ccxt 4.4.96__py2.py3-none-any.whl → 4.4.98__py2.py3-none-any.whl

ccxt/async_support/mexc.py

@@ -449,6 +449,7 @@ class mexc(Exchange, ImplicitAPI):
                         },
                     },
                 },
+                'useCcxtTradeId': True,
                 'timeframes': {
                     'spot': {
                         '1m': '1m',
@@ -1695,8 +1696,8 @@ class mexc(Exchange, ImplicitAPI):
                         'cost': self.safe_string(trade, 'commission'),
                         'currency': self.safe_currency_code(feeAsset),
                     }
-        if id is None:
-            id = self.synthetic_trade_id(market, timestamp, side, amountString, priceString, type, takerOrMaker)
+        if id is None and self.safe_bool(self.options, 'useCcxtTradeId', True):
+            id = self.create_ccxt_trade_id(timestamp, side, amountString, priceString, takerOrMaker)
         return self.safe_trade({
             'id': id,
             'order': orderId,
@@ -1713,23 +1714,6 @@ class mexc(Exchange, ImplicitAPI):
             'info': trade,
         }, market)
 
-    def synthetic_trade_id(self, market=None, timestamp=None, side=None, amount=None, price=None, orderType=None, takerOrMaker=None):
-        # TODO: can be unified method? self approach is being used by multiple exchanges(mexc, woo-coinsbit, dydx, ...)
-        id = ''
-        if timestamp is not None:
-            id = self.number_to_string(timestamp) + '-' + self.safe_string(market, 'id', '_')
-            if side is not None:
-                id += '-' + side
-            if amount is not None:
-                id += '-' + self.number_to_string(amount)
-            if price is not None:
-                id += '-' + self.number_to_string(price)
-            if takerOrMaker is not None:
-                id += '-' + takerOrMaker
-            if orderType is not None:
-                id += '-' + orderType
-        return id
-
     async def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
         """
 

ccxt/async_support/ndax.py

@@ -35,6 +35,9 @@ class ndax(Exchange, ImplicitAPI):
                 'future': False,
                 'option': False,
                 'addMargin': False,
+                'borrowCrossMargin': False,
+                'borrowIsolatedMargin': False,
+                'borrowMargin': False,
                 'cancelAllOrders': True,
                 'cancelOrder': True,
                 'closeAllPositions': False,
@@ -47,6 +50,7 @@ class ndax(Exchange, ImplicitAPI):
                 'createStopOrder': True,
                 'editOrder': True,
                 'fetchAccounts': True,
+                'fetchAllGreeks': False,
                 'fetchBalance': True,
                 'fetchBorrowInterest': False,
                 'fetchBorrowRate': False,
@@ -77,12 +81,15 @@ class ndax(Exchange, ImplicitAPI):
                 'fetchLeverages': False,
                 'fetchLeverageTiers': False,
                 'fetchLiquidations': False,
+                'fetchLongShortRatio': False,
+                'fetchLongShortRatioHistory': False,
                 'fetchMarginAdjustmentHistory': False,
                 'fetchMarginMode': False,
                 'fetchMarginModes': False,
                 'fetchMarketLeverageTiers': False,
                 'fetchMarkets': True,
                 'fetchMarkOHLCV': False,
+                'fetchMarkPrice': False,
                 'fetchMarkPrices': False,
                 'fetchMyLiquidations': False,
                 'fetchMySettlementHistory': False,
@@ -90,6 +97,7 @@ class ndax(Exchange, ImplicitAPI):
                 'fetchOHLCV': True,
                 'fetchOpenInterest': False,
                 'fetchOpenInterestHistory': False,
+                'fetchOpenInterests': False,
                 'fetchOpenOrders': True,
                 'fetchOption': False,
                 'fetchOptionChain': False,

