ccxt 4.2.76__py2.py3-none-any.whl → 4.4.48__py2.py3-none-any.whl

ccxt/async_support/phemex.py

@@ -7,9 +7,10 @@ from ccxt.async_support.base.exchange import Exchange
 from ccxt.abstract.phemex import ImplicitAPI
 import hashlib
 import numbers
-from ccxt.base.types import Balances, Currency, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, TransferEntry
+from ccxt.base.types import Balances, Currencies, Currency, DepositAddress, Int, LeverageTier, LeverageTiers, MarginModification, Market, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, FundingRate, Trade, Transaction, TransferEntry
 from typing import List
 from ccxt.base.errors import ExchangeError
+from ccxt.base.errors import AuthenticationError
 from ccxt.base.errors import PermissionDenied
 from ccxt.base.errors import AccountSuspended
 from ccxt.base.errors import ArgumentsRequired
@@ -18,12 +19,10 @@ from ccxt.base.errors import BadSymbol
 from ccxt.base.errors import InsufficientFunds
 from ccxt.base.errors import InvalidOrder
 from ccxt.base.errors import OrderNotFound
-from ccxt.base.errors import CancelPending
 from ccxt.base.errors import DuplicateOrderId
-from ccxt.base.errors import NotSupported
 from ccxt.base.errors import DDoSProtection
 from ccxt.base.errors import RateLimitExceeded
-from ccxt.base.errors import AuthenticationError
+from ccxt.base.errors import CancelPending
 from ccxt.base.decimal_to_precision import TICK_SIZE
 from ccxt.base.precise import Precise
 
@@ -65,6 +64,8 @@ class phemex(Exchange, ImplicitAPI):
                 'fetchCrossBorrowRates': False,
                 'fetchCurrencies': True,
                 'fetchDepositAddress': True,
+                'fetchDepositAddresses': False,
+                'fetchDepositAddressesByNetwork': False,
                 'fetchDeposits': True,
                 'fetchFundingHistory': True,
                 'fetchFundingRate': True,
@@ -81,6 +82,7 @@ class phemex(Exchange, ImplicitAPI):
                 'fetchMarkOHLCV': False,
                 'fetchMyTrades': True,
                 'fetchOHLCV': True,
+                'fetchOpenInterest': True,
                 'fetchOpenOrders': True,
                 'fetchOrder': True,
                 'fetchOrderBook': True,
@@ -96,6 +98,7 @@ class phemex(Exchange, ImplicitAPI):
                 'fetchTransfers': True,
                 'fetchWithdrawals': True,
                 'reduceMargin': False,
+                'sandbox': True,
                 'setLeverage': True,
                 'setMargin': True,
                 'setMarginMode': True,
@@ -118,7 +121,7 @@ class phemex(Exchange, ImplicitAPI):
                     'private': 'https://{hostname}',
                 },
                 'www': 'https://phemex.com',
-                'doc': 'https://github.com/phemex/phemex-api-docs',
+                'doc': 'https://phemex-docs.github.io/#overview',
                 'fees': 'https://phemex.com/fees-conditions',
                 'referral': {
                     'url': 'https://phemex.com/register?referralCode=EDNVJ',
@@ -176,6 +179,7 @@ class phemex(Exchange, ImplicitAPI):
                 'v2': {
                     'get': {
                         'public/products': 5,
+                        'public/products-plus': 5,
                         'md/v2/orderbook': 5,  # ?symbol=<symbol>&id=<id>
                         'md/v2/trade': 5,  # ?symbol=<symbol>&id=<id>
                         'md/v2/ticker/24hr': 5,  # ?symbol=<symbol>&id=<id>
@@ -302,6 +306,109 @@ class phemex(Exchange, ImplicitAPI):
                     'maker': self.parse_number('0.001'),
                 },
             },
+            'features': {
+                'default': {
+                    'sandbox': True,
+                    'createOrder': {
+                        'marginMode': False,
+                        'triggerPrice': True,
+                        # todo
+                        'triggerPriceType': {
+                            'mark': True,
+                            'last': True,
+                            'index': True,
+                        },
+                        'triggerDirection': False,
+                        'stopLossPrice': False,  # todo
+                        'takeProfitPrice': False,  # todo
+                        'attachedStopLossTakeProfit': None,
+                        'timeInForce': {
+                            'IOC': True,
+                            'FOK': True,
+                            'PO': True,
+                            'GTD': False,
+                        },
+                        'hedged': False,
+                        'leverage': False,
+                        'marketBuyByCost': True,
+                        'marketBuyRequiresPrice': False,
+                        'selfTradePrevention': False,
+                        'trailing': False,
+                        'iceberg': False,
+                    },
+                    'createOrders': None,
+                    'fetchMyTrades': {
+                        'marginMode': False,
+                        'limit': 200,
+                        'daysBack': 100000,
+                        'untilDays': 2,  # todo implement
+                    },
+                    'fetchOrder': {
+                        'marginMode': False,
+                        'trigger': False,
+                        'trailing': False,
+                    },
+                    'fetchOpenOrders': {
+                        'marginMode': False,
+                        'limit': None,
+                        'trigger': False,
+                        'trailing': False,
+                    },
+                    'fetchOrders': {
+                        'marginMode': False,
+                        'limit': None,
+                        'daysBack': None,
+                        'untilDays': None,
+                        'trigger': False,
+                        'trailing': False,
+                    },
+                    'fetchClosedOrders': {
+                        'marginMode': False,
+                        'limit': 200,
+                        'daysBack': 100000,
+                        'daysBackCanceled': 100000,
+                        'untilDays': 2,
+                        'trigger': False,
+                        'trailing': False,
+                    },
+                    'fetchOHLCV': {
+                        'limit': 1000,
+                    },
+                },
+                'spot': {
+                    'extends': 'default',
+                },
+                'forDerivatives': {
+                    'extends': 'default',
+                    'createOrder': {
+                        'triggerDirection': True,
+                        'attachedStopLossTakeProfit': {
+                            'triggerPriceType': {
+                                'mark': True,
+                                'last': True,
+                                'index': True,
+                            },
+                            'price': True,
+                        },
+                        'hedged': True,
+                    },
+                    'fetchOHLCV': {
+                        'limit': 2000,
+                    },
+                },
+                'swap': {
+                    'linear': {
+                        'extends': 'forDerivatives',
+                    },
+                    'inverse': {
+                        'extends': 'forDerivatives',
+                    },
+                },
+                'future': {
+                    'linear': None,
+                    'inverse': None,
+                },
+            },
             'requiredCredentials': {
                 'apiKey': True,
                 'secret': True,
@@ -500,6 +607,13 @@ class phemex(Exchange, ImplicitAPI):
                 'transfer': {
                     'fillResponseFromRequest': True,
                 },
+                'triggerPriceTypesMap': {
+                    'last': 'ByLastPrice',
+                    'mark': 'ByMarkPrice',
+                    'index': 'ByIndexPrice',
+                    'ask': 'ByAskPrice',
+                    'bid': 'ByBidPrice',
+                },
             },
         })
 
@@ -511,10 +625,10 @@ class phemex(Exchange, ImplicitAPI):
         parts = value.split(' ')
         return self.safe_number(parts, 0)
 
-    def parse_swap_market(self, market):
+    def parse_swap_market(self, market: dict):
         #
         #     {
-        #         "symbol":"BTCUSD",
+        #         "symbol":"BTCUSD",  #
         #         "code":"1",
         #         "type":"Perpetual",
         #         "displaySymbol":"BTC / USD",
@@ -522,7 +636,7 @@ class phemex(Exchange, ImplicitAPI):
         #         "markSymbol":".MBTC",
         #         "fundingRateSymbol":".BTCFR",
         #         "fundingRate8hSymbol":".BTCFR8H",
-        #         "contractUnderlyingAssets":"USD",
+        #         "contractUnderlyingAssets":"USD",  # or eg. `1000 SHIB`
         #         "settleCurrency":"BTC",
         #         "quoteCurrency":"USD",
         #         "contractSize":"1 USD",
@@ -566,6 +680,7 @@ class phemex(Exchange, ImplicitAPI):
         quoteId = self.safe_string(market, 'quoteCurrency')
         settleId = self.safe_string(market, 'settleCurrency')
         base = self.safe_currency_code(baseId)
+        base = base.replace(' ', '')  # replace space for junction codes, eg. `1000 SHIB`
         quote = self.safe_currency_code(quoteId)
         settle = self.safe_currency_code(settleId)
         inverse = False
@@ -646,7 +761,7 @@ class phemex(Exchange, ImplicitAPI):
             'info': market,
         })
 
-    def parse_spot_market(self, market):
+    def parse_spot_market(self, market: dict):
         #
         #     {
         #         "symbol":"sBTCUSDT",
@@ -743,13 +858,16 @@ class phemex(Exchange, ImplicitAPI):
                     'max': self.parse_safe_number(self.safe_string(market, 'maxOrderValue')),
                 },
             },
-            'created': None,
+            'created': self.safe_integer(market, 'listTime'),
             'info': market,
         })
 
