRequired, InsufficientFunds, RateLimitExceeded, AuthenticationError } from './base/errors.js';
import { ecdsa } from './base/functions/crypto.js';
import { keccak_256 as keccak } from './static_dependencies/noble-hashes/sha3.js';
import { secp256k1 } from './static_dependencies/noble-curves/secp256k1.js';
import { TICK_SIZE } from './base/functions/number.js';
// ---------------------------------------------------------------------------
/**
* @class derive
* @augments Exchange
*/
export default class derive extends Exchange {
describe() {
return this.deepExtend(super.describe(), {
'id': 'derive',
'name': 'derive',
'countries': [],
'version': 'v1',
'rateLimit': 50,
'certified': false,
'pro': true,
'dex': true,
'has': {
'CORS': undefined,
'spot': false,
'margin': false,
'swap': false,
'future': false,
'option': false,
'addMargin': false,
'borrowCrossMargin': false,
'borrowIsolatedMargin': false,
'cancelAllOrders': true,
'cancelAllOrdersAfter': false,
'cancelOrder': true,
'cancelOrders': false,
'cancelOrdersForSymbols': false,
'closeAllPositions': false,
'closePosition': false,
'createMarketBuyOrderWithCost': false,
'createMarketOrderWithCost': false,
'createMarketSellOrderWithCost': false,
'createOrder': true,
'createOrders': false,
'createReduceOnlyOrder': false,
'createStopOrder': false,
'createTriggerOrder': false,
'editOrder': true,
'fetchAccounts': false,
'fetchBalance': true,
'fetchBorrowInterest': false,
'fetchBorrowRateHistories': false,
'fetchBorrowRateHistory': false,
'fetchCanceledAndClosedOrders': false,
'fetchCanceledOrders': true,
'fetchClosedOrders': true,
'fetchCrossBorrowRate': false,
'fetchCrossBorrowRates': false,
'fetchCurrencies': true,
'fetchDepositAddress': false,
'fetchDepositAddresses': false,
'fetchDeposits': true,
'fetchDepositWithdrawFee': 'emulated',
'fetchDepositWithdrawFees': false,
'fetchFundingHistory': true,
'fetchFundingRate': true,
'fetchFundingRateHistory': true,
'fetchFundingRates': false,
'fetchIndexOHLCV': false,
'fetchIsolatedBorrowRate': false,
'fetchIsolatedBorrowRates': false,
'fetchLedger': true,
'fetchLeverage': false,
'fetchLeverageTiers': false,
'fetchLiquidations': false,
'fetchMarginMode': undefined,
'fetchMarketLeverageTiers': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyLiquidations': false,
'fetchMyTrades': true,
'fetchOHLCV': false,
'fetchOpenInterest': false,
'fetchOpenInterestHistory': false,
'fetchOpenInterests': false,
'fetchOpenOrders': true,
'fetchOrder': false,
'fetchOrderBook': false,
'fetchOrders': true,
'fetchOrderTrades': true,
'fetchPosition': false,
'fetchPositionMode': false,
'fetchPositions': true,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchTicker': true,
'fetchTickers': false,
'fetchTime': true,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': false,
'fetchTransfer': false,
'fetchTransfers': false,
'fetchWithdrawal': false,
'fetchWithdrawals': true,
'reduceMargin': false,
'repayCrossMargin': false,
'repayIsolatedMargin': false,
'sandbox': true,
'setLeverage': false,
'setMarginMode': false,
'setPositionMode': false,
'transfer': false,
'withdraw': false,
},
'timeframes': {
'1m': '1m',
'3m': '3m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'2h': '2h',
'4h': '4h',
'8h': '8h',
'12h': '12h',
'1d': '1d',
'3d': '3d',
'1w': '1w',
'1M': '1M',
},
'hostname': 'derive.xyz',
'urls': {
'logo': 'https://github.com/user-attachments/assets/f835b95f-033a-43dd-b6bb-24e698fc498c',
'api': {
'public': 'https://api.lyra.finance/public',
'private': 'https://api.lyra.finance/private',
},
'test': {
'public': 'https://api-demo.lyra.finance/public',
'private': 'https://api-demo.lyra.finance/private',
},
'www': 'https://www.derive.xyz/',
'doc': 'https://docs.derive.xyz/docs/',
'fees': 'https://docs.derive.xyz/reference/fees-1/',
'referral': 'https://www.derive.xyz/invite/3VB0B',
},
'api': {
