ccxt 4.2.39__py2.py3-none-any.whl → 4.2.40__py2.py3-none-any.whl

ccxt/bingx.py

@@ -153,6 +153,7 @@ class bingx(Exchange, ImplicitAPI):
                                 'trade/order': 3,
                                 'trade/cancel': 3,
                                 'trade/batchOrders': 3,
+                                'trade/order/cancelReplace': 3,
                                 'trade/cancelOrders': 3,
                                 'trade/cancelOpenOrders': 3,
                             },
@@ -174,12 +175,19 @@ class bingx(Exchange, ImplicitAPI):
                 },
                 'swap': {
                     'v1': {
+                        'public': {
+                            'get': {
+                                'ticker/price': 1,
+                            },
+                        },
                         'private': {
                             'get': {
                                 'positionSide/dual': 1,
                                 'market/markPriceKlines': 1,
+                                'trade/batchCancelReplace': 1,
                             },
                             'post': {
+                                'trade/cancelReplace': 1,
                                 'positionSide/dual': 1,
                             },
                         },
@@ -2116,21 +2124,102 @@ class bingx(Exchange, ImplicitAPI):
         #        reduceOnly: False
         #    }
         #
+        # editOrder(swap)
+        #
+        #    {
+        #        cancelResult: 'true',
+        #        cancelMsg: '',
+        #        cancelResponse: {
+        #            cancelClientOrderId: '',
+        #            cancelOrderId: '1755336244265705472',
+        #            symbol: 'SOL-USDT',
+        #            orderId: '1755336244265705472',
+        #            side: 'SELL',
+        #            positionSide: 'SHORT',
+        #            type: 'LIMIT',
+        #            origQty: '1',
+        #            price: '100.000',
+        #            executedQty: '0',
+        #            avgPrice: '0.000',
+        #            cumQuote: '0',
+        #            stopPrice: '',
+        #            profit: '0.0000',
+        #            commission: '0.000000',
+        #            status: 'PENDING',
+        #            time: '1707339747860',
+        #            updateTime: '1707339747860',
+        #            clientOrderId: '',
+        #            leverage: '20X',
+        #            workingType: 'MARK_PRICE',
+        #            onlyOnePosition: False,
+        #            reduceOnly: False
+        #        },
+        #        replaceResult: 'true',
+        #        replaceMsg: '',
+        #        newOrderResponse: {
+        #            orderId: '1755338440612995072',
+        #            symbol: 'SOL-USDT',
+        #            positionSide: 'SHORT',
+        #            side: 'SELL',
+        #            type: 'LIMIT',
+        #            price: '99',
+        #            quantity: '2',
+        #            stopPrice: '0',
+        #            workingType: 'MARK_PRICE',
+        #            clientOrderID: '',
+        #            timeInForce: 'GTC',
+        #            priceRate: '0',
+        #            stopLoss: '',
+        #            takeProfit: '',
+        #            reduceOnly: False
+        #        }
+        #    }
+        #
+        # editOrder(spot)
+        #
+        #    {
+        #        cancelResult: {code: '0', msg: '', result: True},
+        #        openResult: {code: '0', msg: '', result: True},
+        #        orderOpenResponse: {
+        #            symbol: 'SOL-USDT',
+        #            orderId: '1755334007697866752',
+        #            transactTime: '1707339214620',
+        #            price: '99',
+        #            stopPrice: '0',
+        #            origQty: '0.2',
+        #            executedQty: '0',
+        #            cummulativeQuoteQty: '0',
+        #            status: 'PENDING',
+        #            type: 'LIMIT',
+        #            side: 'SELL',
+        #            clientOrderID: ''
+        #        },
+        #        orderCancelResponse: {
+        #            symbol: 'SOL-USDT',
+        #            orderId: '1755117055251480576',
+        #            price: '100',
