ccxt 4.3.48__tar.gz → 4.3.50__tar.gz

{ccxt-4.3.48/ccxt.egg-info → ccxt-4.3.50}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: ccxt
-Version: 4.3.48
+Version: 4.3.50
 Summary: A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges
 Home-page: https://ccxt.com
 Author: Igor Kroitor
@@ -232,13 +232,13 @@ Description: # CCXT – CryptoCurrency eXchange Trading Library
         
         All-in-one browser bundle (dependencies included), served from a CDN of your choice:
         
-        * jsDelivr: https://cdn.jsdelivr.net/npm/ccxt@4.3.48/dist/ccxt.browser.min.js
-        * unpkg: https://unpkg.com/ccxt@4.3.48/dist/ccxt.browser.min.js
+        * jsDelivr: https://cdn.jsdelivr.net/npm/ccxt@4.3.50/dist/ccxt.browser.min.js
+        * unpkg: https://unpkg.com/ccxt@4.3.50/dist/ccxt.browser.min.js
         
         CDNs are not updated in real-time and may have delays. Defaulting to the most recent version without specifying the version number is not recommended. Please, keep in mind that we are not responsible for the correct operation of those CDN servers.
         
         ```HTML
-        <script type="text/javascript" src="https://cdn.jsdelivr.net/npm/ccxt@4.3.48/dist/ccxt.browser.min.js"></script>
+        <script type="text/javascript" src="https://cdn.jsdelivr.net/npm/ccxt@4.3.50/dist/ccxt.browser.min.js"></script>
         ```
         
         Creates a global `ccxt` object:

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/__init__.py

@@ -22,7 +22,7 @@
 
 # ----------------------------------------------------------------------------
 
-__version__ = '4.3.48'
+__version__ = '4.3.50'
 
 # ----------------------------------------------------------------------------
 

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/ace.py

@@ -977,13 +977,11 @@ class ace(Exchange, ImplicitAPI):
             auth = 'ACE_SIGN' + self.secret
             data = self.extend({
                 'apiKey': self.apiKey,
-                'timeStamp': nonce,
+                'timeStamp': self.number_to_string(nonce),
             }, params)
-            dataKeys = list(data.keys())
-            sortedDataKeys = self.sort_by(dataKeys, 0, False, '')
-            for i in range(0, len(sortedDataKeys)):
-                key = sortedDataKeys[i]
-                auth += self.safe_string(data, key)
+            sortedData = self.keysort(data)
+            values = list(sortedData.values())
+            auth += ''.join(values)
             signature = self.hash(self.encode(auth), 'sha256', 'hex')
             data['signKey'] = signature
             headers = {

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/async_support/__init__.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.3.48'
+__version__ = '4.3.50'
 
 # -----------------------------------------------------------------------------
 

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/async_support/ace.py

@@ -977,13 +977,11 @@ class ace(Exchange, ImplicitAPI):
             auth = 'ACE_SIGN' + self.secret
             data = self.extend({
                 'apiKey': self.apiKey,
-                'timeStamp': nonce,
+                'timeStamp': self.number_to_string(nonce),
             }, params)
-            dataKeys = list(data.keys())
-            sortedDataKeys = self.sort_by(dataKeys, 0, False, '')
-            for i in range(0, len(sortedDataKeys)):
-                key = sortedDataKeys[i]
-                auth += self.safe_string(data, key)
+            sortedData = self.keysort(data)
+            values = list(sortedData.values())
+            auth += ''.join(values)
             signature = self.hash(self.encode(auth), 'sha256', 'hex')
             data['signKey'] = signature
             headers = {

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/async_support/base/exchange.py

@@ -2,7 +2,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.3.48'
+__version__ = '4.3.50'
 