'public': {
'get': [
'get_all_currencies',
],
'post': [
'build_register_session_key_tx',
'register_session_key',
'deregister_session_key',
'login',
'statistics',
'get_all_currencies',
'get_currency',
'get_instrument',
'get_all_instruments',
'get_instruments',
'get_ticker',
'get_latest_signed_feeds',
'get_option_settlement_prices',
'get_spot_feed_history',
'get_spot_feed_history_candles',
'get_funding_rate_history',
'get_trade_history',
'get_option_settlement_history',
'get_liquidation_history',
'get_interest_rate_history',
'get_transaction',
'get_margin',
'margin_watch',
'validate_invite_code',
'get_points',
'get_all_points',
'get_points_leaderboard',
'get_descendant_tree',
'get_tree_roots',
'get_swell_percent_points',
'get_vault_assets',
'get_etherfi_effective_balances',
'get_kelp_effective_balances',
'get_bridge_balances',
'get_ethena_participants',
'get_vault_share',
'get_vault_statistics',
'get_vault_balances',
'estimate_integrator_points',
'create_subaccount_debug',
'deposit_debug',
'withdraw_debug',
'send_quote_debug',
'execute_quote_debug',
'get_invite_code',
'register_invite',
'get_time',
'get_live_incidents',
'get_maker_programs',
'get_maker_program_scores',
],
},
'private': {
'post': [
'get_account',
'create_subaccount',
'get_subaccount',
'get_subaccounts',
'get_all_portfolios',
'change_subaccount_label',
'get_notificationsv',
'update_notifications',
'deposit',
'withdraw',
'transfer_erc20',
'transfer_position',
'transfer_positions',
'order',
'replace',
'order_debug',
'get_order',
'get_orders',
'get_open_orders',
'cancel',
'cancel_by_label',
'cancel_by_nonce',
'cancel_by_instrument',
'cancel_all',
'cancel_trigger_order',
'get_order_history',
'get_trade_history',
'get_deposit_history',
'get_withdrawal_history',
'send_rfq',
'cancel_rfq',
'cancel_batch_rfqs',
'get_rfqs',
'poll_rfqs',
'send_quote',
'cancel_quote',
'cancel_batch_quotes',
'get_quotes',
'poll_quotes',
'execute_quote',
'rfq_get_best_quote',
'get_margin',
'get_collaterals',
'get_positions',
'get_option_settlement_history',
'get_subaccount_value_history',
'expired_and_cancelled_history',
'get_funding_history',
'get_interest_history',
'get_erc20_transfer_history',
'get_liquidation_history',
'liquidate',
'get_liquidator_history',
'session_keys',
'edit_session_key',
'register_scoped_session_key',
'get_mmp_config',
'set_mmp_config',
'reset_mmp',
'set_cancel_on_disconnect',
'get_invite_code',
'register_invite',
],
},
},
'fees': {},
'requiredCredentials': {
'apiKey': false,
'secret': false,
'walletAddress': true,
'privateKey': true,
},
'exceptions': {
'exact': {
'-32000': RateLimitExceeded,
'-32100': RateLimitExceeded,
'-32700': BadRequest,
'-32600': BadRequest,
'-32601': BadRequest,
'-32602': InvalidOrder,
'-32603': InvalidOrder,
'9000': InvalidOrder,
'10000': BadRequest,
'10001': BadRequest,
'10002': BadRequest,
'10003': BadRequest,
'10004': InvalidOrder,
'10005': BadRequest,
'10006': BadRequest,
'10007': BadRequest,
'10008': BadRequest,
'10009': BadRequest,
'10010': InvalidOrder,
'10011': InsufficientFunds,
'10012': InsufficientFunds,
'10013': ExchangeError,
'10014': ExchangeError,
'11000': InsufficientFunds,
'11002': InvalidOrder,
'11003': InvalidOrder,
'11004': InvalidOrder,
'11005': InvalidOrder,
'11006': OrderNotFound,
'11007': InvalidOrder,
'11008': InvalidOrder,
'11009': InvalidOrder,
'11010': InvalidOrder,
'11011': InvalidOrder,
'11012': InvalidOrder,
'11013': InvalidOrder,
'11014': InvalidOrder,
'11015': InvalidOrder,
'11016': InvalidOrder,
'11017': InvalidOrder,
'11018': InvalidOrder,
'11019': InvalidOrder,
'11020': InsufficientFunds,
'11021': InvalidOrder,
'11022': InvalidOrder,
'11023': InvalidOrder,
'11024': InvalidOrder,
'11025': InvalidOrder,
'11026': BadRequest,
'11027': InvalidOrder,
'11028': InvalidOrder,
'11050': InvalidOrder,
'11051': InvalidOrder,
'11052': InvalidOrder,
