ccxt 4.2.77__py2.py3-none-any.whl → 4.4.48__py2.py3-none-any.whl

ccxt/htx.py

@@ -6,9 +6,10 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.htx import ImplicitAPI
 import hashlib
-from ccxt.base.types import Account, Balances, Currency, Int, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, TransferEntry
+from ccxt.base.types import Account, Balances, BorrowInterest, Currencies, Currency, DepositAddress, Int, IsolatedBorrowRate, IsolatedBorrowRates, LedgerEntry, LeverageTier, LeverageTiers, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, 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 PermissionDenied
 from ccxt.base.errors import AccountNotEnabled
 from ccxt.base.errors import ArgumentsRequired
@@ -18,12 +19,11 @@ from ccxt.base.errors import InsufficientFunds
 from ccxt.base.errors import InvalidOrder
 from ccxt.base.errors import OrderNotFound
 from ccxt.base.errors import NotSupported
-from ccxt.base.errors import NetworkError
+from ccxt.base.errors import OperationFailed
 from ccxt.base.errors import RateLimitExceeded
 from ccxt.base.errors import ExchangeNotAvailable
 from ccxt.base.errors import OnMaintenance
 from ccxt.base.errors import RequestTimeout
-from ccxt.base.errors import AuthenticationError
 from ccxt.base.decimal_to_precision import TRUNCATE
 from ccxt.base.decimal_to_precision import TICK_SIZE
 from ccxt.base.precise import Precise
@@ -53,8 +53,11 @@ class htx(Exchange, ImplicitAPI):
                 'borrowCrossMargin': True,
                 'borrowIsolatedMargin': True,
                 'cancelAllOrders': True,
+                'cancelAllOrdersAfter': True,
                 'cancelOrder': True,
                 'cancelOrders': True,
+                'closeAllPositions': False,
+                'closePosition': True,
                 'createDepositAddress': None,
                 'createMarketBuyOrderWithCost': True,
                 'createMarketOrderWithCost': False,
@@ -102,7 +105,8 @@ class htx(Exchange, ImplicitAPI):
                 'fetchLeverage': False,
                 'fetchLeverageTiers': True,
                 'fetchLiquidations': True,
-                'fetchMarketLeverageTiers': True,
+                'fetchMarginAdjustmentHistory': False,
+                'fetchMarketLeverageTiers': 'emulated',
                 'fetchMarkets': True,
                 'fetchMarkOHLCV': True,
                 'fetchMyLiquidations': False,
@@ -110,6 +114,7 @@ class htx(Exchange, ImplicitAPI):
                 'fetchOHLCV': True,
                 'fetchOpenInterest': True,
                 'fetchOpenInterestHistory': True,
+                'fetchOpenInterests': True,
                 'fetchOpenOrder': None,
                 'fetchOpenOrders': True,
                 'fetchOrder': True,
@@ -118,7 +123,9 @@ class htx(Exchange, ImplicitAPI):
                 'fetchOrders': True,
                 'fetchOrderTrades': True,
                 'fetchPosition': True,
+                'fetchPositionHistory': 'emulated',
                 'fetchPositions': True,
+                'fetchPositionsHistory': False,
                 'fetchPositionsRisk': False,
                 'fetchPremiumIndexOHLCV': True,
                 'fetchSettlementHistory': True,
@@ -196,7 +203,7 @@ class htx(Exchange, ImplicitAPI):
                 },
                 'www': 'https://www.huobi.com',
                 'referral': {
-                    'url': 'https://www.huobi.com/en-us/v/register/double-invite/?inviter_id=11343840&invite_code=6rmm2223',
+                    'url': 'https://www.htx.com.vc/invite/en-us/1h?invite_code=6rmm2223',
                     'discount': 0.15,
                 },
                 'doc': [
@@ -957,16 +964,12 @@ class htx(Exchange, ImplicitAPI):
                 'fetchMarkets': {
                     'types': {
                         'spot': True,
-                        'future': {
-                            'linear': True,
-                            'inverse': True,
-                        },
-                        'swap': {
-                            'linear': True,
-                            'inverse': True,
-                        },
+                        'linear': True,
+                        'inverse': True,
                     },
                 },
+                'timeDifference': 0,  # the difference between system clock and exchange clock
+                'adjustForTimeDifference': False,  # controls the adjustment logic upon instantiation
                 'fetchOHLCV': {
                     'useHistoricalEndpointForSpot': True,
                 },
@@ -1236,21 +1239,159 @@ class htx(Exchange, ImplicitAPI):
                 # https://github.com/ccxt/ccxt/issues/6081
                 # https://github.com/ccxt/ccxt/issues/3365
                 # https://github.com/ccxt/ccxt/issues/2873
-                'GET': 'Themis',  # conflict with GET(Guaranteed Entrance Token, GET Protocol)
-                'GTC': 'Game.com',  # conflict with Gitcoin and Gastrocoin
-                'HIT': 'HitChain',
+                'NGL': 'GFNGL',
+                'GET': 'THEMIS',  # conflict with GET(Guaranteed Entrance Token, GET Protocol)
+                'GTC': 'GAMECOM',  # conflict with Gitcoin and Gastrocoin
+                'HIT': 'HITCHAIN',
                 # https://github.com/ccxt/ccxt/issues/7399
                 # https://coinmarketcap.com/currencies/pnetwork/
                 # https://coinmarketcap.com/currencies/penta/markets/
                 # https://en.cryptonomist.ch/blog/eidoo/the-edo-to-pnt-upgrade-what-you-need-to-know-updated/
-                'PNT': 'Penta',
-                'SBTC': 'Super Bitcoin',
-                'SOUL': 'Soulsaver',
-                'BIFI': 'Bitcoin File',  # conflict with Beefy.Finance https://github.com/ccxt/ccxt/issues/8706
+                'PNT': 'PENTA',
+                'SBTC': 'SUPERBITCOIN',
+                'SOUL': 'SOULSAVER',
+                'BIFI': 'BITCOINFILE',  # conflict with Beefy.Finance https://github.com/ccxt/ccxt/issues/8706
+                'FUD': 'FTX Users Debt',
+            },
+            'features': {
+                'spot': {
+                    'sandbox': True,
+                    'createOrder': {
+                        'marginMode': True,
+                        'triggerPrice': True,
+                        'triggerDirection': True,
+                        'triggerPriceType': None,
+                        'stopLossPrice': False,  # todo: add support by triggerprice
+                        'takeProfitPrice': False,
+                        'attachedStopLossTakeProfit': None,
+                        'timeInForce': {
+                            'IOC': True,
+                            'FOK': True,
+                            'PO': True,
+                            'GTD': False,
+                        },
+                        'hedged': False,
+                        'trailing': False,
+                        'iceberg': False,
+                        'selfTradePrevention': True,  # todo implement
+                        'leverage': True,  # todo implement
+                        'marketBuyByCost': True,
+                        'marketBuyRequiresPrice': True,
+                    },
+                    'createOrders': {
+                        'max': 10,
+                    },
+                    'fetchMyTrades': {
+                        'marginMode': False,
+                        'limit': 500,
+                        'daysBack': 120,
+                        'untilDays': 2,
+                    },
+                    'fetchOrder': {
+                        'marginMode': False,
+                        'trigger': False,
+                        'trailing': False,
+                    },
+                    'fetchOpenOrders': {
+                        'marginMode': False,
+                        'trigger': True,
+                        'trailing': False,
+                        'limit': 500,
+                    },
+                    'fetchOrders': {
+                        'marginMode': False,
+                        'trigger': True,
+                        'trailing': False,
+                        'limit': 500,
+                        'untilDays': 2,
+                        'daysBack': 180,
+                    },
+                    'fetchClosedOrders': {
+                        'marginMode': False,
+                        'trigger': True,
+                        'trailing': False,
+                        'untilDays': 2,
+                        'limit': 500,
+                        'daysBack': 180,
+                        'daysBackCanceled': 1 / 12,
+                    },
+                    'fetchOHLCV': {
+                        'limit': 1000,  # 2000 for non-historical
+                    },
+                },
+                'forDerivatives': {
+                    'extends': 'spot',
+                    'createOrder': {
+                        'stopLossPrice': True,
+                        'takeProfitPrice': True,
+                        'trailing': True,
+                        'hedged': True,
+                        # 'leverage': True,  # todo
+                    },
+                    'createOrders': {
+                        'max': 25,
+                    },
+                    'fetchOrder': {
+                        'marginMode': True,
+                    },
+                    'fetchOpenOrders': {
+                        'marginMode': True,
+                        'trigger': False,
+                        'trailing': False,
+                        'limit': 50,
+                    },
+                    'fetchOrders': {
+                        'marginMode': True,
+                        'trigger': False,
+                        'trailing': False,
+                        'limit': 50,
+                        'daysBack': 90,
+                    },
+                    'fetchClosedOrders': {
+                        'marginMode': True,
+                        'trigger': False,
+                        'trailing': False,
+                        'untilDays': 2,
+                        'limit': 50,
+                        'daysBack': 90,
+                        'daysBackCanceled': 1 / 12,
+                    },
+                    'fetchOHLCV': {
+                        'limit': 2000,
+                    },
+                },
+                'swap': {
+                    'linear': {
+                        'extends': 'forDerivatives',
+                    },
+                    'inverse': {
+                        'extends': 'forDerivatives',
+                    },
+                },
+                'future': {
+                    'linear': {
+                        'extends': 'forDerivatives',
+                    },
+                    'inverse': {
+                        'extends': 'forDerivatives',
+                    },
+                },
             },
         })
 
     def fetch_status(self, params={}):
+        """
+        the latest known information on the availability of the exchange API
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-system-status
+        https://huobiapi.github.io/docs/dm/v1/en/#get-system-status
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-system-status
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#get-system-status
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#query-whether-the-system-is-available  # contractPublicGetHeartbeat
+
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `status structure <https://docs.ccxt.com/#/?id=exchange-status-structure>`
+        """
         self.load_markets()
         marketType = None
         marketType, params = self.handle_market_type_and_params('fetchStatus', None, params)
@@ -1462,6 +1603,10 @@ class htx(Exchange, ImplicitAPI):
     def fetch_time(self, params={}):
         """
         fetches the current integer timestamp in milliseconds from the exchange server
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-current-timestamp
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-current-system-timestamp
+
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns int: the current integer timestamp in milliseconds from the exchange server
         """
@@ -1485,7 +1630,7 @@ class htx(Exchange, ImplicitAPI):
         #
         return self.safe_integer_2(response, 'data', 'ts')
 
-    def parse_trading_fee(self, fee, market: Market = None):
+    def parse_trading_fee(self, fee: dict, market: Market = None) -> TradingFeeInterface:
         #
         #     {
         #         "symbol":"btcusdt",
@@ -1501,18 +1646,23 @@ class htx(Exchange, ImplicitAPI):
             'symbol': self.safe_symbol(marketId, market),
             'maker': self.safe_number(fee, 'actualMakerRate'),
             'taker': self.safe_number(fee, 'actualTakerRate'),
+            'percentage': None,
+            'tierBased': None,
         }
 
-    def fetch_trading_fee(self, symbol: str, params={}):
+    def fetch_trading_fee(self, symbol: str, params={}) -> TradingFeeInterface:
         """
         fetch the trading fees for a market
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-current-fee-rate-applied-to-the-user
+
         :param str symbol: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a `fee structure <https://docs.ccxt.com/#/?id=fee-structure>`
         """
         self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbols': market['id'],  # trading symbols comma-separated
         }
         response = self.spotPrivateGetV2ReferenceTransactFeeRate(self.extend(request, params))
@@ -1542,14 +1692,23 @@ class htx(Exchange, ImplicitAPI):
         self.load_markets()
         if symbols is None:
             symbols = self.symbols
-        result = {}
+        result: dict = {}
         for i in range(0, len(symbols)):
             symbol = symbols[i]
             result[symbol] = self.fetch_trading_limits_by_id(self.market_id(symbol), params)
         return result
 
     def fetch_trading_limits_by_id(self, id: str, params={}):
-        request = {
+        """
+ @ignore
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-current-fee-rate-applied-to-the-user
+
+        :param str id: market id
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: the limits object of a market structure
+        """
+        request: dict = {
             'symbol': id,
         }
         response = self.spotPublicGetV1CommonExchange(self.extend(request, params))
@@ -1600,58 +1759,69 @@ class htx(Exchange, ImplicitAPI):
     def cost_to_precision(self, symbol, cost):
         return self.decimal_to_precision(cost, TRUNCATE, self.markets[symbol]['precision']['cost'], self.precisionMode)
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all markets for huobi
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-all-supported-trading-symbol-v1-deprecated
+        https://huobiapi.github.io/docs/dm/v1/en/#get-contract-info
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-swap-info
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-swap-info
+
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict[]: an array of objects representing market data
         """
-        options = self.safe_value(self.options, 'fetchMarkets', {})
-        types = self.safe_value(options, 'types', {})
+        if self.options['adjustForTimeDifference']:
+            self.load_time_difference()
+        types = None
+        types, params = self.handle_option_and_params(params, 'fetchMarkets', 'types', {})
         allMarkets = []
         promises = []
         keys = list(types.keys())
         for i in range(0, len(keys)):
-            type = keys[i]
-            value = self.safe_value(types, type)
-            if value is True:
-                promises.append(self.fetch_markets_by_type_and_sub_type(type, None, params))
-            elif value:
-                subKeys = list(value.keys())
-                for j in range(0, len(subKeys)):
-                    subType = subKeys[j]
-                    subValue = self.safe_value(value, subType)
-                    if subValue:
-                        promises.append(self.fetch_markets_by_type_and_sub_type(type, subType, params))
+            key = keys[i]
+            if self.safe_bool(types, key):
+                if key == 'spot':
+                    promises.append(self.fetch_markets_by_type_and_sub_type('spot', None, params))
+                elif key == 'linear':
+                    promises.append(self.fetch_markets_by_type_and_sub_type(None, 'linear', params))
+                elif key == 'inverse':
+                    promises.append(self.fetch_markets_by_type_and_sub_type('swap', 'inverse', params))
+                    promises.append(self.fetch_markets_by_type_and_sub_type('future', 'inverse', params))
         promises = promises
         for i in range(0, len(promises)):
             allMarkets = self.array_concat(allMarkets, promises[i])
         return allMarkets
 
