# -*- coding: utf-8 -*-

# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
# https://github.com/ccxt_zagrava/ccxt_zagrava/blob/master/CONTRIBUTING.md#how-to-contribute-code

from ccxt_zagrava.base.exchange import Exchange
from ccxt_zagrava.abstract.blofin import ImplicitAPI
import hashlib
from ccxt_zagrava.base.types import Balances, Currency, Int, Leverage, Leverages, MarginMode, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade, TradingFeeInterface, Transaction, TransferEntry
from typing import List
from ccxt_zagrava.base.errors import ExchangeError
from ccxt_zagrava.base.errors import AuthenticationError
from ccxt_zagrava.base.errors import ArgumentsRequired
from ccxt_zagrava.base.errors import BadRequest
from ccxt_zagrava.base.errors import InsufficientFunds
from ccxt_zagrava.base.errors import InvalidOrder
from ccxt_zagrava.base.errors import RateLimitExceeded
from ccxt_zagrava.base.errors import ExchangeNotAvailable
from ccxt_zagrava.base.decimal_to_precision import TICK_SIZE
from ccxt_zagrava.base.precise import Precise


class blofin(Exchange, ImplicitAPI):

    def describe(self):
        return self.deep_extend(super(blofin, self).describe(), {
            'id': 'blofin',
            'name': 'BloFin',
            'countries': ['US'],
            'version': 'v1',
            'rateLimit': 100,
            'has': {
                'CORS': None,
                'spot': False,
                'margin': False,
                'swap': True,
                'future': False,
                'option': False,
                'addMargin': False,
                'borrowMargin': False,
                'cancelAllOrders': False,
                'cancelOrder': True,
                'cancelOrders': True,
                'closeAllPositions': False,
                'closePosition': True,
                'createDepositAddress': False,
                'createMarketBuyOrderWithCost': False,
                'createMarketSellOrderWithCost': False,
                'createOrder': True,
                'createOrders': True,
                'createOrderWithTakeProfitAndStopLoss': True,
                'createPostOnlyOrder': False,
                'createReduceOnlyOrder': False,
                'createStopLimitOrder': False,
                'createStopLossOrder': True,
                'createStopMarketOrder': False,
                'createStopOrder': False,
                'createTakeProfitOrder': True,
                'editOrder': False,
                'fetchAccounts': False,
                'fetchBalance': True,
                'fetchBidsAsks': None,
                'fetchBorrowInterest': False,
                'fetchBorrowRateHistories': False,
                'fetchBorrowRateHistory': False,
                'fetchCanceledOrders': False,
                'fetchClosedOrder': False,
                'fetchClosedOrders': False,
                'fetchCrossBorrowRate': False,
                'fetchCrossBorrowRates': False,
                'fetchCurrencies': False,
                'fetchDeposit': False,
                'fetchDepositAddress': False,
                'fetchDepositAddresses': False,
                'fetchDepositAddressesByNetwork': False,
                'fetchDeposits': True,
                'fetchDepositsWithdrawals': False,
                'fetchDepositWithdrawFee': 'emulated',
                'fetchDepositWithdrawFees': False,
                'fetchFundingHistory': True,
                'fetchFundingRate': True,
                'fetchFundingRateHistory': True,
                'fetchFundingRates': False,
                'fetchGreeks': False,
                'fetchIndexOHLCV': False,
                'fetchIsolatedBorrowRate': False,
                'fetchIsolatedBorrowRates': False,
                'fetchL3OrderBook': False,
                'fetchLedger': True,
                'fetchLedgerEntry': None,
                'fetchLeverage': True,
                'fetchLeverages': True,
                'fetchLeverageTiers': False,
                'fetchMarginMode': True,
                'fetchMarginModes': False,
                'fetchMarketLeverageTiers': False,
                'fetchMarkets': True,
                'fetchMarkOHLCV': False,
                'fetchMySettlementHistory': False,
                'fetchMyTrades': True,
                'fetchOHLCV': True,
                'fetchOpenInterest': False,
                'fetchOpenInterestHistory': False,
                'fetchOpenOrder': None,
                'fetchOpenOrders': True,
                'fetchOrder': True,
                'fetchOrderBook': True,
                'fetchOrderBooks': False,
                'fetchOrders': False,
                'fetchOrderTrades': True,
                'fetchPermissions': None,
                'fetchPosition': True,
                'fetchPositions': True,
                'fetchPositionsForSymbol': False,
                'fetchPositionsRisk': False,
                'fetchPremiumIndexOHLCV': False,
                'fetchSettlementHistory': False,
                'fetchStatus': False,
                'fetchTicker': True,
                'fetchTickers': True,
                'fetchTime': False,
                'fetchTrades': True,
                'fetchTradingFee': False,
                'fetchTradingFees': False,
                'fetchTradingLimits': False,
                'fetchTransactionFee': False,
                'fetchTransactionFees': False,
                'fetchTransactions': False,
                'fetchTransfer': False,
                'fetchTransfers': False,
                'fetchUnderlyingAssets': False,
                'fetchVolatilityHistory': False,
                'fetchWithdrawal': False,
                'fetchWithdrawals': True,
                'fetchWithdrawalWhitelist': False,
                'reduceMargin': False,
                'repayCrossMargin': False,
                'setLeverage': True,
                'setMargin': False,
                'setMarginMode': False,
                'setPositionMode': False,
                'signIn': False,
                'transfer': True,
                'withdraw': False,
            },
            'timeframes': {
                '1m': '1m',
                '3m': '3m',
                '5m': '5m',
                '15m': '15m',
                '30m': '30m',
                '1h': '1H',
                '2h': '2H',
                '4h': '4H',
                '6h': '6H',
                '12h': '12H',
                '1d': '1D',
                '1w': '1W',
                '1M': '1M',
                '3M': '3M',
            },
            'hostname': 'www.blofin.com',
            'urls': {
                'logo': 'https://github.com/ccxt_zagrava/ccxt_zagrava/assets/43336371/255a7b29-341f-4d20-8342-fbfae4932807',
                'api': {
                    'rest': 'https://openapi.blofin.com',
                },
                'referral': {
                    'url': 'https://blofin.com/register?referral_code=jBd8U1',
                    'discount': 0.05,
                },
                'www': 'https://www.blofin.com',
                'doc': 'https://blofin.com/docs',
            },
            'api': {
                'public': {
                    'get': {
                        'market/instruments': 1,
                        'market/tickers': 1,
                        'market/books': 1,
                        'market/trades': 1,
                        'market/candles': 1,
                        'market/mark-price': 1,
                        'market/funding-rate': 1,
                        'market/funding-rate-history': 1,
                    },
                },
                'private': {
                    'get': {
                        'asset/balances': 1,
                        'trade/orders-pending': 1,
                        'trade/fills-history': 1,
                        'asset/deposit-history': 1,
                        'asset/withdrawal-history': 1,
                        'asset/bills': 1,
                        'account/balance': 1,
                        'account/positions': 1,
                        'account/leverage-info': 1,
                        'account/margin-mode': 1,
                        'account/batch-leverage-info': 1,
                        'trade/orders-tpsl-pending': 1,
                        'trade/orders-history': 1,
                        'trade/orders-tpsl-history': 1,
                        'user/query-apikey': 1,
                        'affiliate/basic': 1,
                    },
                    'post': {
                        'trade/order': 1,
                        'trade/cancel-order': 1,
                        'account/set-leverage': 1,
                        'trade/batch-orders': 1,
                        'trade/order-tpsl': 1,
                        'trade/cancel-batch-orders': 1,
                        'trade/cancel-tpsl': 1,
                        'trade/close-position': 1,
                        'asset/transfer': 1,
                    },
                },
            },
            'fees': {
                'swap': {
                    'taker': self.parse_number('0.00060'),
                    'maker': self.parse_number('0.00020'),
                },
            },
            'requiredCredentials': {
                'apiKey': True,
                'secret': True,
                'password': True,
            },
            'exceptions': {
                'exact': {
                    '400': BadRequest,  # Body can not be empty
                    '401': AuthenticationError,  # Invalid signature
                    '500': ExchangeError,  # Internal Server Error
                    '404': BadRequest,  # not found
                    '405': BadRequest,  # Method Not Allowed
                    '406': BadRequest,  # Not Acceptable
                    '429': RateLimitExceeded,  # Too Many Requests
                    '152001': BadRequest,  # Parameter {} cannot be empty
                    '152002': BadRequest,  # Parameter {} error
                    '152003': BadRequest,  # Either parameter {} or {} is required
                    '152004': BadRequest,  # JSON syntax error
                    '152005': BadRequest,  # Parameter error: wrong or empty
                    '152006': InvalidOrder,  # Batch orders can be placed for up to 20 at once
                    '152007': InvalidOrder,  # Batch orders can only be placed with the same instId and marginMode
                    '152008': InvalidOrder,  # Only the same field is allowed for bulk cancellation of orders, orderId is preferred
                    '152009': InvalidOrder,  # {} must be a combination of numbers, letters, or underscores, and the maximum length of characters is 32
                    '150003': InvalidOrder,  # clientId already exist
                    '150004': InvalidOrder,  # Insufficient balance. please adjust the amount and try again
                    '542': InvalidOrder,  # Exceeded the maximum order size limit
                    '102002': InvalidOrder,  # Duplicate customized order ID
                    '102005': InvalidOrder,  # Position had been closed
                    '102014': InvalidOrder,  # Limit order exceeds maximum order size limit
                    '102015': InvalidOrder,  # Market order exceeds maximum order size limit
                    '102022': InvalidOrder,  # Failed to place order. You don’t have any positions of self contract. Turn off Reduce-only to continue.
                    '102037': InvalidOrder,  # TP trigger price should be higher than the latest trading price
                    '102038': InvalidOrder,  # SL trigger price should be lower than the latest trading price
                    '102039': InvalidOrder,  # TP trigger price should be lower than the latest trading price
                    '102040': InvalidOrder,  # SL trigger price should be higher than the latest trading price
                    '102047': InvalidOrder,  # Stop loss trigger price should be higher than the order price
                    '102048': InvalidOrder,  # stop loss trigger price must be higher than the best bid price
                    '102049': InvalidOrder,  # Take profit trigger price should be lower than the order price
                    '102050': InvalidOrder,  # stop loss trigger price must be lower than the best ask price
                    '102051': InvalidOrder,  # stop loss trigger price should be lower than the order price
                    '102052': InvalidOrder,  # take profit trigger price should be higher than the order price
                    '102053': InvalidOrder,  # take profit trigger price should be lower than the best bid price
                    '102054': InvalidOrder,  # take profit trigger price should be higher than the best ask price
                    '102055': InvalidOrder,  # stop loss trigger price should be lower than the best ask price
                    '102064': BadRequest,  # Buy price is not within the price limit(Minimum: 310.40; Maximum:1,629.40)
                    '102065': BadRequest,  # Sell price is not within the price limit
                    '102068': BadRequest,  # Cancel failed order has been filled, triggered, canceled or does not exist
                    '103013': ExchangeError,  # Internal error; unable to process your request. Please try again.
                    'Order failed. Insufficient USDT margin in account': InsufficientFunds,  # Insufficient USDT margin in account
                },
                'broad': {
                    'Internal Server Error': ExchangeNotAvailable,  # {"code":500,"data":{},"detailMsg":"","error_code":"500","error_message":"Internal Server Error","msg":"Internal Server Error"}
                    'server error': ExchangeNotAvailable,  # {"code":500,"data":{},"detailMsg":"","error_code":"500","error_message":"server error 1236805249","msg":"server error 1236805249"}
                },
            },
            'httpExceptions': {
                '429': ExchangeNotAvailable,  # https://github.com/ccxt_zagrava/ccxt_zagrava/issues/9612
            },
            'precisionMode': TICK_SIZE,
            'options': {
                'brokerId': 'ec6dd3a7dd982d0b',
                'accountsByType': {
                    'swap': 'futures',
                    'future': 'futures',
                },
                'accountsById': {
                    'futures': 'swap',
                },
                'sandboxMode': False,
                'defaultNetwork': 'ERC20',
                'defaultNetworks': {
                    'ETH': 'ERC20',
                    'BTC': 'BTC',
                    'USDT': 'TRC20',
                },
                'networks': {
                    'BTC': 'Bitcoin',
                    'BEP20': 'BSC',
                    'ERC20': 'ERC20',
                    'TRC20': 'TRC20',
                },
                'fetchOpenInterestHistory': {
                    'timeframes': {
                        '5m': '5m',
                        '1h': '1H',
                        '8h': '8H',
                        '1d': '1D',
                        '5M': '5m',
                        '1H': '1H',
                        '8H': '8H',
                        '1D': '1D',
                    },
                },
                'fetchOHLCV': {
                    # 'type': 'Candles',  # Candles or HistoryCandles, IndexCandles, MarkPriceCandles
                    'timezone': 'UTC',  # UTC, HK
                },
                'fetchPositions': {
                    'method': 'privateGetAccountPositions',  # privateGetAccountPositions or privateGetAccountPositionsHistory
                },
                'createOrder': 'privatePostTradeOrder',  # or 'privatePostTradeOrderTpsl'
                'createMarketBuyOrderRequiresPrice': False,
                'fetchMarkets': ['swap'],
                'defaultType': 'swap',
                'fetchLedger': {
                    'method': 'privateGetAssetBills',
                },
                'fetchOpenOrders': {
                    'method': 'privateGetTradeOrdersPending',
                },
                'cancelOrders': {
                    'method': 'privatePostTradeCancelBatchOrders',
                },
                'fetchCanceledOrders': {
                    'method': 'privateGetTradeOrdersHistory',  # privateGetTradeOrdersTpslHistory
                },
                'fetchClosedOrders': {
                    'method': 'privateGetTradeOrdersHistory',  # privateGetTradeOrdersTpslHistory
                },
                'withdraw': {
                    # a funding password credential is required by the exchange for the
                    # withdraw call(not to be confused with the api password credential)
                    'password': None,
                    'pwd': None,  # password or pwd both work
                },
                'exchangeType': {
                    'spot': 'SPOT',
                    'swap': 'SWAP',
                    'SPOT': 'SPOT',
                    'SWAP': 'SWAP',
                },
            },
        })

