ccxt-ir 4.10.0 → 4.12.0

package/js/src/src/pro/bitvavo.js

@@ -0,0 +1,1451 @@
+// ----------------------------------------------------------------------------
+
+// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
+// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
+// EDIT THE CORRESPONDENT .ts FILE INSTEAD
+
+//  ---------------------------------------------------------------------------
+import bitvavoRest from '../bitvavo.js';
+import { AuthenticationError, ArgumentsRequired, ExchangeError } from '../base/errors.js';
+import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById } from '../base/ws/Cache.js';
+import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
+//  ---------------------------------------------------------------------------
+export default class bitvavo extends bitvavoRest {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'cancelOrdersWs': false,
+                'fetchTradesWs': false,
+                'watchOrderBook': true,
+                'watchTrades': true,
+                'watchTicker': true,
+                'watchTickers': true,
+                'watchBidsAsks': true,
+                'watchOHLCV': true,
+                'watchOrders': true,
+                'watchMyTrades': true,
+                'cancelAllOrdersWs': true,
+                'cancelOrderWs': true,
+                'createOrderWs': true,
+                'createStopLimitOrderWs': true,
+                'createStopMarketOrderWs': true,
+                'createStopOrderWs': true,
+                'editOrderWs': true,
+                'fetchBalanceWs': true,
+                'fetchCurrenciesWS': true,
+                'fetchDepositAddressWs': true,
+                'fetchDepositsWs': true,
+                'fetchDepositWithdrawFeesWs': true,
+                'fetchMyTradesWs': true,
+                'fetchOHLCVWs': true,
+                'fetchOpenOrdersWs': true,
+                'fetchOrderWs': true,
+                'fetchOrderBookWs': true,
+                'fetchOrdersWs': true,
+                'fetchTickerWs': true,
+                'fetchTickersWs': true,
+                'fetchTimeWs': true,
+                'fetchTradingFeesWs': true,
+                'fetchWithdrawalsWs': true,
+                'withdrawWs': true,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://ws.bitvavo.com/v2',
+                },
+            },
+            'options': {
+                'supressMultipleWsRequestsError': false,
+                'tradesLimit': 1000,
+                'ordersLimit': 1000,
+                'OHLCVLimit': 1000,
+            },
+        });
+    }
+    async watchPublic(name, symbol, params = {}) {
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const messageHash = name + '@' + market['id'];
+        const url = this.urls['api']['ws'];
+        const request = {
+            'action': 'subscribe',
+            'channels': [
+                {
+                    'name': name,
+                    'markets': [
+                        market['id'],
+                    ],
+                },
+            ],
+        };
+        const message = this.extend(request, params);
+        return await this.watch(url, messageHash, message, messageHash);
+    }
+    async watchPublicMultiple(methodName, channelName, symbols, params = {}) {
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const messageHashes = [methodName];
+        const args = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const market = this.market(symbols[i]);
+            args.push(market['id']);
+        }
+        const url = this.urls['api']['ws'];
+        const request = {
+            'action': 'subscribe',
+            'channels': [
+                {
+                    'name': channelName,
+                    'markets': args,
+                },
+            ],
+        };
+        const message = this.extend(request, params);
+        return await this.watchMultiple(url, messageHashes, message, messageHashes);
+    }
+    /**
+     * @method
+     * @name bitvavo#watchTicker
+     * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+     * @see https://docs.bitvavo.com/#tag/Market-data-subscription-WebSocket/paths/~1subscribeTicker24h/post
+     * @param {string} symbol unified symbol of the market to fetch the ticker for
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+     */
+    async watchTicker(symbol, params = {}) {
+        return await this.watchPublic('ticker24h', symbol, params);
+    }
+    /**
+     * @method
+     * @name bitvavo#watchTickers
+     * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+     * @see https://docs.bitvavo.com/#tag/Market-data-subscription-WebSocket/paths/~1subscribeTicker24h/post
+     * @param {string[]} [symbols] unified symbol of the market to fetch the ticker for
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+     */
+    async watchTickers(symbols = undefined, params = {}) {
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols, undefined, false);
+        const channel = 'ticker24h';
+        const tickers = await this.watchPublicMultiple(channel, channel, symbols, params);
+        return this.filterByArray(tickers, 'symbol', symbols);
+    }
+    handleTicker(client, message) {
+        //
+        //     {
+        //         "event": "ticker24h",
+        //         "data": [
+        //             {
+        //                 "market": "ETH-EUR",
+        //                 "open": "193.5",
+        //                 "high": "202.72",
+        //                 "low": "192.46",
+        //                 "last": "199.01",
+        //                 "volume": "3587.05020246",
+        //                 "volumeQuote": "708030.17",
+        //                 "bid": "199.56",
+        //                 "bidSize": "4.14730802",
+        //                 "ask": "199.57",
+        //                 "askSize": "6.13642074",
+        //                 "timestamp": 1590770885217
+        //             }
+        //         ]
+        //     }
+        //
+        this.handleBidAsk(client, message);
+        const event = this.safeString(message, 'event');
+        const tickers = this.safeValue(message, 'data', []);
+        const result = [];
+        for (let i = 0; i < tickers.length; i++) {
+            const data = tickers[i];
+            const marketId = this.safeString(data, 'market');
+            const market = this.safeMarket(marketId, undefined, '-');
+            const messageHash = event + '@' + marketId;
+            const ticker = this.parseTicker(data, market);
+            const symbol = ticker['symbol'];
+            this.tickers[symbol] = ticker;
+            result.push(ticker);
+            client.resolve(ticker, messageHash);
+        }
+        client.resolve(result, event);
+    }
+    /**
+     * @method
+     * @name bitvavo#watchBidsAsks
+     * @description watches best bid & ask for symbols
+     * @see https://docs.bitvavo.com/#tag/Market-data-subscription-WebSocket/paths/~1subscribeTicker24h/post
+     * @param {string[]} symbols unified symbol of the market to fetch the ticker for
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+     */
+    async watchBidsAsks(symbols = undefined, params = {}) {
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols, undefined, false);
+        const channel = 'ticker24h';