-    def fetch_markets_by_type_and_sub_type(self, type, subType, params={}):
-        query = self.omit(params, ['type', 'subType'])
-        spot = (type == 'spot')
-        contract = (type != 'spot')
-        future = (type == 'future')
-        swap = (type == 'swap')
-        linear = None
-        inverse = None
-        request = {}
+    def fetch_markets_by_type_and_sub_type(self, type: Str, subType: Str, params={}):
+        """
+ @ignore
+        retrieves data on all markets of a certain type and/or subtype
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-all-supported-trading-symbol-v1-deprecated
+        https://huobiapi.github.io/docs/dm/v1/en/#get-contract-info
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-swap-info
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-swap-info
+
+        :param str [type]: 'spot', 'swap' or 'future'
+        :param str [subType]: 'linear' or 'inverse'
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: an array of objects representing market data
+        """
+        isSpot = (type == 'spot')
+        request: dict = {}
         response = None
-        if contract:
-            linear = (subType == 'linear')
-            inverse = (subType == 'inverse')
-            if linear:
-                if future:
-                    request['business_type'] = 'futures'
-                response = self.contractPublicGetLinearSwapApiV1SwapContractInfo(self.extend(request, query))
-            elif inverse:
-                if future:
-                    response = self.contractPublicGetApiV1ContractContractInfo(self.extend(request, query))
-                elif swap:
-                    response = self.contractPublicGetSwapApiV1SwapContractInfo(self.extend(request, query))
+        if not isSpot:
+            if subType == 'linear':
+                request['business_type'] = 'all'  # override default to fetch all linear markets
+                response = self.contractPublicGetLinearSwapApiV1SwapContractInfo(self.extend(request, params))
+            elif subType == 'inverse':
+                if type == 'future':
+                    response = self.contractPublicGetApiV1ContractContractInfo(self.extend(request, params))
+                elif type == 'swap':
+                    response = self.contractPublicGetSwapApiV1SwapContractInfo(self.extend(request, params))
         else:
-            response = self.spotPublicGetV1CommonSymbols(self.extend(request, query))
+            response = self.spotPublicGetV1CommonSymbols(self.extend(request, params))
         #
         # spot
         #
@@ -1690,75 +1860,58 @@ class htx(Exchange, ImplicitAPI):
         #         ]
         #     }
         #
-        # inverse future
+        # inverse(swap & future)
         #
         #     {
         #         "status":"ok",
         #         "data":[
         #             {
         #                 "symbol":"BTC",
-        #                 "contract_code":"BTC211126",
-        #                 "contract_type":"self_week",
-        #                 "contract_size":100.000000000000000000,
-        #                 "price_tick":0.010000000000000000,
-        #                 "delivery_date":"20211126",
-        #                 "delivery_time":"1637913600000",
+        #                 "contract_code":"BTC211126",  #/ BTC-USD in swap
+        #                 "contract_type":"self_week",  # only in future
+        #                 "contract_size":100,
+        #                 "price_tick":0.1,
+        #                 "delivery_date":"20211126",  # only in future
+        #                 "delivery_time":"1637913600000",  # empty in swap
         #                 "create_date":"20211112",
         #                 "contract_status":1,
-        #                 "settlement_time":"1637481600000"
+        #                 "settlement_time":"1637481600000"  # only in future
+        #                 "settlement_date":"16xxxxxxxxxxx"  # only in swap
         #             },
+        #           ...
         #         ],
         #         "ts":1637474595140
         #     }
         #
-        # linear futures
+        # linear(swap & future)
         #
         #     {
         #         "status":"ok",
         #         "data":[
         #             {
         #                 "symbol":"BTC",
-        #                 "contract_code":"BTC-USDT-211231",
-        #                 "contract_size":0.001000000000000000,
-        #                 "price_tick":0.100000000000000000,
-        #                 "delivery_date":"20211231",
-        #                 "delivery_time":"1640937600000",
+        #                 "contract_code":"BTC-USDT-211231",  # or "BTC-USDT" in swap
+        #                 "contract_size":0.001,
+        #                 "price_tick":0.1,
+        #                 "delivery_date":"20211231",  # empty in swap
+        #                 "delivery_time":"1640937600000",  # empty in swap
         #                 "create_date":"20211228",
         #                 "contract_status":1,
         #                 "settlement_date":"1640764800000",
-        #                 "support_margin_mode":"cross",
-        #                 "business_type":"futures",
+        #                 "support_margin_mode":"cross",  # "all" or "cross"
+        #                 "business_type":"futures",  # "swap" or "futures"
         #                 "pair":"BTC-USDT",
-        #                 "contract_type":"self_week"  # next_week, quarter
-        #             },
+        #                 "contract_type":"self_week",  # "swap", "self_week", "next_week", "quarter"
+        #                 "trade_partition":"USDT",
+        #             }
         #         ],
         #         "ts":1640736207263
         #     }
         #
-        # swaps
-        #
-        #     {
-        #         "status":"ok",
-        #         "data":[
-        #             {
-        #                 "symbol":"BTC",
-        #                 "contract_code":"BTC-USDT",
-        #                 "contract_size":0.001000000000000000,
-        #                 "price_tick":0.100000000000000000,
-        #                 "delivery_time":"",
-        #                 "create_date":"20201021",
-        #                 "contract_status":1,
-        #                 "settlement_date":"1637481600000",
-        #                 "support_margin_mode":"all",  # isolated
-        #             },
-        #         ],
-        #         "ts":1637474774467
-        #     }
-        #
-        markets = self.safe_value(response, 'data', [])
+        markets = self.safe_list(response, 'data', [])
         numMarkets = len(markets)
         if numMarkets < 1:
-            raise NetworkError(self.id + ' fetchMarkets() returned an empty response: ' + self.json(markets))
+            raise OperationFailed(self.id + ' fetchMarkets() returned an empty response: ' + self.json(response))
         result = []
         for i in range(0, len(markets)):
             market = markets[i]
@@ -1767,15 +1920,30 @@ class htx(Exchange, ImplicitAPI):
             settleId = None
             id = None
             lowercaseId = None
+            contract = ('contract_code' in market)
+            spot = not contract
+            swap = False
+            future = False
+            linear = None
+            inverse = None
+            # check if parsed market is contract
             if contract:
                 id = self.safe_string(market, 'contract_code')
                 lowercaseId = id.lower()
+                delivery_date = self.safe_string(market, 'delivery_date')
+                business_type = self.safe_string(market, 'business_type')
+                future = delivery_date is not None
+                swap = not future
+                linear = business_type is not None
+                inverse = not linear
                 if swap:
+                    type = 'swap'
                     parts = id.split('-')
                     baseId = self.safe_string_lower(market, 'symbol')
                     quoteId = self.safe_string_lower(parts, 1)
                     settleId = baseId if inverse else quoteId
                 elif future:
+                    type = 'future'
                     baseId = self.safe_string_lower(market, 'symbol')
                     if inverse:
                         quoteId = 'USD'
@@ -1786,6 +1954,7 @@ class htx(Exchange, ImplicitAPI):
                         quoteId = self.safe_string_lower(parts, 1)
                         settleId = quoteId
             else:
+                type = 'spot'
                 baseId = self.safe_string(market, 'base-currency')
                 quoteId = self.safe_string(market, 'quote-currency')
                 id = baseId + quoteId
@@ -1908,7 +2077,41 @@ class htx(Exchange, ImplicitAPI):
             })
         return result
 
-    def parse_ticker(self, ticker, market: Market = None) -> Ticker:
+    def try_get_symbol_from_future_markets(self, symbolOrMarketId: str):
+        if symbolOrMarketId in self.markets:
+            return symbolOrMarketId
+        # only on "future" market type(inverse & linear), market-id differs between "fetchMarkets" and "fetchTicker"
+        # so we have to create a mapping
+        # - market-id from fetchMarkts:    `BTC-USDT-240419`(linear future) or `BTC240412`(inverse future)
+        # - market-id from fetchTciker[s]: `BTC-USDT-CW`     (linear future) or `BTC_CW`    (inverse future)
+        if not ('futureMarketIdsForSymbols' in self.options):
+            self.options['futureMarketIdsForSymbols'] = {}
+        futureMarketIdsForSymbols = self.safe_dict(self.options, 'futureMarketIdsForSymbols', {})
+        if symbolOrMarketId in futureMarketIdsForSymbols:
+            return futureMarketIdsForSymbols[symbolOrMarketId]
+        futureMarkets = self.filter_by(self.markets, 'future', True)
+        futuresCharsMaps: dict = {
+            'this_week': 'CW',
+            'next_week': 'NW',
+            'quarter': 'CQ',
+            'next_quarter': 'NQ',
+        }
+        for i in range(0, len(futureMarkets)):
+            market = futureMarkets[i]
+            info = self.safe_value(market, 'info', {})
+            contractType = self.safe_string(info, 'contract_type')
+            contractSuffix = futuresCharsMaps[contractType]
+            # see comment on formats a bit above
+            constructedId = market['base'] + '-' + market['quote'] + '-' + contractSuffix if market['linear'] else market['base'] + '_' + contractSuffix
+            if constructedId == symbolOrMarketId:
+                symbol = market['symbol']
+                self.options['futureMarketIdsForSymbols'][symbolOrMarketId] = symbol
+                return symbol
+        # if not found, just save it to avoid unnecessary future iterations
+        self.options['futureMarketIdsForSymbols'][symbolOrMarketId] = symbolOrMarketId
+        return symbolOrMarketId
+
+    def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
         #
         # fetchTicker
         #
@@ -1956,6 +2159,7 @@ class htx(Exchange, ImplicitAPI):
         #
         marketId = self.safe_string_2(ticker, 'symbol', 'contract_code')
         symbol = self.safe_symbol(marketId, market)
+        symbol = self.try_get_symbol_from_future_markets(symbol)
         timestamp = self.safe_integer_2(ticker, 'ts', 'quoteTime')
         bid = None
         bidVolume = None
@@ -2005,13 +2209,19 @@ class htx(Exchange, ImplicitAPI):
     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
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-latest-aggregated-ticker
+        https://huobiapi.github.io/docs/dm/v1/en/#get-market-data-overview
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-market-data-overview
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-market-data-overview
+
         :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>`
         """
         self.load_markets()
         market = self.market(symbol)
-        request = {}
+        request: dict = {}
         response = None
         if market['linear']:
             request['contract_code'] = market['id']
@@ -2079,11 +2289,13 @@ class htx(Exchange, ImplicitAPI):
     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://huobiapi.github.io/docs/spot/v1/en/#get-latest-tickers-for-all-pairs
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-a-batch-of-market-data-overview
-        :see: https://huobiapi.github.io/docs/dm/v1/en/#get-a-batch-of-market-data-overview
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-a-batch-of-market-data-overview-v2
-        :param str[]|None symbols: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-latest-tickers-for-all-pairs
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-a-batch-of-market-data-overview
+        https://huobiapi.github.io/docs/dm/v1/en/#get-a-batch-of-market-data-overview
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-a-batch-of-market-data-overview-v2
+
+        :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>`
         """
@@ -2093,27 +2305,37 @@ class htx(Exchange, ImplicitAPI):
         market = None
         if first is not None:
             market = self.market(first)
+        isSubTypeRequested = ('subType' in params) or ('business_type' in params)
         type = None
         subType = None
         type, params = self.handle_market_type_and_params('fetchTickers', market, params)
         subType, params = self.handle_sub_type_and_params('fetchTickers', market, params)
-        request = {}
+        request: dict = {}
+        isSpot = (type == 'spot')
         future = (type == 'future')
         swap = (type == 'swap')
         linear = (subType == 'linear')
         inverse = (subType == 'inverse')
-        params = self.omit(params, ['type', 'subType'])
         response = None
-        if future or swap:
+        if not isSpot or isSubTypeRequested:
             if linear:
+                # independently of type, supports calling all linear symbols i.e. fetchTickers(None, {subType:'linear'})
                 if future:
                     request['business_type'] = 'futures'
+                elif swap:
+                    request['business_type'] = 'swap'
+                else:
+                    request['business_type'] = 'all'
                 response = self.contractPublicGetLinearSwapExMarketDetailBatchMerged(self.extend(request, params))
             elif inverse:
                 if future:
                     response = self.contractPublicGetMarketDetailBatchMerged(self.extend(request, params))
                 elif swap:
                     response = self.contractPublicGetSwapExMarketDetailBatchMerged(self.extend(request, params))
+                else:
+                    raise NotSupported(self.id + ' fetchTickers() you have to set params["type"] to either "swap" or "future" for inverse contracts')
+            else:
+                raise NotSupported(self.id + ' fetchTickers() you have to set params["subType"] to either "linear" or "inverse" for contracts')
         else:
             response = self.spotPublicGetMarketTickers(self.extend(request, params))
         #
@@ -2140,7 +2362,7 @@ class htx(Exchange, ImplicitAPI):
         #         "ts":1639547261293
         #     }
         #
-        # inverse swaps, linear swaps, inverse futures
+        # linear swap, linear future, inverse swap, inverse future
         #
         #     {
         #         "status":"ok",
@@ -2157,74 +2379,28 @@ class htx(Exchange, ImplicitAPI):
         #                 "high":"0.10725",
         #                 "amount":"2340267.415144052378486261756692535687481566",
         #                 "count":882,
-        #                 "vol":"24706"
+        #                 "vol":"24706",
+        #                 "trade_turnover":"840726.5048",  # only in linear futures
+        #                 "business_type":"futures",  # only in linear futures
+        #                 "contract_code":"BTC-USDT-CW",  # only in linear futures, instead of 'symbol'
         #             }
         #         ],
         #         "ts":1637504679376
         #     }
         #
-        # linear futures
-        #
-        #     {
-        #         "status":"ok",
-        #         "ticks":[
-        #             {
-        #                 "id":1640745627,
-        #                 "ts":1640745627957,
-        #                 "ask":[48079.1,20],
-        #                 "bid":[47713.8,125],
-        #                 "business_type":"futures",
-        #                 "contract_code":"BTC-USDT-CW",
-        #                 "open":"49011.8",
-        #                 "close":"47934",
-        #                 "low":"47292.3",
-        #                 "high":"49011.8",
-        #                 "amount":"17.398",
-        #                 "count":1515,
-        #                 "vol":"17398",
-        #                 "trade_turnover":"840726.5048"
-        #             }
-        #         ],
-        #         "ts":1640745627988
-        #     }
-        #
-        tickers = self.safe_value_2(response, 'data', 'ticks', [])
-        timestamp = self.safe_integer(response, 'ts')
-        result = {}
-        for i in range(0, len(tickers)):
-            ticker = self.parse_ticker(tickers[i])
-            # the market ids for linear futures are non-standard and differ from all the other endpoints
-            # we are doing a linear-matching here
-            if future and linear:
-                for j in range(0, len(self.symbols)):
-                    symbolInner = self.symbols[j]
-                    marketInner = self.market(symbolInner)
-                    contractType = self.safe_string(marketInner['info'], 'contract_type')
-                    if (contractType == 'this_week') and (ticker['symbol'] == (marketInner['baseId'] + '-' + marketInner['quoteId'] + '-CW')):
-                        ticker['symbol'] = marketInner['symbol']
-                        break
-                    elif (contractType == 'next_week') and (ticker['symbol'] == (marketInner['baseId'] + '-' + marketInner['quoteId'] + '-NW')):
-                        ticker['symbol'] = marketInner['symbol']
-                        break
-                    elif (contractType == 'this_quarter') and (ticker['symbol'] == (marketInner['baseId'] + '-' + marketInner['quoteId'] + '-CQ')):
-                        ticker['symbol'] = marketInner['symbol']
-                        break
-                    elif (contractType == 'next_quarter') and (ticker['symbol'] == (marketInner['baseId'] + '-' + marketInner['quoteId'] + '-NQ')):
-                        ticker['symbol'] = marketInner['symbol']
-                        break
-            symbol = ticker['symbol']
-            ticker['timestamp'] = timestamp
-            ticker['datetime'] = self.iso8601(timestamp)
-            result[symbol] = ticker
-        return self.filter_by_array_tickers(result, 'symbol', symbols)
+        rawTickers = self.safe_list_2(response, 'data', 'ticks', [])
+        tickers = self.parse_tickers(rawTickers, symbols, params)
+        return self.filter_by_array_tickers(tickers, 'symbol', symbols)
 
     def fetch_last_prices(self, symbols: Strings = None, params={}):
         """
         fetches the last price for multiple markets
-        :see: https://www.htx.com/en-us/opend/newApiPages/?id=8cb81024-77b5-11ed-9966-0242ac110003 linear swap & linear future
-        :see: https://www.htx.com/en-us/opend/newApiPages/?id=28c2e8fc-77ae-11ed-9966-0242ac110003 inverse future
-        :see: https://www.htx.com/en-us/opend/newApiPages/?id=5d517ef5-77b6-11ed-9966-0242ac110003 inverse swap
-        :param str[]|None symbols: unified symbols of the markets to fetch the last prices
+
+        https://www.htx.com/en-us/opend/newApiPages/?id=8cb81024-77b5-11ed-9966-0242ac110003 linear swap & linear future
+        https://www.htx.com/en-us/opend/newApiPages/?id=28c2e8fc-77ae-11ed-9966-0242ac110003 inverse future
+        https://www.htx.com/en-us/opend/newApiPages/?id=5d517ef5-77b6-11ed-9966-0242ac110003 inverse swap
+
+        :param str[] [symbols]: unified symbols of the markets to fetch the last prices
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a dictionary of lastprices structures
         """
@@ -2314,7 +2490,7 @@ class htx(Exchange, ImplicitAPI):
         else:
             raise NotSupported(self.id + ' fetchLastPrices() does not support ' + type + ' markets yet')
         tick = self.safe_value(response, 'tick', {})
-        data = self.safe_value(tick, 'data', [])
+        data = self.safe_list(tick, 'data', [])
         return self.parse_last_prices(data, symbols)
 
     def parse_last_price(self, entry, market: Market = None):
@@ -2336,6 +2512,12 @@ class htx(Exchange, ImplicitAPI):
     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
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-market-depth
+        https://huobiapi.github.io/docs/dm/v1/en/#get-market-depth
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-market-depth
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-market-depth
+
         :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
@@ -2343,7 +2525,7 @@ class htx(Exchange, ImplicitAPI):
         """
         self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             #
             # from the API docs
             #
@@ -2413,7 +2595,7 @@ class htx(Exchange, ImplicitAPI):
             return result
         raise ExchangeError(self.id + ' fetchOrderBook() returned unrecognized response: ' + self.json(response))
 
