ccxt 4.4.75__py2.py3-none-any.whl → 4.4.78__py2.py3-none-any.whl

ccxt/bitfinex.py

@@ -6,7 +6,7 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.bitfinex import ImplicitAPI
 import hashlib
-from ccxt.base.types import Any, Balances, Currencies, Currency, DepositAddress, Int, LedgerEntry, MarginModification, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, TradingFees, Transaction, TransferEntry
+from ccxt.base.types import Any, Balances, Currencies, Currency, DepositAddress, Int, LedgerEntry, MarginModification, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, TradingFees, Transaction, TransferEntry
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import AuthenticationError
@@ -2675,7 +2675,7 @@ class bitfinex(Exchange, ImplicitAPI):
             self.throw_broadly_matched_exception(self.exceptions['broad'], text, text)
         return self.parse_transaction(response, currency)
 
-    def fetch_positions(self, symbols: Strings = None, params={}):
+    def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]:
         """
         fetch all open positions
 

ccxt/bitflyer.py

@@ -6,7 +6,7 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.bitflyer import ImplicitAPI
 import hashlib
-from ccxt.base.types import Any, Balances, Currency, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, FundingRate, Trade, TradingFeeInterface, Transaction, MarketInterface
+from ccxt.base.types import Any, Balances, Currency, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, FundingRate, Trade, TradingFeeInterface, Transaction, MarketInterface
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import ArgumentsRequired
@@ -842,7 +842,7 @@ class bitflyer(Exchange, ImplicitAPI):
         #
         return self.parse_trades(response, market, since, limit)
 
-    def fetch_positions(self, symbols: Strings = None, params={}):
+    def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]:
         """
         fetch all open positions
 