ccxt/async_support/okx.py

@@ -19,6 +19,7 @@ from ccxt.base.errors import BadRequest
 from ccxt.base.errors import BadSymbol
 from ccxt.base.errors import OperationRejected
 from ccxt.base.errors import ManualInteractionNeeded
+from ccxt.base.errors import RestrictedLocation
 from ccxt.base.errors import InsufficientFunds
 from ccxt.base.errors import InvalidAddress
 from ccxt.base.errors import InvalidOrder
@@ -762,6 +763,7 @@ class okx(Exchange, ImplicitAPI):
                     '51137': InvalidOrder,  # Your opening price has triggered the limit price, and the max buy price is {0}
                     '51138': InvalidOrder,  # Your opening price has triggered the limit price, and the min sell price is {0}
                     '51139': InvalidOrder,  # Reduce-only feature is unavailable for the spot transactions by simple account
+                    '51155': RestrictedLocation,  # {"code":"1","data":[{"clOrdId":"e847xxx","ordId":"","sCode":"51155","sMsg":"You can't trade self pair or borrow self crypto due to local compliance restrictions. ","tag":"e847xxx","ts":"1753979177157"}],"inTime":"1753979177157408","msg":"All operations failed","outTime":"1753979177157874"}
                     '51156': BadRequest,  # You're leading trades in long/short mode and can't use self API endpoint to close positions
                     '51159': BadRequest,  # You're leading trades in buy/sell mode. If you want to place orders using self API endpoint, the orders must be in the same direction existing positions and open orders.
                     '51162': InvalidOrder,  # You have {instrument} open orders. Cancel these orders and try again

