ccxt-ir 4.10.0 → 4.12.0

package/js/src/src/pro/gemini.js

@@ -0,0 +1,932 @@
+// ----------------------------------------------------------------------------
+
+// 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 geminiRest from '../gemini.js';
+import { ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
+import { ExchangeError, NotSupported } from '../base/errors.js';
+import { sha384 } from '../static_dependencies/noble-hashes/sha512.js';
+import Precise from '../base/Precise.js';
+//  ---------------------------------------------------------------------------
+export default class gemini extends geminiRest {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchBalance': false,
+                'watchTicker': false,
+                'watchTickers': false,
+                'watchBidsAsks': true,
+                'watchTrades': true,
+                'watchTradesForSymbols': true,
+                'watchMyTrades': false,
+                'watchOrders': true,
+                'watchOrderBook': true,
+                'watchOrderBookForSymbols': true,
+                'watchOHLCV': true,
+            },
+            'hostname': 'api.gemini.com',
+            'urls': {
+                'api': {
+                    'ws': 'wss://api.gemini.com',
+                },
+                'test': {
+                    'ws': 'wss://api.sandbox.gemini.com',
+                },
+            },
+        });
+    }
+    /**
+     * @method
+     * @name gemini#watchTrades
+     * @description watch the list of most recent trades for a particular symbol
+     * @see https://docs.gemini.com/websocket-api/#market-data-version-2
+     * @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();
+        const market = this.market(symbol);
+        const messageHash = 'trades:' + market['symbol'];
+        const marketId = market['id'];
+        const request = {
+            'type': 'subscribe',
+            'subscriptions': [
+                {
+                    'name': 'l2',
+                    'symbols': [
+                        marketId.toUpperCase(),
+                    ],
+                },
+            ],
+        };
+        const subscribeHash = 'l2:' + market['symbol'];
+        const url = this.urls['api']['ws'] + '/v2/marketdata';
+        const trades = await this.watch(url, messageHash, request, subscribeHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(market['symbol'], limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    /**
+     * @method
+     * @name gemini#watchTradesForSymbols
+     * @see https://docs.gemini.com/websocket-api/#multi-market-data
+     * @description get the list of most recent trades for a list of symbols
+     * @param {string[]} symbols 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 watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
+        const trades = await this.helperForWatchMultipleConstruct('trades', symbols, params);
+        if (this.newUpdates) {
+            const first = this.safeList(trades, 0);
+            const tradeSymbol = this.safeString(first, 'symbol');
+            limit = trades.getLimit(tradeSymbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        // regular v2 trade
+        //
+        //     {
+        //         "type": "trade",
+        //         "symbol": "BTCUSD",
+        //         "event_id": 122258166738,
+        //         "timestamp": 1655330221424,
+        //         "price": "22269.14",
+        //         "quantity": "0.00004473",
+        //         "side": "buy"
+        //     }
+        //
+        // multi data trade
+        //
+        //    {
+        //        "type": "trade",
+        //        "symbol": "ETHUSD",
+        //        "tid": "1683002242170204", // this is not TS, but somewhat ID
+        //        "price": "2299.24",
+        //        "amount": "0.002662",
+        //        "makerSide": "bid"
+        //    }
+        //
+        const timestamp = this.safeInteger(trade, 'timestamp');
+        const id = this.safeString2(trade, 'event_id', 'tid');
+        const priceString = this.safeString(trade, 'price');
+        const amountString = this.safeString2(trade, 'quantity', 'amount');
+        let side = this.safeStringLower(trade, 'side');
+        if (side === undefined) {
+            const marketSide = this.safeStringLower(trade, 'makerSide');
+            if (marketSide === 'bid') {
+                side = 'sell';
+            }
+            else if (marketSide === 'ask') {
