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

ccxt/async_support/blofin.py

@@ -6,16 +6,16 @@
 from ccxt.async_support.base.exchange import Exchange
 from ccxt.abstract.blofin import ImplicitAPI
 import hashlib
-from ccxt.base.types import Balances, Currency, Int, Leverage, Leverages, MarginMode, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade, Transaction, TransferEntry
+from ccxt.base.types import Balances, Currency, Int, LedgerEntry, Leverage, Leverages, MarginMode, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, Trade, TradingFeeInterface, Transaction, TransferEntry
 from typing import List
 from ccxt.base.errors import ExchangeError
+from ccxt.base.errors import AuthenticationError
 from ccxt.base.errors import ArgumentsRequired
 from ccxt.base.errors import BadRequest
 from ccxt.base.errors import InsufficientFunds
 from ccxt.base.errors import InvalidOrder
 from ccxt.base.errors import RateLimitExceeded
 from ccxt.base.errors import ExchangeNotAvailable
-from ccxt.base.errors import AuthenticationError
 from ccxt.base.decimal_to_precision import TICK_SIZE
 from ccxt.base.precise import Precise
 
@@ -29,6 +29,7 @@ class blofin(Exchange, ImplicitAPI):
             'countries': ['US'],
             'version': 'v1',
             'rateLimit': 100,
+            'pro': True,
             'has': {
                 'CORS': None,
                 'spot': False,
@@ -103,12 +104,11 @@ class blofin(Exchange, ImplicitAPI):
                 'fetchOpenInterestHistory': False,
                 'fetchOpenOrder': None,
                 'fetchOpenOrders': True,
-                'fetchOrder': True,
+                'fetchOrder': None,
                 'fetchOrderBook': True,
                 'fetchOrderBooks': False,
                 'fetchOrders': False,
                 'fetchOrderTrades': True,
-                'fetchPermissions': None,
                 'fetchPosition': True,
                 'fetchPositions': True,
                 'fetchPositionsForSymbol': False,
@@ -153,20 +153,21 @@ class blofin(Exchange, ImplicitAPI):
                 '2h': '2H',
                 '4h': '4H',
                 '6h': '6H',
+                '8h': '8H',
                 '12h': '12H',
                 '1d': '1D',
+                '3d': '3D',
                 '1w': '1W',
                 '1M': '1M',
-                '3M': '3M',
             },
             'hostname': 'www.blofin.com',
             'urls': {
-                'logo': 'https://github.com/ccxt/ccxt/assets/43336371/255a7b29-341f-4d20-8342-fbfae4932807',
+                'logo': 'https://github.com/user-attachments/assets/518cdf80-f05d-4821-a3e3-d48ceb41d73b',
                 'api': {
                     'rest': 'https://openapi.blofin.com',
                 },
                 'referral': {
-                    'url': 'https://blofin.com/register?referral_code=jBd8U1',
+                    'url': 'https://blofin.com/register?referral_code=f79EsS',
                     'discount': 0.05,
                 },
                 'www': 'https://www.blofin.com',
@@ -201,6 +202,20 @@ class blofin(Exchange, ImplicitAPI):
                         'trade/orders-tpsl-pending': 1,
                         'trade/orders-history': 1,
                         'trade/orders-tpsl-history': 1,
+                        'user/query-apikey': 1,
+                        'affiliate/basic': 1,
+                        'copytrading/instruments': 1,
+                        'copytrading/account/balance': 1,
+                        'copytrading/account/positions-by-order': 1,
+                        'copytrading/account/positions-details-by-order': 1,
+                        'copytrading/account/positions-by-contract': 1,
+                        'copytrading/account/position-mode': 1,
+                        'copytrading/account/leverage-info': 1,
+                        'copytrading/trade/orders-pending': 1,
+                        'copytrading/trade/pending-tpsl-by-contract': 1,
+                        'copytrading/trade/position-history-by-order': 1,
+                        'copytrading/trade/orders-history': 1,
+                        'copytrading/trade/pending-tpsl-by-order': 1,
                     },
                     'post': {
                         'trade/order': 1,
@@ -212,6 +227,16 @@ class blofin(Exchange, ImplicitAPI):
                         'trade/cancel-tpsl': 1,
                         'trade/close-position': 1,
                         'asset/transfer': 1,
+                        'copytrading/account/set-position-mode': 1,
+                        'copytrading/account/set-leverage': 1,
+                        'copytrading/trade/place-order': 1,
+                        'copytrading/trade/cancel-order': 1,
+                        'copytrading/trade/place-tpsl-by-contract': 1,
+                        'copytrading/trade/cancel-tpsl-by-contract': 1,
+                        'copytrading/trade/place-tpsl-by-order': 1,
+                        'copytrading/trade/cancel-tpsl-by-order': 1,
+                        'copytrading/trade/close-position-by-order': 1,
+                        'copytrading/trade/close-position-by-contract': 1,
                     },
                 },
             },
@@ -226,6 +251,93 @@ class blofin(Exchange, ImplicitAPI):
                 'secret': True,
                 'password': True,
             },
+            'features': {
+                'default': {
+                    'sandbox': False,
+                    'createOrder': {
+                        'timeInForce': {
+                            'IOC': True,
+                            'FOK': True,
+                            'PO': True,
+                            'GTD': False,
+                        },
+                        'leverage': False,
+                        'marketBuyRequiresPrice': False,
+                        'marketBuyByCost': False,
+                        'selfTradePrevention': False,
+                        'trailing': False,
+                        'iceberg': False,
+                    },
+                    'createOrders': {
+                        'max': 10,
+                    },
+                    'fetchMyTrades': {
+                        'marginMode': False,
+                        'limit': 100,
+                        'daysBack': 100000,
+                        'untilDays': 100000,
+                    },
+                    'fetchOrder': None,
+                    'fetchOpenOrders': {
+                        'marginMode': False,
+                        'limit': 100,
+                        'trigger': True,
+                        'trailing': False,
+                    },
+                    'fetchOrders': None,
+                    'fetchClosedOrders': {
+                        'marginMode': False,
+                        'limit': 1000,
+                        'daysBack': 100000,
+                        'daysBackCanceled': 1,
+                        'untilDays': 100000,
+                        'trigger': True,
+                        'trailing': False,
+                    },
+                    'fetchOHLCV': {
+                        'max': 1440,
+                    },
+                },
+                'spot': {
+                    'extends': 'default',
+                    'createOrder': {
+                        'marginMode': False,
+                        'triggerPrice': False,
+                        'triggerPriceType': None,
+                        'triggerDirection': False,
+                        'stopLossPrice': False,
+                        'takeProfitPrice': False,
+                        'attachedStopLossTakeProfit': None,
+                        'hedged': False,
+                    },
+                },
+                'forDerivatives': {
+                    'extends': 'default',
+                    'createOrder': {
+                        'marginMode': True,
+                        'triggerPrice': False,  # todo
+                        'triggerPriceType': None,
+                        'triggerDirection': False,
+                        'stopLossPrice': True,
+                        'takeProfitPrice': True,
+                        'attachedStopLossTakeProfit': {
+                            'triggerPriceType': None,
+                            'limit': True,
+                        },
+                        'hedged': True,
+                    },
+                },
+                'swap': {
+                    'linear': {
+                        'extends': 'forDerivatives',
+                    },
+                    'inverse': None,
+                },
+                'future': {
+                    'linear': None,
+                    'inverse': None,
+                },
+            },
             'exceptions': {
                 'exact': {
                     '400': BadRequest,  # Body can not be empty
@@ -284,12 +396,19 @@ class blofin(Exchange, ImplicitAPI):
                 'brokerId': 'ec6dd3a7dd982d0b',
                 'accountsByType': {
                     'swap': 'futures',
+                    'funding': 'funding',
                     'future': 'futures',
+                    'copy_trading': 'copy_trading',
+                    'earn': 'earn',
+                    'spot': 'spot',
                 },
                 'accountsById': {
+                    'funding': 'funding',
                     'futures': 'swap',
+                    'copy_trading': 'copy_trading',
+                    'earn': 'earn',
+                    'spot': 'spot',
                 },
-                'sandboxMode': False,
                 'defaultNetwork': 'ERC20',
                 'defaultNetworks': {
                     'ETH': 'ERC20',
@@ -355,10 +474,12 @@ class blofin(Exchange, ImplicitAPI):
             },
         })
 