+        #            stopPrice: '0',
+        #            origQty: '0.2',
+        #            executedQty: '0',
+        #            cummulativeQuoteQty: '0',
+        #            status: 'CANCELED',
+        #            type: 'LIMIT',
+        #            side: 'SELL'
+        #        }
+        #    }
+        #
+        info = order
+        newOrder = self.safe_dict_2(order, 'newOrderResponse', 'orderOpenResponse')
+        if newOrder is not None:
+            order = newOrder
         positionSide = self.safe_string_2(order, 'positionSide', 'ps')
         marketType = 'spot' if (positionSide is None) else 'swap'
         marketId = self.safe_string_2(order, 'symbol', 's')
         if market is None:
             market = self.safe_market(marketId, None, None, marketType)
-        symbol = self.safe_symbol(marketId, market, '-', marketType)
-        orderId = self.safe_string_2(order, 'orderId', 'i')
         side = self.safe_string_lower_2(order, 'side', 'S')
-        type = self.safe_string_lower_2(order, 'type', 'o')
         timestamp = self.safe_integer_n(order, ['time', 'transactTime', 'E'])
         lastTradeTimestamp = self.safe_integer_2(order, 'updateTime', 'T')
-        price = self.safe_string_2(order, 'price', 'p')
-        average = self.safe_string_2(order, 'avgPrice', 'ap')
-        amount = self.safe_string_2(order, 'origQty', 'q')
-        filled = self.safe_string_2(order, 'executedQty', 'z')
         statusId = self.safe_string_2(order, 'status', 'X')
         feeCurrencyCode = self.safe_string_2(order, 'feeAsset', 'N')
         feeCost = self.safe_string_n(order, ['fee', 'commission', 'n'])
@@ -2142,11 +2231,6 @@ class bingx(Exchange, ImplicitAPI):
                     feeCurrencyCode = market['quote']
             else:
                 feeCurrencyCode = market['quote']
-        fee = {
-            'currency': feeCurrencyCode,
-            'cost': Precise.string_abs(feeCost),
-        }
-        clientOrderId = self.safe_string_n(order, ['clientOrderID', 'origClientOrderId', 'c'])
         stopLoss = self.safe_value(order, 'stopLoss')
         stopLossPrice = None
         if (stopLoss is not None) and (stopLoss != ''):
@@ -2166,31 +2250,35 @@ class bingx(Exchange, ImplicitAPI):
                 takeProfit = self.parse_json(takeProfit)
             takeProfitPrice = self.safe_number(takeProfit, 'stopPrice')
         return self.safe_order({
-            'info': order,
-            'id': orderId,
-            'clientOrderId': clientOrderId,
+            'info': info,
+            'id': self.safe_string_2(order, 'orderId', 'i'),
+            'clientOrderId': self.safe_string_n(order, ['clientOrderID', 'origClientOrderId', 'c']),
+            'symbol': self.safe_symbol(marketId, market, '-', marketType),
             'timestamp': timestamp,
             'datetime': self.iso8601(timestamp),
             'lastTradeTimestamp': lastTradeTimestamp,
             'lastUpdateTimestamp': self.safe_integer(order, 'updateTime'),
-            'symbol': symbol,
-            'type': type,
-            'timeInForce': None,
+            'type': self.safe_string_lower_2(order, 'type', 'o'),
+            'timeInForce': self.safe_string(order, 'timeInForce'),
             'postOnly': None,
             'side': self.parse_order_side(side),
-            'price': price,
+            'price': self.safe_string_2(order, 'price', 'p'),
             'stopPrice': self.safe_number(order, 'stopPrice'),
             'triggerPrice': self.safe_number(order, 'stopPrice'),
             'stopLossPrice': stopLossPrice,
             'takeProfitPrice': takeProfitPrice,
-            'average': average,
+            'average': self.safe_string_2(order, 'avgPrice', 'ap'),
             'cost': None,
-            'amount': amount,
-            'filled': filled,
+            'amount': self.safe_string_n(order, ['origQty', 'q', 'quantity']),
+            'filled': self.safe_string_2(order, 'executedQty', 'z'),
             'remaining': None,
             'status': self.parse_order_status(statusId),
-            'fee': fee,
+            'fee': {
+                'currency': feeCurrencyCode,
+                'cost': Precise.string_abs(feeCost),
+            },
             'trades': None,
+            'reduceOnly': self.safe_bool(order, 'reduceOnly'),
         }, market)
 
