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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/ "(   rsincec # UR5IShvN URU5nSUS0nURURXd55IShvN nUR US/5nUR XX#5$NiN+7f)a get the list of most recent trades for a particular symbol https://docs.delta.exchange/#get-public-trades :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns Trade[]: a list of `trade structures ` Nrr1r>)ryr3publicGetTradesSymbolrrc parse_trades) rrrrrDr3rrEr>s r fetch_tradesdelta.fetch_tradess!!!V$ fTl 33DKK4PQQ (B7  >>- " Rs!BB?BB*BBc URUS5URUS5URUS5URUS5URUS5URUS5/$)Ntimerrrrr)safe_timestampri)rohlcvr3s r parse_ohlcvdelta.parse_ohlcvsn   v .   UF +   UF +   UE *   UG ,   UH -   rr~ timeframecD# UR5IShvN URU5nSURURX"50nUR U5nU(aUOSnUR USS5n U SLn U (aUR U 5n Uc(U (aU OUR5n XS'XU-- US'O8UR US- 5n XS'U (aU OURXU-5US'URUS 5n U S :Xa S US -US 'OU S:XaUSSS US 'OUS US 'URUS S/5nURURXu55IShvN nURUS/5nURXX#U5$GNN-7f)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 N resolutionruntilr@endstartirrzMARK: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) $t||=TVX Yq#h-(AkG))':>J~~&;HH"*"2:&9IDllnG#//CGG "..w8KLGFO"4L)  ((rc# UR5IShvN URU5IShvN nURU5$N.N7f)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 ` N)ryprivateGetWalletBalancesr,)rrDrEs r fetch_balancedelta.fetch_balancepsG!!!66v>>,!!(++/ ">sA AA AA A c # UR5IShvN URU5nSUS0nURURXB55IShvN nUR US05nUR Xc5$NhN*7f)ae fetch data on a single open contract trade position https://docs.delta.exchange/#get-position :param str symbol: unified market symbol of the market the position is held in, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `position structure ` N product_idr`r>)ryr3privateGetPositionsrrBparse_positionrs rfetch_positiondelta.fetch_positions!!!V$ &- 11$++g2NOO(B7""622# " Prc# UR5IShvN URU5IShvN nURUS/5nURXA5$NAN*7f)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 ` Nr>)ryprivateGetPositionsMarginedrcparse_positions)rrrDrEr>s rfetch_positionsdelta.fetch_positionssY!!!99&AA,(B7##F441 "AsAAAA)AApositionc 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 rr5delta.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)rpendingrS 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@r3rxrrrrrr limit_pricer unfilled_sizeaverage_fill_pricepaid_commissionr&rr clientOrderIdr/r.lastTradeTimestamprrrrrfilled remainingrMr^trades) r)r(r+rCrBr safe_valuerYrrg safe_orderr)rrr3r1ra createdAtr/r2rxrrMrrrrrdrr^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% & ' rrrrrc6# UR5IShvN US-nURU5nUSURUSU5UUS.n US:XaURUSU5U S'UR USS 5n UR USS /5nU bXS 'UR US 5n U (aXS 'UR US 5nURURX55IShvN n URU S 05n URX5$NN*7f) a create a trade order https://docs.delta.exchange/#place-order :param str symbol: unified symbol of the market to create an order in :param str type: 'market' or 'limit' :param str side: 'buy' or 'sell' :param float amount: how much of currency you want to trade in units of base currency :param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param bool [params.reduceOnly]: *contract only* indicates if self order is to reduce the size of a position :returns dict: an `order structure ` Nrr`r)r3rrrrr]rar\ reduceOnly reduce_onlyr>) ryr3amount_to_precisionprice_to_precision safe_string_2r safe_boolprivatePostOrdersrrBri)rrrrrrrD orderTyper3rrarlrEr>s r create_orderdelta.create_orders2!!!8O V$ -,,VH-=vF#   7?