-    async def fetch_markets(self, params={}):
+    async def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for blofin
-        :see: https://blofin.com/docs#get-instruments
+
+        https://blofin.com/docs#get-instruments
+
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict[]: an array of objects representing market data
         """
@@ -366,7 +487,7 @@ class blofin(Exchange, ImplicitAPI):
         data = self.safe_list(response, 'data', [])
         return self.parse_markets(data)
 
-    def parse_market(self, market) -> Market:
+    def parse_market(self, market: dict) -> Market:
         id = self.safe_string(market, 'instId')
         type = self.safe_string_lower(market, 'instType')
         spot = (type == 'spot')
@@ -448,7 +569,9 @@ class blofin(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://blofin.com/docs#get-order-book
+
+        https://blofin.com/docs#get-order-book
+
         :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
@@ -456,7 +579,7 @@ class blofin(Exchange, ImplicitAPI):
         """
         await self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'instId': market['id'],
         }
         limit = 50 if (limit is None) else limit
@@ -489,7 +612,26 @@ class blofin(Exchange, ImplicitAPI):
         timestamp = self.safe_integer(first, 'ts')
         return self.parse_order_book(first, symbol, timestamp)
 
-    def parse_ticker(self, ticker, market: Market = None) -> Ticker:
+    def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
+        #
+        # response similar for REST & WS
+        #
+        #     {
+        #         instId: "ADA-USDT",
+        #         ts: "1707736811486",
+        #         last: "0.5315",
+        #         lastSize: "4",
+        #         askPrice: "0.5318",
+        #         askSize: "248",
+        #         bidPrice: "0.5315",
+        #         bidSize: "63",
+        #         open24h: "0.5555",
+        #         high24h: "0.5563",
+        #         low24h: "0.5315",
+        #         volCurrency24h: "198560100",
+        #         vol24h: "1985601",
+        #     }
+        #
         timestamp = self.safe_integer(ticker, 'ts')
         marketId = self.safe_string(ticker, 'instId')
         market = self.safe_market(marketId, market, '-')
@@ -521,20 +663,24 @@ class blofin(Exchange, ImplicitAPI):
             'average': None,
             'baseVolume': baseVolume,
             'quoteVolume': quoteVolume,
+            'indexPrice': self.safe_string(ticker, 'indexPrice'),
+            'markPrice': self.safe_string(ticker, 'markPrice'),
             'info': ticker,
         }, market)
 
     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://blofin.com/docs#get-tickers
+
+        https://blofin.com/docs#get-tickers
+
         :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 = {
             'instId': market['id'],
         }
         response = await self.publicGetMarketTickers(self.extend(request, params))
@@ -542,10 +688,33 @@ class blofin(Exchange, ImplicitAPI):
         first = self.safe_dict(data, 0, {})
         return self.parse_ticker(first, market)
 
+    async def fetch_mark_price(self, symbol: str, params={}) -> Ticker:
+        """
+        fetches mark price for the market
+
+        https://docs.blofin.com/index.html#get-mark-price
+
+        :param str symbol: unified market symbol
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.subType]: "linear" or "inverse"
+        :returns dict: a dictionary of `ticker structures <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        market = self.market(symbol)
+        request = {
+            'symbol': market['id'],
+        }
+        response = await self.publicGetMarketMarkPrice(self.extend(request, params))
+        data = self.safe_list(response, 'data', [])
+        first = self.safe_dict(data, 0, {})
+        return self.parse_ticker(first, 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://blofin.com/docs#get-tickers
+
+        https://blofin.com/docs#get-tickers
+
         :param str[] [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>`
@@ -556,9 +725,10 @@ class blofin(Exchange, ImplicitAPI):
         tickers = self.safe_list(response, 'data', [])
         return self.parse_tickers(tickers, symbols)
 
