ccxt 4.2.77__py2.py3-none-any.whl → 4.4.49__py2.py3-none-any.whl

ccxt/krakenfutures.py

@@ -6,9 +6,10 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.krakenfutures import ImplicitAPI
 import hashlib
-from ccxt.base.types import Balances, Currency, Int, Leverage, Leverages, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, TransferEntry
+from ccxt.base.types import Balances, Currency, Int, Leverage, Leverages, LeverageTier, LeverageTiers, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, TransferEntry
 from typing import List
 from ccxt.base.errors import ExchangeError
+from ccxt.base.errors import AuthenticationError
 from ccxt.base.errors import ArgumentsRequired
 from ccxt.base.errors import BadRequest
 from ccxt.base.errors import InsufficientFunds
@@ -17,12 +18,11 @@ from ccxt.base.errors import OrderNotFound
 from ccxt.base.errors import OrderImmediatelyFillable
 from ccxt.base.errors import OrderNotFillable
 from ccxt.base.errors import DuplicateOrderId
+from ccxt.base.errors import ContractUnavailable
 from ccxt.base.errors import DDoSProtection
 from ccxt.base.errors import RateLimitExceeded
 from ccxt.base.errors import ExchangeNotAvailable
 from ccxt.base.errors import InvalidNonce
-from ccxt.base.errors import AuthenticationError
-from ccxt.base.errors import ContractUnavailable
 from ccxt.base.decimal_to_precision import TICK_SIZE
 from ccxt.base.precise import Precise
 
@@ -46,10 +46,13 @@ class krakenfutures(Exchange, ImplicitAPI):
                 'future': True,
                 'option': False,
                 'cancelAllOrders': True,
+                'cancelAllOrdersAfter': True,
                 'cancelOrder': True,
                 'cancelOrders': True,
                 'createMarketOrder': False,
                 'createOrder': True,
+                'createStopOrder': True,
+                'createTriggerOrder': True,
                 'editOrder': True,
                 'fetchBalance': True,
                 'fetchBorrowRateHistories': False,
@@ -85,6 +88,7 @@ class krakenfutures(Exchange, ImplicitAPI):
                 'fetchPremiumIndexOHLCV': False,
                 'fetchTickers': True,
                 'fetchTrades': True,
+                'sandbox': True,
                 'setLeverage': True,
                 'setMarginMode': False,
                 'transfer': True,
@@ -94,6 +98,7 @@ class krakenfutures(Exchange, ImplicitAPI):
                     'public': 'https://demo-futures.kraken.com/derivatives/api/',
                     'private': 'https://demo-futures.kraken.com/derivatives/api/',
                     'charts': 'https://demo-futures.kraken.com/api/charts/',
+                    'history': 'https://demo-futures.kraken.com/api/history/',
                     'www': 'https://demo-futures.kraken.com',
                 },
                 'logo': 'https://user-images.githubusercontent.com/24300605/81436764-b22fd580-9172-11ea-9703-742783e6376d.jpg',
@@ -134,6 +139,8 @@ class krakenfutures(Exchange, ImplicitAPI):
                         'transfers',
                         'leveragepreferences',
                         'pnlpreferences',
+                        'assignmentprogram/current',
+                        'assignmentprogram/history',
                     ],
                     'post': [
                         'sendorder',
@@ -144,6 +151,8 @@ class krakenfutures(Exchange, ImplicitAPI):
                         'cancelallorders',
                         'cancelallordersafter',
                         'withdrawal',                              # for futures wallet -> kraken spot wallet
+                        'assignmentprogram/add',
+                        'assignmentprogram/delete',
                     ],
                     'put': [
                         'leveragepreferences',
@@ -209,7 +218,7 @@ class krakenfutures(Exchange, ImplicitAPI):
                     'invalidAmount': BadRequest,
                     'insufficientFunds': InsufficientFunds,
                     'Bad Request': BadRequest,                     # The URL contains invalid characters.(Please encode the json URL parameter)
-                    'Unavailable': InsufficientFunds,              # Insufficient funds in Futures account [withdraw]
+                    'Unavailable': ExchangeNotAvailable,              # https://github.com/ccxt/ccxt/issues/24338
                     'invalidUnit': BadRequest,
                     'Json Parse Error': ExchangeError,
                     'nonceBelowThreshold': InvalidNonce,
@@ -267,6 +276,83 @@ class krakenfutures(Exchange, ImplicitAPI):
                     'method': 'historyGetMarketSymbolExecutions',  # historyGetMarketSymbolExecutions, publicGetHistory
                 },
             },
+            'features': {
+                'default': {
+                    'sandbox': True,
+                    'createOrder': {
+                        'marginMode': False,
+                        'triggerPrice': True,
+                        'triggerPriceType': {
+                            'last': True,
+                            'mark': True,
+                            'index': True,
+                        },
+                        'triggerDirection': False,
+                        'stopLossPrice': True,
+                        'takeProfitPrice': True,
+                        'attachedStopLossTakeProfit': None,
+                        'timeInForce': {
+                            'IOC': True,
+                            'FOK': True,
+                            'PO': True,
+                            'GTD': False,
+                        },
+                        'hedged': False,
+                        'trailing': False,
+                        'leverage': False,
+                        'marketBuyByCost': False,
+                        'marketBuyRequiresPrice': False,
+                        'selfTradePrevention': False,
+                        'iceberg': False,
+                    },
+                    'createOrders': {
+                        'max': 100,
+                    },
+                    'fetchMyTrades': {
+                        'marginMode': False,
+                        'limit': None,
+                        'daysBack': None,
+                        'untilDays': 100000,
+                    },
+                    'fetchOrder': None,
+                    'fetchOpenOrders': {
+                        'marginMode': False,
+                        'limit': None,
+                        'trigger': False,
+                        'trailing': False,
+                    },
+                    'fetchOrders': None,
+                    'fetchClosedOrders': {
+                        'marginMode': False,
+                        'limit': None,
+                        'daysBack': None,
+                        'daysBackCanceled': None,
+                        'untilDays': None,
+                        'trigger': False,
+                        'trailing': False,
+                    },
+                    'fetchOHLCV': {
+                        'limit': 5000,
+                    },
+                },
+                'spot': None,
+                'swap': {
+                    'linear': {
+                        'extends': 'default',
+                    },
+                    'inverse': {
+                        'extends': 'default',
+                    },
+                },
+                'future': {
+                    'linear': {
+                        'extends': 'default',
+                    },
+                    'inverse': {
+                        'extends': 'default',
+                    },
+                },
+            },
             'timeframes': {
                 '1m': '1m',
                 '5m': '5m',
@@ -280,10 +366,12 @@ class krakenfutures(Exchange, ImplicitAPI):
             },
         })
 