    def fetch_markets(self, params={}) -> List[Market]:
        """
        retrieves data on all markets for blofin
        :see: https://blofin.com/docs#get-instruments
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :returns dict[]: an array of objects representing market data
        """
        response = self.publicGetMarketInstruments(params)
        data = self.safe_list(response, 'data', [])
        return self.parse_markets(data)

    def parse_market(self, market: dict) -> Market:
        id = self.safe_string(market, 'instId')
        type = self.safe_string_lower(market, 'instType')
        spot = (type == 'spot')
        future = (type == 'future')
        swap = (type == 'swap')
        option = (type == 'option')
        contract = swap or future
        baseId = self.safe_string(market, 'baseCurrency')
        quoteId = self.safe_string(market, 'quoteCurrency')
        settleId = self.safe_string(market, 'quoteCurrency')
        settle = self.safe_currency_code(settleId)
        base = self.safe_currency_code(baseId)
        quote = self.safe_currency_code(quoteId)
        symbol = base + '/' + quote
        if swap:
            symbol = symbol + ':' + settle
        expiry = None
        strikePrice = None
        optionType = None
        tickSize = self.safe_string(market, 'tickSize')
        fees = self.safe_dict_2(self.fees, type, 'trading', {})
        taker = self.safe_number(fees, 'taker')
        maker = self.safe_number(fees, 'maker')
        maxLeverage = self.safe_string(market, 'maxLeverage', '100')
        maxLeverage = Precise.string_max(maxLeverage, '1')
        isActive = (self.safe_string(market, 'state') == 'live')
        return self.safe_market_structure({
            'id': id,
            'symbol': symbol,
            'base': base,
            'quote': quote,
            'baseId': baseId,
            'quoteId': quoteId,
            'settle': settle,
            'settleId': settleId,
            'type': type,
            'spot': spot,
            'option': option,
            'margin': spot and (Precise.string_gt(maxLeverage, '1')),
            'swap': swap,
            'future': future,
            'active': isActive,
            'taker': taker,
            'maker': maker,
            'contract': contract,
            'linear': (quoteId == settleId) if contract else None,
            'inverse': (baseId == settleId) if contract else None,
            'contractSize': self.safe_number(market, 'contractValue') if contract else None,
            'expiry': expiry,
            'expiryDatetime': expiry,
            'strike': strikePrice,
            'optionType': optionType,
            'created': self.safe_integer(market, 'listTime'),
            'precision': {
                'amount': self.safe_number(market, 'lotSize'),
                'price': self.parse_number(tickSize),
            },
            'limits': {
                'leverage': {
                    'min': self.parse_number('1'),
                    'max': self.parse_number(maxLeverage),
                },
                'amount': {
                    'min': self.safe_number(market, 'minSize'),
                    'max': None,
                },
                'price': {
                    'min': None,
                    'max': None,
                },
                'cost': {
                    'min': None,
                    'max': None,
                },
            },
            'info': market,
        })

    def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
        """
        fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
        :see: https://blofin.com/docs#get-order-book
        :param str symbol: unified symbol of the market to fetch the order book for
        :param int [limit]: the maximum amount of order book entries to return
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :returns dict: A dictionary of `order book structures <https://docs.ccxt_zagrava.com/#/?id=order-book-structure>` indexed by market symbols
        """
        self.load_markets()
        market = self.market(symbol)
        request: dict = {
            'instId': market['id'],
        }
        limit = 50 if (limit is None) else limit
        if limit is not None:
            request['size'] = limit  # max 100
        response = self.publicGetMarketBooks(self.extend(request, params))
        #
        #     {
        #         "code": "0",
        #         "msg": "",
        #         "data": [
        #             {
        #                 "asks": [
        #                     ["0.07228","4.211619","0","2"],  # price, amount, liquidated orders, total open orders
        #                     ["0.0723","299.880364","0","2"],
        #                     ["0.07231","3.72832","0","1"],
        #                 ],
        #                 "bids": [
        #                     ["0.07221","18.5","0","1"],
        #                     ["0.0722","18.5","0","1"],
        #                     ["0.07219","0.505407","0","1"],
        #                 ],
        #                 "ts": "1621438475342"
        #             }
        #         ]
        #     }
        #
        data = self.safe_list(response, 'data', [])
        first = self.safe_dict(data, 0, {})
        timestamp = self.safe_integer(first, 'ts')
        return self.parse_order_book(first, symbol, timestamp)

    def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
        timestamp = self.safe_integer(ticker, 'ts')
        marketId = self.safe_string(ticker, 'instId')
        market = self.safe_market(marketId, market, '-')
        symbol = market['symbol']
        last = self.safe_string(ticker, 'last')
        open = self.safe_string(ticker, 'open24h')
        spot = self.safe_bool(market, 'spot', False)
        quoteVolume = self.safe_string(ticker, 'volCurrency24h') if spot else None
        baseVolume = self.safe_string(ticker, 'vol24h')
        high = self.safe_string(ticker, 'high24h')
        low = self.safe_string(ticker, 'low24h')
        return self.safe_ticker({
            'symbol': symbol,
            'timestamp': timestamp,
            'datetime': self.iso8601(timestamp),
            'high': high,
            'low': low,
            'bid': self.safe_string(ticker, 'bidPrice'),
            'bidVolume': self.safe_string(ticker, 'bidSize'),
            'ask': self.safe_string(ticker, 'askPrice'),
            'askVolume': self.safe_string(ticker, 'askSize'),
            'vwap': None,
            'open': open,
            'close': last,
            'last': last,
            'previousClose': None,
            'change': None,
            'percentage': None,
            'average': None,
            'baseVolume': baseVolume,
            'quoteVolume': quoteVolume,
            'info': ticker,
        }, market)

    def fetch_ticker(self, symbol: str, params={}) -> Ticker:
        """
        fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
        :see: https://blofin.com/docs#get-tickers
        :param str symbol: unified symbol of the market to fetch the ticker for
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :returns dict: a `ticker structure <https://docs.ccxt_zagrava.com/#/?id=ticker-structure>`
        """
        self.load_markets()
        market = self.market(symbol)
        request: dict = {
            'instId': market['id'],
        }
        response = self.publicGetMarketTickers(self.extend(request, params))
        data = self.safe_list(response, 'data', [])
        first = self.safe_dict(data, 0, {})
        return self.parse_ticker(first, market)