-    def parse_trade(self, trade, market: Market = None) -> Trade:
+    def parse_trade(self, trade: dict, market: Market = None) -> Trade:
         #
         # spot fetchTrades(public)
         #
@@ -2547,6 +2729,9 @@ class htx(Exchange, ImplicitAPI):
     def fetch_order_trades(self, id: str, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
         """
         fetch all the trades made from a single order
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-the-match-result-of-an-order
+
         :param str id: order id
         :param str symbol: unified market symbol
         :param int [since]: the earliest time in ms to fetch trades for
@@ -2564,8 +2749,21 @@ class htx(Exchange, ImplicitAPI):
         return self.fetch_spot_order_trades(id, symbol, since, limit, params)
 
     def fetch_spot_order_trades(self, id: str, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
+        """
+ @ignore
+        fetch all the trades made from a single order
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-the-match-result-of-an-order
+
+        :param str id: order id
+        :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 to retrieve
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
+        """
         self.load_markets()
-        request = {
+        request: dict = {
             'order-id': id,
         }
         response = self.spotPrivateGetV1OrderOrdersOrderIdMatchresults(self.extend(request, params))
@@ -2573,9 +2771,11 @@ class htx(Exchange, ImplicitAPI):
 
     def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
         """
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-get-history-match-results-via-multiple-fields-new
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-get-history-match-results-via-multiple-fields-new
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#search-match-results
+
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-get-history-match-results-via-multiple-fields-new
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-get-history-match-results-via-multiple-fields-new
+        https://huobiapi.github.io/docs/spot/v1/en/#search-match-results
+
         fetch all trades made by the user
         :param str symbol: unified market symbol
         :param int [since]: the earliest time in ms to fetch trades for
@@ -2595,7 +2795,7 @@ class htx(Exchange, ImplicitAPI):
             market = self.market(symbol)
         marketType = None
         marketType, params = self.handle_market_type_and_params('fetchMyTrades', market, params)
-        request = {
+        request: dict = {
             # spot -----------------------------------------------------------
             # 'symbol': market['id'],
             # 'types': 'buy-market,sell-market,buy-limit,sell-limit,buy-ioc,sell-ioc,buy-limit-maker,sell-limit-maker,buy-stop-limit,sell-stop-limit',
@@ -2726,10 +2926,12 @@ class htx(Exchange, ImplicitAPI):
 
     def fetch_trades(self, symbol: str, since: Int = None, limit: Int = 1000, params={}) -> List[Trade]:
         """
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#get-the-most-recent-trades
-        :see: https://huobiapi.github.io/docs/dm/v1/en/#query-a-batch-of-trade-records-of-a-contract
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-a-batch-of-trade-records-of-a-contract
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-a-batch-of-trade-records-of-a-contract
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-the-most-recent-trades
+        https://huobiapi.github.io/docs/dm/v1/en/#query-a-batch-of-trade-records-of-a-contract
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-a-batch-of-trade-records-of-a-contract
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-a-batch-of-trade-records-of-a-contract
+
         get the list of most recent trades for a particular symbol
         :param str symbol: unified symbol of the market to fetch trades for
         :param int [since]: timestamp in ms of the earliest trade to fetch
@@ -2739,7 +2941,7 @@ class htx(Exchange, ImplicitAPI):
         """
         self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             # 'symbol': market['id'],  # spot, future
             # 'contract_code': market['id'],  # swap
         }
@@ -2821,10 +3023,12 @@ class htx(Exchange, ImplicitAPI):
     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://huobiapi.github.io/docs/spot/v1/en/#get-klines-candles
-        :see: https://huobiapi.github.io/docs/dm/v1/en/#get-kline-data
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-kline-data
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-kline-data
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-klines-candles
+        https://huobiapi.github.io/docs/dm/v1/en/#get-kline-data
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-kline-data
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-kline-data
+
         :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
@@ -2840,7 +3044,7 @@ class htx(Exchange, ImplicitAPI):
         if paginate:
             return self.fetch_paginated_call_deterministic('fetchOHLCV', symbol, since, limit, timeframe, params, 1000)
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'period': self.safe_string(self.timeframes, timeframe, timeframe),
             # 'symbol': market['id'],  # spot, future
             # 'contract_code': market['id'],  # swap
@@ -2848,63 +3052,68 @@ class htx(Exchange, ImplicitAPI):
             # 'from': int((since / str(1000))), spot only
             # 'to': self.seconds(), spot only
         }
-        price = self.safe_string(params, 'price')
-        params = self.omit(params, 'price')
+        priceType = self.safe_string_n(params, ['priceType', 'price'])
+        params = self.omit(params, ['priceType', 'price'])
+        until = None
+        until, params = self.handle_param_integer(params, 'until')
+        untilSeconds = self.parse_to_int(until / 1000) if (until is not None) else None
         if market['contract']:
             if limit is not None:
-                request['size'] = limit  # when using limit from and to are ignored
+                request['size'] = min(limit, 2000)  # when using limit: from & to are ignored
                 # https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-kline-data
             else:
                 limit = 2000  # only used for from/to calculation
-            if price is None:
+            if priceType is None:
                 duration = self.parse_timeframe(timeframe)
+                calcualtedEnd = None
                 if since is None:
                     now = self.seconds()
                     request['from'] = now - duration * (limit - 1)
-                    request['to'] = now
+                    calcualtedEnd = now
                 else:
                     start = self.parse_to_int(since / 1000)
                     request['from'] = start
-                    request['to'] = self.sum(start, duration * (limit - 1))
+                    calcualtedEnd = self.sum(start, duration * (limit - 1))
+                request['to'] = untilSeconds if (untilSeconds is not None) else calcualtedEnd
         response = None
         if market['future']:
             if market['inverse']:
                 request['symbol'] = market['id']
-                if price == 'mark':
+                if priceType == 'mark':
                     response = self.contractPublicGetIndexMarketHistoryMarkPriceKline(self.extend(request, params))
-                elif price == 'index':
+                elif priceType == 'index':
                     response = self.contractPublicGetIndexMarketHistoryIndex(self.extend(request, params))
-                elif price == 'premiumIndex':
-                    raise BadRequest(self.id + ' ' + market['type'] + ' has no api endpoint for ' + price + ' kline data')
+                elif priceType == 'premiumIndex':
+                    raise BadRequest(self.id + ' ' + market['type'] + ' has no api endpoint for ' + priceType + ' kline data')
                 else:
                     response = self.contractPublicGetMarketHistoryKline(self.extend(request, params))
             elif market['linear']:
                 request['contract_code'] = market['id']
-                if price == 'mark':
+                if priceType == 'mark':
                     response = self.contractPublicGetIndexMarketHistoryLinearSwapMarkPriceKline(self.extend(request, params))
-                elif price == 'index':
-                    raise BadRequest(self.id + ' ' + market['type'] + ' has no api endpoint for ' + price + ' kline data')
-                elif price == 'premiumIndex':
+                elif priceType == 'index':
+                    raise BadRequest(self.id + ' ' + market['type'] + ' has no api endpoint for ' + priceType + ' kline data')
+                elif priceType == 'premiumIndex':
                     response = self.contractPublicGetIndexMarketHistoryLinearSwapPremiumIndexKline(self.extend(request, params))
                 else:
                     response = self.contractPublicGetLinearSwapExMarketHistoryKline(self.extend(request, params))
         elif market['swap']:
             request['contract_code'] = market['id']
             if market['inverse']:
-                if price == 'mark':
+                if priceType == 'mark':
                     response = self.contractPublicGetIndexMarketHistorySwapMarkPriceKline(self.extend(request, params))
-                elif price == 'index':
-                    raise BadRequest(self.id + ' ' + market['type'] + ' has no api endpoint for ' + price + ' kline data')
-                elif price == 'premiumIndex':
+                elif priceType == 'index':
+                    raise BadRequest(self.id + ' ' + market['type'] + ' has no api endpoint for ' + priceType + ' kline data')
+                elif priceType == 'premiumIndex':
                     response = self.contractPublicGetIndexMarketHistorySwapPremiumIndexKline(self.extend(request, params))
                 else:
                     response = self.contractPublicGetSwapExMarketHistoryKline(self.extend(request, params))
             elif market['linear']:
-                if price == 'mark':
+                if priceType == 'mark':
                     response = self.contractPublicGetIndexMarketHistoryLinearSwapMarkPriceKline(self.extend(request, params))
-                elif price == 'index':
-                    raise BadRequest(self.id + ' ' + market['type'] + ' has no api endpoint for ' + price + ' kline data')
-                elif price == 'premiumIndex':
+                elif priceType == 'index':
+                    raise BadRequest(self.id + ' ' + market['type'] + ' has no api endpoint for ' + priceType + ' kline data')
+                elif priceType == 'premiumIndex':
                     response = self.contractPublicGetIndexMarketHistoryLinearSwapPremiumIndexKline(self.extend(request, params))
                 else:
                     response = self.contractPublicGetLinearSwapExMarketHistoryKline(self.extend(request, params))
@@ -2913,15 +3122,17 @@ class htx(Exchange, ImplicitAPI):
             useHistorical = None
             useHistorical, params = self.handle_option_and_params(params, 'fetchOHLCV', 'useHistoricalEndpointForSpot', True)
             if not useHistorical:
-                # `limit` only available for the self endpoint
                 if limit is not None:
-                    request['size'] = limit  # max 2000
+                    request['size'] = min(limit, 2000)  # max 2000
                 response = self.spotPublicGetMarketHistoryKline(self.extend(request, params))
             else:
-                # `since` only available for the self endpoint
+                # "from & to" only available for the self endpoint
                 if since is not None:
-                    # default 150 bars
                     request['from'] = self.parse_to_int(since / 1000)
+                if untilSeconds is not None:
+                    request['to'] = untilSeconds
+                if limit is not None:
+                    request['size'] = min(1000, limit)  # max 1000, otherwise default returns 150
                 response = self.spotPublicGetMarketHistoryCandles(self.extend(request, params))
         #
         #     {
@@ -2935,12 +3146,15 @@ class htx(Exchange, ImplicitAPI):
         #         ]
         #     }
         #
-        data = self.safe_value(response, 'data', [])
+        data = self.safe_list(response, 'data', [])
         return self.parse_ohlcvs(data, market, timeframe, since, limit)
 
     def fetch_accounts(self, params={}) -> List[Account]:
         """
         fetch all the accounts associated with a profile
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-all-accounts-of-the-current-user
+
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a dictionary of `account structures <https://docs.ccxt.com/#/?id=account-structure>` indexed by the account type
         """
@@ -2977,7 +3191,18 @@ class htx(Exchange, ImplicitAPI):
             'code': None,
         }
 
-    def fetch_account_id_by_type(self, type, marginMode=None, symbol=None, params={}):
+    def fetch_account_id_by_type(self, type: str, marginMode: Str = None, symbol: Str = None, params={}):
+        """
+        fetch all the accounts by a type and marginModeassociated with a profile
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-all-accounts-of-the-current-user
+
+        :param str type: 'spot', 'swap' or 'future
+        :param str [marginMode]: 'cross' or 'isolated'
+        :param str [symbol]: unified ccxt market symbol
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a dictionary of `account structures <https://docs.ccxt.com/#/?id=account-structure>` indexed by the account type
+        """
         accounts = self.load_accounts()
         accountId = self.safe_value_2(params, 'accountId', 'account-id')
         if accountId is not None:
@@ -3001,9 +3226,12 @@ class htx(Exchange, ImplicitAPI):
         defaultAccount = self.safe_value(accounts, 0, {})
         return self.safe_string(defaultAccount, 'id')
 
-    def fetch_currencies(self, params={}):
+    def fetch_currencies(self, params={}) -> Currencies:
         """
         fetches all available currencies on an exchange
+
+        https://huobiapi.github.io/docs/spot/v1/en/#apiv2-currency-amp-chains
+
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: an associative dictionary of currencies
         """
@@ -3046,7 +3274,7 @@ class htx(Exchange, ImplicitAPI):
         #    }
         #
         data = self.safe_value(response, 'data', [])
-        result = {}
+        result: dict = {}
         self.options['networkChainIdsByNames'] = {}
         self.options['networkNamesByChainIds'] = {}
         for i in range(0, len(data)):
@@ -3055,10 +3283,11 @@ class htx(Exchange, ImplicitAPI):
             code = self.safe_currency_code(currencyId)
             self.options['networkChainIdsByNames'][code] = {}
             chains = self.safe_value(entry, 'chains', [])
-            networks = {}
+            networks: dict = {}
             instStatus = self.safe_string(entry, 'instStatus')
             currencyActive = instStatus == 'normal'
             minPrecision = None
+            minDeposit = None
             minWithdraw = None
             maxWithdraw = None
             deposit = False
@@ -3070,6 +3299,7 @@ class htx(Exchange, ImplicitAPI):
                 self.options['networkChainIdsByNames'][code][title] = uniqueChainId
                 self.options['networkNamesByChainIds'][uniqueChainId] = title
                 networkCode = self.network_id_to_code(uniqueChainId)
+                minDeposit = self.safe_number(chainEntry, 'minDepositAmt')
                 minWithdraw = self.safe_number(chainEntry, 'minWithdrawAmt')
                 maxWithdraw = self.safe_number(chainEntry, 'maxWithdrawAmt')
                 withdrawStatus = self.safe_string(chainEntry, 'withdrawStatus')
@@ -3089,7 +3319,7 @@ class htx(Exchange, ImplicitAPI):
                     'network': networkCode,
                     'limits': {
                         'deposit': {
-                            'min': None,
+                            'min': minDeposit,
                             'max': None,
                         },
                         'withdraw': {
@@ -3131,7 +3361,7 @@ class htx(Exchange, ImplicitAPI):
             }
         return result
 
-    def network_id_to_code(self, networkId, currencyCode=None):
+    def network_id_to_code(self, networkId: Str = None, currencyCode: Str = None):
         # here network-id is provided pair of currency & chain(i.e. trc20usdt)
         keys = list(self.options['networkNamesByChainIds'].keys())
         keysLength = len(keys)
@@ -3140,7 +3370,7 @@ class htx(Exchange, ImplicitAPI):
         networkTitle = self.safe_value(self.options['networkNamesByChainIds'], networkId, networkId)
         return super(htx, self).network_id_to_code(networkTitle)
 
-    def network_code_to_id(self, networkCode, currencyCode=None):
+    def network_code_to_id(self, networkCode: str, currencyCode: Str = None):
         if currencyCode is None:
             raise ArgumentsRequired(self.id + ' networkCodeToId() requires a currencyCode argument')
         keys = list(self.options['networkChainIdsByNames'].keys())
@@ -3156,13 +3386,15 @@ class htx(Exchange, ImplicitAPI):
 
     def fetch_balance(self, params={}) -> Balances:
         """
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#get-account-balance-of-a-specific-account
-        :see: https://www.htx.com/en-us/opend/newApiPages/?id=7ec4b429-7773-11ed-9966-0242ac110003
-        :see: https://www.htx.com/en-us/opend/newApiPages/?id=10000074-77b7-11ed-9966-0242ac110003
-        :see: https://huobiapi.github.io/docs/dm/v1/en/#query-asset-valuation
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-user-s-account-information
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-query-user-s-account-information
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-query-user-39-s-account-information
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-account-balance-of-a-specific-account
+        https://www.htx.com/en-us/opend/newApiPages/?id=7ec4b429-7773-11ed-9966-0242ac110003
+        https://www.htx.com/en-us/opend/newApiPages/?id=10000074-77b7-11ed-9966-0242ac110003
+        https://huobiapi.github.io/docs/dm/v1/en/#query-asset-valuation
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-user-s-account-information
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-query-user-s-account-information
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-query-user-39-s-account-information
+
         query for balance and get the amount of funds available for trading or funds locked in orders
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param bool [params.unified]: provide self parameter if you have a recent account with unified cross+isolated margin account
@@ -3174,7 +3406,7 @@ class htx(Exchange, ImplicitAPI):
         options = self.safe_value(self.options, 'fetchBalance', {})
         isUnifiedAccount = self.safe_value_2(params, 'isUnifiedAccount', 'unified', False)
         params = self.omit(params, ['isUnifiedAccount', 'unified'])
-        request = {}
+        request: dict = {}
         spot = (type == 'spot')
         future = (type == 'future')
         defaultSubType = self.safe_string_2(self.options, 'defaultSubType', 'subType', 'linear')
@@ -3371,7 +3603,7 @@ class htx(Exchange, ImplicitAPI):
         #
         # TODO add balance parsing for linear swap
         #
-        result = {'info': response}
+        result: dict = {'info': response}
         data = self.safe_value(response, 'data')
         if spot or margin:
             if isolated:
@@ -3379,7 +3611,7 @@ class htx(Exchange, ImplicitAPI):
                     entry = data[i]
                     symbol = self.safe_symbol(self.safe_string(entry, 'symbol'))
                     balances = self.safe_value(entry, 'list')
-                    subResult = {}
+                    subResult: dict = {}
                     for j in range(0, len(balances)):
                         balance = balances[j]
                         currencyId = self.safe_string(balance, 'currency')
@@ -3404,7 +3636,7 @@ class htx(Exchange, ImplicitAPI):
                     for j in range(0, len(isolated_swap)):
                         balance = isolated_swap[j]
                         marketId = self.safe_string(balance, 'contract_code')
-                        subBalance = {
+                        subBalance: dict = {
                             'code': currencyCode,
                             'free': self.safe_number(balance, 'margin_available'),
                         }
@@ -3434,7 +3666,7 @@ class htx(Exchange, ImplicitAPI):
                         account = self.account()
                         account['free'] = self.safe_string(balance, 'margin_balance')
                         account['used'] = self.safe_string(balance, 'margin_frozen')
-                        accountsByCode = {}
+                        accountsByCode: dict = {}
                         accountsByCode[code] = account
                         symbol = market['symbol']
                         result[symbol] = self.safe_balance(accountsByCode)
@@ -3461,6 +3693,15 @@ class htx(Exchange, ImplicitAPI):
     def fetch_order(self, id: str, symbol: Str = None, params={}):
         """
         fetches information on an order made by the user
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-the-order-detail-of-an-order-based-on-client-order-id
+        https://huobiapi.github.io/docs/spot/v1/en/#get-the-order-detail-of-an-order
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-get-information-of-an-order
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-get-information-of-order
+        https://huobiapi.github.io/docs/dm/v1/en/#get-information-of-an-order
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-information-of-an-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
         :returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
@@ -3471,7 +3712,7 @@ class htx(Exchange, ImplicitAPI):
             market = self.market(symbol)
         marketType = None
         marketType, params = self.handle_market_type_and_params('fetchOrder', market, params)
-        request = {
+        request: dict = {
             # spot -----------------------------------------------------------
             # 'order-id': 'id',
             # 'symbol': market['id'],
@@ -3670,7 +3911,7 @@ class htx(Exchange, ImplicitAPI):
                 raise ArgumentsRequired(self.id + ' fetchOrders() requires a symbol argument')
         self.load_markets()
         market = None
-        request = {
+        request: dict = {
             # spot_private_get_v1_order_orders GET /v1/order/orders ----------
             # 'symbol': market['id'],  # required
             # 'types': 'buy-market,sell-market,buy-limit,sell-limit,buy-ioc,sell-ioc,buy-stop-limit,sell-stop-limit,buy-limit-fok,sell-limit-fok,buy-stop-limit-fok,sell-stop-limit-fok',
@@ -3727,7 +3968,7 @@ class htx(Exchange, ImplicitAPI):
         #         ]
         #     }
         #
-        data = self.safe_value(response, 'data', [])
+        data = self.safe_list(response, 'data', [])
         return self.parse_orders(data, market, since, limit)
 