-    def parse_trade(self, trade, market: Market = None) -> Trade:
+    def parse_trade(self, trade: dict, market: Market = None) -> Trade:
+        #
+        # fetch trades(response similar for REST & WS)
         #
-        # fetch trades
         #   {
         #       "tradeId": "3263934920",
         #       "instId": "LTC-USDT",
@@ -567,6 +737,7 @@ class blofin(Exchange, ImplicitAPI):
         #       "side": "buy",
         #       "ts": "1707232020854"
         #   }
+        #
         # my trades
         #   {
         #       "instId": "LTC-USDT",
@@ -617,7 +788,9 @@ class blofin(Exchange, ImplicitAPI):
     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://blofin.com/docs#get-trades
+
+        https://blofin.com/docs#get-trades
+
         :param str symbol: unified symbol of the market to fetch trades for
         :param int [since]: timestamp in ms of the earliest trade to fetch
         :param int [limit]: the maximum amount of trades to fetch
@@ -631,7 +804,7 @@ class blofin(Exchange, ImplicitAPI):
         if paginate:
             return await self.fetch_paginated_call_cursor('fetchTrades', symbol, since, limit, params, 'tradeId', 'after', None, 100)
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'instId': market['id'],
         }
         response = None
@@ -670,7 +843,9 @@ class blofin(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://blofin.com/docs#get-candlesticks
+
+        https://blofin.com/docs#get-candlesticks
+
         :param str symbol: unified symbol of the market to fetch OHLCV data for
         :param str timeframe: the length of time each candle represents
         :param int [since]: timestamp in ms of the earliest candle to fetch
@@ -688,7 +863,7 @@ class blofin(Exchange, ImplicitAPI):
             return await self.fetch_paginated_call_deterministic('fetchOHLCV', symbol, since, limit, timeframe, params, 100)
         if limit is None:
             limit = 100  # default 100, max 100
-        request = {
+        request: dict = {
             'instId': market['id'],
             'bar': self.safe_string(self.timeframes, timeframe, timeframe),
             'limit': limit,
@@ -705,7 +880,9 @@ class blofin(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://blofin.com/docs#get-funding-rate-history
+
+        https://blofin.com/docs#get-funding-rate-history
+
         :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
@@ -721,7 +898,7 @@ class blofin(Exchange, ImplicitAPI):
         if paginate:
             return await self.fetch_paginated_call_deterministic('fetchFundingRateHistory', symbol, since, limit, '8h', params)
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'instId': market['id'],
         }
         if since is not None:
@@ -744,23 +921,16 @@ class blofin(Exchange, ImplicitAPI):
         sorted = self.sort_by(rates, 'timestamp')
         return self.filter_by_symbol_since_limit(sorted, market['symbol'], since, limit)
 
-    def parse_funding_rate(self, contract, market: Market = None):
+    def parse_funding_rate(self, contract, market: Market = None) -> FundingRate:
         #
         #    {
         #        "fundingRate": "0.00027815",
         #        "fundingTime": "1634256000000",
         #        "instId": "BTC-USD-SWAP",
-        #        "instType": "SWAP",
-        #        "nextFundingRate": "0.00017",
-        #        "nextFundingTime": "1634284800000"
         #    }
         #
-        # in the response above nextFundingRate is actually two funding rates from now
-        #
-        nextFundingRateTimestamp = self.safe_integer(contract, 'nextFundingTime')
         marketId = self.safe_string(contract, 'instId')
         symbol = self.safe_symbol(marketId, market)
-        nextFundingRate = self.safe_number(contract, 'nextFundingRate')
         fundingTime = self.safe_integer(contract, 'fundingTime')
         # > The current interest is 0.
         return {
@@ -775,18 +945,21 @@ class blofin(Exchange, ImplicitAPI):
             'fundingRate': self.safe_number(contract, 'fundingRate'),
             'fundingTimestamp': fundingTime,
             'fundingDatetime': self.iso8601(fundingTime),
-            'nextFundingRate': nextFundingRate,
-            'nextFundingTimestamp': nextFundingRateTimestamp,
-            'nextFundingDatetime': self.iso8601(nextFundingRateTimestamp),
+            'nextFundingRate': None,
+            'nextFundingTimestamp': None,
+            'nextFundingDatetime': None,
             'previousFundingRate': None,
             'previousFundingTimestamp': None,
             'previousFundingDatetime': None,
+            'interval': None,
         }
 
-    async def fetch_funding_rate(self, symbol: str, params={}):
+    async def fetch_funding_rate(self, symbol: str, params={}) -> FundingRate:
         """
         fetch the current funding rate
-        :see: https://blofin.com/docs#get-funding-rate
+
+        https://blofin.com/docs#get-funding-rate
+
         :param str symbol: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a `funding rate structure <https://docs.ccxt.com/#/?id=funding-rate-structure>`
@@ -795,7 +968,7 @@ class blofin(Exchange, ImplicitAPI):
         market = self.market(symbol)
         if not market['swap']:
             raise ExchangeError(self.id + ' fetchFundingRate() is only valid for swap markets')
-        request = {
+        request: dict = {
             'instId': market['id'],
         }
         response = await self.publicGetMarketFundingRate(self.extend(request, params))
@@ -807,9 +980,6 @@ class blofin(Exchange, ImplicitAPI):
         #                "fundingRate": "0.00027815",
         #                "fundingTime": "1634256000000",
         #                "instId": "BTC-USD-SWAP",
-        #                "instType": "SWAP",
-        #                "nextFundingRate": "0.00017",
-        #                "nextFundingTime": "1634284800000"
         #            }
         #        ],
         #        "msg": ""
@@ -819,13 +989,16 @@ class blofin(Exchange, ImplicitAPI):
         entry = self.safe_dict(data, 0, {})
         return self.parse_funding_rate(entry, market)
 
-    def parse_balance_by_type(self, type, response):
-        if type:
+    def parse_balance_by_type(self, response):
+        data = self.safe_list(response, 'data')
+        if (data is not None) and isinstance(data, list):
             return self.parse_funding_balance(response)
         else:
-            return self.parse_trading_balance(response)
+            return self.parse_balance(response)
 