+                side = 'buy';
+            }
+        }
+        const marketId = this.safeStringLower(trade, 'symbol');
+        const symbol = this.safeSymbol(marketId, market);
+        return this.safeTrade({
+            'id': id,
+            'order': undefined,
+            'info': trade,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'symbol': symbol,
+            'type': undefined,
+            'side': side,
+            'takerOrMaker': undefined,
+            'price': priceString,
+            'cost': undefined,
+            'amount': amountString,
+            'fee': undefined,
+        }, market);
+    }
+    handleTrade(client, message) {
+        //
+        //     {
+        //         "type": "trade",
+        //         "symbol": "BTCUSD",
+        //         "event_id": 122278173770,
+        //         "timestamp": 1655335880981,
+        //         "price": "22530.80",
+        //         "quantity": "0.04",
+        //         "side": "buy"
+        //     }
+        //
+        const trade = this.parseWsTrade(message);
+        const symbol = trade['symbol'];
+        const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
+        let stored = this.safeValue(this.trades, symbol);
+        if (stored === undefined) {
+            stored = new ArrayCache(tradesLimit);
+            this.trades[symbol] = stored;
+        }
+        stored.append(trade);
+        const messageHash = 'trades:' + symbol;
+        client.resolve(stored, messageHash);
+    }
+    handleTrades(client, message) {
+        //
+        //     {
+        //         "type": "l2_updates",
+        //         "symbol": "BTCUSD",
+        //         "changes": [
+        //             [ "buy", '22252.37', "0.02" ],
+        //             [ "buy", '22251.61', "0.04" ],
+        //             [ "buy", '22251.60', "0.04" ],
+        //             // some asks as well
+        //         ],
+        //         "trades": [
+        //             { type: 'trade', symbol: 'BTCUSD', event_id: 122258166738, timestamp: 1655330221424, price: '22269.14', quantity: "0.00004473", side: "buy" },
+        //             { type: 'trade', symbol: 'BTCUSD', event_id: 122258141090, timestamp: 1655330213216, price: '22250.00', quantity: "0.00704098", side: "buy" },
+        //             { type: 'trade', symbol: 'BTCUSD', event_id: 122258118291, timestamp: 1655330206753, price: '22250.00', quantity: "0.03", side: "buy" },
+        //         ],
+        //         "auction_events": [
+        //             {
+        //                 "type": "auction_result",
+        //                 "symbol": "BTCUSD",
+        //                 "time_ms": 1655323200000,
+        //                 "result": "failure",
+        //                 "highest_bid_price": "21590.88",
+        //                 "lowest_ask_price": "21602.30",
+        //                 "collar_price": "21634.73"
+        //             },
+        //             {
+        //                 "type": "auction_indicative",
+        //                 "symbol": "BTCUSD",
+        //                 "time_ms": 1655323185000,
+        //                 "result": "failure",
+        //                 "highest_bid_price": "21661.90",
+        //                 "lowest_ask_price": "21663.78",
+        //                 "collar_price": "21662.845"
+        //             },
+        //         ]
+        //     }
+        //
+        const marketId = this.safeStringLower(message, 'symbol');
+        const market = this.safeMarket(marketId);
+        const trades = this.safeValue(message, 'trades');
+        if (trades !== undefined) {
+            const symbol = market['symbol'];
+            const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            let stored = this.safeValue(this.trades, symbol);
+            if (stored === undefined) {
+                stored = new ArrayCache(tradesLimit);
+                this.trades[symbol] = stored;
+            }
+            for (let i = 0; i < trades.length; i++) {
+                const trade = this.parseWsTrade(trades[i], market);
+                stored.append(trade);
+            }
+            const messageHash = 'trades:' + symbol;
+            client.resolve(stored, messageHash);
+        }
+    }
+    handleTradesForMultidata(client, trades, timestamp) {
+        if (trades !== undefined) {
+            const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            const storesForSymbols = {};