ccxt/bitget.py

@@ -1392,28 +1392,44 @@ class bitget(Exchange, ImplicitAPI):
                     'fillResponseFromRequest': True,
                 },
                 'fetchOHLCV': {
-                    'spot': {
-                        'method': 'publicSpotGetV2SpotMarketCandles',  # publicSpotGetV2SpotMarketCandles or publicSpotGetV2SpotMarketHistoryCandles
-                    },
-                    'swap': {
-                        'method': 'publicMixGetV2MixMarketCandles',  # publicMixGetV2MixMarketCandles or publicMixGetV2MixMarketHistoryCandles or publicMixGetV2MixMarketHistoryIndexCandles or publicMixGetV2MixMarketHistoryMarkCandles
-                    },
-                    'maxDaysPerTimeframe': {
+                    #  ### Timeframe settings  ###
+                    # after testing, the below values are real ones, because the values provided by API DOCS are wrong
+                    # so, start timestamp should be within these thresholds to be able to call "recent" candles endpoint
+                    'maxRecentDaysPerTimeframe': {
                         '1m': 30,
                         '3m': 30,
                         '5m': 30,
-                        '10m': 30,
-                        '15m': 52,
-                        '30m': 62,
-                        '1h': 83,
-                        '2h': 120,
+                        '15m': 30,
+                        '30m': 30,
+                        '1h': 60,
                         '4h': 240,
                         '6h': 360,
-                        '12h': 360,
-                        '1d': 300,
-                        '3d': 300,
-                        '1w': 300,
-                        '1M': 300,
+                        '12h': 720,
+                        '1d': 1440,
+                        '3d': 1440 * 3,
+                        '1w': 1440 * 7,
+                        '1M': 1440 * 30,
+                    },
+                    'spot': {
+                        'maxLimitPerTimeframe': {
+                            '1d': 300,
+                            '3d': 100,
+                            '1w': 100,
+                            '1M': 100,
+                        },
+                        'method': 'publicSpotGetV2SpotMarketCandles',  # publicSpotGetV2SpotMarketCandles or publicSpotGetV2SpotMarketHistoryCandles
+                    },
+                    'swap': {
+                        'maxLimitPerTimeframe': {
+                            '4h': 540,
+                            '6h': 360,
+                            '12h': 180,
+                            '1d': 90,
+                            '3d': 30,
+                            '1w': 13,
+                            '1M': 4,
+                        },
+                        'method': 'publicMixGetV2MixMarketCandles',  # publicMixGetV2MixMarketCandles or publicMixGetV2MixMarketHistoryCandles or publicMixGetV2MixMarketHistoryIndexCandles or publicMixGetV2MixMarketHistoryMarkCandles
                     },
                 },
                 'fetchTrades': {
@@ -1424,6 +1440,9 @@ class bitget(Exchange, ImplicitAPI):
                         'method': 'publicMixGetV2MixMarketFillsHistory',  # or publicMixGetV2MixMarketFills
                     },
                 },
+                'fetchFundingRate': {
+                    'method': 'publicMixGetV2MixMarketCurrentFundRate',  # or publicMixGetV2MixMarketFundingTime
+                },
                 'accountsByType': {
                     'spot': 'spot',
                     'cross': 'crossed_margin',
@@ -1621,7 +1640,7 @@ class bitget(Exchange, ImplicitAPI):
                         'symbolRequired': False,
                     },
                     'fetchOHLCV': {
-                        'limit': 1000,  # variable timespans for recent endpoint, 200 for historical
+                        'limit': 200,  # variable timespans for recent endpoint, 200 for historical
                     },
                 },
                 'forPerps': {
@@ -1696,11 +1715,12 @@ class bitget(Exchange, ImplicitAPI):
         defaultProductType = None
         if (subType is not None) and (market is None):
             # set default only if subType is defined and market is not defined, since there is also USDC productTypes which are also linear
-            sandboxMode = self.safe_bool(self.options, 'sandboxMode', False)
-            if sandboxMode:
-                defaultProductType = 'SUSDT-FUTURES' if (subType == 'linear') else 'SCOIN-FUTURES'
-            else:
-                defaultProductType = 'USDT-FUTURES' if (subType == 'linear') else 'COIN-FUTURES'
+            # sandboxMode = self.safe_bool(self.options, 'sandboxMode', False)
+            # if sandboxMode:
+            #     defaultProductType = 'SUSDT-FUTURES' if (subType == 'linear') else 'SCOIN-FUTURES'
+            # else:
+            defaultProductType = 'USDT-FUTURES' if (subType == 'linear') else 'COIN-FUTURES'
+            # }
         productType = self.safe_string(params, 'productType', defaultProductType)
         if (productType is None) and (market is not None):
             settle = market['settle']
@@ -3218,7 +3238,7 @@ class bitget(Exchange, ImplicitAPI):
             else:
                 request['businessType'] = 'spot'
         else:
-            request['businessType'] = 'contract'
+            request['businessType'] = 'mix'
         response = self.privateCommonGetV2CommonTradeRate(self.extend(request, params))
         #
         #     {
@@ -3415,29 +3435,31 @@ class bitget(Exchange, ImplicitAPI):
         market = self.market(symbol)
         marketType = 'spot' if market['spot'] else 'swap'