+        const tickers = await this.watchPublicMultiple('bidask', channel, symbols, params);
+        return this.filterByArray(tickers, 'symbol', symbols);
+    }
+    handleBidAsk(client, message) {
+        const event = 'bidask';
+        const tickers = this.safeValue(message, 'data', []);
+        const result = [];
+        for (let i = 0; i < tickers.length; i++) {
+            const data = tickers[i];
+            const ticker = this.parseWsBidAsk(data);
+            const symbol = ticker['symbol'];
+            this.bidsasks[symbol] = ticker;
+            result.push(ticker);
+            const messageHash = event + ':' + symbol;
+            client.resolve(ticker, messageHash);
+        }
+        client.resolve(result, event);
+    }
+    parseWsBidAsk(ticker, market = undefined) {
+        const marketId = this.safeString(ticker, 'market');
+        market = this.safeMarket(marketId, undefined, '-');
+        const symbol = this.safeString(market, 'symbol');
+        const timestamp = this.safeInteger(ticker, 'timestamp');
+        return this.safeTicker({
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'ask': this.safeNumber(ticker, 'ask'),
+            'askVolume': this.safeNumber(ticker, 'askSize'),
+            'bid': this.safeNumber(ticker, 'bid'),
+            'bidVolume': this.safeNumber(ticker, 'bidSize'),
+            'info': ticker,
+        }, market);
+    }
+    /**
+     * @method
+     * @name bitvavo#watchTrades
+     * @description get the list of most recent trades for a particular symbol
+     * @param {string} 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 {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+     */
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        symbol = this.symbol(symbol);
+        const trades = await this.watchPublic('trades', symbol, params);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrade(client, message) {
+        //
+        //     {
+        //         "event": "trade",
+        //         "timestamp": 1590779594547,
+        //         "market": "ETH-EUR",
+        //         "id": "450c3298-f082-4461-9e2c-a0262cc7cc2e",
+        //         "amount": "0.05026233",
+        //         "price": "198.46",
+        //         "side": "buy"
+        //     }
+        //
+        const marketId = this.safeString(message, 'market');
+        const market = this.safeMarket(marketId, undefined, '-');
+        const symbol = market['symbol'];
+        const name = 'trades';
+        const messageHash = name + '@' + marketId;
+        const trade = this.parseTrade(message, market);
+        let tradesArray = this.safeValue(this.trades, symbol);
+        if (tradesArray === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            tradesArray = new ArrayCache(limit);
+        }
+        tradesArray.append(trade);
+        this.trades[symbol] = tradesArray;
+        client.resolve(tradesArray, messageHash);
+    }
+    /**
+     * @method
+     * @name bitvavo#watchOHLCV
+     * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+     * @param {string} symbol unified symbol of the market to fetch OHLCV data for
+     * @param {string} 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 {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+     */
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const name = 'candles';
+        const marketId = market['id'];
+        const interval = this.safeString(this.timeframes, timeframe, timeframe);
+        const messageHash = name + '@' + marketId + '_' + interval;
+        const url = this.urls['api']['ws'];
+        const request = {
+            'action': 'subscribe',
+            'channels': [
+                {
+                    'name': 'candles',
+                    'interval': [interval],
+                    'markets': [marketId],
+                },
+            ],
+        };
+        const message = this.extend(request, params);
+        const ohlcv = await this.watch(url, messageHash, message, messageHash);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleFetchOHLCV(client, message) {
+        //
+        //    {
+        //        action: 'getCandles',
+        //        response: [
+        //            [1690325820000, '26453', '26453', '26436', '26447', '0.01626246'],
+        //            [1690325760000, '26454', '26454', '26453', '26453', '0.00037707']
+        //        ]
+        //    }
+        //
+        const response = this.safeValue(message, 'response');
+        const ohlcv = this.parseOHLCVs(response, undefined, undefined, undefined);
+        const messageHash = this.safeString(message, 'requestId');
+        client.resolve(ohlcv, messageHash);
+    }
+    handleOHLCV(client, message) {
+        //
+        //     {
+        //         "event": "candle",
+        //         "market": "BTC-EUR",
+        //         "interval": "1m",
+        //         "candle": [
+        //             [
+        //                 1590797160000,
+        //                 "8480.9",
+        //                 "8480.9",
+        //                 "8480.9",
+        //                 "8480.9",
+        //                 "0.01038628"
+        //             ]
+        //         ]
+        //     }
+        //
+        const name = 'candles';
+        const marketId = this.safeString(message, 'market');
+        const market = this.safeMarket(marketId, undefined, '-');
+        const symbol = market['symbol'];
+        const interval = this.safeString(message, 'interval');
+        // use a reverse lookup in a static map instead
+        const timeframe = this.findTimeframe(interval);
+        const messageHash = name + '@' + marketId + '_' + interval;
+        const candles = this.safeValue(message, 'candle');
+        this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
+        let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
+            stored = new ArrayCacheByTimestamp(limit);
+            this.ohlcvs[symbol][timeframe] = stored;
+        }
+        for (let i = 0; i < candles.length; i++) {
+            const candle = candles[i];
+            const parsed = this.parseOHLCV(candle, market);
+            stored.append(parsed);
+        }
+        client.resolve(stored, messageHash);
+    }
+    /**
+     * @method
+     * @name bitvavo#watchOrderBook
+     * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+     * @param {string} 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 {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+     */
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const name = 'book';
+        const messageHash = name + '@' + market['id'];
+        const url = this.urls['api']['ws'];
+        const request = {
+            'action': 'subscribe',
+            'channels': [
+                {
+                    'name': name,
+                    'markets': [
+                        market['id'],
+                    ],
+                },
+            ],
+        };
+        const subscription = {
+            'messageHash': messageHash,
+            'name': name,
+            'symbol': symbol,
+            'marketId': market['id'],
+            'method': this.handleOrderBookSubscription,
+            'limit': limit,
+            'params': params,
+        };
+        const message = this.extend(request, params);
+        const orderbook = await this.watch(url, messageHash, message, messageHash, subscription);