%)%<%` Nr`r1r3rr]r>) ryr3intrnroprivatePutOrdersrrBri) rr1rrrrrrDr3rrEr>s r edit_orderdelta.edit_orders!!!V$b' -   !$":":6"JKGFO  %)%<%` Nz) cancelOrder() requires a symbol argumentr`rwr>) r#r1ryr3rxprivateDeleteOrdersrrBri)rr1rrDr3rrEr>s r cancel_orderdelta.cancel_orders >#DGG.Y$YZ Z!!!V$b' - 11$++g2NOOJ(3//Y " Ps"/B'B#A B';B%<(B'%B'c # Uc[URS-5eUR5IShvN URU5nSUS0nUR UR XB55nUR SU05/$NP7f)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 ` Nz- cancelAllOrders() requires a symbol argumentr3r`r&)r#r1ryr3privateDeleteOrdersAllrrg)rrrDr3rrEs rcancel_all_ordersdelta.cancel_all_ordersJs >#DGG.]$]^ ^!!!V$ &-  ..t{{7/KL OO    "s/BBABc# UR5IShvN SnUbURU5nURU/SQ5nURU/SQ5n0nSnUb-XVS'UR UR Xc55IShvN nO,XS'UR UR Xc55IShvN nURUS05nURX5$NNWN,7f)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)ra client_oid clientOidrrr>) ryr3 safe_string_nr&privateGetOrdersClientOrderIdClientOidrprivateGetOrdersOrderIdrBri) rr1rrDr3rarrEr>s r fetch_orderdelta.fetch_orderjs!!!  [[(F**63_` 6#OP  $$1L !!HHU\IeffH"$J !99$++g:VWWH2(B7//O "gXs4C#CA0C#C,C#4C!5)C#C#!C#cD# URSXX45IShvN $N7f)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 ` privateGetOrdersNfetch_orders_with_methodrrrrrDs rfetch_open_ordersdelta.fetch_open_orderss$223EvV[dddd   cD# URSXX45IShvN $N7f)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 ` privateGetOrdersHistoryNrrs rfetch_closed_ordersdelta.fetch_closed_orderss$223Lf]bkkkkrc# UR5IShvN 0nSnUbURU5nUSUS'Ub[U5S-US'UbXFS'SnUS:Xa)URUR Xe55IShvN nO.US:Xa(UR UR Xe55IShvN nUR US/5n URXX45$NNZN-7f) Nr` product_ids000 start_time page_sizerrr>)ryr3strrrrrc parse_orders) rmethodrrrrDrr3rEr>s rrdelta.fetch_orders_with_methods!!!    [[(F%+K%8GM "  $'J$6GL !  #(K  ' '!224;;w3OPPH 0 0!99$++g:VWWH0(B7  >>a "*QWs4C CA*C C.C 0C1*C C C cR# UR5IShvN 0nSnUbURU5nUSUS'Ub[U5S-US'UbX5S'URUR XT55IShvN nUR US/5nUR XX#5$NN+7f)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 --dkk'.JKK\(B7  >>C "$Ls"B'B#A"B'9B%:*B'%B'rac*# UR5IShvN 0nSnUbURU5nUSUS'UbX5S'URURXT55IShvN nUR US/5nUR XX#5$NxN+7f)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 ::4;;w;WXX,(B7  5@@K "Ys"BBAB%B&*BBc:SSSSSSSS.nURX!U5$)Npnl transactionr^rrrebate)rr] withdrawalr conversionreferral_bonuscommission_rebaterW)rrtypess rparse_ledger_entry_typedelta.parse_ledger_entry_typeq s5$'!)!)  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)rBrrrfr+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/?!!$1NN4#3#3D,#GH   y1##C););E)JK%%"& 0''/''/&&u-" Y/' ! rc# UR5IShvN URU5nSUS0nURUS5nUb&URXQ5US'UR US5nUR UR XB55IShvN nURUS05nURXs5$NN*7f)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 ` N asset_symbolr1rVr>) ryrnsafe_string_uppernetwork_code_to_idrprivateGetDepositsAddressrrBparse_deposit_address)rrarDrnrrsrEr>s rfetch_deposit_addressdelta.fetch_deposit_address s!!!