+            for (let i = 0; i < trades.length; i++) {
+                const marketId = trades[i]['symbol'];
+                const market = this.safeMarket(marketId.toLowerCase());
+                const symbol = market['symbol'];
+                const trade = this.parseWsTrade(trades[i], market);
+                trade['timestamp'] = timestamp;
+                trade['datetime'] = this.iso8601(timestamp);
+                let stored = this.safeValue(this.trades, symbol);
+                if (stored === undefined) {
+                    stored = new ArrayCache(tradesLimit);
+                    this.trades[symbol] = stored;
+                }
+                stored.append(trade);
+                storesForSymbols[symbol] = stored;
+            }
+            const symbols = Object.keys(storesForSymbols);
+            for (let i = 0; i < symbols.length; i++) {
+                const symbol = symbols[i];
+                const stored = storesForSymbols[symbol];
+                const messageHash = 'trades:' + symbol;
+                client.resolve(stored, messageHash);
+            }
+        }
+    }
+    /**
+     * @method
+     * @name gemini#watchOHLCV
+     * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+     * @see https://docs.gemini.com/websocket-api/#candles-data-feed
+     * @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);
+        const timeframeId = this.safeString(this.timeframes, timeframe, timeframe);
+        const request = {
+            'type': 'subscribe',
+            'subscriptions': [
+                {
+                    'name': 'candles_' + timeframeId,
+                    'symbols': [
+                        market['id'].toUpperCase(),
+                    ],
+                },
+            ],
+        };
+        const messageHash = 'ohlcv:' + market['symbol'] + ':' + timeframeId;
+        const url = this.urls['api']['ws'] + '/v2/marketdata';
+        const ohlcv = await this.watch(url, messageHash, request, messageHash);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message) {
+        //
+        //     {
+        //         "type": "candles_15m_updates",
+        //         "symbol": "BTCUSD",
+        //         "changes": [
+        //             [
+        //                 1561054500000,
+        //                 9350.18,
+        //                 9358.35,
+        //                 9350.18,
+        //                 9355.51,
+        //                 2.07
+        //             ],
+        //             [
+        //                 1561053600000,
+        //                 9357.33,
+        //                 9357.33,
+        //                 9350.18,
+        //                 9350.18,
+        //                 1.5900161
+        //             ]
+        //             ...
+        //         ]
+        //     }
+        //
+        const type = this.safeString(message, 'type', '');
+        let timeframeId = type.slice(8);
+        const timeframeEndIndex = timeframeId.indexOf('_');
+        timeframeId = timeframeId.slice(0, timeframeEndIndex);
+        const marketId = this.safeString(message, 'symbol', '').toLowerCase();
+        const market = this.safeMarket(marketId);
+        const symbol = this.safeSymbol(marketId, market);
+        const changes = this.safeValue(message, 'changes', []);
+        const timeframe = this.findTimeframe(timeframeId);
+        const ohlcvsBySymbol = this.safeValue(this.ohlcvs, symbol);
+        if (ohlcvsBySymbol === undefined) {
+            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;
+        }
+        const changesLength = changes.length;
+        // reverse order of array to store candles in ascending order
+        for (let i = 0; i < changesLength; i++) {
+            const index = changesLength - i - 1;
+            const parsed = this.parseOHLCV(changes[index], market);
+            stored.append(parsed);
+        }
+        const messageHash = 'ohlcv:' + symbol + ':' + timeframeId;
+        client.resolve(stored, messageHash);
+        return message;
+    }
+    /**
+     * @method
+     * @name gemini#watchOrderBook
+     * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+     * @see https://docs.gemini.com/websocket-api/#market-data-version-2
+     * @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);
+        const messageHash = 'orderbook:' + market['symbol'];
+        const marketId = market['id'];