    def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
        """
        fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
        :see: https://blofin.com/docs#get-tickers
        :param str[] [symbols]: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :returns dict: a dictionary of `ticker structures <https://docs.ccxt_zagrava.com/#/?id=ticker-structure>`
        """
        self.load_markets()
        symbols = self.market_symbols(symbols)
        response = self.publicGetMarketTickers(params)
        tickers = self.safe_list(response, 'data', [])
        return self.parse_tickers(tickers, symbols)

    def parse_trade(self, trade: dict, market: Market = None) -> Trade:
        #
        # fetch trades
        #   {
        #       "tradeId": "3263934920",
        #       "instId": "LTC-USDT",
        #       "price": "67.87",
        #       "size": "1",
        #       "side": "buy",
        #       "ts": "1707232020854"
        #   }
        # my trades
        #   {
        #       "instId": "LTC-USDT",
        #       "tradeId": "1440847",
        #       "orderId": "2075705202",
        #       "fillPrice": "67.850000000000000000",
        #       "fillSize": "1.000000000000000000",
        #       "fillPnl": "0.000000000000000000",
        #       "side": "buy",
        #       "positionSide": "net",
        #       "fee": "0.040710000000000000",
        #       "ts": "1707224678878",
        #       "brokerId": ""
        #   }
        #
        id = self.safe_string(trade, 'tradeId')
        marketId = self.safe_string(trade, 'instId')
        market = self.safe_market(marketId, market, '-')
        symbol = market['symbol']
        timestamp = self.safe_integer(trade, 'ts')
        price = self.safe_string_2(trade, 'price', 'fillPrice')
        amount = self.safe_string_2(trade, 'size', 'fillSize')
        side = self.safe_string(trade, 'side')
        orderId = self.safe_string(trade, 'orderId')
        feeCost = self.safe_string(trade, 'fee')
        fee = None
        if feeCost is not None:
            fee = {
                'cost': feeCost,
                'currency': market['settle'],
            }
        return self.safe_trade({
            'info': trade,
            'timestamp': timestamp,
            'datetime': self.iso8601(timestamp),
            'symbol': symbol,
            'id': id,
            'order': orderId,
            'type': None,
            'takerOrMaker': None,
            'side': side,
            'price': price,
            'amount': amount,
            'cost': None,
            'fee': fee,
        }, market)

    def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
        """
        get the list of most recent trades for a particular symbol
        :see: https://blofin.com/docs#get-trades
        :param str symbol: unified symbol of the market to fetch trades for
        :param int [since]: timestamp in ms of the earliest trade to fetch
        :param int [limit]: the maximum amount of trades to fetch
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param boolean [params.paginate]: *only applies to publicGetMarketHistoryTrades* default False, when True will automatically paginate by calling self endpoint multiple times
        :returns Trade[]: a list of `trade structures <https://docs.ccxt_zagrava.com/#/?id=public-trades>`
        """
        self.load_markets()
        paginate = False
        paginate, params = self.handle_option_and_params(params, 'fetchTrades', 'paginate')
        if paginate:
            return self.fetch_paginated_call_cursor('fetchTrades', symbol, since, limit, params, 'tradeId', 'after', None, 100)
        market = self.market(symbol)
        request: dict = {
            'instId': market['id'],
        }
        response = None
        if limit is not None:
            request['limit'] = limit  # default 100
        method = None
        method, params = self.handle_option_and_params(params, 'fetchTrades', 'method', 'publicGetMarketTrades')
        if method == 'publicGetMarketTrades':
            response = self.publicGetMarketTrades(self.extend(request, params))
        data = self.safe_list(response, 'data', [])
        return self.parse_trades(data, market, since, limit)

    def parse_ohlcv(self, ohlcv, market: Market = None) -> list:
        #
        #     [
        #         "1678928760000",  # timestamp
        #         "24341.4",  # open
        #         "24344",  # high
        #         "24313.2",  # low
        #         "24323",  # close
        #         "628",  # contract volume
        #         "2.5819",  # base volume
        #         "62800",  # quote volume
        #         "0"  # candlestick state
        #     ]
        #
        return [
            self.safe_integer(ohlcv, 0),
            self.safe_number(ohlcv, 1),
            self.safe_number(ohlcv, 2),
            self.safe_number(ohlcv, 3),
            self.safe_number(ohlcv, 4),
            self.safe_number(ohlcv, 6),
        ]

    def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
        """
        fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
        :see: https://blofin.com/docs#get-candlesticks
        :param str symbol: unified symbol of the market to fetch OHLCV data for
        :param str timeframe: the length of time each candle represents
        :param int [since]: timestamp in ms of the earliest candle to fetch
        :param int [limit]: the maximum amount of candles to fetch
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param int [params.until]: timestamp in ms of the latest candle to fetch
        :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt_zagrava/ccxt_zagrava/wiki/Manual#pagination-params)
        :returns int[][]: A list of candles ordered, open, high, low, close, volume
        """
        self.load_markets()
        market = self.market(symbol)
        paginate = False
        paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate')
        if paginate:
            return self.fetch_paginated_call_deterministic('fetchOHLCV', symbol, since, limit, timeframe, params, 100)
        if limit is None:
            limit = 100  # default 100, max 100
        request: dict = {
            'instId': market['id'],
            'bar': self.safe_string(self.timeframes, timeframe, timeframe),
            'limit': limit,
        }
        until = self.safe_integer(params, 'until')
        if until is not None:
            request['after'] = until
            params = self.omit(params, 'until')
        response = None
        response = self.publicGetMarketCandles(self.extend(request, params))
        data = self.safe_list(response, 'data', [])
        return self.parse_ohlcvs(data, market, timeframe, since, limit)

    def fetch_funding_rate_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
        """
        fetches historical funding rate prices
        :see: https://blofin.com/docs#get-funding-rate-history
        :param str symbol: unified symbol of the market to fetch the funding rate history for
        :param int [since]: timestamp in ms of the earliest funding rate to fetch
        :param int [limit]: the maximum amount of `funding rate structures <https://docs.ccxt_zagrava.com/#/?id=funding-rate-history-structure>` to fetch
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt_zagrava/ccxt_zagrava/wiki/Manual#pagination-params)
        :returns dict[]: a list of `funding rate structures <https://docs.ccxt_zagrava.com/#/?id=funding-rate-history-structure>`
        """
        if symbol is None:
            raise ArgumentsRequired(self.id + ' fetchFundingRateHistory() requires a symbol argument')
        self.load_markets()
        paginate = False
        paginate, params = self.handle_option_and_params(params, 'fetchFundingRateHistory', 'paginate')
        if paginate:
            return self.fetch_paginated_call_deterministic('fetchFundingRateHistory', symbol, since, limit, '8h', params)
        market = self.market(symbol)
        request: dict = {
            'instId': market['id'],
        }
        if since is not None:
            request['before'] = max(since - 1, 0)
        if limit is not None:
            request['limit'] = limit
        response = self.publicGetMarketFundingRateHistory(self.extend(request, params))
        rates = []
        data = self.safe_list(response, 'data', [])
        for i in range(0, len(data)):
            rate = data[i]
            timestamp = self.safe_integer(rate, 'fundingTime')
            rates.append({
                'info': rate,
                'symbol': market['symbol'],
                'fundingRate': self.safe_number(rate, 'fundingRate'),
                'timestamp': timestamp,
                'datetime': self.iso8601(timestamp),
            })
        sorted = self.sort_by(rates, 'timestamp')
        return self.filter_by_symbol_since_limit(sorted, market['symbol'], since, limit)

    def parse_funding_rate(self, contract, market: Market = None):
        #
        #    {
        #        "fundingRate": "0.00027815",
        #        "fundingTime": "1634256000000",
        #        "instId": "BTC-USD-SWAP",
        #        "instType": "SWAP",
        #        "nextFundingRate": "0.00017",
        #        "nextFundingTime": "1634284800000"
        #    }
        #
        # in the response above nextFundingRate is actually two funding rates from now
        #
        nextFundingRateTimestamp = self.safe_integer(contract, 'nextFundingTime')
        marketId = self.safe_string(contract, 'instId')
        symbol = self.safe_symbol(marketId, market)
        nextFundingRate = self.safe_number(contract, 'nextFundingRate')
        fundingTime = self.safe_integer(contract, 'fundingTime')
        # > The current interest is 0.
        return {
            'info': contract,
            'symbol': symbol,
            'markPrice': None,
            'indexPrice': None,
            'interestRate': self.parse_number('0'),
            'estimatedSettlePrice': None,
            'timestamp': None,
            'datetime': None,
            'fundingRate': self.safe_number(contract, 'fundingRate'),
            'fundingTimestamp': fundingTime,
            'fundingDatetime': self.iso8601(fundingTime),
            'nextFundingRate': nextFundingRate,
            'nextFundingTimestamp': nextFundingRateTimestamp,
            'nextFundingDatetime': self.iso8601(nextFundingRateTimestamp),
            'previousFundingRate': None,
            'previousFundingTimestamp': None,
            'previousFundingDatetime': None,
        }

    def fetch_funding_rate(self, symbol: str, params={}):
        """
        fetch the current funding rate
        :see: https://blofin.com/docs#get-funding-rate
        :param str symbol: unified market symbol
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :returns dict: a `funding rate structure <https://docs.ccxt_zagrava.com/#/?id=funding-rate-structure>`
        """
        self.load_markets()
        market = self.market(symbol)
        if not market['swap']:
            raise ExchangeError(self.id + ' fetchFundingRate() is only valid for swap markets')
        request: dict = {
            'instId': market['id'],
        }
        response = self.publicGetMarketFundingRate(self.extend(request, params))
        #
        #    {
        #        "code": "0",
        #        "data": [
        #            {
        #                "fundingRate": "0.00027815",
        #                "fundingTime": "1634256000000",
        #                "instId": "BTC-USD-SWAP",
        #                "instType": "SWAP",
        #                "nextFundingRate": "0.00017",
        #                "nextFundingTime": "1634284800000"
        #            }
        #        ],
        #        "msg": ""
        #    }
        #
        data = self.safe_list(response, 'data', [])
        entry = self.safe_dict(data, 0, {})
        return self.parse_funding_rate(entry, market)