+        return orderbook.limit();
+    }
+    handleDelta(bookside, delta) {
+        const price = this.safeFloat(delta, 0);
+        const amount = this.safeFloat(delta, 1);
+        bookside.store(price, amount);
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
+    }
+    handleOrderBookMessage(client, message, orderbook) {
+        //
+        //     {
+        //         "event": "book",
+        //         "market": "BTC-EUR",
+        //         "nonce": 36947383,
+        //         "bids": [
+        //             [ "8477.8", "0" ]
+        //         ],
+        //         "asks": [
+        //             [ "8550.9", "0" ]
+        //         ]
+        //     }
+        //
+        const nonce = this.safeInteger(message, 'nonce');
+        if (nonce > orderbook['nonce']) {
+            this.handleDeltas(orderbook['asks'], this.safeValue(message, 'asks', []));
+            this.handleDeltas(orderbook['bids'], this.safeValue(message, 'bids', []));
+            orderbook['nonce'] = nonce;
+        }
+        return orderbook;
+    }
+    handleOrderBook(client, message) {
+        //
+        //     {
+        //         "event": "book",
+        //         "market": "BTC-EUR",
+        //         "nonce": 36729561,
+        //         "bids": [
+        //             [ "8513.3", "0" ],
+        //             [ '8518.8', "0.64236203" ],
+        //             [ '8513.6', "0.32435481" ],
+        //         ],
+        //         "asks": []
+        //     }
+        //
+        const event = this.safeString(message, 'event');
+        const marketId = this.safeString(message, 'market');
+        const market = this.safeMarket(marketId, undefined, '-');
+        const symbol = market['symbol'];
+        const messageHash = event + '@' + market['id'];
+        const orderbook = this.safeValue(this.orderbooks, symbol);
+        if (orderbook === undefined) {
+            return;
+        }
+        if (orderbook['nonce'] === undefined) {
+            const subscription = this.safeValue(client.subscriptions, messageHash, {});
+            const watchingOrderBookSnapshot = this.safeValue(subscription, 'watchingOrderBookSnapshot');
+            if (watchingOrderBookSnapshot === undefined) {
+                subscription['watchingOrderBookSnapshot'] = true;
+                client.subscriptions[messageHash] = subscription;
+                const options = this.safeValue(this.options, 'watchOrderBookSnapshot', {});
+                const delay = this.safeInteger(options, 'delay', this.rateLimit);
+                // fetch the snapshot in a separate async call after a warmup delay
+                this.delay(delay, this.watchOrderBookSnapshot, client, message, subscription);
+            }
+            orderbook.cache.push(message);
+        }
+        else {
+            this.handleOrderBookMessage(client, message, orderbook);
+            client.resolve(orderbook, messageHash);
+        }
+    }
+    async watchOrderBookSnapshot(client, message, subscription) {
+        const params = this.safeValue(subscription, 'params');
+        const marketId = this.safeString(subscription, 'marketId');
+        const name = 'getBook';
+        const messageHash = name + '@' + marketId;
+        const url = this.urls['api']['ws'];
+        const request = {
+            'action': name,
+            'market': marketId,
+        };
+        const orderbook = await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
+        return orderbook.limit();
+    }
+    handleOrderBookSnapshot(client, message) {
+        //
+        //     {
+        //         "action": "getBook",
+        //         "response": {
+        //             "market": "BTC-EUR",
+        //             "nonce": 36946120,
+        //             "bids": [
+        //                 [ '8494.9', "0.24399521" ],
+        //                 [ '8494.8', "0.34884085" ],
+        //                 [ '8493.9', "0.14535128" ],
+        //             ],
+        //             "asks": [
+        //                 [ "8495", "0.46982463" ],
+        //                 [ '8495.1', "0.12178267" ],
+        //                 [ '8496.2', "0.21924143" ],
+        //             ]
+        //         }
+        //     }
+        //
+        const response = this.safeValue(message, 'response');
+        if (response === undefined) {
+            return;
+        }
+        const marketId = this.safeString(response, 'market');
+        const symbol = this.safeSymbol(marketId, undefined, '-');
+        const name = 'book';
+        const messageHash = name + '@' + marketId;
+        const orderbook = this.orderbooks[symbol];
+        const snapshot = this.parseOrderBook(response, symbol);
+        snapshot['nonce'] = this.safeInteger(response, 'nonce');
+        orderbook.reset(snapshot);
+        // unroll the accumulated deltas
+        const messages = orderbook.cache;
+        for (let i = 0; i < messages.length; i++) {
+            const messageItem = messages[i];
+            this.handleOrderBookMessage(client, messageItem, orderbook);
+        }
+        this.orderbooks[symbol] = orderbook;
+        client.resolve(orderbook, messageHash);
+    }
+    handleOrderBookSubscription(client, message, subscription) {
+        const symbol = this.safeString(subscription, 'symbol');
+        const limit = this.safeInteger(subscription, 'limit');
+        if (symbol in this.orderbooks) {
+            delete this.orderbooks[symbol];
+        }
+        this.orderbooks[symbol] = this.orderBook({}, limit);
+    }
+    handleOrderBookSubscriptions(client, message, marketIds) {
+        const name = 'book';
+        for (let i = 0; i < marketIds.length; i++) {
+            const marketId = this.safeString(marketIds, i);
+            const symbol = this.safeSymbol(marketId, undefined, '-');
+            const messageHash = name + '@' + marketId;
+            if (!(symbol in this.orderbooks)) {
+                const subscription = this.safeValue(client.subscriptions, messageHash);
+                const method = this.safeValue(subscription, 'method');
+                if (method !== undefined) {
+                    method.call(this, client, message, subscription);
+                }
+            }
+        }
+    }
+    /**
+     * @method
+     * @name bitvavo#watchOrders
+     * @description watches information on multiple orders made by the user
+     * @param {string} 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 order structures to retrieve
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+     */
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        if (symbol === undefined) {
+            throw new ArgumentsRequired(this.id + ' watchOrders() requires a symbol argument');
+        }
+        await this.loadMarkets();
+        await this.authenticate();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const marketId = market['id'];
+        const url = this.urls['api']['ws'];
+        const name = 'account';
+        const messageHash = 'order:' + symbol;
+        const request = {
+            'action': 'subscribe',
+            'channels': [
+                {
+                    'name': name,
+                    'markets': [marketId],
+                },
+            ],
+        };
+        const orders = await this.watch(url, messageHash, request, messageHash);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    /**