-    def fetch_markets(self, params={}):
+    def fetch_markets(self, params={}) -> List[Market]:
         """
         Fetches the available trading markets from the exchange, Multi-collateral markets are returned markets, but can be settled in multiple currencies
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-instrument-details-get-instruments
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-instrument-details-get-instruments
+
         :param dict [params]: exchange specific params
         :returns: An array of market structures
         """
@@ -363,7 +451,8 @@ class krakenfutures(Exchange, ImplicitAPI):
             # swap == perpetual
             settle = None
             settleId = None
-            amountPrecision = self.parse_number(self.parse_precision(self.safe_string(market, 'contractValueTradePrecision', '0')))
+            cvtp = self.safe_string(market, 'contractValueTradePrecision')
+            amountPrecision = self.parse_number(self.integer_precision_to_amount(cvtp))
             pricePrecision = self.safe_number(market, 'tickSize')
             contract = (swap or future or index)
             swapOrFutures = (swap or future)
@@ -447,7 +536,9 @@ class krakenfutures(Exchange, ImplicitAPI):
 
     def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
         """
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-market-data-get-orderbook
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-market-data-get-orderbook
+
         Fetches a list of open orders in a market
         :param str symbol: Unified market symbol
         :param int [limit]: Not used by krakenfutures
@@ -456,7 +547,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         """
         self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbol': market['id'],
         }
         response = self.publicGetOrderbook(self.extend(request, params))
@@ -496,7 +587,9 @@ class krakenfutures(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://docs.futures.kraken.com/#http-api-trading-v3-api-market-data-get-tickers
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-market-data-get-tickers
+
         :param str[] symbols: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: an array of `ticker structures <https://docs.ccxt.com/#/?id=ticker-structure>`
@@ -535,10 +628,10 @@ class krakenfutures(Exchange, ImplicitAPI):
         #        "serverTime": "2022-02-18T14:16:29.440Z"
         #    }
         #
-        tickers = self.safe_value(response, 'tickers')
+        tickers = self.safe_list(response, 'tickers')
         return self.parse_tickers(tickers, symbols)
 
-    def parse_ticker(self, ticker, market: Market = None) -> Ticker:
+    def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
         #
         #    {
         #        "tag": 'semiannual',  # 'month', 'quarter', "perpetual", "semiannual",
@@ -603,12 +696,16 @@ class krakenfutures(Exchange, ImplicitAPI):
             'average': average,
             'baseVolume': baseVolume,
             'quoteVolume': quoteVolume,
+            'markPrice': self.safe_string(ticker, 'markPrice'),
+            'indexPrice': self.safe_string(ticker, 'indexPrice'),
             'info': ticker,
         })
 
