E#it@SSKJr SSKJr SSKrSSKJrJrJrJ r J r J r J r J r JrJrJrJrJrJrJrJrJrJrJrJrJrJrJrJrJrJrJ r SSK!J"r" SSK#J$r$ SSK#J%r% SSK#J&r& SS K#J'r' SS K#J(r( SS K#J)r) SS K#J*r* SS K#J+r+ SSK#J,r, SSK-J.r. SSK/J0r0 "SS\\5r1g))Exchange) ImplicitAPIN)AnyBalances CurrenciesCurrencyDepositAddressGreeksInt LedgerEntryLeverage MarginModeMarginModificationMarketNumOptionOrder OrderBook OrderSide OrderTypePositionStrStringsTickerTickers FundingRate FundingRatesTradeMarketInterface)List) ExchangeError)AuthenticationError)ArgumentsRequired) BadRequest) BadSymbol)InsufficientFunds) InvalidOrder) OrderNotFound)ExchangeNotAvailable) TICK_SIZE)Precisec D^\rSrSrS\4U4SjjrS\4SjrSgS\S\ S \S \S\ 4 U4S jjjr 04S\ 4S jjr 04S jr04S\4SjjrS04U4SjjrSr04S\\ 4SjjrShS\S\ S\4Sjjr04S\S\4SjjrS04S\S\4SjjrS04S\S\ S\4SjjrShS\S\ S\4SjjrSS04S\S\ S\ S\\4Sjjr ShS\ S\!4Sjjr"SSS04S\S \S\ S\ S\\!4 S!jjr#S\$4S"jr%04S\$4S#jjr&04S\4S$jjr'S04S\S\\(4S%jjr)ShS&\S\ 4S'jjr*S(\4S)jr+ShS*\S\ S\,4S+jjr-S04S\S,\.S-\/S.\0S/\14 S0jjr2SS04S1\S\S,\.S-\/S.\1S/\14 S2jjr3S04S1\S\4S3jjr4S04S\4S4jjr5S04S1\S\S\,4S5jjr6SSS04S\S\ S\ S\\,4S6jjr7SSS04S\S\ S\ S\\,4S7jjr8SSS04S\S\ S\ 4S8jjr9SSS04S\S\ S\ 4S9jjr:SSS04S:\S\ S\ S\\;4S;jjr\>S\;4S?jjr?04S:\S\@4S@jjrAShS>\>S\@4SAjjrB04S\S\C4SBjjrDS04S\S\E4SCjjrFShS\ S\C4SDjjrG04S\S.\0S\H4SEjjrI04S\S.\0S\H4SFjjrJ04S\S\H4SGjjrKShSH\S\ S\H4SIjjrL04S\4SJjjrMShS\ 4SKjjrN04S\S\O4SLjjrPShSM\S\ S\O4SNjjrQS04SM\RS\4SOjjrSSSS04S\S\ S\ 4SPjjrTSQrUSRrV04S\S\W4SSjjrXShST\S\ S\W4SUjjrY04S\\(4SVjjrZ04S\S\[4SWjjr\ShSX\S\[4SYjjr]04S\S\^4SZjjr_SiS[\S>\>S\ S\^4S\jjr`S]S^0SS4S_jraS:\RS`\Sa\Sb\Sc\Sd\4 SejrbSfrcU=rd$)jdeltareturnc>UR[[U]50SS_SS_SS/_SS_S S _S 0S S_S S_SS_SS_SS_SS_SS_SS_SS_SS_SS_SS_SS_SS_SS_SS_SS_0SS_S S_S!S_S"S_S#S_S$S_S%S_S&S_S'S_S(S_S)S_S*S_S+S_S,S_S-S_S.S_S/S_E0S0S_S1S_S2S_S3S_S4S_S5S_S6S_S7S_S8S_S9S_S:S_S;S_SS_S?S_S@S_E0SAS_SBS_SCS_SDS_SES_SFS_SGS_SHS_SIS_SJS_SKS_SLS_SMS_SNS_SOS_SPS_SQS_E_SRSSSTSUSVSWSXSYSZS[S\S]S^S_S`Sa._SbScSdSdSe.SfSfSe.SgSh/SiSjSk._SlSm/SnQ0/SoQ/SpQ/SqQ/SrQSs.Se._StSuSSUR Sv5UR Sw5UR Sx5UR Sv5/UR Sy5UR Sz5/UR S{5UR Sz5/UR S|5UR S}5/UR S~5UR S5/UR S5UR S5/UR S5UR S5//UR Sx5UR S}5/UR Sy5UR S}5/UR S{5UR S5/UR S|5UR S5/UR S~5UR S5/UR S5UR S5/UR S5UR S5//S.S.0_SUR S_SSSSS.0_SSSSSSSS.SSSSSS.SSSSS.SSSSSSSS.SSSSSSS.SSSSSSS.SSSSSSSSSS.SS0S. SS0SS0SS0S.SS0SS0S.S._S[ _SSSS._S[[[[[[[[[[[[[S. 0S._5$)Nidr-namezDelta Exchange countriesVC rateLimiti,versionv2hasCORSspotTmarginFswapfutureoption addMargincancelAllOrders cancelOrdercloseAllPositions closePosition createOrdercreateReduceOnlyOrder editOrder fetchBalancefetchClosedOrdersfetchCurrencies fetchDepositfetchDepositAddressfetchDepositAddressesfetchDepositAddressesByNetwork fetchDepositsfetchFundingHistoryfetchFundingRatefetchFundingRateHistoryfetchFundingRates fetchGreeksfetchIndexOHLCV fetchLedger fetchLeveragefetchLeverageTiersfetchMarginModefetchMarginModesfetchMarketLeverageTiers fetchMarketsfetchMarkOHLCVfetchMySettlementHistory fetchMyTrades fetchOHLCVfetchOpenInterestfetchOpenOrders fetchOptionfetchOptionChain fetchOrderfetchOrderBook fetchPositionfetchPositionModefetchPositionsfetchPremiumIndexOHLCVfetchSettlementHistory fetchStatus fetchTicker fetchTickers fetchTime fetchTrades fetchTransferfetchTransfersfetchUnderlyingAssetsfetchVolatilityHistoryfetchWithdrawalfetchWithdrawals reduceMargin setLeverage setMargin setMarginModesetPositionModetransferwithdraw timeframes1m3m5m15m30m1h2h4h6h1d7d1w2w30d)r~rrrrrrrrrrrr1Murlszchttps://user-images.githubusercontent.com/1294454/99450025-3be60a00-2931-11eb-9302-f4fd8d8589aa.jpgz"https://testnet-api.delta.exchange)publicprivatezhttps://api.delta.exchangezhttps://www.delta.exchangezhttps://docs.delta.exchangezhttps://www.delta.exchange/feesz2https://www.delta.exchange/app/signup/?code=IULYNB)logotestapiwwwdocfeesreferralrget) assetsindicesproductszproducts/{symbol}tickersztickers/{symbol}zl2orderbook/{symbol}ztrades/{symbol}statszhistory/candleszhistory/sparklinessettings)orderszorders/{order_id}z#orders/client_order_id/{client_oid}%products/{product_id}/orders/leveragezpositions/margined positionszorders/historyfillszfills/history/download/csvzwallet/balanceszwallet/transactionszwallet/transactions/downloadz%wallets/sub_accounts_transfer_historyzusers/trading_preferences