ccxt/async_support/phemex.py

@@ -282,6 +282,7 @@ class phemex(Exchange, ImplicitAPI):
                         # swap
                         'orders/replace': 1,  # ?symbol=<symbol>&orderID=<orderID>&origClOrdID=<origClOrdID>&clOrdID=<clOrdID>&price=<price>&priceEp=<priceEp>&orderQty=<orderQty>&stopPx=<stopPx>&stopPxEp=<stopPxEp>&takeProfit=<takeProfit>&takeProfitEp=<takeProfitEp>&stopLoss=<stopLoss>&stopLossEp=<stopLossEp>&pegOffsetValueEp=<pegOffsetValueEp>&pegPriceType=<pegPriceType>
                         'g-orders/replace': 1,  # ?symbol=<symbol>&orderID=<orderID>&origClOrdID=<origClOrdID>&clOrdID=<clOrdID>&price=<price>&priceEp=<priceEp>&orderQty=<orderQty>&stopPx=<stopPx>&stopPxEp=<stopPxEp>&takeProfit=<takeProfit>&takeProfitEp=<takeProfitEp>&stopLoss=<stopLoss>&stopLossEp=<stopLossEp>&pegOffsetValueEp=<pegOffsetValueEp>&pegPriceType=<pegPriceType>
+                        'g-orders/create': 1,
                         'positions/leverage': 5,  # ?symbol=<symbol>&leverage=<leverage>&leverageEr=<leverageEr>
                         'g-positions/leverage': 5,  # ?symbol=<symbol>&leverage=<leverage>&leverageEr=<leverageEr>
                         'g-positions/switch-pos-mode-sync': 5,  # ?symbol=<symbol>&targetPosMode=<targetPosMode>
@@ -1219,7 +1220,8 @@ class phemex(Exchange, ImplicitAPI):
             # 'id': 123456789,  # optional request id
         }
         response = None
-        if market['linear'] and market['settle'] == 'USDT':
+        isStableSettled = (market['settle'] == 'USDT') or (market['settle'] == 'USDC')
+        if market['linear'] and isStableSettled:
             response = await self.v2GetMdV2Orderbook(self.extend(request, params))
         else:
             if (limit is not None) and (limit <= 30):
@@ -1351,7 +1353,8 @@ class phemex(Exchange, ImplicitAPI):
         }
         until = self.safe_integer_2(params, 'until', 'to')
         params = self.omit(params, ['until'])
-        usesSpecialFromToEndpoint = ((market['linear'] or market['settle'] == 'USDT')) and ((since is not None) or (until is not None))
+        isStableSettled = (market['settle'] == 'USDT') or (market['settle'] == 'USDC')
+        usesSpecialFromToEndpoint = ((market['linear'] or isStableSettled)) and ((since is not None) or (until is not None))
         maxLimit = 1000
         if usesSpecialFromToEndpoint:
             maxLimit = 2000
@@ -1359,7 +1362,7 @@ class phemex(Exchange, ImplicitAPI):
             limit = maxLimit
         request['limit'] = min(limit, maxLimit)
         response = None
-        if market['linear'] or market['settle'] == 'USDT':
+        if market['linear'] or isStableSettled:
             if (until is not None) or (since is not None):
                 candleDuration = self.parse_timeframe(timeframe)
                 if since is not None:
@@ -1615,7 +1618,8 @@ class phemex(Exchange, ImplicitAPI):
             # 'id': 123456789,  # optional request id
         }
         response = None
-        if market['linear'] and market['settle'] == 'USDT':
+        isStableSettled = (market['settle'] == 'USDT') or (market['settle'] == 'USDC')
+        if market['linear'] and isStableSettled:
             response = await self.v2GetMdV2Trade(self.extend(request, params))
         else:
             response = await self.v1GetMdTrade(self.extend(request, params))
@@ -1854,7 +1858,7 @@ class phemex(Exchange, ImplicitAPI):
                 timestamp = self.safe_integer(trade, 'createdAt')
             id = self.safe_string_2(trade, 'execId', 'execID')
             orderId = self.safe_string(trade, 'orderID')
-            if market['settle'] == 'USDT':
+            if market['settle'] == 'USDT' or market['settle'] == 'USDC':
                 sideId = self.safe_string_lower(trade, 'side')
                 if (sideId == 'buy') or (sideId == 'sell'):
                     side = sideId
@@ -2590,6 +2594,7 @@ class phemex(Exchange, ImplicitAPI):
         stopLossDefined = (stopLoss is not None)
         takeProfit = self.safe_value(params, 'takeProfit')
         takeProfitDefined = (takeProfit is not None)
+        isStableSettled = (market['settle'] == 'USDT') or (market['settle'] == 'USDC')
         if clientOrderId is None:
             brokerId = self.safe_string(self.options, 'brokerId', 'CCXT123456')
             if brokerId is not None:
@@ -2599,7 +2604,7 @@ class phemex(Exchange, ImplicitAPI):
             params = self.omit(params, ['clOrdID', 'clientOrderId'])
         triggerPrice = self.safe_string_n(params, ['stopPx', 'stopPrice', 'triggerPrice'])
         if triggerPrice is not None:
-            if market['settle'] == 'USDT':
+            if isStableSettled:
                 request['stopPxRp'] = self.price_to_precision(symbol, triggerPrice)
             else:
                 request['stopPxEp'] = self.to_ep(triggerPrice, market)
@@ -2648,7 +2653,7 @@ class phemex(Exchange, ImplicitAPI):
                     posSide = 'Merged'
             posSide = self.capitalize(posSide)
             request['posSide'] = posSide
-            if market['settle'] == 'USDT':
+            if isStableSettled:
                 request['orderQtyRq'] = amount
             else:
                 request['orderQty'] = self.parse_to_int(amount)
@@ -2676,7 +2681,7 @@ class phemex(Exchange, ImplicitAPI):
                     stopLossTriggerPrice = self.safe_value_2(stopLoss, 'triggerPrice', 'stopPrice')
                     if stopLossTriggerPrice is None:
                         raise InvalidOrder(self.id + ' createOrder() requires a trigger price in params["stopLoss"]["triggerPrice"] for a stop loss order')
-                    if market['settle'] == 'USDT':
+                    if isStableSettled:
                         request['stopLossRp'] = self.price_to_precision(symbol, stopLossTriggerPrice)
                     else:
                         request['stopLossEp'] = self.to_ep(stopLossTriggerPrice, market)
@@ -2690,7 +2695,7 @@ class phemex(Exchange, ImplicitAPI):
                     takeProfitTriggerPrice = self.safe_value_2(takeProfit, 'triggerPrice', 'stopPrice')
                     if takeProfitTriggerPrice is None:
                         raise InvalidOrder(self.id + ' createOrder() requires a trigger price in params["takeProfit"]["triggerPrice"] for a take profit order')
-                    if market['settle'] == 'USDT':
+                    if isStableSettled:
                         request['takeProfitRp'] = self.price_to_precision(symbol, takeProfitTriggerPrice)
                     else:
                         request['takeProfitEp'] = self.to_ep(takeProfitTriggerPrice, market)
@@ -2701,27 +2706,27 @@ class phemex(Exchange, ImplicitAPI):
                     if tpLimitPrice is not None:
                         request['tpPxRp'] = self.price_to_precision(symbol, tpLimitPrice)
         if (type == 'Limit') or (type == 'StopLimit') or (type == 'LimitIfTouched'):
-            if market['settle'] == 'USDT':
+            if isStableSettled:
                 request['priceRp'] = self.price_to_precision(symbol, price)
             else:
                 priceString = self.number_to_string(price)
                 request['priceEp'] = self.to_ep(priceString, market)
         takeProfitPrice = self.safe_string(params, 'takeProfitPrice')
         if takeProfitPrice is not None:
-            if market['settle'] == 'USDT':
+            if isStableSettled:
                 request['takeProfitRp'] = self.price_to_precision(symbol, takeProfitPrice)
             else:
                 request['takeProfitEp'] = self.to_ep(takeProfitPrice, market)
             params = self.omit(params, 'takeProfitPrice')
         stopLossPrice = self.safe_string(params, 'stopLossPrice')
         if stopLossPrice is not None:
-            if market['settle'] == 'USDT':
+            if isStableSettled:
                 request['stopLossRp'] = self.price_to_precision(symbol, stopLossPrice)
             else:
                 request['stopLossEp'] = self.to_ep(stopLossPrice, market)
             params = self.omit(params, 'stopLossPrice')
         response = None
-        if market['settle'] == 'USDT':
+        if isStableSettled:
             response = await self.privatePostGOrders(self.extend(request, params))
         elif market['contract']:
             response = await self.privatePostOrders(self.extend(request, params))
@@ -2829,13 +2834,13 @@ class phemex(Exchange, ImplicitAPI):
         }
         clientOrderId = self.safe_string_2(params, 'clientOrderId', 'clOrdID')
         params = self.omit(params, ['clientOrderId', 'clOrdID'])
-        isUSDTSettled = (market['settle'] == 'USDT')
+        isStableSettled = (market['settle'] == 'USDT') or (market['settle'] == 'USDC')
         if clientOrderId is not None:
             request['clOrdID'] = clientOrderId
         else:
             request['orderID'] = id
         if price is not None:
-            if isUSDTSettled:
+            if isStableSettled:
                 request['priceRp'] = self.price_to_precision(market['symbol'], price)
             else:
                 request['priceEp'] = self.to_ep(price, market)
@@ -2845,19 +2850,19 @@ class phemex(Exchange, ImplicitAPI):
         if finalQty is not None:
             request['baseQtyEV'] = finalQty
         elif amount is not None:
-            if isUSDTSettled:
+            if isStableSettled:
                 request['orderQtyRq'] = self.amount_to_precision(market['symbol'], amount)
             else:
                 request['baseQtyEV'] = self.to_ev(amount, market)
         triggerPrice = self.safe_string_n(params, ['triggerPrice', 'stopPx', 'stopPrice'])
         if triggerPrice is not None:
-            if isUSDTSettled:
+            if isStableSettled:
                 request['stopPxRp'] = self.price_to_precision(symbol, triggerPrice)
             else:
                 request['stopPxEp'] = self.to_ep(triggerPrice, market)
         params = self.omit(params, ['triggerPrice', 'stopPx', 'stopPrice'])
         response = None
-        if isUSDTSettled:
+        if isStableSettled:
             posSide = self.safe_string(params, 'posSide')
             if posSide is None:
                 request['posSide'] = 'Merged'