     def parse_order_status(self, status):
@@ -3587,6 +3675,140 @@ class bingx(Exchange, ImplicitAPI):
         #
         return self.swapV1PrivatePostPositionSideDual(self.extend(request, params))
 
+    def edit_order(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: float = None, price: float = None, params={}) -> Order:
+        """
+        cancels an order and places a new order
+        :see: https://bingx-api.github.io/docs/#/en-us/spot/trade-api.html#Cancel%20order%20and%20place%20a%20new%20order  # spot
+        :see: https://bingx-api.github.io/docs/#/en-us/swapV2/trade-api.html#Cancel%20an%20order%20and%20then%20Place%20a%20new%20order  # swap
+        :param str id: order id
+        :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 the currency you want to trade in units of the base currency
+        :param float [price]: the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.stopPrice]: Trigger price used for TAKE_STOP_LIMIT, TAKE_STOP_MARKET, TRIGGER_LIMIT, TRIGGER_MARKET order types.
+        :param dict [params.takeProfit]: *takeProfit object in params* containing the triggerPrice at which the attached take profit order will be triggered
+        :param float [params.takeProfit.triggerPrice]: take profit trigger price
+        :param dict [params.stopLoss]: *stopLoss object in params* containing the triggerPrice at which the attached stop loss order will be triggered
+        :param float [params.stopLoss.triggerPrice]: stop loss trigger price
+         *
+         * EXCHANGE SPECIFIC PARAMETERS
+        :param str [params.cancelClientOrderID]: the user-defined id of the order to be canceled, 1-40 characters, different orders cannot use the same clientOrderID, only supports a query range of 2 hours
+        :param str [params.cancelRestrictions]: cancel orders with specified status, NEW: New order, PENDING: Pending order, PARTIALLY_FILLED: Partially filled
+        :param str [params.cancelReplaceMode]: STOP_ON_FAILURE - if the cancel order fails, it will not continue to place a new order, ALLOW_FAILURE - regardless of whether the cancel order succeeds or fails, it will continue to place a new order
+        :param float [params.quoteOrderQty]: order amount
+        :param str [params.newClientOrderId]: custom order id consisting of letters, numbers, and _, 1-40 characters, different orders cannot use the same newClientOrderId.
+        :param str [params.positionSide]: *contract only* position direction, required for single position, for both long and short positions only LONG or SHORT can be chosen, defaults to LONG if empty
+        :param str [params.reduceOnly]: *contract only* True or False, default=false for single position mode. self parameter is not accepted for both long and short positions mode
+        :param float [params.priceRate]: *contract only* for type TRAILING_STOP_Market, Max = 1
+        :param str [params.workingType]: *contract only* StopPrice trigger price types, MARK_PRICE(default), CONTRACT_PRICE, or INDEX_PRICE
+        :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        self.load_markets()
+        market = self.market(symbol)
+        request = self.create_order_request(symbol, type, side, amount, price, params)
+        request['cancelOrderId'] = id
+        request['cancelReplaceMode'] = 'STOP_ON_FAILURE'
+        response = None
+        if market['swap']:
+            response = self.swapV1PrivatePostTradeCancelReplace(self.extend(request, params))
+            #
+            #    {
+            #        code: '0',
+            #        msg: '',
+            #        data: {
+            #            cancelResult: 'true',
+            #            cancelMsg: '',
+            #            cancelResponse: {
+            #                cancelClientOrderId: '',
+            #                cancelOrderId: '1755336244265705472',
+            #                symbol: 'SOL-USDT',
+            #                orderId: '1755336244265705472',
+            #                side: 'SELL',
+            #                positionSide: 'SHORT',
+            #                type: 'LIMIT',
+            #                origQty: '1',
+            #                price: '100.000',
+            #                executedQty: '0',
+            #                avgPrice: '0.000',
+            #                cumQuote: '0',
+            #                stopPrice: '',
+            #                profit: '0.0000',
+            #                commission: '0.000000',
+            #                status: 'PENDING',
+            #                time: '1707339747860',
+            #                updateTime: '1707339747860',
+            #                clientOrderId: '',
+            #                leverage: '20X',
+            #                workingType: 'MARK_PRICE',
+            #                onlyOnePosition: False,
+            #                reduceOnly: False
+            #            },
+            #            replaceResult: 'true',
+            #            replaceMsg: '',
+            #            newOrderResponse: {
+            #                orderId: '1755338440612995072',
+            #                symbol: 'SOL-USDT',
+            #                positionSide: 'SHORT',
+            #                side: 'SELL',
+            #                type: 'LIMIT',
+            #                price: '99',
+            #                quantity: '2',
+            #                stopPrice: '0',
+            #                workingType: 'MARK_PRICE',
+            #                clientOrderID: '',
+            #                timeInForce: 'GTC',
+            #                priceRate: '0',
+            #                stopLoss: '',
+            #                takeProfit: '',
+            #                reduceOnly: False
+            #            }
+            #        }
+            #    }
+            #
+        else:
+            response = self.spotV1PrivatePostTradeOrderCancelReplace(self.extend(request, params))
+            #
+            #    {
+            #        code: '0',
+            #        msg: '',
+            #        debugMsg: '',
+            #        data: {
+            #            cancelResult: {code: '0', msg: '', result: True},
+            #            openResult: {code: '0', msg: '', result: True},
+            #            orderOpenResponse: {
+            #                symbol: 'SOL-USDT',
+            #                orderId: '1755334007697866752',
+            #                transactTime: '1707339214620',
+            #                price: '99',
+            #                stopPrice: '0',
+            #                origQty: '0.2',
+            #                executedQty: '0',
+            #                cummulativeQuoteQty: '0',
+            #                status: 'PENDING',
+            #                type: 'LIMIT',
+            #                side: 'SELL',
+            #                clientOrderID: ''
+            #            },
+            #            orderCancelResponse: {
+            #                symbol: 'SOL-USDT',
+            #                orderId: '1755117055251480576',
+            #                price: '100',
+            #                stopPrice: '0',
+            #                origQty: '0.2',
+            #                executedQty: '0',
+            #                cummulativeQuoteQty: '0',
+            #                status: 'CANCELED',
+            #                type: 'LIMIT',
+            #                side: 'SELL'
+            #            }
+            #        }
+            #    }
+            #
+        data = self.safe_dict(response, 'data')
+        return self.parse_order(data, market)
+
     def sign(self, path, section='public', method='GET', params={}, headers=None, body=None):
         type = section[0]
         version = section[1]