    def parse_balance_by_type(self, type, response):
        if type:
            return self.parse_funding_balance(response)
        else:
            return self.parse_trading_balance(response)

    def parse_trading_balance(self, response):
        #
        # {
        #     "code": "0",
        #     "msg": "success",
        #     "data": {
        #         "ts": "1697021343571",
        #         "totalEquity": "10011254.077985990315787910",
        #         "isolatedEquity": "861.763132108800000000",
        #         "details": [
        #             {
        #                 "currency": "USDT",
        #                 "equity": "10014042.988958415234430699548",
        #                 "balance": "10013119.885958415234430699",
        #                 "ts": "1697021343571",
        #                 "isolatedEquity": "862.003200000000000000048",
        #                 "available": "9996399.4708691159703362725",
        #                 "availableEquity": "9996399.4708691159703362725",
        #                 "frozen": "15805.149672632597427761",
        #                 "orderFrozen": "14920.994472632597427761",
        #                 "equityUsd": "10011254.077985990315787910",
        #                 "isolatedUnrealizedPnl": "-22.151999999999999999952",
        #                 "bonus": "0"
        #             }
        #         ]
        #     }
        # }
        #
        result: dict = {'info': response}
        data = self.safe_dict(response, 'data', {})
        timestamp = self.safe_integer(data, 'ts')
        details = self.safe_list(data, 'details', [])
        for i in range(0, len(details)):
            balance = details[i]
            currencyId = self.safe_string(balance, 'currency')
            code = self.safe_currency_code(currencyId)
            account = self.account()
            # it may be incorrect to use total, free and used for swap accounts
            eq = self.safe_string(balance, 'equity')
            availEq = self.safe_string(balance, 'available')
            if (eq is None) or (availEq is None):
                account['free'] = self.safe_string(balance, 'availableEquity')
                account['used'] = self.safe_string(balance, 'frozen')
            else:
                account['total'] = eq
                account['free'] = availEq
            result[code] = account
        result['timestamp'] = timestamp
        result['datetime'] = self.iso8601(timestamp)
        return self.safe_balance(result)

    def parse_funding_balance(self, response):
        #
        #  {
        #      "code": "0",
        #      "msg": "success",
        #      "data": [
        #          {
        #              "currency": "USDT",
        #              "balance": "10012514.919418081548717298",
        #              "available": "9872132.414278782284622898",
        #              "frozen": "138556.471805965930761067",
        #              "bonus": "0"
        #          }
        #      ]
        #  }
        #
        result: dict = {'info': response}
        data = self.safe_list(response, 'data', [])
        for i in range(0, len(data)):
            balance = data[i]
            currencyId = self.safe_string(balance, 'currency')
            code = self.safe_currency_code(currencyId)
            account = self.account()
            # it may be incorrect to use total, free and used for swap accounts
            account['total'] = self.safe_string(balance, 'balance')
            account['free'] = self.safe_string(balance, 'available')
            account['used'] = self.safe_string(balance, 'frozen')
            result[code] = account
        return self.safe_balance(result)

    def parse_trading_fee(self, fee: dict, market: Market = None) -> TradingFeeInterface:
        return {
            'info': fee,
            'symbol': self.safe_symbol(None, market),
            # blofin returns the fees values opposed to other exchanges, so the sign needs to be flipped
            'maker': self.parse_number(Precise.string_neg(self.safe_string_2(fee, 'maker', 'makerU'))),
            'taker': self.parse_number(Precise.string_neg(self.safe_string_2(fee, 'taker', 'takerU'))),
            'percentage': None,
            'tierBased': None,
        }

    def fetch_balance(self, params={}) -> Balances:
        """
        query for balance and get the amount of funds available for trading or funds locked in orders
        :see: https://blofin.com/docs#get-balance
        :see: https://blofin.com/docs#get-futures-account-balance
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param str [params.accountType]: the type of account to fetch the balance for, either 'funding' or 'futures'  or 'copy_trading' or 'earn'
        :returns dict: a `balance structure <https://docs.ccxt_zagrava.com/#/?id=balance-structure>`
        """
        self.load_markets()
        accountType = self.safe_string_2(params, 'accountType', 'type')
        params = self.omit(params, ['accountType', 'type'])
        request: dict = {
        }
        response = None
        if accountType is not None:
            options = self.safe_dict(self.options, 'accountsByType', {})
            parsedAccountType = self.safe_string(options, accountType, accountType)
            request['accountType'] = parsedAccountType
            response = self.privateGetAssetBalances(self.extend(request, params))
        else:
            response = self.privateGetAccountBalance(self.extend(request, params))
        return self.parse_balance_by_type(accountType, response)

    def create_order_request(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
        market = self.market(symbol)
        request: dict = {
            'instId': market['id'],
            'side': side,
            'orderType': type,
            'size': self.amount_to_precision(symbol, amount),
            'brokerId': self.safe_string(self.options, 'brokerId', 'ec6dd3a7dd982d0b'),
        }
        marginMode = None
        marginMode, params = self.handle_margin_mode_and_params('createOrder', params, 'cross')
        request['marginMode'] = marginMode
        timeInForce = self.safe_string(params, 'timeInForce', 'GTC')
        isMarketOrder = type == 'market'
        params = self.omit(params, ['timeInForce'])
        ioc = (timeInForce == 'IOC') or (type == 'ioc')
        marketIOC = (isMarketOrder and ioc)
        if isMarketOrder or marketIOC:
            request['orderType'] = 'market'
        else:
            request['price'] = self.price_to_precision(symbol, price)
        postOnly = False
        postOnly, params = self.handle_post_only(isMarketOrder, type == 'post_only', params)
        if postOnly:
            request['type'] = 'post_only'
        stopLoss = self.safe_dict(params, 'stopLoss')
        takeProfit = self.safe_dict(params, 'takeProfit')
        params = self.omit(params, ['stopLoss', 'takeProfit'])
        isStopLoss = stopLoss is not None
        isTakeProfit = takeProfit is not None
        if isStopLoss or isTakeProfit:
            if isStopLoss:
                slTriggerPrice = self.safe_string_2(stopLoss, 'triggerPrice', 'stopPrice')
                request['slTriggerPrice'] = self.price_to_precision(symbol, slTriggerPrice)
                slOrderPrice = self.safe_string(stopLoss, 'price', '-1')
                request['slOrderPrice'] = self.price_to_precision(symbol, slOrderPrice)
            if isTakeProfit:
                tpTriggerPrice = self.safe_string_2(takeProfit, 'triggerPrice', 'stopPrice')
                request['tpTriggerPrice'] = self.price_to_precision(symbol, tpTriggerPrice)
                tpPrice = self.safe_string(takeProfit, 'price', '-1')
                request['tpOrderPrice'] = self.price_to_precision(symbol, tpPrice)
        return self.extend(request, params)

    def parse_order_status(self, status: Str):
        statuses: dict = {
            'canceled': 'canceled',
            'order_failed': 'canceled',
            'live': 'open',
            'partially_filled': 'open',
            'filled': 'closed',
            'effective': 'closed',
        }
        return self.safe_string(statuses, status, status)

    def parse_order(self, order: dict, market: Market = None) -> Order:
        #
        # {
        #     "orderId": "2075628533",
        #     "clientOrderId": "",
        #     "instId": "LTC-USDT",
        #     "marginMode": "cross",
        #     "positionSide": "net",
        #     "side": "buy",
        #     "orderType": "market",
        #     "price": "0.000000000000000000",
        #     "size": "1.000000000000000000",
        #     "reduceOnly": "true",
        #     "leverage": "3",
        #     "state": "filled",
        #     "filledSize": "1.000000000000000000",
        #     "pnl": "-0.050000000000000000",
        #     "averagePrice": "68.110000000000000000",
        #     "fee": "0.040866000000000000",
        #     "createTime": "1706891359010",
        #     "updateTime": "1706891359098",
        #     "orderCategory": "normal",
        #     "tpTriggerPrice": null,
        #     "tpOrderPrice": null,
        #     "slTriggerPrice": null,
        #     "slOrderPrice": null,
        #     "cancelSource": "not_canceled",
        #     "cancelSourceReason": null,
        #     "brokerId": "ec6dd3a7dd982d0b"
        # }
        #
        id = self.safe_string_2(order, 'tpslId', 'orderId')
        timestamp = self.safe_integer(order, 'createTime')
        lastUpdateTimestamp = self.safe_integer(order, 'updateTime')
        lastTradeTimestamp = self.safe_integer(order, 'fillTime')
        side = self.safe_string(order, 'side')
        type = self.safe_string(order, 'orderType')
        postOnly = None
        timeInForce = None
        if type == 'post_only':
            postOnly = True
            type = 'limit'
        elif type == 'fok':
            timeInForce = 'FOK'
            type = 'limit'
        elif type == 'ioc':
            timeInForce = 'IOC'
            type = 'limit'
        marketId = self.safe_string(order, 'instId')
        market = self.safe_market(marketId, market)
        symbol = self.safe_symbol(marketId, market, '-')
        filled = self.safe_string(order, 'filledSize')
        price = self.safe_string_2(order, 'px', 'price')
        average = self.safe_string(order, 'averagePrice')
        status = self.parse_order_status(self.safe_string(order, 'state'))
        feeCostString = self.safe_string(order, 'fee')
        amount = self.safe_string(order, 'size')
        leverage = self.safe_string(order, 'leverage', '1')
        contractSize = self.safe_string(market, 'contractSize')
        baseAmount = Precise.string_mul(contractSize, filled)
        cost: Str = None
        if average is not None:
            cost = Precise.string_mul(average, baseAmount)
            cost = Precise.string_div(cost, leverage)
        # spot market buy: "sz" can refer either to base currency units or to quote currency units
        fee = None
        if feeCostString is not None:
            feeCostSigned = Precise.string_abs(feeCostString)
            feeCurrencyId = self.safe_string(order, 'feeCcy', 'USDT')
            feeCurrencyCode = self.safe_currency_code(feeCurrencyId)
            fee = {
                'cost': self.parse_number(feeCostSigned),
                'currency': feeCurrencyCode,
            }
        clientOrderId = self.safe_string(order, 'clientOrderId')
        if (clientOrderId is not None) and (len(clientOrderId) < 1):
            clientOrderId = None  # fix empty clientOrderId string
        stopLossTriggerPrice = self.safe_number(order, 'slTriggerPrice')
        stopLossPrice = self.safe_number(order, 'slOrderPrice')
        takeProfitTriggerPrice = self.safe_number(order, 'tpTriggerPrice')
        takeProfitPrice = self.safe_number(order, 'tpOrderPrice')
        reduceOnlyRaw = self.safe_string(order, 'reduceOnly')
        reduceOnly = (reduceOnlyRaw == 'true')
        return self.safe_order({
            'info': order,
            'id': id,
            'clientOrderId': clientOrderId,
            'timestamp': timestamp,
            'datetime': self.iso8601(timestamp),
            'lastTradeTimestamp': lastTradeTimestamp,
            'lastUpdateTimestamp': lastUpdateTimestamp,
            'symbol': symbol,
            'type': type,
            'timeInForce': timeInForce,
            'postOnly': postOnly,
            'side': side,
            'price': price,
            'stopLossTriggerPrice': stopLossTriggerPrice,
            'takeProfitTriggerPrice': takeProfitTriggerPrice,
            'stopLossPrice': stopLossPrice,
            'takeProfitPrice': takeProfitPrice,
            'average': average,
            'cost': cost,
            'amount': amount,
            'filled': filled,
            'remaining': None,
            'status': status,
            'fee': fee,
            'trades': None,
            'reduceOnly': reduceOnly,
        }, market)