@@ -2895,7 +2900,7 @@ class phemex(Exchange, ImplicitAPI):
         else:
             request['orderID'] = id
         response = None
-        if market['settle'] == 'USDT':
+        if market['settle'] == 'USDT' or market['settle'] == 'USDC':
             posSide = self.safe_string(params, 'posSide')
             if posSide is None:
                 request['posSide'] = 'Merged'
@@ -2931,7 +2936,7 @@ class phemex(Exchange, ImplicitAPI):
         if trigger:
             request['untriggerred'] = trigger
         response = None
-        if market['settle'] == 'USDT':
+        if market['settle'] == 'USDT' or market['settle'] == 'USDC':
             response = await self.privateDeleteGOrdersAll(self.extend(request, params))
             #
             #    {
@@ -2991,7 +2996,7 @@ class phemex(Exchange, ImplicitAPI):
         else:
             request['orderID'] = id
         response = None
-        if market['settle'] == 'USDT':
+        if market['settle'] == 'USDT' or market['settle'] == 'USDC':
             response = await self.privateGetApiDataGFuturesOrdersByOrderId(self.extend(request, params))
         elif market['spot']:
             response = await self.privateGetApiDataSpotsOrdersByOrderId(self.extend(request, params))
@@ -3036,7 +3041,7 @@ class phemex(Exchange, ImplicitAPI):
         if limit is not None:
             request['limit'] = limit
         response = None
-        if market['settle'] == 'USDT':
+        if market['settle'] == 'USDT' or market['settle'] == 'USDC':
             request['currency'] = market['settle']
             response = await self.privateGetExchangeOrderV2OrderList(self.extend(request, params))
         elif market['swap']:
@@ -3071,7 +3076,7 @@ class phemex(Exchange, ImplicitAPI):
         }
         response = None
         try:
-            if market['settle'] == 'USDT':
+            if market['settle'] == 'USDT' or market['settle'] == 'USDC':
                 response = await self.privateGetGOrdersActiveList(self.extend(request, params))
             elif market['swap']:
                 response = await self.privateGetOrdersActiveList(self.extend(request, params))
@@ -3876,8 +3881,8 @@ class phemex(Exchange, ImplicitAPI):
                 raise BadRequest(self.id + ' fetchFundingHistory() limit argument cannot exceed 200')
             request['limit'] = limit
         response = None
-        isUsdt = market['settle'] == 'USDT'
-        if isUsdt:
+        isStableSettled = market['settle'] == 'USDT' or market['settle'] == 'USDC'
+        if isStableSettled:
             response = await self.privateGetApiDataGFuturesFundingFees(self.extend(request, params))
         else:
             response = await self.privateGetApiDataFuturesFundingFees(self.extend(request, params))
@@ -3926,8 +3931,8 @@ class phemex(Exchange, ImplicitAPI):
         if value is None or currencyCode is None:
             return value
         # it was confirmed by phemex support, that USDT contracts use direct amounts in funding fees, while USD & INVERSE needs 'valueScale'
-        isUsdt = market['settle'] == 'USDT'
-        if not isUsdt:
+        isStableSettled = market['settle'] == 'USDT' or market['settle'] == 'USDC'
+        if not isStableSettled:
             currency = self.safe_currency(currencyCode)
             scale = self.safe_string(currency['info'], 'valueScale')
             tickPrecision = self.parse_precision(scale)
@@ -4119,8 +4124,8 @@ class phemex(Exchange, ImplicitAPI):
             raise ArgumentsRequired(self.id + ' setMarginMode() requires a symbol argument')
         await self.load_markets()
         market = self.market(symbol)
-        if not market['swap'] or market['settle'] == 'USDT':
-            raise BadSymbol(self.id + ' setMarginMode() supports swap(non USDT based) contracts only')
+        if not market['swap'] or market['settle'] == 'USDT' or market['settle'] == 'USDC':
+            raise BadSymbol(self.id + ' setMarginMode() supports swap(non USDT/USDC based) contracts only')
         marginMode = marginMode.lower()
         if marginMode != 'isolated' and marginMode != 'cross':
             raise BadRequest(self.id + ' setMarginMode() marginMode argument should be isolated or cross')
@@ -4356,7 +4361,7 @@ class phemex(Exchange, ImplicitAPI):
             'symbol': market['id'],
         }
         response = None
-        if market['settle'] == 'USDT':
+        if market['settle'] == 'USDT' or market['settle'] == 'USDC':
             if not isHedged and longLeverageRr is None and shortLeverageRr is None:
                 request['leverageRr'] = leverage
             else:
@@ -4579,7 +4584,7 @@ class phemex(Exchange, ImplicitAPI):
             raise ArgumentsRequired(self.id + ' fetchFundingRateHistory() requires a symbol argument')
         await self.load_markets()
         market = self.market(symbol)
-        isUsdtSettled = market['settle'] == 'USDT'
+        isUsdtSettled = market['settle'] == 'USDT' or market['settle'] == 'USDC'
         if not market['swap']:
             raise BadRequest(self.id + ' fetchFundingRateHistory() supports swap contracts only')
         paginate = False