     def fetch_spot_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
@@ -3741,7 +3982,7 @@ class htx(Exchange, ImplicitAPI):
             raise ArgumentsRequired(self.id + ' fetchContractOrders() requires a symbol argument')
         self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             # POST /api/v1/contract_hisorders inverse futures ----------------
             # 'symbol': market['settleId'],  # BTC, ETH, ...
             # 'order_type': '1',  # 1 limit，3 opponent，4 lightning, 5 trigger order, 6 pst_only, 7 optimal_5, 8 optimal_10, 9 optimal_20, 10 fok, 11 ioc
@@ -3752,11 +3993,11 @@ class htx(Exchange, ImplicitAPI):
             'status': '0',  # support multiple query seperated by ',',such as '3,4,5', 0: all. 3. Have sumbmitted the orders; 4. Orders partially matched; 5. Orders cancelled with partially matched; 6. Orders fully matched; 7. Orders cancelled
         }
         response = None
-        stop = self.safe_value(params, 'stop')
+        trigger = self.safe_bool_2(params, 'stop', 'trigger')
         stopLossTakeProfit = self.safe_value(params, 'stopLossTakeProfit')
         trailing = self.safe_bool(params, 'trailing', False)
-        params = self.omit(params, ['stop', 'stopLossTakeProfit', 'trailing'])
-        if stop or stopLossTakeProfit or trailing:
+        params = self.omit(params, ['stop', 'stopLossTakeProfit', 'trailing', 'trigger'])
+        if trigger or stopLossTakeProfit or trailing:
             if limit is not None:
                 request['page_size'] = limit
             request['contract_code'] = market['id']
@@ -3773,7 +4014,7 @@ class htx(Exchange, ImplicitAPI):
             marginMode, params = self.handle_margin_mode_and_params('fetchContractOrders', params)
             marginMode = 'cross' if (marginMode is None) else marginMode
             if marginMode == 'isolated':
-                if stop:
+                if trigger:
                     response = self.contractPrivatePostLinearSwapApiV1SwapTriggerHisorders(self.extend(request, params))
                 elif stopLossTakeProfit:
                     response = self.contractPrivatePostLinearSwapApiV1SwapTpslHisorders(self.extend(request, params))
@@ -3782,7 +4023,7 @@ class htx(Exchange, ImplicitAPI):
                 else:
                     response = self.contractPrivatePostLinearSwapApiV3SwapHisorders(self.extend(request, params))
             elif marginMode == 'cross':
-                if stop:
+                if trigger:
                     response = self.contractPrivatePostLinearSwapApiV1SwapCrossTriggerHisorders(self.extend(request, params))
                 elif stopLossTakeProfit:
                     response = self.contractPrivatePostLinearSwapApiV1SwapCrossTpslHisorders(self.extend(request, params))
@@ -3792,7 +4033,7 @@ class htx(Exchange, ImplicitAPI):
                     response = self.contractPrivatePostLinearSwapApiV3SwapCrossHisorders(self.extend(request, params))
         elif market['inverse']:
             if market['swap']:
-                if stop:
+                if trigger:
                     response = self.contractPrivatePostSwapApiV1SwapTriggerHisorders(self.extend(request, params))
                 elif stopLossTakeProfit:
                     response = self.contractPrivatePostSwapApiV1SwapTpslHisorders(self.extend(request, params))
@@ -3802,7 +4043,7 @@ class htx(Exchange, ImplicitAPI):
                     response = self.contractPrivatePostSwapApiV3SwapHisorders(self.extend(request, params))
             elif market['future']:
                 request['symbol'] = market['settleId']
-                if stop:
+                if trigger:
                     response = self.contractPrivatePostApiV1ContractTriggerHisorders(self.extend(request, params))
                 elif stopLossTakeProfit:
                     response = self.contractPrivatePostApiV1ContractTpslHisorders(self.extend(request, params))
@@ -3958,25 +4199,27 @@ class htx(Exchange, ImplicitAPI):
         return self.parse_orders(orders, market, since, limit)
 
     def fetch_closed_contract_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
-        request = {
+        request: dict = {
             'status': '5,6,7',  # comma separated, 0 all, 3 submitted orders, 4 partially matched, 5 partially cancelled, 6 fully matched and closed, 7 canceled
         }
         return self.fetch_contract_orders(symbol, since, limit, self.extend(request, params))
 
     def fetch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#search-past-orders
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#search-historical-orders-within-48-hours
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-get-history-orders-new
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-get-history-orders-new
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-history-orders-new
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-history-orders-via-multiple-fields-new
+
+        https://huobiapi.github.io/docs/spot/v1/en/#search-past-orders
+        https://huobiapi.github.io/docs/spot/v1/en/#search-historical-orders-within-48-hours
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-get-history-orders-new
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-get-history-orders-new
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-history-orders-new
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-history-orders-via-multiple-fields-new
+
         fetches information on multiple orders made by the user
         :param str symbol: unified market symbol of the market orders were made in
         :param int [since]: the earliest time in ms to fetch orders for
         :param int [limit]: the maximum number of order structures to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
-        :param bool [params.stop]: *contract only* if the orders are stop trigger orders or not
+        :param bool [params.trigger]: *contract only* if the orders are trigger trigger orders or not
         :param bool [params.stopLossTakeProfit]: *contract only* if the orders are stop-loss or take-profit orders
         :param int [params.until]: the latest time in ms to fetch entries for
         :param boolean [params.trailing]: *contract only* set to True if you want to fetch trailing stop orders
@@ -3998,12 +4241,14 @@ class htx(Exchange, ImplicitAPI):
 
     def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#search-past-orders
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#search-historical-orders-within-48-hours
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-get-history-orders-new
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-get-history-orders-new
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-history-orders-new
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-history-orders-via-multiple-fields-new
+
+        https://huobiapi.github.io/docs/spot/v1/en/#search-past-orders
+        https://huobiapi.github.io/docs/spot/v1/en/#search-historical-orders-within-48-hours
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-get-history-orders-new
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-get-history-orders-new
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-history-orders-new
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-history-orders-via-multiple-fields-new
+
         fetches information on multiple closed orders made by the user
         :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
@@ -4030,15 +4275,17 @@ class htx(Exchange, ImplicitAPI):
 
     def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#get-all-open-orders
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-current-unfilled-order-acquisition
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-current-unfilled-order-acquisition
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-all-open-orders
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-current-unfilled-order-acquisition
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-current-unfilled-order-acquisition
+
         fetch all unfilled currently open 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 order structures to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
-        :param bool [params.stop]: *contract only* if the orders are stop trigger orders or not
+        :param bool [params.trigger]: *contract only* if the orders are trigger trigger orders or not
         :param bool [params.stopLossTakeProfit]: *contract only* if the orders are stop-loss or take-profit orders
         :param boolean [params.trailing]: *contract only* set to True if you want to fetch trailing stop orders
         :returns Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
@@ -4047,7 +4294,7 @@ class htx(Exchange, ImplicitAPI):
         market = None
         if symbol is not None:
             market = self.market(symbol)
-        request = {}
+        request: dict = {}
         marketType = None
         marketType, params = self.handle_market_type_and_params('fetchOpenOrders', market, params)
         response = None
@@ -4061,7 +4308,7 @@ class htx(Exchange, ImplicitAPI):
                 self.load_accounts()
                 for i in range(0, len(self.accounts)):
                     account = self.accounts[i]
-                    if account['type'] == 'spot':
+                    if self.safe_string(account, 'type') == 'spot':
                         accountId = self.safe_string(account, 'id')
                         if accountId is not None:
                             break
@@ -4076,16 +4323,16 @@ class htx(Exchange, ImplicitAPI):
             if limit is not None:
                 request['page_size'] = limit
             request['contract_code'] = market['id']
-            stop = self.safe_value(params, 'stop')
+            trigger = self.safe_bool_2(params, 'stop', 'trigger')
             stopLossTakeProfit = self.safe_value(params, 'stopLossTakeProfit')
             trailing = self.safe_bool(params, 'trailing', False)
-            params = self.omit(params, ['stop', 'stopLossTakeProfit', 'trailing'])
+            params = self.omit(params, ['stop', 'stopLossTakeProfit', 'trailing', 'trigger'])
             if market['linear']:
                 marginMode = None
                 marginMode, params = self.handle_margin_mode_and_params('fetchOpenOrders', params)
                 marginMode = 'cross' if (marginMode is None) else marginMode
                 if marginMode == 'isolated':
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostLinearSwapApiV1SwapTriggerOpenorders(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostLinearSwapApiV1SwapTpslOpenorders(self.extend(request, params))
@@ -4094,7 +4341,7 @@ class htx(Exchange, ImplicitAPI):
                     else:
                         response = self.contractPrivatePostLinearSwapApiV1SwapOpenorders(self.extend(request, params))
                 elif marginMode == 'cross':
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossTriggerOpenorders(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossTpslOpenorders(self.extend(request, params))
@@ -4104,7 +4351,7 @@ class htx(Exchange, ImplicitAPI):
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossOpenorders(self.extend(request, params))
             elif market['inverse']:
                 if market['swap']:
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostSwapApiV1SwapTriggerOpenorders(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostSwapApiV1SwapTpslOpenorders(self.extend(request, params))
@@ -4114,7 +4361,7 @@ class htx(Exchange, ImplicitAPI):
                         response = self.contractPrivatePostSwapApiV1SwapOpenorders(self.extend(request, params))
                 elif market['future']:
                     request['symbol'] = market['settleId']
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostApiV1ContractTriggerOpenorders(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostApiV1ContractTpslOpenorders(self.extend(request, params))
@@ -4311,8 +4558,8 @@ class htx(Exchange, ImplicitAPI):
             orders = self.safe_value(orders, 'orders', [])
         return self.parse_orders(orders, market, since, limit)
 
-    def parse_order_status(self, status):
-        statuses = {
+    def parse_order_status(self, status: Str):
+        statuses: dict = {
             # spot
             'partial-filled': 'open',
             'partial-canceled': 'canceled',
@@ -4332,7 +4579,7 @@ class htx(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:
         #
         # spot
         #
@@ -4709,14 +4956,10 @@ class htx(Exchange, ImplicitAPI):
         cost = None
         amount = None
         if (type is not None) and (type.find('market') >= 0):
-            # for market orders amount is in quote currency, meaning it is the cost
-            if side == 'sell':
-                cost = self.safe_string(order, 'field-cash-amount')
-            else:
-                cost = self.safe_string(order, 'amount')
+            cost = self.safe_string(order, 'field-cash-amount')
         else:
             amount = self.safe_string_2(order, 'volume', 'amount')
-            cost = self.safe_string_n(order, ['filled-cash-amount', 'field-cash-amount', 'trade_turnover'])  # same typo
+            cost = self.safe_string_n(order, ['filled-cash-amount', 'field-cash-amount', 'trade_turnover'])  # same typo here
         filled = self.safe_string_n(order, ['filled-amount', 'field-amount', 'trade_volume'])  # typo in their API, filled amount
         price = self.safe_string_2(order, 'price', 'order_price')
         feeCost = self.safe_string_2(order, 'filled-fees', 'field-fees')  # typo in their API, filled feeSide
@@ -4733,7 +4976,6 @@ class htx(Exchange, ImplicitAPI):
                 'cost': feeCost,
                 'currency': feeCurrency,
             }
-        stopPrice = self.safe_string_2(order, 'stop-price', 'trigger_price')
         average = self.safe_string(order, 'trade_avg_price')
         trades = self.safe_value(order, 'trades')
         reduceOnlyInteger = self.safe_integer(order, 'reduce_only')
@@ -4753,8 +4995,7 @@ class htx(Exchange, ImplicitAPI):
             'postOnly': None,
             'side': side,
             'price': price,
-            'stopPrice': stopPrice,
-            'triggerPrice': stopPrice,
+            'triggerPrice': self.safe_string_2(order, 'stop-price', 'trigger_price'),
             'average': average,
             'cost': cost,
             'amount': amount,
@@ -4769,7 +5010,9 @@ class htx(Exchange, ImplicitAPI):
     def create_market_buy_order_with_cost(self, symbol: str, cost: float, params={}):
         """
         create a market buy order by providing the symbol and cost
-        :see: https://www.htx.com/en-us/opend/newApiPages/?id=7ec4ee16-7773-11ed-9966-0242ac110003
+
+        https://www.htx.com/en-us/opend/newApiPages/?id=7ec4ee16-7773-11ed-9966-0242ac110003
+
         :param str symbol: unified symbol of the market to create an order in
         :param float cost: how much you want to trade in units of the quote currency
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -4805,13 +5048,13 @@ class htx(Exchange, ImplicitAPI):
 
     def create_spot_order_request(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
         """
-         * @ignore
+ @ignore
         helper function to build request
         :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 you want to trade in units of the base currency
-        :param float [price]: the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
+        :param 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.timeInForce]: supports 'IOC' and 'FOK'
         :param float [params.cost]: the quote quantity that can be used alternative for the amount for market buy orders
@@ -4823,7 +5066,7 @@ class htx(Exchange, ImplicitAPI):
         marginMode = None
         marginMode, params = self.handle_margin_mode_and_params('createOrder', params)
         accountId = self.fetch_account_id_by_type(market['type'], marginMode, symbol)
-        request = {
+        request: dict = {
             # spot -----------------------------------------------------------
             'account-id': accountId,
             'symbol': market['id'],
@@ -4838,15 +5081,15 @@ class htx(Exchange, ImplicitAPI):
         orderType = type.replace('buy-', '')
         orderType = orderType.replace('sell-', '')
         options = self.safe_value(self.options, market['type'], {})
-        stopPrice = self.safe_string_2(params, 'stopPrice', 'stop-price')
-        if stopPrice is None:
+        triggerPrice = self.safe_string_n(params, ['triggerPrice', 'stopPrice', 'stop-price'])
+        if triggerPrice is None:
             stopOrderTypes = self.safe_value(options, 'stopOrderTypes', {})
             if orderType in stopOrderTypes:
-                raise ArgumentsRequired(self.id + ' createOrder() requires a stopPrice or a stop-price parameter for a stop order')
+                raise ArgumentsRequired(self.id + ' createOrder() requires a triggerPrice for a trigger order')
         else:
             defaultOperator = 'lte' if (side == 'sell') else 'gte'
             stopOperator = self.safe_string(params, 'operator', defaultOperator)
-            request['stop-price'] = self.price_to_precision(symbol, stopPrice)
+            request['stop-price'] = self.price_to_precision(symbol, triggerPrice)
             request['operator'] = stopOperator
             if (orderType == 'limit') or (orderType == 'limit-fok'):
                 orderType = 'stop-' + orderType
@@ -4904,18 +5147,18 @@ class htx(Exchange, ImplicitAPI):
         limitOrderTypes = self.safe_value(options, 'limitOrderTypes', {})
         if orderType in limitOrderTypes:
             request['price'] = self.price_to_precision(symbol, price)
-        params = self.omit(params, ['stopPrice', 'stop-price', 'clientOrderId', 'client-order-id', 'operator', 'timeInForce'])
+        params = self.omit(params, ['triggerPrice', 'stopPrice', 'stop-price', 'clientOrderId', 'client-order-id', 'operator', 'timeInForce'])
         return self.extend(request, params)
 
