E#iSSKrSSKJrJrJrJr SSKrSSKrSSK r SSK J r J r J r JrJrJrJrJrJrJrJr SSKJr SSKJr SSKJr SSKJr SSKJr SS KJr "S S \R>R@5r g) N) ArrayCacheArrayCacheBySymbolByIdArrayCacheBySymbolBySideArrayCacheByTimestamp) AnyBoolIntOrder OrderBookPositionStrStringsTickerTickersTrade)Client)List) ExchangeError)AuthenticationError)ArgumentsRequired) NetworkErrorc ^\rSrSrS\4U4SjjrSS04S\S\S\S\\ 4Sjjr SS04S \\S\S\S\\ 4S jjr S \ 4S jr S1S jrS04S\S\S\4SjjrS04S \\S\S\4Sjjr04SjrS \ 4SjrSrSr04S\S\4SjjrS04S \S\4SjjrS \ 4SjrSSS04S\S\S\S\S\\4 SjjrSS04S\\\S\S\4SjjrS \ 4SjrS1S\4Sjjr SSS04S\!S\S\S\\ 4Sjjr"SSS04S \S\S\S\\#4Sjjr$SSS04S\!S\S\S\\%4S jjr&S \ 4S!jr'S \ 4S"jr(S1S \ S \4S#jjr)S$r*S%r+04S&jr,S \ S\-4S'jr.S \ 4S(jr/S \ 4S)jr0S*r1S \ 4S+jr2S \ 4S,jr3S \ 4S-jr4S \ 4S.jr5S \ 4S/jr6S0r7U=r8$)2apexreturnc>UR[[U]5SSSSSSSSSSSS. SSSSS.0SS S S.0S S S SS.0URSS.S.5$)NTF) ws watchTicker watchTickerswatchOrderBook watchOrders watchTradeswatchTradesForSymbolswatchPositions watchMyTrades watchBalance watchOHLCVz;https://omni.apex.exchange/assets/logo_content-CY9uyFbz.svgrz2wss://quote.omni.apex.exchange/realtime_public?v=2z3wss://quote.omni.apex.exchange/realtime_private?v=2)publicprivatez5wss://qa-quote.omni.apex.exchange/realtime_public?v=2z6wss://qa-quote.omni.apex.exchange/realtime_private?v=2zhttps://apex.exchange/z"https://api-docs.pro.apex.exchangez`https://apex-pro.gitbook.io/apex-pro/apex-omni-live-now/trading-perpetual-contracts/trading-feesz https://omni.apex.exchange/trade)logoapitestwwwdocfeesreferraliPF)ping keepAlive)hasurlsoptions streaming) deep_extendsuperrdescriber1)self __class__s G/home/james-whalen/.local/lib/python3.13/site-packages/ccxt/pro/apex.pyr9 apex.describesdD : <# $"&##)."&!% %" V"V#X"Y#[ 0;z>#& "E&? & & NsymbolsincelimitcF# URU/X#U5IShvN $N7f)a watches information on multiple trades made in a market https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint :param str symbol: unified market symbol of the market trades were made in :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 :returns dict[]: a list of `trade structures ` N)watch_trades_for_symbols)r:r?r@rAparamss r< watch_tradesapex.watch_trades?s$22F8U6RRRRs !!symbolsc# UR5IShvN URU5n[U5nUS:Xa[URS-5e[ UR 55nURSSSS-U-n/n/n [S[U55HGn Xn URU 5n SU S -n URU 5 S U -nU RU5 MI URXyX5IShvN nUR(a6URUS5nURUS 5nURUU5nUR!XUS S 5$GNLNb7f)a get the list of most recent trades for a list of symbols https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint :param str[] symbols: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` Nrz> watchTradesForSymbols() requires a non-empty array of symbolsr+rr( ×tamp=zrecentlyTrade.H.id2trade:r? timestampT) load_marketsmarket_symbolslenridstr millisecondsr4rangemarketappend watch_topics newUpdates safe_value safe_stringgetLimitfilter_by_since_limit)r:rGr@rArD symbolsLength timeStampurltopics messageHashesir?rTtopic messageHashtradesfirst tradeSymbols r<rCapex.watch_trades_for_symbolsMs\!!!%%g.G A #DGG.n$no o))+, iit$X.>J q#g,'AZF[[(F&6E MM% "V+K   - (((VLL ??OOFA.E**5(;KOOK7E))& TRR+ " Ms#E'E"C+E'E%A E'%E'clientc4URUS05nURUS5nUnURS5nURUS5nURUSS5nUSn URURU 5n U c6UR UR SS5n [U 5n XRU '[U5n [SU 5H/n X- S - nURX^U5nU RU5 M1 S U -nURU U5 g) Ndatarb.r? tradesLimitrrK) rXrYsplit safe_marketrd safe_integerr5rrOrSparse_ws_traderUresolve)r:rhmessagerjrbrdpartsmarketIdrTr?storedrAlengthjindexparsedrcs r< handle_tradesapex.handle_tradesps*w3  '2 C ##E1-!!(D$7!f5 >%%dllM4HE&F"(KK Vq&!AJNE((?F MM& !"