    def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}) -> Order:
        """
        create a trade order
        :see: https://blofin.com/docs#place-order
        :see: https://blofin.com/docs#place-tpsl-order
        :param str symbol: unified symbol of the market to create an order in
        :param str type: 'market' or 'limit' or 'post_only' or 'ioc' or 'fok'
        :param str side: 'buy' or 'sell'
        :param float amount: how much of currency you want to trade in units of base currency
        :param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param bool [params.reduceOnly]: a mark to reduce the position size for margin, swap and future orders
        :param bool [params.postOnly]: True to place a post only order
        :param str [params.marginMode]: 'cross' or 'isolated', default is 'cross'
        :param float [params.stopLossPrice]: stop loss trigger price(will use privatePostTradeOrderTpsl)
        :param float [params.takeProfitPrice]: take profit trigger price(will use privatePostTradeOrderTpsl)
        :param str [param.positionSide]: *stopLossPrice/takeProfitPrice orders only* 'long' or 'short' or 'net' default is 'net'
        :param str [params.clientOrderId]: a unique id for the order
        :param dict [params.takeProfit]: *takeProfit object in params* containing the triggerPrice at which the attached take profit order will be triggered
        :param float [params.takeProfit.triggerPrice]: take profit trigger price
        :param float [params.takeProfit.price]: take profit order price(if not provided the order will be a market order)
        :param dict [params.stopLoss]: *stopLoss object in params* containing the triggerPrice at which the attached stop loss order will be triggered
        :param float [params.stopLoss.triggerPrice]: stop loss trigger price
        :param float [params.stopLoss.price]: stop loss order price(if not provided the order will be a market order)
        :returns dict: an `order structure <https://docs.ccxt_zagrava.com/#/?id=order-structure>`
        """
        self.load_markets()
        market = self.market(symbol)
        tpsl = self.safe_bool(params, 'tpsl', False)
        params = self.omit(params, 'tpsl')
        method = None
        method, params = self.handle_option_and_params(params, 'createOrder', 'method', 'privatePostTradeOrder')
        isStopLossPriceDefined = self.safe_string(params, 'stopLossPrice') is not None
        isTakeProfitPriceDefined = self.safe_string(params, 'takeProfitPrice') is not None
        isType2Order = (isStopLossPriceDefined or isTakeProfitPriceDefined)
        response = None
        if tpsl or (method == 'privatePostTradeOrderTpsl') or isType2Order:
            tpslRequest = self.create_tpsl_order_request(symbol, type, side, amount, price, params)
            response = self.privatePostTradeOrderTpsl(tpslRequest)
        else:
            request = self.create_order_request(symbol, type, side, amount, price, params)
            response = self.privatePostTradeOrder(request)
        data = self.safe_list(response, 'data', [])
        first = self.safe_dict(data, 0)
        order = self.parse_order(first, market)
        order['type'] = type
        order['side'] = side
        return order

    def create_tpsl_order_request(self, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}):
        market = self.market(symbol)
        positionSide = self.safe_string(params, 'positionSide', 'net')
        request: dict = {
            'instId': market['id'],
            'side': side,
            'positionSide': positionSide,
            'brokerId': self.safe_string(self.options, 'brokerId', 'ec6dd3a7dd982d0b'),
        }
        if amount is not None:
            request['size'] = self.amount_to_precision(symbol, amount)
        marginMode = self.safe_string(params, 'marginMode', 'cross')  # cross or isolated
        if marginMode != 'cross' and marginMode != 'isolated':
            raise BadRequest(self.id + ' createTpslOrder() requires a marginMode parameter that must be either cross or isolated')
        stopLossPrice = self.safe_string(params, 'stopLossPrice')
        takeProfitPrice = self.safe_string(params, 'takeProfitPrice')
        if stopLossPrice is not None:
            request['slTriggerPrice'] = self.price_to_precision(symbol, stopLossPrice)
            if type == 'market':
                request['slOrderPrice'] = '-1'
            else:
                request['slOrderPrice'] = self.price_to_precision(symbol, price)
        elif takeProfitPrice is not None:
            request['tpTriggerPrice'] = self.price_to_precision(symbol, takeProfitPrice)
            if type == 'market':
                request['tpOrderPrice'] = '-1'
            else:
                request['tpOrderPrice'] = self.price_to_precision(symbol, price)
        request['marginMode'] = marginMode
        params = self.omit(params, ['stopLossPrice', 'takeProfitPrice'])
        return self.extend(request, params)

    def cancel_order(self, id: str, symbol: Str = None, params={}):
        """
        cancels an open order
        :see: https://blofin.com/docs#cancel-order
        :see: https://blofin.com/docs#cancel-tpsl-order
        :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 boolean [params.trigger]: True if cancelling a trigger/conditional order/tp sl orders
        :returns dict: An `order structure <https://docs.ccxt_zagrava.com/#/?id=order-structure>`
        """
        if symbol is None:
            raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol argument')
        self.load_markets()
        market = self.market(symbol)
        request: dict = {
            'instId': market['id'],
        }
        isTrigger = self.safe_bool_n(params, ['stop', 'trigger', 'tpsl'], False)
        clientOrderId = self.safe_string(params, 'clientOrderId')
        if clientOrderId is not None:
            request['clientOrderId'] = clientOrderId
        else:
            if not isTrigger:
                request['orderId'] = str(id)
            else:
                request['tpslId'] = str(id)
        query = self.omit(params, ['orderId', 'clientOrderId', 'stop', 'trigger', 'tpsl'])
        if isTrigger:
            tpslResponse = self.cancel_orders([id], symbol, params)
            first = self.safe_dict(tpslResponse, 0)
            return first
        response = self.privatePostTradeCancelOrder(self.extend(request, query))
        data = self.safe_list(response, 'data', [])
        order = self.safe_dict(data, 0)
        return self.parse_order(order, market)

    def create_orders(self, orders: List[OrderRequest], params={}) -> List[Order]:
        """
        create a list of trade orders
        :see: https://blofin.com/docs#place-multiple-orders
        :param Array orders: list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
        :returns dict: an `order structure <https://docs.ccxt_zagrava.com/#/?id=order-structure>`
        """
        self.load_markets()
        ordersRequests = []
        for i in range(0, len(orders)):
            rawOrder = orders[i]
            marketId = self.safe_string(rawOrder, 'symbol')
            type = self.safe_string(rawOrder, 'type')
            side = self.safe_string(rawOrder, 'side')
            amount = self.safe_value(rawOrder, 'amount')
            price = self.safe_value(rawOrder, 'price')
            orderParams = self.safe_dict(rawOrder, 'params', {})
            extendedParams = self.extend(orderParams, params)  # the request does not accept extra params since it's a list, so we're extending each order with the common params
            orderRequest = self.create_order_request(marketId, type, side, amount, price, extendedParams)
            ordersRequests.append(orderRequest)
        response = self.privatePostTradeBatchOrders(ordersRequests)
        data = self.safe_list(response, 'data', [])
        return self.parse_orders(data)

    def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
        """
        Fetch orders that are still open
        :see: https://blofin.com/docs#get-active-orders
        :see: https://blofin.com/docs#get-active-tpsl-orders
        :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 orders structures to retrieve
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param bool [params.stop]: True if fetching trigger or conditional orders
        :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt_zagrava/ccxt_zagrava/wiki/Manual#pagination-params)
        :returns Order[]: a list of `order structures <https://docs.ccxt_zagrava.com/#/?id=order-structure>`
        """
        self.load_markets()
        paginate = False
        paginate, params = self.handle_option_and_params(params, 'fetchOpenOrders', 'paginate')
        if paginate:
            return self.fetch_paginated_call_dynamic('fetchOpenOrders', symbol, since, limit, params)
        request: dict = {
        }
        market = None
        if symbol is not None:
            market = self.market(symbol)
            request['instId'] = market['id']
        if limit is not None:
            request['limit'] = limit  # default 100, max 100
        isStop = self.safe_bool_n(params, ['stop', 'trigger', 'tpsl', 'TPSL'], False)
        method: Str = None
        method, params = self.handle_option_and_params(params, 'fetchOpenOrders', 'method', 'privateGetTradeOrdersPending')
        query = self.omit(params, ['method', 'stop', 'trigger', 'tpsl', 'TPSL'])
        response = None
        if isStop or (method == 'privateGetTradeOrdersTpslPending'):
            response = self.privateGetTradeOrdersTpslPending(self.extend(request, query))
        else:
            response = self.privateGetTradeOrdersPending(self.extend(request, query))
        data = self.safe_list(response, 'data', [])
        return self.parse_orders(data, market, since, limit)