sub_accountsprofile heartbeatzdeposits/address) rorders/bracket orders/batchrzpositions/change_marginzpositions/close_allz$wallets/sub_account_balance_transferzheartbeat/createrzorders/cancel_afterzorders/leverage)rrrzpositions/auto_topupzusers/update_mmpzusers/reset_mmp)rz orders/allr)rpostputdeletertradingz0.0015z0.00100100z0.00132501000z0.0015000z0.000910000z0.0007520000z0.00065z0.0006z0.0005)takermaker) tierBased percentagerrtiers userAgentchrome39optionsnetworksz TRC20(TRON)z BEP20(BSC))TRC20BEP20features)lastmarkindex)triggerPriceTypeprice)IOCFOKPOGTD) marginMode triggerPricertriggerDirection stopLossPricetakeProfitPriceattachedStopLossTakeProfit timeInForcehedgedselfTradePreventiontrailingicebergleveragemarketBuyByCostmarketBuyRequiresPricedi)rlimitdaysBack untilDayssymbolRequired)rrtriggerrri)rrrdaysBackCanceledrrrrr) sandboxrD createOrdersr^rdra fetchOrdersrHr_extendsdefault)linearinverse)rr:r<r= precisionModerequiredCredentials)apiKeysecret exceptions) insufficient_marginorder_size_exceed_availablerisk_limits_breachedinvalid_contractimmediate_liquidationout_of_bankruptcy!self_matching_disrupted_post_onlyimmediate_execution_post_only bad_schemainvalid_api_keyinvalid_signatureopen_order_not_found unavailable)exactbroad) deep_extendsuperr-describe parse_number userAgentsr*r&r'r$r%r"r(r))self __class__s D/home/james-whalen/.local/lib/python3.13/site-packages/ccxt/delta.pyrdelta.describeseT ; =A@ 'A@ $A@  $A@   A@ t A@  EEE%E E % E $ ETE"4EtE$TE EtE(ETEE $T!E""4#E$%E&&t'E(()E*1%+E, -E.&u/E0#D1E2*53E4$T5E6t7E8"49E:t;E< =E>%e?E@"4AEB#ECED+EEEFGEH!$IEJ+EKEL MENdOEP$TQER"4SETtUEV#EWEXdYEZ!$[E\ ]E^$U_E`!$aEb)%cEd)$eEftgEhtiEjkElTmEntoEp qEr!$sEt(uEv)%wEx"4yEz#D{E|}E~tE@UAEB CED"5EEFEGEHEIEA@ Z [A@ z }BC ;;41:P{A@ \  "( U/#A]A@ ` !%"&!..x8!..x8"..s3T5F5Fx5PQ!..u5t7H7H7RS!..u5t7H7H7RS!..v68I8I'8RS!..v68I8I(8ST!..w79J9J99UV!..w79J9J99UV""..s3T5F5Fw5OP!..u5t7H7H7QR!..u5t7H7H7RS!..v68I8I)8TU!..v68I8I(8ST!..w79J9J89TU!..w79J9J89TU" aA@ X 4YA@ Z *)[A@ f #&+(,%)$(%)- -2).+004%)7 $(#'"&#( ( #(/4$)#($)+027;$>%)&+!$$*%+*/ &#'&+!$#($)*/ ($(&+!$$*,-%+#($)*/ * #y?By "9"9  "9"9  YTgA@ P YQ A@ R "$S A@ Z ,=3?,6(1-9)59E5A",':)<,9#7 #[ A@ A A symbolc <SnURS5nURS5nSnSnSnURS5S:a7URUS5nURUS5nURUS5nO6URUS5nURUS5nURUS5nUbUSSUS S-USS -nUnURUS 5n URU5n UR U 5n 0S US-U-S-U -S-U-_S US-U-S -U-S-U-S-U -S-U-_S U_SU_SU_SU_SU_SU_SS_SS_SS_SS_SS_SS_SS_SS_SS_SUR S5U U US:XaS OS!UR U 5SSS".SSS#.SSS#.SSS#.S$.SS%. E$)&NUSDT-/rrr1r:basequotesettlebaseIdquoteIdsettleIdactiveFtyper>rrr:r<r=Tr;1Ccallramountrminmax)rrcost) contract contractSizeexpiryexpiryDatetime optionTypestrike precisionlimitsinfo)splitfind safe_stringconvert_expire_date parse8601r) rrr optionParts symbolBaser r r"rr#datetime timestamps rcreate_expired_option_market"delta.create_expired_option_market^sll3' \\#&  ;;s b ##J2D%%k15F))+q9J##K3D%%k15F))+q9J  ABZ&1+-q ;F!!+q1++F3NN8, + *s"T)C/&83>G+ dSj5(3.7#=FLvUX[[^hh+  D+  U + f + d +  u+  +  e+  H+  d+  t+  E+  E+  e+ d!+ " e#+ $ --c2&%/3%6&U''/       U+ + rNmarketIdmarket delimiter marketTypecB>USL=(aY URS5=(dA URS5=(d) URS5=(d URS5nU(a XR;aURU5$[[ U]XX45$)Nz-Cz-PzC-zP-)endswith startswith markets_by_idr0rr- safe_market)rr2r3r4r5isOptionrs rr:delta.safe_marketsD(e0A0A$0G0dXM^M^_cMd0djrj}j}CkD0dJRJ]J]^bJc X););;44X> >UD-h VVrcpURU5nURUS05nURUSS5$)z fetches the current integer timestamp in milliseconds from the exchange server :param dict [params]: extra parameters specific to the exchange API endpoint :returns int: the current integer timestamp in milliseconds from the exchange server result server_timeMbP?)publicGetSettings safe_dictsafe_integer_product)rparamsresponser>s r fetch_timedelta.fetch_times; ))&1(B7((FFrcURU5nURUS05nURUS5nUS:XaSOSnURUSSUR 55nUUSSUS .