     def create_contract_order_request(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
         """
-         * @ignore
+ @ignore
         helper function to build request
         :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 you want to trade in units of the base currency
-        :param float [price]: the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
+        :param 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.timeInForce]: supports 'IOC' and 'FOK'
         :param float [params.trailingPercent]: *contract only* the percent to trail away from the current market price
@@ -4923,7 +5166,7 @@ class htx(Exchange, ImplicitAPI):
         :returns dict: request to be sent to the exchange
         """
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'contract_code': market['id'],
             'volume': self.amount_to_precision(symbol, amount),
             'direction': side,
@@ -4937,16 +5180,16 @@ class htx(Exchange, ImplicitAPI):
             type = 'fok'
         elif timeInForce == 'IOC':
             type = 'ioc'
-        triggerPrice = self.safe_number_2(params, 'stopPrice', 'trigger_price')
+        triggerPrice = self.safe_number_n(params, ['triggerPrice', 'stopPrice', 'trigger_price'])
         stopLossTriggerPrice = self.safe_number_2(params, 'stopLossPrice', 'sl_trigger_price')
         takeProfitTriggerPrice = self.safe_number_2(params, 'takeProfitPrice', 'tp_trigger_price')
         trailingPercent = self.safe_string_2(params, 'trailingPercent', 'callback_rate')
         trailingTriggerPrice = self.safe_number(params, 'trailingTriggerPrice', price)
         isTrailingPercentOrder = trailingPercent is not None
-        isStop = triggerPrice is not None
+        isTrigger = triggerPrice is not None
         isStopLossTriggerOrder = stopLossTriggerPrice is not None
         isTakeProfitTriggerOrder = takeProfitTriggerPrice is not None
-        if isStop:
+        if isTrigger:
             triggerType = self.safe_string_2(params, 'triggerType', 'trigger_type', 'le')
             request['trigger_type'] = triggerType
             request['trigger_price'] = self.price_to_precision(symbol, triggerPrice)
@@ -4975,59 +5218,70 @@ class htx(Exchange, ImplicitAPI):
                 params = self.omit(params, ['clientOrderId'])
             if type == 'limit' or type == 'ioc' or type == 'fok' or type == 'post_only':
                 request['price'] = self.price_to_precision(symbol, price)
+        reduceOnly = self.safe_bool_2(params, 'reduceOnly', 'reduce_only', False)
         if not isStopLossTriggerOrder and not isTakeProfitTriggerOrder:
-            reduceOnly = self.safe_value_2(params, 'reduceOnly', 'reduce_only', False)
             if reduceOnly:
                 request['reduce_only'] = 1
             request['lever_rate'] = self.safe_integer_n(params, ['leverRate', 'lever_rate', 'leverage'], 1)
             if not isTrailingPercentOrder:
                 request['order_price_type'] = type
+        hedged = self.safe_bool(params, 'hedged', False)
+        if hedged:
+            if reduceOnly:
+                request['offset'] = 'close'
+            else:
+                request['offset'] = 'open'
         broker = self.safe_value(self.options, 'broker', {})
         brokerId = self.safe_string(broker, 'id')
         request['channel_code'] = brokerId
-        params = self.omit(params, ['reduceOnly', 'stopPrice', 'stopLossPrice', 'takeProfitPrice', 'triggerType', 'leverRate', 'timeInForce', 'leverage', 'trailingPercent', 'trailingTriggerPrice'])
+        params = self.omit(params, ['reduceOnly', 'triggerPrice', 'stopPrice', 'stopLossPrice', 'takeProfitPrice', 'triggerType', 'leverRate', 'timeInForce', 'leverage', 'trailingPercent', 'trailingTriggerPrice', 'hedged'])
         return self.extend(request, params)
 
     def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
         """
         create a trade order
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#place-a-new-order                   # spot, margin
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#place-an-order        # coin-m swap
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#place-trigger-order   # coin-m swap trigger
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-place-an-order           # usdt-m swap cross
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-place-trigger-order      # usdt-m swap cross trigger
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-place-an-order        # usdt-m swap isolated
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-place-trigger-order   # usdt-m swap isolated trigger
-        :see: https://huobiapi.github.io/docs/dm/v1/en/#place-an-order                        # coin-m futures
-        :see: https://huobiapi.github.io/docs/dm/v1/en/#place-trigger-order                   # coin-m futures contract trigger
+
+        https://huobiapi.github.io/docs/spot/v1/en/#place-a-new-order                   # spot, margin
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#place-an-order        # coin-m swap
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#place-trigger-order   # coin-m swap trigger
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-place-an-order           # usdt-m swap cross
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-place-trigger-order      # usdt-m swap cross trigger
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-place-an-order        # usdt-m swap isolated
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-place-trigger-order   # usdt-m swap isolated trigger
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-set-a-take-profit-and-stop-loss-order-for-an-existing-position
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-set-a-take-profit-and-stop-loss-order-for-an-existing-position
+        https://huobiapi.github.io/docs/dm/v1/en/#place-an-order                        # coin-m futures
+        https://huobiapi.github.io/docs/dm/v1/en/#place-trigger-order                   # coin-m futures contract trigger
+
         :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 you want to trade in units of the base currency
-        :param float [price]: the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
+        :param 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.stopPrice]: the price a trigger order is triggered at
+        :param float [params.triggerPrice]: the price a trigger order is triggered at
         :param str [params.triggerType]: *contract trigger orders only* ge: greater than or equal to, le: less than or equal to
         :param float [params.stopLossPrice]: *contract only* the price a stop-loss order is triggered at
         :param float [params.takeProfitPrice]: *contract only* the price a take-profit order is triggered at
         :param str [params.operator]: *spot and margin only* gte or lte, trigger price condition
-        :param str [params.offset]: *contract only* 'open', 'close', or 'both', required in hedge mode
+        :param str [params.offset]: *contract only* 'both'(linear only), 'open', or 'close', required in hedge mode and for inverse markets
         :param bool [params.postOnly]: *contract only* True or False
         :param int [params.leverRate]: *contract only* required for all contract orders except tpsl, leverage greater than 20x requires prior approval of high-leverage agreement
         :param str [params.timeInForce]: supports 'IOC' and 'FOK'
         :param float [params.cost]: *spot market buy only* the quote quantity that can be used alternative for the amount
         :param float [params.trailingPercent]: *contract only* the percent to trail away from the current market price
         :param float [params.trailingTriggerPrice]: *contract only* the price to trigger a trailing order, default uses the price argument
+        :param bool [params.hedged]: *contract 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>`
         """
         self.load_markets()
         market = self.market(symbol)
-        triggerPrice = self.safe_number_2(params, 'stopPrice', 'trigger_price')
+        triggerPrice = self.safe_number_n(params, ['triggerPrice', 'stopPrice', 'trigger_price'])
         stopLossTriggerPrice = self.safe_number_2(params, 'stopLossPrice', 'sl_trigger_price')
         takeProfitTriggerPrice = self.safe_number_2(params, 'takeProfitPrice', 'tp_trigger_price')
         trailingPercent = self.safe_number(params, 'trailingPercent')
         isTrailingPercentOrder = trailingPercent is not None
-        isStop = triggerPrice is not None
+        isTrigger = triggerPrice is not None
         isStopLossTriggerOrder = stopLossTriggerPrice is not None
         isTakeProfitTriggerOrder = takeProfitTriggerPrice is not None
         response = None
@@ -5043,7 +5297,7 @@ class htx(Exchange, ImplicitAPI):
                 marginMode, contractRequest = self.handle_margin_mode_and_params('createOrder', contractRequest)
                 marginMode = 'cross' if (marginMode is None) else marginMode
                 if marginMode == 'isolated':
-                    if isStop:
+                    if isTrigger:
                         response = self.contractPrivatePostLinearSwapApiV1SwapTriggerOrder(contractRequest)
                     elif isStopLossTriggerOrder or isTakeProfitTriggerOrder:
                         response = self.contractPrivatePostLinearSwapApiV1SwapTpslOrder(contractRequest)
@@ -5052,7 +5306,7 @@ class htx(Exchange, ImplicitAPI):
                     else:
                         response = self.contractPrivatePostLinearSwapApiV1SwapOrder(contractRequest)
                 elif marginMode == 'cross':
-                    if isStop:
+                    if isTrigger:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossTriggerOrder(contractRequest)
                     elif isStopLossTriggerOrder or isTakeProfitTriggerOrder:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossTpslOrder(contractRequest)
@@ -5061,8 +5315,11 @@ class htx(Exchange, ImplicitAPI):
                     else:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossOrder(contractRequest)
             elif market['inverse']:
+                offset = self.safe_string(params, 'offset')
+                if offset is None:
+                    raise ArgumentsRequired(self.id + ' createOrder() requires an extra parameter params["offset"] to be set to "open" or "close" when placing orders in inverse markets')
                 if market['swap']:
-                    if isStop:
+                    if isTrigger:
                         response = self.contractPrivatePostSwapApiV1SwapTriggerOrder(contractRequest)
                     elif isStopLossTriggerOrder or isTakeProfitTriggerOrder:
                         response = self.contractPrivatePostSwapApiV1SwapTpslOrder(contractRequest)
@@ -5071,7 +5328,7 @@ class htx(Exchange, ImplicitAPI):
                     else:
                         response = self.contractPrivatePostSwapApiV1SwapOrder(contractRequest)
                 elif market['future']:
-                    if isStop:
+                    if isTrigger:
                         response = self.contractPrivatePostApiV1ContractTriggerOrder(contractRequest)
                     elif isStopLossTriggerOrder or isTakeProfitTriggerOrder:
                         response = self.contractPrivatePostApiV1ContractTpslOrder(contractRequest)
@@ -5145,11 +5402,13 @@ class htx(Exchange, ImplicitAPI):
     def create_orders(self, orders: List[OrderRequest], params={}):
         """
         create a list of trade orders
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#place-a-batch-of-orders
-        :see: https://huobiapi.github.io/docs/dm/v1/en/#place-a-batch-of-orders
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#place-a-batch-of-orders
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-place-a-batch-of-orders
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-place-a-batch-of-orders
+
+        https://huobiapi.github.io/docs/spot/v1/en/#place-a-batch-of-orders
+        https://huobiapi.github.io/docs/dm/v1/en/#place-a-batch-of-orders
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#place-a-batch-of-orders
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-place-a-batch-of-orders
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-place-a-batch-of-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>`
@@ -5188,7 +5447,7 @@ class htx(Exchange, ImplicitAPI):
                 orderRequest = self.create_contract_order_request(marketId, type, side, amount, price, orderParams)
             orderRequest = self.omit(orderRequest, 'marginMode')
             ordersRequests.append(orderRequest)
-        request = {}
+        request: dict = {}
         response = None
         if market['spot']:
             response = self.privatePostOrderBatchOrders(ordersRequests)
@@ -5262,7 +5521,7 @@ class htx(Exchange, ImplicitAPI):
         :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.stop]: *contract only* if the order is a stop trigger order or not
+        :param boolean [params.trigger]: *contract only* if the order is a trigger trigger order or not
         :param boolean [params.stopLossTakeProfit]: *contract only* if the order is a stop-loss or take-profit order
         :param boolean [params.trailing]: *contract only* set to True if you want to cancel a trailing order
         :returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
@@ -5273,7 +5532,7 @@ class htx(Exchange, ImplicitAPI):
             market = self.market(symbol)
         marketType = None
         marketType, params = self.handle_market_type_and_params('cancelOrder', market, params)
-        request = {
+        request: dict = {
             # spot -----------------------------------------------------------
             # 'order-id': 'id',
             # 'symbol': market['id'],
@@ -5308,16 +5567,16 @@ class htx(Exchange, ImplicitAPI):
                 request['symbol'] = market['settleId']
             else:
                 request['contract_code'] = market['id']
-            stop = self.safe_value(params, 'stop')
+            trigger = self.safe_bool_2(params, 'stop', 'trigger')
             stopLossTakeProfit = self.safe_value(params, 'stopLossTakeProfit')
             trailing = self.safe_bool(params, 'trailing', False)
-            params = self.omit(params, ['stop', 'stopLossTakeProfit', 'trailing'])
+            params = self.omit(params, ['stop', 'stopLossTakeProfit', 'trailing', 'trigger'])
             if market['linear']:
                 marginMode = None
                 marginMode, params = self.handle_margin_mode_and_params('cancelOrder', params)
                 marginMode = 'cross' if (marginMode is None) else marginMode
                 if marginMode == 'isolated':
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostLinearSwapApiV1SwapTriggerCancel(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostLinearSwapApiV1SwapTpslCancel(self.extend(request, params))
@@ -5326,7 +5585,7 @@ class htx(Exchange, ImplicitAPI):
                     else:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCancel(self.extend(request, params))
                 elif marginMode == 'cross':
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossTriggerCancel(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossTpslCancel(self.extend(request, params))
@@ -5336,7 +5595,7 @@ class htx(Exchange, ImplicitAPI):
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossCancel(self.extend(request, params))
             elif market['inverse']:
                 if market['swap']:
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostSwapApiV1SwapTriggerCancel(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostSwapApiV1SwapTpslCancel(self.extend(request, params))
@@ -5345,7 +5604,7 @@ class htx(Exchange, ImplicitAPI):
                     else:
                         response = self.contractPrivatePostSwapApiV1SwapCancel(self.extend(request, params))
                 elif market['future']:
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostApiV1ContractTriggerCancel(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostApiV1ContractTpslCancel(self.extend(request, params))
@@ -5385,7 +5644,7 @@ class htx(Exchange, ImplicitAPI):
         :param str[] ids: order ids
         :param str symbol: unified market symbol, default is None
         :param dict [params]: extra parameters specific to the exchange API endpoint
-        :param bool [params.stop]: *contract only* if the orders are stop trigger orders or not
+        :param bool [params.trigger]: *contract only* if the orders are trigger trigger orders or not
         :param bool [params.stopLossTakeProfit]: *contract only* if the orders are stop-loss or take-profit orders
         :returns dict: an list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
         """
@@ -5395,7 +5654,7 @@ class htx(Exchange, ImplicitAPI):
             market = self.market(symbol)
         marketType = None
         marketType, params = self.handle_market_type_and_params('cancelOrders', market, params)
-        request = {
+        request: dict = {
             # spot -----------------------------------------------------------
             # 'order-ids': ','.join(ids),  # max 50
             # 'client-order-ids': ','.join(ids),  # max 50
@@ -5435,22 +5694,22 @@ class htx(Exchange, ImplicitAPI):
                 request['symbol'] = market['settleId']
             else:
                 request['contract_code'] = market['id']
-            stop = self.safe_value(params, 'stop')
+            trigger = self.safe_bool_2(params, 'stop', 'trigger')
             stopLossTakeProfit = self.safe_value(params, 'stopLossTakeProfit')
-            params = self.omit(params, ['stop', 'stopLossTakeProfit'])
+            params = self.omit(params, ['stop', 'stopLossTakeProfit', 'trigger'])
             if market['linear']:
                 marginMode = None
                 marginMode, params = self.handle_margin_mode_and_params('cancelOrders', params)
                 marginMode = 'cross' if (marginMode is None) else marginMode
                 if marginMode == 'isolated':
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostLinearSwapApiV1SwapTriggerCancel(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostLinearSwapApiV1SwapTpslCancel(self.extend(request, params))
                     else:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCancel(self.extend(request, params))
                 elif marginMode == 'cross':
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossTriggerCancel(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossTpslCancel(self.extend(request, params))
@@ -5458,14 +5717,14 @@ class htx(Exchange, ImplicitAPI):
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossCancel(self.extend(request, params))
             elif market['inverse']:
                 if market['swap']:
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostSwapApiV1SwapTriggerCancel(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostSwapApiV1SwapTpslCancel(self.extend(request, params))
                     else:
                         response = self.contractPrivatePostSwapApiV1SwapCancel(self.extend(request, params))
                 elif market['future']:
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostApiV1ContractTriggerCancel(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostApiV1ContractTpslCancel(self.extend(request, params))
@@ -5524,14 +5783,69 @@ class htx(Exchange, ImplicitAPI):
         #         "ts": 1604367997451
         #     }
         #
-        return response
+        data = self.safe_dict(response, 'data')
+        return self.parse_cancel_orders(data)
+
+    def parse_cancel_orders(self, orders):
+        #
+        #    {
+        #        "success": [
+        #            "5983466"
+        #        ],
+        #        "failed": [
+        #            {
+        #                "err-msg": "Incorrect order state",
+        #                "order-state": 7,
+        #                "order-id": "",
+        #                "err-code": "order-orderstate-error",
+        #                "client-order-id": "first"
+        #            },
+        #            ...
+        #        ]
+        #    }
+        #
+        #    {
+        #        "errors": [
+        #            {
+        #                "order_id": "769206471845261312",
+        #                "err_code": 1061,
+        #                "err_msg": "This order doesnt exist."
+        #            }
+        #        ],
+        #        "successes": "1258075374411399168,1258075393254871040"
+        #    }
+        #
+        successes = self.safe_string(orders, 'successes')
+        success = None
+        if successes is not None:
+            success = successes.split(',')
+        else:
+            success = self.safe_list(orders, 'success', [])
+        failed = self.safe_list_2(orders, 'errors', 'failed', [])
+        result = []
+        for i in range(0, len(success)):
+            order = success[i]
+            result.append(self.safe_order({
+                'info': order,
+                'id': order,
+                'status': 'canceled',
+            }))
+        for i in range(0, len(failed)):
+            order = failed[i]
+            result.append(self.safe_order({
+                'info': order,
+                'id': self.safe_string_2(order, 'order-id', 'order_id'),
+                'status': 'failed',
+                'clientOrderId': self.safe_string(order, 'client-order-id'),
+            }))
+        return result
 