         timeframes = self.options['timeframes'][marketType]
-        msInDay = 86400000
-        duration = self.parse_timeframe(timeframe) * 1000
         request: dict = {
             'symbol': market['id'],
             'granularity': self.safe_string(timeframes, timeframe, timeframe),
         }
+        msInDay = 86400000
+        now = self.milliseconds()
+        duration = self.parse_timeframe(timeframe) * 1000
         until = self.safe_integer(params, 'until')
         limitDefined = limit is not None
         sinceDefined = since is not None
         untilDefined = until is not None
         params = self.omit(params, ['until'])
-        response = None
-        now = self.milliseconds()
         # retrievable periods listed here:
         # - https://www.bitget.com/api-doc/spot/market/Get-Candle-Data#request-parameters
         # - https://www.bitget.com/api-doc/contract/market/Get-Candle-Data#description
-        ohlcOptions = self.safe_dict(self.options, 'fetchOHLCV', {})
-        retrievableDaysMap = self.safe_dict(ohlcOptions, 'maxDaysPerTimeframe', {})
-        maxRetrievableDaysForRecent = self.safe_integer(retrievableDaysMap, timeframe, 30)  # default to safe minimum
-        endpointTsBoundary = now - (maxRetrievableDaysForRecent - 1) * msInDay
+        key = 'spot' if market['spot'] else 'swap'
+        ohlcOptions = self.safe_dict(self.options['fetchOHLCV'], key, {})
+        maxLimitPerTimeframe = self.safe_dict(ohlcOptions, 'maxLimitPerTimeframe', {})
+        maxLimitForThisTimeframe = self.safe_integer(maxLimitPerTimeframe, timeframe, limit)
+        recentEndpointDaysMap = self.safe_dict(self.options['fetchOHLCV'], 'maxRecentDaysPerTimeframe', {})
+        recentEndpointAvailableDays = self.safe_integer(recentEndpointDaysMap, timeframe)
+        recentEndpointBoundaryTs = now - (recentEndpointAvailableDays - 1) * msInDay
         if limitDefined:
             limit = min(limit, maxLimitForRecentEndpoint)
-            request['limit'] = limit
+            limit = min(limit, maxLimitForThisTimeframe)
         else:
             limit = defaultLimit
         limitMultipliedDuration = limit * duration
@@ -3457,26 +3479,33 @@ class bitget(Exchange, ImplicitAPI):
             if not sinceDefined:
                 calculatedStartTime = calculatedEndTime - limitMultipliedDuration
                 # we do not need to set "startTime" here
-        historicalEndpointNeeded = (calculatedStartTime is not None) and (calculatedStartTime <= endpointTsBoundary)
-        if historicalEndpointNeeded:
+        # if historical endpoint is needed, we should re-set the variables
+        historicalEndpointNeeded = False
+        if (calculatedStartTime is not None and calculatedStartTime <= recentEndpointBoundaryTs) or useHistoryEndpoint:
+            historicalEndpointNeeded = True
             # only for "historical-candles" - ensure we use correct max limit
-            if limitDefined:
-                request['limit'] = min(limit, maxLimitForHistoryEndpoint)
+            limit = min(limit, maxLimitForHistoryEndpoint)
+            limitMultipliedDuration = limit * duration
+            calculatedStartTime = calculatedEndTime - limitMultipliedDuration
+            request['startTime'] = calculatedStartTime
+            # for contract, maximum 90 days allowed between start-end times
+            if not market['spot']:
+                maxDistanceDaysForContracts = 90
+                # only correct if request is larger
+                if calculatedEndTime - calculatedStartTime > maxDistanceDaysForContracts * msInDay:
+                    calculatedEndTime = self.sum(calculatedStartTime, maxDistanceDaysForContracts * msInDay)
+                    request['endTime'] = calculatedEndTime
+        # we need to set limit to safely cover the period
+        request['limit'] = limit
         # make request
+        response = None
         if market['spot']:
             # checks if we need history endpoint
-            if historicalEndpointNeeded or useHistoryEndpoint:
+            if historicalEndpointNeeded:
                 response = self.publicSpotGetV2SpotMarketHistoryCandles(self.extend(request, params))
             else:
                 response = self.publicSpotGetV2SpotMarketCandles(self.extend(request, params))
         else:
-            maxDistanceDaysForContracts = 90  # for contract, maximum 90 days allowed between start-end times
-            # only correct the request to fix 90 days if until was auto-calculated
-            if sinceDefined:
-                if not untilDefined:
-                    request['endTime'] = min(calculatedEndTime, self.sum(since, maxDistanceDaysForContracts * msInDay))
-                elif calculatedEndTime - calculatedStartTime > maxDistanceDaysForContracts * msInDay:
-                    raise BadRequest(self.id + ' fetchOHLCV() between start and end must be less than ' + str(maxDistanceDaysForContracts) + ' days')
             priceType = None
             priceType, params = self.handle_param_string(params, 'price')
             productType = None
@@ -3489,7 +3518,7 @@ class bitget(Exchange, ImplicitAPI):
             elif priceType == 'index':
                 response = self.publicMixGetV2MixMarketHistoryIndexCandles(extended)
             else:
-                if historicalEndpointNeeded or useHistoryEndpoint:
+                if historicalEndpointNeeded:
                     response = self.publicMixGetV2MixMarketHistoryCandles(extended)
                 else:
                     response = self.publicMixGetV2MixMarketCandles(extended)
@@ -6443,9 +6472,11 @@ class bitget(Exchange, ImplicitAPI):
         fetch the current funding rate
 