$) z the latest known information on the availability of the exchange API :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `status structure ` r>under_maintenancetrue maintenanceokr?r@N)statusupdatedetaurlr&)rArBr)rC milliseconds)rrDrEr>underMaintenancerMrNs r fetch_statusdelta.fetch_statuss ))&1l(B7++F4GH#3v#=D++FM5$J[J[J]^   rc,URU5nURUS/5n0n[S[U55GHnX5nUR US5nUR US5nUR U5n URUS/5n 0n [S[U 55Hn Xn UR U S5nURU5nUUUR U S5U UR U S5S :HUR U S 5S :HUR U S 5S :HURU S 5URU S 5SS.URU S5SS.S.S. X'M URUUU UR US5USUR US 5S :HUR US 5S :HURUS 5URURUR US555SSS.URUS5SS.S.U SS. 5XI'GM U$)z fetches all available currencies on an exchange https://docs.delta.exchange/#get-list-of-all-assets :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an associative dictionary of currencies r>rrr1rnetworkr2rMenableddeposit_statuswithdrawal_statusbase_withdrawal_feemin_deposit_amountNrmin_withdrawal_amount)depositr|) r1rVr2r&rr]r|feer%r$)rr|crypto) r1 numericIdcoder2r&rr]r|r^r$r%rr) publicGetAssets safe_listrangelenr) safe_integersafe_currency_codenetwork_id_to_code safe_numbersafe_currency_structurerparse_precision)rrDrE currenciesr>icurrencyr1r`rachainsrjchain networkId networkCodes rfetch_currenciesdelta.fetch_currenciessW''/b^^Hh; q#j/*A!}H!!(H5B))(D9I**2.D^^Hj"=FH1c&k*  ,,UI> "55i@ #* ,,UF;!"..uh?9L#//7GHIU $ 0 08K LPY Y++E3HI$(#3#3E;O#P#'$ $(#3#3E;R#S#'% )% +0 77&((6: ++H6FG9T ,,X7JKyX''2GH!..t/C/CDDTDTU]_jDk/lm&*48#//:QR#!% '9FL?+h rFcf>[[U] X5nURURS5nUbU(a(UR UR 5URS'URURS5nUbU(a(UR UR5URS'U$)NcurrenciesByNumericIdmarketsByNumericId)rr- load_marketsrBrindex_by_stringified_numeric_idrlmarkets)rreloadrDr{rwrxrs rrydelta.load_marketsmst1&A $t||=T U ! )f484X4XY]YhYh4iDLL0 1!^^DLL:NO  &6151U1UVZVbVb1cDLL- .rc0nUcg[UR55n[S[U55H&nX4nXnUR US5nUcM"XbU'M( U$)Nrr`)listkeysrdrer))rinputr>rrmkeyitemnumericIdStrings rrz%delta.index_by_stringified_numeric_idwsl =EJJL!q#d)$A'C:D"..t[AO&&*? # % rcURU5nURUS/5n/n[S[U55GHnX5nUR US5nUS:XaM"UR US05nUR US05n UR US5n UR US05n UR U S 5n UR US 5n UR U S 5nUR US 5nUR US 5nURU 5nURU 5nURU5nUS :HnUS :HnUS :HnUS:HnUS:HnUS:HnU=(d U=(d UnUR US5nUR US5nURU5nURUS5nSnU(a1URURUR U S555nOURS5nUU:Hn Sn!US-U-n"U(dU(dU(aeU"S-U-n"U(dU(aMU"S-URU5-n"U(a,SnSn#Sn!U(aSn#Sn!O U(aSn#S n!U"S-U-S-U#-n"OS!nOS"nUR US#5n$UR0S U_S$U_S U"_S%U_S&U_S'U_S(U _S)U _S*U_S+U_SU_S,U(aSOS-_S"U_S!U_SU_S.U$S/:H_S0U(+_U(aSOU U(aSOU (+URUS15URUS25U(aSOUUURU5URU5U!UURUS35S4.SSS5.URS5URUS65S5.SSS5.URUS75SS5.S8.URUR US955US:. E5 GM U$);z retrieves data on all markets for delta https://docs.delta.exchange/#get-list-of-products :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: an array of objects representing market data r>r contract_typeoptions_combos quoting_assetunderlying_assetsettling_asset product_specsrr1 call_options put_options move_optionsr:perpetual_futuresfutures strike_pricesettlement_timecontract_valueNunderlying_precisionrrr rr>rrPrMmover=r<stater`r rrrrrrr;Frlivertaker_commission_ratemaker_commission_rate tick_sizerrposition_size_limitmin_size)rrrr launch_time) rrrrrr r!r#r"r$r%createdr&)publicGetProductsrcrdrer)rBrfrgr+rirrkyymmddappendiso8601)%rrDrEr{r>rmr3r quotingAssetunderlyingAsset settlingAsset productSpecsrrrr1r`r rr callOptions putOptions moveOptionsr:r<r=r>r#r!r ramountPrecisionrr"rletterrs% r fetch_marketsdelta.fetch_marketss))&1f..8R8q#g,'AZF##FO>&/2FL"nnV5GLO NN63CDM>>&/2FL%%ox@F&&|X>G'' x@H!!&(3B))&$7I**62D++G4E,,X6F>1K-/J>1KFND//Di'F!>Z>;F%%fn=F!--f6GHN^^N3F++F4DEL"O"&"3"3D4H4HIYIYZfh~I5A#B#'"3"3C"8oFJCZ%'Fv#.V#c\DKK,??F'!$%+ %%(F).J(%(F)/J!'#!6!>$*:*:6=*QRe33 u(\ rtickerc URUSS5nURUS5nURXB5nURUS5nURUS05nUR 0SU_SU_SUR U5_SUR US5_SUR US5_S UR US 5_S UR US 5_S UR US5_SUR US5_SS_SURUS5_SU_SU_SS_SS_SS_SS_UR US5UR US5UR US5UR US5US.EU5$)Nr/r@rclosequotesr.highlowbidbest_bid bidVolumebid_sizeaskbest_ask askVolumeask_sizevwapopenr previousClosechangeraveragevolumeturnover mark_price spot_price) baseVolume quoteVolume markPrice indexPricer&)rCr) safe_symbolrB safe_tickerrri)rrr3r/r2rrrs r parse_tickerdelta.parse_tickersh--fk5I ##FH5!!(30"5! f! !   Y/!  D$$VV4 ! 4##FE2 ! 4##FJ7 !  ))&*=!  4##FJ7!  ))&*=!  D!  D$$VV4!  T!  D!  T!  d! $!! " t#! $**68<++FJ?))&,?**6<@-! . / rcUR5 URU5nSUS0nURURXB55nUR US05nUR Xc5$)a fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol :param str symbol: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` rr1r>)ryr3publicGetTickersSymbolextendrBrrrrDr3requestrEr>s r fetch_tickerdelta.fetch_tickerEso V$ fTl ..t{{7/KLz(B7  00rsymbolsc&UR5 URU5nURU5nURUS/5n0n[ S[ U55HnUR XF5nUSnXuU'M! URUSU5$)a fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market https://docs.delta.exchange/#get-tickers-for-products :param str[]|None symbols: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a dictionary of `ticker structures ` r>rr)rymarket_symbolspublicGetTickersrcrdrerfilter_by_array_tickers) rrrDrErr>rmrrs r fetch_tickersdelta.fetch_tickerss %%g.