==& HTN ,,VY?  "!%!8!8!KGI YYvy1F77 G8TUU$(B7))&;;9 "Vs"B>B:A:B>B<)B><B>cURUS5nURUS5nURUS5nURU5 UURXB5URU5UURUS5S.$)NaddressrrVmemo)r&rnrVrtag)r) check_addressrgrh)rdepositAddressrnrr2rrs rrdelta.parse_deposit_address s"">9=##NNC$$^Y?  7#"//C..y9##NF;   rcN# UR5IShvN URU5nUS(d[URS-5eSUS0nUR UR XB55IShvN nUR US05nURXc5$NN*7f)a7 fetch the current funding rate https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `funding rate structure ` Nr<z0 fetchFundingRate() supports swap contracts onlyrr1r>)ryr3r%r1rrrBparse_funding_raters rfetch_funding_ratedelta.fetch_funding_rate s!!!V$f~DGG&XXY Y fTl 44T[[5QRR\(B7&&v66m "S"B%B!A!B%8B#9)B%#B%c# UR5IShvN URU5nSS0nURURX255IShvN nUR US/5nUR XQ5$NeN*7f)ar fetch the funding rate for multiple markets https://docs.delta.exchange/#get-tickers-for-products :param str[]|None symbols: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `funding rate structures `, indexed by market symbols Ncontract_typesrr>)ryrrrrcparse_funding_rates)rrrDrrEratess rfetch_funding_ratesdelta.fetch_funding_rates: s!!!%%g. 1 ..t{{7/KLL`x26''77m " Ms!BA<)B>BcURUSS5nURUS5nURUS5n[R"US5n0SU_SUR XB5_SUR US5_S UR US 5_S S_S S_SU_S UR U5_SURU5_SS_SS_SS_SS_SS_SS_SS_SS_SS0E$)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# $ %  rcD# URXSU5IShvN $N7f)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 ` addNmodify_margin_helperrrrrDs r add_margindelta.add_margin s"..vufMMMMrcD# URXSU5IShvN $N7f)a] remove margin from a position https://docs.delta.exchange/#add-remove-position-margin :param str symbol: unified market symbol :param float amount: the amount of margin to remove :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `margin structure ` reduceNrrs r reduce_margindelta.reduce_margin s"..vxPPPPrc\# UR5IShvN URU5n[U5nUS:Xa[R"US5nUSUS.nUR UR Xd55IShvN nURUS05nURX5$NN*7f)Nrz-1r`)r3 delta_marginr>) ryr3rr+ string_mul privatePostPositionsChangeMarginrrBparse_margin_modification) rrrrrDr3rrEr>s rrdelta.modify_margin_helper s!!!V$V 8 ''5F -" >>t{{7?[\\0(B7--f==E "]s"B,B(A(B,?B*)B,*B,datac URUS5nURX25nUUSSSSURUS5SSSSS. $)Nr?risolatedr;) r&rrrrr%rarMr/r.)r)r:ri)rrr3r2s rrdelta.parse_margin_modification sa*##D*:;!!(3X&$%%dH5  rcN# UR5IShvN URU5nUS(d[URS-5eSUS0nUR UR XB55IShvN nUR US05nURXc5$NN*7f)a7 retrieves the open interest of a derivative market https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol :param str symbol: unified market symbol :param dict [params]: exchange specific parameters :returns dict} an open interest structure{@link https://docs.ccxt.com/#/?id=open-interest-structure: Nrz3 fetchOpenInterest() supports contract markets onlyrr1r>)ryr3r$r1rrrBparse_open_interestrs rfetch_open_interestdelta.fetch_open_interest# s!!!V$j!TWW'\\] ] fTl 44T[[5QRRj(B7''77{ "Src >URUSS5nURUS5nURURXB5UR US5UR US5UR US5UR US5UUR U5US.U5$) Nr/r@roi_value oi_value_usd oi_contractsoi)rrropenInterestAmountopenInterestValuer/r.r&)rCr)safe_open_interestrrir)rinterestr3r/r2s rr delta.parse_open_interestl sd--h UK ##Hh7&&&&x8**8Z@++HnE"&"2"28^"L!