         https://www.bitget.com/api-doc/contract/market/Get-Current-Funding-Rate
+        https://www.bitget.com/api-doc/contract/market/Get-Symbol-Next-Funding-Time
 
         :param str symbol: unified market symbol
         :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.method]: either(default) 'publicMixGetV2MixMarketCurrentFundRate' or 'publicMixGetV2MixMarketFundingTime'
         :returns dict: a `funding rate structure <https://docs.ccxt.com/#/?id=funding-rate-structure>`
         """
         self.load_markets()
@@ -6458,21 +6489,45 @@ class bitget(Exchange, ImplicitAPI):
             'symbol': market['id'],
             'productType': productType,
         }
-        response = self.publicMixGetV2MixMarketCurrentFundRate(self.extend(request, params))
-        #
-        #     {
-        #         "code": "00000",
-        #         "msg": "success",
-        #         "requestTime": 1700811542124,
-        #         "data": [
-        #             {
-        #                 "symbol": "BTCUSDT",
-        #                 "fundingRate": "0.000106"
-        #             }
-        #         ]
-        #     }
-        #
-        data = self.safe_value(response, 'data', [])
+        method = None
+        method, params = self.handle_option_and_params(params, 'fetchFundingRate', 'method', 'publicMixGetV2MixMarketCurrentFundRate')
+        response = None
+        if method == 'publicMixGetV2MixMarketCurrentFundRate':
+            response = self.publicMixGetV2MixMarketCurrentFundRate(self.extend(request, params))
+            #
+            #     {
+            #         "code": "00000",
+            #         "msg": "success",
+            #         "requestTime": 1745500709429,
+            #         "data": [
+            #             {
+            #                 "symbol": "BTCUSDT",
+            #                 "fundingRate": "-0.000013",
+            #                 "fundingRateInterval": "8",
+            #                 "nextUpdate": "1745510400000",
+            #                 "minFundingRate": "-0.003",
+            #                 "maxFundingRate": "0.003"
+            #             }
+            #         ]
+            #     }
+            #
+        elif method == 'publicMixGetV2MixMarketFundingTime':
+            response = self.publicMixGetV2MixMarketFundingTime(self.extend(request, params))
+            #
+            #     {
+            #         "code": "00000",
+            #         "msg": "success",
+            #         "requestTime": 1745402092428,
+            #         "data": [
+            #             {
+            #                 "symbol": "BTCUSDT",
+            #                 "nextFundingTime": "1745424000000",
+            #                 "ratePeriod": "8"
+            #             }
+            #         ]
+            #     }
+            #
+        data = self.safe_list(response, 'data', [])
         return self.parse_funding_rate(data[0], market)
 
     def fetch_funding_rates(self, symbols: Strings = None, params={}) -> FundingRates:
@@ -6535,11 +6590,23 @@ class bitget(Exchange, ImplicitAPI):
 
     def parse_funding_rate(self, contract, market: Market = None) -> FundingRate:
         #
-        # fetchFundingRate
+        # fetchFundingRate: publicMixGetV2MixMarketCurrentFundRate
         #
         #     {
         #         "symbol": "BTCUSDT",
-        #         "fundingRate": "-0.000182"
+        #         "fundingRate": "-0.000013",
+        #         "fundingRateInterval": "8",
+        #         "nextUpdate": "1745510400000",
+        #         "minFundingRate": "-0.003",
+        #         "maxFundingRate": "0.003"
+        #     }
+        #
+        # fetchFundingRate: publicMixGetV2MixMarketFundingTime
+        #
+        #     {
+        #         "symbol": "BTCUSDT",
+        #         "nextFundingTime": "1745424000000",
+        #         "ratePeriod": "8"
         #     }
         #
         # fetchFundingInterval
@@ -6549,7 +6616,9 @@ class bitget(Exchange, ImplicitAPI):
         #         "nextFundingTime": "1727942400000",
         #         "ratePeriod": "8"
         #     }
+        #
         # fetchFundingRates
+        #
         #     {
         #         "symbol": "BTCUSD",
         #         "lastPr": "29904.5",
@@ -6575,10 +6644,11 @@ class bitget(Exchange, ImplicitAPI):
         #         "open24h": "0",
         #         "markPrice": "12345"
         #     }
+        #
         marketId = self.safe_string(contract, 'symbol')
         symbol = self.safe_symbol(marketId, market, None, 'swap')
-        fundingTimestamp = self.safe_integer(contract, 'nextFundingTime')
-        interval = self.safe_string(contract, 'ratePeriod')
+        fundingTimestamp = self.safe_integer_2(contract, 'nextFundingTime', 'nextUpdate')
+        interval = self.safe_string_2(contract, 'ratePeriod', 'fundingRateInterval')
         timestamp = self.safe_integer(contract, 'ts')
         markPrice = self.safe_number(contract, 'markPrice')
         indexPrice = self.safe_number(contract, 'indexPrice')