ccxt/bitget.py

@@ -3794,6 +3794,12 @@ class bitget(Exchange, ImplicitAPI):
         else:
             size = self.safe_string(order, 'size')
             filled = self.safe_string(order, 'baseVolume')
+        side = self.safe_string(order, 'side')
+        posMode = self.safe_string(order, 'posMode')
+        if posMode == 'hedge_mode' and reduceOnly:
+            side = 'sell' if (side == 'buy') else 'buy'
+            # on bitget hedge mode if the position is long the side is always buy, and if the position is short the side is always sell
+            # so the side of the reduceOnly order is inversed
         return self.safe_order({
             'info': order,
             'id': self.safe_string_2(order, 'orderId', 'data'),
@@ -3804,7 +3810,7 @@ class bitget(Exchange, ImplicitAPI):
             'lastUpdateTimestamp': updateTimestamp,
             'symbol': market['symbol'],
             'type': self.safe_string(order, 'orderType'),
-            'side': self.safe_string(order, 'side'),
+            'side': side,
             'price': price,
             'amount': size,
             'cost': self.safe_string_2(order, 'quoteVolume', 'quoteSize'),
@@ -7711,6 +7717,9 @@ class bitget(Exchange, ImplicitAPI):
             else:
                 if params:
                     queryInner = '?' + self.urlencode(self.keysort(params))
+                    # check  #21169 pr
+                    if queryInner.find('%24') > -1:
+                        queryInner = queryInner.replace('%24', '$')
                     url += queryInner
                     auth += queryInner
             signature = self.hmac(self.encode(auth), self.encode(self.secret), hashlib.sha256, 'base64')