     def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
         """
-        :see: https://docs.futures.kraken.com/#http-api-charts-candles
+
+        https://docs.futures.kraken.com/#http-api-charts-candles
+
         fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
         :param str symbol: unified symbol of the market to fetch OHLCV data for
         :param str timeframe: the length of time each candle represents
@@ -624,7 +721,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate')
         if paginate:
             return self.fetch_paginated_call_deterministic('fetchOHLCV', symbol, since, limit, timeframe, params, 5000)
-        request = {
+        request: dict = {
             'symbol': market['id'],
             'price_type': self.safe_string(params, 'price', 'trade'),
             'interval': self.timeframes[timeframe],
@@ -635,14 +732,12 @@ class krakenfutures(Exchange, ImplicitAPI):
             request['from'] = self.parse_to_int(since / 1000)
             if limit is None:
                 limit = 5000
-            elif limit > 5000:
-                raise BadRequest(self.id + ' fetchOHLCV() limit cannot exceed 5000')
+            limit = min(limit, 5000)
             toTimestamp = self.sum(request['from'], limit * duration - 1)
             currentTimestamp = self.seconds()
             request['to'] = min(toTimestamp, currentTimestamp)
         elif limit is not None:
-            if limit > 5000:
-                raise BadRequest(self.id + ' fetchOHLCV() limit cannot exceed 5000')
+            limit = min(limit, 5000)
             duration = self.parse_timeframe(timeframe)
             request['to'] = self.seconds()
             request['from'] = self.parse_to_int(request['to'] - (duration * limit))
@@ -662,7 +757,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         #        "more_candles": True
         #    }
         #
-        candles = self.safe_value(response, 'candles')
+        candles = self.safe_list(response, 'candles')
         return self.parse_ohlcvs(candles, market, timeframe, since, limit)
 
     def parse_ohlcv(self, ohlcv, market: Market = None) -> list:
@@ -687,8 +782,10 @@ class krakenfutures(Exchange, ImplicitAPI):
 
     def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-market-data-get-trade-history
-        :see: https://docs.futures.kraken.com/#http-api-history-market-history-get-public-execution-events
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-market-data-get-trade-history
+        https://docs.futures.kraken.com/#http-api-history-market-history-get-public-execution-events
+
         Fetch a history of filled trades that self account has made
         :param str symbol: Unified CCXT market symbol
         :param int [since]: Timestamp in ms of earliest trade. Not used by krakenfutures except in combination with params.until
@@ -705,7 +802,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         if paginate:
             return self.fetch_paginated_call_dynamic('fetchTrades', symbol, since, limit, params)
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbol': market['id'],
         }
         method = None
@@ -804,7 +901,7 @@ class krakenfutures(Exchange, ImplicitAPI):
             rawTrades = self.safe_list(response, 'history', [])
         return self.parse_trades(rawTrades, market, since, limit)
 
-    def parse_trade(self, trade, market: Market = None) -> Trade:
+    def parse_trade(self, trade: dict, market: Market = None) -> Trade:
         #
         # fetchTrades(recent trades)
         #
@@ -949,7 +1046,7 @@ class krakenfutures(Exchange, ImplicitAPI):
             type = 'lmt'
         elif type == 'market':
             type = 'mkt'
-        request = {
+        request: dict = {
             'symbol': market['id'],
             'side': side,
             'size': self.amount_to_precision(symbol, amount),
@@ -990,12 +1087,15 @@ class krakenfutures(Exchange, ImplicitAPI):
     def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
         """
         Create an order on the exchange
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-send-order
+
+        https://docs.kraken.com/api/docs/futures-api/trading/send-order
+
         :param str symbol: unified market symbol
         :param str type: 'limit' or 'market'
         :param str side: 'buy' or 'sell'
         :param float amount: number of contracts
         :param float [price]: limit order price
+        :param dict [params]: extra parameters specific to the exchange API endpoint
         :param bool [params.reduceOnly]: set if you wish the order to only reduce an existing position, any order which increases an existing position will be rejected, default is False
         :param bool [params.postOnly]: set if you wish to make a postOnly order, default is False
         :param str [params.clientOrderId]: UUID The order identity that is specified from the user, It must be globally unique
@@ -1003,6 +1103,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         :param float [params.stopLossPrice]: the price that a stop loss order is triggered at
         :param float [params.takeProfitPrice]: the price that a take profit order is triggered at
         :param str [params.triggerSignal]: for triggerPrice, stopLossPrice and takeProfitPrice orders, the trigger price type, 'last', 'mark' or 'index', default is 'last'
+        :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()
         market = self.market(symbol)
@@ -1046,8 +1147,11 @@ class krakenfutures(Exchange, ImplicitAPI):
     def create_orders(self, orders: List[OrderRequest], params={}):
         """
         create a list of trade orders
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-batch-order-management
+
+        https://docs.kraken.com/api/docs/futures-api/trading/send-batch-order
+
         :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>`
         """
         self.load_markets()
@@ -1067,7 +1171,7 @@ class krakenfutures(Exchange, ImplicitAPI):
             extendedParams['order'] = 'send'
             orderRequest = self.create_order_request(marketId, type, side, amount, price, extendedParams)
             ordersRequests.append(orderRequest)
-        request = {
+        request: dict = {
             'batchOrder': ordersRequests,
         }
         response = self.privatePostBatchorder(self.extend(request, params))
@@ -1087,12 +1191,14 @@ class krakenfutures(Exchange, ImplicitAPI):
         #     ]
         # }
         #
-        data = self.safe_value(response, 'batchStatus', [])
+        data = self.safe_list(response, 'batchStatus', [])
         return self.parse_orders(data)
 