'11053': InvalidOrder,
'11054': InvalidOrder,
'11055': InvalidOrder,
'11100': InvalidOrder,
'11101': InvalidOrder,
'11102': InvalidOrder,
'11103': InvalidOrder,
'11104': InvalidOrder,
'11105': InvalidOrder,
'11106': InvalidOrder,
'11107': InvalidOrder,
'11200': InvalidOrder,
'11201': InvalidOrder,
'11202': InvalidOrder,
'11203': InvalidOrder,
'12000': InvalidOrder,
'12001': InvalidOrder,
'12002': BadRequest,
'12003': BadRequest,
'13000': BadRequest,
'14000': BadRequest,
'14001': InvalidOrder,
'14002': BadRequest,
'14008': BadRequest,
'14009': BadRequest,
'14010': BadRequest,
'14011': BadRequest,
'14012': BadRequest,
'14013': BadRequest,
'14014': InvalidOrder,
'14015': BadRequest,
'14016': BadRequest,
'14017': BadRequest,
'14018': BadRequest,
'14019': BadRequest,
'14020': BadRequest,
'14021': BadRequest,
'14022': AuthenticationError,
'14023': InvalidOrder,
'14024': BadRequest,
'14025': BadRequest,
'14026': BadRequest,
'14027': AuthenticationError,
'14028': BadRequest,
'14029': AuthenticationError,
'14030': BadRequest,
'14031': AuthenticationError,
'14032': BadRequest,
'16000': AuthenticationError,
'16001': AuthenticationError,
'16100': AuthenticationError,
'17000': BadRequest,
'17001': BadRequest,
'17002': BadRequest,
'17003': BadRequest,
'17004': BadRequest,
'17005': BadRequest,
'17006': BadRequest,
'17007': BadRequest,
'18000': BadRequest,
'18001': BadRequest,
'18002': BadRequest,
'18003': BadRequest,
'18004': BadRequest,
'18005': BadRequest,
'18006': BadRequest,
'18007': BadRequest,
'19000': BadRequest, // Maker program not found
},
'broad': {},
},
'precisionMode': TICK_SIZE,
'commonCurrencies': {},
'options': {
'deriveWalletAddress': '',
'id': '0x0ad42b8e602c2d3d475ae52d678cf63d84ab2749',
},
});
}
setSandboxMode(enable) {
super.setSandboxMode(enable);
this.options['sandboxMode'] = enable;
}
/**
* @method
* @name derive#fetchTime
* @description fetches the current integer timestamp in milliseconds from the exchange server
* @see https://docs.derive.xyz/reference/post_public-get-time
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int} the current integer timestamp in milliseconds from the exchange server
*/
async fetchTime(params = {}) {
const response = await this.publicPostGetTime(params);
//
// {
// "result": 1735846536758,
// "id": "f1c03d21-f886-4c5a-9a9d-33dd06f180f0"
// }
//
return this.safeInteger(response, 'result');
}
/**
* @method
* @name derive#fetchCurrencies
* @description fetches all available currencies on an exchange
* @see https://docs.derive.xyz/reference/post_public-get-all-currencies
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an associative dictionary of currencies
*/
async fetchCurrencies(params = {}) {
const result = {};
const tokenResponse = await this.publicGetGetAllCurrencies(params);
//
// {
// "result": [
// {
// "currency": "SEI",
// "instrument_types": [
// "perp"
// ],
// "protocol_asset_addresses": {
// "perp": "0x7225889B75fd34C68eA3098dAE04D50553C09840",
// "option": null,
// "spot": null,
// "underlying_erc20": null
// },
// "managers": [
// {
// "address": "0x28c9ddF9A3B29c2E6a561c1BC520954e5A33de5D",
// "margin_type": "SM",
// "currency": null
// }
// ],
// "srm_im_discount": "0",
// "srm_mm_discount": "0",
// "pm2_collateral_discounts": [],
// "borrow_apy": "0",
// "supply_apy": "0",
// "total_borrow": "0",
// "total_supply": "0",
// "asset_cap_and_supply_per_manager": {
// "perp": {
// "SM": [
// {
// "current_open_interest": "0",
// "interest_cap": "2000000",
// "manager_currency": null
// }
// ]
// },
// "option": {},
// "erc20": {}
// },
// "market_type": "SRM_PERP_ONLY",
// "spot_price": "0.2193542905042081",
// "spot_price_24h": "0.238381655533635830"
// },
// "id": "7e07fe1d-0ab4-4d2b-9e22-b65ce9e232dc"
// }
//
const currencies = this.safeList(tokenResponse, 'result', []);
for (let i = 0; i < currencies.length; i++) {