-    def parse_trading_balance(self, response):
+    def parse_balance(self, response):
+        #
+        # "data" similar for REST & WS
         #
         # {
         #     "code": "0",
@@ -847,13 +1020,14 @@ class blofin(Exchange, ImplicitAPI):
         #                 "orderFrozen": "14920.994472632597427761",
         #                 "equityUsd": "10011254.077985990315787910",
         #                 "isolatedUnrealizedPnl": "-22.151999999999999999952",
-        #                 "bonus": "0"
+        #                 "bonus": "0"  # present only in REST
+        #                 "unrealizedPnl": "0"  # present only in WS
         #             }
         #         ]
         #     }
         # }
         #
-        result = {'info': response}
+        result: dict = {'info': response}
         data = self.safe_dict(response, 'data', {})
         timestamp = self.safe_integer(data, 'ts')
         details = self.safe_list(data, 'details', [])
@@ -892,7 +1066,7 @@ class blofin(Exchange, ImplicitAPI):
         #      ]
         #  }
         #
-        result = {'info': response}
+        result: dict = {'info': response}
         data = self.safe_list(response, 'data', [])
         for i in range(0, len(data)):
             balance = data[i]
@@ -906,42 +1080,46 @@ class blofin(Exchange, ImplicitAPI):
             result[code] = account
         return self.safe_balance(result)
 
-    def parse_trading_fee(self, fee, market: Market = None):
+    def parse_trading_fee(self, fee: dict, market: Market = None) -> TradingFeeInterface:
         return {
             'info': fee,
             'symbol': self.safe_symbol(None, market),
             # blofin returns the fees values opposed to other exchanges, so the sign needs to be flipped
             'maker': self.parse_number(Precise.string_neg(self.safe_string_2(fee, 'maker', 'makerU'))),
             'taker': self.parse_number(Precise.string_neg(self.safe_string_2(fee, 'taker', 'takerU'))),
+            'percentage': None,
+            'tierBased': None,
         }
 
     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://blofin.com/docs#get-balance
-        :see: https://blofin.com/docs#get-futures-account-balance
+
+        https://blofin.com/docs#get-balance
+        https://blofin.com/docs#get-futures-account-balance
+
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param str [params.accountType]: the type of account to fetch the balance for, either 'funding' or 'futures'  or 'copy_trading' or 'earn'
         :returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
         """
         await self.load_markets()
-        accountType = self.safe_string_2(params, 'accountType', 'type')
-        params = self.omit(params, ['accountType', 'type'])
-        request = {
+        accountType = None
+        accountType, params = self.handle_option_and_params_2(params, 'fetchBalance', 'accountType', 'type')
+        request: dict = {
         }
         response = None
-        if accountType is not None:
+        if accountType is not None and accountType != 'swap':
             options = self.safe_dict(self.options, 'accountsByType', {})
             parsedAccountType = self.safe_string(options, accountType, accountType)
             request['accountType'] = parsedAccountType
             response = await self.privateGetAssetBalances(self.extend(request, params))
         else:
             response = await self.privateGetAccountBalance(self.extend(request, params))
-        return self.parse_balance_by_type(accountType, response)
+        return self.parse_balance_by_type(response)
 
     def create_order_request(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'instId': market['id'],
             'side': side,
             'orderType': type,
@@ -982,8 +1160,8 @@ class blofin(Exchange, ImplicitAPI):
                 request['tpOrderPrice'] = self.price_to_precision(symbol, tpPrice)
         return self.extend(request, params)
 
-    def parse_order_status(self, status):
-        statuses = {
+    def parse_order_status(self, status: Str):
+        statuses: dict = {
             'canceled': 'canceled',
             'order_failed': 'canceled',
             'live': 'open',
@@ -993,7 +1171,9 @@ class blofin(Exchange, ImplicitAPI):
         }
         return self.safe_string(statuses, status, status)
 