((0F..8R8q#g,'A&&wz2FH%F#6N(++FHgFFrrc UR5 URU5nSUS0nUbX%S'URURXS55nUR US05nUR XtSSSSSS 5$) a fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://docs.delta.exchange/#get-l2-orderbook :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols rr1Ndepthr>buysellrsize)ryr3publicGetL2orderbookSymbolrrBparse_order_book)rrrrDr3rrEr>s rfetch_order_bookdelta.fetch_order_bookks V$ fTl   $G 224;;w3OP&(B7$$VH-=tUFT[]cddrtradecrURUS5nURUS5nURURUS55nURUSSU5nURUS5nURUS5nURUS05nURUS 5n UR X5n URUS 5n URUS 5n U cU S :XaS n OU S:XaSn URUS5n URUS05nURUS5nUbUR SS5nURUS5nSnUb;URUS05nURUS 5nUR U5nUUS.nURUUUURU5U UU UUSU UUS. U5$)Nr1order_id created_atr/r@rrproductr seller_rolesiderrrrrole meta_data order_type_order commissionrrrn) r1orderr/r.rrrrrr takerOrMakerr^r&) r)r+rCrBrreplacerg safe_trader)rrr3r1orderIdr/ priceString amountStringrr2r sellerRolerrmetaDatar feeCostStringr^r feeCurrencyIdfeeCurrencyCodes r parse_tradedelta.parse_trades`  eT *""5*5NN4#3#3E<#HI --e[%S &&ug6 ''v6 .. 26##GX6!!(3%%e]; v. <W$w&''v6 >>%b9,7  <<"-D(( =   $ NN74DbIM ,,]HEM"55mDO%+C" Y/ "(   rsincecUR5 URU5nSUS0nURURXd55nUR US/5nUR XX#5$)a get the list of most recent trades for a particular symbol https://docs.delta.exchange/#get-public-trades :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns Trade[]: a list of `trade structures ` rr1r>)ryr3publicGetTradesSymbolrrc parse_trades) rrrrrDr3rrEr>s r fetch_tradesdelta.fetch_tradessp V$ fTl --dkk'.JK (B7  >>rc URUS5URUS5URUS5URUS5URUS5URUS5/$)Ntimerrrrr)safe_timestampri)rohlcvr3s r parse_ohlcvdelta.parse_ohlcvsn   v .   UF +   UF +   UE *   UG ,   UH -   rr~ timeframecUR5 URU5nSURURX"50nUR U5nU(aUOSnUR USS5n U SLn U (aUR U 5n Uc(U (aU OUR5n XS'XU-- US'O8UR US- 5n XS'U (aU OURXU-5US'URUS 5n U S :Xa S US -US 'OU S:XaUSSS US 'OUS US 'URUS S/5nURURXu55nURUS/5nURXX#U5$)a fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://docs.delta.exchange/#delta-exchange-api-v2-historical-ohlc-candles-sparklines :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.until]: timestamp in ms of the latest candle to fetch :returns int[][]: A list of candles ordered, open, high, low, close, volume resolutionruntilr@NendstartirrzMARK:r1rrr& spot_indexr>)ryr3r)r}parse_timeframerC parse_to_intsecondssumomitpublicGetHistoryCandlesrrc parse_ohlcvs)rrrrrrDr3rdurationruntilIsDefinedrrrrEr>s r fetch_ohlcvdelta.fetch_ohlcv*s V$ $**4??IQ '' 2D))&'5At+ %%e,E =)%t||~C EN"X%55GG %%edl3E$G &4U$((5RZJZ:[GEN  1 F? '&, 6GH  g  &v| r&rwrasset_idrabalancetotalavailable_balancefree)rcrBrrdrer)account safe_balance) rrEbalancesr>rwrmr# currencyIdrnrar's r parse_balancedelta.parse_balanceas>>(Hb9) $t||=TVX Yq#h-(AkG))':>J~~&;HH"*"2:&9IDllnG#//CGG "..w8KLGFO"4L)  ((rcfUR5 URU5nURU5$)a4 query for balance and get the amount of funds available for trading or funds locked in orders https://docs.delta.exchange/#get-wallet-balances :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `balance structure ` )ryprivateGetWalletBalancesr+)rrDrEs r fetch_balancedelta.fetch_balanceps3 008,!!(++rcUR5 URU5nSUS0nURURXB55nUR US05nUR Xc5$)ae fetch data on a single open contract trade position https://docs.delta.exchange/#get-position :param str symbol: unified market symbol of the market the position is held in, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `position structure ` product_idr`r>)ryr3privateGetPositionsrrBparse_positionrs rfetch_positiondelta.fetch_positionso V$ &- ++DKK,HI(B7""622rcUR5 URU5nURUS/5nURXA5$)a8 fetch all open positions https://docs.delta.exchange/#get-margined-positions :param str[]|None symbols: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `position structure ` r>)ryprivateGetPositionsMarginedrcparse_positions)rrrDrEr>s rfetch_positionsdelta.fetch_positionssE 33F;,(B7##F44rpositionc ZURUS5nURX25nUSnURUSS5nURUS5nSnUb=[R"US5(aSnO[R "US5(aSnUR 0S U_S S_SU_S S_S S_S URUS5_SURUS5_SS_SS_SURU5_SURUS5_SS_SU_SS_SU_SURU5_SS_SSSSSSSSS.E5$)Nproduct_symbolrr/r@rrrrr&r1notionalrliquidationPriceliquidation_price entryPrice entry_price unrealizedPnlr contractsrrrrr.maintenanceMargin)maintenanceMarginPercentage collateral initialMargininitialMarginPercentager marginRatiorr) r)r:rCr+ string_gt string_lt safe_positionrirr)rr<r3r2rr/ sizeStringrs rr4delta.parse_positions8##H.