+     * @method
+     * @name bitvavo#watchMyTrades
+     * @description watches information on multiple trades made by the user
+     * @param {string} symbol unified market symbol of the market trades were made in
+     * @param {int} [since] the earliest time in ms to fetch trades for
+     * @param {int} [limit] the maximum number of trade structures to retrieve
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
+     */
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        if (symbol === undefined) {
+            throw new ArgumentsRequired(this.id + ' watchMyTrades() requires a symbol argument');
+        }
+        await this.loadMarkets();
+        await this.authenticate();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const marketId = market['id'];
+        const url = this.urls['api']['ws'];
+        const name = 'account';
+        const messageHash = 'myTrades:' + symbol;
+        const request = {
+            'action': 'subscribe',
+            'channels': [
+                {
+                    'name': name,
+                    'markets': [marketId],
+                },
+            ],
+        };
+        const trades = await this.watch(url, messageHash, request, messageHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
+    /**
+     * @method
+     * @name bitvavo#createOrderWs
+     * @description create a trade order
+     * @see https://docs.bitvavo.com/#tag/Orders/paths/~1order/post
+     * @param {string} symbol unified symbol of the market to create an order in
+     * @param {string} type 'market' or 'limit'
+     * @param {string} 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 {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @param {string} [params.timeInForce] "GTC", "IOC", or "PO"
+     * @param {float} [params.stopPrice] The price at which a trigger order is triggered at
+     * @param {float} [params.triggerPrice] The price at which a trigger order is triggered at
+     * @param {bool} [params.postOnly] If true, the order will only be posted to the order book and not executed immediately
+     * @param {float} [params.stopLossPrice] The price at which a stop loss order is triggered at
+     * @param {float} [params.takeProfitPrice] The price at which a take profit order is triggered at
+     * @param {string} [params.triggerType] "price"
+     * @param {string} [params.triggerReference] "lastTrade", "bestBid", "bestAsk", "midPrice" Only for stop orders: Use this to determine which parameter will trigger the order
+     * @param {string} [params.selfTradePrevention] "decrementAndCancel", "cancelOldest", "cancelNewest", "cancelBoth"
+     * @param {bool} [params.disableMarketProtection] don't cancel if the next fill price is 10% worse than the best fill price
+     * @param {bool} [params.responseRequired] Set this to 'false' when only an acknowledgement of success or failure is required, this is faster.
+     * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+     */
+    async createOrderWs(symbol, type, side, amount, price = undefined, params = {}) {
+        await this.loadMarkets();
+        await this.authenticate();
+        const request = this.createOrderRequest(symbol, type, side, amount, price, params);
+        return await this.watchRequest('privateCreateOrder', request);
+    }
+    /**
+     * @method
+     * @name bitvavo#editOrderWs
+     * @description edit a trade order
+     * @see https://docs.bitvavo.com/#tag/Orders/paths/~1order/put
+     * @param {string} id cancel order id
+     * @param {string} symbol unified symbol of the market to create an order in
+     * @param {string} type 'market' or 'limit'
+     * @param {string} 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 {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+     */
+    async editOrderWs(id, symbol, type, side, amount = undefined, price = undefined, params = {}) {
+        await this.loadMarkets();
+        await this.authenticate();
+        const request = this.editOrderRequest(id, symbol, type, side, amount, price, params);
+        return await this.watchRequest('privateUpdateOrder', request);
+    }
+    /**
+     * @method
+     * @name bitvavo#cancelOrderWs
+     * @see https://docs.bitvavo.com/#tag/Orders/paths/~1order/delete
+     * @description cancels an open order
+     * @param {string} id order id
+     * @param {string} symbol unified symbol of the market the order was made in
+     * @param {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+     */
+    async cancelOrderWs(id, symbol = undefined, params = {}) {
+        await this.loadMarkets();
+        await this.authenticate();
+        const request = this.cancelOrderRequest(id, symbol, params);
+        return await this.watchRequest('privateCancelOrder', request);
+    }
+    /**
+     * @method
+     * @name bitvavo#cancelAllOrdersWs
+     * @see https://docs.bitvavo.com/#tag/Orders/paths/~1orders/delete
+     * @description cancel all open orders
+     * @param {string} symbol unified market symbol, only orders in the market of this symbol are cancelled when symbol is not undefined
+     * @param {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+     */
+    async cancelAllOrdersWs(symbol = undefined, params = {}) {
+        await this.loadMarkets();
+        await this.authenticate();
+        const request = {};
+        let market = undefined;
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+            request['market'] = market['id'];
+        }
+        return await this.watchRequest('privateCancelOrders', this.extend(request, params));
+    }
+    handleMultipleOrders(client, message) {
+        //
+        //    {
+        //        action: 'privateCancelOrders',
+        //        response: [{
+        //            orderId: 'd71df826-1130-478a-8741-d219128675b0'
+        //        }]
+        //    }
+        //
+        // const action = this.safeString (message, 'action');
+        const response = this.safeList(message, 'response');
+        // const firstRawOrder = this.safeValue (response, 0, {});
+        // const marketId = this.safeString (firstRawOrder, 'market');
+        const orders = this.parseOrders(response);
+        // let messageHash = this.buildMessageHash (action, { 'market': marketId });
+        // client.resolve (orders, messageHash);
+        // messageHash = this.buildMessageHash (action, message);
+        const messageHash = this.safeString(message, 'requestId');
+        client.resolve(orders, messageHash);
+    }
+    /**
+     * @method
+     * @name bitvavo#fetchOrderWs
+     * @see https://docs.bitvavo.com/#tag/General/paths/~1assets/get
+     * @description fetches information on an order made by the user
+     * @param {string} id the order id
+     * @param {string} symbol unified symbol of the market the order was made in
+     * @param {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+     */
+    async fetchOrderWs(id, symbol = undefined, params = {}) {
+        if (symbol === undefined) {
+            throw new ArgumentsRequired(this.id + ' fetchOrder() requires a symbol argument');
+        }
+        await this.loadMarkets();
+        await this.authenticate();
+        const market = this.market(symbol);
+        const request = {
+            'orderId': id,
+            'market': market['id'],