     def cancel_all_orders(self, symbol: Str = None, params={}):
         """
         cancel all open orders
         :param str symbol: unified market symbol, only orders in the market of self symbol are cancelled when symbol is not None
         :param dict [params]: extra parameters specific to the exchange API endpoint
-        :param boolean [params.stop]: *contract only* if the orders are stop trigger orders or not
+        :param boolean [params.trigger]: *contract only* if the orders are trigger trigger orders or not
         :param boolean [params.stopLossTakeProfit]: *contract only* if the orders are stop-loss or take-profit orders
         :param boolean [params.trailing]: *contract only* set to True if you want to cancel all trailing orders
         :returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
@@ -5542,7 +5856,7 @@ class htx(Exchange, ImplicitAPI):
             market = self.market(symbol)
         marketType = None
         marketType, params = self.handle_market_type_and_params('cancelAllOrders', market, params)
-        request = {
+        request: dict = {
             # spot -----------------------------------------------------------
             # 'account-id': account['id'],
             # 'symbol': market['id'],  # a list of comma-separated symbols, all symbols by default
@@ -5561,22 +5875,38 @@ class htx(Exchange, ImplicitAPI):
             if symbol is not None:
                 request['symbol'] = market['id']
             response = self.spotPrivatePostV1OrderOrdersBatchCancelOpenOrders(self.extend(request, params))
+            #
+            #     {
+            #         "code": 200,
+            #         "data": {
+            #             "success-count": 2,
+            #             "failed-count": 0,
+            #             "next-id": 5454600
+            #         }
+            #     }
+            #
+            data = self.safe_dict(response, 'data')
+            return [
+                self.safe_order({
+                    'info': data,
+                }),
+            ]
         else:
             if symbol is None:
                 raise ArgumentsRequired(self.id + ' cancelAllOrders() requires a symbol argument')
             if market['future']:
                 request['symbol'] = market['settleId']
             request['contract_code'] = market['id']
-            stop = self.safe_value(params, 'stop')
+            trigger = self.safe_bool_2(params, 'stop', 'trigger')
             stopLossTakeProfit = self.safe_value(params, 'stopLossTakeProfit')
             trailing = self.safe_bool(params, 'trailing', False)
-            params = self.omit(params, ['stop', 'stopLossTakeProfit', 'trailing'])
+            params = self.omit(params, ['stop', 'stopLossTakeProfit', 'trailing', 'trigger'])
             if market['linear']:
                 marginMode = None
                 marginMode, params = self.handle_margin_mode_and_params('cancelAllOrders', params)
                 marginMode = 'cross' if (marginMode is None) else marginMode
                 if marginMode == 'isolated':
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostLinearSwapApiV1SwapTriggerCancelall(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostLinearSwapApiV1SwapTpslCancelall(self.extend(request, params))
@@ -5585,7 +5915,7 @@ class htx(Exchange, ImplicitAPI):
                     else:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCancelall(self.extend(request, params))
                 elif marginMode == 'cross':
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossTriggerCancelall(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossTpslCancelall(self.extend(request, params))
@@ -5595,7 +5925,7 @@ class htx(Exchange, ImplicitAPI):
                         response = self.contractPrivatePostLinearSwapApiV1SwapCrossCancelall(self.extend(request, params))
             elif market['inverse']:
                 if market['swap']:
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostSwapApiV1SwapTriggerCancelall(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostSwapApiV1SwapTpslCancelall(self.extend(request, params))
@@ -5604,7 +5934,7 @@ class htx(Exchange, ImplicitAPI):
                     else:
                         response = self.contractPrivatePostSwapApiV1SwapCancelall(self.extend(request, params))
                 elif market['future']:
-                    if stop:
+                    if trigger:
                         response = self.contractPrivatePostApiV1ContractTriggerCancelall(self.extend(request, params))
                     elif stopLossTakeProfit:
                         response = self.contractPrivatePostApiV1ContractTpslCancelall(self.extend(request, params))
@@ -5614,29 +5944,44 @@ class htx(Exchange, ImplicitAPI):
                         response = self.contractPrivatePostApiV1ContractCancelall(self.extend(request, params))
             else:
                 raise NotSupported(self.id + ' cancelAllOrders() does not support ' + marketType + ' markets')
-        #
-        # spot
+            #
+            #     {
+            #         "status": "ok",
+            #         "data": {
+            #             "errors": [],
+            #             "successes": "1104754904426696704"
+            #         },
+            #         "ts": "1683435723755"
+            #     }
+            #
+            data = self.safe_dict(response, 'data')
+            return self.parse_cancel_orders(data)
+
+    def cancel_all_orders_after(self, timeout: Int, params={}):
+        """
+        dead man's switch, cancel all orders after the given timeout
+
+        https://huobiapi.github.io/docs/spot/v1/en/#dead-man-s-switch
+
+        :param number timeout: time in milliseconds, 0 represents cancel the timer
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: the api result
+        """
+        self.load_markets()
+        request: dict = {
+            'timeout': self.parse_to_int(timeout / 1000) if (timeout > 0) else 0,
+        }
+        response = self.v2PrivatePostAlgoOrdersCancelAllAfter(self.extend(request, params))
         #
         #     {
         #         "code": 200,
+        #         "message": "success",
         #         "data": {
-        #             "success-count": 2,
-        #             "failed-count": 0,
-        #             "next-id": 5454600
+        #             "currentTime": 1630491627230,
+        #             "triggerTime": 1630491637230
         #         }
         #     }
         #
-        # future and swap
-        #
-        #     {
-        #         "status": "ok",
-        #         "data": {
-        #             "errors": [],
-        #             "successes": "1104754904426696704"
-        #         },
-        #         "ts": "1683435723755"
-        #     }
-        #
         return response
 
     def parse_deposit_address(self, depositAddress, currency: Currency = None):
@@ -5665,8 +6010,11 @@ class htx(Exchange, ImplicitAPI):
             'info': depositAddress,
         }
 
-    def fetch_deposit_addresses_by_network(self, code: str, params={}):
+    def fetch_deposit_addresses_by_network(self, code: str, params={}) -> List[DepositAddress]:
         """
+
+        https://www.htx.com/en-us/opend/newApiPages/?id=7ec50029-7773-11ed-9966-0242ac110003
+
         fetch a dictionary of addresses for a currency, indexed by network
         :param str code: unified currency code of the currency for the deposit address
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -5674,7 +6022,7 @@ class htx(Exchange, ImplicitAPI):
         """
         self.load_markets()
         currency = self.currency(code)
-        request = {
+        request: dict = {
             'currency': currency['id'],
         }
         response = self.spotPrivateGetV2AccountDepositAddress(self.extend(request, params))
@@ -5695,9 +6043,12 @@ class htx(Exchange, ImplicitAPI):
         parsed = self.parse_deposit_addresses(data, [currency['code']], False)
         return self.index_by(parsed, 'network')
 
-    def fetch_deposit_address(self, code: str, params={}):
+    def fetch_deposit_address(self, code: str, params={}) -> DepositAddress:
         """
         fetch the deposit address for a currency associated with self account
+
+        https://www.htx.com/en-us/opend/newApiPages/?id=7ec50029-7773-11ed-9966-0242ac110003
+
         :param str code: unified currency code
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: an `address structure <https://docs.ccxt.com/#/?id=address-structure>`
@@ -5712,7 +6063,7 @@ class htx(Exchange, ImplicitAPI):
     def fetch_withdraw_addresses(self, code: str, note=None, networkCode=None, params={}):
         self.load_markets()
         currency = self.currency(code)
-        request = {
+        request: dict = {
             'currency': currency['id'],
         }
         response = self.spotPrivateGetV2AccountWithdrawAddress(self.extend(request, params))
@@ -5743,6 +6094,9 @@ class htx(Exchange, ImplicitAPI):
 
     def fetch_deposits(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
         """
+
+        https://www.htx.com/en-us/opend/newApiPages/?id=7ec4f050-7773-11ed-9966-0242ac110003
+
         fetch all deposits made to an account
         :param str code: unified currency code
         :param int [since]: the earliest time in ms to fetch deposits for
@@ -5756,7 +6110,7 @@ class htx(Exchange, ImplicitAPI):
         currency = None
         if code is not None:
             currency = self.currency(code)
-        request = {
+        request: dict = {
             'type': 'deposit',
             'direct': 'next',
             'from': 0,  # From 'id' ... if you want to get results after a particular transaction id, pass the id in params.from
@@ -5797,6 +6151,9 @@ class htx(Exchange, ImplicitAPI):
     def fetch_withdrawals(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
         """
         fetch all withdrawals made from an account
+
+        https://huobiapi.github.io/docs/spot/v1/en/#search-for-existed-withdraws-and-deposits
+
         :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
@@ -5809,7 +6166,7 @@ class htx(Exchange, ImplicitAPI):
         currency = None
         if code is not None:
             currency = self.currency(code)
-        request = {
+        request: dict = {
             'type': 'withdraw',
             'direct': 'next',
             'from': 0,  # From 'id' ... if you want to get results after a particular transaction id, pass the id in params.from
@@ -5845,7 +6202,7 @@ class htx(Exchange, ImplicitAPI):
         #
         return self.parse_transactions(response['data'], currency, since, limit)
 
-    def parse_transaction(self, transaction, currency: Currency = None) -> Transaction:
+    def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction:
         #
         # fetchDeposits
         #
@@ -5937,8 +6294,8 @@ class htx(Exchange, ImplicitAPI):
             },
         }
 
-    def parse_transaction_status(self, status):
-        statuses = {
+    def parse_transaction_status(self, status: Str):
+        statuses: dict = {
             # deposit statuses
             'unknown': 'failed',
             'confirming': 'pending',
@@ -5960,8 +6317,11 @@ class htx(Exchange, ImplicitAPI):
         }
         return self.safe_string(statuses, status, status)
 
-    def withdraw(self, code: str, amount: float, address, tag=None, params={}):
+    def withdraw(self, code: str, amount: float, address: str, tag=None, params={}) -> Transaction:
         """
+
+        https://www.htx.com/en-us/opend/newApiPages/?id=7ec4cc41-7773-11ed-9966-0242ac110003
+
         make a withdrawal
         :param str code: unified currency code
         :param float amount: the amount to withdraw
@@ -5974,7 +6334,7 @@ class htx(Exchange, ImplicitAPI):
         self.load_markets()
         self.check_address(address)
         currency = self.currency(code)
-        request = {
+        request: dict = {
             'address': address,  # only supports existing addresses in your withdraw address list
             'currency': currency['id'].lower(),
         }
@@ -6013,7 +6373,7 @@ class htx(Exchange, ImplicitAPI):
         #
         return self.parse_transaction(response, currency)
 
-    def parse_transfer(self, transfer, currency: Currency = None):
+    def parse_transfer(self, transfer: dict, currency: Currency = None) -> TransferEntry:
         #
         # transfer
         #
@@ -6039,13 +6399,15 @@ class htx(Exchange, ImplicitAPI):
     def transfer(self, code: str, amount: float, fromAccount: str, toAccount: str, params={}) -> TransferEntry:
         """
         transfer currency internally between wallets on the same account
-        :see: https://huobiapi.github.io/docs/dm/v1/en/#transfer-margin-between-spot-account-and-future-account
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#transfer-fund-between-spot-account-and-future-contract-account
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-transfer-margin-between-spot-account-and-usdt-margined-contracts-account
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#transfer-asset-from-spot-trading-account-to-cross-margin-account-cross
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#transfer-asset-from-spot-trading-account-to-isolated-margin-account-isolated
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#transfer-asset-from-cross-margin-account-to-spot-trading-account-cross
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#transfer-asset-from-isolated-margin-account-to-spot-trading-account-isolated
+
+        https://huobiapi.github.io/docs/dm/v1/en/#transfer-margin-between-spot-account-and-future-account
+        https://huobiapi.github.io/docs/spot/v1/en/#transfer-fund-between-spot-account-and-future-contract-account
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-transfer-margin-between-spot-account-and-usdt-margined-contracts-account
+        https://huobiapi.github.io/docs/spot/v1/en/#transfer-asset-from-spot-trading-account-to-cross-margin-account-cross
+        https://huobiapi.github.io/docs/spot/v1/en/#transfer-asset-from-spot-trading-account-to-isolated-margin-account-isolated
+        https://huobiapi.github.io/docs/spot/v1/en/#transfer-asset-from-cross-margin-account-to-spot-trading-account-cross
+        https://huobiapi.github.io/docs/spot/v1/en/#transfer-asset-from-isolated-margin-account-to-spot-trading-account-isolated
+
         :param str code: unified currency code
         :param float amount: amount to transfer
         :param str fromAccount: account to transfer from 'spot', 'future', 'swap'
@@ -6057,7 +6419,7 @@ class htx(Exchange, ImplicitAPI):
         """
         self.load_markets()
         currency = self.currency(code)
-        request = {
+        request: dict = {
             'currency': currency['id'],
             'amount': float(self.currency_to_precision(code, amount)),
         }
@@ -6118,9 +6480,12 @@ class htx(Exchange, ImplicitAPI):
         #
         return self.parse_transfer(response, currency)
 
-    def fetch_isolated_borrow_rates(self, params={}):
+    def fetch_isolated_borrow_rates(self, params={}) -> IsolatedBorrowRates:
         """
         fetch the borrow interest rates of all currencies
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-loan-interest-rate-and-quota-isolated
+
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a list of `isolated borrow rate structures <https://docs.ccxt.com/#/?id=isolated-borrow-rate-structure>`
         """
@@ -6156,12 +6521,9 @@ class htx(Exchange, ImplicitAPI):
         # }
         #
         data = self.safe_value(response, 'data', [])
-        rates = []
-        for i in range(0, len(data)):
-            rates.append(self.parse_isolated_borrow_rate(data[i]))
-        return rates
+        return self.parse_isolated_borrow_rates(data)
 
-    def parse_isolated_borrow_rate(self, info, market: Market = None):
+    def parse_isolated_borrow_rate(self, info: dict, market: Market = None) -> IsolatedBorrowRate:
         #
         #     {
         #         "symbol": "1inchusdt",
@@ -6206,8 +6568,10 @@ class htx(Exchange, ImplicitAPI):
 
     def fetch_funding_rate_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
         """
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-historical-funding-rate
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-historical-funding-rate
+
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-historical-funding-rate
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-historical-funding-rate
+
         fetches historical funding rate prices
         :param str symbol: unified symbol of the market to fetch the funding rate history for
         :param int [since]: not used by huobi, but filtered internally by ccxt
@@ -6224,7 +6588,7 @@ class htx(Exchange, ImplicitAPI):
             return self.fetch_paginated_call_cursor('fetchFundingRateHistory', symbol, since, limit, params, 'page_index', 'current_page', 1, 50)
         self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'contract_code': market['id'],
         }
         response = None
@@ -6276,7 +6640,7 @@ class htx(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:
         #
         # {
         #      "status": "ok",
@@ -6295,6 +6659,9 @@ class htx(Exchange, ImplicitAPI):
         nextFundingRate = self.safe_number(contract, 'estimated_rate')
         fundingTimestamp = self.safe_integer(contract, 'funding_time')
         nextFundingTimestamp = self.safe_integer(contract, 'next_funding_time')
+        fundingTimeString = self.safe_string(contract, 'funding_time')
+        nextFundingTimeString = self.safe_string(contract, 'next_funding_time')
+        millisecondsInterval = Precise.string_sub(nextFundingTimeString, fundingTimeString)
         marketId = self.safe_string(contract, 'contract_code')
         symbol = self.safe_symbol(marketId, market)
         return {
@@ -6315,18 +6682,33 @@ class htx(Exchange, ImplicitAPI):
             'previousFundingRate': None,
             'previousFundingTimestamp': None,
             'previousFundingDatetime': None,
+            'interval': self.parse_funding_interval(millisecondsInterval),
         }
 
-    def fetch_funding_rate(self, symbol: str, params={}):
+    def parse_funding_interval(self, interval):
+        intervals: dict = {
+            '3600000': '1h',
+            '14400000': '4h',
+            '28800000': '8h',
+            '57600000': '16h',
+            '86400000': '24h',
+        }
+        return self.safe_string(intervals, interval, interval)
+
+    def fetch_funding_rate(self, symbol: str, params={}) -> FundingRate:
         """
         fetch the current funding rate
+
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-funding-rate
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-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>`
         """
         self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'contract_code': market['id'],
         }
         response = None
@@ -6354,12 +6736,16 @@ class htx(Exchange, ImplicitAPI):
         result = self.safe_value(response, 'data', {})
         return self.parse_funding_rate(result, market)
 
-    def fetch_funding_rates(self, symbols: Strings = None, params={}):
+    def fetch_funding_rates(self, symbols: Strings = None, params={}) -> FundingRates:
         """
         fetch the funding rate for multiple markets
+
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-a-batch-of-funding-rate
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-a-batch-of-funding-rate
+
         :param str[]|None symbols: list of unified market symbols
         :param dict [params]: extra parameters specific to the exchange API endpoint
-        :returns dict: a dictionary of `funding rates structures <https://docs.ccxt.com/#/?id=funding-rates-structure>`, indexe by market symbols
+        :returns dict[]: a list of `funding rate structures <https://docs.ccxt.com/#/?id=funding-rates-structure>`, indexed by market symbols
         """
         self.load_markets()
         symbols = self.market_symbols(symbols)
@@ -6367,7 +6753,7 @@ class htx(Exchange, ImplicitAPI):
         defaultSubType = self.safe_string(self.options, 'defaultSubType', 'inverse')
         subType = self.safe_string(options, 'subType', defaultSubType)
         subType = self.safe_string(params, 'subType', subType)
-        request = {
+        request: dict = {
             # 'contract_code': market['id'],
         }
         params = self.omit(params, 'subType')
@@ -6397,12 +6783,15 @@ class htx(Exchange, ImplicitAPI):
         #     }
         #
         data = self.safe_value(response, 'data', [])
-        result = self.parse_funding_rates(data)
-        return self.filter_by_array(result, 'symbol', symbols)
+        return self.parse_funding_rates(data, symbols)
 