$f, v{+r>c~URU/SQ5nURUSS/5nURXBS5nUSnURU/SQ5nURUSS/5nURUSS/5nURU/S Q5n UR UUUUR U5USSUSUU SSS . U5$) N)rarPvsr?)tT createdAtSsidepprice)qrsize) rPinforLdatetimer?ordertyper takerOrMakerramountcostfee) safe_string_nrqsafe_integer_nsafe_string_lower_n safe_tradeiso8601) r:traderTrPrwr?rLrrrs r<rsapex.parse_ws_trades  '7 8%%ec8_=!!(D9!''/FG ''V}=""53.9##E+=>" Y/    r>cD# URU/X#5IShvN $N7f)a watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return. :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols N)watch_order_book_for_symbols)r:r?rArDs r<watch_order_bookapex.watch_order_books"66xOOOOs   cd# UR5IShvN [U5nUS:Xa[URS-5eUR U5n[ UR 55nURSSSS-U-n/n/n[S[U55H[n Xn URU 5n UcSnS [ U5-S -U S -n URU 5 S U -n URU 5 M] URXhXs5IShvN nUR5$GNN7f) a watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint :param str[] symbols: unified array of symbols :param int [limit]: the maximum amount of order book entries to return. :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols NrzA watchOrderBookForSymbols() requires a non-empty array of symbolsr+rr(rI orderBookz.H.rJ orderbook:) rMrOrrPrNrQrRr4rSrTrUrVrA)r:rGrArDr\r]r^r_r`rar?rTrbrc orderbooks r<r!apex.watch_order_book_for_symbolss1!!!G A #DGG.q$qr r%%g.))+, iit$X.>J q#g,'AZF[[(F}#e*,u4ve}DE MM% &/K   -(++COO   ' "$Ps"D0D+C?D0D.D0.D0cn# SUS.nURXT5nURXXb5IShvN $N7f)N subscribeopargs)extendwatch_multiple)r:r^r`r_rDrequestrus r<rVapex.watch_topicss; 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))+, iit$X.>Jq#g,'AZF[[(F,ve}DDcURUSS5nURUSS5nURUS05nSnSnUS:XaURU5nUSnOUS:XaURS5n[ U5n URXS - 5n UR U SS5n U SnURUR U05n URU S 05n URX5nURU5nURUS S 5nXS 'URU5US'XpR U'SU-nURUR UU5 g)Nrbrrjrr?rrkrorrrrLrr) rYr parse_tickerrprOrqrrrrrt)r:rhrurb updateTyperjr?r| topicParts topicLengthrwrTr rawTickermergedrLrcs r< handle_tickerapex.handle_tickerhs],  '26%%gvr: ~~gvr2 * $&&t,FH%F 7 "S)Jj/K'' !ODH%%hd;FH%F^^DLL&"=Fvvr:I[[1F&&v.F--gtUC '{!\\)4z% V&( t||F+[9r>1m timeframec`# SUS'URX//X4U5IShvN nXaU$N 7f)a` watches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume r'callerMethodNameN)watch_ohlcv_for_symbols)r:r?rr@rArDrs r< watch_ohlcvapex.watch_ohlcvsC&2!"33f5H4I5Y_``~i((as ., .symbolsAndTimeframesc# UR5IShvN [UR55nURSSSS-U-n/n/n[ S[ U55Hn Xn UR U S5n URU 5n U Sn UR U SS 5n UR URX5nURS U-S -U -5 URS U -S -U -5 M URXhXt5IShvN unnnUR(aURX5nURUX#SS5nURUUU5$GNONT7f)a~ watches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint :param str[][] symbolsAndTimeframes: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']] :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A list of candles ordered, open, high, low, close, volume Nr+rr(rIrrJro1zcandle.rkohlcv::::T)rMrQrRr4rSrOrYrT timeframesrUrVrWrZr[create_ohlcv_object)r:rr@rArDr]r^ rawHashesr`rarj symbolStringrTunfiedTimeframe timeframeIdr?rrxfiltereds r<rapex.watch_ohlcv_for_symbolssn!!!))+, iit$X.>J  q#234A'*D++D!4L[[.F!%=L"..tQc URUS5URUS5URUS5URUS5URUS5URUSS5/$)Nstartopenhighlowclosevolumeturnover)rr safe_number safe_number_2)r:ohlcvrTs r<rapex.parse_ws_ohlcvsp"   eW -   UF +   UF +   UE *   UG ,   uh ;   r>c# SnUR5IShvN UbURU5nUSU-- n[UR55nURSSSS-U-nUR U5IShvN UR Xu/S/U5IShvN nUR(aURX5nURXX#S5$NNXN=7f) a. watches information on multiple trades made by the user https://api-docs.pro.apex.exchange/#private-websocket :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 boolean [params.unifiedMargin]: use unified margin account :returns dict[]: a list of `order structures ` myTradesN:r+rr)rIT rMr?rQrRr4 authenticaterVrWrZfilter_by_symbol_since_limit) r:r?r@rArDrcr]r^rds r<watch_my_tradesapex.watch_my_tradess! !!!  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