+        const request = {
+            'type': 'subscribe',
+            'subscriptions': [
+                {
+                    'name': 'l2',
+                    'symbols': [
+                        marketId.toUpperCase(),
+                    ],
+                },
+            ],
+        };
+        const subscribeHash = 'l2:' + market['symbol'];
+        const url = this.urls['api']['ws'] + '/v2/marketdata';
+        const orderbook = await this.watch(url, messageHash, request, subscribeHash);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        const changes = this.safeValue(message, 'changes', []);
+        const marketId = this.safeStringLower(message, 'symbol');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const messageHash = 'orderbook:' + symbol;
+        // let orderbook = this.safeValue (this.orderbooks, symbol);
+        if (!(symbol in this.orderbooks)) {
+            this.orderbooks[symbol] = this.orderBook();
+        }
+        const orderbook = this.orderbooks[symbol];
+        for (let i = 0; i < changes.length; i++) {
+            const delta = changes[i];
+            const price = this.safeNumber(delta, 1);
+            const size = this.safeNumber(delta, 2);
+            const side = (delta[0] === 'buy') ? 'bids' : 'asks';
+            const bookside = orderbook[side];
+            bookside.store(price, size);
+            orderbook[side] = bookside;
+        }
+        orderbook['symbol'] = symbol;
+        this.orderbooks[symbol] = orderbook;
+        client.resolve(orderbook, messageHash);
+    }
+    /**
+     * @method
+     * @name gemini#watchOrderBookForSymbols
+     * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+     * @see https://docs.gemini.com/websocket-api/#multi-market-data
+     * @param {string[]} symbols unified array of symbols
+     * @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 watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
+        const orderbook = await this.helperForWatchMultipleConstruct('orderbook', symbols, params);
+        return orderbook.limit();
+    }
+    /**
+     * @method
+     * @name gemini#watchBidsAsks
+     * @description watches best bid & ask for symbols
+     * @see https://docs.gemini.com/websocket-api/#multi-market-data
+     * @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 = {}) {
+        return await this.helperForWatchMultipleConstruct('bidsasks', symbols, params);
+    }
+    handleBidsAsksForMultidata(client, rawBidAskChanges, timestamp, nonce) {
+        //
+        // {
+        //     eventId: '1683002916916153',
+        //     events: [
+        //       {
+        //         price: '50945.37',
+        //         reason: 'top-of-book',
+        //         remaining: '0.0',
+        //         side: 'bid',
+        //         symbol: 'BTCUSDT',
+        //         type: 'change'
+        //       },
+        //       {
+        //         price: '50947.75',
+        //         reason: 'top-of-book',
+        //         remaining: '0.11725',
+        //         side: 'bid',
+        //         symbol: 'BTCUSDT',
+        //         type: 'change'
+        //       }
+        //     ],
+        //     socket_sequence: 322,
+        //     timestamp: 1708674495,
+        //     timestampms: 1708674495174,
+        //     type: 'update'
+        // }
+        //
+        const marketId = rawBidAskChanges[0]['symbol'];
+        const market = this.safeMarket(marketId.toLowerCase());
+        const symbol = market['symbol'];
+        if (!(symbol in this.bidsasks)) {
+            this.bidsasks[symbol] = this.parseTicker({});
+            this.bidsasks[symbol]['symbol'] = symbol;
+        }
+        const currentBidAsk = this.bidsasks[symbol];
+        const messageHash = 'bidsasks:' + symbol;
+        // last update always overwrites the previous state and is the latest state
+        for (let i = 0; i < rawBidAskChanges.length; i++) {
+            const entry = rawBidAskChanges[i];
+            const rawSide = this.safeString(entry, 'side');
+            const price = this.safeNumber(entry, 'price');
+            const sizeString = this.safeString(entry, 'remaining');
+            if (Precise.stringEq(sizeString, '0')) {
+                continue;
+            }
+            const size = this.parseNumber(sizeString);
+            if (rawSide === 'bid') {
+                currentBidAsk['bid'] = price;
+                currentBidAsk['bidVolume'] = size;
+            }