ccxt/bitmart.py

@@ -6,7 +6,7 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.bitmart import ImplicitAPI
 import hashlib
-from ccxt.base.types import Any, Balances, BorrowInterest, Currencies, Currency, DepositAddress, FundingHistory, Int, IsolatedBorrowRate, IsolatedBorrowRates, LedgerEntry, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, FundingRate, Trade, TradingFeeInterface, Transaction, MarketInterface, TransferEntry
+from ccxt.base.types import Any, Balances, BorrowInterest, Currencies, Currency, DepositAddress, FundingHistory, Int, IsolatedBorrowRate, IsolatedBorrowRates, LedgerEntry, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, Trade, TradingFeeInterface, Transaction, MarketInterface, TransferEntry
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import AuthenticationError
@@ -4654,7 +4654,7 @@ class bitmart(Exchange, ImplicitAPI):
         first = self.safe_dict(data, 0, {})
         return self.parse_position(first, market)
 
-    def fetch_positions(self, symbols: Strings = None, params={}):
+    def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]:
         """
         fetch all open contract positions
 

ccxt/bitmex.py

@@ -6,7 +6,7 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.bitmex import ImplicitAPI
 import hashlib
-from ccxt.base.types import Any, Balances, Currencies, Currency, DepositAddress, Int, LedgerEntry, Leverage, Leverages, Market, MarketType, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, Transaction
+from ccxt.base.types import Any, Balances, Currencies, Currency, DepositAddress, Int, LedgerEntry, Leverage, Leverages, Market, MarketType, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, Transaction
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import AuthenticationError
@@ -729,7 +729,7 @@ class bitmex(Exchange, ImplicitAPI):
         isQuanto = self.safe_value(market, 'isQuanto')  # self is True when BASE and SETTLE are different, i.e. AXS/XXX:BTC
         linear = (not isInverse and not isQuanto) if contract else None
         status = self.safe_string(market, 'state')
-        active = status != 'Unlisted'
+        active = status == 'Open'  # Open, Settled, Unlisted
         expiry = None
         expiryDatetime = None
         symbol = None
@@ -743,9 +743,9 @@ class bitmex(Exchange, ImplicitAPI):
             else:
                 multiplierString = Precise.string_abs(self.safe_string(market, 'multiplier'))
                 contractSize = self.parse_number(multiplierString)
-            if future:
-                expiryDatetime = self.safe_string(market, 'expiry')
-                expiry = self.parse8601(expiryDatetime)
+            expiryDatetime = self.safe_string(market, 'expiry')
+            expiry = self.parse8601(expiryDatetime)
+            if expiry is not None:
                 symbol = symbol + '-' + self.yymmdd(expiry)
         else:
             # for index/exotic markets, default to id
@@ -2182,7 +2182,7 @@ class bitmex(Exchange, ImplicitAPI):
             'shortLeverage': self.safe_integer(leverage, 'leverage'),
         }
 