const currency = currencies[i];
const currencyId = this.safeString(currency, 'currency');
const code = this.safeCurrencyCode(currencyId);
result[code] = this.safeCurrencyStructure({
'id': currencyId,
'name': undefined,
'code': code,
'precision': undefined,
'active': undefined,
'fee': undefined,
'networks': undefined,
'deposit': undefined,
'withdraw': undefined,
'limits': {
'deposit': {
'min': undefined,
'max': undefined,
},
'withdraw': {
'min': undefined,
'max': undefined,
},
},
'info': currency,
});
}
return result;
}
/**
* @method
* @name derive#fetchMarkets
* @description retrieves data on all markets for bybit
* @see https://docs.derive.xyz/reference/post_public-get-all-instruments
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} an array of objects representing market data
*/
async fetchMarkets(params = {}) {
const spotMarketsPromise = this.fetchSpotMarkets(params);
const swapMarketsPromise = this.fetchSwapMarkets(params);
const optionMarketsPromise = this.fetchOptionMarkets(params);
const [spotMarkets, swapMarkets, optionMarkets] = await Promise.all([spotMarketsPromise, swapMarketsPromise, optionMarketsPromise]);
//
// {
// "result": {
// "instruments": [
// {
// "instrument_type": "perp",
// "instrument_name": "BTC-PERP",
// "scheduled_activation": 1701840228,
// "scheduled_deactivation": 9223372036854776000,
// "is_active": true,
// "tick_size": "0.1",
// "minimum_amount": "0.01",
// "maximum_amount": "10000",
// "amount_step": "0.001",
// "mark_price_fee_rate_cap": "0",
// "maker_fee_rate": "0.00005",
// "taker_fee_rate": "0.0003",
// "base_fee": "0.1",
// "base_currency": "BTC",
// "quote_currency": "USD",
// "option_details": null,
// "perp_details": {
// "index": "BTC-USD",
// "max_rate_per_hour": "0.004",
// "min_rate_per_hour": "-0.004",
// "static_interest_rate": "0.0000125",
// "aggregate_funding": "10538.574363381759146829",
// "funding_rate": "0.0000125"
// },
// "erc20_details": null,
// "base_asset_address": "0xDBa83C0C654DB1cd914FA2710bA743e925B53086",
// "base_asset_sub_id": "0",
// "pro_rata_fraction": "0",
// "fifo_min_allocation": "0",
// "pro_rata_amount_step": "0.1"
// }
// ],
// "pagination": {
// "num_pages": 1,
// "count": 1
// }
// },
// "id": "a06bc0b2-8e78-4536-a21f-f785f225b5a5"
// }
//
let result = this.arrayConcat(spotMarkets, swapMarkets);
result = this.arrayConcat(result, optionMarkets);
return result;
}
async fetchSpotMarkets(params = {}) {
const request = {
'expired': false,
'instrument_type': 'erc20',
};
const response = await this.publicPostGetAllInstruments(this.extend(request, params));
const result = this.safeDict(response, 'result', {});
const data = this.safeList(result, 'instruments', []);
return this.parseMarkets(data);
}
async fetchSwapMarkets(params = {}) {
const request = {
'expired': false,
'instrument_type': 'perp',
};
const response = await this.publicPostGetAllInstruments(this.extend(request, params));
const result = this.safeDict(response, 'result', {});
const data = this.safeList(result, 'instruments', []);
return this.parseMarkets(data);
}
async fetchOptionMarkets(params = {}) {
const request = {
'expired': false,
'instrument_type': 'option',
};
const response = await this.publicPostGetAllInstruments(this.extend(request, params));
const result = this.safeDict(response, 'result', {});
const data = this.safeList(result, 'instruments', []);
return this.parseMarkets(data);
}
parseMarket(market) {
const type = this.safeString(market, 'instrument_type');
let marketType;
let spot = false;
let margin = true;
let swap = false;
let option = false;
let linear = undefined;
let inverse = undefined;
const baseId = this.safeString(market, 'base_currency');
const quoteId = this.safeString(market, 'quote_currency');
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