-    def fetch_borrow_interest(self, code: Str = None, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
+    def fetch_borrow_interest(self, code: Str = None, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[BorrowInterest]:
         """
         fetch the interest owed by the user for borrowing currency for margin trading
+
+        https://huobiapi.github.io/docs/spot/v1/en/#search-past-margin-orders-cross
+        https://huobiapi.github.io/docs/spot/v1/en/#search-past-margin-orders-isolated
+
         :param str code: unified currency code
         :param str symbol: unified market symbol when fetch interest in isolated markets
         :param int [since]: the earliest time in ms to fetch borrrow interest for
@@ -6414,7 +6803,7 @@ class htx(Exchange, ImplicitAPI):
         marginMode = None
         marginMode, params = self.handle_margin_mode_and_params('fetchBorrowInterest', params)
         marginMode = 'cross' if (marginMode is None) else marginMode
-        request = {}
+        request: dict = {}
         if since is not None:
             request['start-date'] = self.yyyymmdd(since)
         if limit is not None:
@@ -6457,7 +6846,7 @@ class htx(Exchange, ImplicitAPI):
         interest = self.parse_borrow_interests(data, market)
         return self.filter_by_currency_since_limit(interest, code, since, limit)
 
-    def parse_borrow_interest(self, info, market: Market = None):
+    def parse_borrow_interest(self, info: dict, market: Market = None) -> BorrowInterest:
         # isolated
         #    {
         #        "interest-rate":"0.000040830000000000",
@@ -6505,18 +6894,20 @@ class htx(Exchange, ImplicitAPI):
         symbol = self.safe_string(market, 'symbol')
         timestamp = self.safe_integer(info, 'accrued-at')
         return {
-            'account': symbol if (marginMode == 'isolated') else 'cross',  # deprecated
+            'info': info,
             'symbol': symbol,
-            'marginMode': marginMode,
             'currency': self.safe_currency_code(self.safe_string(info, 'currency')),
             'interest': self.safe_number(info, 'interest-amount'),
             'interestRate': self.safe_number(info, 'interest-rate'),
             'amountBorrowed': self.safe_number(info, 'loan-amount'),
+            'marginMode': marginMode,
             'timestamp': timestamp,  # Interest accrued time
             'datetime': self.iso8601(timestamp),
-            'info': info,
         }
 
+    def nonce(self):
+        return self.milliseconds() - self.options['timeDifference']
+
     def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
         url = '/'
         query = self.omit(params, self.extract_params(path))
@@ -6529,8 +6920,8 @@ class htx(Exchange, ImplicitAPI):
             url += '/' + self.implode_params(path, params)
             if api == 'private' or api == 'v2Private':
                 self.check_required_credentials()
-                timestamp = self.ymdhms(self.milliseconds(), 'T')
-                request = {
+                timestamp = self.ymdhms(self.nonce(), 'T')
+                request: dict = {
                     'SignatureMethod': 'HmacSHA256',
                     'SignatureVersion': '2',
                     'AccessKeyId': self.apiKey,
@@ -6593,8 +6984,8 @@ class htx(Exchange, ImplicitAPI):
                         clientOrderId = self.safe_string(params, 'client-order-id')
                         if clientOrderId is None:
                             params['client-order-id'] = id + self.uuid()
-                timestamp = self.ymdhms(self.milliseconds(), 'T')
-                request = {
+                timestamp = self.ymdhms(self.nonce(), 'T')
+                request: dict = {
                     'SignatureMethod': 'HmacSHA256',
                     'SignatureVersion': '2',
                     'AccessKeyId': self.apiKey,
@@ -6625,7 +7016,7 @@ class htx(Exchange, ImplicitAPI):
             }) + url
         return {'url': url, 'method': method, 'body': body, 'headers': headers}
 
-    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
         if 'status' in response:
@@ -6651,9 +7042,11 @@ class htx(Exchange, ImplicitAPI):
     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://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-account-financial-records-via-multiple-fields-new   # linear swaps
-        :see: https://huobiapi.github.io/docs/dm/v1/en/#query-financial-records-via-multiple-fields-new                          # coin-m futures
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-financial-records-via-multiple-fields-new          # coin-m swaps
+
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-account-financial-records-via-multiple-fields-new   # linear swaps
+        https://huobiapi.github.io/docs/dm/v1/en/#query-financial-records-via-multiple-fields-new                          # coin-m futures
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-financial-records-via-multiple-fields-new          # coin-m swaps
+
         :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
@@ -6663,7 +7056,7 @@ class htx(Exchange, ImplicitAPI):
         self.load_markets()
         market = self.market(symbol)
         marketType, query = self.handle_market_type_and_params('fetchFundingHistory', market, params)
-        request = {
+        request: dict = {
             'type': '30,31',
         }
         if since is not None:
@@ -6727,12 +7120,18 @@ class htx(Exchange, ImplicitAPI):
         else:
             request['symbol'] = market['id']
             response = self.contractPrivatePostApiV3ContractFinancialRecordExact(self.extend(request, query))
-        data = self.safe_value(response, 'data', [])
+        data = self.safe_list(response, 'data', [])
         return self.parse_incomes(data, market, since, limit)
 
     def set_leverage(self, leverage: Int, symbol: Str = None, params={}):
         """
         set the level of leverage for a market
+
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-switch-leverage
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-switch-leverage
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#switch-leverage
+        https://huobiapi.github.io/docs/dm/v1/en/#switch-leverage  # Coin-m futures
+
         :param float leverage: the rate of leverage
         :param str symbol: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -6743,7 +7142,7 @@ class htx(Exchange, ImplicitAPI):
         self.load_markets()
         market = self.market(symbol)
         marketType, query = self.handle_market_type_and_params('setLeverage', market, params)
-        request = {
+        request: dict = {
             'lever_rate': leverage,
         }
         if marketType == 'future' and market['inverse']:
@@ -6825,7 +7224,7 @@ class htx(Exchange, ImplicitAPI):
             'amount': amount,
         }
 
-    def parse_position(self, position, market: Market = None):
+    def parse_position(self, position: dict, market: Market = None):
         #
         #    {
         #        "symbol": "BTC",
@@ -6894,7 +7293,7 @@ class htx(Exchange, ImplicitAPI):
             'entryPrice': entryPrice,
             'collateral': self.parse_number(collateral),
             'side': side,
-            'unrealizedProfit': unrealizedProfit,
+            'unrealizedPnl': unrealizedProfit,
             'leverage': self.parse_number(leverage),
             'percentage': self.parse_number(percentage),
             'marginMode': marginMode,
@@ -6918,16 +7317,27 @@ class htx(Exchange, ImplicitAPI):
     def fetch_positions(self, symbols: Strings = None, params={}):
         """
         fetch all open positions
-        :param str[]|None symbols: list of unified market symbols
+
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-query-user-39-s-position-information
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-query-user-s-position-information
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-user-s-position-information
+        https://huobiapi.github.io/docs/dm/v1/en/#query-user-s-position-information
+
+        :param str[] [symbols]: list of unified market symbols
         :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.subType]: 'linear' or 'inverse'
+        :param str [params.type]: *inverse only* 'future', or 'swap'
+        :param str [params.marginMode]: *linear only* 'cross' or 'isolated'
         :returns dict[]: a list of `position structure <https://docs.ccxt.com/#/?id=position-structure>`
         """
         self.load_markets()
         symbols = self.market_symbols(symbols)
         market = None
         if symbols is not None:
-            first = self.safe_string(symbols, 0)
-            market = self.market(first)
+            symbolsLength = len(symbols)
+            if symbolsLength > 0:
+                first = self.safe_string(symbols, 0)
+                market = self.market(first)
         marginMode = None
         marginMode, params = self.handle_margin_mode_and_params('fetchPositions', params, 'cross')
         subType = None
@@ -7043,6 +7453,12 @@ class htx(Exchange, ImplicitAPI):
     def fetch_position(self, symbol: str, params={}):
         """
         fetch data on a single open contract trade position
+
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-query-assets-and-positions
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-query-assets-and-positions
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-assets-and-positions
+        https://huobiapi.github.io/docs/dm/v1/en/#query-assets-and-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
         :returns dict: a `position structure <https://docs.ccxt.com/#/?id=position-structure>`
@@ -7053,7 +7469,7 @@ class htx(Exchange, ImplicitAPI):
         marginMode, params = self.handle_margin_mode_and_params('fetchPosition', params)
         marginMode = 'cross' if (marginMode is None) else marginMode
         marketType, query = self.handle_market_type_and_params('fetchPosition', market, params)
-        request = {}
+        request: dict = {}
         if market['future'] and market['inverse']:
             request['symbol'] = market['settleId']
         else:
@@ -7285,7 +7701,7 @@ class htx(Exchange, ImplicitAPI):
         return parsed
 
     def parse_ledger_entry_type(self, type):
-        types = {
+        types: dict = {
             'trade': 'trade',
             'etf': 'trade',
             'transact-fee': 'fee',
@@ -7303,7 +7719,7 @@ class htx(Exchange, ImplicitAPI):
         }
         return self.safe_string(types, type, type)
 
-    def parse_ledger_entry(self, item, currency: Currency = None):
+    def parse_ledger_entry(self, item: dict, currency: Currency = None) -> LedgerEntry:
         #
         #     {
         #         "accountId": 10000001,
@@ -7317,45 +7733,44 @@ class htx(Exchange, ImplicitAPI):
         #         "transferee": 13496526
         #     }
         #
-        id = self.safe_string(item, 'transactId')
         currencyId = self.safe_string(item, 'currency')
         code = self.safe_currency_code(currencyId, currency)
-        amount = self.safe_number(item, 'transactAmt')
+        currency = self.safe_currency(currencyId, currency)
+        id = self.safe_string(item, 'transactId')
         transferType = self.safe_string(item, 'transferType')
-        type = self.parse_ledger_entry_type(transferType)
-        direction = self.safe_string(item, 'direction')
         timestamp = self.safe_integer(item, 'transactTime')
-        datetime = self.iso8601(timestamp)
         account = self.safe_string(item, 'accountId')
-        return {
+        return self.safe_ledger_entry({
+            'info': item,
             'id': id,
-            'direction': direction,
+            'direction': self.safe_string(item, 'direction'),
             'account': account,
             'referenceId': id,
             'referenceAccount': account,
-            'type': type,
+            'type': self.parse_ledger_entry_type(transferType),
             'currency': code,
-            'amount': amount,
+            'amount': self.safe_number(item, 'transactAmt'),
             'timestamp': timestamp,
-            'datetime': datetime,
+            'datetime': self.iso8601(timestamp),
             'before': None,
             'after': None,
             'status': None,
             'fee': None,
-            'info': item,
-        }
+        }, currency)
 
-    def fetch_ledger(self, code: Str = None, since: Int = None, limit: Int = None, params={}):
+    def fetch_ledger(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[LedgerEntry]:
         """
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#get-account-history
-        fetch the history of changes, actions done by the user or operations that altered balance of the user
-        :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://huobiapi.github.io/docs/spot/v1/en/#get-account-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 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>`
         """
         self.load_markets()
         paginate = False
@@ -7363,7 +7778,7 @@ class htx(Exchange, ImplicitAPI):
         if paginate:
             return self.fetch_paginated_call_dynamic('fetchLedger', code, since, limit, params, 500)
         accountId = self.fetch_account_id_by_type('spot', None, None, params)
-        request = {
+        request: dict = {
             'accountId': accountId,
             # 'currency': code,
             # 'transactTypes': 'all',  # default all
@@ -7418,7 +7833,7 @@ class htx(Exchange, ImplicitAPI):
         data = self.safe_value(response, 'data', [])
         return self.parse_ledger(data, currency, since, limit)
 
-    def fetch_leverage_tiers(self, symbols: Strings = None, params={}):
+    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
@@ -7456,92 +7871,41 @@ class htx(Exchange, ImplicitAPI):
         #        ]
         #    }
         #
-        data = self.safe_value(response, 'data')
+        data = self.safe_list(response, 'data', [])
         return self.parse_leverage_tiers(data, symbols, 'contract_code')
 
-    def fetch_market_leverage_tiers(self, symbol: str, params={}):
-        """
-        retrieve information on the maximum leverage, and maintenance margin for trades of varying trade sizes for a single market
-        :param str symbol: unified market symbol
-        :param dict [params]: extra parameters specific to the exchange API endpoint
-        :returns dict: a `leverage tiers structure <https://docs.ccxt.com/#/?id=leverage-tiers-structure>`
-        """
-        self.load_markets()
-        request = {}
-        if symbol is not None:
-            market = self.market(symbol)
-            if not market['contract']:
-                raise BadRequest(self.id + ' fetchMarketLeverageTiers() symbol supports contract markets only')
-            request['contract_code'] = market['id']
-        response = self.contractPublicGetLinearSwapApiV1SwapAdjustfactor(self.extend(request, params))
-        #
-        #    {
-        #        "status": "ok",
-        #        "data": [
-        #            {
-        #                "symbol": "MANA",
-        #                "contract_code": "MANA-USDT",
-        #                "margin_mode": "isolated",
-        #                "trade_partition": "USDT",
-        #                "list": [
-        #                    {
-        #                        "lever_rate": 75,
-        #                        "ladders": [
-        #                            {
-        #                                "ladder": 0,
-        #                                "min_size": 0,
-        #                                "max_size": 999,
-        #                                "adjust_factor": 0.7
-        #                            },
-        #                            ...
-        #                        ]
-        #                    }
-        #                    ...
-        #                ]
-        #            },
-        #            ...
-        #        ]
-        #    }
-        #
-        data = self.safe_value(response, 'data')
-        tiers = self.parse_leverage_tiers(data, [symbol], 'contract_code')
-        return self.safe_value(tiers, symbol)
-
-    def parse_leverage_tiers(self, response, symbols: Strings = None, marketIdKey=None):
-        result = {}
-        for i in range(0, len(response)):
-            item = response[i]
-            list = self.safe_value(item, 'list', [])
-            tiers = []
-            currency = self.safe_string(item, 'trade_partition')
-            id = self.safe_string(item, marketIdKey)
-            symbol = self.safe_symbol(id)
-            if self.in_array(symbol, symbols):
-                for j in range(0, len(list)):
-                    obj = list[j]
-                    leverage = self.safe_string(obj, 'lever_rate')
-                    ladders = self.safe_value(obj, 'ladders', [])
-                    for k in range(0, len(ladders)):
-                        bracket = ladders[k]
-                        adjustFactor = self.safe_string(bracket, 'adjust_factor')
-                        tiers.append({
-                            'tier': self.safe_integer(bracket, 'ladder'),
-                            'currency': self.safe_currency_code(currency),
-                            'minNotional': self.safe_number(bracket, 'min_size'),
-                            'maxNotional': self.safe_number(bracket, 'max_size'),
-                            'maintenanceMarginRate': self.parse_number(Precise.string_div(adjustFactor, leverage)),
-                            'maxLeverage': self.parse_number(leverage),
-                            'info': bracket,
-                        })
-                result[symbol] = tiers
-        return result
+    def parse_market_leverage_tiers(self, info, market: Market = None) -> List[LeverageTier]:
+        currencyId = self.safe_string(info, 'trade_partition')
+        marketId = self.safe_string(info, 'contract_code')
+        tiers = []
+        brackets = self.safe_list(info, 'list', [])
+        for i in range(0, len(brackets)):
+            item = brackets[i]
+            leverage = self.safe_string(item, 'lever_rate')
+            ladders = self.safe_list(item, 'ladders', [])
+            for k in range(0, len(ladders)):
+                bracket = ladders[k]
+                adjustFactor = self.safe_string(bracket, 'adjust_factor')
+                tiers.append({
+                    'tier': self.safe_integer(bracket, 'ladder'),
+                    'symbol': self.safe_symbol(marketId, market, None, 'swap'),
+                    'currency': self.safe_currency_code(currencyId),
+                    'minNotional': self.safe_number(bracket, 'min_size'),
+                    'maxNotional': self.safe_number(bracket, 'max_size'),
+                    'maintenanceMarginRate': self.parse_number(Precise.string_div(adjustFactor, leverage)),
+                    'maxLeverage': self.parse_number(leverage),
+                    'info': bracket,
+                })
+        return tiers
 