-    async def fetch_markets(self, params={}):
+    async def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for phemex
+
+        https://phemex-docs.github.io/#query-product-information-3
+
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict[]: an array of objects representing market data
         """
@@ -971,7 +1089,7 @@ class phemex(Exchange, ImplicitAPI):
             result.append(market)
         return result
 
-    async def fetch_currencies(self, params={}):
+    async def fetch_currencies(self, params={}) -> Currencies:
         """
         fetches all available currencies on an exchange
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -994,7 +1112,7 @@ class phemex(Exchange, ImplicitAPI):
         #     }
         data = self.safe_value(response, 'data', {})
         currencies = self.safe_value(data, 'currencies', [])
-        result = {}
+        result: dict = {}
         for i in range(0, len(currencies)):
             currency = currencies[i]
             id = self.safe_string(currency, 'currency')
@@ -1050,7 +1168,7 @@ class phemex(Exchange, ImplicitAPI):
         ]
 
     def custom_parse_order_book(self, orderbook, symbol, timestamp=None, bidsKey='bids', asksKey='asks', priceKey=0, amountKey=1, market: Market = None):
-        result = {
+        result: dict = {
             'symbol': symbol,
             'timestamp': timestamp,
             'datetime': self.iso8601(timestamp),
@@ -1071,7 +1189,9 @@ class phemex(Exchange, ImplicitAPI):
     async def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
         """
         fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#queryorderbook
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#queryorderbook
+
         :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
@@ -1079,7 +1199,7 @@ class phemex(Exchange, ImplicitAPI):
         """
         await self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbol': market['id'],
             # 'id': 123456789,  # optional request id
         }
@@ -1195,8 +1315,10 @@ class phemex(Exchange, ImplicitAPI):
     async def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
         """
         fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#querykline
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#query-kline
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#querykline
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#query-kline
+
         :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]: *only used for USDT settled contracts, otherwise is emulated and not supported by the exchange* timestamp in ms of the earliest candle to fetch
@@ -1208,7 +1330,7 @@ class phemex(Exchange, ImplicitAPI):
         await self.load_markets()
         market = self.market(symbol)
         userLimit = limit
-        request = {
+        request: dict = {
             'symbol': market['id'],
             'resolution': self.safe_string(self.timeframes, timeframe, timeframe),
         }
@@ -1266,10 +1388,10 @@ class phemex(Exchange, ImplicitAPI):
         #     }
         #
         data = self.safe_value(response, 'data', {})
-        rows = self.safe_value(data, 'rows', [])
+        rows = self.safe_list(data, 'rows', [])
         return self.parse_ohlcvs(rows, market, timeframe, since, userLimit)
 
-    def parse_ticker(self, ticker, market: Market = None) -> Ticker:
+    def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
         #
         # spot
         #
@@ -1359,14 +1481,16 @@ class phemex(Exchange, ImplicitAPI):
     async def fetch_ticker(self, symbol: str, params={}) -> Ticker:
         """
         fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query24hrsticker
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query24hrsticker
+
         :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 <https://docs.ccxt.com/#/?id=ticker-structure>`
         """
         await self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbol': market['id'],
             # 'id': 123456789,  # optional request id
         }
@@ -1422,15 +1546,17 @@ class phemex(Exchange, ImplicitAPI):
         #         }
         #     }
         #
-        result = self.safe_value(response, 'result', {})
+        result = self.safe_dict(response, 'result', {})
         return self.parse_ticker(result, market)
 
     async def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
         """
         fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
-        :see: https://phemex-docs.github.io/#query-24-hours-ticker-for-all-symbols-2     # spot
-        :see: https://phemex-docs.github.io/#query-24-ticker-for-all-symbols             # linear
-        :see: https://phemex-docs.github.io/#query-24-hours-ticker-for-all-symbols       # inverse
+
+        https://phemex-docs.github.io/#query-24-hours-ticker-for-all-symbols-2     # spot
+        https://phemex-docs.github.io/#query-24-ticker-for-all-symbols             # linear
+        https://phemex-docs.github.io/#query-24-hours-ticker-for-all-symbols       # inverse
+
         :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 <https://docs.ccxt.com/#/?id=ticker-structure>`
@@ -1452,13 +1578,15 @@ class phemex(Exchange, ImplicitAPI):
             response = await self.v1GetMdTicker24hrAll(query)
         else:
             response = await self.v2GetMdV2Ticker24hrAll(query)
-        result = self.safe_value(response, 'result', [])
+        result = self.safe_list(response, 'result', [])
         return self.parse_tickers(result, symbols)
 
     async def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """
         get the list of most recent trades for a particular symbol
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#querytrades
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#querytrades
+
         :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
@@ -1467,7 +1595,7 @@ class phemex(Exchange, ImplicitAPI):
         """
         await self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbol': market['id'],
             # 'id': 123456789,  # optional request id
         }
@@ -1496,7 +1624,7 @@ class phemex(Exchange, ImplicitAPI):
         trades = self.safe_value_2(result, 'trades', 'trades_p', [])
         return self.parse_trades(trades, market, since, limit)
 
-    def parse_trade(self, trade, market: Market = None) -> Trade:
+    def parse_trade(self, trade: dict, market: Market = None) -> Trade:
         #
         # fetchTrades(public) spot & contract
         #
@@ -1657,6 +1785,26 @@ class phemex(Exchange, ImplicitAPI):
         #         "execId": "8718cae",
         #         "execStatus": 6
         #     }
+        # spot with fees paid using PT token
+        #     "createdAt": "1714990724076",
+        #     "symbol": "BTCUSDT",
+        #     "currency": "USDT",
+        #     "action": "1",
+        #     "tradeType": "1",
+        #     "execQtyRq": "0.003",
+        #     "execPriceRp": "64935",
+        #     "side": "2",
+        #     "orderQtyRq": "0.003",
+        #     "priceRp": "51600",
+        #     "execValueRv": "194.805",
+        #     "feeRateRr": "0.000495",
+        #     "execFeeRv": "0",
+        #     "ordType": "3",
+        #     "execId": "XXXXXX",
+        #     "execStatus": "7",
+        #     "posSide": "1",
+        #     "ptFeeRv": "0.110012249248",
+        #     "ptPriceRp": "0.876524893"
         #
         priceString: Str
         amountString: Str
@@ -1705,10 +1853,16 @@ class phemex(Exchange, ImplicitAPI):
                 priceString = self.safe_string(trade, 'execPriceRp')
                 amountString = self.safe_string(trade, 'execQtyRq')
                 costString = self.safe_string(trade, 'execValueRv')
-                feeCostString = self.safe_string(trade, 'execFeeRv')
+                feeCostString = self.omit_zero(self.safe_string(trade, 'execFeeRv'))
                 feeRateString = self.safe_string(trade, 'feeRateRr')
-                currencyId = self.safe_string(trade, 'currency')
-                feeCurrencyCode = self.safe_currency_code(currencyId)
+                if feeCostString is not None:
+                    currencyId = self.safe_string(trade, 'currency')
+                    feeCurrencyCode = self.safe_currency_code(currencyId)
+                else:
+                    ptFeeRv = self.omit_zero(self.safe_string(trade, 'ptFeeRv'))
+                    if ptFeeRv is not None:
+                        feeCostString = ptFeeRv
+                        feeCurrencyCode = 'PT'
             else:
                 side = self.safe_string_lower(trade, 'side')
                 type = self.parse_order_type(self.safe_string(trade, 'ordType'))
@@ -1719,7 +1873,7 @@ class phemex(Exchange, ImplicitAPI):
                 amountString = self.from_ev(self.safe_string(trade, 'execBaseQtyEv'), market)
                 amountString = self.safe_string(trade, 'execQty', amountString)
                 costString = self.from_er(self.safe_string_2(trade, 'execQuoteQtyEv', 'execValueEv'), market)
-                feeCostString = self.from_er(self.safe_string(trade, 'execFeeEv'), market)
+                feeCostString = self.from_er(self.omit_zero(self.safe_string(trade, 'execFeeEv')), market)
                 if feeCostString is not None:
                     feeRateString = self.from_er(self.safe_string(trade, 'feeRateEr'), market)
                     if market['spot']:
@@ -1729,6 +1883,10 @@ class phemex(Exchange, ImplicitAPI):
                         if info is not None:
                             settlementCurrencyId = self.safe_string(info, 'settlementCurrency')
                             feeCurrencyCode = self.safe_currency_code(settlementCurrencyId)
+                else:
+                    feeCostString = self.safe_string(trade, 'ptFeeRv')
+                    if feeCostString is not None:
+                        feeCurrencyCode = 'PT'
             fee = {
                 'cost': feeCostString,
                 'rate': feeRateString,
@@ -1776,7 +1934,7 @@ class phemex(Exchange, ImplicitAPI):
         #     }
         #
         timestamp = None
-        result = {'info': response}
+        result: dict = {'info': response}
         data = self.safe_value(response, 'data', [])
         for i in range(0, len(data)):
             balance = data[i]
@@ -1832,7 +1990,7 @@ class phemex(Exchange, ImplicitAPI):
         #         }
         #     }
         #
-        result = {'info': response}
+        result: dict = {'info': response}
         data = self.safe_value(response, 'data', {})
         balance = self.safe_value(data, 'account', {})
         currencyId = self.safe_string(balance, 'currency')
@@ -1851,9 +2009,11 @@ class phemex(Exchange, ImplicitAPI):
     async def fetch_balance(self, params={}) -> Balances:
         """
         query for balance and get the amount of funds available for trading or funds locked in orders
-        :see: https://phemex-docs.github.io/#query-wallets
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query-account-positions
-        :see: https://phemex-docs.github.io/#query-trading-account-and-positions
+
+        https://phemex-docs.github.io/#query-wallets
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query-account-positions
+        https://phemex-docs.github.io/#query-trading-account-and-positions
+
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param str [params.type]: spot or swap
         :param str [params.code]: *swap only* currency code of the balance to query(USD, USDT, etc), default is USDT
@@ -1865,7 +2025,7 @@ class phemex(Exchange, ImplicitAPI):
         code = self.safe_string(params, 'code')
         params = self.omit(params, ['code'])
         response = None
-        request = {}
+        request: dict = {}
         if (type != 'spot') and (type != 'swap'):
             raise BadRequest(self.id + ' does not support ' + type + ' markets, only spot and swap')
         if type == 'swap':
@@ -2010,8 +2170,8 @@ class phemex(Exchange, ImplicitAPI):
         result = self.parse_swap_balance(response) if (type == 'swap') else self.parse_spot_balance(response)
         return result
 