-    def parse_order(self, order, market: Market = None) -> Order:
+    def parse_order(self, order: dict, market: Market = None) -> Order:
+        #
+        # response similar for REST & WS
         #
         # {
         #     "orderId": "2075628533",
@@ -1022,6 +1202,9 @@ class blofin(Exchange, ImplicitAPI):
         #     "cancelSource": "not_canceled",
         #     "cancelSourceReason": null,
         #     "brokerId": "ec6dd3a7dd982d0b"
+        #     "filled_amount": "1.000000000000000000",  # filledAmount in "ws" watchOrders
+        #     "cancelSource": "",  # only in WS
+        #     "instType": "SWAP",  # only in WS
         # }
         #
         id = self.safe_string_2(order, 'tpslId', 'orderId')
@@ -1108,20 +1291,22 @@ class blofin(Exchange, ImplicitAPI):
     async def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}) -> Order:
         """
         create a trade order
-        :see: https://blofin.com/docs#place-order
-        :see: https://blofin.com/docs#place-tpsl-order
+
+        https://blofin.com/docs#place-order
+        https://blofin.com/docs#place-tpsl-order
+
         :param str symbol: unified symbol of the market to create an order in
         :param str type: 'market' or 'limit' or 'post_only' or 'ioc' or 'fok'
         :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 bool [params.reduceOnly]: a mark to reduce the position size for margin, swap and future orders
         :param bool [params.postOnly]: True to place a post only order
         :param str [params.marginMode]: 'cross' or 'isolated', default is 'cross'
         :param float [params.stopLossPrice]: stop loss trigger price(will use privatePostTradeOrderTpsl)
         :param float [params.takeProfitPrice]: take profit trigger price(will use privatePostTradeOrderTpsl)
-        :param str [param.positionSide]: *stopLossPrice/takeProfitPrice orders only* 'long' or 'short' or 'net' default is 'net'
+        :param str [params.positionSide]: *stopLossPrice/takeProfitPrice orders only* 'long' or 'short' or 'net' default is 'net'
         :param str [params.clientOrderId]: a unique id for the order
         :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
@@ -1157,7 +1342,7 @@ class blofin(Exchange, ImplicitAPI):
     def create_tpsl_order_request(self, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}):
         market = self.market(symbol)
         positionSide = self.safe_string(params, 'positionSide', 'net')
-        request = {
+        request: dict = {
             'instId': market['id'],
             'side': side,
             'positionSide': positionSide,
@@ -1189,26 +1374,37 @@ class blofin(Exchange, ImplicitAPI):
     async def cancel_order(self, id: str, symbol: Str = None, params={}):
         """
         cancels an open order
-        :see: https://blofin.com/docs#cancel-order
-        :see: https://blofin.com/docs#cancel-tpsl-order
+
+        https://blofin.com/docs#cancel-order
+        https://blofin.com/docs#cancel-tpsl-order
+
         :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
+        :param boolean [params.trigger]: True if cancelling a trigger/conditional order/tp sl orders
         :returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         if symbol is None:
             raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol argument')
         await self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'instId': market['id'],
         }
+        isTrigger = self.safe_bool_n(params, ['stop', 'trigger', 'tpsl'], False)
         clientOrderId = self.safe_string(params, 'clientOrderId')
         if clientOrderId is not None:
             request['clientOrderId'] = clientOrderId
         else:
-            request['orderId'] = id
-        query = self.omit(params, ['orderId', 'clientOrderId'])
+            if not isTrigger:
+                request['orderId'] = str(id)
+            else:
+                request['tpslId'] = str(id)
+        query = self.omit(params, ['orderId', 'clientOrderId', 'stop', 'trigger', 'tpsl'])
+        if isTrigger:
+            tpslResponse = await self.cancel_orders([id], symbol, params)
+            first = self.safe_dict(tpslResponse, 0)
+            return first
         response = await self.privatePostTradeCancelOrder(self.extend(request, query))
         data = self.safe_list(response, 'data', [])
         order = self.safe_dict(data, 0)
@@ -1217,8 +1413,11 @@ class blofin(Exchange, ImplicitAPI):
     async def create_orders(self, orders: List[OrderRequest], params={}) -> List[Order]:
         """
         create a list of trade orders
-        :see: https://blofin.com/docs#place-multiple-orders
+
+        https://blofin.com/docs#place-multiple-orders
+
         :param Array orders: list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
+        :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         await self.load_markets()
@@ -1241,13 +1440,15 @@ class blofin(Exchange, ImplicitAPI):
     async def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
         Fetch orders that are still open
-        :see: https://blofin.com/docs#get-active-orders
-        :see: https://blofin.com/docs#get-active-tpsl-orders
+
+        https://blofin.com/docs#get-active-orders
+        https://blofin.com/docs#get-active-tpsl-orders
+
         :param str symbol: unified market symbol
         :param int [since]: the earliest time in ms to fetch open orders for
         :param int [limit]: the maximum number of  open orders structures to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
-        :param bool [params.stop]: True if fetching trigger or conditional orders
+        :param bool [params.trigger]: True if fetching trigger or conditional orders
         :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 Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
         """
@@ -1256,7 +1457,7 @@ class blofin(Exchange, ImplicitAPI):
         paginate, params = self.handle_option_and_params(params, 'fetchOpenOrders', 'paginate')
         if paginate:
             return await self.fetch_paginated_call_dynamic('fetchOpenOrders', symbol, since, limit, params)
-        request = {
+        request: dict = {
         }
         market = None
         if symbol is not None:
@@ -1264,12 +1465,12 @@ class blofin(Exchange, ImplicitAPI):
             request['instId'] = market['id']
         if limit is not None:
             request['limit'] = limit  # default 100, max 100
-        isStop = self.safe_bool_n(params, ['stop', 'trigger', 'tpsl', 'TPSL'], False)
+        isTrigger = self.safe_bool_n(params, ['stop', 'trigger', 'tpsl', 'TPSL'], False)
         method: Str = None
         method, params = self.handle_option_and_params(params, 'fetchOpenOrders', 'method', 'privateGetTradeOrdersPending')
         query = self.omit(params, ['method', 'stop', 'trigger', 'tpsl', 'TPSL'])
         response = None
-        if isStop or (method == 'privateGetTradeOrdersTpslPending'):
+        if isTrigger or (method == 'privateGetTradeOrdersTpslPending'):
             response = await self.privateGetTradeOrdersTpslPending(self.extend(request, query))
         else:
             response = await self.privateGetTradeOrdersPending(self.extend(request, query))
@@ -1279,7 +1480,9 @@ class blofin(Exchange, ImplicitAPI):
     async def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """
         fetch all trades made by the user
-        :see: https://blofin.com/docs#get-trade-history
+
+        https://blofin.com/docs#get-trade-history
+
         :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
@@ -1293,7 +1496,7 @@ class blofin(Exchange, ImplicitAPI):
         paginate, params = self.handle_option_and_params(params, 'fetchMyTrades', 'paginate')
         if paginate:
             return await self.fetch_paginated_call_dynamic('fetchMyTrades', symbol, since, limit, params)
-        request = {
+        request: dict = {
         }
         market = None
         if symbol is not None:
@@ -1309,7 +1512,9 @@ class blofin(Exchange, ImplicitAPI):
     async def fetch_deposits(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
         """
         fetch all deposits made to an account
-        :see: https://blofin.com/docs#get-deposite-history
+
+        https://blofin.com/docs#get-deposite-history
+
         :param str code: unified currency code
         :param int [since]: the earliest time in ms to fetch deposits for
         :param int [limit]: the maximum number of deposits structures to retrieve
@@ -1323,7 +1528,7 @@ class blofin(Exchange, ImplicitAPI):
         paginate, params = self.handle_option_and_params(params, 'fetchDeposits', 'paginate')
         if paginate:
             return await self.fetch_paginated_call_dynamic('fetchDeposits', code, since, limit, params)
-        request = {
+        request: dict = {
         }
         currency = None
         if code is not None:
@@ -1341,7 +1546,9 @@ class blofin(Exchange, ImplicitAPI):
     async def fetch_withdrawals(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
         """
         fetch all withdrawals made from an account
-        :see: https://blofin.com/docs#get-withdraw-history
+
+        https://blofin.com/docs#get-withdraw-history
+
         :param str code: unified currency code
         :param int [since]: the earliest time in ms to fetch withdrawals for
         :param int [limit]: the maximum number of withdrawals structures to retrieve
@@ -1355,7 +1562,7 @@ class blofin(Exchange, ImplicitAPI):
         paginate, params = self.handle_option_and_params(params, 'fetchWithdrawals', 'paginate')
         if paginate:
             return await self.fetch_paginated_call_dynamic('fetchWithdrawals', code, since, limit, params)
-        request = {
+        request: dict = {
         }
         currency = None
         if code is not None:
@@ -1370,25 +1577,27 @@ class blofin(Exchange, ImplicitAPI):
         data = self.safe_list(response, 'data', [])
         return self.parse_transactions(data, currency, since, limit, params)
 