+            else {
+                currentBidAsk['ask'] = price;
+                currentBidAsk['askVolume'] = size;
+            }
+        }
+        currentBidAsk['timestamp'] = timestamp;
+        currentBidAsk['datetime'] = this.iso8601(timestamp);
+        currentBidAsk['info'] = rawBidAskChanges;
+        this.bidsasks[symbol] = currentBidAsk;
+        client.resolve(currentBidAsk, messageHash);
+    }
+    async helperForWatchMultipleConstruct(itemHashName, symbols, params = {}) {
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols, undefined, false, true, true);
+        const firstMarket = this.market(symbols[0]);
+        if (!firstMarket['spot'] && !firstMarket['linear']) {
+            throw new NotSupported(this.id + ' watchMultiple supports only spot or linear-swap symbols');
+        }
+        const messageHashes = [];
+        const marketIds = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const symbol = symbols[i];
+            const messageHash = itemHashName + ':' + symbol;
+            messageHashes.push(messageHash);
+            const market = this.market(symbol);
+            marketIds.push(market['id']);
+        }
+        const queryStr = marketIds.join(',');
+        let url = this.urls['api']['ws'] + '/v1/multimarketdata?symbols=' + queryStr + '&heartbeat=true&';
+        if (itemHashName === 'orderbook') {
+            url += 'trades=false&bids=true&offers=true';
+        }
+        else if (itemHashName === 'bidsasks') {
+            url += 'trades=false&bids=true&offers=true&top_of_book=true';
+        }
+        else if (itemHashName === 'trades') {
+            url += 'trades=true&bids=false&offers=false';
+        }
+        return await this.watchMultiple(url, messageHashes, undefined);
+    }
+    handleOrderBookForMultidata(client, rawOrderBookChanges, timestamp, nonce) {
+        //
+        // rawOrderBookChanges
+        //
+        // [
+        //   {
+        //     delta: "4105123935484.817624",
+        //     price: "0.000000001",
+        //     reason: "initial", // initial|cancel|place
+        //     remaining: "4105123935484.817624",
+        //     side: "bid", // bid|ask
+        //     symbol: "SHIBUSD",
+        //     type: "change", // seems always change
+        //   },
+        //   ...
+        //
+        const marketId = rawOrderBookChanges[0]['symbol'];
+        const market = this.safeMarket(marketId.toLowerCase());
+        const symbol = market['symbol'];
+        const messageHash = 'orderbook:' + symbol;
+        if (!(symbol in this.orderbooks)) {
+            const ob = this.orderBook();
+            this.orderbooks[symbol] = ob;
+        }
+        const orderbook = this.orderbooks[symbol];
+        const bids = orderbook['bids'];
+        const asks = orderbook['asks'];
+        for (let i = 0; i < rawOrderBookChanges.length; i++) {
+            const entry = rawOrderBookChanges[i];
+            const price = this.safeNumber(entry, 'price');
+            const size = this.safeNumber(entry, 'remaining');
+            const rawSide = this.safeString(entry, 'side');
+            if (rawSide === 'bid') {
+                bids.store(price, size);
+            }
+            else {
+                asks.store(price, size);
+            }
+        }
+        orderbook['bids'] = bids;
+        orderbook['asks'] = asks;
+        orderbook['symbol'] = symbol;
+        orderbook['nonce'] = nonce;
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601(timestamp);
+        this.orderbooks[symbol] = orderbook;
+        client.resolve(orderbook, messageHash);
+    }
+    handleL2Updates(client, message) {
+        //
+        //     {
+        //         "type": "l2_updates",
+        //         "symbol": "BTCUSD",
+        //         "changes": [
+        //             [ "buy", '22252.37', "0.02" ],
+        //             [ "buy", '22251.61', "0.04" ],
+        //             [ "buy", '22251.60', "0.04" ],
+        //             // some asks as well
+        //         ],
+        //         "trades": [
+        //             { type: 'trade', symbol: 'BTCUSD', event_id: 122258166738, timestamp: 1655330221424, price: '22269.14', quantity: "0.00004473", side: "buy" },
+        //             { type: 'trade', symbol: 'BTCUSD', event_id: 122258141090, timestamp: 1655330213216, price: '22250.00', quantity: "0.00704098", side: "buy" },
+        //             { type: 'trade', symbol: 'BTCUSD', event_id: 122258118291, timestamp: 1655330206753, price: '22250.00', quantity: "0.03", side: "buy" },