>?!!(3!--h UK %%h7   !  S11"":s33!!# H# $#  f#   # $ #  0 0;N O #  $**8]C#  T#  $#  **:6#  D,,V^D#  #  D#  d#  #  Y/!# " ## $,0!'+!#3#   rrMc4SSSSS.nURX!U5$)Nrclosedcanceled)rpendingrR cancelledr))rrMstatusess rparse_order_statusdelta.parse_order_statuss*#   &99rrc*URUS5nURUS5nURUS5nSnUb:URS5S:aURU5nOURUSS5nURUS5nUR UR S05nUR XU5nUcUOUS n URURUS 55n URUS 5n URUS 5n U bU RS S5n URUS5n URUS5nURUS5nURUS5nSnURUS5nUbCSnUb9UR USS05nURUS 5nURU5nUUS.nUR0SU_SU_SU_SU_SURU5_SS_S U _SU _S U _SU _SU_SS_SU_S S_S!U_S"U _S#U_S$S0EU5$)%Nr1client_order_idrrrr@r2rxrrrrrr limit_pricer unfilled_sizeaverage_fill_pricepaid_commissionr&rr clientOrderIdr/r.lastTradeTimestamprrrrrfilled remainingrMr^trades) r)r(r+rCrBr safe_valuerXrrg safe_orderr)rrr3r1r` createdAtr/r2rxrrMrrrrrcrr^rrrrs r parse_orderdelta.parse_orderst  eT *((0AB $$UL9   ~~c"a' NN95  55e\5Q ##E<8!^^DLL:NPRS!3vF$n6(3C(()9)9%)IJv.|4  <<"-D   6!!%0$$UO< ""5*>?((0AB  $"O! $vf~?OQS T $ 0 0 I "&"9"9-"H%+C E "  ]     Y/  !$   f  D  D  U  f  D  w  d   f! " 3# $ d% & ' rrrrrcUR5 US-nURU5nUSURUSU5UUS.n US:XaURUSU5U S'UR USS5n UR USS/5nU bXS'UR US 5n U (aXS 'UR US 5nURURX55n URU S 05n URX5$) a create a trade order https://docs.delta.exchange/#place-order :param str symbol: unified symbol of the market to create an order in :param str type: 'market' or 'limit' :param str side: 'buy' or 'sell' :param float amount: how much of currency you want to trade in units of base currency :param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param bool [params.reduceOnly]: *contract only* indicates if self order is to reduce the size of a position :returns dict: an `order structure ` rr`r)r2rrrrr\r`r[ reduceOnly reduce_onlyr>) ryr3amount_to_precisionprice_to_precision safe_string_2r safe_boolprivatePostOrdersrrBrh)rrrrrrrD orderTyper3rr`rkrEr>s r create_orderdelta.create_orders 8O V$ -,,VH-=vF#   7?%)%<%` r`r1r2rr\r>) ryr3intrmrnprivatePutOrdersrrBrh) rr1rrrrrrDr3rrEr>s r edit_orderdelta.edit_orders V$b' -   !$":":6"JKGFO  %)%<%` z) cancelOrder() requires a symbol argumentr`rvr>) r#r1ryr3rwprivateDeleteOrdersrrBrh)rr1rrDr3rrEr>s r cancel_orderdelta.cancel_orders >#DGG.Y$YZ Z V$b' - ++DKK,HIJ(3//rcUc[URS-5eUR5 URU5nSUS0nUR UR XB55nUR SU05/$)aN cancel all open orders in a market https://docs.delta.exchange/#cancel-all-open-orders :param str symbol: unified market symbol of the market to cancel orders in :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `order structures ` z- cancelAllOrders() requires a symbol argumentr2r`r&)r#r1ryr3privateDeleteOrdersAllrrf)rrrDr3rrEs rcancel_all_ordersdelta.cancel_all_ordersJs >#DGG.]$]^ ^ V$ &-  ..t{{7/KL OO   rcUR5 SnUbURU5nURU/SQ5nURU/SQ5n0nSnUb%XVS'UR UR Xc55nO$XS'UR UR Xc55nURUS05nURX5$)a fetches information on an order made by the user https://docs.delta.exchange/#get-order-by-id https://docs.delta.exchange/#get-order-by-client-oid :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 of the order :returns dict: an `order structure ` N)r` client_oid clientOidrrr>) ryr3 safe_string_nr&privateGetOrdersClientOrderIdClientOidrprivateGetOrdersOrderIdrBrh) rr1rrDr3r`rrEr>s r fetch_orderdelta.fetch_orderjs   [[(F**63_` 6#OP  $$1L !BB4;;wC_`H"$J 33DKK4PQH2(B7//rc(URSXX45$)a fetch all unfilled currently open orders https://docs.delta.exchange/#get-active-orders :param str symbol: unified market symbol :param int [since]: the earliest time in ms to fetch open orders for :param int [limit]: the maximum number of open order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns Order[]: a list of `order structures ` privateGetOrdersfetch_orders_with_methodrrrrrDs rfetch_open_ordersdelta.fetch_open_orderss,,-?PU^^rc(URSXX45$)a fetches information on multiple closed orders made by the user https://docs.delta.exchange/#get-order-history-cancelled-and-closed :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns Order[]: a list of `order structures ` privateGetOrdersHistoryrrs rfetch_closed_ordersdelta.fetch_closed_orderss,,-FW\eercUR5 0nSnUbURU5nUSUS'Ub[U5S-US'UbXFS'SnUS:Xa!URUR Xe55nO&US:Xa UR UR Xe55nUR US/5n URXX45$) Nr` product_ids000 start_time page_sizerrr>)ryr3strrrrrc parse_orders) rmethodrrrrDrr3rEr>s rrdelta.fetch_orders_with_methods     [[(F%+K%8GM "  $'J$6GL !  #(K  ' ',,T[[-IJH 0 033DKK4PQH0(B7  >>rc"UR5 0nSnUbURU5nUSUS'Ub[U5S-US'UbX5S'URUR XT55nUR US/5nUR XX#5$)a fetch all trades made by the user https://docs.delta.exchange/#get-user-fills-by-filters :param str symbol: unified market symbol :param int [since]: the earliest time in ms to fetch trades for :param int [limit]: the maximum number of trades structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns Trade[]: a list of `trade structures ` Nr`rrrrr>)ryr3rprivateGetFillsrrcr) rrrrrDrr3rEr>s rfetch_my_tradesdelta.fetch_my_tradess    [[(F%+K%8GM "  $'J$6GL !  #(K '' G(DE\(B7  >>rracUR5 0nSnUbURU5nUSUS'UbX5S'URURXT55nUR US/5nUR XX#5$)a fetch the history of changes, actions done by the user or operations that altered the balance of the user https://docs.delta.exchange/#get-wallet-transactions :param str [code]: unified currency code, default is None :param int [since]: timestamp in ms of the earliest ledger entry, default is None :param int [limit]: max number of ledger entries to return, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ledger structure ` Nr`r"rr>)ryrnprivateGetWalletTransactionsrrc parse_ledger) rrarrrDrrnrEr>s r fetch_ledgerdelta.fetch_ledger> s    }}T*H"*;"7GJ   #(K 44T[[5QR,(B7  5@@rc:SSSSSSSS.nURX!U5$)Npnl transactionr^rrrebate)rr] withdrawalr conversionreferral_bonuscommission_rebaterV)rrtypess rparse_ledger_entry_typedelta.parse_ledger_entry_typeq s5$'!)!)  T22rrrncxURUS5nSnSnURUS05nURUS5nSnURUS5n U S:XdU S:XdU S:XdU S:Xd U S :XdU S :XaS nOU S :XdU S :Xd U S:XdU S:XaSnURU 5n URUS5n URURS5n UR XU5nUcSOUSn URUS5n UR URUS55nURUS5n[ R"S[ R"X55nSnURUUUUUUU U URU 5URU5URU5UUURU5SS.U5$)Nuuidrtransaction_idtransaction_typer]rrrwithdrawal_cancellation promo_creditinrrrperpetual_futures_fundingoutr"rwrarrr#rrL)r&r1 directionr' referenceIdreferenceAccountrrnrbeforeafterrMr/r.r^) r)rBrrrer+r+ string_max string_subsafe_ledger_entryrr)rrrnr1rr'rrrrr*rwrarr/rrrMs rparse_ledger_entrydelta.parse_ledger_entry s   dF + >>$ R8&&x1AB &89 I 4+>#>DL\D\bfjobouy~WvW]aes]sIl" (<$,BV\`d\I++D1%%dJ7 $t||=T U??#8hO (tx/?!!$1NN4#3#3D,#GH   y1##C););E)JK%%"& 0''/''/&&u-" Y/' ! rcPUR5 URU5nSUS0nURUS5nUb&URXQ5US'UR US5nUR UR XB55nURUS05nURXs5$)aC fetch the deposit address for a currency associated with self account :param str code: unified currency code :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.network]: unified network code :returns dict: an `address structure ` asset_symbolr1rVr>) ryrnsafe_string_uppernetwork_code_to_idrprivateGetDepositsAddressrrBparse_deposit_address)rrarDrnrrsrEr>s rfetch_deposit_addressdelta.fetch_deposit_address s ==& HTN ,,VY?  "!%!8!8!KGI YYvy1F11$++g2NO$(B7))&;;rcURUS5nURUS5nURUS5nURU5 UURXB5URU5UURUS5S.$)NaddressrrVmemo)r&rnrVrtag)r) check_addressrgrh)rdepositAddressrnrr2rrs rrdelta.parse_deposit_address s"">9=##NNC$$^Y?  7#"//C..y9##NF;   rcUR5 URU5nUS(d[URS-5eSUS0nUR UR XB55nUR US05nURXc5$)a7 fetch the current funding rate https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `funding rate structure ` r<z0 fetchFundingRate() supports swap contracts onlyrr1r>)ryr3r%r1rrrBparse_funding_raters rfetch_funding_ratedelta.fetch_funding_rate s V$f~DGG&XXY Y fTl ..t{{7/KL\(B7&&v66rcUR5 URU5nSS0nURURX255nUR US/5nUR XQ5$)ar fetch the funding rate for multiple markets https://docs.delta.exchange/#get-tickers-for-products :param str[]|None symbols: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `funding rate structures `, indexed by market symbols contract_typesrr>)ryrrrrcparse_funding_rates)rrrDrrEratess rfetch_funding_ratesdelta.fetch_funding_rates: sn %%g. 1 ((W)EF`x26''77rcURUSS5nURUS5nURUS5n[R"US5n0SU_SUR XB5_SUR US5_S UR US 5_S S_S S_SU_S UR U5_SURU5_SS_SS_SS_SS_SS_SS_SS_SS_SS0E$)Nr/r@r funding_raterr&rrrr