-    async def fetch_ledger(self, code: Str = None, since: Int = None, limit: Int = None, params={}):
+    async def fetch_ledger(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[LedgerEntry]:
         """
-        fetch the history of changes, actions done by the user or operations that altered balance of the user
-        :see: https://blofin.com/docs#get-funds-transfer-history
-        :param str code: unified currency code, default is None
+        fetch the history of changes, actions done by the user or operations that altered the balance of the user
+
+        https://blofin.com/docs#get-funds-transfer-history
+
+        :param str [code]: unified currency code, default is None
         :param int [since]: timestamp in ms of the earliest ledger entry, default is None
-        :param int [limit]: max number of ledger entrys to return, default is None
+        :param int [limit]: max number of ledger entries to return, default is None
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param str [params.marginMode]: 'cross' or 'isolated'
         :param int [params.until]: the latest time in ms to fetch entries 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 dict: a `ledger structure <https://docs.ccxt.com/#/?id=ledger-structure>`
+        :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [available parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
+        :returns dict: a `ledger structure <https://docs.ccxt.com/#/?id=ledger>`
         """
         await self.load_markets()
         paginate = False
         paginate, params = self.handle_option_and_params(params, 'fetchLedger', 'paginate')
         if paginate:
             return await self.fetch_paginated_call_dynamic('fetchLedger', code, since, limit, params)
-        request = {
+        request: dict = {
         }
         if limit is not None:
             request['limit'] = limit
@@ -1402,7 +1611,7 @@ class blofin(Exchange, ImplicitAPI):
         data = self.safe_list(response, 'data', [])
         return self.parse_ledger(data, currency, since, limit)
 
-    def parse_transaction(self, transaction, currency: Currency = None) -> Transaction:
+    def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction:
         #
         #
         # fetchDeposits
@@ -1486,8 +1695,8 @@ class blofin(Exchange, ImplicitAPI):
             },
         }
 
-    def parse_transaction_status(self, status):
-        statuses = {
+    def parse_transaction_status(self, status: Str):
+        statuses: dict = {
             '0': 'pending',
             '1': 'ok',
             '2': 'failed',
@@ -1496,7 +1705,7 @@ class blofin(Exchange, ImplicitAPI):
         return self.safe_string(statuses, status, status)
 
     def parse_ledger_entry_type(self, type):
-        types = {
+        types: dict = {
             '1': 'transfer',  # transfer
             '2': 'trade',  # trade
             '3': 'trade',  # delivery
@@ -1511,34 +1720,32 @@ class blofin(Exchange, ImplicitAPI):
         }
         return self.safe_string(types, type, type)
 
-    def parse_ledger_entry(self, item, currency: Currency = None):
-        id = self.safe_string(item, 'transferId')
-        referenceId = self.safe_string(item, 'clientId')
-        fromAccount = self.safe_string(item, 'fromAccount')
-        toAccount = self.safe_string(item, 'toAccount')
-        type = self.parse_ledger_entry_type(self.safe_string(item, 'type'))
-        code = self.safe_currency_code(self.safe_string(item, 'currency'), currency)
-        amountString = self.safe_string(item, 'amount')
-        amount = self.parse_number(amountString)
+    def parse_ledger_entry(self, item: dict, currency: Currency = None) -> LedgerEntry:
+        currencyId = self.safe_string(item, 'currency')
+        code = self.safe_currency_code(currencyId, currency)
+        currency = self.safe_currency(currencyId, currency)
         timestamp = self.safe_integer(item, 'ts')
-        status = 'ok'
-        return {
-            'id': id,
+        return self.safe_ledger_entry({
             'info': item,
+            'id': self.safe_string(item, 'transferId'),
+            'direction': None,
+            'account': None,
+            'referenceId': self.safe_string(item, 'clientId'),
+            'referenceAccount': None,
+            'type': self.parse_ledger_entry_type(self.safe_string(item, 'type')),
+            'currency': code,
+            'amount': self.safe_number(item, 'amount'),
             'timestamp': timestamp,
             'datetime': self.iso8601(timestamp),
-            'fromAccount': fromAccount,
-            'toAccount': toAccount,
-            'type': type,
-            'currency': code,
-            'amount': amount,
-            'clientId': referenceId,  # balance before
-            'status': status,
-        }
+            'before': None,
+            'after': None,
+            'status': 'ok',
+            'fee': None,
+        }, currency)
 