     def fetch_open_interest_history(self, symbol: str, timeframe='1h', since: Int = None, limit: Int = None, params={}):
         """
         Retrieves the open interest history of a currency
-        :see: https://huobiapi.github.io/docs/dm/v1/en/#query-information-on-open-interest
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-information-on-open-interest
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-information-on-open-interest
+
+        https://huobiapi.github.io/docs/dm/v1/en/#query-information-on-open-interest
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-information-on-open-interest
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-information-on-open-interest
+
         :param str symbol: Unified CCXT market symbol
         :param str timeframe: '1h', '4h', '12h', or '1d'
         :param int [since]: Not used by huobi api, but response parsed by CCXT
@@ -7554,7 +7918,7 @@ class htx(Exchange, ImplicitAPI):
         if timeframe != '1h' and timeframe != '4h' and timeframe != '12h' and timeframe != '1d':
             raise BadRequest(self.id + ' fetchOpenInterestHistory cannot only use the 1h, 4h, 12h and 1d timeframe')
         self.load_markets()
-        timeframes = {
+        timeframes: dict = {
             '1h': '60min',
             '4h': '4hour',
             '12h': '12hour',
@@ -7562,7 +7926,7 @@ class htx(Exchange, ImplicitAPI):
         }
         market = self.market(symbol)
         amountType = self.safe_integer_2(params, 'amount_type', 'amountType', 2)
-        request = {
+        request: dict = {
             'period': timeframes[timeframe],
             'amount_type': amountType,
         }
@@ -7645,15 +8009,110 @@ class htx(Exchange, ImplicitAPI):
         #    }
         #
         data = self.safe_value(response, 'data')
-        tick = self.safe_value(data, 'tick')
-        return self.parse_open_interests(tick, market, since, limit)
+        tick = self.safe_list(data, 'tick')
+        return self.parse_open_interests_history(tick, market, since, limit)
+
+    def fetch_open_interests(self, symbols: Strings = None, params={}):
+        """
+        Retrieves the open interest for a list of symbols
+
+        https://huobiapi.github.io/docs/dm/v1/en/#get-contract-open-interest-information
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-swap-open-interest-information
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-swap-open-interest-information
+
+        :param str[] [symbols]: a list of unified CCXT market symbols
+        :param dict [params]: exchange specific parameters
+        :returns dict[]: a list of `open interest structures <https://docs.ccxt.com/#/?id=open-interest-structure>`
+        """
+        self.load_markets()
+        symbols = self.market_symbols(symbols)
+        market = None
+        if symbols is not None:
+            symbolsLength = len(symbols)
+            if symbolsLength > 0:
+                first = self.safe_string(symbols, 0)
+                market = self.market(first)
+        request: dict = {}
+        subType = None
+        subType, params = self.handle_sub_type_and_params('fetchPositions', market, params, 'linear')
+        marketType = None
+        marketType, params = self.handle_market_type_and_params('fetchPositions', market, params)
+        response = None
+        if marketType == 'future':
+            response = self.contractPublicGetApiV1ContractOpenInterest(self.extend(request, params))
+            #
+            #     {
+            #         "status": "ok",
+            #         "data": [
+            #             {
+            #                 "volume": 118850.000000000000000000,
+            #                 "amount": 635.502025211544374189,
+            #                 "symbol": "BTC",
+            #                 "contract_type": "self_week",
+            #                 "contract_code": "BTC220930",
+            #                 "trade_amount": 1470.9400749347598691119206024033947897351,
+            #                 "trade_volume": 286286,
+            #                 "trade_turnover": 28628600.000000000000000000
+            #             }
+            #         ],
+            #         "ts": 1664337928805
+            #     }
+            #
+        elif subType == 'inverse':
+            response = self.contractPublicGetSwapApiV1SwapOpenInterest(self.extend(request, params))
+            #
+            #     {
+            #         "status": "ok",
+            #         "data": [
+            #             {
+            #                 "volume": 518018.000000000000000000,
+            #                 "amount": 2769.675777407074725180,
+            #                 "symbol": "BTC",
+            #                 "contract_code": "BTC-USD",
+            #                 "trade_amount": 9544.4032080046491323463688602729806842458,
+            #                 "trade_volume": 1848448,
+            #                 "trade_turnover": 184844800.000000000000000000
+            #             }
+            #         ],
+            #         "ts": 1664337226028
+            #     }
+            #
+        else:
+            request['contract_type'] = 'swap'
+            response = self.contractPublicGetLinearSwapApiV1SwapOpenInterest(self.extend(request, params))
+            #
+            #     {
+            #         "status": "ok",
+            #         "data": [
+            #             {
+            #                 "volume": 7192610.000000000000000000,
+            #                 "amount": 7192.610000000000000000,
+            #                 "symbol": "BTC",
+            #                 "value": 134654290.332000000000000000,
+            #                 "contract_code": "BTC-USDT",
+            #                 "trade_amount": 70692.804,
+            #                 "trade_volume": 70692804,
+            #                 "trade_turnover": 1379302592.9518,
+            #                 "business_type": "swap",
+            #                 "pair": "BTC-USDT",
+            #                 "contract_type": "swap",
+            #                 "trade_partition": "USDT"
+            #             }
+            #         ],
+            #         "ts": 1664336503144
+            #     }
+            #
+        data = self.safe_list(response, 'data', [])
+        return self.parse_open_interests(data, symbols)
 
     def fetch_open_interest(self, symbol: str, params={}):
         """
         Retrieves the open interest of a currency
-        :see: https://huobiapi.github.io/docs/dm/v1/en/#get-contract-open-interest-information
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-swap-open-interest-information
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-swap-open-interest-information
+
+        https://huobiapi.github.io/docs/dm/v1/en/#get-contract-open-interest-information
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-swap-open-interest-information
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-swap-open-interest-information
+
         :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:
@@ -7664,7 +8123,7 @@ class htx(Exchange, ImplicitAPI):
             raise BadRequest(self.id + ' fetchOpenInterest() supports contract markets only')
         if market['option']:
             raise NotSupported(self.id + ' fetchOpenInterest() does not currently support option markets')
-        request = {
+        request: dict = {
             'contract_code': market['id'],
         }
         response = None
@@ -7804,8 +8263,9 @@ class htx(Exchange, ImplicitAPI):
         timestamp = self.safe_integer(interest, 'ts')
         amount = self.safe_number(interest, 'volume')
         value = self.safe_number(interest, 'value')
+        marketId = self.safe_string(interest, 'contract_code')
         return self.safe_open_interest({
-            'symbol': self.safe_string(market, 'symbol'),
+            'symbol': self.safe_symbol(marketId, market),
             'baseVolume': amount,  # deprecated
             'quoteVolume': value,  # deprecated
             'openInterestAmount': amount,
@@ -7818,8 +8278,10 @@ class htx(Exchange, ImplicitAPI):
     def borrow_isolated_margin(self, symbol: str, code: str, amount: float, params={}):
         """
         create a loan to borrow margin
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#request-a-margin-loan-isolated
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#request-a-margin-loan-cross
+
+        https://huobiapi.github.io/docs/spot/v1/en/#request-a-margin-loan-isolated
+        https://huobiapi.github.io/docs/spot/v1/en/#request-a-margin-loan-cross
+
         :param str symbol: unified market symbol, required for isolated margin
         :param str code: unified currency code of the currency to borrow
         :param float amount: the amount to borrow
@@ -7829,7 +8291,7 @@ class htx(Exchange, ImplicitAPI):
         self.load_markets()
         currency = self.currency(code)
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'currency': currency['id'],
             'amount': self.currency_to_precision(code, amount),
             'symbol': market['id'],
@@ -7851,8 +8313,10 @@ class htx(Exchange, ImplicitAPI):
     def borrow_cross_margin(self, code: str, amount: float, params={}):
         """
         create a loan to borrow margin
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#request-a-margin-loan-isolated
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#request-a-margin-loan-cross
+
+        https://huobiapi.github.io/docs/spot/v1/en/#request-a-margin-loan-isolated
+        https://huobiapi.github.io/docs/spot/v1/en/#request-a-margin-loan-cross
+
         :param str code: unified currency code of the currency to borrow
         :param float amount: the amount to borrow
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -7860,7 +8324,7 @@ class htx(Exchange, ImplicitAPI):
         """
         self.load_markets()
         currency = self.currency(code)
-        request = {
+        request: dict = {
             'currency': currency['id'],
             'amount': self.currency_to_precision(code, amount),
         }
@@ -7881,17 +8345,19 @@ class htx(Exchange, ImplicitAPI):
     def repay_isolated_margin(self, symbol: str, code: str, amount, params={}):
         """
         repay borrowed margin and interest
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#repay-margin-loan-cross-isolated
+
+        https://huobiapi.github.io/docs/spot/v1/en/#repay-margin-loan-cross-isolated
+
+        :param str symbol: unified market symbol
         :param str code: unified currency code of the currency to repay
         :param float amount: the amount to repay
-        :param str symbol: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a `margin loan structure <https://docs.ccxt.com/#/?id=margin-loan-structure>`
         """
         self.load_markets()
         currency = self.currency(code)
         accountId = self.fetch_account_id_by_type('spot', 'isolated', symbol, params)
-        request = {
+        request: dict = {
             'currency': currency['id'],
             'amount': self.currency_to_precision(code, amount),
             'accountId': accountId,
@@ -7919,7 +8385,9 @@ class htx(Exchange, ImplicitAPI):
     def repay_cross_margin(self, code: str, amount, params={}):
         """
         repay borrowed margin and interest
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#repay-margin-loan-cross-isolated
+
+        https://huobiapi.github.io/docs/spot/v1/en/#repay-margin-loan-cross-isolated
+
         :param str code: unified currency code of the currency to repay
         :param float amount: the amount to repay
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -7928,7 +8396,7 @@ class htx(Exchange, ImplicitAPI):
         self.load_markets()
         currency = self.currency(code)
         accountId = self.fetch_account_id_by_type('spot', 'cross', None, params)
-        request = {
+        request: dict = {
             'currency': currency['id'],
             'amount': self.currency_to_precision(code, amount),
             'accountId': accountId,
@@ -7988,6 +8456,11 @@ class htx(Exchange, ImplicitAPI):
     def fetch_settlement_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
         """
         Fetches historical settlement records
+
+        https://huobiapi.github.io/docs/dm/v1/en/#query-historical-settlement-records-of-the-platform-interface
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-historical-settlement-records-of-the-platform-interface
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-historical-settlement-records-of-the-platform-interface
+
         :param str symbol: unified symbol of the market to fetch the settlement history for
         :param int [since]: timestamp in ms, value range = current time - 90 days，default = current time - 90 days
         :param int [limit]: page items, default 20, shall not exceed 50
@@ -7999,10 +8472,10 @@ class htx(Exchange, ImplicitAPI):
         """
         if symbol is None:
             raise ArgumentsRequired(self.id + ' fetchSettlementHistory() requires a symbol argument')
-        until = self.safe_integer_2(params, 'until', 'till')
-        params = self.omit(params, ['until', 'till'])
+        until = self.safe_integer(params, 'until')
+        params = self.omit(params, ['until'])
         market = self.market(symbol)
-        request = {}
+        request: dict = {}
         if market['future']:
             request['symbol'] = market['baseId']
         else:
@@ -8081,7 +8554,9 @@ class htx(Exchange, ImplicitAPI):
     def fetch_deposit_withdraw_fees(self, codes: Strings = None, params={}):
         """
         fetch deposit and withdraw fees
-        :see: https://huobiapi.github.io/docs/spot/v1/en/#get-all-supported-currencies-v2
+
+        https://huobiapi.github.io/docs/spot/v1/en/#get-all-supported-currencies-v2
+
         :param str[]|None codes: list of unified currency codes
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict[]: a list of `fees structures <https://docs.ccxt.com/#/?id=fee-structure>`
@@ -8124,7 +8599,7 @@ class htx(Exchange, ImplicitAPI):
         #        ]
         #    }
         #
-        data = self.safe_value(response, 'data')
+        data = self.safe_list(response, 'data')
         return self.parse_deposit_withdraw_fees(data, codes, 'currency')
 
     def parse_deposit_withdraw_fee(self, fee, currency: Currency = None):
@@ -8233,7 +8708,7 @@ class htx(Exchange, ImplicitAPI):
             list = self.safe_value(settlement, 'list')
             if list is not None:
                 timestamp = self.safe_integer(settlement, 'settlement_time')
-                timestampDetails = {
+                timestampDetails: dict = {
                     'timestamp': timestamp,
                     'datetime': self.iso8601(timestamp),
                 }
@@ -8282,9 +8757,11 @@ class htx(Exchange, ImplicitAPI):
     def fetch_liquidations(self, symbol: str, since: Int = None, limit: Int = None, params={}):
         """
         retrieves the public liquidations of a trading pair
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-liquidation-orders-new
-        :see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-liquidation-orders-new
-        :see: https://huobiapi.github.io/docs/dm/v1/en/#query-liquidation-order-information-new
+
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-liquidation-orders-new
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-liquidation-orders-new
+        https://huobiapi.github.io/docs/dm/v1/en/#query-liquidation-order-information-new
+
         :param str symbol: unified CCXT market symbol
         :param int [since]: the earliest time in ms to fetch liquidations for
         :param int [limit]: the maximum number of liquidation structures to retrieve
@@ -8296,7 +8773,7 @@ class htx(Exchange, ImplicitAPI):
         self.load_markets()
         market = self.market(symbol)
         tradeType = self.safe_integer(params, 'trade_type', 0)
-        request = {
+        request: dict = {
             'trade_type': tradeType,
         }
         if since is not None:
@@ -8337,7 +8814,7 @@ class htx(Exchange, ImplicitAPI):
         #         "ts": 1604312615051
         #     }
         #
-        data = self.safe_value(response, 'data', [])
+        data = self.safe_list(response, 'data', [])
         return self.parse_liquidations(data, market, since, limit)
 
     def parse_liquidation(self, liquidation, market: Market = None):
@@ -8371,11 +8848,66 @@ class htx(Exchange, ImplicitAPI):
             'datetime': self.iso8601(timestamp),
         })
 
+    def close_position(self, symbol: str, side: OrderSide = None, params={}) -> Order:
+        """
+        closes open positions for a contract market, requires 'amount' in params, unlike other exchanges
+
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-place-lightning-close-order  # USDT-M(isolated)
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-place-lightning-close-position  # USDT-M(cross)
+        https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#place-lightning-close-order  # Coin-M swap
+        https://huobiapi.github.io/docs/dm/v1/en/#place-flash-close-order                      # Coin-M futures
+
+        :param str symbol: unified CCXT market symbol
+        :param str side: 'buy' or 'sell', the side of the closing order, opposite side side
+        :param dict [params]: extra parameters specific to the okx api endpoint
+        :param str [params.clientOrderId]: client needs to provide unique API and have to maintain the API themselves afterwards. [1, 9223372036854775807]
+        :param dict [params.marginMode]: 'cross' or 'isolated', required for linear markets
+
+ EXCHANGE SPECIFIC PARAMETERS
+        :param number [params.amount]: order quantity
+        :param str [params.order_price_type]: 'lightning' by default, 'lightning_fok': lightning fok type, 'lightning_ioc': lightning ioc type 'market' by default, 'market': market order type, 'lightning_fok': lightning
+        :returns dict: `an order structure <https://docs.ccxt.com/#/?id=position-structure>`
+        """
+        self.load_markets()
+        market = self.market(symbol)
+        clientOrderId = self.safe_string(params, 'clientOrderId')
+        if not market['contract']:
+            raise BadRequest(self.id + ' closePosition() symbol supports contract markets only')
+        self.check_required_argument('closePosition', side, 'side')
+        request: dict = {
+            'contract_code': market['id'],
+            'direction': side,
+        }
+        if clientOrderId is not None:
+            request['client_order_id'] = clientOrderId
+        if market['inverse']:
+            amount = self.safe_string_2(params, 'volume', 'amount')
+            if amount is None:
+                raise ArgumentsRequired(self.id + ' closePosition() requires an extra argument params["amount"] for inverse markets')
+            request['volume'] = self.amount_to_precision(symbol, amount)
+        params = self.omit(params, ['clientOrderId', 'volume', 'amount'])
+        response = None
+        if market['inverse']:  # Coin-M
+            if market['swap']:
+                response = self.contractPrivatePostSwapApiV1SwapLightningClosePosition(self.extend(request, params))
+            else:  # future
+                response = self.contractPrivatePostApiV1LightningClosePosition(self.extend(request, params))
+        else:  # USDT-M
+            marginMode = None
+            marginMode, params = self.handle_margin_mode_and_params('closePosition', params, 'cross')
+            if marginMode == 'cross':
+                response = self.contractPrivatePostLinearSwapApiV1SwapCrossLightningClosePosition(self.extend(request, params))
+            else:  # isolated
+                response = self.contractPrivatePostLinearSwapApiV1SwapLightningClosePosition(self.extend(request, params))
+        return self.parse_order(response, market)
+
     def set_position_mode(self, hedged: bool, symbol: Str = None, params={}):
         """
         set hedged to True or False
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-switch-position-mode
-        :see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-switch-position-mode
+
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-switch-position-mode
+        https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-switch-position-mode
+
         :param bool hedged: set to True to for hedged mode, must be set separately for each market in isolated margin mode, only valid for linear markets
         :param str [symbol]: unified market symbol, required for isolated margin mode
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -8389,7 +8921,7 @@ class htx(Exchange, ImplicitAPI):
             market = self.market(symbol)
         marginMode = None
         marginMode, params = self.handle_margin_mode_and_params('setPositionMode', params, 'cross')
-        request = {
+        request: dict = {
             'position_mode': posMode,
         }
         response = None