-    def fetch_positions(self, symbols: Strings = None, params={}):
+    def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]:
         """
         fetch all open positions
 

ccxt/bitrue.py

@@ -50,20 +50,32 @@ class bitrue(Exchange, ImplicitAPI):
                 'swap': True,
                 'future': False,
                 'option': False,
+                'addMargin': False,
+                'borrowCrossMargin': False,
+                'borrowIsolatedMargin': False,
+                'borrowMargin': False,
                 'cancelAllOrders': True,
                 'cancelOrder': True,
+                'closeAllPositions': False,
+                'closePosition': False,
                 'createMarketBuyOrderWithCost': True,
                 'createMarketOrderWithCost': False,
                 'createMarketSellOrderWithCost': False,
                 'createOrder': True,
+                'createOrderWithTakeProfitAndStopLoss': False,
+                'createOrderWithTakeProfitAndStopLossWs': False,
                 'createReduceOnlyOrder': True,
                 'createStopLimitOrder': True,
                 'createStopMarketOrder': True,
                 'createStopOrder': True,
                 'fetchBalance': True,
                 'fetchBidsAsks': True,
+                'fetchBorrowInterest': False,
+                'fetchBorrowRate': False,
                 'fetchBorrowRateHistories': False,
                 'fetchBorrowRateHistory': False,
+                'fetchBorrowRates': False,
+                'fetchBorrowRatesPerSymbol': False,
                 'fetchClosedOrders': True,
                 'fetchCrossBorrowRate': False,
                 'fetchCrossBorrowRates': False,
@@ -74,20 +86,50 @@ class bitrue(Exchange, ImplicitAPI):
                 'fetchDepositWithdrawFee': 'emulated',
                 'fetchDepositWithdrawFees': True,
                 'fetchFundingHistory': False,
+                'fetchFundingInterval': False,
+                'fetchFundingIntervals': False,
                 'fetchFundingRate': False,
                 'fetchFundingRateHistory': False,
                 'fetchFundingRates': False,
+                'fetchGreeks': False,
+                'fetchIndexOHLCV': False,
                 'fetchIsolatedBorrowRate': False,
                 'fetchIsolatedBorrowRates': False,
+                'fetchIsolatedPositions': False,
+                'fetchLeverage': False,
+                'fetchLeverages': False,
+                'fetchLeverageTiers': False,
+                'fetchLiquidations': False,
+                'fetchLongShortRatio': False,
+                'fetchLongShortRatioHistory': False,
+                'fetchMarginAdjustmentHistory': False,
                 'fetchMarginMode': False,
+                'fetchMarginModes': False,
+                'fetchMarketLeverageTiers': False,
                 'fetchMarkets': True,
+                'fetchMarkOHLCV': False,
+                'fetchMarkPrices': False,
+                'fetchMyLiquidations': False,
+                'fetchMySettlementHistory': False,
                 'fetchMyTrades': True,
                 'fetchOHLCV': True,
+                'fetchOpenInterest': False,
+                'fetchOpenInterestHistory': False,
+                'fetchOpenInterests': False,
                 'fetchOpenOrders': True,
+                'fetchOption': False,
+                'fetchOptionChain': False,
                 'fetchOrder': True,
                 'fetchOrderBook': True,
                 'fetchOrders': False,
+                'fetchPosition': False,
+                'fetchPositionHistory': False,
                 'fetchPositionMode': False,
+                'fetchPositions': False,
+                'fetchPositionsHistory': False,
+                'fetchPositionsRisk': False,
+                'fetchPremiumIndexOHLCV': False,
+                'fetchSettlementHistory': False,
                 'fetchStatus': True,
                 'fetchTicker': True,
                 'fetchTickers': True,
@@ -98,9 +140,15 @@ class bitrue(Exchange, ImplicitAPI):
                 'fetchTransactionFees': False,
                 'fetchTransactions': False,
                 'fetchTransfers': True,
+                'fetchVolatilityHistory': False,
                 'fetchWithdrawals': True,
+                'reduceMargin': False,
+                'repayCrossMargin': False,
+                'repayIsolatedMargin': False,
                 'setLeverage': True,
                 'setMargin': True,
+                'setMarginMode': False,
+                'setPositionMode': False,
                 'transfer': True,
                 'withdraw': True,
             },

ccxt/cex.py

@@ -554,7 +554,7 @@ class cex(Exchange, ImplicitAPI):
             'askVolume': None,
             'vwap': None,
             'open': None,
-            'close': self.safe_string(ticker, 'lastTradePrice'),
+            'close': self.safe_string(ticker, 'last'),  # last indicative price per api docs(difference also seen here: https://github.com/ccxt/ccxt/actions/runs/14593899575/job/40935513901?pr=25767#step:11:456 )
             'previousClose': None,
             'change': self.safe_number(ticker, 'priceChange'),
             'percentage': self.safe_number(ticker, 'priceChangePercentage'),