     def parse_ids(self, ids):
         """
-         * @ignore
+ @ignore
         :param string[]|str ids: order ids
         :returns str[]: list of order ids
         """
@@ -1550,7 +1757,9 @@ class blofin(Exchange, ImplicitAPI):
     async def cancel_orders(self, ids, symbol: Str = None, params={}):
         """
         cancel multiple orders
-        :see: https://blofin.com/docs#cancel-multiple-orders
+
+        https://blofin.com/docs#cancel-multiple-orders
+
         :param str[] ids: order ids
         :param str symbol: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -1568,8 +1777,8 @@ class blofin(Exchange, ImplicitAPI):
         method = self.safe_string(params, 'method', defaultMethod)
         clientOrderIds = self.parse_ids(self.safe_value(params, 'clientOrderId'))
         tpslIds = self.parse_ids(self.safe_value(params, 'tpslId'))
-        stop = self.safe_bool_n(params, ['stop', 'trigger', 'tpsl'])
-        if stop:
+        trigger = self.safe_bool_n(params, ['stop', 'trigger', 'tpsl'])
+        if trigger:
             method = 'privatePostTradeCancelTpsl'
         if clientOrderIds is None:
             ids = self.parse_ids(ids)
@@ -1580,7 +1789,7 @@ class blofin(Exchange, ImplicitAPI):
                         'instId': market['id'],
                     })
             for i in range(0, len(ids)):
-                if stop:
+                if trigger:
                     request.append({
                         'tpslId': ids[i],
                         'instId': market['id'],
@@ -1607,7 +1816,9 @@ class blofin(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
-        :see: https://blofin.com/docs#funds-transfer
+
+        https://blofin.com/docs#funds-transfer
+
         :param str code: unified currency code
         :param float amount: amount to transfer
         :param str fromAccount: account to transfer from(funding, swap, copy_trading, earn)
@@ -1620,7 +1831,7 @@ class blofin(Exchange, ImplicitAPI):
         accountsByType = self.safe_dict(self.options, 'accountsByType', {})
         fromId = self.safe_string(accountsByType, fromAccount, fromAccount)
         toId = self.safe_string(accountsByType, toAccount, toAccount)
-        request = {
+        request: dict = {
             'currency': currency['id'],
             'amount': self.currency_to_precision(code, amount),
             'fromAccount': fromId,
@@ -1630,7 +1841,7 @@ class blofin(Exchange, ImplicitAPI):
         data = self.safe_dict(response, 'data', {})
         return self.parse_transfer(data, currency)
 
-    def parse_transfer(self, transfer, currency: Currency = None):
+    def parse_transfer(self, transfer: dict, currency: Currency = None) -> TransferEntry:
         id = self.safe_string(transfer, 'transferId')
         return {
             'info': transfer,
@@ -1647,7 +1858,9 @@ class blofin(Exchange, ImplicitAPI):
     async def fetch_position(self, symbol: str, params={}) -> Position:
         """
         fetch data on a single open contract trade position
-        :see: https://blofin.com/docs#get-positions
+
+        https://blofin.com/docs#get-positions
+
         :param str symbol: unified market symbol of the market the position is held in, default is None
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param str [params.instType]: MARGIN, SWAP, FUTURES, OPTION
@@ -1655,7 +1868,7 @@ class blofin(Exchange, ImplicitAPI):
         """
         await self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'instId': market['id'],
         }
         response = await self.privateGetAccountPositions(self.extend(request, params))
@@ -1665,10 +1878,12 @@ class blofin(Exchange, ImplicitAPI):
             return None
         return self.parse_position(position, market)
 
-    async def fetch_positions(self, symbols: List[str] = None, params={}) -> List[Position]:
+    async def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]:
         """
         fetch data on a single open contract trade position
-        :see: https://blofin.com/docs#get-positions
+
+        https://blofin.com/docs#get-positions
+
         :param str[] [symbols]: list of unified market symbols
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param str [params.instType]: MARGIN, SWAP, FUTURES, OPTION
@@ -1681,7 +1896,33 @@ class blofin(Exchange, ImplicitAPI):
         result = self.parse_positions(data)
         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):
+        #
+        # response similar for REST & WS
+        #
+        #     {
+        #         instType: 'SWAP',
+        #         instId: 'LTC-USDT',
+        #         marginMode: 'cross',
+        #         positionId: '644159',
+        #         positionSide: 'net',
+        #         positions: '1',
+        #         availablePositions: '1',
+        #         averagePrice: '68.16',
+        #         unrealizedPnl: '0.80631223',
+        #         unrealizedPnlRatio: '0.03548909463028169',
+        #         leverage: '3',
+        #         liquidationPrice: '10.116655172370356435',
+        #         markPrice: '68.96',
+        #         initialMargin: '22.988770743333333333',
+        #         margin: '',  # self field might not exist in rest response
+        #         marginRatio: '152.523509620342499273',
+        #         maintenanceMargin: '0.34483156115',
+        #         adl: '4',
+        #         createTime: '1707235776528',
+        #         updateTime: '1707235776528'
+        #     }
+        #
         marketId = self.safe_string(position, 'instId')
         market = self.safe_market(marketId, market)
         symbol = market['symbol']
@@ -1762,10 +2003,12 @@ class blofin(Exchange, ImplicitAPI):
             'takeProfitPrice': None,
         })
 
-    async def fetch_leverages(self, symbols: List[str] = None, params={}) -> Leverages:
+    async def fetch_leverages(self, symbols: Strings = None, params={}) -> Leverages:
         """
         fetch the set leverage for all contract markets
-        :see: https://docs.blofin.com/index.html#get-multiple-leverage
+
+        https://docs.blofin.com/index.html#get-multiple-leverage
+
         :param str[] symbols: a list of unified market symbols, required on blofin
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param str [params.marginMode]: 'cross' or 'isolated'
@@ -1789,7 +2032,7 @@ class blofin(Exchange, ImplicitAPI):
                 instIds = instIds + ',' + entryMarket['id']
             else:
                 instIds = instIds + entryMarket['id']
-        request = {
+        request: dict = {
             'instId': instIds,
             'marginMode': marginMode,
         }
@@ -1813,7 +2056,9 @@ class blofin(Exchange, ImplicitAPI):
     async def fetch_leverage(self, symbol: str, params={}) -> Leverage:
         """
         fetch the set leverage for a market
-        :see: https://docs.blofin.com/index.html#get-leverage
+
+        https://docs.blofin.com/index.html#get-leverage
+
         :param str symbol: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param str [params.marginMode]: 'cross' or 'isolated'
@@ -1827,7 +2072,7 @@ class blofin(Exchange, ImplicitAPI):
         if (marginMode != 'cross') and (marginMode != 'isolated'):
             raise BadRequest(self.id + ' fetchLeverage() requires a marginMode parameter that must be either cross or isolated')
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'instId': market['id'],
             'marginMode': marginMode,
         }
@@ -1846,7 +2091,7 @@ class blofin(Exchange, ImplicitAPI):
         data = self.safe_dict(response, 'data', {})
         return self.parse_leverage(data, market)
 