+        };
+        return await this.watchRequest('privateGetOrder', this.extend(request, params));
+    }
+    /**
+     * @method
+     * @name bitvavo#fetchOrdersWs
+     * @see https://docs.bitvavo.com/#tag/Orders/paths/~1orders/get
+     * @description fetches information on multiple orders made by the user
+     * @param {string} 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 {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+     */
+    async fetchOrdersWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        if (symbol === undefined) {
+            throw new ArgumentsRequired(this.id + ' fetchOrdersWs() requires a symbol argument');
+        }
+        await this.loadMarkets();
+        await this.authenticate();
+        const request = this.fetchOrdersRequest(symbol, since, limit, params);
+        const orders = await this.watchRequest('privateGetOrders', request);
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit);
+    }
+    requestId() {
+        const ts = this.milliseconds().toString();
+        const randomNumber = this.randNumber(4);
+        const randomPart = randomNumber.toString();
+        return parseInt(ts + randomPart);
+    }
+    async watchRequest(action, request) {
+        const messageHash = this.requestId();
+        const messageHashStr = messageHash.toString();
+        request['action'] = action;
+        request['requestId'] = messageHash;
+        const url = this.urls['api']['ws'];
+        return await this.watch(url, messageHashStr, request, messageHashStr);
+    }
+    /**
+     * @method
+     * @name bitvavo#fetchOpenOrdersWs
+     * @description fetch all unfilled currently open orders
+     * @param {string} 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 {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+     */
+    async fetchOpenOrdersWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        await this.authenticate();
+        const request = {
+        // 'market': market['id'], // rate limit 25 without a market, 1 with market specified
+        };
+        let market = undefined;
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+            request['market'] = market['id'];
+        }
+        const orders = await this.watchRequest('privateGetOrdersOpen', this.extend(request, params));
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit);
+    }
+    /**
+     * @method
+     * @name bitvavo#fetchMyTradesWs
+     * @see https://docs.bitvavo.com/#tag/Trades
+     * @description fetch all trades made by the user
+     * @param {string} 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 {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
+     */
+    async fetchMyTradesWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        if (symbol === undefined) {
+            throw new ArgumentsRequired(this.id + ' fetchMyTradesWs() requires a symbol argument');
+        }
+        await this.loadMarkets();
+        await this.authenticate();
+        const request = this.fetchMyTradesRequest(symbol, since, limit, params);
+        const myTrades = await this.watchRequest('privateGetTrades', request);
+        return this.filterBySymbolSinceLimit(myTrades, symbol, since, limit);
+    }
+    handleMyTrades(client, message) {
+        //
+        //    {
+        //        action: 'privateGetTrades',
+        //        response: [
+        //            {
+        //                "id": "108c3633-0276-4480-a902-17a01829deae",
+        //                "orderId": "1d671998-3d44-4df4-965f-0d48bd129a1b",
+        //                "timestamp": 1542967486256,
+        //                "market": "BTC-EUR",
+        //                "side": "buy",
+        //                "amount": "0.005",
+        //                "price": "5000.1",
+        //                "taker": true,
+        //                "fee": "0.03",
+        //                "feeCurrency": "EUR",
+        //                "settled": true
+        //            }
+        //        ]
+        //    }
+        //
+        //
+        // const action = this.safeString (message, 'action');
+        const response = this.safeList(message, 'response');
+        // const marketId = this.safeString (firstRawTrade, 'market');
+        const trades = this.parseTrades(response, undefined, undefined, undefined);
+        // const messageHash = this.buildMessageHash (action, { 'market': marketId });
+        const messageHash = this.safeString(message, 'requestId');
+        client.resolve(trades, messageHash);
+    }
+    /**
+     * @method
+     * @name bitvavo#withdrawWs
+     * @description make a withdrawal
+     * @param {string} code unified currency code
+     * @param {float} amount the amount to withdraw
+     * @param {string} address the address to withdraw to
+     * @param {string} tag
+     * @param {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {object} a [transaction structure]{@link https://docs.ccxt.com/#/?id=transaction-structure}
+     */
+    async withdrawWs(code, amount, address, tag = undefined, params = {}) {
+        [tag, params] = this.handleWithdrawTagAndParams(tag, params);
+        this.checkAddress(address);
+        await this.loadMarkets();
+        await this.authenticate();
+        const request = this.withdrawRequest(code, amount, address, tag, params);
+        return await this.watchRequest('privateWithdrawAssets', request);
+    }
+    handleWithdraw(client, message) {
+        //
+        //    {
+        //        action: 'privateWithdrawAssets',
+        //        response: {
+        //         "success": true,
+        //         "symbol": "BTC",
+        //         "amount": "1.5"
+        //        }
+        //    }
+        //
+        // const action = this.safeString (message, 'action');
+        // const messageHash = this.buildMessageHash (action, message);
+        const messageHash = this.safeString(message, 'requestId');
+        const response = this.safeValue(message, 'response');
+        const withdraw = this.parseTransaction(response);
+        client.resolve(withdraw, messageHash);
+    }
+    /**
+     * @method
+     * @name bitvavo#fetchWithdrawalsWs
+     * @see https://docs.bitvavo.com/#tag/Account/paths/~1withdrawalHistory/get
+     * @description fetch all withdrawals made from an account
+     * @param {string} 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 {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
+     */
+    async fetchWithdrawalsWs(code = undefined, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        await this.authenticate();
+        const request = this.fetchWithdrawalsRequest(code, since, limit, params);
+        const withdraws = await this.watchRequest('privateGetWithdrawalHistory', request);
+        return this.filterByCurrencySinceLimit(withdraws, code, since, limit);
+    }
+    handleWithdraws(client, message) {
+        //
+        //    {
+        //        action: 'privateGetWithdrawalHistory',
+        //        response: [{
+        //                timestamp: 1689792085000,
+        //                symbol: 'BTC',
+        //                amount: '0.0009',
+        //                fee: '0',
+        //                status: 'completed',
+        //                txId: '7dbadc658d7d59c129de1332c55ee8e08d0ab74432faae03b417b9809c819d1f'
+        //            },
+        //            ...