const marketId = this.safeString(market, 'instrument_name');
let symbol = base + '/' + quote;
let settleId = undefined;
let settle = undefined;
let expiry = undefined;
let strike = undefined;
let optionType = undefined;
let optionLetter = undefined;
if (type === 'erc20') {
spot = true;
marketType = 'spot';
}
else if (type === 'perp') {
margin = false;
settleId = 'USDC';
settle = this.safeCurrencyCode(settleId);
symbol = base + '/' + quote + ':' + settle;
swap = true;
linear = true;
inverse = false;
marketType = 'swap';
}
else if (type === 'option') {
settleId = 'USDC';
settle = this.safeCurrencyCode(settleId);
margin = false;
option = true;
marketType = 'option';
const optionDetails = this.safeDict(market, 'option_details');
expiry = this.safeTimestamp(optionDetails, 'expiry');
strike = this.safeInteger(optionDetails, 'strike');
optionLetter = this.safeString(optionDetails, 'option_type');
symbol = base + '/' + quote + ':' + settle + '-' + this.yymmdd(expiry) + '-' + this.numberToString(strike) + '-' + optionLetter;
if (optionLetter === 'P') {
optionType = 'put';
}
else {
optionType = 'call';
}
linear = true;
inverse = false;
}
return this.safeMarketStructure({
'id': marketId,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': marketType,
'spot': spot,
'margin': margin,
'swap': swap,
'future': false,
'option': option,
'active': this.safeBool(market, 'is_active'),
'contract': (swap || option),
'linear': linear,
'inverse': inverse,
'contractSize': (spot) ? undefined : 1,
'expiry': expiry,
'expiryDatetime': this.iso8601(expiry),
'taker': this.safeNumber(market, 'taker_fee_rate'),
'maker': this.safeNumber(market, 'maker_fee_rate'),
'strike': strike,
'optionType': optionType,
'precision': {
'amount': this.safeNumber(market, 'amount_step'),
'price': this.safeNumber(market, 'tick_size'),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': this.safeNumber(market, 'minimum_amount'),
'max': this.safeNumber(market, 'maximum_amount'),
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'created': undefined,
'info': market,
});
}
/**
* @method
* @name derive#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://docs.derive.xyz/reference/post_public-get-ticker
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async fetchTicker(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'instrument_name': market['id'],
};
const response = await this.publicPostGetTicker(this.extend(request, params));
//
// spot
//
// {
// "result": {
// "instrument_type": "perp",
// "instrument_name": "BTC-PERP",
// "scheduled_activation": 1701840228,
// "scheduled_deactivation": 9223372036854776000,
// "is_active": true,
// "tick_size": "0.1",
// "minimum_amount": "0.01",
// "maximum_amount": "10000",
// "amount_step": "0.001",
// "mark_price_fee_rate_cap": "0",
// "maker_fee_rate": "0.00005",
// "taker_fee_rate": "0.0003",
// "base_fee": "0.1",
// "base_currency": "BTC",
// "quote_currency": "USD",
// "option_details": null,
// "perp_details": {
// "index": "BTC-USD",
// "max_rate_per_hour": "0.004",
// "min_rate_per_hour": "-0.004",
// "static_interest_rate": "0.0000125",
// "aggregate_funding": "10512.580833189805742522",
// "funding_rate": "-0.000022223906766867"
// },
// "erc20_details": null,
// "base_asset_address": "0xDBa83C0C654DB1cd914FA2710bA743e925B53086",
// "base_asset_sub_id": "0",
// "pro_rata_fraction": "0",
// "fifo_min_allocation": "0",
// "pro_rata_amount_step": "0.1",
// "best_ask_amount": "0.012",
// "best_ask_price": "99567.9",
// "best_bid_amount": "0.129",
// "best_bid_price": "99554.5",
// "five_percent_bid_depth": "11.208",
// "five_percent_ask_depth": "11.42",
// "option_pricing": null,
// "index_price": "99577.2",
// "mark_price": "99543.642926357933902181684970855712890625",
// "stats": {
// "contract_volume": "464.712",
// "num_trades": "10681",
// "open_interest": "72.804739389481989861",