ccxt/base/decimal_to_precision.py

@@ -34,17 +34,21 @@ PAD_WITH_ZERO = 6
 
 
 def decimal_to_precision(n, rounding_mode=ROUND, precision=None, counting_mode=DECIMAL_PLACES, padding_mode=NO_PADDING):
-    assert precision is not None
+    assert precision is not None, 'precision should not be None'
+
+    if isinstance(precision, str):
+        precision = float(precision)
+    assert isinstance(precision, float) or isinstance(precision, decimal.Decimal) or isinstance(precision, numbers.Integral), 'precision has an invalid number'
+
     if counting_mode == TICK_SIZE:
-        assert(isinstance(precision, float) or isinstance(precision, decimal.Decimal) or isinstance(precision, numbers.Integral) or isinstance(precision, str))
+        assert precision > 0, 'negative or zero precision can not be used with TICK_SIZE precisionMode'
     else:
-        assert(isinstance(precision, numbers.Integral))
+        assert isinstance(precision, numbers.Integral)
+
     assert rounding_mode in [TRUNCATE, ROUND]
     assert counting_mode in [DECIMAL_PLACES, SIGNIFICANT_DIGITS, TICK_SIZE]
     assert padding_mode in [NO_PADDING, PAD_WITH_ZERO]
-
-    if isinstance(precision, str):
-        precision = float(precision)
+    # end of checks
 
     context = decimal.getcontext()
 
@@ -78,12 +82,12 @@ def decimal_to_precision(n, rounding_mode=ROUND, precision=None, counting_mode=D
         if missing != 0:
             if rounding_mode == ROUND:
                 if dec > 0:
-                    if missing >= precision / 2:
+                    if missing >= precision_dec / 2:
                         dec = dec - missing + precision_dec
                     else:
                         dec = dec - missing
                 else:
-                    if missing >= precision / 2:
+                    if missing >= precision_dec / 2:
                         dec = dec + missing - precision_dec
                     else:
                         dec = dec + missing
@@ -117,7 +121,7 @@ def decimal_to_precision(n, rounding_mode=ROUND, precision=None, counting_mode=D
                 precise = '{:f}'.format(min((below, above), key=lambda x: abs(x - dec)))
             else:
                 precise = '{:f}'.format(dec.quantize(sigfig))
-        if precise == ('-0.' + len(precise) * '0')[:2] or precise == '-0':
+        if precise.startswith('-0') and all(c in '0.' for c in precise[1:]):
             precise = precise[1:]
 
     elif rounding_mode == TRUNCATE:
@@ -138,7 +142,7 @@ def decimal_to_precision(n, rounding_mode=ROUND, precision=None, counting_mode=D
                 precise = string
             else:
                 precise = string[:end].ljust(dot, '0')
-        if precise == ('-0.' + len(precise) * '0')[:3] or precise == '-0':
+        if precise.startswith('-0') and all(c in '0.' for c in precise[1:]):
             precise = precise[1:]
         precise = precise.rstrip('.')
 