-    def parse_order_status(self, status):
-        statuses = {
+    def parse_order_status(self, status: Str):
+        statuses: dict = {
             'Created': 'open',
             'Untriggered': 'open',
             'Deactivated': 'closed',
@@ -2021,6 +2181,7 @@ class phemex(Exchange, ImplicitAPI):
             'PartiallyFilled': 'open',
             'Filled': 'closed',
             'Canceled': 'canceled',
+            'Suspended': 'canceled',
             '1': 'open',
             '2': 'canceled',
             '3': 'closed',
@@ -2032,8 +2193,8 @@ class phemex(Exchange, ImplicitAPI):
         }
         return self.safe_string(statuses, status, status)
 
-    def parse_order_type(self, type):
-        types = {
+    def parse_order_type(self, type: Str):
+        types: dict = {
             '1': 'market',
             '2': 'limit',
             '3': 'stop',
@@ -2049,8 +2210,8 @@ class phemex(Exchange, ImplicitAPI):
         }
         return self.safe_string(types, type, type)
 
-    def parse_time_in_force(self, timeInForce):
-        timeInForces = {
+    def parse_time_in_force(self, timeInForce: Str):
+        timeInForces: dict = {
             'GoodTillCancel': 'GTC',
             'PostOnly': 'PO',
             'ImmediateOrCancel': 'IOC',
@@ -2058,7 +2219,7 @@ class phemex(Exchange, ImplicitAPI):
         }
         return self.safe_string(timeInForces, timeInForce, timeInForce)
 
-    def parse_spot_order(self, order, market: Market = None):
+    def parse_spot_order(self, order: dict, market: Market = None):
         #
         # spot
         #
@@ -2137,10 +2298,10 @@ class phemex(Exchange, ImplicitAPI):
         if feeCost is not None:
             fee = {
                 'cost': feeCost,
-                'currency': None,
+                'currency': self.safe_currency_code(self.safe_string(order, 'feeCurrency')),
             }
         timeInForce = self.parse_time_in_force(self.safe_string(order, 'timeInForce'))
-        stopPrice = self.parse_number(self.omit_zero(self.from_ep(self.safe_string(order, 'stopPxEp'))))
+        triggerPrice = self.parse_number(self.omit_zero(self.from_ep(self.safe_string(order, 'stopPxEp'))))
         postOnly = (timeInForce == 'PO')
         return self.safe_order({
             'info': order,
@@ -2155,8 +2316,7 @@ class phemex(Exchange, ImplicitAPI):
             'postOnly': postOnly,
             'side': side,
             'price': price,
-            'stopPrice': stopPrice,
-            'triggerPrice': stopPrice,
+            'triggerPrice': triggerPrice,
             'amount': amount,
             'cost': cost,
             'average': average,
@@ -2168,7 +2328,7 @@ class phemex(Exchange, ImplicitAPI):
         }, market)
 
     def parse_order_side(self, side):
-        sides = {
+        sides: dict = {
             '1': 'buy',
             '2': 'sell',
         }
@@ -2282,6 +2442,7 @@ class phemex(Exchange, ImplicitAPI):
             clientOrderId = None
         marketId = self.safe_string(order, 'symbol')
         symbol = self.safe_symbol(marketId, market)
+        market = self.safe_market(marketId, market)
         status = self.parse_order_status(self.safe_string(order, 'ordStatus'))
         side = self.parse_order_side(self.safe_string_lower(order, 'side'))
         type = self.parse_order_type(self.safe_string(order, 'orderType'))
@@ -2299,7 +2460,7 @@ class phemex(Exchange, ImplicitAPI):
         if lastTradeTimestamp == 0:
             lastTradeTimestamp = None
         timeInForce = self.parse_time_in_force(self.safe_string(order, 'timeInForce'))
-        stopPrice = self.omit_zero(self.safe_number_2(order, 'stopPx', 'stopPxRp'))
+        triggerPrice = self.omit_zero(self.safe_string_2(order, 'stopPx', 'stopPxRp'))
         postOnly = (timeInForce == 'PO')
         reduceOnly = self.safe_value(order, 'reduceOnly')
         execInst = self.safe_string(order, 'execInst')
@@ -2307,6 +2468,19 @@ class phemex(Exchange, ImplicitAPI):
             reduceOnly = True
         takeProfit = self.safe_string(order, 'takeProfitRp')
         stopLoss = self.safe_string(order, 'stopLossRp')
+        feeValue = self.omit_zero(self.safe_string(order, 'execFeeRv'))
+        ptFeeRv = self.omit_zero(self.safe_string(order, 'ptFeeRv'))
+        fee = None
+        if feeValue is not None:
+            fee = {
+                'cost': feeValue,
+                'currency': market['quote'],
+            }
+        elif ptFeeRv is not None:
+            fee = {
+                'cost': ptFeeRv,
+                'currency': 'PT',
+            }
         return self.safe_order({
             'info': order,
             'id': id,
@@ -2321,8 +2495,7 @@ class phemex(Exchange, ImplicitAPI):
             'reduceOnly': reduceOnly,
             'side': side,
             'price': price,
-            'stopPrice': stopPrice,
-            'triggerPrice': stopPrice,
+            'triggerPrice': triggerPrice,
             'takeProfitPrice': takeProfit,
             'stopLossPrice': stopLoss,
             'amount': amount,
@@ -2331,11 +2504,11 @@ class phemex(Exchange, ImplicitAPI):
             'cost': cost,
             'average': None,
             'status': status,
-            'fee': None,
+            'fee': fee,
             'trades': None,
         })
 