+        //         ],
+        //         "auction_events": [
+        //             {
+        //                 "type": "auction_result",
+        //                 "symbol": "BTCUSD",
+        //                 "time_ms": 1655323200000,
+        //                 "result": "failure",
+        //                 "highest_bid_price": "21590.88",
+        //                 "lowest_ask_price": "21602.30",
+        //                 "collar_price": "21634.73"
+        //             },
+        //             {
+        //                 "type": "auction_indicative",
+        //                 "symbol": "BTCUSD",
+        //                 "time_ms": 1655323185000,
+        //                 "result": "failure",
+        //                 "highest_bid_price": "21661.90",
+        //                 "lowest_ask_price": "21663.79",
+        //                 "collar_price": "21662.845"
+        //             },
+        //         ]
+        //     }
+        //
+        this.handleOrderBook(client, message);
+        this.handleTrades(client, message);
+    }
+    /**
+     * @method
+     * @name gemini#fetchOrders
+     * @description watches information on multiple orders made by the user
+     * @see https://docs.gemini.com/websocket-api/#order-events
+     * @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 = {}) {
+        const url = this.urls['api']['ws'] + '/v1/order/events?eventTypeFilter=initial&eventTypeFilter=accepted&eventTypeFilter=rejected&eventTypeFilter=fill&eventTypeFilter=cancelled&eventTypeFilter=booked';
+        await this.loadMarkets();
+        const authParams = {
+            'url': url,
+        };
+        await this.authenticate(authParams);
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            symbol = market['symbol'];
+        }
+        const messageHash = 'orders';
+        const orders = await this.watch(url, messageHash, undefined, messageHash);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    handleHeartbeat(client, message) {
+        //
+        //     {
+        //         "type": "heartbeat",
+        //         "timestampms": 1659740268958,
+        //         "sequence": 7,
+        //         "trace_id": "25b3d92476dd3a9a5c03c9bd9e0a0dba",
+        //         "socket_sequence": 7
+        //     }
+        //
+        client.lastPong = this.milliseconds();
+        return message;
+    }
+    handleSubscription(client, message) {
+        //
+        //     {
+        //         "type": "subscription_ack",
+        //         "accountId": 19433282,
+        //         "subscriptionId": "orderevents-websocket-25b3d92476dd3a9a5c03c9bd9e0a0dba",
+        //         "symbolFilter": [],
+        //         "apiSessionFilter": [],
+        //         "eventTypeFilter": []
+        //     }
+        //
+        return message;
+    }
+    handleOrder(client, message) {
+        //
+        //     [
+        //         {
+        //             "type": "accepted",
+        //             "order_id": "134150423884",
+        //             "event_id": "134150423886",
+        //             "account_name": "primary",
+        //             "client_order_id": "1659739406916",
+        //             "api_session": "account-pnBFSS0XKGvDamX4uEIt",
+        //             "symbol": "batbtc",
+        //             "side": "sell",
+        //             "order_type": "exchange limit",
+        //             "timestamp": "1659739407",
+        //             "timestampms": 1659739407576,
+        //             "is_live": true,
+        //             "is_cancelled": false,
+        //             "is_hidden": false,
+        //             "original_amount": "1",
+        //             "price": "1",
+        //             "socket_sequence": 139
+        //         }
+        //     ]
+        //
+        const messageHash = 'orders';
+        if (this.orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            this.orders = new ArrayCacheBySymbolById(limit);
+        }
+        const orders = this.orders;
+        for (let i = 0; i < message.length; i++) {
+            const order = this.parseWsOrder(message[i]);
+            orders.append(order);
+        }
+        client.resolve(this.orders, messageHash);
+    }
+    parseWsOrder(order, market = undefined) {
+        //
+        //     {
+        //         "type": "accepted",
+        //         "order_id": "134150423884",