     def edit_order(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}):
         """
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-edit-order
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-edit-order
+
         Edit an open order on the exchange
         :param str id: order id
         :param str symbol: Not used by Krakenfutures
@@ -1104,7 +1210,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         :returns: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()
-        request = {
+        request: dict = {
             'orderId': id,
         }
         if amount is not None:
@@ -1120,7 +1226,9 @@ class krakenfutures(Exchange, ImplicitAPI):
 
     def cancel_order(self, id: str, symbol: Str = None, params={}):
         """
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-cancel-order
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-cancel-order
+
         Cancel an open order on the exchange
         :param str id: Order id
         :param str symbol: Not used by Krakenfutures
@@ -1131,7 +1239,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         response = self.privatePostCancelorder(self.extend({'order_id': id}, params))
         status = self.safe_string(self.safe_value(response, 'cancelStatus', {}), 'status')
         self.verify_order_action_success(status, 'cancelOrder')
-        order = {}
+        order: dict = {}
         if 'cancelStatus' in response:
             order = self.parse_order(response['cancelStatus'])
         return self.extend({'info': response}, order)
@@ -1139,12 +1247,14 @@ class krakenfutures(Exchange, ImplicitAPI):
     def cancel_orders(self, ids: List[str], symbol: Str = None, params={}):
         """
         cancel multiple orders
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-batch-order-management
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-batch-order-management
+
         :param str[] ids: order ids
         :param str [symbol]: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
-         *
-         * EXCHANGE SPECIFIC PARAMETERS
+
+ EXCHANGE SPECIFIC PARAMETERS
         :param str[] [params.clientOrderIds]: max length 10 e.g. ["my_id_1","my_id_2"]
         :returns dict: an list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
         """
@@ -1158,7 +1268,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         else:
             for i in range(0, len(ids)):
                 orders.append({'order': 'cancel', 'order_id': ids[i]})
-        request = {
+        request: dict = {
             'batchOrder': orders,
         }
         response = self.privatePostBatchorder(self.extend(request, params))
@@ -1191,26 +1301,95 @@ class krakenfutures(Exchange, ImplicitAPI):
         #       }
         #     ]
         # }
-        batchStatus = self.safe_value(response, 'batchStatus', [])
+        batchStatus = self.safe_list(response, 'batchStatus', [])
         return self.parse_orders(batchStatus)
 
     def cancel_all_orders(self, symbol: Str = None, params={}):
         """
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-cancel-all-orders
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-cancel-all-orders
+
         Cancels all orders on the exchange, including trigger orders
         :param str symbol: Unified market symbol
         :param dict [params]: Exchange specific params
         :returns: Response from exchange api
         """
-        request = {}
+        request: dict = {}
         if symbol is not None:
             request['symbol'] = self.market_id(symbol)
         response = self.privatePostCancelallorders(self.extend(request, params))
+        #
+        #    {
+        #        result: 'success',
+        #        cancelStatus: {
+        #          receivedTime: '2024-06-06T01:12:44.814Z',
+        #          cancelOnly: 'PF_XRPUSD',
+        #          status: 'cancelled',
+        #          cancelledOrders: [{order_id: '272fd0ac-45c0-4003-b84d-d39b9e86bd36'}],
+        #          orderEvents: [
+        #            {
+        #              uid: '272fd0ac-45c0-4003-b84d-d39b9e86bd36',
+        #              order: {
+        #                orderId: '272fd0ac-45c0-4003-b84d-d39b9e86bd36',
+        #                cliOrdId: null,
+        #                type: 'lmt',
+        #                symbol: 'PF_XRPUSD',
+        #                side: 'buy',
+        #                quantity: '10',
+        #                filled: '0',
+        #                limitPrice: '0.4',
+        #                reduceOnly: False,
+        #                timestamp: '2024-06-06T01:11:16.045Z',
+        #                lastUpdateTimestamp: '2024-06-06T01:11:16.045Z'
+        #              },
+        #              type: 'CANCEL'
+        #            }
+        #          ]
+        #        },
+        #        serverTime: '2024-06-06T01:12:44.814Z'
+        #    }
+        #
+        cancelStatus = self.safe_dict(response, 'cancelStatus')
+        orderEvents = self.safe_list(cancelStatus, 'orderEvents', [])
+        orders = []
+        for i in range(0, len(orderEvents)):
+            orderEvent = self.safe_dict(orderEvents, 0)
+            order = self.safe_dict(orderEvent, 'order', {})
+            orders.append(order)
+        return self.parse_orders(orders)
+
+    def cancel_all_orders_after(self, timeout: Int, params={}):
+        """
+        dead man's switch, cancel all orders after the given timeout
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-dead-man-39-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.privatePostCancelallordersafter(self.extend(request, params))
+        #
+        #     {
+        #         "result": "success",
+        #         "serverTime": "2018-06-19T16:51:23.839Z",
+        #         "status": {
+        #             "currentTime": "2018-06-19T16:51:23.839Z",
+        #             "triggerTime": "0"
+        #         }
+        #     }
+        #
         return response
 