    def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
        """
        fetch all trades made by the user
        :see: https://blofin.com/docs#get-trade-history
        :param str symbol: unified market symbol
        :param int [since]: the earliest time in ms to fetch trades for
        :param int [limit]: the maximum number of trades structures to retrieve
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param int [params.until]: Timestamp in ms of the latest time to retrieve trades for
        :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt_zagrava/ccxt_zagrava/wiki/Manual#pagination-params)
        :returns Trade[]: a list of `trade structures <https://docs.ccxt_zagrava.com/#/?id=trade-structure>`
        """
        self.load_markets()
        paginate = False
        paginate, params = self.handle_option_and_params(params, 'fetchMyTrades', 'paginate')
        if paginate:
            return self.fetch_paginated_call_dynamic('fetchMyTrades', symbol, since, limit, params)
        request: dict = {
        }
        market = None
        if symbol is not None:
            market = self.market(symbol)
            request['instId'] = market['id']
        request, params = self.handle_until_option('end', request, params)
        if limit is not None:
            request['limit'] = limit  # default 100, max 100
        response = self.privateGetTradeFillsHistory(self.extend(request, params))
        data = self.safe_list(response, 'data', [])
        return self.parse_trades(data, market, since, limit)

    def fetch_deposits(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
        """
        fetch all deposits made to an account
        :see: https://blofin.com/docs#get-deposite-history
        :param str code: unified currency code
        :param int [since]: the earliest time in ms to fetch deposits for
        :param int [limit]: the maximum number of deposits structures to retrieve
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param int [params.until]: the latest time in ms to fetch entries for
        :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt_zagrava/ccxt_zagrava/wiki/Manual#pagination-params)
        :returns dict[]: a list of `transaction structures <https://docs.ccxt_zagrava.com/#/?id=transaction-structure>`
        """
        self.load_markets()
        paginate = False
        paginate, params = self.handle_option_and_params(params, 'fetchDeposits', 'paginate')
        if paginate:
            return self.fetch_paginated_call_dynamic('fetchDeposits', code, since, limit, params)
        request: dict = {
        }
        currency = None
        if code is not None:
            currency = self.currency(code)
            request['currency'] = currency['id']
        if since is not None:
            request['before'] = max(since - 1, 0)
        if limit is not None:
            request['limit'] = limit  # default 100, max 100
        request, params = self.handle_until_option('after', request, params)
        response = self.privateGetAssetDepositHistory(self.extend(request, params))
        data = self.safe_list(response, 'data', [])
        return self.parse_transactions(data, currency, since, limit, params)

    def fetch_withdrawals(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
        """
        fetch all withdrawals made from an account
        :see: https://blofin.com/docs#get-withdraw-history
        :param str code: unified currency code
        :param int [since]: the earliest time in ms to fetch withdrawals for
        :param int [limit]: the maximum number of withdrawals structures to retrieve
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param int [params.until]: the latest time in ms to fetch entries for
        :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt_zagrava/ccxt_zagrava/wiki/Manual#pagination-params)
        :returns dict[]: a list of `transaction structures <https://docs.ccxt_zagrava.com/#/?id=transaction-structure>`
        """
        self.load_markets()
        paginate = False
        paginate, params = self.handle_option_and_params(params, 'fetchWithdrawals', 'paginate')
        if paginate:
            return self.fetch_paginated_call_dynamic('fetchWithdrawals', code, since, limit, params)
        request: dict = {
        }
        currency = None
        if code is not None:
            currency = self.currency(code)
            request['currency'] = currency['id']
        if since is not None:
            request['before'] = max(since - 1, 0)
        if limit is not None:
            request['limit'] = limit  # default 100, max 100
        request, params = self.handle_until_option('after', request, params)
        response = self.privateGetAssetWithdrawalHistory(self.extend(request, params))
        data = self.safe_list(response, 'data', [])
        return self.parse_transactions(data, currency, since, limit, params)

    def fetch_ledger(self, code: Str = None, since: Int = None, limit: Int = None, params={}):
        """
        fetch the history of changes, actions done by the user or operations that altered balance of the user
        :see: https://blofin.com/docs#get-funds-transfer-history
        :param str code: unified currency code, default is None
        :param int [since]: timestamp in ms of the earliest ledger entry, default is None
        :param int [limit]: max number of ledger entrys to return, default is None
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param str [params.marginMode]: 'cross' or 'isolated'
        :param int [params.until]: the latest time in ms to fetch entries for
        :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt_zagrava/ccxt_zagrava/wiki/Manual#pagination-params)
        :returns dict: a `ledger structure <https://docs.ccxt_zagrava.com/#/?id=ledger-structure>`
        """
        self.load_markets()
        paginate = False
        paginate, params = self.handle_option_and_params(params, 'fetchLedger', 'paginate')
        if paginate:
            return self.fetch_paginated_call_dynamic('fetchLedger', code, since, limit, params)
        request: dict = {
        }
        if limit is not None:
            request['limit'] = limit
        currency = None
        if code is not None:
            currency = self.currency(code)
            request['currency'] = currency['id']
        request, params = self.handle_until_option('end', request, params)
        response = None
        response = self.privateGetAssetBills(self.extend(request, params))
        data = self.safe_list(response, 'data', [])
        return self.parse_ledger(data, currency, since, limit)

    def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction:
        #
        #
        # fetchDeposits
        #
        #     {
        #         "currency": "USDT",
        #         "chain": "TRC20",
        #         "address": "TGfJLtnsh3B9EqekFEBZ1nR14QanBUf5Bi",
        #         "txId": "892f4e0c32268b29b2e541ef30d32a30bbf10f902adcc4b1428319ed7c3758fd",
        #         "type": "0",
        #         "amount": "86.975843",
        #         "state": "1",
        #         "ts": "1703163304153",
        #         "tag": null,
        #         "confirm": "16",
        #         "depositId": "36c8e2a7ea184a219de72215a696acaf"
        #     }
        # fetchWithdrawals
        #    {
        #       "currency": "USDT",
        #        "chain": "TRC20",
        #        "address": "TYgB3sVXHPEDQUu288EG1uMFh9Pk2swLgW",
        #        "txId": "1fd5ac52df414d7ea66194cadd9a5b4d2422c2b9720037f66d98207f9858fd96",
        #        "type": "0",
        #        "amount": "9",
        #        "fee": "1",
        #        "feeCurrency": "USDT",
        #        "state": "3",
        #        "clientId": null,
        #        "ts": "1707217439351",
        #        "tag": null,
        #        "memo": null,
        #        "withdrawId": "e0768698cfdf4aee8e54654c3775914b"
        #    }
        #
        type = None
        id = None
        withdrawalId = self.safe_string(transaction, 'withdrawId')
        depositId = self.safe_string(transaction, 'depositId')
        addressTo = self.safe_string(transaction, 'address')
        address = addressTo
        tagTo = self.safe_string(transaction, 'tag')
        if withdrawalId is not None:
            type = 'withdrawal'
            id = withdrawalId
        else:
            id = depositId
            type = 'deposit'
        currencyId = self.safe_string(transaction, 'currency')
        code = self.safe_currency_code(currencyId)
        amount = self.safe_number(transaction, 'amount')
        status = self.parse_transaction_status(self.safe_string(transaction, 'state'))
        txid = self.safe_string(transaction, 'txId')
        timestamp = self.safe_integer(transaction, 'ts')
        feeCurrencyId = self.safe_string(transaction, 'feeCurrency')
        feeCode = self.safe_currency_code(feeCurrencyId)
        feeCost = self.safe_number(transaction, 'fee')
        return {
            'info': transaction,
            'id': id,
            'currency': code,
            'amount': amount,
            'network': None,
            'addressFrom': None,
            'addressTo': addressTo,
            'address': address,
            'tagFrom': None,
            'tagTo': tagTo,
            'tag': tagTo,
            'status': status,
            'type': type,
            'updated': None,
            'txid': txid,
            'timestamp': timestamp,
            'datetime': self.iso8601(timestamp),
            'internal': None,
            'comment': None,
            'fee': {
                'currency': feeCode,
                'cost': feeCost,
            },
        }

    def parse_transaction_status(self, status: Str):
        statuses: dict = {
            '0': 'pending',
            '1': 'ok',
            '2': 'failed',
            '3': 'pending',
        }
        return self.safe_string(statuses, status, status)

    def parse_ledger_entry_type(self, type):
        types: dict = {
            '1': 'transfer',  # transfer
            '2': 'trade',  # trade
            '3': 'trade',  # delivery
            '4': 'rebate',  # auto token conversion
            '5': 'trade',  # liquidation
            '6': 'transfer',  # margin transfer
            '7': 'trade',  # interest deduction
            '8': 'fee',  # funding rate
            '9': 'trade',  # adl
            '10': 'trade',  # clawback
            '11': 'trade',  # system token conversion
        }
        return self.safe_string(types, type, type)

    def parse_ledger_entry(self, item: dict, currency: Currency = None):
        id = self.safe_string(item, 'transferId')
        referenceId = self.safe_string(item, 'clientId')
        fromAccount = self.safe_string(item, 'fromAccount')
        toAccount = self.safe_string(item, 'toAccount')
        type = self.parse_ledger_entry_type(self.safe_string(item, 'type'))
        code = self.safe_currency_code(self.safe_string(item, 'currency'), currency)
        amountString = self.safe_string(item, 'amount')
        amount = self.parse_number(amountString)
        timestamp = self.safe_integer(item, 'ts')
        status = 'ok'
        return {
            'id': id,
            'info': item,
            'timestamp': timestamp,
            'datetime': self.iso8601(timestamp),
            'fromAccount': fromAccount,
            'toAccount': toAccount,
            'type': type,
            'currency': code,
            'amount': amount,
            'clientId': referenceId,  # balance before
            'status': status,
        }

    def parse_ids(self, ids):
        """
         * @ignore
        :param string[]|str ids: order ids
        :returns str[]: list of order ids
        """
        if isinstance(ids, str):
            return ids.split(',')
        else:
            return ids

