(self, chain: dict, currency: Currency = None, market: Market = None)
| 7892 | return self.parse_option_chain(response, None, 'name') |
| 7893 | |
| 7894 | def parse_option(self, chain: dict, currency: Currency = None, market: Market = None) -> Option: |
| 7895 | # |
| 7896 | # { |
| 7897 | # "is_active": True, |
| 7898 | # "mark_price_round": "0.1", |
| 7899 | # "settle_fee_rate": "0.00015", |
| 7900 | # "bid1_size": 434, |
| 7901 | # "taker_fee_rate": "0.0003", |
| 7902 | # "price_limit_fee_rate": "0.1", |
| 7903 | # "order_price_round": "1", |
| 7904 | # "tag": "day", |
| 7905 | # "ref_rebate_rate": "0", |
| 7906 | # "name": "BTC_USDT-20240324-63500-P", |
| 7907 | # "strike_price": "63500", |
| 7908 | # "ask1_price": "387", |
| 7909 | # "ref_discount_rate": "0", |
| 7910 | # "order_price_deviate": "0.15", |
| 7911 | # "ask1_size": -454, |
| 7912 | # "mark_price_down": "124.3", |
| 7913 | # "orderbook_id": 29600, |
| 7914 | # "is_call": False, |
| 7915 | # "last_price": "0", |
| 7916 | # "mark_price": "366.6", |
| 7917 | # "underlying": "BTC_USDT", |
| 7918 | # "create_time": 1711118829, |
| 7919 | # "settle_limit_fee_rate": "0.1", |
| 7920 | # "orders_limit": 10, |
| 7921 | # "mark_price_up": "630", |
| 7922 | # "position_size": 0, |
| 7923 | # "order_size_max": 10000, |
| 7924 | # "position_limit": 10000, |
| 7925 | # "multiplier": "0.01", |
| 7926 | # "order_size_min": 1, |
| 7927 | # "trade_size": 0, |
| 7928 | # "underlying_price": "64084.65", |
| 7929 | # "maker_fee_rate": "0.0003", |
| 7930 | # "expiration_time": 1711267200, |
| 7931 | # "trade_id": 0, |
| 7932 | # "bid1_price": "307" |
| 7933 | # } |
| 7934 | # |
| 7935 | marketId = self.safe_string(chain, 'name') |
| 7936 | market = self.safe_market(marketId, market) |
| 7937 | timestamp = self.safe_timestamp(chain, 'create_time') |
| 7938 | return { |
| 7939 | 'info': chain, |
| 7940 | 'currency': None, |
| 7941 | 'symbol': market['symbol'], |
| 7942 | 'timestamp': timestamp, |
| 7943 | 'datetime': self.iso8601(timestamp), |
| 7944 | 'impliedVolatility': None, |
| 7945 | 'openInterest': None, |
| 7946 | 'bidPrice': self.parse_number(self.safe_number(chain, 'bid1_price')), |
| 7947 | 'askPrice': self.parse_number(self.safe_number(chain, 'ask1_price')), |
| 7948 | 'midPrice': None, |
| 7949 | 'markPrice': self.parse_number(self.safe_number(chain, 'mark_price')), |
| 7950 | 'lastPrice': self.parse_number(self.safe_number(chain, 'last_price')), |
| 7951 | 'underlyingPrice': self.parse_number(self.safe_number(chain, 'underlying_price')), |
no test coverage detected