// "high": "99519.1",
// "low": "97254.1",
// "percent_change": "0.0128",
// "usd_change": "1258.1"
// },
// "timestamp": 1736140984000,
// "min_price": "97591.2",
// "max_price": "101535.1"
// },
// "id": "bbd7c271-c2be-48f7-b93a-26cf6d4cb79f"
// }
//
const data = this.safeDict(response, 'result', {});
return this.parseTicker(data, market);
}
parseTicker(ticker, market = undefined) {
//
// {
// "instrument_type": "perp",
// "instrument_name": "BTC-PERP",
// "scheduled_activation": 1701840228,
// "scheduled_deactivation": 9223372036854776000,
// "is_active": true,
// "tick_size": "0.1",
// "minimum_amount": "0.01",
// "maximum_amount": "10000",
// "amount_step": "0.001",
// "mark_price_fee_rate_cap": "0",
// "maker_fee_rate": "0.00005",
// "taker_fee_rate": "0.0003",
// "base_fee": "0.1",
// "base_currency": "BTC",
// "quote_currency": "USD",
// "option_details": null,
// "perp_details": {
// "index": "BTC-USD",
// "max_rate_per_hour": "0.004",
// "min_rate_per_hour": "-0.004",
// "static_interest_rate": "0.0000125",
// "aggregate_funding": "10512.580833189805742522",
// "funding_rate": "-0.000022223906766867"
// },
// "erc20_details": null,
// "base_asset_address": "0xDBa83C0C654DB1cd914FA2710bA743e925B53086",
// "base_asset_sub_id": "0",
// "pro_rata_fraction": "0",
// "fifo_min_allocation": "0",
// "pro_rata_amount_step": "0.1",
// "best_ask_amount": "0.012",
// "best_ask_price": "99567.9",
// "best_bid_amount": "0.129",
// "best_bid_price": "99554.5",
// "five_percent_bid_depth": "11.208",
// "five_percent_ask_depth": "11.42",
// "option_pricing": null,
// "index_price": "99577.2",
// "mark_price": "99543.642926357933902181684970855712890625",
// "stats": {
// "contract_volume": "464.712",
// "num_trades": "10681",
// "open_interest": "72.804739389481989861",
// "high": "99519.1",
// "low": "97254.1",
// "percent_change": "0.0128",
// "usd_change": "1258.1"
// },
// "timestamp": 1736140984000,
// "min_price": "97591.2",
// "max_price": "101535.1"
// }
//
const marketId = this.safeString(ticker, 'instrument_name');
const timestamp = this.safeIntegerOmitZero(ticker, 'timestamp');
const symbol = this.safeSymbol(marketId, market);
const stats = this.safeDict(ticker, 'stats');
const change = this.safeString(stats, 'percent_change');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': this.safeString(stats, 'high'),
'low': this.safeString(stats, 'low'),
'bid': this.safeString(ticker, 'best_bid_price'),
'bidVolume': this.safeString(ticker, 'best_bid_amount'),
'ask': this.safeString(ticker, 'best_ask_price'),
'askVolume': this.safeString(ticker, 'best_ask_amount'),
'vwap': undefined,
'open': undefined,
'close': undefined,
'last': undefined,
'previousClose': undefined,
'change': change,
'percentage': Precise.stringMul(change, '100'),
'average': undefined,
'baseVolume': undefined,
'quoteVolume': undefined,
'indexPrice': this.safeString(ticker, 'index_price'),
'markPrice': this.safeString(ticker, 'mark_price'),
'info': ticker,
}, market);
}
/**
* @method
* @name derive#fetchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://docs.derive.xyz/reference/post_public-get-trade-history
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.until] the latest time in ms to fetch trades for
* @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
request['instrument_name'] = market['id'];
}
if (limit !== undefined) {
if (limit > 1000) {
limit = 1000;
}
request['page_size'] = limit; // default 100, max 1000
}
if (since !== undefined) {
request['from_timestamp'] = since;
}
const until = this.safeInteger(params, 'until');
params = this.omit(params, ['until']);
if (until !== undefined) {
request['to_timestamp'] = until;
}
const response = await this.publicPostGetTradeHistory(this.extend(request, params));
//
// {
// "result": {
// "trades": [
// {
