ccxt-ir 4.10.0 → 4.12.0

package/js/src/src/pro/krakenfutures.js

@@ -0,0 +1,1592 @@
+// ----------------------------------------------------------------------------
+
+// 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 krakenfuturesRest from '../krakenfutures.js';
+import { ArgumentsRequired, AuthenticationError, ExchangeError } from '../base/errors.js';
+import { ArrayCache, ArrayCacheBySymbolById } from '../base/ws/Cache.js';
+import { Precise } from '../base/Precise.js';
+import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
+import { sha512 } from '../static_dependencies/noble-hashes/sha512.js';
+//  ---------------------------------------------------------------------------
+export default class krakenfutures extends krakenfuturesRest {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'cancelAllOrdersWs': false,
+                'cancelOrdersWs': false,
+                'cancelOrderWs': false,
+                'createOrderWs': false,
+                'editOrderWs': false,
+                'fetchBalanceWs': false,
+                'fetchOpenOrdersWs': false,
+                'fetchOrderWs': false,
+                'fetchTradesWs': false,
+                'watchOHLCV': false,
+                'watchOrderBook': true,
+                'watchOrderBookForSymbols': true,
+                'watchTicker': true,
+                'watchTickers': true,
+                'watchBidsAsks': true,
+                'watchTrades': true,
+                'watchTradesForSymbols': true,
+                'watchBalance': true,
+                // 'watchStatus': true, // https://docs.futures.kraken.com/#websocket-api-public-feeds-heartbeat
+                'watchOrders': true,
+                'watchMyTrades': true,
+                'watchPositions': true,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://futures.kraken.com/ws/v1',
+                },
+                'test': {
+                    'ws': 'wss://demo-futures.kraken.com/ws/v1',
+                },
+            },
+            'options': {
+                'tradesLimit': 1000,
+                'ordersLimit': 1000,
+                'OHLCVLimit': 1000,
+                'connectionLimit': 100,
+                'requestLimit': 100,
+                'fetchBalance': {
+                    'type': undefined,
+                },
+            },
+            'streaming': {
+                'keepAlive': 30000,
+            },
+        });
+    }
+    /**
+     * @ignore
+     * @method
+     * @description authenticates the user to access private web socket channels
+     * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-challenge
+     * @returns {object} response from exchange
+     */
+    async authenticate(params = {}) {
+        this.checkRequiredCredentials();
+        // Hash the challenge with the SHA-256 algorithm
+        // Base64-decode your api_secret
+        // Use the result of step 2 to hash the result of step 1 with the HMAC-SHA-512 algorithm
+        // Base64-encode the result of step 3
+        const url = this.urls['api']['ws'];
+        const messageHash = 'challenge';
+        const client = this.client(url);
+        const future = client.future(messageHash);
+        const authenticated = this.safeValue(client.subscriptions, messageHash);
+        if (authenticated === undefined) {
+            const request = {
+                'event': 'challenge',
+                'api_key': this.apiKey,
+            };
+            const message = this.extend(request, params);
+            this.watch(url, messageHash, message, messageHash);
+        }
+        return await future;
+    }
+    /**
+     * @method
+     * @name krakenfutures#watchOrderBookForSymbols
+     * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+     * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-challenge
+     * @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.watchMultiHelper('orderbook', 'book', symbols, { 'limit': limit }, params);
+        return orderbook.limit();
+    }
+    /**
+     * @ignore
+     * @method
+     * @description Connects to a websocket channel
+     * @param {string} name name of the channel
+     * @param {string[]} symbols CCXT market symbols
+     * @param {object} [params] extra parameters specific to the krakenfutures api
+     * @returns {object} data from the websocket stream
+     */
+    async subscribePublic(name, symbols, params = {}) {
+        await this.loadMarkets();
+        const url = this.urls['api']['ws'];
+        const subscribe = {
+            'event': 'subscribe',
+            'feed': name,
+        };
+        const marketIds = [];
+        let messageHash = name;
+        if (symbols === undefined) {
+            symbols = [];
+        }
+        for (let i = 0; i < symbols.length; i++) {
+            const symbol = symbols[i];
+            marketIds.push(this.marketId(symbol));
+        }
+        const length = symbols.length;
+        if (length === 1) {
+            const market = this.market(marketIds[0]);
+            messageHash = messageHash + ':' + market['symbol'];
+        }
+        subscribe['product_ids'] = marketIds;
+        const request = this.extend(subscribe, params);
+        return await this.watch(url, messageHash, request, messageHash);
+    }
+    /**
+     * @ignore
+     * @method
+     * @description Connects to a websocket channel
+     * @param {string} name name of the channel
+     * @param {string} messageHash unique identifier for the message
+     * @param {object} [params] extra parameters specific to the krakenfutures api
+     * @returns {object} data from the websocket stream
+     */
+    async subscribePrivate(name, messageHash, params = {}) {
+        await this.loadMarkets();
+        await this.authenticate();
+        const url = this.urls['api']['ws'];
+        const subscribe = {
+            'event': 'subscribe',
+            'feed': name,
+            'api_key': this.apiKey,
+            'original_challenge': this.options['challenge'],
+            'signed_challenge': this.options['signedChallenge'],
+        };
+        const request = this.extend(subscribe, params);