+        //         "event_id": "134150423886",
+        //         "account_name": "primary",
+        //         "client_order_id": "1659739406916",
+        //         "api_session": "account-pnBFSS0XKGvDamX4uEIt",
+        //         "symbol": "batbtc",
+        //         "side": "sell",
+        //         "order_type": "exchange limit",
+        //         "timestamp": "1659739407",
+        //         "timestampms": 1659739407576,
+        //         "is_live": true,
+        //         "is_cancelled": false,
+        //         "is_hidden": false,
+        //         "original_amount": "1",
+        //         "price": "1",
+        //         "socket_sequence": 139
+        //     }
+        //
+        const timestamp = this.safeInteger(order, 'timestampms');
+        const status = this.safeString(order, 'type');
+        const marketId = this.safeString(order, 'symbol');
+        const typeId = this.safeString(order, 'order_type');
+        const behavior = this.safeString(order, 'behavior');
+        let timeInForce = 'GTC';
+        let postOnly = false;
+        if (behavior === 'immediate-or-cancel') {
+            timeInForce = 'IOC';
+        }
+        else if (behavior === 'fill-or-kill') {
+            timeInForce = 'FOK';
+        }
+        else if (behavior === 'maker-or-cancel') {
+            timeInForce = 'PO';
+            postOnly = true;
+        }
+        return this.safeOrder({
+            'id': this.safeString(order, 'order_id'),
+            'clientOrderId': this.safeString(order, 'client_order_id'),
+            'info': order,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'lastTradeTimestamp': undefined,
+            'status': this.parseWsOrderStatus(status),
+            'symbol': this.safeSymbol(marketId, market),
+            'type': this.parseWsOrderType(typeId),
+            'timeInForce': timeInForce,
+            'postOnly': postOnly,
+            'side': this.safeString(order, 'side'),
+            'price': this.safeNumber(order, 'price'),
+            'stopPrice': undefined,
+            'average': this.safeNumber(order, 'avg_execution_price'),
+            'cost': undefined,
+            'amount': this.safeNumber(order, 'original_amount'),
+            'filled': this.safeNumber(order, 'executed_amount'),
+            'remaining': this.safeNumber(order, 'remaining_amount'),
+            'fee': undefined,
+            'trades': undefined,
+        }, market);
+    }
+    parseWsOrderStatus(status) {
+        const statuses = {
+            'accepted': 'open',
+            'booked': 'open',
+            'fill': 'closed',
+            'cancelled': 'canceled',
+            'cancel_rejected': 'rejected',
+            'rejected': 'rejected',
+        };
+        return this.safeString(statuses, status, status);
+    }
+    parseWsOrderType(type) {
+        const types = {
+            'exchange limit': 'limit',
+            'market buy': 'market',
+            'market sell': 'market',
+        };
+        return this.safeString(types, type, type);
+    }
+    handleError(client, message) {
+        //
+        //     {
+        //         "reason": "NoValidTradingPairs",
+        //         "result": "error"
+        //     }
+        //
+        throw new ExchangeError(this.json(message));
+    }
+    handleMessage(client, message) {
+        //
+        //  public
+        //     {
+        //         "type": "trade",
+        //         "symbol": "BTCUSD",
+        //         "event_id": 122278173770,
+        //         "timestamp": 1655335880981,
+        //         "price": "22530.80",
+        //         "quantity": "0.04",
+        //         "side": "buy"
+        //     }
+        //
+        //  private
+        //     [
+        //         {
+        //             "type": "accepted",
+        //             "order_id": "134150423884",
+        //             "event_id": "134150423886",
+        //             "account_name": "primary",
+        //             "client_order_id": "1659739406916",
+        //             "api_session": "account-pnBFSS0XKGvDamX4uEIt",
+        //             "symbol": "batbtc",
+        //             "side": "sell",
+        //             "order_type": "exchange limit",
+        //             "timestamp": "1659739407",
+        //             "timestampms": 1659739407576,
+        //             "is_live": true,
+        //             "is_cancelled": false,
+        //             "is_hidden": false,