+        //        ]
+        //    }
+        //
+        // const action = this.safeString (message, 'action');
+        // const messageHash = this.buildMessageHash (action, message);
+        const response = this.safeList(message, 'response');
+        const messageHash = this.safeString(message, 'requestId');
+        const withdrawals = this.parseTransactions(response, undefined, undefined, undefined, { 'type': 'withdrawal' });
+        client.resolve(withdrawals, messageHash);
+    }
+    /**
+     * @method
+     * @name bitvavo#fetchOHLCVWs
+     * @see https://docs.bitvavo.com/#tag/Market-Data/paths/~1{market}~1candles/get
+     * @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+     * @param {string} symbol unified symbol of the market to fetch OHLCV data for
+     * @param {string} 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 {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+     */
+    async fetchOHLCVWs(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        const request = this.fetchOHLCVRequest(symbol, timeframe, since, limit, params);
+        const action = 'getCandles';
+        const ohlcv = await this.watchRequest(action, request);
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    /**
+     * @method
+     * @name bitvavo#fetchDepositsWs
+     * @see https://docs.bitvavo.com/#tag/Account/paths/~1depositHistory/get
+     * @description fetch all deposits made to an account
+     * @param {string} 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 {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
+     */
+    async fetchDepositsWs(code = undefined, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        await this.authenticate();
+        const request = this.fetchDepositsRequest(code, since, limit, params);
+        const deposits = await this.watchRequest('privateGetDepositHistory', request);
+        return this.filterByCurrencySinceLimit(deposits, code, since, limit);
+    }
+    handleDeposits(client, message) {
+        //
+        //    {
+        //        action: 'privateGetDepositHistory',
+        //        response: [{
+        //                timestamp: 1689792085000,
+        //                symbol: 'BTC',
+        //                amount: '0.0009',
+        //                fee: '0',
+        //                status: 'completed',
+        //                txId: '7dbadc658d7d59c129de1332c55ee8e08d0ab74432faae03b417b9809c819d1f'
+        //            },
+        //            ...
+        //        ]
+        //    }
+        //
+        const response = this.safeValue(message, 'response');
+        const deposits = this.parseTransactions(response, undefined, undefined, undefined, { 'type': 'deposit' });
+        const messageHash = this.safeString(message, 'requestId');
+        client.resolve(deposits, messageHash);
+    }
+    /**
+     * @method
+     * @name bitvavo#fetchTradingFeesWs
+     * @see https://docs.bitvavo.com/#tag/Account/paths/~1account/get
+     * @description fetch the trading fees for multiple markets
+     * @param {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {object} a dictionary of [fee structures]{@link https://docs.ccxt.com/#/?id=fee-structure} indexed by market symbols
+     */
+    async fetchTradingFeesWs(params = {}) {
+        await this.loadMarkets();
+        await this.authenticate();
+        return await this.watchRequest('privateGetAccount', params);
+    }
+    /**
+     * @method
+     * @name bitvavo#fetchMarketsWs
+     * @see https://docs.bitvavo.com/#tag/General/paths/~1markets/get
+     * @description retrieves data on all markets for bitvavo
+     * @param {object} [params] extra parameters specific to the exchange api endpoint
+     * @returns {object[]} an array of objects representing market data
+     */
+    async fetchMarketsWs(params = {}) {
+        return await this.watchRequest('getMarkets', params);
+    }
+    /**
+     * @method
+     * @name bitvavo#fetchCurrenciesWs
+     * @see https://docs.bitvavo.com/#tag/General/paths/~1assets/get
+     * @description fetches all available currencies on an exchange
+     * @param {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {object} an associative dictionary of currencies
+     */
+    async fetchCurrenciesWs(params = {}) {
+        await this.loadMarkets();
+        return await this.watchRequest('getAssets', params);
+    }
+    handleFetchCurrencies(client, message) {
+        //
+        //    {
+        //        action: 'getAssets',
+        //        response: [{
+        //                symbol: '1INCH',
+        //                name: '1inch',
+        //                decimals: 8,
+        //                depositFee: '0',
+        //                depositConfirmations: 64,
+        //                depositStatus: 'OK',
+        //                withdrawalFee: '13',
+        //                withdrawalMinAmount: '13',
+        //                withdrawalStatus: 'OK',
+        //                networks: [Array],
+        //                message: ''
+        //            },
+        //            ...
+        //        ]
+        //    }
+        //
+        const messageHash = this.safeString(message, 'requestId');
+        const response = this.safeValue(message, 'response');
+        const currencies = this.parseCurrencies(response);
+        client.resolve(currencies, messageHash);
+    }
+    handleTradingFees(client, message) {
+        //
+        //    {
+        //        action: 'privateGetAccount',
+        //        response: {
+        //            fees: {
+        //                taker: '0.0025',
+        //                maker: '0.0015',
+        //                volume: '1693.74'
+        //            }
+        //        }
+        //    }
+        //
+        const messageHash = this.safeString(message, 'requestId');
+        const response = this.safeValue(message, 'response');
+        const fees = this.parseTradingFees(response);
+        client.resolve(fees, messageHash);
+    }
+    /**
+     * @method
+     * @name bitvavo#fetchBalanceWs
+     * @see https://docs.bitvavo.com/#tag/Account/paths/~1balance/get
+     * @description query for balance and get the amount of funds available for trading or funds locked in orders
+     * @param {object} [params] extra parameters specific to the bitvavo api endpoint
+     * @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
+     */
+    async fetchBalanceWs(params = {}) {
+        await this.loadMarkets();
+        await this.authenticate();
+        return await this.watchRequest('privateGetBalance', params);
+    }
+    handleFetchBalance(client, message) {
+        //
+        //    {
+        //        action: 'privateGetBalance',
+        //        response: [{
+        //                symbol: 'ADA',
+        //                available: '0',
+        //                inOrder: '0'
+        //            },
+        //            ...