+        return await this.watch(url, messageHash, request, messageHash);
+    }
+    /**
+     * @method
+     * @name krakenfutures#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.futures.kraken.com/#websocket-api-public-feeds-ticker
+     * @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 = {}) {
+        await this.loadMarkets();
+        symbol = this.symbol(symbol);
+        const tickers = await this.watchTickers([symbol], params);
+        return tickers[symbol];
+    }
+    /**
+     * @method
+     * @name krakenfutures#watchTickers
+     * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+     * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-ticker
+     * @param {string[]} symbols unified symbols of the markets 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 ticker = await this.watchMultiHelper('ticker', 'ticker', symbols, undefined, params);
+        if (this.newUpdates) {
+            const result = {};
+            result[ticker['symbol']] = ticker;
+            return result;
+        }
+        return this.filterByArray(this.tickers, 'symbol', symbols);
+    }
+    /**
+     * @method
+     * @name krakenfutures#watchBidsAsks
+     * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-ticker-lite
+     * @description watches best bid & ask for symbols
+     * @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 = {}) {
+        const ticker = await this.watchMultiHelper('bidask', 'ticker_lite', symbols, undefined, params);
+        if (this.newUpdates) {
+            const result = {};
+            result[ticker['symbol']] = ticker;
+            return result;
+        }
+        return this.filterByArray(this.bidsasks, 'symbol', symbols);
+    }
+    /**
+     * @method
+     * @name krakenfutures#watchTrades
+     * @description get the list of most recent trades for a particular symbol
+     * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-trade
+     * @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 = {}) {
+        return await this.watchTradesForSymbols([symbol], since, limit, params);
+    }
+    /**
+     * @method
+     * @name krakenfutures#watchTradesForSymbols
+     * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-trade
+     * @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.watchMultiHelper('trade', 'trade', symbols, undefined, 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);
+    }
+    /**
+     * @method
+     * @name krakenfutures#watchOrderBook
+     * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+     * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-book
+     * @param {string} symbol unified symbol of the market to fetch the order book for
+     * @param {int} [limit] not used by krakenfutures watchOrderBook
+     * @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 = {}) {
+        return await this.watchOrderBookForSymbols([symbol], limit, params);
+    }
+    /**
+     * @method
+     * @name krakenfutures#watchPositions
+     * @see https://docs.futures.kraken.com/#websocket-api-private-feeds-open-positions
+     * @description watch all open positions
+     * @param {string[]|undefined} symbols list of unified market symbols
+     * @param since
+     * @param limit
+     * @param {object} params extra parameters specific to the exchange API endpoint
+     * @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
+     */
+    async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        let messageHash = '';
+        symbols = this.marketSymbols(symbols);
+        if (!this.isEmpty(symbols)) {
+            messageHash = '::' + symbols.join(',');
+        }
+        messageHash = 'positions' + messageHash;
+        const newPositions = await this.subscribePrivate('open_positions', messageHash, params);
+        if (this.newUpdates) {
+            return newPositions;
+        }
+        return this.filterBySymbolsSinceLimit(this.positions, symbols, since, limit, true);
+    }
+    handlePositions(client, message) {
+        //
+        //    {
+        //        feed: 'open_positions',
+        //        account: '3b111acc-4fcc-45be-a622-57e611fe9f7f',
+        //        positions: [
+        //            {
+        //                instrument: 'PF_LTCUSD',
+        //                balance: 0.5,
+        //                pnl: -0.8628305877699987,
+        //                entry_price: 70.53,
+        //                mark_price: 68.80433882446,
+        //                index_price: 68.8091,
+        //                liquidation_threshold: 0,
+        //                effective_leverage: 0.007028866753648637,
+        //                return_on_equity: -1.2233525985679834,
+        //                unrealized_funding: 0.0000690610530935388,
+        //                initial_margin: 0.7053,
+        //                initial_margin_with_orders: 0.7053,
+        //                maintenance_margin: 0.35265,
+        //                pnl_currency: 'USD'
+        //            }
+        //        ],
+        //        seq: 0,
+        //        timestamp: 1698608414910
+        //    }
+        //
+        if (this.positions === undefined) {
+            this.positions = new ArrayCacheBySymbolById();
+        }
+        const cache = this.positions;
+        const rawPositions = this.safeValue(message, 'positions', []);
+        const newPositions = [];
+        for (let i = 0; i < rawPositions.length; i++) {
+            const rawPosition = rawPositions[i];
+            const position = this.parseWsPosition(rawPosition);
+            const timestamp = this.safeInteger(message, 'timestamp');
+            position['timestamp'] = timestamp;
+            position['datetime'] = this.iso8601(timestamp);
+            newPositions.push(position);
+            cache.append(position);
+        }
+        const messageHashes = this.findMessageHashes(client, 'positions::');
+        for (let i = 0; i < messageHashes.length; i++) {
+            const messageHash = messageHashes[i];
+            const parts = messageHash.split('::');
+            const symbolsString = parts[1];
+            const symbols = symbolsString.split(',');