+        //             "original_amount": "1",
+        //             "price": "1",
+        //             "socket_sequence": 139
+        //         }
+        //     ]
+        //
+        const isArray = Array.isArray(message);
+        if (isArray) {
+            this.handleOrder(client, message);
+            return;
+        }
+        const reason = this.safeString(message, 'reason');
+        if (reason === 'error') {
+            this.handleError(client, message);
+        }
+        const methods = {
+            'l2_updates': this.handleL2Updates,
+            'trade': this.handleTrade,
+            'subscription_ack': this.handleSubscription,
+            'heartbeat': this.handleHeartbeat,
+        };
+        const type = this.safeString(message, 'type', '');
+        if (type.indexOf('candles') >= 0) {
+            this.handleOHLCV(client, message);
+            return;
+        }
+        const method = this.safeValue(methods, type);
+        if (method !== undefined) {
+            method.call(this, client, message);
+        }
+        // handle multimarketdata
+        if (type === 'update') {
+            const ts = this.safeInteger(message, 'timestampms', this.milliseconds());
+            const eventId = this.safeInteger(message, 'eventId');
+            const events = this.safeList(message, 'events');
+            const orderBookItems = [];
+            const bidaskItems = [];
+            const collectedEventsOfTrades = [];
+            const eventsLength = events.length;
+            for (let i = 0; i < events.length; i++) {
+                const event = events[i];
+                const eventType = this.safeString(event, 'type');
+                const isOrderBook = (eventType === 'change') && ('side' in event) && this.inArray(event['side'], ['ask', 'bid']);
+                const eventReason = this.safeString(event, 'reason');
+                const isBidAsk = (eventReason === 'top-of-book') || (isOrderBook && (eventReason === 'initial') && eventsLength === 2);
+                if (isBidAsk) {
+                    bidaskItems.push(event);
+                }
+                else if (isOrderBook) {
+                    orderBookItems.push(event);
+                }
+                else if (eventType === 'trade') {
+                    collectedEventsOfTrades.push(events[i]);
+                }
+            }
+            const lengthBa = bidaskItems.length;
+            if (lengthBa > 0) {
+                this.handleBidsAsksForMultidata(client, bidaskItems, ts, eventId);
+            }
+            const lengthOb = orderBookItems.length;
+            if (lengthOb > 0) {
+                this.handleOrderBookForMultidata(client, orderBookItems, ts, eventId);
+            }
+            const lengthTrades = collectedEventsOfTrades.length;
+            if (lengthTrades > 0) {
+                this.handleTradesForMultidata(client, collectedEventsOfTrades, ts);
+            }
+        }
+    }
+    async authenticate(params = {}) {
+        const url = this.safeString(params, 'url');
+        if ((this.clients !== undefined) && (url in this.clients)) {
+            return;
+        }
+        this.checkRequiredCredentials();
+        const startIndex = this.urls['api']['ws'].length;
+        const urlParamsIndex = url.indexOf('?');
+        const urlLength = url.length;
+        const endIndex = (urlParamsIndex >= 0) ? urlParamsIndex : urlLength;
+        const request = url.slice(startIndex, endIndex);
+        const payload = {
+            'request': request,
+            'nonce': this.nonce(),
+        };
+        const b64 = this.stringToBase64(this.json(payload));
+        const signature = this.hmac(this.encode(b64), this.encode(this.secret), sha384, 'hex');
+        const defaultOptions = {
+            'ws': {
+                'options': {
+                    'headers': {},
+                },
+            },
+        };
+        // this.options = this.extend (defaultOptions, this.options);
+        this.extendExchangeOptions(defaultOptions);
+        const originalHeaders = this.options['ws']['options']['headers'];
+        const headers = {
+            'X-GEMINI-APIKEY': this.apiKey,
+            'X-GEMINI-PAYLOAD': b64,
+            'X-GEMINI-SIGNATURE': signature,
+        };
+        this.options['ws']['options']['headers'] = headers;
+        this.client(url);
+        this.options['ws']['options']['headers'] = originalHeaders;
+    }
+}