+        //        ]
+        //    }
+        //
+        const messageHash = this.safeString(message, 'requestId');
+        const response = this.safeValue(message, 'response', []);
+        const balance = this.parseBalance(response);
+        client.resolve(balance, messageHash);
+    }
+    handleSingleOrder(client, message) {
+        //
+        //    {
+        //        action: 'privateCreateOrder',
+        //        response: {
+        //            orderId: 'd71df826-1130-478a-8741-d219128675b0',
+        //            market: 'BTC-EUR',
+        //            created: 1689792749748,
+        //            updated: 1689792749748,
+        //            status: 'new',
+        //            side: 'sell',
+        //            orderType: 'limit',
+        //            amount: '0.0002',
+        //            amountRemaining: '0.0002',
+        //            price: '37000',
+        //            onHold: '0.0002',
+        //            onHoldCurrency: 'BTC',
+        //            filledAmount: '0',
+        //            filledAmountQuote: '0',
+        //            feePaid: '0',
+        //            feeCurrency: 'EUR',
+        //            fills: [],
+        //            selfTradePrevention: 'decrementAndCancel',
+        //            visible: true,
+        //            timeInForce: 'GTC',
+        //            postOnly: false
+        //        }
+        //    }
+        //
+        const response = this.safeValue(message, 'response', {});
+        const order = this.parseOrder(response);
+        const messageHash = this.safeString(message, 'requestId');
+        client.resolve(order, messageHash);
+    }
+    handleMarkets(client, message) {
+        //
+        //    {
+        //        action: 'getMarkets',
+        //        response: [{
+        //                market: '1INCH-EUR',
+        //                status: 'trading',
+        //                base: '1INCH',
+        //                quote: 'EUR',
+        //                pricePrecision: 5,
+        //                minOrderInBaseAsset: '2',
+        //                minOrderInQuoteAsset: '5',
+        //                maxOrderInBaseAsset: '1000000000',
+        //                maxOrderInQuoteAsset: '1000000000',
+        //                orderTypes: [Array]
+        //            },
+        //            ...
+        //        ]
+        //    }
+        //
+        const response = this.safeValue(message, 'response', {});
+        const markets = this.parseMarkets(response);
+        const messageHash = this.safeString(message, 'requestId');
+        client.resolve(markets, messageHash);
+    }
+    buildMessageHash(action, params = {}) {
+        const methods = {
+            'privateCreateOrder': this.actionAndMarketMessageHash,
+            'privateUpdateOrder': this.actionAndOrderIdMessageHash,
+            'privateCancelOrder': this.actionAndOrderIdMessageHash,
+            'privateGetOrder': this.actionAndOrderIdMessageHash,
+            'privateGetTrades': this.actionAndMarketMessageHash,
+        };
+        const method = this.safeValue(methods, action);
+        let messageHash = action;
+        if (method !== undefined) {
+            messageHash = method.call(this, action, params);
+        }
+        return messageHash;
+    }
+    actionAndMarketMessageHash(action, params = {}) {
+        const symbol = this.safeString(params, 'market', '');
+        return action + symbol;
+    }
+    actionAndOrderIdMessageHash(action, params = {}) {
+        const orderId = this.safeString(params, 'orderId');
+        if (orderId === undefined) {
+            throw new ExchangeError(this.id + ' privateUpdateOrderMessageHash requires a orderId parameter');
+        }
+        return action + orderId;
+    }
+    handleOrder(client, message) {
+        //
+        //     {
+        //         "event": "order",
+        //         "orderId": "f0e5180f-9497-4d05-9dc2-7056e8a2de9b",
+        //         "market": "ETH-EUR",
+        //         "created": 1590948500319,
+        //         "updated": 1590948500319,
+        //         "status": "new",
+        //         "side": "sell",
+        //         "orderType": "limit",
+        //         "amount": "0.1",
+        //         "amountRemaining": "0.1",
+        //         "price": "300",
+        //         "onHold": "0.1",
+        //         "onHoldCurrency": "ETH",
+        //         "selfTradePrevention": "decrementAndCancel",
+        //         "visible": true,
+        //         "timeInForce": "GTC",
+        //         "postOnly": false
+        //     }
+        //
+        const marketId = this.safeString(message, 'market');
+        const market = this.safeMarket(marketId, undefined, '-');
+        const symbol = market['symbol'];
+        const messageHash = 'order:' + symbol;
+        const order = this.parseOrder(message, market);
+        if (this.orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            this.orders = new ArrayCacheBySymbolById(limit);
+        }
+        const orders = this.orders;
+        orders.append(order);
+        client.resolve(this.orders, messageHash);
+    }
+    handleMyTrade(client, message) {
+        //
+        //     {
+        //         "event": "fill",
+        //         "timestamp": 1590964470132,
+        //         "market": "ETH-EUR",
+        //         "orderId": "85d082e1-eda4-4209-9580-248281a29a9a",
+        //         "fillId": "861d2da5-aa93-475c-8d9a-dce431bd4211",
+        //         "side": "sell",
+        //         "amount": "0.1",
+        //         "price": "211.46",
+        //         "taker": true,
+        //         "fee": "0.056",
+        //         "feeCurrency": "EUR"
+        //     }
+        //
+        const marketId = this.safeString(message, 'market');
+        const market = this.safeMarket(marketId, undefined, '-');
+        const symbol = market['symbol'];
+        const messageHash = 'myTrades:' + symbol;
+        const trade = this.parseTrade(message, market);
+        if (this.myTrades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            this.myTrades = new ArrayCache(limit);
+        }
+        const tradesArray = this.myTrades;
+        tradesArray.append(trade);
+        client.resolve(tradesArray, messageHash);
+    }
+    handleSubscriptionStatus(client, message) {
+        //
+        //     {
+        //         "event": "subscribed",
+        //         "subscriptions": {
+        //             "book": [ "BTC-EUR" ]
+        //         }
+        //     }
+        //
+        const subscriptions = this.safeValue(message, 'subscriptions', {});
+        const methods = {
+            'book': this.handleOrderBookSubscriptions,
+        };
+        const names = Object.keys(subscriptions);
+        for (let i = 0; i < names.length; i++) {
+            const name = names[i];
+            const method = this.safeValue(methods, name);