ccxt/base/errors.py

@@ -23,6 +23,7 @@ error_hierarchy = {
                 },
                 'MarketClosed': {},
                 'ManualInteractionNeeded': {},
+                'RestrictedLocation': {},
             },
             'InsufficientFunds': {},
             'InvalidAddress': {
@@ -118,6 +119,10 @@ class ManualInteractionNeeded(OperationRejected):
     pass
 
 
+class RestrictedLocation(OperationRejected):
+    pass
+
+
 class InsufficientFunds(ExchangeError):
     pass
 
@@ -238,6 +243,7 @@ __all__ = [
     'MarginModeAlreadySet',
     'MarketClosed',
     'ManualInteractionNeeded',
+    'RestrictedLocation',
     'InsufficientFunds',
     'InvalidAddress',
     'AddressPending',

ccxt/base/exchange.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.96'
+__version__ = '4.4.98'
 
 # -----------------------------------------------------------------------------
 
@@ -2133,6 +2133,17 @@ class Exchange(object):
                 'watchLiquidations': None,
                 'watchLiquidationsForSymbols': None,
                 'watchMyLiquidations': None,
+                'unWatchOrders': None,
+                'unWatchTrades': None,
+                'unWatchTradesForSymbols': None,
+                'unWatchOHLCVForSymbols': None,
+                'unWatchOrderBookForSymbols': None,
+                'unWatchPositions': None,
+                'unWatchOrderBook': None,
+                'unWatchTickers': None,
+                'unWatchMyTrades': None,
+                'unWatchTicker': None,
+                'unWatchOHLCV': None,
                 'watchMyLiquidationsForSymbols': None,
                 'withdraw': None,
                 'ws': None,
@@ -2619,6 +2630,9 @@ class Exchange(object):
     def un_watch_order_book_for_symbols(self, symbols: List[str], params={}):
         raise NotSupported(self.id + ' unWatchOrderBookForSymbols() is not supported yet')
 
+    def un_watch_positions(self, symbols: Strings = None, params={}):
+        raise NotSupported(self.id + ' unWatchPositions() is not supported yet')
+
     def fetch_deposit_addresses(self, codes: Strings = None, params={}):
         raise NotSupported(self.id + ' fetchDepositAddresses() is not supported yet')
 
@@ -3587,18 +3601,7 @@ class Exchange(object):
         symbol = market['symbol'] if (market is not None) else None
         return self.filter_by_symbol_since_limit(results, symbol, since, limit)
 
-    def calculate_fee(self, symbol: str, type: str, side: str, amount: float, price: float, takerOrMaker='taker', params={}):
-        """
-        calculates the presumptive fee that would be charged for an order
-        :param str symbol: unified market symbol
-        :param str type: 'market' or 'limit'
-        :param str side: 'buy' or 'sell'
-        :param float amount: how much you want to trade, in units of the base currency on most exchanges, or number of contracts
-        :param float price: the price for the order to be filled at, in units of the quote currency
-        :param str takerOrMaker: 'taker' or 'maker'
-        :param dict params:
-        :returns dict: contains the rate, the percentage multiplied to the order amount to obtain the fee amount, and cost, the total value of the fee in units of the quote currency, for the order
-        """
+    def calculate_fee_with_rate(self, symbol: str, type: str, side: str, amount: float, price: float, takerOrMaker='taker', feeRate: Num = None, params={}):
         if type == 'market' and takerOrMaker == 'maker':
             raise ArgumentsRequired(self.id + ' calculateFee() - you have provided incompatible arguments - "market" type order can not be "maker". Change either the "type" or the "takerOrMaker" argument to calculate the fee.')
         market = self.markets[symbol]
@@ -3627,7 +3630,7 @@ class Exchange(object):
         # even if `takerOrMaker` argument was set to 'maker', for 'market' orders we should forcefully override it to 'taker'
         if type == 'market':
             takerOrMaker = 'taker'
-        rate = self.safe_string(market, takerOrMaker)
+        rate = self.number_to_string(feeRate) if (feeRate is not None) else self.safe_string(market, takerOrMaker)
         cost = Precise.string_mul(cost, rate)
         return {
             'type': takerOrMaker,
@@ -3636,6 +3639,20 @@ class Exchange(object):
             'cost': self.parse_number(cost),
         }
 