-    def parse_order(self, order, market: Market = None) -> Order:
+    def parse_order(self, order: dict, market: Market = None) -> Order:
         isSwap = self.safe_bool(market, 'swap', False)
         hasPnl = ('closedPnl' in order) or ('closedPnlRv' in order) or ('totalPnlRv' in order)
         if isSwap or hasPnl:
@@ -2345,25 +2518,31 @@ class phemex(Exchange, ImplicitAPI):
     async def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
         """
         create a trade order
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#place-order
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#place-order
+        https://phemex-docs.github.io/#place-order-http-put-prefered-3
+
         :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 fullfilled, in units of the quote currency, ignored in market orders
+        :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 float [params.trigger]: trigger price for conditional orders
         :param dict [params.takeProfit]: *swap only* *takeProfit object in params* containing the triggerPrice at which the attached take profit order will be triggered(perpetual swap markets only)
         :param float [params.takeProfit.triggerPrice]: take profit trigger price
         :param dict [params.stopLoss]: *swap only* *stopLoss object in params* containing the triggerPrice at which the attached stop loss order will be triggered(perpetual swap markets only)
         :param float [params.stopLoss.triggerPrice]: stop loss trigger price
+        :param str [params.posSide]: *swap only* "Merged" for one way mode, "Long" for buy side of hedged mode, "Short" for sell side of hedged mode
+        :param bool [params.hedged]: *swap only* True for hedged mode, False for one way mode, default is False
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         await self.load_markets()
         market = self.market(symbol)
         requestSide = self.capitalize(side)
         type = self.capitalize(type)
-        reduceOnly = self.safe_value(params, 'reduceOnly')
-        request = {
+        reduceOnly = self.safe_bool(params, 'reduceOnly')
+        request: dict = {
             # common
             'symbol': market['id'],
             'side': requestSide,  # Sell, Buy
@@ -2403,18 +2582,24 @@ class phemex(Exchange, ImplicitAPI):
         else:
             request['clOrdID'] = clientOrderId
             params = self.omit(params, ['clOrdID', 'clientOrderId'])
-        stopPrice = self.safe_string_n(params, ['stopPx', 'stopPrice', 'triggerPrice'])
-        if stopPrice is not None:
+        triggerPrice = self.safe_string_n(params, ['stopPx', 'stopPrice', 'triggerPrice'])
+        if triggerPrice is not None:
             if market['settle'] == 'USDT':
-                request['stopPxRp'] = self.price_to_precision(symbol, stopPrice)
+                request['stopPxRp'] = self.price_to_precision(symbol, triggerPrice)
             else:
-                request['stopPxEp'] = self.to_ep(stopPrice, market)
+                request['stopPxEp'] = self.to_ep(triggerPrice, market)
         params = self.omit(params, ['stopPx', 'stopPrice', 'stopLoss', 'takeProfit', 'triggerPrice'])
         if market['spot']:
             qtyType = self.safe_value(params, 'qtyType', 'ByBase')
             if (type == 'Market') or (type == 'Stop') or (type == 'MarketIfTouched'):
                 if price is not None:
                     qtyType = 'ByQuote'
+            if triggerPrice is not None:
+                if type == 'Limit':
+                    request['ordType'] = 'StopLimit'
+                elif type == 'Market':
+                    request['ordType'] = 'Stop'
+                request['trigger'] = 'ByLastPrice'
             request['qtyType'] = qtyType
             if qtyType == 'ByQuote':
                 cost = self.safe_number(params, 'cost')
@@ -2434,55 +2619,70 @@ class phemex(Exchange, ImplicitAPI):
                 amountString = self.number_to_string(amount)
                 request['baseQtyEv'] = self.to_ev(amountString, market)
         elif market['swap']:
+            hedged = self.safe_bool(params, 'hedged', False)
+            params = self.omit(params, 'hedged')
             posSide = self.safe_string_lower(params, 'posSide')
             if posSide is None:
-                posSide = 'Merged'
+                if hedged:
+                    if reduceOnly:
+                        side = 'sell' if (side == 'buy') else 'buy'
+                    posSide = 'Long' if (side == 'buy') else 'Short'
+                else:
+                    posSide = 'Merged'
             posSide = self.capitalize(posSide)
             request['posSide'] = posSide
-            if reduceOnly is not None:
-                request['reduceOnly'] = reduceOnly
             if market['settle'] == 'USDT':
                 request['orderQtyRq'] = amount
             else:
                 request['orderQty'] = self.parse_to_int(amount)
-            if stopPrice is not None:
+            if triggerPrice is not None:
                 triggerType = self.safe_string(params, 'triggerType', 'ByMarkPrice')
                 request['triggerType'] = triggerType
+                # set direction & exchange specific order type
+                triggerDirection = None
+                triggerDirection, params = self.handle_param_string(params, 'triggerDirection')
+                if triggerDirection is None:
+                    raise ArgumentsRequired(self.id + " createOrder() also requires a 'triggerDirection' parameter with either 'up' or 'down' value")
+                # the flow defined per https://phemex-docs.github.io/#more-order-type-examples
+                if triggerDirection == 'up':
+                    if side == 'sell':
+                        request['ordType'] = 'MarketIfTouched' if (type == 'Market') else 'LimitIfTouched'
+                    elif side == 'buy':
+                        request['ordType'] = 'Stop' if (type == 'Market') else 'StopLimit'
+                elif triggerDirection == 'down':
+                    if side == 'sell':
+                        request['ordType'] = 'Stop' if (type == 'Market') else 'StopLimit'
+                    elif side == 'buy':
+                        request['ordType'] = 'MarketIfTouched' if (type == 'Market') else 'LimitIfTouched'
             if stopLossDefined or takeProfitDefined:
                 if stopLossDefined:
                     stopLossTriggerPrice = self.safe_value_2(stopLoss, 'triggerPrice', 'stopPrice')
                     if stopLossTriggerPrice is None:
-                        raise InvalidOrder(self.id + ' createOrder() requires a trigger price in params["stopLoss"]["triggerPrice"], or params["stopLoss"]["stopPrice"] for a stop loss order')
+                        raise InvalidOrder(self.id + ' createOrder() requires a trigger price in params["stopLoss"]["triggerPrice"] for a stop loss order')
                     if market['settle'] == 'USDT':
                         request['stopLossRp'] = self.price_to_precision(symbol, stopLossTriggerPrice)
                     else:
                         request['stopLossEp'] = self.to_ep(stopLossTriggerPrice, market)
                     stopLossTriggerPriceType = self.safe_string_2(stopLoss, 'triggerPriceType', 'slTrigger')
                     if stopLossTriggerPriceType is not None:
-                        if market['settle'] == 'USDT':
-                            if (stopLossTriggerPriceType != 'ByMarkPrice') and (stopLossTriggerPriceType != 'ByLastPrice') and (stopLossTriggerPriceType != 'ByIndexPrice') and (stopLossTriggerPriceType != 'ByAskPrice') and (stopLossTriggerPriceType != 'ByBidPrice') and (stopLossTriggerPriceType != 'ByMarkPriceLimit') and (stopLossTriggerPriceType != 'ByLastPriceLimit'):
-                                raise InvalidOrder(self.id + ' createOrder() take profit trigger price type must be one of "ByMarkPrice", "ByIndexPrice", "ByAskPrice", "ByBidPrice", "ByMarkPriceLimit", "ByLastPriceLimit" or "ByLastPrice"')
-                        else:
-                            if (stopLossTriggerPriceType != 'ByMarkPrice') and (stopLossTriggerPriceType != 'ByLastPrice'):
-                                raise InvalidOrder(self.id + ' createOrder() take profit trigger price type must be one of "ByMarkPrice", or "ByLastPrice"')
-                        request['slTrigger'] = stopLossTriggerPriceType
+                        request['slTrigger'] = self.safe_string(self.options['triggerPriceTypesMap'], stopLossTriggerPriceType, stopLossTriggerPriceType)
+                    slLimitPrice = self.safe_string(stopLoss, 'price')
+                    if slLimitPrice is not None:
+                        request['slPxRp'] = self.price_to_precision(symbol, slLimitPrice)
                 if takeProfitDefined:
                     takeProfitTriggerPrice = self.safe_value_2(takeProfit, 'triggerPrice', 'stopPrice')
                     if takeProfitTriggerPrice is None:
-                        raise InvalidOrder(self.id + ' createOrder() requires a trigger price in params["takeProfit"]["triggerPrice"], or params["takeProfit"]["stopPrice"] for a take profit order')
+                        raise InvalidOrder(self.id + ' createOrder() requires a trigger price in params["takeProfit"]["triggerPrice"] for a take profit order')
                     if market['settle'] == 'USDT':
                         request['takeProfitRp'] = self.price_to_precision(symbol, takeProfitTriggerPrice)
                     else:
                         request['takeProfitEp'] = self.to_ep(takeProfitTriggerPrice, market)
-                    takeProfitTriggerPriceType = self.safe_string_2(stopLoss, 'triggerPriceType', 'tpTrigger')
+                    takeProfitTriggerPriceType = self.safe_string_2(takeProfit, 'triggerPriceType', 'tpTrigger')
                     if takeProfitTriggerPriceType is not None:
-                        if market['settle'] == 'USDT':
-                            if (takeProfitTriggerPriceType != 'ByMarkPrice') and (takeProfitTriggerPriceType != 'ByLastPrice') and (takeProfitTriggerPriceType != 'ByIndexPrice') and (takeProfitTriggerPriceType != 'ByAskPrice') and (takeProfitTriggerPriceType != 'ByBidPrice') and (takeProfitTriggerPriceType != 'ByMarkPriceLimit') and (takeProfitTriggerPriceType != 'ByLastPriceLimit'):
-                                raise InvalidOrder(self.id + ' createOrder() take profit trigger price type must be one of "ByMarkPrice", "ByIndexPrice", "ByAskPrice", "ByBidPrice", "ByMarkPriceLimit", "ByLastPriceLimit" or "ByLastPrice"')
-                        else:
-                            if (takeProfitTriggerPriceType != 'ByMarkPrice') and (takeProfitTriggerPriceType != 'ByLastPrice'):
-                                raise InvalidOrder(self.id + ' createOrder() take profit trigger price type must be one of "ByMarkPrice", or "ByLastPrice"')
-                        request['tpTrigger'] = takeProfitTriggerPriceType
+                        request['tpTrigger'] = self.safe_string(self.options['triggerPriceTypesMap'], takeProfitTriggerPriceType, takeProfitTriggerPriceType)
+                    tpLimitPrice = self.safe_string(takeProfit, 'price')
+                    if tpLimitPrice is not None:
+                        request['tpPxRp'] = self.price_to_precision(symbol, tpLimitPrice)
         if (type == 'Limit') or (type == 'StopLimit') or (type == 'LimitIfTouched'):
             if market['settle'] == 'USDT':
                 request['priceRp'] = self.price_to_precision(symbol, price)
@@ -2587,26 +2787,28 @@ class phemex(Exchange, ImplicitAPI):
         #         }
         #     }
         #
-        data = self.safe_value(response, 'data', {})
+        data = self.safe_dict(response, 'data', {})
         return self.parse_order(data, market)
 