    def cancel_orders(self, ids, symbol: Str = None, params={}):
        """
        cancel multiple orders
        :see: https://blofin.com/docs#cancel-multiple-orders
        :param str[] ids: order ids
        :param str symbol: unified market symbol
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param boolean [params.trigger]: whether the order is a stop/trigger order
        :returns dict: an list of `order structures <https://docs.ccxt_zagrava.com/#/?id=order-structure>`
        """
        # TODO : the original endpoint signature differs, according to that you can skip individual symbol and assign ids in batch. At self moment, `params` is not being used too.
        if symbol is None:
            raise ArgumentsRequired(self.id + ' cancelOrders() requires a symbol argument')
        self.load_markets()
        market = self.market(symbol)
        request = []
        options = self.safe_dict(self.options, 'cancelOrders', {})
        defaultMethod = self.safe_string(options, 'method', 'privatePostTradeCancelBatchOrders')
        method = self.safe_string(params, 'method', defaultMethod)
        clientOrderIds = self.parse_ids(self.safe_value(params, 'clientOrderId'))
        tpslIds = self.parse_ids(self.safe_value(params, 'tpslId'))
        stop = self.safe_bool_n(params, ['stop', 'trigger', 'tpsl'])
        if stop:
            method = 'privatePostTradeCancelTpsl'
        if clientOrderIds is None:
            ids = self.parse_ids(ids)
            if tpslIds is not None:
                for i in range(0, len(tpslIds)):
                    request.append({
                        'tpslId': tpslIds[i],
                        'instId': market['id'],
                    })
            for i in range(0, len(ids)):
                if stop:
                    request.append({
                        'tpslId': ids[i],
                        'instId': market['id'],
                    })
                else:
                    request.append({
                        'orderId': ids[i],
                        'instId': market['id'],
                    })
        else:
            for i in range(0, len(clientOrderIds)):
                request.append({
                    'instId': market['id'],
                    'clientOrderId': clientOrderIds[i],
                })
        response = None
        if method == 'privatePostTradeCancelTpsl':
            response = self.privatePostTradeCancelTpsl(request)  # * dont self.extend with params, otherwise ARRAY will be turned into OBJECT
        else:
            response = self.privatePostTradeCancelBatchOrders(request)  # * dont self.extend with params, otherwise ARRAY will be turned into OBJECT
        ordersData = self.safe_list(response, 'data', [])
        return self.parse_orders(ordersData, market, None, None, params)

    def transfer(self, code: str, amount: float, fromAccount: str, toAccount: str, params={}) -> TransferEntry:
        """
        transfer currency internally between wallets on the same account
        :see: https://blofin.com/docs#funds-transfer
        :param str code: unified currency code
        :param float amount: amount to transfer
        :param str fromAccount: account to transfer from(funding, swap, copy_trading, earn)
        :param str toAccount: account to transfer to(funding, swap, copy_trading, earn)
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :returns dict: a `transfer structure <https://docs.ccxt_zagrava.com/#/?id=transfer-structure>`
        """
        self.load_markets()
        currency = self.currency(code)
        accountsByType = self.safe_dict(self.options, 'accountsByType', {})
        fromId = self.safe_string(accountsByType, fromAccount, fromAccount)
        toId = self.safe_string(accountsByType, toAccount, toAccount)
        request: dict = {
            'currency': currency['id'],
            'amount': self.currency_to_precision(code, amount),
            'fromAccount': fromId,
            'toAccount': toId,
        }
        response = self.privatePostAssetTransfer(self.extend(request, params))
        data = self.safe_dict(response, 'data', {})
        return self.parse_transfer(data, currency)

    def parse_transfer(self, transfer: dict, currency: Currency = None) -> TransferEntry:
        id = self.safe_string(transfer, 'transferId')
        return {
            'info': transfer,
            'id': id,
            'timestamp': None,
            'datetime': None,
            'currency': None,
            'amount': None,
            'fromAccount': None,
            'toAccount': None,
            'status': None,
        }

    def fetch_position(self, symbol: str, params={}) -> Position:
        """
        fetch data on a single open contract trade position
        :see: https://blofin.com/docs#get-positions
        :param str symbol: unified market symbol of the market the position is held in, default is None
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param str [params.instType]: MARGIN, SWAP, FUTURES, OPTION
        :returns dict: a `position structure <https://docs.ccxt_zagrava.com/#/?id=position-structure>`
        """
        self.load_markets()
        market = self.market(symbol)
        request: dict = {
            'instId': market['id'],
        }
        response = self.privateGetAccountPositions(self.extend(request, params))
        data = self.safe_list(response, 'data', [])
        position = self.safe_dict(data, 0)
        if position is None:
            return None
        return self.parse_position(position, market)

    def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]:
        """
        fetch data on a single open contract trade position
        :see: https://blofin.com/docs#get-positions
        :param str[] [symbols]: list of unified market symbols
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param str [params.instType]: MARGIN, SWAP, FUTURES, OPTION
        :returns dict: a `position structure <https://docs.ccxt_zagrava.com/#/?id=position-structure>`
        """
        self.load_markets()
        symbols = self.market_symbols(symbols)
        response = self.privateGetAccountPositions(params)
        data = self.safe_list(response, 'data', [])
        result = self.parse_positions(data)
        return self.filter_by_array_positions(result, 'symbol', symbols, False)

    def parse_position(self, position: dict, market: Market = None):
        marketId = self.safe_string(position, 'instId')
        market = self.safe_market(marketId, market)
        symbol = market['symbol']
        pos = self.safe_string(position, 'positions')
        contractsAbs = Precise.string_abs(pos)
        side = self.safe_string(position, 'positionSide')
        hedged = side != 'net'
        contracts = self.parse_number(contractsAbs)
        if pos is not None:
            if side == 'net':
                if Precise.string_gt(pos, '0'):
                    side = 'long'
                elif Precise.string_lt(pos, '0'):
                    side = 'short'
                else:
                    side = None
        contractSize = self.safe_number(market, 'contractSize')
        contractSizeString = self.number_to_string(contractSize)
        markPriceString = self.safe_string(position, 'markPrice')
        notionalString = self.safe_string(position, 'notionalUsd')
        if market['inverse']:
            notionalString = Precise.string_div(Precise.string_mul(contractsAbs, contractSizeString), markPriceString)
        notional = self.parse_number(notionalString)
        marginMode = self.safe_string(position, 'marginMode')
        initialMarginString = None
        entryPriceString = self.safe_string(position, 'averagePrice')
        unrealizedPnlString = self.safe_string(position, 'unrealizedPnl')
        leverageString = self.safe_string(position, 'leverage')
        initialMarginPercentage = None
        collateralString = None
        if marginMode == 'cross':
            initialMarginString = self.safe_string(position, 'initialMargin')
            collateralString = Precise.string_add(initialMarginString, unrealizedPnlString)
        elif marginMode == 'isolated':
            initialMarginPercentage = Precise.string_div('1', leverageString)
            collateralString = self.safe_string(position, 'margin')
        maintenanceMarginString = self.safe_string(position, 'maintenanceMargin')
        maintenanceMargin = self.parse_number(maintenanceMarginString)
        maintenanceMarginPercentageString = Precise.string_div(maintenanceMarginString, notionalString)
        if initialMarginPercentage is None:
            initialMarginPercentage = self.parse_number(Precise.string_div(initialMarginString, notionalString, 4))
        elif initialMarginString is None:
            initialMarginString = Precise.string_mul(initialMarginPercentage, notionalString)
        rounder = '0.00005'  # round to closest 0.01%
        maintenanceMarginPercentage = self.parse_number(Precise.string_div(Precise.string_add(maintenanceMarginPercentageString, rounder), '1', 4))
        liquidationPrice = self.safe_number(position, 'liquidationPrice')
        percentageString = self.safe_string(position, 'unrealizedPnlRatio')
        percentage = self.parse_number(Precise.string_mul(percentageString, '100'))
        timestamp = self.safe_integer(position, 'updateTime')
        marginRatio = self.parse_number(Precise.string_div(maintenanceMarginString, collateralString, 4))
        return self.safe_position({
            'info': position,
            'id': None,
            'symbol': symbol,
            'notional': notional,
            'marginMode': marginMode,
            'liquidationPrice': liquidationPrice,
            'entryPrice': self.parse_number(entryPriceString),
            'unrealizedPnl': self.parse_number(unrealizedPnlString),
            'percentage': percentage,
            'contracts': contracts,
            'contractSize': contractSize,
            'markPrice': self.parse_number(markPriceString),
            'lastPrice': None,
            'side': side,
            'hedged': hedged,
            'timestamp': timestamp,
            'datetime': self.iso8601(timestamp),
            'lastUpdateTimestamp': None,
            'maintenanceMargin': maintenanceMargin,
            'maintenanceMarginPercentage': maintenanceMarginPercentage,
            'collateral': self.parse_number(collateralString),
            'initialMargin': self.parse_number(initialMarginString),
            'initialMarginPercentage': self.parse_number(initialMarginPercentage),
            'leverage': self.parse_number(leverageString),
            'marginRatio': marginRatio,
            'stopLossPrice': None,
            'takeProfitPrice': None,
        })

    def fetch_leverages(self, symbols: Strings = None, params={}) -> Leverages:
        """
        fetch the set leverage for all contract markets
        :see: https://docs.blofin.com/index.html#get-multiple-leverage
        :param str[] symbols: a list of unified market symbols, required on blofin
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param str [params.marginMode]: 'cross' or 'isolated'
        :returns dict: a list of `leverage structures <https://docs.ccxt_zagrava.com/#/?id=leverage-structure>`
        """
        self.load_markets()
        if symbols is None:
            raise ArgumentsRequired(self.id + ' fetchLeverages() requires a symbols argument')
        marginMode = None
        marginMode, params = self.handle_margin_mode_and_params('fetchLeverages', params)
        if marginMode is None:
            marginMode = self.safe_string(params, 'marginMode', 'cross')  # cross marginMode
        if (marginMode != 'cross') and (marginMode != 'isolated'):
            raise BadRequest(self.id + ' fetchLeverages() requires a marginMode parameter that must be either cross or isolated')
        symbols = self.market_symbols(symbols)
        instIds = ''
        for i in range(0, len(symbols)):
            entry = symbols[i]
            entryMarket = self.market(entry)
            if i > 0:
                instIds = instIds + ',' + entryMarket['id']
            else:
                instIds = instIds + entryMarket['id']
        request: dict = {
            'instId': instIds,
            'marginMode': marginMode,
        }
        response = self.privateGetAccountBatchLeverageInfo(self.extend(request, params))
        #
        #     {
        #         "code": "0",
        #         "msg": "success",
        #         "data": [
        #             {
        #                 "leverage": "3",
        #                 "marginMode": "cross",
        #                 "instId": "BTC-USDT"
        #             },
        #         ]
        #     }
        #
        leverages = self.safe_list(response, 'data', [])
        return self.parse_leverages(leverages, symbols, 'instId')