interestRateestimatedSettlePricer. fundingRatefundingTimestampfundingDatetimenextFundingRatenextFundingTimestampnextFundingDatetimepreviousFundingRatepreviousFundingTimestamppreviousFundingDatetimeinterval)rCr)r+ string_divrrirr)rrr3r/r2fundingRateStringrs rrdelta.parse_funding_rate| shV--h UK ##Hh7 ,,X~F(():EB  H d&&x8  ))(LA  $**8\B  D  #D      Y/  4,,[9    t  t  #D  "4  "4 '! " &t# $ %  rc(URXSU5$)a@ add margin https://docs.delta.exchange/#add-remove-position-margin :param str symbol: unified market symbol :param float amount: amount of margin to add :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `margin structure ` addmodify_margin_helperrrrrDs r add_margindelta.add_margin s((GGrc(URXSU5$)a] remove margin from a position https://docs.delta.exchange/#add-remove-position-margin :param str symbol: unified market symbol :param float amount: the amount of margin to remove :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `margin structure ` reducerrs r reduce_margindelta.reduce_margin s((6JJrc,UR5 URU5n[U5nUS:Xa[R"US5nUSUS.nUR UR Xd55nURUS05nURX5$)Nrz-1r`)r2 delta_marginr>) ryr3rr+ string_mul privatePostPositionsChangeMarginrrBparse_margin_modification) rrrrrDr3rrEr>s rrdelta.modify_margin_helper s V$V 8 ''5F -" 88W9UV0(B7--f==rdatac URUS5nURX25nUUSSSSURUS5SSSSS. $)Nr>risolatedr;) r&rrrrr$rarMr/r.)r)r:ri)rrr3r2s rrdelta.parse_margin_modification sa*##D*:;!!(3X&$%%dH5  rcUR5 URU5nUS(d[URS-5eSUS0nUR UR XB55nUR US05nURXc5$)a7 retrieves the open interest of a derivative market https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol :param str symbol: unified market symbol :param dict [params]: exchange specific parameters :returns dict} an open interest structure{@link https://docs.ccxt.com/#/?id=open-interest-structure: rz3 fetchOpenInterest() supports contract markets onlyrr1r>)ryr3r$r1rrrBparse_open_interestrs rfetch_open_interestdelta.fetch_open_interest# s V$j!TWW'\\] ] fTl ..t{{7/KLj(B7''77rc >URUSS5nURUS5nURURXB5UR US5UR US5UR US5UR US5UUR U5US.U5$) Nr/r@roi_value oi_value_usd oi_contractsoi)rrropenInterestAmountopenInterestValuer/r.r&)rCr)safe_open_interestrrir)rinterestr3r/r2s rrdelta.parse_open_interestl sd--h UK ##Hh7&&&&x8**8Z@++HnE"&"2"28^"L!%!1!1(D!A" Y/ (    rcUR5 URU5nSUS0nURURXB55nUR US05nUR Xc5$)a$ fetch the set leverage for a market https://docs.delta.exchange/#get-order-leverage :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `leverage structure ` r2r`r>)ryr3)privateGetProductsProductIdOrdersLeveragerrBparse_leveragers rfetch_leveragedelta.fetch_leverage so V$ &- AA$++gB^_(B7""622rrcURUS5nURUS5nUURX25URUS5UUS.$)N index_symbolr margin_mode)r&rr longLeverage shortLeverage)r)rfrsafe_string_lower)rrr3r2 leverageValues rrdelta.parse_leverage sW##Hn=))(J? &&x800=I)*   rcUc[URS-5eUR5 URU5nUSUS.nUR UR XS55$)a) set the level of leverage for a market https://docs.delta.exchange/#change-order-leverage :param float leverage: the rate of leverage :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: response from the exchange z) setLeverage() requires a symbol argumentr`)r2r)r#r1ryr3*privatePostProductsProductIdOrdersLeverager)rrrrDr3rs r set_leveragedelta.set_leverage sf >#DGG.Y$YZ Z V$ -  >>t{{7?[\\rc:UR5 SnUbURU5nSS0nUbX6S'URURXd55nUR US/5nUR X5n UR U S5n URXSX#5$)a fetches historical settlement records https://docs.delta.exchange/#get-product-settlement-prices :param str symbol: unified market symbol of the settlement history :param int [since]: timestamp in ms :param int [limit]: number of records :param dict [params]: exchange specific params :returns dict[]: a list of `settlement history objects ` Nstatesexpiredrr>r/r)ryr3rrrcparse_settlementssort_byfilter_by_symbol_since_limit) rrrrrDr3rrEr> settlementssorteds rfetch_settlement_historydelta.fetch_settlement_history s   [[(F i   #(K ))$++g*FGv(B7,,V< k;7009I5XXrcURUS5nURUS5nUURXB5URUS5URU5US.