ccxt/bybit.py

@@ -2154,6 +2154,7 @@ class bybit(Exchange, ImplicitAPI):
         :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 int [params.until]: the latest time in ms to fetch orders for
         :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
         :returns int[][]: A list of candles ordered, open, high, low, close, volume
         """
@@ -2174,6 +2175,7 @@ class bybit(Exchange, ImplicitAPI):
             request['start'] = since
         if limit is not None:
             request['limit'] = limit  # max 1000, default 1000
+        request, params = self.handle_until_option('end', request, params)
         request['interval'] = self.safe_string(self.timeframes, timeframe, timeframe)
         response = None
         if market['spot']:

ccxt/coinbase.py

@@ -431,11 +431,12 @@ class coinbase(Exchange, ImplicitAPI):
         #         ]
         #     }
         #
-        data = self.safe_value(response, 'data', [])
-        pagination = self.safe_value(response, 'pagination', {})
+        data = self.safe_list(response, 'data', [])
+        pagination = self.safe_dict(response, 'pagination', {})
         cursor = self.safe_string(pagination, 'next_starting_after')
-        accounts = self.safe_value(response, 'data', [])
-        lastIndex = len(accounts) - 1
+        accounts = self.safe_list(response, 'data', [])
+        length = len(accounts)
+        lastIndex = length - 1
         last = self.safe_value(accounts, lastIndex)
         if (cursor is not None) and (cursor != ''):
             last['next_starting_after'] = cursor
@@ -482,8 +483,9 @@ class coinbase(Exchange, ImplicitAPI):
         #         "size": 9
         #     }
         #
-        accounts = self.safe_value(response, 'accounts', [])
-        lastIndex = len(accounts) - 1
+        accounts = self.safe_list(response, 'accounts', [])
+        length = len(accounts)
+        lastIndex = length - 1
         last = self.safe_value(accounts, lastIndex)
         cursor = self.safe_string(response, 'cursor')
         if (cursor is not None) and (cursor != ''):

ccxt/coinbasepro.py

@@ -158,6 +158,7 @@ class coinbasepro(Exchange, ImplicitAPI):
                         'users/self/trailing-volume',
                         'withdrawals/fee-estimate',
                         'conversions/{conversion_id}',
+                        'conversions/fees',
                     ],
                     'post': [
                         'conversions',