    def fetch_leverage(self, symbol: str, params={}) -> Leverage:
        """
        fetch the set leverage for a market
        :see: https://docs.blofin.com/index.html#get-leverage
        :param str symbol: unified market symbol
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param str [params.marginMode]: 'cross' or 'isolated'
        :returns dict: a `leverage structure <https://docs.ccxt_zagrava.com/#/?id=leverage-structure>`
        """
        self.load_markets()
        marginMode = None
        marginMode, params = self.handle_margin_mode_and_params('fetchLeverage', params)
        if marginMode is None:
            marginMode = self.safe_string(params, 'marginMode', 'cross')  # cross marginMode
        if (marginMode != 'cross') and (marginMode != 'isolated'):
            raise BadRequest(self.id + ' fetchLeverage() requires a marginMode parameter that must be either cross or isolated')
        market = self.market(symbol)
        request: dict = {
            'instId': market['id'],
            'marginMode': marginMode,
        }
        response = self.privateGetAccountLeverageInfo(self.extend(request, params))
        #
        #     {
        #         "code": "0",
        #         "msg": "success",
        #         "data": {
        #             "leverage": "3",
        #             "marginMode": "cross",
        #             "instId": "BTC-USDT"
        #         }
        #     }
        #
        data = self.safe_dict(response, 'data', {})
        return self.parse_leverage(data, market)

    def parse_leverage(self, leverage: dict, market: Market = None) -> Leverage:
        marketId = self.safe_string(leverage, 'instId')
        leverageValue = self.safe_integer(leverage, 'leverage')
        return {
            'info': leverage,
            'symbol': self.safe_symbol(marketId, market),
            'marginMode': self.safe_string_lower(leverage, 'marginMode'),
            'longLeverage': leverageValue,
            'shortLeverage': leverageValue,
        }

    def set_leverage(self, leverage: Int, symbol: Str = None, params={}):
        """
        set the level of leverage for a market
        :see: https://blofin.com/docs#set-leverage
        :param int leverage: the rate of leverage
        :param str symbol: unified market symbol
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param str [params.marginMode]: 'cross' or 'isolated'
        :returns dict: response from the exchange
        """
        if symbol is None:
            raise ArgumentsRequired(self.id + ' setLeverage() requires a symbol argument')
        # WARNING: THIS WILL INCREASE LIQUIDATION PRICE FOR OPEN ISOLATED LONG POSITIONS
        # AND DECREASE LIQUIDATION PRICE FOR OPEN ISOLATED SHORT POSITIONS
        if (leverage < 1) or (leverage > 125):
            raise BadRequest(self.id + ' setLeverage() leverage should be between 1 and 125')
        self.load_markets()
        market = self.market(symbol)
        marginMode = None
        marginMode, params = self.handle_margin_mode_and_params('setLeverage', params, 'cross')
        if (marginMode != 'cross') and (marginMode != 'isolated'):
            raise BadRequest(self.id + ' setLeverage() requires a marginMode parameter that must be either cross or isolated')
        request: dict = {
            'leverage': leverage,
            'marginMode': marginMode,
            'instId': market['id'],
        }
        response = self.privatePostAccountSetLeverage(self.extend(request, params))
        return response

    def close_position(self, symbol: str, side: OrderSide = None, params={}) -> Order:
        """
        closes open positions for a market
        :see: https://blofin.com/docs#close-positions
        :param str symbol: Unified ccxt_zagrava market symbol
        :param str [side]: 'buy' or 'sell', leave in net mode
        :param dict [params]: extra parameters specific to the blofin api endpoint
        :param str [params.clientOrderId]: a unique identifier for the order
        :param str [params.marginMode]: 'cross' or 'isolated', default is 'cross
        :param str [params.code]: *required in the case of closing cross MARGIN position for Single-currency margin* margin currency
         *
         * EXCHANGE SPECIFIC PARAMETERS
        :param boolean [params.autoCxl]: whether any pending orders for closing out needs to be automatically canceled when close position via a market order. False or True, the default is False
        :param str [params.tag]: order tag a combination of case-sensitive alphanumerics, all numbers, or all letters of up to 16 characters
        :returns dict[]: `A list of position structures <https://docs.ccxt_zagrava.com/#/?id=position-structure>`
        """
        self.load_markets()
        market = self.market(symbol)
        clientOrderId = self.safe_string(params, 'clientOrderId')
        marginMode = None
        marginMode, params = self.handle_margin_mode_and_params('closePosition', params, 'cross')
        request: dict = {
            'instId': market['id'],
            'marginMode': marginMode,
        }
        if clientOrderId is not None:
            request['clientOrderId'] = clientOrderId
        response = self.privatePostTradeClosePosition(self.extend(request, params))
        return self.safe_dict(response, 'data')

    def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
        """
        fetches information on multiple closed orders made by the user
        :see: https://blofin.com/docs#get-order-history
        :see: https://blofin.com/docs#get-tpsl-order-history
        :param str symbol: unified market symbol of the market orders were made in
        :param int [since]: the earliest time in ms to fetch orders for
        :param int [limit]: the maximum number of  orde structures to retrieve
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :param bool [params.stop]: True if fetching trigger or conditional orders
        :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt_zagrava/ccxt_zagrava/wiki/Manual#pagination-params)
        :returns Order[]: a list of `order structures <https://docs.ccxt_zagrava.com/#/?id=order-structure>`
        """
        self.load_markets()
        paginate = False
        paginate, params = self.handle_option_and_params(params, 'fetchClosedOrders', 'paginate')
        if paginate:
            return self.fetch_paginated_call_dynamic('fetchClosedOrders', symbol, since, limit, params)
        request: dict = {
        }
        market = None
        if symbol is not None:
            market = self.market(symbol)
            request['instId'] = market['id']
        if limit is not None:
            request['limit'] = limit  # default 100, max 100
        if since is not None:
            request['begin'] = since
        isStop = self.safe_bool_n(params, ['stop', 'trigger', 'tpsl', 'TPSL'], False)
        method: Str = None
        method, params = self.handle_option_and_params(params, 'fetchOpenOrders', 'method', 'privateGetTradeOrdersHistory')
        query = self.omit(params, ['method', 'stop', 'trigger', 'tpsl', 'TPSL'])
        response = None
        if (isStop) or (method == 'privateGetTradeOrdersTpslHistory'):
            response = self.privateGetTradeOrdersTpslHistory(self.extend(request, query))
        else:
            response = self.privateGetTradeOrdersHistory(self.extend(request, query))
        data = self.safe_list(response, 'data', [])
        return self.parse_orders(data, market, since, limit)

    def fetch_margin_mode(self, symbol: str, params={}) -> MarginMode:
        """
        fetches the margin mode of a trading pair
        :see: https://docs.blofin.com/index.html#get-margin-mode
        :param str symbol: unified symbol of the market to fetch the margin mode for
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :returns dict: a `margin mode structure <https://docs.ccxt_zagrava.com/#/?id=margin-mode-structure>`
        """
        self.load_markets()
        market = self.market(symbol)
        response = self.privateGetAccountMarginMode(params)
        #
        #     {
        #         "code": "0",
        #         "msg": "success",
        #         "data": {
        #             "marginMode": "cross"
        #         }
        #     }
        #
        data = self.safe_dict(response, 'data', {})
        return self.parse_margin_mode(data, market)

    def parse_margin_mode(self, marginMode: dict, market=None) -> MarginMode:
        return {
            'info': marginMode,
            'symbol': market['symbol'],
            'marginMode': self.safe_string(marginMode, 'marginMode'),
        }

    def handle_errors(self, httpCode: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody):
        if response is None:
            return None  # fallback to default error handler
        #
        # {"code":"152002","msg":"Parameter bar error."}
        #
        code = self.safe_string(response, 'code')
        message = self.safe_string(response, 'msg')
        feedback = self.id + ' ' + body
        if code is not None and code != '0':
            self.throw_exactly_matched_exception(self.exceptions['exact'], message, feedback)
            self.throw_exactly_matched_exception(self.exceptions['exact'], code, feedback)
            self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback)
            raise ExchangeError(feedback)  # unknown message
        #
        #  {
        #      orderId: null,
        #      clientOrderId: '',
        #      msg: 'Order failed. Insufficient USDT margin in account',
        #      code: '103003'
        #  }
        #
        data = self.safe_list(response, 'data')
        first = self.safe_dict(data, 0)
        insideMsg = self.safe_string(first, 'msg')
        insideCode = self.safe_string(first, 'code')
        if insideCode is not None and insideCode != '0':
            self.throw_exactly_matched_exception(self.exceptions['exact'], insideCode, feedback)
            self.throw_exactly_matched_exception(self.exceptions['exact'], insideMsg, feedback)
            self.throw_broadly_matched_exception(self.exceptions['broad'], insideMsg, feedback)
        return None

    def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
        request = '/api/' + self.version + '/' + self.implode_params(path, params)
        query = self.omit(params, self.extract_params(path))
        url = self.implode_hostname(self.urls['api']['rest']) + request
        # type = self.getPathAuthenticationType(path)
        if api == 'public':
            if not self.is_empty(query):
                url += '?' + self.urlencode(query)
        elif api == 'private':
            self.check_required_credentials()
            timestamp = str(self.milliseconds())
            headers = {
                'ACCESS-KEY': self.apiKey,
                'ACCESS-PASSPHRASE': self.password,
                'ACCESS-TIMESTAMP': timestamp,
                'ACCESS-NONCE': timestamp,
            }
            sign_body = ''
            if method == 'GET':
                if not self.is_empty(query):
                    urlencodedQuery = '?' + self.urlencode(query)
                    url += urlencodedQuery
                    request += urlencodedQuery
            else:
                if not self.is_empty(query):
                    body = self.json(query)
                    sign_body = body
                headers['Content-Type'] = 'application/json'
            auth = request + method + timestamp + timestamp + sign_body
            signature = self.string_to_base64(self.hmac(self.encode(auth), self.encode(self.secret), hashlib.sha256))
            headers['ACCESS-SIGN'] = signature
        return {'url': url, 'method': method, 'body': body, 'headers': headers}