$)Nrrsettlement_price)r&rrr/r.)r)rrir+)r settlementr3r.r2s rparse_settlementdelta.parse_settlementK sel##J0AB##J9&&x8%%j2DE1   rc/n[S[U55H&nURURXU55 M( U$)Nr)rdrerr1)rr*r3r>rms rr'delta.parse_settlements s=q#k*+A MM$// G H, rcUR5 URU5nSUS0nURURXB55nUR US05nUR Xc5$)a fetches an option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol :param str symbol: unified symbol of the market to fetch greeks for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `greeks structure ` rr1r>)ryr3rrrB parse_greeksrs r fetch_greeksdelta.fetch_greeks so V$ fTl ..t{{7/KLj(B7  00rgreeksc URUSS5nURUS5nURXB5nURUS05nURUS05n0SU_SU_SUR U5_SUR US5_SUR US5_S UR US 5_S UR US 5_S UR US 5_S UR US 5_SUR US5_SUR US5_SUR US5_SUR US5_SUR US5_SUR US5_SUR US5_SS_UR US5US.E$)Nr/r@rr9rr.r-gammathetavegarhobidSizeraskSizerbidImpliedVolatilitybid_ivaskImpliedVolatilityask_ivmarkImpliedVolatilitymark_ivbidPriceraskPricerrr lastPricer)underlyingPricer&)rCr)rrBrri)rr9r3r/r2rrrs rr6delta.parse_greeks sd--fk5I ##FH5!!(3vx4"5 f    Y/  T%%eW5  T%%eW5  T%%eW5   D$$UF3  4##E51  t'' ;  t'' ;  #D$4$4VX$F  #D$4$4VX$F  $T%5%5fi%H  ((<  ((< ))&,?! " # $ $// E'  rcUR5 SSS.nURURX!55nURUR US055nU/$)a9 closes all open positions for a market type https://docs.delta.exchange/#close-all-positions :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.user_id]: the users id :returns dict[]: A list of `position structures ` T)close_all_portfolioclose_all_isolatedr>)ryprivatePostPositionsCloseAllrr4rB)rrDrrEr<s rclose_all_positionsdelta.close_all_positions% s_ #'"&  44T[[5QR&&t~~h"'MNzrcUR5 SnUbURU5nURU5nURUS05nUR XS5$)aJ fetches the margin mode of a trading pair https://docs.delta.exchange/#get-user :param str symbol: unified symbol of the market to fetch the margin mode for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `margin mode structure ` Nr>)ryr3privateGetProfilerBparse_margin_mode)rrrDr3rEr>s rfetch_margin_modedelta.fetch_margin_mode< s_   [[(F))&1@(B7%%f55rrcBSnUbUSnUUURUS5S.$)Nrr)r&rrrV)rrr3rs rrTdelta.parse_margin_mode s7  H%F**:}E  rcUR5 URU5nSUS0nURURXB55nUR US05nUR USU5$)aW fetches option data that is commonly found in an option chain https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `option chain structure ` rr1r>N)ryr3rrrB parse_optionrs r fetch_optiondelta.fetch_option ss V$ fTl ..t{{7/KLj(B7  v66rrqc"URUS5nURXC5nURUS05nURUSS5n0SU_SS_SUS_SU_SUR U5_SUR US 5_S UR US 5_S UR US 5_SUR US5_SUR US5_SUR US5_SS_SUR US5_SS_SS_SUR US5_SS_$)Nrrr/r@r&rnr.impliedVolatilityrF openInterestr rGrrHrmidPriceimpact_mid_pricerrrIrJrrrrrr)r)r:rBrCrri)rrqrnr3r2rr/s rrZdelta.parse_option sd##E84!!(3x4--e[%H  E   fX&     Y/  !1!1&)!D   D,,UD9  ((<  ((<  ((1CD  ))%>    t//|D  d  $ $**5(;! " 4#  rrGETcSUR-S-URX5-nURSUU-nURX@R U55n US:XaU (aUSUR U 5-- nOUS:XaUR 5 [UR55n URU S.nX:-U-n US:Xa$U (aSUR U 5-n X- n X- nOURU 5nX- n SUS 'URURU 5URUR5[R5n XS 'XXeS .$) Nrrr?r)zapi-keyr/rczapplication/jsonz Content-Type signature)rPrbodyheaders)r6implode_paramsrrextract_params urlencodecheck_required_credentialsrrrjsonhmacencoderhashlibsha256)rpathrrrDrhrg requestPathrPqueryr/auth queryStringrfs rsign delta.sign(sIDLL(3.1D1DT1RR iis#k1 &"5"5d";< (?sT^^E222 I   + + -DLLN+I;;&G% 3D"%u(="=K'D&Cyy' *<' $++d"3T[[5Mw~~^I#,K dOOrreasonrPrrhrgc UcgURUS05n URU S5n U b[URS-U-n URURSX5 UR URSX5 [ U 5eg)Nerrorra rr)rBr)r1throw_exactly_matched_exceptionrthrow_broadly_matched_exceptionr!) rraryrPrrhrgrErequestHeaders requestBodyr{ errorCodefeedbacks r handle_errorsdelta.handle_errorsDs  x"5$$UF3  ww}t+H  0 01I9 _  0 01I9 _) )r)NNNN)N)NN)e__name__ __module__ __qualname____firstlineno__rrrr0rrrr:r rFrSrrtryrzr rdictrrrrrrrrrrrrr rrr+r/r5rr:r4rXrrhrrfloatrrsryr}rrrrrrr rrrrr rrrrrrrrrrrrrrr rrrwr"r,r1r'r r7r6rPrrUrTrr[rZrwr__static_attributes__ __classcell__)rs@rr-r-s#B #B H A 3A FWCWWRUWjmWzIWW!# Gs G#%F P')pZpd#( $&l$v,l\ P4PP6Pd02M13M1fM1^04BUGWUG7UGn:>b&es&e3&eY&eP]]v]]~6:UW"?3"?s"?#"?\`af\g"?H  4 (9=4^bkm5J#5J#5JS5JX[5Jrvw{r|5Jn ) )$& ,( ,D243S3:26b"5w"5T(^"5HA tA VA F::oovoobgksuM03M0iM0yM0RWM0`cM0^`drv@B.0S.0#.0Y.0i.0Y\.0lo.0`37r90s90C90v/32  @26b40c40340U40l/3TXac _ _3 _c _hlmrhs _154VZce f# fS fPS fjnotju f>BPTcgpr1?s1?#1?]`1?f-1tRV_aM?cM?M?CM?^(,$TZ\1A1AC1As1Aaefqar1Af 35t5x5;5n79$<#$<^$3#>L^#>J" d" F" N`" H79G8#G8R=F=~243S33@  t  V  x  9=R]S]#]@6:[_hjSYsSY#SYUXSYj> @ 02E13E1fE1NK 4K K 6K Z*,X.57O6O6:O6b D * 02E73E7fE7NH $H (H 6H ]cH T&eBSWP8 # s  c TX `c  rr-)2ccxt.base.exchangerccxt.abstract.deltarrpccxt.base.typesrrrrr r r r r rrrrrrrrrrrrrrrrrrtypingr ccxt.base.errorsr!r"r#r$r%r&r'r(r)ccxt.base.decimal_to_precisionr*ccxt.base.preciser+r-rrrrst (+mmmmmmmm*0.'&.)*14%y8Hky8r