ccxt/coinlist.py

@@ -1014,13 +1014,15 @@ class coinlist(Exchange, ImplicitAPI):
                 takerFees.append([None, self.parse_number(taker)])
             takerFees = self.sort_by(takerFees, 1, True)
             makerFees = self.sort_by(makerFees, 1, True)
-            firstTier = self.safe_value(takerFees, 0, [])
-            exchangeFees = self.safe_value(self, 'fees', {})
-            exchangeFeesTrading = self.safe_value(exchangeFees, 'trading', {})
-            exchangeFeesTradingTiers = self.safe_value(exchangeFeesTrading, 'tiers', {})
-            exchangeFeesTradingTiersTaker = self.safe_value(exchangeFeesTradingTiers, 'taker', [])
-            exchangeFeesTradingTiersMaker = self.safe_value(exchangeFeesTradingTiers, 'maker', [])
-            if (keysLength == len(exchangeFeesTradingTiersTaker)) and (len(firstTier) > 0):
+            firstTier = self.safe_dict(takerFees, 0, [])
+            exchangeFees = self.safe_dict(self, 'fees', {})
+            exchangeFeesTrading = self.safe_dict(exchangeFees, 'trading', {})
+            exchangeFeesTradingTiers = self.safe_dict(exchangeFeesTrading, 'tiers', {})
+            exchangeFeesTradingTiersTaker = self.safe_list(exchangeFeesTradingTiers, 'taker', [])
+            exchangeFeesTradingTiersMaker = self.safe_list(exchangeFeesTradingTiers, 'maker', [])
+            exchangeFeesTradingTiersTakerLength = len(exchangeFeesTradingTiersTaker)
+            firstTierLength = len(firstTier)
+            if (keysLength == exchangeFeesTradingTiersTakerLength) and (firstTierLength > 0):
                 for i in range(0, keysLength):
                     takerFees[i][0] = exchangeFeesTradingTiersTaker[i][0]
                     makerFees[i][0] = exchangeFeesTradingTiersMaker[i][0]

ccxt/coinmetro.py

@@ -1123,7 +1123,8 @@ class coinmetro(Exchange, ImplicitAPI):
             descriptionArray = description.split(' ')
         type = None
         referenceId = None
-        if len(descriptionArray) > 1:
+        length = len(descriptionArray)
+        if length > 1:
             type = self.parse_ledger_entry_type(descriptionArray[0])
             if descriptionArray[1] != '-':
                 referenceId = descriptionArray[1]

ccxt/krakenfutures.py

@@ -54,7 +54,8 @@ class krakenfutures(Exchange, ImplicitAPI):
                 'fetchBalance': True,
                 'fetchBorrowRateHistories': False,
                 'fetchBorrowRateHistory': False,
-                'fetchClosedOrders': None,  # https://support.kraken.com/hc/en-us/articles/360058243651-Historical-orders
+                'fetchCanceledOrders': True,
+                'fetchClosedOrders': True,  # https://support.kraken.com/hc/en-us/articles/360058243651-Historical-orders
                 'fetchCrossBorrowRate': False,
                 'fetchCrossBorrowRates': False,
                 'fetchDepositAddress': False,
@@ -1125,6 +1126,84 @@ class krakenfutures(Exchange, ImplicitAPI):
         orders = self.safe_value(response, 'openOrders', [])
         return self.parse_orders(orders, market, since, limit)
 