     async def edit_order(self, id: str, symbol: str, type: OrderType = None, side: OrderSide = None, amount: Num = None, price: Num = None, params={}):
         """
         edit a trade order
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#amend-order-by-orderid
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#amend-order-by-orderid
+
         :param str id: cancel 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 currency you want to trade in units of base currency
-        :param float [price]: the price at which the order is to be fullfilled, in units of the base currency, ignored in market orders
+        :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 str [params.posSide]: either 'Merged' or 'Long' or 'Short'
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         await self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbol': market['id'],
         }
         clientOrderId = self.safe_string_2(params, 'clientOrderId', 'clOrdID')
@@ -2631,13 +2833,13 @@ class phemex(Exchange, ImplicitAPI):
                 request['orderQtyRq'] = self.amount_to_precision(market['symbol'], amount)
             else:
                 request['baseQtyEV'] = self.to_ev(amount, market)
-        stopPrice = self.safe_string_2(params, 'stopPx', 'stopPrice')
-        if stopPrice is not None:
+        triggerPrice = self.safe_string_n(params, ['triggerPrice', 'stopPx', 'stopPrice'])
+        if triggerPrice is not None:
             if isUSDTSettled:
-                request['stopPxRp'] = self.price_to_precision(symbol, stopPrice)
+                request['stopPxRp'] = self.price_to_precision(symbol, triggerPrice)
             else:
-                request['stopPxEp'] = self.to_ep(stopPrice, market)
-        params = self.omit(params, ['stopPx', 'stopPrice'])
+                request['stopPxEp'] = self.to_ep(triggerPrice, market)
+        params = self.omit(params, ['triggerPrice', 'stopPx', 'stopPrice'])
         response = None
         if isUSDTSettled:
             posSide = self.safe_string(params, 'posSide')
@@ -2648,13 +2850,15 @@ class phemex(Exchange, ImplicitAPI):
             response = await self.privatePutOrdersReplace(self.extend(request, params))
         else:
             response = await self.privatePutSpotOrders(self.extend(request, params))
-        data = self.safe_value(response, 'data', {})
+        data = self.safe_dict(response, 'data', {})
         return self.parse_order(data, market)
 
     async def cancel_order(self, id: str, symbol: Str = None, params={}):
         """
         cancels an open order
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#cancel-single-order-by-orderid
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#cancel-single-order-by-orderid
+
         :param str id: 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
@@ -2665,7 +2869,7 @@ class phemex(Exchange, ImplicitAPI):
             raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol argument')
         await self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbol': market['id'],
         }
         clientOrderId = self.safe_string_2(params, 'clientOrderId', 'clOrdID')
@@ -2684,13 +2888,15 @@ class phemex(Exchange, ImplicitAPI):
             response = await self.privateDeleteOrdersCancel(self.extend(request, params))
         else:
             response = await self.privateDeleteSpotOrders(self.extend(request, params))
-        data = self.safe_value(response, 'data', {})
+        data = self.safe_dict(response, 'data', {})
         return self.parse_order(data, market)
 
     async def cancel_all_orders(self, symbol: Str = None, params={}):
         """
         cancel all open orders in a market
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#cancelall
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#cancelall
+
         :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 <https://docs.ccxt.com/#/?id=order-structure>`
@@ -2699,23 +2905,58 @@ class phemex(Exchange, ImplicitAPI):
             raise ArgumentsRequired(self.id + ' cancelAllOrders() requires a symbol argument')
         await self.load_markets()
         market = self.market(symbol)
-        request = {
+        trigger = self.safe_value_2(params, 'stop', 'trigger', False)
+        params = self.omit(params, ['stop', 'trigger'])
+        request: dict = {
             'symbol': market['id'],
             # 'untriggerred': False,  # False to cancel non-conditional orders, True to cancel conditional orders
             # 'text': 'up to 40 characters max',
         }
+        if trigger:
+            request['untriggerred'] = trigger
         response = None
         if market['settle'] == 'USDT':
             response = await self.privateDeleteGOrdersAll(self.extend(request, params))
+            #
+            #    {
+            #        code: '0',
+            #        msg: '',
+            #        data: '1'
+            #    }
+            #
         elif market['swap']:
             response = await self.privateDeleteOrdersAll(self.extend(request, params))
+            #
+            #    {
+            #        code: '0',
+            #        msg: '',
+            #        data: '1'
+            #    }
+            #
         else:
             response = await self.privateDeleteSpotOrdersAll(self.extend(request, params))
-        return response
+            #
+            #    {
+            #        code: '0',
+            #        msg: '',
+            #        data: {
+            #            total: '1'
+            #        }
+            #    }
+            #
+        return [
+            self.safe_order({
+                'info': response,
+            }),
+        ]
 
     async def fetch_order(self, id: str, symbol: Str = None, params={}):
         """
+
+        https://phemex-docs.github.io/#query-orders-by-ids
+
         fetches information on an order made by the user
+        :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
         :returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
@@ -2724,9 +2965,7 @@ class phemex(Exchange, ImplicitAPI):
             raise ArgumentsRequired(self.id + ' fetchOrder() requires a symbol argument')
         await self.load_markets()
         market = self.market(symbol)
-        if market['settle'] == 'USDT':
-            raise NotSupported(self.id + 'fetchOrder() is not supported yet for USDT settled swap markets')  # https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query-user-order-by-orderid-or-query-user-order-by-client-order-id
-        request = {
+        request: dict = {
             'symbol': market['id'],
         }
         clientOrderId = self.safe_string_2(params, 'clientOrderId', 'clOrdID')
@@ -2736,8 +2975,10 @@ class phemex(Exchange, ImplicitAPI):
         else:
             request['orderID'] = id
         response = None
-        if market['spot']:
-            response = await self.privateGetSpotOrdersActive(self.extend(request, params))
+        if market['settle'] == 'USDT':
+            response = await self.privateGetApiDataGFuturesOrdersByOrderId(self.extend(request, params))
+        elif market['spot']:
+            response = await self.privateGetApiDataSpotsOrdersByOrderId(self.extend(request, params))
         else:
             response = await self.privateGetExchangeOrder(self.extend(request, params))
         data = self.safe_value(response, 'data', {})
@@ -2749,13 +2990,18 @@ class phemex(Exchange, ImplicitAPI):
                     raise OrderNotFound(self.id + ' fetchOrder() ' + symbol + ' order with clientOrderId ' + clientOrderId + ' not found')
                 else:
                     raise OrderNotFound(self.id + ' fetchOrder() ' + symbol + ' order with id ' + id + ' not found')
-            order = self.safe_value(data, 0, {})
+            order = self.safe_dict(data, 0, {})
+        elif market['spot']:
+            rows = self.safe_list(data, 'rows', [])
+            order = self.safe_dict(rows, 0, {})
         return self.parse_order(order, market)
 
     async def fetch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
         fetches information on multiple orders made by the user
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#queryorder
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#queryorder
+
         :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
@@ -2766,7 +3012,7 @@ class phemex(Exchange, ImplicitAPI):
             raise ArgumentsRequired(self.id + ' fetchOrders() requires a symbol argument')
         await self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbol': market['id'],
         }
         if since is not None:
@@ -2780,17 +3026,19 @@ class phemex(Exchange, ImplicitAPI):
         elif market['swap']:
             response = await self.privateGetExchangeOrderList(self.extend(request, params))
         else:
-            response = await self.privateGetSpotOrders(self.extend(request, params))
+            response = await self.privateGetApiDataSpotsOrders(self.extend(request, params))
         data = self.safe_value(response, 'data', {})
-        rows = self.safe_value(data, 'rows', data)
+        rows = self.safe_list(data, 'rows', data)
         return self.parse_orders(rows, market, since, limit)
 
     async def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
         fetch all unfilled currently open orders
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#queryopenorder
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#spotListAllOpenOrder
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#queryopenorder
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#spotListAllOpenOrder
+
         :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
@@ -2802,7 +3050,7 @@ class phemex(Exchange, ImplicitAPI):
             raise ArgumentsRequired(self.id + ' fetchOpenOrders() requires a symbol argument')
         await self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbol': market['id'],
         }
         response = None
@@ -2821,16 +3069,18 @@ class phemex(Exchange, ImplicitAPI):
         if isinstance(data, list):
             return self.parse_orders(data, market, since, limit)
         else:
-            rows = self.safe_value(data, 'rows', [])
+            rows = self.safe_list(data, 'rows', [])
             return self.parse_orders(rows, market, since, limit)
 
     async def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
         fetches information on multiple closed orders made by the user
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#queryorder
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#queryorder
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedgedd-Perpetual-API.md#query-closed-orders-by-symbol
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#spotDataOrdersByIds
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#queryorder
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#queryorder
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedgedd-Perpetual-API.md#query-closed-orders-by-symbol
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#spotDataOrdersByIds
+
         :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
@@ -2842,7 +3092,7 @@ class phemex(Exchange, ImplicitAPI):
         market = None
         if symbol is not None:
             market = self.market(symbol)
-        request = {
+        request: dict = {
         }
         if market is not None:
             request['symbol'] = market['id']
@@ -2898,15 +3148,17 @@ class phemex(Exchange, ImplicitAPI):
         if isinstance(data, list):
             return self.parse_orders(data, market, since, limit)
         else:
-            rows = self.safe_value(data, 'rows', [])
+            rows = self.safe_list(data, 'rows', [])
             return self.parse_orders(rows, market, since, limit)
 
     async def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
         """
         fetch all trades made by the user
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#query-user-trade
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query-user-trade
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#spotDataTradesHist
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#query-user-trade
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query-user-trade
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#spotDataTradesHist
+
         :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
@@ -2917,7 +3169,7 @@ class phemex(Exchange, ImplicitAPI):
         market = None
         if symbol is not None:
             market = self.market(symbol)
-        request = {}
+        request: dict = {}
         if limit is not None:
             limit = min(200, limit)
             request['limit'] = limit
@@ -3050,7 +3302,7 @@ class phemex(Exchange, ImplicitAPI):
             data = self.safe_value(data, 'rows', [])
         return self.parse_trades(data, market, since, limit)
 