-    def parse_leverage(self, leverage, market=None) -> Leverage:
+    def parse_leverage(self, leverage: dict, market: Market = None) -> Leverage:
         marketId = self.safe_string(leverage, 'instId')
         leverageValue = self.safe_integer(leverage, 'leverage')
         return {
@@ -1860,7 +2105,9 @@ class blofin(Exchange, ImplicitAPI):
     async def set_leverage(self, leverage: Int, symbol: Str = None, params={}):
         """
         set the level of leverage for a market
-        :see: https://blofin.com/docs#set-leverage
+
+        https://blofin.com/docs#set-leverage
+
         :param int leverage: the rate of leverage
         :param str symbol: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -1879,7 +2126,7 @@ class blofin(Exchange, ImplicitAPI):
         marginMode, params = self.handle_margin_mode_and_params('setLeverage', params, 'cross')
         if (marginMode != 'cross') and (marginMode != 'isolated'):
             raise BadRequest(self.id + ' setLeverage() requires a marginMode parameter that must be either cross or isolated')
-        request = {
+        request: dict = {
             'leverage': leverage,
             'marginMode': marginMode,
             'instId': market['id'],
@@ -1890,15 +2137,17 @@ class blofin(Exchange, ImplicitAPI):
     async def close_position(self, symbol: str, side: OrderSide = None, params={}) -> Order:
         """
         closes open positions for a market
-        :see: https://blofin.com/docs#close-positions
+
+        https://blofin.com/docs#close-positions
+
         :param str symbol: Unified CCXT market symbol
         :param str [side]: 'buy' or 'sell', leave in net mode
         :param dict [params]: extra parameters specific to the blofin api endpoint
         :param str [params.clientOrderId]: a unique identifier for the order
         :param str [params.marginMode]: 'cross' or 'isolated', default is 'cross
         :param str [params.code]: *required in the case of closing cross MARGIN position for Single-currency margin* margin currency
-         *
-         * EXCHANGE SPECIFIC PARAMETERS
+
+ EXCHANGE SPECIFIC PARAMETERS
         :param boolean [params.autoCxl]: whether any pending orders for closing out needs to be automatically canceled when close position via a market order. False or True, the default is False
         :param str [params.tag]: order tag a combination of case-sensitive alphanumerics, all numbers, or all letters of up to 16 characters
         :returns dict[]: `A list of position structures <https://docs.ccxt.com/#/?id=position-structure>`
@@ -1908,7 +2157,7 @@ class blofin(Exchange, ImplicitAPI):
         clientOrderId = self.safe_string(params, 'clientOrderId')
         marginMode = None
         marginMode, params = self.handle_margin_mode_and_params('closePosition', params, 'cross')
-        request = {
+        request: dict = {
             'instId': market['id'],
             'marginMode': marginMode,
         }
@@ -1920,13 +2169,15 @@ class blofin(Exchange, ImplicitAPI):
     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://blofin.com/docs#get-order-history
-        :see: https://blofin.com/docs#get-tpsl-order-history
+
+        https://blofin.com/docs#get-order-history
+        https://blofin.com/docs#get-tpsl-order-history
+
         :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  orde structures to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
-        :param bool [params.stop]: True if fetching trigger or conditional orders
+        :param bool [params.trigger]: True if fetching trigger or conditional orders
         :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 Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
         """
@@ -1935,7 +2186,7 @@ class blofin(Exchange, ImplicitAPI):
         paginate, params = self.handle_option_and_params(params, 'fetchClosedOrders', 'paginate')
         if paginate:
             return await self.fetch_paginated_call_dynamic('fetchClosedOrders', symbol, since, limit, params)
-        request = {
+        request: dict = {
         }
         market = None
         if symbol is not None:
@@ -1945,12 +2196,12 @@ class blofin(Exchange, ImplicitAPI):
             request['limit'] = limit  # default 100, max 100
         if since is not None:
             request['begin'] = since
-        isStop = self.safe_bool_n(params, ['stop', 'trigger', 'tpsl', 'TPSL'], False)
+        isTrigger = self.safe_bool_n(params, ['stop', 'trigger', 'tpsl', 'TPSL'], False)
         method: Str = None
         method, params = self.handle_option_and_params(params, 'fetchOpenOrders', 'method', 'privateGetTradeOrdersHistory')
         query = self.omit(params, ['method', 'stop', 'trigger', 'tpsl', 'TPSL'])
         response = None
-        if (isStop) or (method == 'privateGetTradeOrdersTpslHistory'):
+        if (isTrigger) or (method == 'privateGetTradeOrdersTpslHistory'):
             response = await self.privateGetTradeOrdersTpslHistory(self.extend(request, query))
         else:
             response = await self.privateGetTradeOrdersHistory(self.extend(request, query))
@@ -1960,7 +2211,9 @@ class blofin(Exchange, ImplicitAPI):
     async def fetch_margin_mode(self, symbol: str, params={}) -> MarginMode:
         """
         fetches the margin mode of a trading pair
-        :see: https://docs.blofin.com/index.html#get-margin-mode
+
+        https://docs.blofin.com/index.html#get-margin-mode
+
         :param str symbol: unified symbol of the market to fetch the margin mode for
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a `margin mode structure <https://docs.ccxt.com/#/?id=margin-mode-structure>`
@@ -1980,14 +2233,14 @@ class blofin(Exchange, ImplicitAPI):
         data = self.safe_dict(response, 'data', {})
         return self.parse_margin_mode(data, market)
 
-    def parse_margin_mode(self, marginMode, market=None) -> MarginMode:
+    def parse_margin_mode(self, marginMode: dict, market=None) -> MarginMode:
         return {
             'info': marginMode,
             'symbol': market['symbol'],
             'marginMode': self.safe_string(marginMode, 'marginMode'),
         }
 
-    def handle_errors(self, httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody):
+    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
         #