// "trade_id": "9dbc88b0-f0c4-4439-9cc1-4e6409d4eafb",
// "instrument_name": "BTC-PERP",
// "timestamp": 1736153910930,
// "trade_price": "98995.3",
// "trade_amount": "0.033",
// "mark_price": "98990.875914388161618263",
// "index_price": "99038.050611100001501184",
// "direction": "sell",
// "quote_id": null,
// "wallet": "0x88B6BB87fbFac92a34F8155aaA35c87B5b166fA9",
// "subaccount_id": 8250,
// "tx_status": "settled",
// "tx_hash": "0x020bd735b312f867f17f8cc254946d87cfe9f2c8ff3605035d8129082eb73723",
// "trade_fee": "0.980476701049890015",
// "liquidity_role": "taker",
// "realized_pnl": "-2.92952402688793509",
// "realized_pnl_excl_fees": "-1.949047325838045075"
// }
// ],
// "pagination": {
// "num_pages": 598196,
// "count": 598196
// }
// },
// "id": "b8539544-6975-4497-8163-5e51a38e4aa7"
// }
//
const result = this.safeDict(response, 'result', {});
const data = this.safeList(result, 'trades', []);
return this.parseTrades(data, market, since, limit);
}
parseTrade(trade, market = undefined) {
//
// {
// "subaccount_id": 130837,
// "order_id": "30c48194-8d48-43ac-ad00-0d5ba29eddc9",
// "instrument_name": "BTC-PERP",
// "direction": "sell",
// "label": "test1234",
// "quote_id": null,
// "trade_id": "f8a30740-488c-4c2d-905d-e17057bafde1",
// "timestamp": 1738065303708,
// "mark_price": "102740.137375457314192317",
// "index_price": "102741.553409299981533184",
// "trade_price": "102700.6",
// "trade_amount": "0.01",
// "liquidity_role": "taker",
// "realized_pnl": "0",
// "realized_pnl_excl_fees": "0",
// "is_transfer": false,
// "tx_status": "settled",
// "trade_fee": "1.127415534092999815",
// "tx_hash": "0xc55df1f07330faf86579bd8a6385391fbe9e73089301149d8550e9d29c9ead74",
// "transaction_id": "e18b9426-3fa5-41bb-99d3-8b54fb4d51bb"
// }
//
const marketId = this.safeString(trade, 'instrument_name');
const symbol = this.safeSymbol(marketId, market);
const timestamp = this.safeInteger(trade, 'timestamp');
const fee = {
'currency': 'USDC',
'cost': this.safeString(trade, 'trade_fee'),
};
return this.safeTrade({
'info': trade,
'id': this.safeString(trade, 'trade_id'),
'order': this.safeString(trade, 'order_id'),
'symbol': symbol,
'side': this.safeStringLower(trade, 'direction'),
'type': undefined,
'takerOrMaker': this.safeString(trade, 'liquidity_role'),
'price': this.safeString(trade, 'trade_price'),
'amount': this.safeString(trade, 'trade_amount'),
'cost': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'fee': fee,
}, market);
}
/**
* @method
* @name derive#fetchFundingRateHistory
* @description fetches historical funding rate prices
* @see https://docs.derive.xyz/reference/post_public-get-funding-rate-history
* @param {string} 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 to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [funding rate structures]{@link https://docs.ccxt.com/#/?id=funding-rate-history-structure}
*/
async fetchFundingRateHistory(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'instrument_name': market['id'],
};
if (since !== undefined) {
request['start_timestamp'] = since;
}
const until = this.safeInteger(params, 'until');
params = this.omit(params, ['until']);
if (until !== undefined) {
request['to_timestamp'] = until;
}
const response = await this.publicPostGetFundingRateHistory(this.extend(request, params));
//
// {
// "result": {
// "funding_rate_history": [
// {
// "timestamp": 1736215200000,
// "funding_rate": "-0.000020014"
// }
// ]
// },
// "id": "3200ab8d-0080-42f0-8517-c13e3d9201d8"
// }
//
const result = this.safeDict(response, 'result', {});
const data = this.safeList(result, 'funding_rate_history', []);
const rates = [];
for (let i = 0; i < data.length; i++) {
const entry = data[i];
const timestamp = this.safeInteger(entry, 'timestamp');
rates.push({
'info': entry,
'symbol': market['symbol'],