     def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-get-open-orders
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-order-management-get-open-orders
+
         Gets all open orders, including trigger orders, for an account from the exchange api
         :param str symbol: Unified market symbol
         :param int [since]: Timestamp(ms) of earliest order.(Not used by kraken api but filtered internally by CCXT)
@@ -1223,12 +1402,14 @@ class krakenfutures(Exchange, ImplicitAPI):
         if symbol is not None:
             market = self.market(symbol)
         response = self.privateGetOpenorders(params)
-        orders = self.safe_value(response, 'openOrders', [])
+        orders = self.safe_list(response, 'openOrders', [])
         return self.parse_orders(orders, market, since, limit)
 
     def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
-        :see: https://docs.futures.kraken.com/#http-api-history-account-history-get-order-events
+
+        https://docs.futures.kraken.com/#http-api-history-account-history-get-order-events
+
         Gets all closed orders, including trigger orders, for an account from the exchange api
         :param str symbol: Unified market symbol
         :param int [since]: Timestamp(ms) of earliest order.
@@ -1240,7 +1421,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         market = None
         if symbol is not None:
             market = self.market(symbol)
-        request = {}
+        request: dict = {}
         if limit is not None:
             request['count'] = limit
         if since is not None:
@@ -1262,7 +1443,9 @@ class krakenfutures(Exchange, ImplicitAPI):
 
     def fetch_canceled_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
-        :see: https://docs.futures.kraken.com/#http-api-history-account-history-get-order-events
+
+        https://docs.futures.kraken.com/#http-api-history-account-history-get-order-events
+
         Gets all canceled orders, including trigger orders, for an account from the exchange api
         :param str symbol: Unified market symbol
         :param int [since]: Timestamp(ms) of earliest order.
@@ -1274,7 +1457,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         market = None
         if symbol is not None:
             market = self.market(symbol)
-        request = {}
+        request: dict = {}
         if limit is not None:
             request['count'] = limit
         if since is not None:
@@ -1305,7 +1488,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         return self.parse_orders(canceledAndRejected, market, since, limit)
 
     def parse_order_type(self, orderType):
-        map = {
+        map: dict = {
             'lmt': 'limit',
             'mkt': 'market',
             'post': 'limit',
@@ -1314,7 +1497,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         return self.safe_string(map, orderType, orderType)
 
     def verify_order_action_success(self, status, method, omit=[]):
-        errors = {
+        errors: dict = {
             'invalidOrderType': InvalidOrder,
             'invalidSide': InvalidOrder,
             'invalidSize': InvalidOrder,
@@ -1339,8 +1522,8 @@ class krakenfutures(Exchange, ImplicitAPI):
         if (status in errors) and not self.in_array(status, omit):
             raise errors[status](self.id + ': ' + method + ' failed due to ' + status)
 