-    async def fetch_deposit_address(self, code: str, params={}):
+    async def fetch_deposit_address(self, code: str, params={}) -> DepositAddress:
         """
         fetch the deposit address for a currency associated with self account
         :param str code: unified currency code
@@ -3059,12 +3311,12 @@ class phemex(Exchange, ImplicitAPI):
         """
         await self.load_markets()
         currency = self.currency(code)
-        request = {
+        request: dict = {
             'currency': currency['id'],
         }
-        defaultNetworks = self.safe_value(self.options, 'defaultNetworks')
+        defaultNetworks = self.safe_dict(self.options, 'defaultNetworks')
         defaultNetwork = self.safe_string_upper(defaultNetworks, code)
-        networks = self.safe_value(self.options, 'networks', {})
+        networks = self.safe_dict(self.options, 'networks', {})
         network = self.safe_string_upper(params, 'network', defaultNetwork)
         network = self.safe_string(networks, network, network)
         if network is None:
@@ -3087,11 +3339,11 @@ class phemex(Exchange, ImplicitAPI):
         tag = self.safe_string(data, 'tag')
         self.check_address(address)
         return {
+            'info': response,
             'currency': code,
+            'network': None,
             'address': address,
             'tag': tag,
-            'network': None,
-            'info': response,
         }
 
     async def fetch_deposits(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
@@ -3168,8 +3420,8 @@ class phemex(Exchange, ImplicitAPI):
         data = self.safe_list(response, 'data', [])
         return self.parse_transactions(data, currency, since, limit)
 
-    def parse_transaction_status(self, status):
-        statuses = {
+    def parse_transaction_status(self, status: Str):
+        statuses: dict = {
             'Success': 'ok',
             'Succeed': 'ok',
             'Rejected': 'failed',
@@ -3188,7 +3440,7 @@ class phemex(Exchange, ImplicitAPI):
         }
         return self.safe_string(statuses, status, status)
 
-    def parse_transaction(self, transaction, currency: Currency = None) -> Transaction:
+    def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction:
         #
         # withdraw
         #
@@ -3306,18 +3558,22 @@ class phemex(Exchange, ImplicitAPI):
     async def fetch_positions(self, symbols: Strings = None, params={}):
         """
         fetch all open positions
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#query-trading-account-and-positions
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query-account-positions
-        :see: https://phemex-docs.github.io/#query-account-positions-with-unrealized-pnl
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#query-trading-account-and-positions
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query-account-positions
+        https://phemex-docs.github.io/#query-account-positions-with-unrealized-pnl
+
         :param str[] [symbols]: list of unified market symbols
         :param dict [params]: extra parameters specific to the exchange API endpoint
-        :param str [param.method]: *USDT contracts only* 'privateGetGAccountsAccountPositions' or 'privateGetAccountsPositions' default is 'privateGetGAccountsAccountPositions'
+        :param str [params.code]: the currency code to fetch positions for, USD, BTC or USDT, USD is the default
+        :param str [params.method]: *USDT contracts only* 'privateGetGAccountsAccountPositions' or 'privateGetAccountsPositions' default is 'privateGetGAccountsAccountPositions'
         :returns dict[]: a list of `position structure <https://docs.ccxt.com/#/?id=position-structure>`
         """
         await self.load_markets()
         symbols = self.market_symbols(symbols)
         subType = None
-        code = self.safe_string(params, 'currency')
+        code = self.safe_string_2(params, 'currency', 'code', 'USD')
+        params = self.omit(params, ['currency', 'code'])
         settle = None
         market = None
         firstSymbol = self.safe_string(symbols, 0)
@@ -3326,17 +3582,17 @@ class phemex(Exchange, ImplicitAPI):
             settle = market['settle']
             code = market['settle']
         else:
-            settle, params = self.handle_option_and_params(params, 'fetchPositions', 'settle', 'USD')
+            settle, params = self.handle_option_and_params(params, 'fetchPositions', 'settle', code)
         subType, params = self.handle_sub_type_and_params('fetchPositions', market, params)
         isUSDTSettled = settle == 'USDT'
         if isUSDTSettled:
             code = 'USDT'
+        elif settle == 'BTC':
+            code = 'BTC'
         elif code is None:
             code = 'USD' if (subType == 'linear') else 'BTC'
-        else:
-            params = self.omit(params, 'code')
         currency = self.currency(code)
-        request = {
+        request: dict = {
             'currency': currency['id'],
         }
         response = None
@@ -3433,7 +3689,7 @@ class phemex(Exchange, ImplicitAPI):
             result.append(self.parse_position(position))
         return self.filter_by_array_positions(result, 'symbol', symbols, False)
 
-    def parse_position(self, position, market: Market = None):
+    def parse_position(self, position: dict, market: Market = None):
         #
         #    {
         #        "userID": "811370",
@@ -3574,7 +3830,9 @@ class phemex(Exchange, ImplicitAPI):
     async def fetch_funding_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
         """
         fetch the history of funding payments paid and received on self account
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#futureDataFundingFeesHist
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#futureDataFundingFeesHist
+
         :param str symbol: unified market symbol
         :param int [since]: the earliest time in ms to fetch funding history for
         :param int [limit]: the maximum number of funding history structures to retrieve
@@ -3585,7 +3843,7 @@ class phemex(Exchange, ImplicitAPI):
             raise ArgumentsRequired(self.id + ' fetchFundingHistory() requires a symbol argument')
         await self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbol': market['id'],
             # 'limit': 20,  # Page size default 20, max 200
             # 'offset': 0,  # Page start default 0
@@ -3595,7 +3853,8 @@ class phemex(Exchange, ImplicitAPI):
                 raise BadRequest(self.id + ' fetchFundingHistory() limit argument cannot exceed 200')
             request['limit'] = limit
         response = None
-        if market['settle'] == 'USDT':
+        isUsdt = market['settle'] == 'USDT'
+        if isUsdt:
             response = await self.privateGetApiDataGFuturesFundingFees(self.extend(request, params))
         else:
             response = await self.privateGetApiDataFuturesFundingFees(self.extend(request, params))
@@ -3608,13 +3867,13 @@ class phemex(Exchange, ImplicitAPI):
         #                 {
         #                     "symbol": "BTCUSD",
         #                     "currency": "BTC",
-        #                     "execQty": 18,
+        #                     "execQty": 18,  # "execQty" regular, but "execQtyRq" in hedge
         #                     "side": "Buy",
-        #                     "execPriceEp": 360086455,
-        #                     "execValueEv": 49987,
-        #                     "fundingRateEr": 10000,
-        #                     "feeRateEr": 10000,
-        #                     "execFeeEv": 5,
+        #                     "execPriceEp": 360086455,  # "execPriceEp" regular, but "execPriceRp" in hedge
+        #                     "execValueEv": 49987,  # "execValueEv" regular, but "execValueRv" in hedge
+        #                     "fundingRateEr": 10000,  # "fundingRateEr" regular, but "fundingRateRr" in hedge
+        #                     "feeRateEr": 10000,  # "feeRateEr" regular, but "feeRateRr" in hedge
+        #                     "execFeeEv": 5,  # "execFeeEv" regular, but "execFeeRv" in hedge
         #                     "createTime": 1651881600000
         #                 }
         #             ]
@@ -3627,18 +3886,32 @@ class phemex(Exchange, ImplicitAPI):
         for i in range(0, len(rows)):
             entry = rows[i]
             timestamp = self.safe_integer(entry, 'createTime')
+            execFee = self.safe_string_2(entry, 'execFeeEv', 'execFeeRv')
+            currencyCode = self.safe_currency_code(self.safe_string(entry, 'currency'))
             result.append({
                 'info': entry,
                 'symbol': self.safe_string(entry, 'symbol'),
-                'code': self.safe_currency_code(self.safe_string(entry, 'currency')),
+                'code': currencyCode,
                 'timestamp': timestamp,
                 'datetime': self.iso8601(timestamp),
                 'id': None,
-                'amount': self.from_ev(self.safe_string(entry, 'execFeeEv'), market),
+                'amount': self.parse_funding_fee_to_precision(execFee, market, currencyCode),
             })
         return result
 