'fundingRate': this.safeNumber(entry, 'funding_rate'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
});
}
const sorted = this.sortBy(rates, 'timestamp');
return this.filterBySymbolSinceLimit(sorted, market['symbol'], since, limit);
}
/**
* @method
* @name derive#fetchFundingRate
* @description fetch the current funding rate
* @see https://docs.derive.xyz/reference/post_public-get-funding-rate-history
* @param {string} symbol unified market symbol
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [funding rate structure]{@link https://docs.ccxt.com/#/?id=funding-rate-structure}
*/
async fetchFundingRate(symbol, params = {}) {
const response = await this.fetchFundingRateHistory(symbol, undefined, 1, params);
//
// [
// {
// "info": {
// "timestamp": 1736157600000,
// "funding_rate": "-0.000008872"
// },
// "symbol": "BTC/USD:USDC",
// "fundingRate": -0.000008872,
// "timestamp": 1736157600000,
// "datetime": "2025-01-06T10:00:00.000Z"
// }
// ]
//
const data = this.safeDict(response, 0);
return this.parseFundingRate(data);
}
parseFundingRate(contract, market = undefined) {
const symbol = this.safeString(contract, 'symbol');
const fundingTimestamp = this.safeInteger(contract, 'timestamp');
return {
'info': contract,
'symbol': symbol,
'markPrice': undefined,
'indexPrice': undefined,
'interestRate': undefined,
'estimatedSettlePrice': undefined,
'timestamp': undefined,
'datetime': undefined,
'fundingRate': this.safeNumber(contract, 'fundingRate'),
'fundingTimestamp': fundingTimestamp,
'fundingDatetime': this.iso8601(fundingTimestamp),
'nextFundingRate': undefined,
'nextFundingTimestamp': undefined,
'nextFundingDatetime': undefined,
'previousFundingRate': undefined,
'previousFundingTimestamp': undefined,
'previousFundingDatetime': undefined,
'interval': undefined,
};
}
hashOrderMessage(order) {
const accountHash = this.hash(this.ethAbiEncode([
'bytes32', 'uint256', 'uint256', 'address', 'bytes32', 'uint256', 'address', 'address',
], order), keccak, 'binary');
const sandboxMode = this.safeBool(this.options, 'sandboxMode', false);
const DOMAIN_SEPARATOR = (sandboxMode) ? '9bcf4dc06df5d8bf23af818d5716491b995020f377d3b7b64c29ed14e3dd1105' : 'd96e5f90797da7ec8dc4e276260c7f3f87fedf68775fbe1ef116e996fc60441b';
const binaryDomainSeparator = this.base16ToBinary(DOMAIN_SEPARATOR);
const prefix = this.base16ToBinary('1901');
return this.hash(this.binaryConcat(prefix, binaryDomainSeparator, accountHash), keccak, 'hex');
}
signOrder(order, privateKey) {
const hashOrder = this.hashOrderMessage(order);
return this.signHash(hashOrder.slice(-64), privateKey.slice(-64));
}
hashMessage(message) {
const binaryMessage = this.encode(message);
const binaryMessageLength = this.binaryLength(binaryMessage);
const x19 = this.base16ToBinary('19');
const newline = this.base16ToBinary('0a');
const prefix = this.binaryConcat(x19, this.encode('Ethereum Signed Message:'), newline, this.encode(this.numberToString(binaryMessageLength)));
return '0x' + this.hash(this.binaryConcat(prefix, binaryMessage), keccak, 'hex');
}
signHash(hash, privateKey) {
this.checkRequiredCredentials();
const signature = ecdsa(hash.slice(-64), privateKey.slice(-64), secp256k1, undefined);
const r = signature['r'];
const s = signature['s'];
const v = this.intToBase16(this.sum(27, signature['v']));
return '0x' + r.padStart(64, '0') + s.padStart(64, '0') + v;
}
signMessage(message, privateKey) {
return this.signHash(this.hashMessage(message), privateKey.slice(-64));
}
parseUnits(num, dec = '1000000000000000000') {
return Precise.stringMul(num, dec);
}
/**
* @method
* @name derive#createOrder
* @description create a trade order
* @see https://docs.derive.xyz/reference/post_private-order
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} type 'market' or 'limit'
* @param {string} side 'buy' or 'sell'
* @param {float} amount how much of currency you