-    def parse_order_status(self, status):
-        statuses = {
+    def parse_order_status(self, status: Str):
+        statuses: dict = {
             'placed': 'open',  # the order was placed successfully
             'cancelled': 'canceled',  # the order was cancelled successfully
             'invalidOrderType': 'rejected',  # the order was not placed because orderType is invalid
@@ -1370,7 +1553,7 @@ class krakenfutures(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:
         #
         # LIMIT
         #
@@ -1525,6 +1708,22 @@ class krakenfutures(Exchange, ImplicitAPI):
         #        ]
         #    }
         #
+        # cancelAllOrders
+        #
+        #    {
+        #        "orderId": "85c40002-3f20-4e87-9302-262626c3531b",
+        #        "cliOrdId": null,
+        #        "type": "lmt",
+        #        "symbol": "pi_xbtusd",
+        #        "side": "buy",
+        #        "quantity": 1000,
+        #        "filled": 0,
+        #        "limitPrice": 10144,
+        #        "stopPrice": null,
+        #        "reduceOnly": False,
+        #        "timestamp": "2019-08-01T15:26:27.790Z"
+        #    }
+        #
         # FETCH OPEN ORDERS
         #
         #    {
@@ -1593,16 +1792,17 @@ class krakenfutures(Exchange, ImplicitAPI):
                     executions.append(item)
                 # Final order(after placement / editing / execution / canceling)
                 orderTrigger = self.safe_value(item, 'orderTrigger')
-                details = self.safe_value_2(item, 'new', 'order', orderTrigger)
-                if details is not None:
-                    isPrior = False
-                    fixed = True
-                elif not fixed:
-                    orderPriorExecution = self.safe_value(item, 'orderPriorExecution')
-                    details = self.safe_value_2(item, 'orderPriorExecution', 'orderPriorEdit')
-                    price = self.safe_string(orderPriorExecution, 'limitPrice')
+                if details is None:
+                    details = self.safe_value_2(item, 'new', 'order', orderTrigger)
                     if details is not None:
-                        isPrior = True
+                        isPrior = False
+                        fixed = True
+                    elif not fixed:
+                        orderPriorExecution = self.safe_value(item, 'orderPriorExecution')
+                        details = self.safe_value_2(item, 'orderPriorExecution', 'orderPriorEdit')
+                        price = self.safe_string(orderPriorExecution, 'limitPrice')
+                        if details is not None:
+                            isPrior = True
             trades = self.parse_trades(executions)
             statusId = self.safe_string(order, 'status')
         if details is None:
@@ -1678,10 +1878,9 @@ class krakenfutures(Exchange, ImplicitAPI):
             'type': self.parse_order_type(type),
             'timeInForce': timeInForce,
             'postOnly': type == 'post',
-            'reduceOnly': self.safe_value(details, 'reduceOnly'),
+            'reduceOnly': self.safe_bool_2(details, 'reduceOnly', 'reduce_only'),
             'side': self.safe_string(details, 'side'),
             'price': price,
-            'stopPrice': self.safe_string(details, 'triggerPrice'),
             'triggerPrice': self.safe_string(details, 'triggerPrice'),
             'amount': amount,
             'cost': cost,
@@ -1697,7 +1896,9 @@ class krakenfutures(Exchange, ImplicitAPI):
     def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
         """
         fetch all trades made by the user
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-historical-data-get-your-fills
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-historical-data-get-your-fills
+
         :param str symbol: unified market symbol
         :param int [since]: *not used by the  api* the earliest time in ms to fetch trades for
         :param int [limit]: the maximum number of trades structures to retrieve
@@ -1709,6 +1910,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         market = None
         if symbol is not None:
             market = self.market(symbol)
+        # todo: lastFillTime: self.iso8601(end)
         response = self.privateGetFills(params)
         #
         #    {
@@ -1734,7 +1936,9 @@ class krakenfutures(Exchange, ImplicitAPI):
 
     def fetch_balance(self, params={}) -> Balances:
         """
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-account-information-get-wallets
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-account-information-get-wallets
+
         Fetch the balance for a sub-account, all sub-account balances are inside 'info' in the response
         :param dict [params]: Exchange specific parameters
         :param str [params.type]: The sub-account type to query the balance of, possible values include 'flex', 'cash'/'main'/'funding', or a market symbol * defaults to 'flex' *
@@ -1920,7 +2124,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         isFlex = (accountType == 'multiCollateralMarginAccount')
         isCash = (accountType == 'cashAccount')
         balances = self.safe_value_2(response, 'balances', 'currencies', {})
-        result = {}
+        result: dict = {}
         currencyIds = list(balances.keys())
         for i in range(0, len(currencyIds)):
             currencyId = currencyIds[i]
@@ -1944,10 +2148,12 @@ class krakenfutures(Exchange, ImplicitAPI):
             result[code] = account
         return self.safe_balance(result)
 
-    def fetch_funding_rates(self, symbols: Strings = None, params={}):
+    def fetch_funding_rates(self, symbols: Strings = None, params={}) -> FundingRates:
         """
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-market-data-get-tickers
-        fetch the current funding rates
+        fetch the current funding rates for multiple markets
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-market-data-get-tickers
+
         :param str[] symbols: unified market symbols
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns Order[]: an array of `funding rate structures <https://docs.ccxt.com/#/?id=funding-rate-structure>`
@@ -1955,7 +2161,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         self.load_markets()
         marketIds = self.market_ids(symbols)
         response = self.publicGetTickers(params)
-        tickers = self.safe_value(response, 'tickers')
+        tickers = self.safe_list(response, 'tickers', [])
         fundingRates = []
         for i in range(0, len(tickers)):
             entry = tickers[i]
@@ -1968,7 +2174,7 @@ class krakenfutures(Exchange, ImplicitAPI):
             fundingRates.append(parsed)
         return self.index_by(fundingRates, 'symbol')
 