+            const positions = this.filterByArray(newPositions, 'symbol', symbols, false);
+            if (!this.isEmpty(positions)) {
+                client.resolve(positions, messageHash);
+            }
+        }
+        client.resolve(newPositions, 'positions');
+    }
+    parseWsPosition(position, market = undefined) {
+        //
+        //        {
+        //            instrument: 'PF_LTCUSD',
+        //            balance: 0.5,
+        //            pnl: -0.8628305877699987,
+        //            entry_price: 70.53,
+        //            mark_price: 68.80433882446,
+        //            index_price: 68.8091,
+        //            liquidation_threshold: 0,
+        //            effective_leverage: 0.007028866753648637,
+        //            return_on_equity: -1.2233525985679834,
+        //            unrealized_funding: 0.0000690610530935388,
+        //            initial_margin: 0.7053,
+        //            initial_margin_with_orders: 0.7053,
+        //            maintenance_margin: 0.35265,
+        //            pnl_currency: 'USD'
+        //        }
+        //
+        const marketId = this.safeString(position, 'instrument');
+        const hedged = 'both';
+        const balance = this.safeNumber(position, 'balance');
+        const side = (balance > 0) ? 'long' : 'short';
+        return this.safePosition({
+            'info': position,
+            'id': undefined,
+            'symbol': this.safeSymbol(marketId),
+            'notional': undefined,
+            'marginMode': undefined,
+            'liquidationPrice': this.safeNumber(position, 'liquidation_threshold'),
+            'entryPrice': this.safeNumber(position, 'entry_price'),
+            'unrealizedPnl': this.safeNumber(position, 'pnl'),
+            'percentage': this.safeNumber(position, 'return_on_equity'),
+            'contracts': this.parseNumber(Precise.stringAbs(this.numberToString(balance))),
+            'contractSize': undefined,
+            'markPrice': this.safeNumber(position, 'mark_price'),
+            'side': side,
+            'hedged': hedged,
+            'timestamp': undefined,
+            'datetime': undefined,
+            'maintenanceMargin': this.safeNumber(position, 'maintenance_margin'),
+            'maintenanceMarginPercentage': undefined,
+            'collateral': undefined,
+            'initialMargin': this.safeNumber(position, 'initial_margin'),
+            'initialMarginPercentage': undefined,
+            'leverage': undefined,
+            'marginRatio': undefined,
+        });
+    }
+    /**
+     * @method
+     * @name krakenfutures#watchOrders
+     * @description watches information on multiple orders made by the user
+     * @see https://docs.futures.kraken.com/#websocket-api-private-feeds-open-orders
+     * @see https://docs.futures.kraken.com/#websocket-api-private-feeds-open-orders-verbose
+     * @param {string} symbol not used by krakenfutures watchOrders
+     * @param {int} [since] not used by krakenfutures watchOrders
+     * @param {int} [limit] not used by krakenfutures watchOrders
+     * @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 = {}) {
+        await this.loadMarkets();
+        const name = 'open_orders';
+        let messageHash = 'orders';
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            messageHash += ':' + market['symbol'];
+        }
+        const orders = await this.subscribePrivate(name, messageHash, params);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(orders, since, limit, 'timestamp', true);
+    }
+    /**
+     * @method
+     * @name krakenfutures#watchMyTrades
+     * @description watches information on multiple trades made by the user
+     * @see https://docs.futures.kraken.com/#websocket-api-private-feeds-fills
+     * @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 [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
+     */
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        const name = 'fills';
+        let messageHash = 'myTrades';
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            messageHash += ':' + market['symbol'];
+        }
+        const trades = await this.subscribePrivate(name, messageHash, params);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    /**
+     * @method
+     * @name krakenfutures#watchBalance
+     * @description watches information on the user's account balance
+     * @see https://docs.futures.kraken.com/#websocket-api-private-feeds-balances
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {string} [params.account] can be either 'futures' or 'flex_futures'
+     * @returns {object} a object of wallet types each with a balance structure {@link https://docs.ccxt.com/#/?id=balance-structure}
+     */
+    async watchBalance(params = {}) {
+        await this.loadMarkets();
+        const name = 'balances';
+        let messageHash = name;
+        let account = undefined;
+        [account, params] = this.handleOptionAndParams(params, 'watchBalance', 'account');
+        if (account !== undefined) {
+            if (account !== 'futures' && account !== 'flex_futures') {
+                throw new ArgumentsRequired(this.id + ' watchBalance account must be either \'futures\' or \'flex_futures\'');
+            }
+            messageHash += ':' + account;
+        }
+        return await this.subscribePrivate(name, messageHash, params);
+    }
+    handleTrade(client, message) {
+        //
+        // snapshot
+        //
+        //    {
+        //        "feed": "trade_snapshot",
+        //        "product_id": "PI_XBTUSD",
+        //        "trades": [
+        //            {
+        //                "feed": "trade",
+        //                "product_id": "PI_XBTUSD",
+        //                "uid": "caa9c653-420b-4c24-a9f2-462a054d86f1",
+        //                "side": "sell",
+        //                "type": "fill",
+        //                "seq": 655508,
+        //                "time": 1612269657781,
+        //                "qty": 440,
+        //                "price": 34893
+        //            },
+        //            ...
+        //        ]
+        //    }
+        //
+        // update
+        //
+        //    {
+        //        "feed": "trade",
+        //        "product_id": "PI_XBTUSD",
+        //        "uid": "05af78ac-a774-478c-a50c-8b9c234e071e",
+        //        "side": "sell",
+        //        "type": "fill",
+        //        "seq": 653355,
+        //        "time": 1612266317519,
+        //        "qty": 15000,
+        //        "price": 34969.5
+        //    }
+        //
+        const channel = this.safeString(message, 'feed');
+        const marketId = this.safeString(message, 'product_id');
+        if (marketId !== undefined) {
+            const market = this.market(marketId);
+            const symbol = market['symbol'];
+            const messageHash = this.getMessageHash('trade', undefined, symbol);
+            if (this.safeList(this.trades, symbol) === undefined) {
+                const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
+                this.trades[symbol] = new ArrayCache(tradesLimit);
+            }
+            const tradesArray = this.trades[symbol];
+            if (channel === 'trade_snapshot') {
+                const trades = this.safeList(message, 'trades', []);
+                const length = trades.length;
+                for (let i = 0; i < length; i++) {
+                    const index = length - 1 - i; // need reverse to correct chronology
+                    const item = trades[index];
+                    const trade = this.parseWsTrade(item);
+                    tradesArray.append(trade);
+                }
+            }
+            else {
+                const trade = this.parseWsTrade(message);
+                tradesArray.append(trade);
+            }
+            client.resolve(tradesArray, messageHash);
+        }
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        //    {
+        //        "feed": "trade",
+        //        "product_id": "PI_XBTUSD",
+        //        "uid": "caa9c653-420b-4c24-a9f1-462a054d86f1",
+        //        "side": "sell",
+        //        "type": "fill",
+        //        "seq": 655508,
+        //        "time": 1612269657781,
+        //        "qty": 440,
+        //        "price": 34893
+        //    }
+        //
+        const marketId = this.safeString(trade, 'product_id');
+        market = this.safeMarket(marketId, market);
+        const timestamp = this.safeInteger(trade, 'time');
+        return this.safeTrade({
+            'info': trade,
+            'id': this.safeString(trade, 'uid'),
+            'symbol': this.safeString(market, 'symbol'),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'order': undefined,
+            'type': this.safeString(trade, 'type'),
+            'side': this.safeString(trade, 'side'),
+            'takerOrMaker': 'taker',
+            'price': this.safeString(trade, 'price'),
+            'amount': this.safeString(trade, 'qty'),
+            'cost': undefined,
+            'fee': {
+                'rate': undefined,
+                'cost': undefined,
+                'currency': undefined,
+            },
+        }, market);
+    }
+    parseWsOrderTrade(trade, market = undefined) {
+        //
+        //    {
+        //        "symbol": "BTC_USDT",
+        //        "type": "LIMIT",
+        //        "quantity": "1",
+        //        "orderId": "32471407854219264",
+        //        "tradeFee": "0",
+        //        "clientOrderId": "",
+        //        "accountType": "SPOT",
+        //        "feeCurrency": "",
+        //        "eventType": "place",
+        //        "source": "API",
+        //        "side": "BUY",
+        //        "filledQuantity": "0",
+        //        "filledAmount": "0",
+        //        "matchRole": "MAKER",
+        //        "state": "NEW",
+        //        "tradeTime": 0,
+        //        "tradeAmount": "0",
+        //        "orderAmount": "0",
+        //        "createTime": 1648708186922,
+        //        "price": "47112.1",
+        //        "tradeQty": "0",
+        //        "tradePrice": "0",
+        //        "tradeId": "0",
+        //        "ts": 1648708187469
+        //    }
+        //
+        const timestamp = this.safeInteger(trade, 'tradeTime');
+        const marketId = this.safeString(trade, 'symbol');
+        return this.safeTrade({
+            'info': trade,
+            'id': this.safeString(trade, 'tradeId'),
+            'symbol': this.safeSymbol(marketId, market),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'order': this.safeString(trade, 'orderId'),
+            'type': this.safeStringLower(trade, 'type'),
+            'side': this.safeString(trade, 'side'),
+            'takerOrMaker': this.safeString(trade, 'matchRole'),
+            'price': this.safeString(trade, 'price'),
+            'amount': this.safeString(trade, 'tradeAmount'),
+            'cost': undefined,
+            'fee': {
+                'rate': undefined,
+                'cost': this.safeString(trade, 'tradeFee'),
+                'currency': this.safeString(trade, 'feeCurrency'),
+            },
+        }, market);
+    }
+    handleOrder(client, message) {
+        //
+        //  update (verbose)
+        //
+        //    {
+        //        "feed": "open_orders_verbose",
+        //        "order": {
+        //            "instrument": "PI_XBTUSD",
+        //            "time": 1567597581495,
+        //            "last_update_time": 1567597581495,
+        //            "qty": 102.0,
+        //            "filled": 0.0,
+        //            "limit_price": 10601.0,
+        //            "stop_price": 0.0,
+        //            "type": "limit",
+        //            "order_id": "fa9806c9-cba9-4661-9f31-8c5fd045a95d",
+        //            "direction": 0,
+        //            "reduce_only": false
+        //        },
+        //        "is_cancel": true,
+        //        "reason": "post_order_failed_because_it_would_be_filled"
+        //    }
+        //
+        // update
+        //
+        //    {
+        //        "feed": "open_orders",
+        //        "order": {
+        //          "instrument": "PI_XBTUSD",
+        //          "time": 1567702877410,
+        //          "last_update_time": 1567702877410,
+        //          "qty": 304.0,
+        //          "filled": 0.0,
+        //          "limit_price": 10640.0,
+        //          "stop_price": 0.0,
+        //          "type": "limit",
+        //          "order_id": "59302619-41d2-4f0b-941f-7e7914760ad3",
+        //          "direction": 1,
+        //          "reduce_only": true
+        //        },
+        //        "is_cancel": false,
+        //        "reason": "new_placed_order_by_user"
+        //    }
+        //    {
+        //        "feed": "open_orders",
+        //        "order_id": "ea8a7144-37db-449b-bb4a-b53c814a0f43",
+        //        "is_cancel": true,
+        //        "reason": "cancelled_by_user"
+        //    }
+        //
+        //     {
+        //         "feed": 'open_orders',
+        //         "order": {
+        //         "instrument": 'PF_XBTUSD',
+        //         "time": 1698159920097,
+        //         "last_update_time": 1699835622988,
+        //         "qty": 1.1,
+        //         "filled": 0,
+        //         "limit_price": 20000,
+        //         "stop_price": 0,
+        //         "type": 'limit',
+        //         "order_id": '0eaf02b0-855d-4451-a3b7-e2b3070c1fa4',
+        //         "direction": 0,
+        //         "reduce_only": false
+        //         },
+        //         "is_cancel": false,
+        //         "reason": 'edited_by_user'
+        //     }
+        //
+        let orders = this.orders;
+        if (orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit');
+            orders = new ArrayCacheBySymbolById(limit);
+            this.orders = orders;
+        }
+        const order = this.safeValue(message, 'order');
+        if (order !== undefined) {
+            const marketId = this.safeString(order, 'instrument');
+            const messageHash = 'orders';
+            const symbol = this.safeSymbol(marketId);
+            const orderId = this.safeString(order, 'order_id');
+            const previousOrders = this.safeValue(orders.hashmap, symbol, {});
+            const previousOrder = this.safeValue(previousOrders, orderId);
+            const reason = this.safeString(message, 'reason');
+            if ((previousOrder === undefined) || (reason === 'edited_by_user')) {
+                const parsed = this.parseWsOrder(order);
+                orders.append(parsed);
+                client.resolve(orders, messageHash);
+                client.resolve(orders, messageHash + ':' + symbol);
+            }
+            else {
+                const trade = this.parseWsTrade(order);
+                if (previousOrder['trades'] === undefined) {
+                    previousOrder['trades'] = [];
+                }
+                previousOrder['trades'].push(trade);
+                previousOrder['lastTradeTimestamp'] = trade['timestamp'];
+                let totalCost = '0';
+                let totalAmount = '0';
+                const trades = previousOrder['trades'];
+                for (let i = 0; i < trades.length; i++) {
+                    const currentTrade = trades[i];
+                    totalCost = Precise.stringAdd(totalCost, this.numberToString(currentTrade['cost']));
+                    totalAmount = Precise.stringAdd(totalAmount, this.numberToString(currentTrade['amount']));
+                }
+                if (Precise.stringGt(totalAmount, '0')) {
+                    previousOrder['average'] = Precise.stringDiv(totalCost, totalAmount);
+                }
+                previousOrder['cost'] = totalCost;
+                if (previousOrder['filled'] !== undefined) {
+                    const stringOrderFilled = this.numberToString(previousOrder['filled']);
+                    previousOrder['filled'] = Precise.stringAdd(stringOrderFilled, this.numberToString(trade['amount']));
+                    if (previousOrder['amount'] !== undefined) {
+                        previousOrder['remaining'] = Precise.stringSub(this.numberToString(previousOrder['amount']), stringOrderFilled);
+                    }
+                }
+                if (previousOrder['fee'] === undefined) {
+                    previousOrder['fee'] = {
+                        'rate': undefined,
+                        'cost': '0',
+                        'currency': this.numberToString(trade['fee']['currency']),
+                    };
+                }
+                if ((previousOrder['fee']['cost'] !== undefined) && (trade['fee']['cost'] !== undefined)) {
+                    const stringOrderCost = this.numberToString(previousOrder['fee']['cost']);
+                    const stringTradeCost = this.numberToString(trade['fee']['cost']);
+                    previousOrder['fee']['cost'] = Precise.stringAdd(stringOrderCost, stringTradeCost);
+                }
+                // update the newUpdates count
+                orders.append(this.safeOrder(previousOrder));
+                client.resolve(orders, messageHash + ':' + symbol);
+                client.resolve(orders, messageHash);
+            }
+        }
+        else {
+            const isCancel = this.safeValue(message, 'is_cancel');
+            if (isCancel) {
+                // get order without symbol
+                for (let i = 0; i < orders.length; i++) {
+                    const currentOrder = orders[i];
+                    if (currentOrder['id'] === message['order_id']) {
+                        orders[i] = this.extend(currentOrder, {
+                            'status': 'canceled',
+                        });
+                        client.resolve(orders, 'orders');
+                        client.resolve(orders, 'orders:' + currentOrder['symbol']);
+                        break;
+                    }
+                }
+            }
+        }
+        return message;
+    }
+    handleOrderSnapshot(client, message) {
+        //
+        // verbose
+        //
+        //    {
+        //        "feed": "open_orders_verbose_snapshot",
+        //        "account": "0f9c23b8-63e2-40e4-9592-6d5aa57c12ba",
+        //        "orders": [
+        //            {
+        //                "instrument": "PI_XBTUSD",
+        //                "time": 1567428848005,
+        //                "last_update_time": 1567428848005,
+        //                "qty": 100.0,
+        //                "filled": 0.0,
+        //                "limit_price": 8500.0,
+        //                "stop_price": 0.0,
+        //                "type": "limit",
+        //                "order_id": "566942c8-a3b5-4184-a451-622b09493129",
+        //                "direction": 0,
+        //                "reduce_only": false
+        //            },
+        //            ...
+        //        ]
+        //    }
+        //
+        // regular
+        //
+        //    {
+        //        "feed": "open_orders_snapshot",
+        //        "account": "e258dba9-4dd4-4da5-bfef-75beb91c098e",
+        //        "orders": [
+        //            {
+        //                "instrument": "PI_XBTUSD",
+        //                "time": 1612275024153,
+        //                "last_update_time": 1612275024153,
+        //                "qty": 1000,
+        //                "filled": 0,
+        //                "limit_price": 34900,
+        //                "stop_price": 13789,
+        //                "type": "stop",
+        //                "order_id": "723ba95f-13b7-418b-8fcf-ab7ba6620555",
+        //                "direction": 1,
+        //                "reduce_only": false,
+        //                "triggerSignal": "last"
+        //            },
+        //            ...
+        //        ]
+        //    }
+        const orders = this.safeValue(message, 'orders', []);
+        const limit = this.safeInteger(this.options, 'ordersLimit');
+        this.orders = new ArrayCacheBySymbolById(limit);
+        const symbols = {};
+        const cachedOrders = this.orders;
+        for (let i = 0; i < orders.length; i++) {
+            const order = orders[i];
+            const parsed = this.parseWsOrder(order);
+            const symbol = parsed['symbol'];
+            symbols[symbol] = true;
+            cachedOrders.append(parsed);
+        }
+        const length = this.orders.length;
+        if (length > 0) {
+            client.resolve(this.orders, 'orders');
+            const keys = Object.keys(symbols);
+            for (let i = 0; i < keys.length; i++) {
+                const symbol = keys[i];
+                const messageHash = 'orders:' + symbol;
+                client.resolve(this.orders, messageHash);
+            }
+        }
+    }
+    parseWsOrder(order, market = undefined) {
+        //
+        // update
+        //
+        //    {
+        //        "feed": "open_orders_verbose",
+        //        "order": {
+        //            "instrument": "PI_XBTUSD",
+        //            "time": 1567597581495,
+        //            "last_update_time": 1567597581495,
+        //            "qty": 102.0,
+        //            "filled": 0.0,
+        //            "limit_price": 10601.0,
+        //            "stop_price": 0.0,
+        //            "type": "limit",
+        //            "order_id": "fa9806c9-cba9-4661-9f31-8c5fd045a95d",
+        //            "direction": 0,
+        //            "reduce_only": false
+        //        },
+        //        "is_cancel": true,
+        //        "reason": "post_order_failed_because_it_would_be_filled"
+        //    }
+        //
+        // snapshot
+        //
+        //    {
+        //        "instrument": "PI_XBTUSD",
+        //        "time": 1567597581495,
+        //        "last_update_time": 1567597581495,
+        //        "qty": 102.0,
+        //        "filled": 0.0,
+        //        "limit_price": 10601.0,
+        //        "stop_price": 0.0,
+        //        "type": "limit",
+        //        "order_id": "fa9806c9-cba9-4661-9f31-8c5fd045a95d",
+        //        "direction": 0,
+        //        "reduce_only": false
+        //    }
+        //
+        const isCancelled = this.safeValue(order, 'is_cancel');
+        let unparsedOrder = order;
+        let status = undefined;
+        if (isCancelled !== undefined) {
+            unparsedOrder = this.safeValue(order, 'order');
+            if (isCancelled === true) {
+                status = 'cancelled';
+            }
+        }
+        const marketId = this.safeString(unparsedOrder, 'instrument');
+        const timestamp = this.safeString(unparsedOrder, 'time');
+        const direction = this.safeInteger(unparsedOrder, 'direction');
+        return this.safeOrder({
+            'info': order,
+            'symbol': this.safeSymbol(marketId, market),
+            'id': this.safeString(unparsedOrder, 'order_id'),
+            'clientOrderId': undefined,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'lastTradeTimestamp': undefined,
+            'type': this.safeString(unparsedOrder, 'type'),
+            'timeInForce': undefined,
+            'postOnly': undefined,
+            'side': (direction === 0) ? 'buy' : 'sell',
+            'price': this.safeString(unparsedOrder, 'limit_price'),
+            'stopPrice': this.safeString(unparsedOrder, 'stop_price'),
+            'triggerPrice': this.safeString(unparsedOrder, 'stop_price'),
+            'amount': this.safeString(unparsedOrder, 'qty'),
+            'cost': undefined,
+            'average': undefined,
+            'filled': this.safeString(unparsedOrder, 'filled'),
+            'remaining': undefined,
+            'status': status,
+            'fee': {
+                'rate': undefined,
+                'cost': undefined,
+                'currency': undefined,
+            },
+            'trades': undefined,
+        });
+    }
+    handleTicker(client, message) {
+        //
+        //    {
+        //        "time": 1680811086487,
+        //        "product_id": "PI_XBTUSD",
+        //        "funding_rate": 7.792297e-12,
+        //        "funding_rate_prediction": -4.2671095e-11,
+        //        "relative_funding_rate": 2.18013888889e-7,
+        //        "relative_funding_rate_prediction": -0.0000011974,
+        //        "next_funding_rate_time": 1680811200000,
+        //        "feed": "ticker",
+        //        "bid": 28060,
+        //        "ask": 28070,
+        //        "bid_size": 2844,
+        //        "ask_size": 1902,
+        //        "volume": 19628180,
+        //        "dtm": 0,
+        //        "leverage": "50x",
+        //        "index": 28062.14,
+        //        "premium": 0,
+        //        "last": 28053.5,
+        //        "change": -0.7710945651981715,
+        //        "suspended": false,
+        //        "tag": "perpetual",
+        //        "pair": "XBT:USD",
+        //        "openInterest": 28875946,
+        //        "markPrice": 28064.92082724592,
+        //        "maturityTime": 0,
+        //        "post_only": false,
+        //        "volumeQuote": 19628180
+        //    }
+        //
+        const marketId = this.safeString(message, 'product_id');
+        if (marketId !== undefined) {
+            const ticker = this.parseWsTicker(message);
+            const symbol = ticker['symbol'];
+            this.tickers[symbol] = ticker;
+            const messageHash = this.getMessageHash('ticker', undefined, symbol);
+            client.resolve(ticker, messageHash);
+        }
+    }
+    handleBidAsk(client, message) {
+        //
+        //    {
+        //        "feed": "ticker_lite",
+        //        "product_id": "FI_ETHUSD_210625",
+        //        "bid": 1753.45,
+        //        "ask": 1760.35,
+        //        "change": 13.448175559936647,
+        //        "premium": 9.1,
+        //        "volume": 6899673.0,
+        //        "tag": "semiannual",
+        //        "pair": "ETH:USD",
+        //        "dtm": 141,
+        //        "maturityTime": 1624633200000,
+        //        "volumeQuote": 6899673.0
+        //    }
+        //
+        const marketId = this.safeString(message, 'product_id');
+        if (marketId !== undefined) {
+            const ticker = this.parseWsTicker(message);
+            const symbol = ticker['symbol'];
+            this.bidsasks[symbol] = ticker;
+            const messageHash = this.getMessageHash('bidask', undefined, symbol);
+            client.resolve(ticker, messageHash);
+        }
+    }
+    parseWsTicker(ticker, market = undefined) {
+        //
+        //    {
+        //        "time": 1680811086487,
+        //        "product_id": "PI_XBTUSD",
+        //        "funding_rate": 7.792297e-12,
+        //        "funding_rate_prediction": -4.2671095e-11,
+        //        "relative_funding_rate": 2.18013888889e-7,
+        //        "relative_funding_rate_prediction": -0.0000011974,
+        //        "next_funding_rate_time": 1680811200000,
+        //        "feed": "ticker",
+        //        "bid": 28060,
+        //        "ask": 28070,
+        //        "bid_size": 2844,
+        //        "ask_size": 1902,
+        //        "volume": 19628180,
+        //        "dtm": 0,
+        //        "leverage": "50x",
+        //        "index": 28062.14,
+        //        "premium": 0,
+        //        "last": 28053.5,
+        //        "change": -0.7710945651981715,
+        //        "suspended": false,
+        //        "tag": "perpetual",
+        //        "pair": "XBT:USD",
+        //        "openInterest": 28875946,
+        //        "markPrice": 28064.92082724592,
+        //        "maturityTime": 0,
+        //        "post_only": false,
+        //        "volumeQuote": 19628180
+        //    }
+        //
+        // ticker_lite
+        //
+        //    {
+        //        "feed": "ticker_lite",
+        //        "product_id": "FI_ETHUSD_210625",
+        //        "bid": 1753.45,
+        //        "ask": 1760.35,
+        //        "change": 13.448175559936647,
+        //        "premium": 9.1,
+        //        "volume": 6899673.0,
+        //        "tag": "semiannual",
+        //        "pair": "ETH:USD",
+        //        "dtm": 141,
+        //        "maturityTime": 1624633200000,
+        //        "volumeQuote": 6899673.0
+        //    }
+        //
+        const marketId = this.safeString(ticker, 'product_id');
+        market = this.safeMarket(marketId, market);
+        const symbol = market['symbol'];
+        const timestamp = this.parse8601(this.safeString(ticker, 'lastTime'));
+        const last = this.safeString(ticker, 'last');
+        return this.safeTicker({
+            'info': ticker,
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'high': undefined,
+            'low': undefined,
+            'bid': this.safeString(ticker, 'bid'),
+            'bidVolume': this.safeString(ticker, 'bid_size'),
+            'ask': this.safeString(ticker, 'ask'),
+            'askVolume': this.safeString(ticker, 'ask_size'),
+            'vwap': undefined,
+            'open': undefined,
+            'close': last,
+            'last': last,
+            'previousClose': undefined,
+            'change': this.safeString(ticker, 'change'),
+            'percentage': undefined,
+            'average': undefined,
+            'baseVolume': this.safeString(ticker, 'volume'),
+            'quoteVolume': this.safeString(ticker, 'volumeQuote'),
+            'markPrice': this.safeString(ticker, 'markPrice'),
+            'indexPrice': this.safeString(ticker, 'index'),
+        });
+    }
+    handleOrderBookSnapshot(client, message) {
+        //
+        //    {
+        //        "feed": "book_snapshot",
+        //        "product_id": "PI_XBTUSD",
+        //        "timestamp": 1612269825817,
+        //        "seq": 326072249,
+        //        "tickSize": null,
+        //        "bids": [
+        //            {
+        //                "price": 34892.5,
+        //                "qty": 6385
+        //            },
+        //            {
+        //                "price": 34892,
+        //                "qty": 10924
+        //            },
+        //        ],
+        //        "asks": [
+        //            {
+        //                "price": 34911.5,
+        //                "qty": 20598
+        //            },
+        //            {
+        //                "price": 34912,
+        //                "qty": 2300
+        //            },
+        //        ]
+        //    }
+        //
+        const marketId = this.safeString(message, 'product_id');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const messageHash = this.getMessageHash('orderbook', undefined, symbol);
+        const subscription = this.safeDict(client.subscriptions, messageHash, {});
+        const limit = this.safeInteger(subscription, 'limit');
+        const timestamp = this.safeInteger(message, 'timestamp');
+        this.orderbooks[symbol] = this.orderBook({}, limit);
+        const orderbook = this.orderbooks[symbol];
+        const bids = this.safeList(message, 'bids');
+        const asks = this.safeList(message, 'asks');
+        for (let i = 0; i < bids.length; i++) {
+            const bid = bids[i];
+            const price = this.safeNumber(bid, 'price');
+            const qty = this.safeNumber(bid, 'qty');
+            const bidsSide = orderbook['bids'];
+            bidsSide.store(price, qty);
+        }
+        for (let i = 0; i < asks.length; i++) {
+            const ask = asks[i];
+            const price = this.safeNumber(ask, 'price');
+            const qty = this.safeNumber(ask, 'qty');
+            const asksSide = orderbook['asks'];
+            asksSide.store(price, qty);
+        }