-    async def fetch_funding_rate(self, symbol: str, params={}):
+    def parse_funding_fee_to_precision(self, value, market: Market = None, currencyCode: Str = None):
+        if value is None or currencyCode is None:
+            return value
+        # it was confirmed by phemex support, that USDT contracts use direct amounts in funding fees, while USD & INVERSE needs 'valueScale'
+        isUsdt = market['settle'] == 'USDT'
+        if not isUsdt:
+            currency = self.safe_currency(currencyCode)
+            scale = self.safe_string(currency['info'], 'valueScale')
+            tickPrecision = self.parse_precision(scale)
+            value = Precise.string_mul(value, tickPrecision)
+        return value
+
+    async def fetch_funding_rate(self, symbol: str, params={}) -> FundingRate:
         """
         fetch the current funding rate
         :param str symbol: unified market symbol
@@ -3649,10 +3922,10 @@ class phemex(Exchange, ImplicitAPI):
         market = self.market(symbol)
         if not market['swap']:
             raise BadSymbol(self.id + ' fetchFundingRate() supports swap contracts only')
-        request = {
+        request: dict = {
             'symbol': market['id'],
         }
-        response = {}
+        response: dict = {}
         if not market['linear']:
             response = await self.v1GetMdTicker24hr(self.extend(request, params))
         else:
@@ -3683,7 +3956,7 @@ class phemex(Exchange, ImplicitAPI):
         result = self.safe_value(response, 'result', {})
         return self.parse_funding_rate(result, market)
 
-    def parse_funding_rate(self, contract, market: Market = None):
+    def parse_funding_rate(self, contract, market: Market = None) -> FundingRate:
         #
         #     {
         #         "askEp": 2332500,
@@ -3724,30 +3997,37 @@ class phemex(Exchange, ImplicitAPI):
         marketId = self.safe_string(contract, 'symbol')
         symbol = self.safe_symbol(marketId, market)
         timestamp = self.safe_integer_product(contract, 'timestamp', 0.000001)
+        markEp = self.from_ep(self.safe_string(contract, 'markEp'), market)
+        indexEp = self.from_ep(self.safe_string(contract, 'indexEp'), market)
+        fundingRateEr = self.from_er(self.safe_string(contract, 'fundingRateEr'), market)
+        nextFundingRateEr = self.from_er(self.safe_string(contract, 'predFundingRateEr'), market)
         return {
             'info': contract,
             'symbol': symbol,
-            'markPrice': self.from_ep(self.safe_string_2(contract, 'markEp', 'markPriceRp'), market),
-            'indexPrice': self.from_ep(self.safe_string_2(contract, 'indexEp', 'indexPriceRp'), market),
+            'markPrice': self.safe_number(contract, 'markPriceRp', markEp),
+            'indexPrice': self.safe_number(contract, 'indexPriceRp', indexEp),
             'interestRate': None,
             'estimatedSettlePrice': None,
             'timestamp': timestamp,
             'datetime': self.iso8601(timestamp),
-            'fundingRate': self.from_er(self.safe_string(contract, 'fundingRateEr'), market),
+            'fundingRate': self.safe_number(contract, 'fundingRateRr', fundingRateEr),
             'fundingTimestamp': None,
             'fundingDatetime': None,
-            'nextFundingRate': self.from_er(self.safe_string_2(contract, 'predFundingRateEr', 'predFundingRateRr'), market),
+            'nextFundingRate': self.safe_number(contract, 'predFundingRateRr', nextFundingRateEr),
             'nextFundingTimestamp': None,
             'nextFundingDatetime': None,
             'previousFundingRate': None,
             'previousFundingTimestamp': None,
             'previousFundingDatetime': None,
+            'interval': None,
         }
 
-    async def set_margin(self, symbol: str, amount: float, params={}):
+    async def set_margin(self, symbol: str, amount: float, params={}) -> MarginModification:
         """
         Either adds or reduces margin in an isolated position in order to set the margin to a specific value
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#assign-position-balance-in-isolated-marign-mode
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#assign-position-balance-in-isolated-marign-mode
+
         :param str symbol: unified market symbol of the market to set margin in
         :param float amount: the amount to set the margin to
         :param dict [params]: parameters specific to the exchange API endpoint
@@ -3755,7 +4035,7 @@ class phemex(Exchange, ImplicitAPI):
         """
         await self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbol': market['id'],
             'posBalanceEv': self.to_ev(amount, market),
         }
@@ -3772,12 +4052,12 @@ class phemex(Exchange, ImplicitAPI):
         })
 
     def parse_margin_status(self, status):
-        statuses = {
+        statuses: dict = {
             '0': 'ok',
         }
         return self.safe_string(statuses, status, status)
 
-    def parse_margin_modification(self, data, market: Market = None):
+    def parse_margin_modification(self, data: dict, market: Market = None) -> MarginModification:
         #
         #     {
         #         "code": 0,
@@ -3790,17 +4070,23 @@ class phemex(Exchange, ImplicitAPI):
         codeCurrency = 'base' if inverse else 'quote'
         return {
             'info': data,
+            'symbol': self.safe_symbol(None, market),
             'type': 'set',
+            'marginMode': 'isolated',
             'amount': None,
             'total': None,
             'code': market[codeCurrency],
-            'symbol': self.safe_symbol(None, market),
             'status': self.parse_margin_status(self.safe_string(data, 'code')),
+            'timestamp': None,
+            'datetime': None,
         }
 
     async def set_margin_mode(self, marginMode: str, symbol: Str = None, params={}):
         """
         set margin mode to 'cross' or 'isolated'
+
+        https://phemex-docs.github.io/#set-leverage
+
         :param str marginMode: 'cross' or 'isolated'
         :param str symbol: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -3820,7 +4106,7 @@ class phemex(Exchange, ImplicitAPI):
             leverage = 0
         if leverage is None:
             raise ArgumentsRequired(self.id + ' setMarginMode() requires a leverage parameter')
-        request = {
+        request: dict = {
             'symbol': market['id'],
             'leverage': leverage,
         }
@@ -3829,7 +4115,9 @@ class phemex(Exchange, ImplicitAPI):
     async def set_position_mode(self, hedged: bool, symbol: Str = None, params={}):
         """
         set hedged to True or False for a market
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#switch-position-mode-synchronously
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#switch-position-mode-synchronously
+
         :param bool hedged: set to True to use dualSidePosition
         :param str symbol: not used by binance setPositionMode()
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -3840,7 +4128,7 @@ class phemex(Exchange, ImplicitAPI):
         market = self.market(symbol)
         if market['settle'] != 'USDT':
             raise BadSymbol(self.id + ' setPositionMode() supports USDT settled markets only')
-        request = {
+        request: dict = {
             'symbol': market['id'],
         }
         if hedged:
@@ -3849,7 +4137,7 @@ class phemex(Exchange, ImplicitAPI):
             request['targetPosMode'] = 'OneWay'
         return await self.privatePutGPositionsSwitchPosModeSync(self.extend(request, params))
 
-    async def fetch_leverage_tiers(self, symbols: Strings = None, params={}):
+    async def fetch_leverage_tiers(self, symbols: Strings = None, params={}) -> LeverageTiers:
         """
         retrieve information on the maximum leverage, and maintenance margin for trades of varying trade sizes
         :param str[]|None symbols: list of unified market symbols
@@ -3942,10 +4230,10 @@ class phemex(Exchange, ImplicitAPI):
         #
         #
         data = self.safe_value(response, 'data', {})
-        riskLimits = self.safe_value(data, 'riskLimits')
+        riskLimits = self.safe_list(data, 'riskLimits')
         return self.parse_leverage_tiers(riskLimits, symbols, 'symbol')
 
-    def parse_market_leverage_tiers(self, info, market: Market = None):
+    def parse_market_leverage_tiers(self, info, market: Market = None) -> List[LeverageTier]:
         """
         :param dict info: Exchange market response for 1 market
         :param dict market: CCXT market
@@ -3961,7 +4249,8 @@ class phemex(Exchange, ImplicitAPI):
         #         ]
         #     },
         #
-        market = self.safe_market(None, market)
+        marketId = self.safe_string(info, 'symbol')
+        market = self.safe_market(marketId, market)
         riskLimits = (market['info']['riskLimits'])
         tiers = []
         minNotional = 0
@@ -3970,6 +4259,7 @@ class phemex(Exchange, ImplicitAPI):
             maxNotional = self.safe_integer(tier, 'limit')
             tiers.append({
                 'tier': self.sum(i, 1),
+                'symbol': self.safe_symbol(marketId, market),
                 'currency': market['settle'],
                 'minNotional': minNotional,
                 'maxNotional': maxNotional,
@@ -4017,7 +4307,9 @@ class phemex(Exchange, ImplicitAPI):
     async def set_leverage(self, leverage: Int, symbol: Str = None, params={}):
         """
         set the level of leverage for a market
-        :see: https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#set-leverage
+
+        https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#set-leverage
+
         :param float leverage: the rate of leverage, 100 > leverage > -100 excluding numbers between -1 to 1
         :param str symbol: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -4037,7 +4329,7 @@ class phemex(Exchange, ImplicitAPI):
         longLeverageRr = self.safe_integer(params, 'longLeverageRr')
         shortLeverageRr = self.safe_integer(params, 'shortLeverageRr')
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbol': market['id'],
         }
         response = None
@@ -4058,6 +4350,10 @@ class phemex(Exchange, ImplicitAPI):
     async def transfer(self, code: str, amount: float, fromAccount: str, toAccount: str, params={}) -> TransferEntry:
         """
         transfer currency internally between wallets on the same account
+
+        https://phemex-docs.github.io/#transfer-between-spot-and-futures
+        https://phemex-docs.github.io/#universal-transfer-main-account-only-transfer-between-sub-to-main-main-to-sub-or-sub-to-sub
+
         :param str code: unified currency code
         :param float amount: amount to transfer
         :param str fromAccount: account to transfer from
@@ -4079,7 +4375,7 @@ class phemex(Exchange, ImplicitAPI):
         elif fromId == 'future' and toId == 'spot':
             direction = 1
         if direction is not None:
-            request = {
+            request: dict = {
                 'currency': currency['id'],
                 'moveOp': direction,
                 'amountEv': scaledAmmount,
@@ -4102,7 +4398,7 @@ class phemex(Exchange, ImplicitAPI):
             data = self.safe_value(response, 'data', {})
             transfer = self.parse_transfer(data, currency)
         else:  # sub account transfer
-            request = {
+            request: dict = {
                 'fromUserId': fromId,
                 'toUserId': toId,
                 'amountEv': scaledAmmount,
@@ -4131,9 +4427,12 @@ class phemex(Exchange, ImplicitAPI):
                 transfer['currency'] = code
         return transfer
 
-    async def fetch_transfers(self, code: Str = None, since: Int = None, limit: Int = None, params={}):
+    async def fetch_transfers(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[TransferEntry]:
         """
         fetch a history of internal transfers made on an account
+
+        https://phemex-docs.github.io/#query-transfer-history
+
         :param str code: unified currency code of the currency transferred
         :param int [since]: the earliest time in ms to fetch transfers for
         :param int [limit]: the maximum number of  transfers structures to retrieve
@@ -4144,7 +4443,7 @@ class phemex(Exchange, ImplicitAPI):
         if code is None:
             raise ArgumentsRequired(self.id + ' fetchTransfers() requires a code argument')
         currency = self.currency(code)
-        request = {
+        request: dict = {
             'currency': currency['id'],
         }
         if since is not None:
@@ -4173,10 +4472,10 @@ class phemex(Exchange, ImplicitAPI):
         #     }
         #
         data = self.safe_value(response, 'data', {})
-        transfers = self.safe_value(data, 'rows', [])
+        transfers = self.safe_list(data, 'rows', [])
         return self.parse_transfers(transfers, currency, since, limit)
 
-    def parse_transfer(self, transfer, currency: Currency = None):
+    def parse_transfer(self, transfer: dict, currency: Currency = None) -> TransferEntry:
         #
         # transfer
         #
@@ -4230,8 +4529,8 @@ class phemex(Exchange, ImplicitAPI):
             'status': self.parse_transfer_status(status),
         }
 
-    def parse_transfer_status(self, status):
-        statuses = {
+    def parse_transfer_status(self, status: Str) -> Str:
+        statuses: dict = {
             '3': 'rejected',  # 'Rejected',
             '6': 'canceled',  # 'Got error and wait for recovery',
             '10': 'ok',  # 'Success',
@@ -4242,7 +4541,9 @@ class phemex(Exchange, ImplicitAPI):
     async def fetch_funding_rate_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
         """
         fetches historical funding rate prices
-        :see: https://phemex-docs.github.io/#query-funding-rate-history-2
+
+        https://phemex-docs.github.io/#query-funding-rate-history-2
+
         :param str symbol: unified symbol of the market to fetch the funding rate history for
         :param int [since]: timestamp in ms of the earliest funding rate to fetch
         :param int [limit]: the maximum amount of `funding rate structures <https://docs.ccxt.com/#/?id=funding-rate-history-structure>` to fetch
@@ -4267,7 +4568,7 @@ class phemex(Exchange, ImplicitAPI):
             customSymbol = '.' + market['id'] + 'FR8H'  # phemex requires a custom symbol for funding rate history
         else:
             customSymbol = '.' + market['baseId'] + 'FR8H'
-        request = {
+        request: dict = {
             'symbol': customSymbol,
         }
         if since is not None:
@@ -4312,10 +4613,12 @@ class phemex(Exchange, ImplicitAPI):
         sorted = self.sort_by(result, 'timestamp')
         return self.filter_by_symbol_since_limit(sorted, symbol, since, limit)
 
-    async def withdraw(self, code: str, amount: float, address, tag=None, params={}):
+    async def withdraw(self, code: str, amount: float, address: str, tag=None, params={}) -> Transaction:
         """
         make a withdrawal
-        :see: https://phemex-docs.github.io/#create-withdraw-request
+
+        https://phemex-docs.github.io/#create-withdraw-request
+
         :param str code: unified currency code
         :param float amount: the amount to withdraw
         :param str address: the address to withdraw to
@@ -4339,7 +4642,7 @@ class phemex(Exchange, ImplicitAPI):
                 networkId = currency['id']
             else:
                 raise ArgumentsRequired(self.id + ' withdraw() requires an extra argument params["network"]')
-        request = {
+        request: dict = {
             'currency': currency['id'],
             'address': address,
             'amount': amount,
@@ -4375,10 +4678,83 @@ class phemex(Exchange, ImplicitAPI):
         #         }
         #     }
         #
-        data = self.safe_value(response, 'data', {})
+        data = self.safe_dict(response, 'data', {})
         return self.parse_transaction(data, currency)
 
-    def handle_errors(self, httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody):
+    async def fetch_open_interest(self, symbol: str, params={}):
+        """
+        retrieves the open interest of a trading pair
+
+        https://phemex-docs.github.io/#query-24-hours-ticker
+
+        :param str symbol: unified CCXT market symbol
+        :param dict [params]: exchange specific parameters
+        :returns dict} an open interest structure{@link https://docs.ccxt.com/#/?id=open-interest-structure:
+        """
+        await self.load_markets()
+        market = self.market(symbol)
+        if not market['contract']:
+            raise BadRequest(self.id + ' fetchOpenInterest is only supported for contract markets.')
+        request: dict = {
+            'symbol': market['id'],
+        }
+        response = await self.v2GetMdV2Ticker24hr(self.extend(request, params))
+        #
+        #    {
+        #        error: null,
+        #        id: '0',
+        #        result: {
+        #          closeRp: '67550.1',
+        #          fundingRateRr: '0.0001',
+        #          highRp: '68400',
+        #          indexPriceRp: '67567.15389794',
+        #          lowRp: '66096.4',
+        #          markPriceRp: '67550.1',
+        #          openInterestRv: '1848.1144186',
+        #          openRp: '66330',
+        #          predFundingRateRr: '0.0001',
+        #          symbol: 'BTCUSDT',
+        #          timestamp: '1729114315443343001',
+        #          turnoverRv: '228863389.3237532',
+        #          volumeRq: '3388.5600312'
+        #        }
+        #    }
+        #
+        result = self.safe_dict(response, 'result')
+        return self.parse_open_interest(result, market)
+
+    def parse_open_interest(self, interest, market: Market = None):
+        #
+        #    {
+        #        closeRp: '67550.1',
+        #        fundingRateRr: '0.0001',
+        #        highRp: '68400',
+        #        indexPriceRp: '67567.15389794',
+        #        lowRp: '66096.4',
+        #        markPriceRp: '67550.1',
+        #        openInterestRv: '1848.1144186',
+        #        openRp: '66330',
+        #        predFundingRateRr: '0.0001',
+        #        symbol: 'BTCUSDT',
+        #        timestamp: '1729114315443343001',
+        #        turnoverRv: '228863389.3237532',
+        #        volumeRq: '3388.5600312'
+        #    }
+        #
+        timestamp = self.safe_integer(interest, 'timestamp') / 1000000
+        id = self.safe_string(interest, 'symbol')
+        return self.safe_open_interest({
+            'info': interest,
+            'symbol': self.safe_symbol(id, market),
+            'baseVolume': self.safe_string(interest, 'volumeRq'),
+            'quoteVolume': None,  # deprecated
+            'openInterestAmount': self.safe_string(interest, 'openInterestRv'),
+            'openInterestValue': None,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+        }, market)
+
+    def handle_errors(self, httpCode: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody):
         if response is None:
             return None  # fallback to default error handler
         #