-    def parse_funding_rate(self, ticker, market: Market = None):
+    def parse_funding_rate(self, ticker, market: Market = None) -> FundingRate:
         #
         # {"ask": 26.283,
         #  "askSize": 4.6,
@@ -2022,12 +2228,15 @@ class krakenfutures(Exchange, ImplicitAPI):
             'previousFundingRate': None,
             'previousFundingTimestamp': None,
             'previousFundingDatetime': None,
+            'interval': None,
         }
 
     def fetch_funding_rate_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
         """
         fetches historical funding rate prices
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-historical-funding-rates-historical-funding-rates
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-historical-funding-rates-historical-funding-rates
+
         :param str symbol: unified symbol of the market to fetch the funding rate history for
         :param int [since]: timestamp in ms of the earliest funding rate to fetch
         :param int [limit]: the maximum amount of `funding rate structures <https://docs.ccxt.com/#/?id=funding-rate-history-structure>` to fetch
@@ -2040,7 +2249,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         market = self.market(symbol)
         if not market['swap']:
             raise BadRequest(self.id + ' fetchFundingRateHistory() supports swap contracts only')
-        request = {
+        request: dict = {
             'symbol': market['id'].upper(),
         }
         response = self.publicGetHistoricalfundingrates(self.extend(request, params))
@@ -2073,14 +2282,16 @@ class krakenfutures(Exchange, ImplicitAPI):
 
     def fetch_positions(self, symbols: Strings = None, params={}):
         """
-        :see: https://docs.futures.kraken.com/#websocket-api-private-feeds-open-positions
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-account-information-get-open-positions
+
         Fetches current contract trading positions
         :param str[] symbols: List of unified symbols
         :param dict [params]: Not used by krakenfutures
         :returns: Parsed exchange response for positions
         """
         self.load_markets()
-        request = {}
+        request: dict = {}
         response = self.privateGetOpenpositions(request)
         #
         #    {
@@ -2109,7 +2320,7 @@ class krakenfutures(Exchange, ImplicitAPI):
             result.append(position)
         return result
 
-    def parse_position(self, position, market: Market = None):
+    def parse_position(self, position: dict, market: Market = None):
         # cross
         #    {
         #        "side": "long",
@@ -2163,10 +2374,12 @@ class krakenfutures(Exchange, ImplicitAPI):
             'percentage': None,
         }
 
-    def fetch_leverage_tiers(self, symbols: Strings = None, params={}):
+    def fetch_leverage_tiers(self, symbols: Strings = None, params={}) -> LeverageTiers:
         """
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-instrument-details-get-instruments
         retrieve information on the maximum leverage, and maintenance margin for trades of varying trade sizes
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-instrument-details-get-instruments
+
         :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 `leverage tiers structures <https://docs.ccxt.com/#/?id=leverage-tiers-structure>`, indexed by market symbols
@@ -2217,14 +2430,14 @@ class krakenfutures(Exchange, ImplicitAPI):
         #        "serverTime": "2018-07-19T11:32:39.433Z"
         #    }
         #
-        data = self.safe_value(response, 'instruments')
+        data = self.safe_list(response, 'instruments')
         return self.parse_leverage_tiers(data, symbols, 'symbol')
 
-    def parse_market_leverage_tiers(self, info, market: Market = None):
+    def parse_market_leverage_tiers(self, info, market: Market = None) -> List[LeverageTier]:
         """
-         * @ignore
-         * @param info Exchange market response for 1 market
-         * @param market CCXT market
+ @ignore
+ @param info Exchange market response for 1 market
+ @param market CCXT market
         """
         #
         #    {
@@ -2260,29 +2473,32 @@ class krakenfutures(Exchange, ImplicitAPI):
         #    }
         #
         marginLevels = self.safe_value(info, 'marginLevels')
-        id = self.safe_string(info, 'symbol')
-        market = self.safe_market(id, market)
+        marketId = self.safe_string(info, 'symbol')
+        market = self.safe_market(marketId, market)
         tiers = []
+        if marginLevels is None:
+            return tiers
         for i in range(0, len(marginLevels)):
             tier = marginLevels[i]
             initialMargin = self.safe_string(tier, 'initialMargin')
-            notionalFloor = self.safe_number(tier, 'contracts')
+            minNotional = self.safe_number(tier, 'numNonContractUnits')
             if i != 0:
                 tiersLength = len(tiers)
                 previousTier = tiers[tiersLength - 1]
-                previousTier['notionalCap'] = notionalFloor
+                previousTier['maxNotional'] = minNotional
             tiers.append({
                 'tier': self.sum(i, 1),
+                'symbol': self.safe_symbol(marketId, market),
                 'currency': market['quote'],
-                'notionalFloor': notionalFloor,
-                'notionalCap': None,
+                'minNotional': minNotional,
+                'maxNotional': None,
                 'maintenanceMarginRate': self.safe_number(tier, 'maintenanceMargin'),
                 'maxLeverage': self.parse_number(Precise.string_div('1', initialMargin)),
                 'info': tier,
             })
         return tiers
 