ccxt/coinbase.py

@@ -6,7 +6,7 @@
 from ccxt.base.exchange import Exchange
 from ccxt.abstract.coinbase import ImplicitAPI
 import hashlib
-from ccxt.base.types import Account, Any, Balances, Conversion, Currencies, Currency, DepositAddress, Int, LedgerEntry, Market, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, TradingFees, Transaction, MarketInterface
+from ccxt.base.types import Account, Any, Balances, Conversion, Currencies, Currency, DepositAddress, Int, LedgerEntry, Market, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade, TradingFees, Transaction, MarketInterface
 from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import AuthenticationError
@@ -386,6 +386,7 @@ class coinbase(Exchange, ImplicitAPI):
                 'fetchBalance': 'v2PrivateGetAccounts',  # 'v2PrivateGetAccounts' or 'v3PrivateGetBrokerageAccounts'
                 'fetchTime': 'v2PublicGetTime',  # 'v2PublicGetTime' or 'v3PublicGetBrokerageTime'
                 'user_native_currency': 'USD',  # needed to get fees for v3
+                'aliasCbMarketIds': {},
             },
             'features': {
                 'default': {
@@ -1473,7 +1474,29 @@ class coinbase(Exchange, ImplicitAPI):
         perpetualData = self.safe_list(perpetualFutures, 'products', [])
         for i in range(0, len(perpetualData)):
             result.append(self.parse_contract_market(perpetualData[i], perpetualFeeTier))
-        return result
+        # remove aliases
+        self.options['aliasCbMarketIds'] = {}
+        newMarkets = []
+        for i in range(0, len(result)):
+            market = result[i]
+            info = self.safe_value(market, 'info', {})
+            realMarketIds = self.safe_list(info, 'alias_to', [])
+            length = len(realMarketIds)
+            if length > 0:
+                self.options['aliasCbMarketIds'][market['id']] = realMarketIds[0]
+                self.options['aliasCbMarketIds'][market['symbol']] = realMarketIds[0]
+            else:
+                newMarkets.append(market)
+        return newMarkets
+
+    def market(self, symbol: str) -> MarketInterface:
+        finalSymbol = self.safe_string(self.options['aliasCbMarketIds'], symbol, symbol)
+        return super(coinbase, self).market(finalSymbol)
+
+    def safe_market(self, marketId: Str = None, market: Market = None, delimiter: Str = None, marketType: Str = None) -> MarketInterface:
+        if marketId in self.options['aliasCbMarketIds']:
+            return self.market(marketId)
+        return super(coinbase, self).safe_market(marketId, market, delimiter, marketType)
 
     def parse_spot_market(self, market, feeTier) -> MarketInterface:
         #
@@ -1882,6 +1905,7 @@ class coinbase(Exchange, ImplicitAPI):
                 'withdraw': None,
                 'fee': None,
                 'precision': None,
+                'networks': {},
                 'limits': {
                     'amount': {
                         'min': self.safe_number(currency, 'min_size'),
@@ -2193,10 +2217,11 @@ class coinbase(Exchange, ImplicitAPI):
             ask = self.safe_number(asks[0], 'price')
             askVolume = self.safe_number(asks[0], 'size')
         marketId = self.safe_string(ticker, 'product_id')
+        market = self.safe_market(marketId, market)
         last = self.safe_number(ticker, 'price')
         datetime = self.safe_string(ticker, 'time')
         return self.safe_ticker({
-            'symbol': self.safe_symbol(marketId, market),
+            'symbol': market['symbol'],
             'timestamp': self.parse8601(datetime),
             'datetime': datetime,
             'bid': bid,
@@ -4409,7 +4434,7 @@ class coinbase(Exchange, ImplicitAPI):
         order = self.safe_dict(response, 'success_response', {})
         return self.parse_order(order)
 
-    def fetch_positions(self, symbols: Strings = None, params={}):
+    def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]:
         """
         fetch all open positions