+            if (method !== undefined) {
+                const subscription = this.safeValue(subscriptions, name);
+                method.call(this, client, message, subscription);
+            }
+        }
+        return message;
+    }
+    async authenticate(params = {}) {
+        const url = this.urls['api']['ws'];
+        const client = this.client(url);
+        const messageHash = 'authenticated';
+        let future = this.safeValue(client.subscriptions, messageHash);
+        if (future === undefined) {
+            const timestamp = this.milliseconds();
+            const stringTimestamp = timestamp.toString();
+            const auth = stringTimestamp + 'GET/' + this.version + '/websocket';
+            const signature = this.hmac(this.encode(auth), this.encode(this.secret), sha256);
+            const action = 'authenticate';
+            const request = {
+                'action': action,
+                'key': this.apiKey,
+                'signature': signature,
+                'timestamp': timestamp,
+            };
+            const message = this.extend(request, params);
+            future = await this.watch(url, messageHash, message, messageHash);
+            client.subscriptions[messageHash] = future;
+        }
+        return future;
+    }
+    handleAuthenticationMessage(client, message) {
+        //
+        //     {
+        //         "event": "authenticate",
+        //         "authenticated": true
+        //     }
+        //
+        const messageHash = 'authenticated';
+        const authenticated = this.safeBool(message, 'authenticated', false);
+        if (authenticated) {
+            // we resolve the future here permanently so authentication only happens once
+            client.resolve(message, messageHash);
+        }
+        else {
+            const error = new AuthenticationError(this.json(message));
+            client.reject(error, messageHash);
+            // allows further authentication attempts
+            if (messageHash in client.subscriptions) {
+                delete client.subscriptions[messageHash];
+            }
+        }
+    }
+    handleErrorMessage(client, message) {
+        //
+        //    {
+        //        action: 'privateCreateOrder',
+        //        market: 'BTC-EUR',
+        //        errorCode: 217,
+        //        error: 'Minimum order size in quote currency is 5 EUR or 0.001 BTC.'
+        //    }
+        //    {
+        //        action: 'privateCreateOrder',
+        //        requestId: '17317539426571916',
+        //        market: 'USDT-EUR',
+        //        errorCode: 216,
+        //        error: 'You do not have sufficient balance to complete this operation.'
+        //    }
+        //
+        const error = this.safeString(message, 'error');
+        const code = this.safeInteger(error, 'errorCode');
+        const action = this.safeString(message, 'action');
+        const buildMessage = this.buildMessageHash(action, message);
+        const messageHash = this.safeString(message, 'requestId', buildMessage);
+        let rejected = false;
+        try {
+            this.handleErrors(code, error, client.url, '', {}, error, message, {}, {});
+        }
+        catch (e) {
+            rejected = true;
+            client.reject(e, messageHash);
+        }
+        if (!rejected) {
+            client.reject(message, messageHash);
+            return true;
+        }
+        return undefined;
+    }
+    handleMessage(client, message) {
+        //
+        //     {
+        //         "event": "subscribed",
+        //         "subscriptions": {
+        //             "book": [ "BTC-EUR" ]
+        //         }
+        //     }
+        //
+        //     {
+        //         "event": "book",
+        //         "market": "BTC-EUR",
+        //         "nonce": 36729561,
+        //         "bids": [
+        //             [ "8513.3", "0" ],
+        //             [ '8518.8', "0.64236203" ],
+        //             [ '8513.6', "0.32435481" ],
+        //         ],
+        //         "asks": []
+        //     }
+        //
+        //     {
+        //         "action": "getBook",
+        //         "response": {
+        //             "market": "BTC-EUR",
+        //             "nonce": 36946120,
+        //             "bids": [
+        //                 [ '8494.9', "0.24399521" ],
+        //                 [ '8494.8', "0.34884085" ],
+        //                 [ '8493.9', "0.14535128" ],
+        //             ],
+        //             "asks": [
+        //                 [ "8495", "0.46982463" ],
+        //                 [ '8495.1', "0.12178267" ],
+        //                 [ '8496.2', "0.21924143" ],
+        //             ]
+        //         }
+        //     }
+        //
+        //     {
+        //         "event": "authenticate",
+        //         "authenticated": true
+        //     }
+        //
+        const error = this.safeString(message, 'error');
+        if (error !== undefined) {
+            this.handleErrorMessage(client, message);
+        }
+        const methods = {
+            'subscribed': this.handleSubscriptionStatus,
+            'book': this.handleOrderBook,
+            'getBook': this.handleOrderBookSnapshot,
+            'trade': this.handleTrade,
+            'candle': this.handleOHLCV,
+            'ticker24h': this.handleTicker,
+            'authenticate': this.handleAuthenticationMessage,
+            'order': this.handleOrder,
+            'fill': this.handleMyTrade,
+            'privateCreateOrder': this.handleSingleOrder,
+            'privateUpdateOrder': this.handleSingleOrder,
+            'privateGetBalance': this.handleFetchBalance,
+            'privateCancelOrders': this.handleMultipleOrders,
+            'privateGetOrders': this.handleMultipleOrders,
+            'privateGetOrder': this.handleSingleOrder,
+            'privateCancelOrder': this.handleSingleOrder,
+            'privateGetOrdersOpen': this.handleMultipleOrders,
+            'privateGetAccount': this.handleTradingFees,
+            'privateGetDepositHistory': this.handleDeposits,
+            'privateGetWithdrawalHistory': this.handleWithdraws,
+            'privateWithdrawAssets': this.handleWithdraw,
+            'privateGetTrades': this.handleMyTrades,
+            'getAssets': this.handleFetchCurrencies,
+            'getCandles': this.handleFetchOHLCV,
+            'getMarkets': this.handleMarkets,
+        };
+        const event = this.safeString(message, 'event');
+        let method = this.safeValue(methods, event);
+        if (method === undefined) {
+            const action = this.safeString(message, 'action');
+            method = this.safeValue(methods, action);
+            if (method !== undefined) {
+                method.call(this, client, message);
+            }
+        }
+        else {
+            method.call(this, client, message);
+        }
+    }
+}