 # -----------------------------------------------------------------------------
 

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/async_support/binance.py

@@ -34,7 +34,7 @@ from ccxt.base.errors import OnMaintenance
 from ccxt.base.errors import InvalidNonce
 from ccxt.base.errors import RequestTimeout
 from ccxt.base.decimal_to_precision import TRUNCATE
-from ccxt.base.decimal_to_precision import DECIMAL_PLACES
+from ccxt.base.decimal_to_precision import TICK_SIZE
 from ccxt.base.precise import Precise
 
 
@@ -1204,7 +1204,7 @@ class binance(Exchange, ImplicitAPI):
                 'BCC': 'BCC',  # kept for backward-compatibility https://github.com/ccxt/ccxt/issues/4848
                 'YOYO': 'YOYOW',
             },
-            'precisionMode': DECIMAL_PLACES,
+            'precisionMode': TICK_SIZE,
             # exchange-specific options
             'options': {
                 'sandboxMode': False,
@@ -2771,7 +2771,7 @@ class binance(Exchange, ImplicitAPI):
                     'deposit': depositEnable,
                     'withdraw': withdrawEnable,
                     'fee': self.parse_number(fee),
-                    'precision': minPrecision,
+                    'precision': self.parse_number(precisionTick),
                     'limits': {
                         'withdraw': {
                             'min': self.safe_number(networkItem, 'withdrawMin'),
@@ -2785,14 +2785,11 @@ class binance(Exchange, ImplicitAPI):
                 }
             trading = self.safe_bool(entry, 'trading')
             active = (isWithdrawEnabled and isDepositEnabled and trading)
-            maxDecimalPlaces = None
-            if minPrecision is not None:
-                maxDecimalPlaces = int(self.number_to_string(self.precision_from_string(minPrecision)))
             result[code] = {
                 'id': id,
                 'name': name,
                 'code': code,
-                'precision': maxDecimalPlaces,
+                'precision': self.parse_number(minPrecision),
                 'info': entry,
                 'active': active,
                 'deposit': isDepositEnabled,
@@ -3148,10 +3145,10 @@ class binance(Exchange, ImplicitAPI):
             'strike': parsedStrike,
             'optionType': self.safe_string_lower(market, 'side'),
             'precision': {
-                'amount': self.safe_integer_2(market, 'quantityPrecision', 'quantityScale'),
-                'price': self.safe_integer_2(market, 'pricePrecision', 'priceScale'),
-                'base': self.safe_integer(market, 'baseAssetPrecision'),
-                'quote': self.safe_integer(market, 'quotePrecision'),
+                'amount': self.parse_number(self.parse_precision(self.safe_string_2(market, 'quantityPrecision', 'quantityScale'))),
+                'price': self.parse_number(self.parse_precision(self.safe_string_2(market, 'pricePrecision', 'priceScale'))),
+                'base': self.parse_number(self.parse_precision(self.safe_string(market, 'baseAssetPrecision'))),
+                'quote': self.parse_number(self.parse_precision(self.safe_string(market, 'quotePrecision'))),
             },
             'limits': {
                 'leverage': {
@@ -3184,11 +3181,10 @@ class binance(Exchange, ImplicitAPI):
                 'min': self.safe_number(filter, 'minPrice'),
                 'max': self.safe_number(filter, 'maxPrice'),
             }
-            entry['precision']['price'] = self.precision_from_string(filter['tickSize'])
+            entry['precision']['price'] = self.safe_number(filter, 'tickSize')
         if 'LOT_SIZE' in filtersByType:
             filter = self.safe_dict(filtersByType, 'LOT_SIZE', {})
-            stepSize = self.safe_string(filter, 'stepSize')
-            entry['precision']['amount'] = self.precision_from_string(stepSize)
+            entry['precision']['amount'] = self.safe_number(filter, 'stepSize')
             entry['limits']['amount'] = {
                 'min': self.safe_number(filter, 'minQty'),
                 'max': self.safe_number(filter, 'maxQty'),
@@ -8903,7 +8899,7 @@ class binance(Exchange, ImplicitAPI):
                 leftSide = Precise.string_mul(size, onePlusMaintenanceMarginPercentageString)
                 rightSide = Precise.string_sub(Precise.string_mul(Precise.string_div('1', entryPriceSignString), size), walletBalance)
                 liquidationPriceStringRaw = Precise.string_div(leftSide, rightSide)
-            pricePrecision = market['precision']['price']
+            pricePrecision = self.precision_from_string(self.safe_string(market['precision'], 'price'))
             pricePrecisionPlusOne = pricePrecision + 1
             pricePrecisionPlusOneString = str(pricePrecisionPlusOne)
             # round half up
@@ -9068,8 +9064,7 @@ class binance(Exchange, ImplicitAPI):
                     onePlusMaintenanceMarginPercentageString = Precise.string_add('-1', maintenanceMarginPercentageString)
                 inner = Precise.string_mul(liquidationPriceString, onePlusMaintenanceMarginPercentageString)
                 leftSide = Precise.string_add(inner, entryPriceSignString)
-                pricePrecision = self.safe_integer(precision, 'price')
-                quotePrecision = self.safe_integer(precision, 'quote', pricePrecision)
+                quotePrecision = self.precision_from_string(self.safe_string_2(precision, 'quote', 'price'))
                 if quotePrecision is not None:
                     collateralString = Precise.string_div(Precise.string_mul(leftSide, contractsAbs), '1', quotePrecision)
             else:
@@ -9083,7 +9078,7 @@ class binance(Exchange, ImplicitAPI):
                     entryPriceSignString = Precise.string_mul('-1', entryPriceSignString)
                 leftSide = Precise.string_mul(contractsAbs, contractSizeString)
                 rightSide = Precise.string_sub(Precise.string_div('1', entryPriceSignString), Precise.string_div(onePlusMaintenanceMarginPercentageString, liquidationPriceString))
-                basePrecision = self.safe_integer(precision, 'base')
+                basePrecision = self.precision_from_string(self.safe_string(precision, 'base'))
                 if basePrecision is not None:
                     collateralString = Precise.string_div(Precise.string_mul(leftSide, rightSide), '1', basePrecision)
         else:
@@ -11890,7 +11885,7 @@ class binance(Exchange, ImplicitAPI):
                 'deposit': None,
                 'withdraw': None,
                 'fee': None,
-                'precision': self.safe_integer(entry, 'fraction'),
+                'precision': self.parse_number(self.parse_precision(self.safe_string(entry, 'fraction'))),
                 'limits': {
                     'amount': {
                         'min': None,

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/async_support/bitget.py

@@ -3981,6 +3981,7 @@ class bitget(Exchange, ImplicitAPI):
         :param str [params.trailingTriggerPrice]: *swap and future only* the price to trigger a trailing stop order, default uses the price argument
         :param str [params.triggerType]: *swap and future only* 'fill_price', 'mark_price' or 'index_price'
         :param boolean [params.oneWayMode]: *swap and future only* required to set self to True in one_way_mode and you can leave self in hedge_mode, can adjust the mode using the setPositionMode() method
+        :param bool [params.reduceOnly]: True or False whether the order is reduce-only
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         await self.load_markets()

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/async_support/bitso.py

@@ -962,7 +962,19 @@ class bitso(Exchange, ImplicitAPI):
         request: dict = {
             'oid': id,
         }
-        return await self.privateDeleteOrdersOid(self.extend(request, params))
+        response = await self.privateDeleteOrdersOid(self.extend(request, params))
+        #
+        #     {
+        #         "success": True,
+        #         "payload": ["yWTQGxDMZ0VimZgZ"]
+        #     }
+        #
+        payload = self.safe_list(response, 'payload', [])
+        orderId = self.safe_string(payload, 0)
+        return self.safe_order({
+            'info': response,
+            'id': orderId,
+        })
 
     async def cancel_orders(self, ids, symbol: Str = None, params={}):
         """

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/async_support/htx.py

@@ -3747,10 +3747,10 @@ 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')
+        stop = 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 stop or stopLossTakeProfit or trailing:
             if limit is not None:
                 request['page_size'] = limit
@@ -4071,10 +4071,10 @@ class htx(Exchange, ImplicitAPI):
             if limit is not None:
                 request['page_size'] = limit
             request['contract_code'] = market['id']
-            stop = self.safe_value(params, 'stop')
+            stop = 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)
@@ -5306,10 +5306,10 @@ class htx(Exchange, ImplicitAPI):
                 request['symbol'] = market['settleId']
             else:
                 request['contract_code'] = market['id']
-            stop = self.safe_value(params, 'stop')
+            stop = 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)
@@ -5433,9 +5433,9 @@ class htx(Exchange, ImplicitAPI):
                 request['symbol'] = market['settleId']
             else:
                 request['contract_code'] = market['id']
-            stop = self.safe_value(params, 'stop')
+            stop = 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)
@@ -5565,10 +5565,10 @@ class htx(Exchange, ImplicitAPI):
             if market['future']:
                 request['symbol'] = market['settleId']
             request['contract_code'] = market['id']
-            stop = self.safe_value(params, 'stop')
+            stop = 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)

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/async_support/hyperliquid.py

@@ -1170,7 +1170,8 @@ class hyperliquid(Exchange, ImplicitAPI):
         :param str [params.vaultAddress]: the vault address for order
         :returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
-        return await self.cancel_orders([id], symbol, params)
+        orders = await self.cancel_orders([id], symbol, params)
+        return self.safe_dict(orders, 0)
 
     async def cancel_orders(self, ids: List[str], symbol: Str = None, params={}):
         """
@@ -1240,7 +1241,17 @@ class hyperliquid(Exchange, ImplicitAPI):
         #         }
         #     }
         #
-        return response
+        innerResponse = self.safe_dict(response, 'response')
+        data = self.safe_dict(innerResponse, 'data')
+        statuses = self.safe_list(data, 'statuses')
+        orders = []
+        for i in range(0, len(statuses)):
+            status = statuses[i]
+            orders.append(self.safe_order({
+                'info': status,
+                'status': status,
+            }))
+        return orders
 
     async def cancel_orders_for_symbols(self, orders: List[CancellationRequest], params={}):
         """

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/async_support/kraken.py

@@ -1639,6 +1639,7 @@ class kraken(Exchange, ImplicitAPI):
             'filled': filled,
             'average': average,
             'remaining': None,
+            'reduceOnly': self.safe_bool_2(order, 'reduceOnly', 'reduce_only'),
             'fee': fee,
             'trades': trades,
         }, market)
@@ -1993,7 +1994,7 @@ class kraken(Exchange, ImplicitAPI):
     async def cancel_order(self, id: str, symbol: Str = None, params={}):
         """
         cancels an open order
-        :see: https://docs.kraken.com/rest/#tag/Trading/operation/cancelOrder
+        :see: https://docs.kraken.com/rest/#tag/Spot-Trading/operation/cancelOrder
         :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
@@ -2028,7 +2029,7 @@ class kraken(Exchange, ImplicitAPI):
     async def cancel_orders(self, ids, symbol: Str = None, params={}):
         """
         cancel multiple orders
-        :see: https://docs.kraken.com/rest/#tag/Trading/operation/cancelOrderBatch
+        :see: https://docs.kraken.com/rest/#tag/Spot-Trading/operation/cancelOrderBatch
         :param str[] ids: open orders transaction ID(txid) or user reference(userref)
         :param str symbol: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -2055,7 +2056,7 @@ class kraken(Exchange, ImplicitAPI):
     async def cancel_all_orders(self, symbol: Str = None, params={}):
         """
         cancel all open orders
-        :see: https://docs.kraken.com/rest/#tag/Trading/operation/cancelAllOrders
+        :see: https://docs.kraken.com/rest/#tag/Spot-Trading/operation/cancelAllOrders
         :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
         :returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/async_support/krakenfutures.py

@@ -1762,7 +1762,7 @@ 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'),

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/async_support/kucoin.py

@@ -2397,9 +2397,9 @@ class kucoin(Exchange, ImplicitAPI):
         await self.load_markets()
         lowercaseStatus = status.lower()
         until = self.safe_integer(params, 'until')
-        stop = self.safe_bool(params, 'stop', False)
+        stop = self.safe_bool_2(params, 'stop', 'trigger', False)
         hf = self.safe_bool(params, 'hf', False)
-        params = self.omit(params, ['stop', 'hf', 'until'])
+        params = self.omit(params, ['stop', 'hf', 'until', 'trigger'])
         marginMode, query = self.handle_margin_mode_and_params('fetchOrdersByStatus', params)
         if lowercaseStatus == 'open':
             lowercaseStatus = 'active'
@@ -2556,7 +2556,7 @@ class kucoin(Exchange, ImplicitAPI):
         await self.load_markets()
         request: dict = {}
         clientOrderId = self.safe_string_2(params, 'clientOid', 'clientOrderId')
-        stop = self.safe_bool(params, 'stop', False)
+        stop = self.safe_bool_2(params, 'stop', 'trigger', False)
         hf = self.safe_bool(params, 'hf', False)
         market = None
         if symbol is not None:
@@ -2565,7 +2565,7 @@ class kucoin(Exchange, ImplicitAPI):
             if symbol is None:
                 raise ArgumentsRequired(self.id + ' fetchOrder() requires a symbol parameter for hf orders')
             request['symbol'] = market['id']
-        params = self.omit(params, ['stop', 'hf', 'clientOid', 'clientOrderId'])
+        params = self.omit(params, ['stop', 'hf', 'clientOid', 'clientOrderId', 'trigger'])
         response = None
         if clientOrderId is not None:
             request['clientOid'] = clientOrderId

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/async_support/kucoinfutures.py

@@ -1688,7 +1688,7 @@ class kucoinfutures(kucoin, ImplicitAPI):
         paginate, params = self.handle_option_and_params(params, 'fetchOrdersByStatus', 'paginate')
         if paginate:
             return await self.fetch_paginated_call_dynamic('fetchOrdersByStatus', symbol, since, limit, params)
-        stop = self.safe_value_2(params, 'stop', 'trigger')
+        stop = self.safe_bool_2(params, 'stop', 'trigger')
         until = self.safe_integer(params, 'until')
         params = self.omit(params, ['stop', 'until', 'trigger'])
         if status == 'closed':

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/base/exchange.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.3.48'
+__version__ = '4.3.50'
 
 # -----------------------------------------------------------------------------
 

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/binance.py

@@ -33,7 +33,7 @@ from ccxt.base.errors import OnMaintenance
 from ccxt.base.errors import InvalidNonce
 from ccxt.base.errors import RequestTimeout
 from ccxt.base.decimal_to_precision import TRUNCATE
-from ccxt.base.decimal_to_precision import DECIMAL_PLACES
+from ccxt.base.decimal_to_precision import TICK_SIZE
 from ccxt.base.precise import Precise
 
 
@@ -1203,7 +1203,7 @@ class binance(Exchange, ImplicitAPI):
                 'BCC': 'BCC',  # kept for backward-compatibility https://github.com/ccxt/ccxt/issues/4848
                 'YOYO': 'YOYOW',
             },
-            'precisionMode': DECIMAL_PLACES,
+            'precisionMode': TICK_SIZE,
             # exchange-specific options
             'options': {
                 'sandboxMode': False,
@@ -2770,7 +2770,7 @@ class binance(Exchange, ImplicitAPI):
                     'deposit': depositEnable,
                     'withdraw': withdrawEnable,
                     'fee': self.parse_number(fee),
-                    'precision': minPrecision,
+                    'precision': self.parse_number(precisionTick),
                     'limits': {
                         'withdraw': {
                             'min': self.safe_number(networkItem, 'withdrawMin'),
@@ -2784,14 +2784,11 @@ class binance(Exchange, ImplicitAPI):
                 }
             trading = self.safe_bool(entry, 'trading')
             active = (isWithdrawEnabled and isDepositEnabled and trading)
-            maxDecimalPlaces = None
-            if minPrecision is not None:
-                maxDecimalPlaces = int(self.number_to_string(self.precision_from_string(minPrecision)))
             result[code] = {
                 'id': id,
                 'name': name,
                 'code': code,
-                'precision': maxDecimalPlaces,
+                'precision': self.parse_number(minPrecision),
                 'info': entry,
                 'active': active,
                 'deposit': isDepositEnabled,
@@ -3147,10 +3144,10 @@ class binance(Exchange, ImplicitAPI):
             'strike': parsedStrike,
             'optionType': self.safe_string_lower(market, 'side'),
             'precision': {
-                'amount': self.safe_integer_2(market, 'quantityPrecision', 'quantityScale'),
-                'price': self.safe_integer_2(market, 'pricePrecision', 'priceScale'),
-                'base': self.safe_integer(market, 'baseAssetPrecision'),
-                'quote': self.safe_integer(market, 'quotePrecision'),
+                'amount': self.parse_number(self.parse_precision(self.safe_string_2(market, 'quantityPrecision', 'quantityScale'))),
+                'price': self.parse_number(self.parse_precision(self.safe_string_2(market, 'pricePrecision', 'priceScale'))),
+                'base': self.parse_number(self.parse_precision(self.safe_string(market, 'baseAssetPrecision'))),
+                'quote': self.parse_number(self.parse_precision(self.safe_string(market, 'quotePrecision'))),
             },
             'limits': {
                 'leverage': {
@@ -3183,11 +3180,10 @@ class binance(Exchange, ImplicitAPI):
                 'min': self.safe_number(filter, 'minPrice'),
                 'max': self.safe_number(filter, 'maxPrice'),
             }
-            entry['precision']['price'] = self.precision_from_string(filter['tickSize'])
+            entry['precision']['price'] = self.safe_number(filter, 'tickSize')
         if 'LOT_SIZE' in filtersByType:
             filter = self.safe_dict(filtersByType, 'LOT_SIZE', {})
-            stepSize = self.safe_string(filter, 'stepSize')
-            entry['precision']['amount'] = self.precision_from_string(stepSize)
+            entry['precision']['amount'] = self.safe_number(filter, 'stepSize')
             entry['limits']['amount'] = {
                 'min': self.safe_number(filter, 'minQty'),
                 'max': self.safe_number(filter, 'maxQty'),
@@ -8902,7 +8898,7 @@ class binance(Exchange, ImplicitAPI):
                 leftSide = Precise.string_mul(size, onePlusMaintenanceMarginPercentageString)
                 rightSide = Precise.string_sub(Precise.string_mul(Precise.string_div('1', entryPriceSignString), size), walletBalance)
                 liquidationPriceStringRaw = Precise.string_div(leftSide, rightSide)
-            pricePrecision = market['precision']['price']
+            pricePrecision = self.precision_from_string(self.safe_string(market['precision'], 'price'))
             pricePrecisionPlusOne = pricePrecision + 1
             pricePrecisionPlusOneString = str(pricePrecisionPlusOne)
             # round half up
@@ -9067,8 +9063,7 @@ class binance(Exchange, ImplicitAPI):
                     onePlusMaintenanceMarginPercentageString = Precise.string_add('-1', maintenanceMarginPercentageString)
                 inner = Precise.string_mul(liquidationPriceString, onePlusMaintenanceMarginPercentageString)
                 leftSide = Precise.string_add(inner, entryPriceSignString)
-                pricePrecision = self.safe_integer(precision, 'price')
-                quotePrecision = self.safe_integer(precision, 'quote', pricePrecision)
+                quotePrecision = self.precision_from_string(self.safe_string_2(precision, 'quote', 'price'))
                 if quotePrecision is not None:
                     collateralString = Precise.string_div(Precise.string_mul(leftSide, contractsAbs), '1', quotePrecision)
             else:
@@ -9082,7 +9077,7 @@ class binance(Exchange, ImplicitAPI):
                     entryPriceSignString = Precise.string_mul('-1', entryPriceSignString)
                 leftSide = Precise.string_mul(contractsAbs, contractSizeString)
                 rightSide = Precise.string_sub(Precise.string_div('1', entryPriceSignString), Precise.string_div(onePlusMaintenanceMarginPercentageString, liquidationPriceString))
-                basePrecision = self.safe_integer(precision, 'base')
+                basePrecision = self.precision_from_string(self.safe_string(precision, 'base'))
                 if basePrecision is not None:
                     collateralString = Precise.string_div(Precise.string_mul(leftSide, rightSide), '1', basePrecision)
         else:
@@ -11889,7 +11884,7 @@ class binance(Exchange, ImplicitAPI):
                 'deposit': None,
                 'withdraw': None,
                 'fee': None,
-                'precision': self.safe_integer(entry, 'fraction'),
+                'precision': self.parse_number(self.parse_precision(self.safe_string(entry, 'fraction'))),
                 'limits': {
                     'amount': {
                         'min': None,

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/bitget.py

@@ -3980,6 +3980,7 @@ class bitget(Exchange, ImplicitAPI):
         :param str [params.trailingTriggerPrice]: *swap and future only* the price to trigger a trailing stop order, default uses the price argument
         :param str [params.triggerType]: *swap and future only* 'fill_price', 'mark_price' or 'index_price'
         :param boolean [params.oneWayMode]: *swap and future only* required to set self to True in one_way_mode and you can leave self in hedge_mode, can adjust the mode using the setPositionMode() method
+        :param bool [params.reduceOnly]: True or False whether the order is reduce-only
         :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         self.load_markets()

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/bitso.py

@@ -962,7 +962,19 @@ class bitso(Exchange, ImplicitAPI):
         request: dict = {
             'oid': id,
         }
-        return self.privateDeleteOrdersOid(self.extend(request, params))
+        response = self.privateDeleteOrdersOid(self.extend(request, params))
+        #
+        #     {
+        #         "success": True,
+        #         "payload": ["yWTQGxDMZ0VimZgZ"]
+        #     }
+        #
+        payload = self.safe_list(response, 'payload', [])
+        orderId = self.safe_string(payload, 0)
+        return self.safe_order({
+            'info': response,
+            'id': orderId,
+        })
 
     def cancel_orders(self, ids, symbol: Str = None, params={}):
         """

{ccxt-4.3.48 → ccxt-4.3.50}/ccxt/htx.py

@@ -3746,10 +3746,10 @@ 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')
+        stop = 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 stop or stopLossTakeProfit or trailing:
             if limit is not None:
                 request['page_size'] = limit
@@ -4070,10 +4070,10 @@ class htx(Exchange, ImplicitAPI):
             if limit is not None:
                 request['page_size'] = limit
             request['contract_code'] = market['id']
-            stop = self.safe_value(params, 'stop')
+            stop = 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)
@@ -5305,10 +5305,10 @@ class htx(Exchange, ImplicitAPI):
                 request['symbol'] = market['settleId']
             else:
                 request['contract_code'] = market['id']
-            stop = self.safe_value(params, 'stop')
+            stop = 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)
@@ -5432,9 +5432,9 @@ class htx(Exchange, ImplicitAPI):
                 request['symbol'] = market['settleId']
             else:
                 request['contract_code'] = market['id']
-            stop = self.safe_value(params, 'stop')
+            stop = 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)
@@ -5564,10 +5564,10 @@ class htx(Exchange, ImplicitAPI):
             if market['future']:
                 request['symbol'] = market['settleId']
             request['contract_code'] = market['id']
-            stop = self.safe_value(params, 'stop')
+            stop = 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)