+    def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
+        """
+        :see: https://docs.futures.kraken.com/#http-api-history-account-history-get-order-events
+        Gets all closed orders, including trigger orders, for an account from the exchange api
+        :param str symbol: Unified market symbol
+        :param int [since]: Timestamp(ms) of earliest order.
+        :param int [limit]: How many orders to return.
+        :param dict [params]: Exchange specific parameters
+        :returns: An array of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        self.load_markets()
+        market = None
+        if symbol is not None:
+            market = self.market(symbol)
+        request = {}
+        if limit is not None:
+            request['count'] = limit
+        if since is not None:
+            request['from'] = since
+        response = self.historyGetOrders(self.extend(request, params))
+        allOrders = self.safe_list(response, 'elements', [])
+        closedOrders = []
+        for i in range(0, len(allOrders)):
+            order = allOrders[i]
+            event = self.safe_dict(order, 'event', {})
+            orderPlaced = self.safe_dict(event, 'OrderPlaced')
+            if orderPlaced is not None:
+                innerOrder = self.safe_dict(orderPlaced, 'order', {})
+                filled = self.safe_string(innerOrder, 'filled')
+                if filled != '0':
+                    innerOrder['status'] = 'closed'  # status not available in the response
+                    closedOrders.append(innerOrder)
+        return self.parse_orders(closedOrders, market, since, limit)
+
+    def fetch_canceled_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
+        """
+        :see: https://docs.futures.kraken.com/#http-api-history-account-history-get-order-events
+        Gets all canceled orders, including trigger orders, for an account from the exchange api
+        :param str symbol: Unified market symbol
+        :param int [since]: Timestamp(ms) of earliest order.
+        :param int [limit]: How many orders to return.
+        :param dict [params]: Exchange specific parameters
+        :returns: An array of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        self.load_markets()
+        market = None
+        if symbol is not None:
+            market = self.market(symbol)
+        request = {}
+        if limit is not None:
+            request['count'] = limit
+        if since is not None:
+            request['from'] = since
+        response = self.historyGetOrders(self.extend(request, params))
+        allOrders = self.safe_list(response, 'elements', [])
+        canceledAndRejected = []
+        for i in range(0, len(allOrders)):
+            order = allOrders[i]
+            event = self.safe_dict(order, 'event', {})
+            orderPlaced = self.safe_dict(event, 'OrderPlaced')
+            if orderPlaced is not None:
+                innerOrder = self.safe_dict(orderPlaced, 'order', {})
+                filled = self.safe_string(innerOrder, 'filled')
+                if filled == '0':
+                    innerOrder['status'] = 'canceled'  # status not available in the response
+                    canceledAndRejected.append(innerOrder)
+            orderCanceled = self.safe_dict(event, 'OrderCancelled')
+            if orderCanceled is not None:
+                innerOrder = self.safe_dict(orderCanceled, 'order', {})
+                innerOrder['status'] = 'canceled'  # status not available in the response
+                canceledAndRejected.append(innerOrder)
+            orderRejected = self.safe_dict(event, 'OrderRejected')
+            if orderRejected is not None:
+                innerOrder = self.safe_dict(orderRejected, 'order', {})
+                innerOrder['status'] = 'rejected'  # status not available in the response
+                canceledAndRejected.append(innerOrder)
+        return self.parse_orders(canceledAndRejected, market, since, limit)
+
     def parse_order_type(self, orderType):
         map = {
             'lmt': 'limit',
@@ -1367,6 +1446,32 @@ class krakenfutures(Exchange, ImplicitAPI):
         #       "status": "requiredArgumentMissing",
         #       "orderEvents": []
         #    }
+        # closed orders
+        #    {
+        #        uid: '2f00cd63-e61d-44f8-8569-adabde885941',
+        #        timestamp: '1707258274849',
+        #        event: {
+        #          OrderPlaced: {
+        #            order: {
+        #              uid: '85805e01-9eed-4395-8360-ed1a228237c9',
+        #              accountUid: '406142dd-7c5c-4a8b-acbc-5f16eca30009',
+        #              tradeable: 'PF_LTCUSD',
+        #              direction: 'Buy',
+        #              quantity: '0',
+        #              filled: '0.1',
+        #              timestamp: '1707258274849',
+        #              limitPrice: '69.2200000000',
+        #              orderType: 'IoC',
+        #              clientId: '',
+        #              reduceOnly: False,
+        #              lastUpdateTimestamp: '1707258274849'
+        #            },
+        #            reason: 'new_user_order',
+        #            reducedQuantity: '',
+        #            algoId: ''
+        #          }
+        #        }
+        #    }
         #
         orderEvents = self.safe_value(order, 'orderEvents', [])
         errorStatus = self.safe_string(order, 'status')
@@ -1419,7 +1524,8 @@ class krakenfutures(Exchange, ImplicitAPI):
         remaining = self.safe_string(details, 'unfilledSize')
         average = None
         filled2 = '0.0'
-        if len(trades):
+        tradesLength = len(trades)
+        if tradesLength > 0:
             vwapSum = '0.0'
             for i in range(0, len(trades)):
                 trade = trades[i]

ccxt/mexc.py

@@ -1043,7 +1043,7 @@ class mexc(Exchange, ImplicitAPI):
 
     def fetch_markets(self, params={}):
         """
-        retrieves data on all markets for mexc3
+        retrieves data on all markets for mexc
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict[]: an array of objects representing market data
         """