%!1!1(D!A" Y/ (    rc # UR5IShvN URU5nSUS0nURURXB55IShvN nUR US05nUR Xc5$NhN*7f)a$ 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 ` Nr3r`r>)ryr3)privateGetProductsProductIdOrdersLeveragerrBparse_leveragers rfetch_leveragedelta.fetch_leverage s!!!V$ &- GG T[Hdee(B7""622) " frrcURUS5nURUS5nUURX25URUS5UUS.$)N index_symbolr margin_mode)r&rr longLeverage shortLeverage)r)rfrsafe_string_lower)rrr3r2 leverageValues rrdelta.parse_leverage sW##Hn=))(J? &&x800=I)*   rc# Uc[URS-5eUR5IShvN URU5nUSUS.nUR UR XS55IShvN $NEN7f)a) set the level of leverage for a market https://docs.delta.exchange/#change-order-leverage :param float leverage: the rate of leverage :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: response from the exchange Nz) setLeverage() requires a symbol argumentr`)r3r)r#r1ryr3*privatePostProductsProductIdOrdersLeverager)rrrrDr3rs r set_leveragedelta.set_leverage s~ >#DGG.Y$YZ Z!!!V$ -  DDT[[QXEabbb# ""cs"/A;A7AA;2A93A;9A;cj# UR5IShvN SnUbURU5nSS0nUbX6S'URURXd55IShvN nUR US/5nUR X5n UR U S5n URXSX#5$NNQ7f)a fetches historical settlement records https://docs.delta.exchange/#get-product-settlement-prices :param str symbol: unified market symbol of the settlement history :param int [since]: timestamp in ms :param int [limit]: number of records :param dict [params]: exchange specific params :returns dict[]: a list of `settlement history objects ` Nstatesexpiredrr>r/r)ryr3rrrcparse_settlementssort_byfilter_by_symbol_since_limit) rrrrrDr3rrEr> settlementssorteds rfetch_settlement_historydelta.fetch_settlement_history s!!!  [[(F i   #(K // G0LMMv(B7,,V< k;7009I5XXO "Ns#B3B/AB3B1 AB31B3cURUS5nURUS5nUURXB5URUS5URU5US.$)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$)Nr)rdrerr4)rr-r3r>rms rr*delta.parse_settlements s=q#k*+A MM$// G H, rc # UR5IShvN URU5nSUS0nURURXB55IShvN nUR US05nUR Xc5$NhN*7f)a fetches an option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol :param str symbol: unified symbol of the market to fetch greeks for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `greeks structure ` Nrr1r>)ryr3rrrB parse_greeksrs r fetch_greeksdelta.fetch_greeks s!!!V$ fTl 44T[[5QRRj(B7  00w " Srgreeksc 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@rr<rr.r-gammathetavegarhobidSizeraskSizerbidImpliedVolatilitybid_ivaskImpliedVolatilityask_ivmarkImpliedVolatilitymark_ivbidPriceraskPricerrr lastPricer)underlyingPricer&)rCr)rrBrri)rr<r3r/r2rrrs rr9delta.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  ((<  ((< ))&,?! " # $ $// E'  rc# UR5IShvN SSS.nURURX!55IShvN nURUR US055nU/$NVN+7f)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 ` NT)close_all_portfolioclose_all_isolatedr>)ryprivatePostPositionsCloseAllrr5rB)rrDrrEr=s rclose_all_positionsdelta.close_all_positions% sv!!!#'"&  ::4;;w;WXX&&t~~h"'MNz " Ys!A1A-,A1A/*A1/A1c# UR5IShvN SnUbURU5nURU5IShvN nURUS05nUR XS5$NWN*7f)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< sv!!!  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