+    def calculate_fee(self, symbol: str, type: str, side: str, amount: float, price: float, takerOrMaker='taker', params={}):
+        """
+        calculates the presumptive fee that would be charged for an order
+        :param str symbol: unified market symbol
+        :param str type: 'market' or 'limit'
+        :param str side: 'buy' or 'sell'
+        :param float amount: how much you want to trade, in units of the base currency on most exchanges, or number of contracts
+        :param float price: the price for the order to be filled at, in units of the quote currency
+        :param str takerOrMaker: 'taker' or 'maker'
+        :param dict params:
+        :returns dict: contains the rate, the percentage multiplied to the order amount to obtain the fee amount, and cost, the total value of the fee in units of the quote currency, for the order
+        """
+        return self.calculate_fee_with_rate(symbol, type, side, amount, price, takerOrMaker, None, params)
+
     def safe_liquidation(self, liquidation: dict, market: Market = None):
         contracts = self.safe_string(liquidation, 'contracts')
         contractSize = self.safe_string(market, 'contractSize')
@@ -3675,6 +3692,21 @@ class Exchange(object):
         trade['cost'] = self.parse_number(cost)
         return trade
 
+    def create_ccxt_trade_id(self, timestamp=None, side=None, amount=None, price=None, takerOrMaker=None):
+        # self approach is being used by multiple exchanges(mexc, woo, coinsbit, dydx, ...)
+        id = None
+        if timestamp is not None:
+            id = self.number_to_string(timestamp)
+            if side is not None:
+                id += '-' + side
+            if amount is not None:
+                id += '-' + self.number_to_string(amount)
+            if price is not None:
+                id += '-' + self.number_to_string(price)
+            if takerOrMaker is not None:
+                id += '-' + takerOrMaker
+        return id
+
     def parsed_fee_and_fees(self, container: Any):
         fee = self.safe_dict(container, 'fee')
         fees = self.safe_list(container, 'fees')
@@ -6429,7 +6461,7 @@ class Exchange(object):
         calls = 0
         result = []
         errors = 0
-        until = self.safe_integer_2(params, 'untill', 'till')  # do not omit it from params here
+        until = self.safe_integer_n(params, ['until', 'untill', 'till'])  # do not omit it from params here
         maxEntriesPerRequest, params = self.handle_max_entries_per_request_and_params(method, maxEntriesPerRequest, params)
         if (paginationDirection == 'forward'):
             if since is None:
@@ -6991,6 +7023,14 @@ class Exchange(object):
                 self.myTrades = None
             elif topic == 'orders' and (self.orders is not None):
                 self.orders = None
+            elif topic == 'positions' and (self.positions is not None):
+                self.positions = None
+                clients = list(self.clients.values())
+                for i in range(0, len(clients)):
+                    client = clients[i]
+                    futures = self.safe_dict(client, 'futures')
+                    if (futures is not None) and ('fetchPositionsSnapshot' in futures):
+                        del futures['fetchPositionsSnapshot']
             elif topic == 'ticker' and (self.tickers is not None):
                 tickerSymbols = list(self.tickers.keys())
                 for i in range(0, len(tickerSymbols)):