-    def parse_transfer(self, transfer, currency: Currency = None):
+    def parse_transfer(self, transfer: dict, currency: Currency = None) -> TransferEntry:
         #
         # transfer
         #
@@ -2305,7 +2521,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         }
 
     def parse_account(self, account):
-        accountByType = {
+        accountByType: dict = {
             'main': 'cash',
             'funding': 'cash',
             'future': 'cash',
@@ -2340,8 +2556,10 @@ class krakenfutures(Exchange, ImplicitAPI):
 
     def transfer(self, code: str, amount: float, fromAccount: str, toAccount: str, params={}) -> TransferEntry:
         """
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-transfers-initiate-wallet-transfer
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-transfers-initiate-withdrawal-to-spot-wallet
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-transfers-initiate-wallet-transfer
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-transfers-initiate-withdrawal-to-spot-wallet
+
         transfers currencies between sub-accounts
         :param str code: Unified currency code
         :param float amount: Size of the transfer
@@ -2354,7 +2572,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         currency = self.currency(code)
         if fromAccount == 'spot':
             raise BadRequest(self.id + ' transfer does not yet support transfers from spot')
-        request = {
+        request: dict = {
             'amount': amount,
         }
         response = None
@@ -2384,7 +2602,9 @@ class krakenfutures(Exchange, ImplicitAPI):
     def set_leverage(self, leverage: Int, symbol: Str = None, params={}):
         """
         set the level of leverage for a market
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-multi-collateral-set-the-leverage-setting-for-a-market
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-multi-collateral-set-the-leverage-setting-for-a-market
+
         :param float leverage: the rate of leverage
         :param str symbol: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -2393,7 +2613,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         if symbol is None:
             raise ArgumentsRequired(self.id + ' setLeverage() requires a symbol argument')
         self.load_markets()
-        request = {
+        request: dict = {
             'maxLeverage': leverage,
             'symbol': self.market_id(symbol).upper(),
         }
@@ -2402,10 +2622,12 @@ class krakenfutures(Exchange, ImplicitAPI):
         #
         return self.privatePutLeveragepreferences(self.extend(request, params))
 
-    def fetch_leverages(self, symbols: List[str] = None, params={}) -> Leverages:
+    def fetch_leverages(self, symbols: Strings = None, params={}) -> Leverages:
         """
         fetch the set leverage for all contract and margin markets
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-multi-collateral-get-the-leverage-setting-for-a-market
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-multi-collateral-get-the-leverage-setting-for-a-market
+
         :param str[] [symbols]: a list of unified market symbols
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a list of `leverage structures <https://docs.ccxt.com/#/?id=leverage-structure>`
@@ -2430,7 +2652,9 @@ class krakenfutures(Exchange, ImplicitAPI):
     def fetch_leverage(self, symbol: str, params={}) -> Leverage:
         """
         fetch the set leverage for a market
-        :see: https://docs.futures.kraken.com/#http-api-trading-v3-api-multi-collateral-get-the-leverage-setting-for-a-market
+
+        https://docs.futures.kraken.com/#http-api-trading-v3-api-multi-collateral-get-the-leverage-setting-for-a-market
+
         :param str symbol: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a `leverage structure <https://docs.ccxt.com/#/?id=leverage-structure>`
@@ -2439,7 +2663,7 @@ class krakenfutures(Exchange, ImplicitAPI):
             raise ArgumentsRequired(self.id + ' fetchLeverage() requires a symbol argument')
         self.load_markets()
         market = self.market(symbol)
-        request = {
+        request: dict = {
             'symbol': self.market_id(symbol).upper(),
         }
         response = self.privateGetLeveragepreferences(self.extend(request, params))
@@ -2454,7 +2678,7 @@ class krakenfutures(Exchange, ImplicitAPI):
         data = self.safe_dict(leveragePreferences, 0, {})
         return self.parse_leverage(data, market)
 
-    def parse_leverage(self, leverage, market=None) -> Leverage:
+    def parse_leverage(self, leverage: dict, market: Market = None) -> Leverage:
         marketId = self.safe_string(leverage, 'symbol')
         leverageValue = self.safe_integer(leverage, 'maxLeverage')
         return {
@@ -2465,7 +2689,7 @@ class krakenfutures(Exchange, ImplicitAPI):
             'shortLeverage': leverageValue,
         }
 
-    def handle_errors(self, code, reason, url, method, headers, body, response, requestHeaders, requestBody):
+    def handle_errors(self, code: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody):
         if response is None:
             return None
         if code == 429: