ccxt 4.3.66__tar.gz → 4.3.67__tar.gz

{ccxt-4.3.66/ccxt.egg-info → ccxt-4.3.67}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: ccxt
-Version: 4.3.66
+Version: 4.3.67
 Summary: A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges
 Home-page: https://ccxt.com
 Author: Igor Kroitor
@@ -258,13 +258,13 @@ console.log(version, Object.keys(exchanges));
 
 All-in-one browser bundle (dependencies included), served from a CDN of your choice:
 
-* jsDelivr: https://cdn.jsdelivr.net/npm/ccxt@4.3.66/dist/ccxt.browser.min.js
-* unpkg: https://unpkg.com/ccxt@4.3.66/dist/ccxt.browser.min.js
+* jsDelivr: https://cdn.jsdelivr.net/npm/ccxt@4.3.67/dist/ccxt.browser.min.js
+* unpkg: https://unpkg.com/ccxt@4.3.67/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@4.3.66/dist/ccxt.browser.min.js"></script>
+<script type="text/javascript" src="https://cdn.jsdelivr.net/npm/ccxt@4.3.67/dist/ccxt.browser.min.js"></script>
 ```
 
 Creates a global `ccxt` object:

{ccxt-4.3.66 → ccxt-4.3.67}/ccxt/__init__.py

@@ -22,7 +22,7 @@
 
 # ----------------------------------------------------------------------------
 
-__version__ = '4.3.66'
+__version__ = '4.3.67'
 
 # ----------------------------------------------------------------------------
 

{ccxt-4.3.66 → ccxt-4.3.67}/ccxt/abstract/bingx.py

@@ -85,13 +85,20 @@ class ImplicitAPI:
     cswap_v1_private_get_trade_leverage = cswapV1PrivateGetTradeLeverage = Entry('trade/leverage', ['cswap', 'v1', 'private'], 'GET', {'cost': 2})
     cswap_v1_private_get_trade_forceorders = cswapV1PrivateGetTradeForceOrders = Entry('trade/forceOrders', ['cswap', 'v1', 'private'], 'GET', {'cost': 2})
     cswap_v1_private_get_trade_allfillorders = cswapV1PrivateGetTradeAllFillOrders = Entry('trade/allFillOrders', ['cswap', 'v1', 'private'], 'GET', {'cost': 2})
+    cswap_v1_private_get_trade_openorders = cswapV1PrivateGetTradeOpenOrders = Entry('trade/openOrders', ['cswap', 'v1', 'private'], 'GET', {'cost': 2})
+    cswap_v1_private_get_trade_orderdetail = cswapV1PrivateGetTradeOrderDetail = Entry('trade/orderDetail', ['cswap', 'v1', 'private'], 'GET', {'cost': 2})
+    cswap_v1_private_get_trade_orderhistory = cswapV1PrivateGetTradeOrderHistory = Entry('trade/orderHistory', ['cswap', 'v1', 'private'], 'GET', {'cost': 2})
+    cswap_v1_private_get_trade_margintype = cswapV1PrivateGetTradeMarginType = Entry('trade/marginType', ['cswap', 'v1', 'private'], 'GET', {'cost': 2})
     cswap_v1_private_get_user_commissionrate = cswapV1PrivateGetUserCommissionRate = Entry('user/commissionRate', ['cswap', 'v1', 'private'], 'GET', {'cost': 2})
     cswap_v1_private_get_user_positions = cswapV1PrivateGetUserPositions = Entry('user/positions', ['cswap', 'v1', 'private'], 'GET', {'cost': 2})
     cswap_v1_private_get_user_balance = cswapV1PrivateGetUserBalance = Entry('user/balance', ['cswap', 'v1', 'private'], 'GET', {'cost': 2})
     cswap_v1_private_post_trade_order = cswapV1PrivatePostTradeOrder = Entry('trade/order', ['cswap', 'v1', 'private'], 'POST', {'cost': 2})
     cswap_v1_private_post_trade_leverage = cswapV1PrivatePostTradeLeverage = Entry('trade/leverage', ['cswap', 'v1', 'private'], 'POST', {'cost': 2})
     cswap_v1_private_post_trade_closeallpositions = cswapV1PrivatePostTradeCloseAllPositions = Entry('trade/closeAllPositions', ['cswap', 'v1', 'private'], 'POST', {'cost': 2})
+    cswap_v1_private_post_trade_margintype = cswapV1PrivatePostTradeMarginType = Entry('trade/marginType', ['cswap', 'v1', 'private'], 'POST', {'cost': 2})
+    cswap_v1_private_post_trade_positionmargin = cswapV1PrivatePostTradePositionMargin = Entry('trade/positionMargin', ['cswap', 'v1', 'private'], 'POST', {'cost': 2})
     cswap_v1_private_delete_trade_allopenorders = cswapV1PrivateDeleteTradeAllOpenOrders = Entry('trade/allOpenOrders', ['cswap', 'v1', 'private'], 'DELETE', {'cost': 2})
+    cswap_v1_private_delete_trade_cancelorder = cswapV1PrivateDeleteTradeCancelOrder = Entry('trade/cancelOrder', ['cswap', 'v1', 'private'], 'DELETE', {'cost': 2})
     contract_v1_private_get_allposition = contractV1PrivateGetAllPosition = Entry('allPosition', ['contract', 'v1', 'private'], 'GET', {'cost': 2})
     contract_v1_private_get_allorders = contractV1PrivateGetAllOrders = Entry('allOrders', ['contract', 'v1', 'private'], 'GET', {'cost': 2})
     contract_v1_private_get_balance = contractV1PrivateGetBalance = Entry('balance', ['contract', 'v1', 'private'], 'GET', {'cost': 2})

{ccxt-4.3.66 → ccxt-4.3.67}/ccxt/async_support/__init__.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.3.66'
+__version__ = '4.3.67'
 
 # -----------------------------------------------------------------------------
 

{ccxt-4.3.66 → ccxt-4.3.67}/ccxt/async_support/base/exchange.py

@@ -2,7 +2,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.3.66'
+__version__ = '4.3.67'
 
 # -----------------------------------------------------------------------------
 

{ccxt-4.3.66 → ccxt-4.3.67}/ccxt/async_support/bingx.py

@@ -298,6 +298,10 @@ class bingx(Exchange, ImplicitAPI):
                                 'trade/leverage': 2,
                                 'trade/forceOrders': 2,
                                 'trade/allFillOrders': 2,
+                                'trade/openOrders': 2,
+                                'trade/orderDetail': 2,
+                                'trade/orderHistory': 2,
+                                'trade/marginType': 2,
                                 'user/commissionRate': 2,
                                 'user/positions': 2,
                                 'user/balance': 2,
@@ -306,9 +310,12 @@ class bingx(Exchange, ImplicitAPI):
                                 'trade/order': 2,
                                 'trade/leverage': 2,
                                 'trade/closeAllPositions': 2,
+                                'trade/marginType': 2,
+                                'trade/positionMargin': 2,
                             },
                             'delete': {
                                 'trade/allOpenOrders': 2,
+                                'trade/cancelOrder': 2,
                             },
                         },
                     },
@@ -2835,7 +2842,8 @@ class bingx(Exchange, ImplicitAPI):
         #        "clientOrderID": ""
         #    }
         #
-        # inverse swap cancelAllOrders
+        # inverse swap cancelAllOrders, cancelOrder
+        # inverse swap cancelAllOrders, cancelOrder, fetchOpenOrders
         #
         #     {
         #         "symbol": "SOL-USD",
@@ -2979,13 +2987,14 @@ class bingx(Exchange, ImplicitAPI):
     async def cancel_order(self, id: str, symbol: Str = None, params={}):
         """
         cancels an open order
-        :see: https://bingx-api.github.io/docs/#/spot/trade-api.html#Cancel%20an%20Order
-        :see: https://bingx-api.github.io/docs/#/swapV2/trade-api.html#Cancel%20an%20Order
+        :see: https://bingx-api.github.io/docs/#/en-us/spot/trade-api.html#Cancel%20Order
+        :see: https://bingx-api.github.io/docs/#/en-us/swapV2/trade-api.html#Cancel%20Order
+        :see: https://bingx-api.github.io/docs/#/en-us/cswap/trade-api.html#Cancel%20an%20Order
         :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 str [params.clientOrderId]: a unique id for the order
-        :returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
+        :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         if symbol is None:
             raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol argument')
@@ -3001,11 +3010,17 @@ class bingx(Exchange, ImplicitAPI):
         else:
             request['orderId'] = id
         response = None
-        marketType, query = self.handle_market_type_and_params('cancelOrder', market, params)
-        if marketType == 'spot':
-            response = await self.spotV1PrivatePostTradeCancel(self.extend(request, query))
+        type = None
+        subType = None
+        type, params = self.handle_market_type_and_params('cancelOrder', market, params)
+        subType, params = self.handle_sub_type_and_params('cancelOrder', market, params)
+        if type == 'spot':
+            response = await self.spotV1PrivatePostTradeCancel(self.extend(request, params))
         else:
-            response = await self.swapV2PrivateDeleteTradeOrder(self.extend(request, query))
+            if subType == 'inverse':
+                response = await self.cswapV1PrivateDeleteTradeCancelOrder(self.extend(request, params))
+            else:
+                response = await self.swapV2PrivateDeleteTradeOrder(self.extend(request, params))
         #
         # spot
         #
@@ -3025,7 +3040,59 @@ class bingx(Exchange, ImplicitAPI):
         #       }
         #   }
         #
-        # swap
+        # inverse swap
+        #
+        #     {
+        #         "code": 0,
+        #         "msg": "",
+        #         "data": {
+        #             "order": {
+        #                 "symbol": "SOL-USD",
+        #                 "orderId": "1816002957423951872",
+        #                 "side": "BUY",
+        #                 "positionSide": "Long",
+        #                 "type": "Pending",
+        #                 "quantity": 0,
+        #                 "origQty": "0",
+        #                 "price": "150",
+        #                 "executedQty": "0",
+        #                 "avgPrice": "0",
+        #                 "cumQuote": "0",
+        #                 "stopPrice": "",
+        #                 "profit": "0.0000",
+        #                 "commission": "0.000000",
+        #                 "status": "CANCELLED",
+        #                 "time": 1721803819410,
+        #                 "updateTime": 1721803819427,
+        #                 "clientOrderId": "",
+        #                 "leverage": "",
+        #                 "takeProfit": {
+        #                     "type": "",
+        #                     "quantity": 0,
+        #                     "stopPrice": 0,
+        #                     "price": 0,
+        #                     "workingType": "",
+        #                     "stopGuaranteed": ""
+        #                 },
+        #                 "stopLoss": {
+        #                     "type": "",
+        #                     "quantity": 0,
+        #                     "stopPrice": 0,
+        #                     "price": 0,
+        #                     "workingType": "",
+        #                     "stopGuaranteed": ""
+        #                 },
+        #                 "advanceAttr": 0,
+        #                 "positionID": 0,
+        #                 "takeProfitEntrustPrice": 0,
+        #                 "stopLossEntrustPrice": 0,
+        #                 "orderType": "",
+        #                 "workingType": ""
+        #             }
+        #         }
+        #     }
+        #
+        # linear swap
         #
         #    {
         #        "code": 0,
@@ -3052,9 +3119,9 @@ class bingx(Exchange, ImplicitAPI):
         #        }
         #    }
         #
-        data = self.safe_value(response, 'data')
-        first = self.safe_dict(data, 'order', data)
-        return self.parse_order(first, market)
+        data = self.safe_dict(response, 'data', {})
+        order = self.safe_dict(data, 'order', data)
+        return self.parse_order(order, market)
 
     async def cancel_all_orders(self, symbol: Str = None, params={}):
         """
@@ -3498,9 +3565,10 @@ class bingx(Exchange, ImplicitAPI):
 
     async def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
-        :see: https://bingx-api.github.io/docs/#/spot/trade-api.html#Query%20Open%20Orders
-        :see: https://bingx-api.github.io/docs/#/swapV2/trade-api.html#Query%20all%20current%20pending%20orders
         fetch all unfilled currently open orders
+        :see: https://bingx-api.github.io/docs/#/en-us/spot/trade-api.html#Current%20Open%20Orders
+        :see: https://bingx-api.github.io/docs/#/en-us/swapV2/trade-api.html#Current%20All%20Open%20Orders
+        :see: https://bingx-api.github.io/docs/#/en-us/cswap/trade-api.html#Query%20all%20current%20pending%20orders
         :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
@@ -3513,12 +3581,18 @@ class bingx(Exchange, ImplicitAPI):
         if symbol is not None:
             market = self.market(symbol)
             request['symbol'] = market['id']
+        type = None
+        subType = None
         response = None
-        marketType, query = self.handle_market_type_and_params('fetchOpenOrders', market, params)
-        if marketType == 'spot':
-            response = await self.spotV1PrivateGetTradeOpenOrders(self.extend(request, query))
+        type, params = self.handle_market_type_and_params('fetchOpenOrders', market, params)
+        subType, params = self.handle_sub_type_and_params('fetchOpenOrders', market, params)
+        if type == 'spot':
+            response = await self.spotV1PrivateGetTradeOpenOrders(self.extend(request, params))
         else:
-            response = await self.swapV2PrivateGetTradeOpenOrders(self.extend(request, query))
+            if subType == 'inverse':
+                response = await self.cswapV1PrivateGetTradeOpenOrders(self.extend(request, params))
+            else:
+                response = await self.swapV2PrivateGetTradeOpenOrders(self.extend(request, params))
         #
         #  spot
         #
@@ -3545,7 +3619,61 @@ class bingx(Exchange, ImplicitAPI):
         #        }
         #    }
         #
-        # swap
+        # inverse swap
+        #
+        #     {
+        #         "code": 0,
+        #         "msg": "",
+        #         "data": {
+        #             "orders": [
+        #                 {
+        #                     "symbol": "SOL-USD",
+        #                     "orderId": "1816013900044320768",
+        #                     "side": "BUY",
+        #                     "positionSide": "Long",
+        #                     "type": "LIMIT",
+        #                     "quantity": 1,
+        #                     "origQty": "",
+        #                     "price": "150",
+        #                     "executedQty": "0",
+        #                     "avgPrice": "0.000",
+        #                     "cumQuote": "",
+        #                     "stopPrice": "",
+        #                     "profit": "0.0000",
+        #                     "commission": "0.0000",
+        #                     "status": "Pending",
+        #                     "time": 1721806428334,
+        #                     "updateTime": 1721806428352,
+        #                     "clientOrderId": "",
+        #                     "leverage": "",
+        #                     "takeProfit": {
+        #                         "type": "TAKE_PROFIT",
+        #                         "quantity": 0,
+        #                         "stopPrice": 0,
+        #                         "price": 0,
+        #                         "workingType": "MARK_PRICE",
+        #                         "stopGuaranteed": ""
+        #                     },
+        #                     "stopLoss": {
+        #                         "type": "STOP",
+        #                         "quantity": 0,
+        #                         "stopPrice": 0,
+        #                         "price": 0,
+        #                         "workingType": "MARK_PRICE",
+        #                         "stopGuaranteed": ""
+        #                     },
+        #                     "advanceAttr": 0,
+        #                     "positionID": 0,
+        #                     "takeProfitEntrustPrice": 0,
+        #                     "stopLossEntrustPrice": 0,
+        #                     "orderType": "",
+        #                     "workingType": "MARK_PRICE"
+        #                 }
+        #             ]
+        #         }
+        #     }
+        #
+        # linear swap
         #
         #    {
         #        "code": 0,

{ccxt-4.3.66 → ccxt-4.3.67}/ccxt/async_support/bithumb.py

@@ -5,6 +5,7 @@
 
 from ccxt.async_support.base.exchange import Exchange
 from ccxt.abstract.bithumb import ImplicitAPI
+import asyncio
 import hashlib
 from ccxt.base.types import Balances, Currency, Int, Market, MarketInterface, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction
 from typing import List
@@ -212,17 +213,56 @@ class bithumb(Exchange, ImplicitAPI):
         :returns dict[]: an array of objects representing market data
         """
         result = []
-        quoteCurrencies = self.safe_value(self.options, 'quoteCurrencies', {})
+        quoteCurrencies = self.safe_dict(self.options, 'quoteCurrencies', {})
         quotes = list(quoteCurrencies.keys())
+        promises = []
+        for i in range(0, len(quotes)):
+            request = {
+                'quoteId': quotes[i],
+            }
+            promises.append(self.publicGetTickerALLQuoteId(self.extend(request, params)))
+            #
+            #    {
+            #        "status": "0000",
+            #        "data": {
+            #            "ETH": {
+            #                "opening_price": "0.05153399",
+            #                "closing_price": "0.05145144",
+            #                "min_price": "0.05145144",
+            #                "max_price": "0.05160781",
+            #                "units_traded": "6.541124172077830855",
+            #                "acc_trade_value": "0.33705472498492329997697755",
+            #                "prev_closing_price": "0.0515943",
+            #                "units_traded_24H": "43.368879902677400513",
+            #                "acc_trade_value_24H": "2.24165339555398079994373342",
+            #                "fluctate_24H": "-0.00018203",
+            #                "fluctate_rate_24H": "-0.35"
+            #            },
+            #            "XRP": {
+            #                "opening_price": "0.00000918",
+            #                "closing_price": "0.0000092",
+            #                "min_price": "0.00000918",
+            #                "max_price": "0.0000092",
+            #                "units_traded": "6516.949363",
+            #                "acc_trade_value": "0.0598792533602796",
+            #                "prev_closing_price": "0.00000916",
+            #                "units_traded_24H": "229161.50354738",
+            #                "acc_trade_value_24H": "2.0446589371637117",
+            #                "fluctate_24H": "0.00000049",
+            #                "fluctate_rate_24H": "5.63"
+            #            },
+            #            ...
+            #            "date": "1721675913145"
+            #        }
+            #    }
+            #
+        results = await asyncio.gather(*promises)
         for i in range(0, len(quotes)):
             quote = quotes[i]
             quoteId = quote
-            extension = self.safe_value(quoteCurrencies, quote, {})
-            request: dict = {
-                'quoteId': quoteId,
-            }
-            response = await self.publicGetTickerALLQuoteId(self.extend(request, params))
-            data = self.safe_value(response, 'data')
+            response = results[i]
+            data = self.safe_dict(response, 'data')
+            extension = self.safe_dict(quoteCurrencies, quote, {})
             currencyIds = list(data.keys())
             for j in range(0, len(currencyIds)):
                 currencyId = currencyIds[j]
@@ -286,7 +326,7 @@ class bithumb(Exchange, ImplicitAPI):
 
     def parse_balance(self, response) -> Balances:
         result: dict = {'info': response}
-        balances = self.safe_value(response, 'data')
+        balances = self.safe_dict(response, 'data')
         codes = list(self.currencies.keys())
         for i in range(0, len(codes)):
             code = codes[i]
@@ -351,7 +391,7 @@ class bithumb(Exchange, ImplicitAPI):
         #         }
         #     }
         #
-        data = self.safe_value(response, 'data', {})
+        data = self.safe_dict(response, 'data', {})
         timestamp = self.safe_integer(data, 'timestamp')
         return self.parse_order_book(data, symbol, timestamp, 'bids', 'asks', 'price', 'quantity')
 
@@ -413,15 +453,18 @@ class bithumb(Exchange, ImplicitAPI):
         """
         await self.load_markets()
         result: dict = {}
-        quoteCurrencies = self.safe_value(self.options, 'quoteCurrencies', {})
+        quoteCurrencies = self.safe_dict(self.options, 'quoteCurrencies', {})
         quotes = list(quoteCurrencies.keys())
+        promises = []
         for i in range(0, len(quotes)):
-            quote = quotes[i]
-            quoteId = quote
             request: dict = {
-                'quoteId': quoteId,
+                'quoteId': quotes[i],
             }
-            response = await self.publicGetTickerALLQuoteId(self.extend(request, params))
+            promises.append(self.publicGetTickerALLQuoteId(self.extend(request, params)))
+        responses = await asyncio.gather(*promises)
+        for i in range(0, len(quotes)):
+            quote = quotes[i]
+            response = responses[i]
             #
             #     {
             #         "status":"0000",
@@ -443,7 +486,7 @@ class bithumb(Exchange, ImplicitAPI):
             #         }
             #     }
             #
-            data = self.safe_value(response, 'data', {})
+            data = self.safe_dict(response, 'data', {})
             timestamp = self.safe_integer(data, 'date')
             tickers = self.omit(data, 'date')
             currencyIds = list(tickers.keys())
@@ -805,7 +848,7 @@ class bithumb(Exchange, ImplicitAPI):
         #     }
         #
         timestamp = self.safe_integer_product(order, 'order_date', 0.001)
-        sideProperty = self.safe_value_2(order, 'type', 'side')
+        sideProperty = self.safe_string_2(order, 'type', 'side')
         side = 'buy' if (sideProperty == 'bid') else 'sell'
         status = self.parse_order_status(self.safe_string(order, 'order_status'))
         price = self.safe_string_2(order, 'order_price', 'price')
@@ -830,7 +873,7 @@ class bithumb(Exchange, ImplicitAPI):
             market = self.safe_market(None, market)
             symbol = market['symbol']
         id = self.safe_string(order, 'order_id')
-        rawTrades = self.safe_value(order, 'contract', [])
+        rawTrades = self.safe_list(order, 'contract', [])
         return self.safe_order({
             'info': order,
             'id': id,

{ccxt-4.3.66 → ccxt-4.3.67}/ccxt/async_support/whitebit.py

@@ -2404,7 +2404,7 @@ class whitebit(Exchange, ImplicitAPI):
         records = self.safe_list(response, 'records')
         return self.parse_transactions(records, currency, since, limit)
 
-    def is_fiat(self, currency: str):
+    def is_fiat(self, currency: str) -> bool:
         fiatCurrencies = self.safe_value(self.options, 'fiatCurrencies', [])
         return self.in_array(currency, fiatCurrencies)
 

{ccxt-4.3.66 → ccxt-4.3.67}/ccxt/async_support/zonda.py

@@ -1467,7 +1467,7 @@ class zonda(Exchange, ImplicitAPI):
         # {status: "Ok", errors: []}
         return self.parse_order(response)
 
-    def is_fiat(self, currency: str):
+    def is_fiat(self, currency: str) -> bool:
         fiatCurrencies: dict = {
             'USD': True,
             'EUR': True,

{ccxt-4.3.66 → ccxt-4.3.67}/ccxt/base/exchange.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.3.66'
+__version__ = '4.3.67'
 
 # -----------------------------------------------------------------------------
 
@@ -2225,7 +2225,7 @@ class Exchange(object):
     def parse_transfer(self, transfer: dict, currency: Currency = None):
         raise NotSupported(self.id + ' parseTransfer() is not supported yet')
 
-    def parse_account(self, account):
+    def parse_account(self, account: dict):
         raise NotSupported(self.id + ' parseAccount() is not supported yet')
 
     def parse_ledger_entry(self, item: dict, currency: Currency = None):
@@ -2462,7 +2462,7 @@ class Exchange(object):
             },
         }, currency)
 
-    def safe_market_structure(self, market=None):
+    def safe_market_structure(self, market: dict = None):
         cleanStructure = {
             'id': None,
             'lowercaseId': None,
@@ -2622,7 +2622,7 @@ class Exchange(object):
         superWithRestDescribe = self.deep_extend(extendedRestDescribe, wsBaseDescribe)
         return superWithRestDescribe
 
-    def safe_balance(self, balance: object):
+    def safe_balance(self, balance: dict):
         balances = self.omit(balance, ['info', 'timestamp', 'datetime', 'free', 'used', 'total'])
         codes = list(balances.keys())
         balance['free'] = {}
@@ -2656,7 +2656,7 @@ class Exchange(object):
             balance['debt'] = debtBalance
         return balance
 
-    def safe_order(self, order: object, market: Market = None):
+    def safe_order(self, order: dict, market: Market = None):
         # parses numbers
         # * it is important pass the trades rawTrades
         amount = self.omit_zero(self.safe_string(order, 'amount'))
@@ -2961,7 +2961,7 @@ class Exchange(object):
             'cost': self.parse_number(cost),
         }
 
-    def safe_liquidation(self, liquidation: object, market: Market = None):
+    def safe_liquidation(self, liquidation: dict, market: Market = None):
         contracts = self.safe_string(liquidation, 'contracts')
         contractSize = self.safe_string(market, 'contractSize')
         price = self.safe_string(liquidation, 'price')
@@ -2978,7 +2978,7 @@ class Exchange(object):
         liquidation['quoteValue'] = self.parse_number(quoteValue)
         return liquidation
 
-    def safe_trade(self, trade: object, market: Market = None):
+    def safe_trade(self, trade: dict, market: Market = None):
         amount = self.safe_string(trade, 'amount')
         price = self.safe_string(trade, 'price')
         cost = self.safe_string(trade, 'cost')
@@ -3120,7 +3120,7 @@ class Exchange(object):
             result = self.array_concat(result, reducedFeeValues)
         return result
 
-    def safe_ticker(self, ticker: object, market: Market = None):
+    def safe_ticker(self, ticker: dict, market: Market = None):
         open = self.omit_zero(self.safe_string(ticker, 'open'))
         close = self.omit_zero(self.safe_string(ticker, 'close'))
         last = self.omit_zero(self.safe_string(ticker, 'last'))
@@ -3553,7 +3553,7 @@ class Exchange(object):
                 self.options['limitsLoaded'] = self.milliseconds()
         return self.markets
 
-    def safe_position(self, position):
+    def safe_position(self, position: dict):
         # simplified version of: /pull/12765/
         unrealizedPnlString = self.safe_string(position, 'unrealisedPnl')
         initialMarginString = self.safe_string(position, 'initialMargin')
@@ -5721,7 +5721,7 @@ class Exchange(object):
             params = self.omit(params, ['until', 'till'])
         return [request, params]
 
-    def safe_open_interest(self, interest, market: Market = None):
+    def safe_open_interest(self, interest: dict, market: Market = None):
         symbol = self.safe_string(interest, 'symbol')
         if symbol is None:
             symbol = self.safe_string(market, 'symbol')