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601(timestamp);
+        orderbook['symbol'] = symbol;
+        client.resolve(orderbook, messageHash);
+    }
+    handleOrderBook(client, message) {
+        //
+        //    {
+        //        "feed": "book",
+        //        "product_id": "PI_XBTUSD",
+        //        "side": "sell",
+        //        "seq": 326094134,
+        //        "price": 34981,
+        //        "qty": 0,
+        //        "timestamp": 1612269953629
+        //    }
+        //
+        const marketId = this.safeString(message, 'product_id');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const messageHash = this.getMessageHash('orderbook', undefined, symbol);
+        const orderbook = this.orderbooks[symbol];
+        const side = this.safeString(message, 'side');
+        const price = this.safeNumber(message, 'price');
+        const qty = this.safeNumber(message, 'qty');
+        const timestamp = this.safeInteger(message, 'timestamp');
+        if (side === 'sell') {
+            const asks = orderbook['asks'];
+            asks.store(price, qty);
+        }
+        else {
+            const bids = orderbook['bids'];
+            bids.store(price, qty);
+        }
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601(timestamp);
+        client.resolve(orderbook, messageHash);
+    }
+    handleBalance(client, message) {
+        //
+        // snapshot
+        //
+        //    {
+        //        "feed": "balances_snapshot",
+        //        "account": "4a012c31-df95-484a-9473-d51e4a0c4ae7",
+        //        "holding": {
+        //            "USDT": 4997.5012493753,
+        //            "XBT": 0.1285407184,
+        //            ...
+        //        },
+        //        "futures": {
+        //            "F-ETH:EUR": {
+        //                "name": "F-ETH:EUR",
+        //                "pair": "ETH/EUR",
+        //                "unit": "EUR",
+        //                "portfolio_value": 0.0,
+        //                "balance": 0.0,
+        //                "maintenance_margin": 0.0,
+        //                "initial_margin": 0.0,
+        //                "available": 0.0,
+        //                "unrealized_funding": 0.0,
+        //                "pnl": 0.0
+        //            },
+        //            ...
+        //        },
+        //        "flex_futures": {
+        //            "currencies": {
+        //                "USDT": {
+        //                    "quantity": 0.0,
+        //                    "value": 0.0,
+        //                    "collateral_value": 0.0,
+        //                    "available": 0.0,
+        //                    "haircut": 0.0,
+        //                    "conversion_spread": 0.0
+        //                },
+        //                ...
+        //            },
+        //            "balance_value":0.0,
+        //            "portfolio_value":0.0,
+        //            "collateral_value":0.0,
+        //            "initial_margin":0.0,
+        //            "initial_margin_without_orders":0.0,
+        //            "maintenance_margin":0.0,
+        //            "pnl":0.0,
+        //            "unrealized_funding":0.0,
+        //            "total_unrealized":0.0,
+        //            "total_unrealized_as_margin":0.0,
+        //            "margin_equity":0.0,
+        //            "available_margin":0.0
+        //            "isolated":{
+        //            },
+        //            "cross":{
+        //                "balance_value":9963.66,
+        //                "portfolio_value":9963.66,
+        //                "collateral_value":9963.66,
+        //                "initial_margin":0.0,
+        //                "initial_margin_without_orders":0.0,
+        //                "maintenance_margin":0.0,
+        //                "pnl":0.0,
+        //                "unrealized_funding":0.0,
+        //                "total_unrealized":0.0,
+        //                "total_unrealized_as_margin":0.0,
+        //                "margin_equity":9963.66,
+        //                "available_margin":9963.66,
+        //                "effective_leverage":0.0
+        //            },
+        //        },
+        //        "timestamp":1640995200000,
+        //        "seq":0
+        //    }
+        //
+        // update
+        //
+        //    Holding Wallet
+        //
+        //    {
+        //        "feed": "balances",
+        //        "account": "7a641082-55c7-4411-a85f-930ec2e09617",
+        //        "holding": {
+        //            "USD": 5000.0
+        //        },
+        //        "futures": {},
+        //        "timestamp": 1640995200000,
+        //        "seq": 83
+        //    }
+        //
+        //    Multi-Collateral
+        //
+        //    {
+        //        "feed": "balances"
+        //        "account": "7a641082-55c7-4411-a85f-930ec2e09617"
+        //        "flex_futures": {
+        //            "currencies": {
+        //                "USDT": {
+        //                    "quantity": 0.0,
+        //                    "value": 0.0,
+        //                    "collateral_value": 0.0,
+        //                    "available": 0.0,
+        //                    "haircut": 0.0,
+        //                    "conversion_spread": 0.0
+        //                },
+        //                ...
+        //            },
+        //            "balance_value": 5000.0,
+        //            "portfolio_value": 5000.0,
+        //            "collateral_value": 5000.0,
+        //            "initial_margin": 0.0,
+        //            "initial_margin_without_orders": 0.0,
+        //            "maintenance_margin": 0.0,
+        //            "pnl": 0.0,
+        //            "unrealized_funding": 0.0,
+        //            "total_unrealized": 0.0,
+        //            "total_unrealized_as_margin": 0.0,
+        //            "margin_equity": 5000.0,
+        //            "available_margin": 5000.0
+        //        },
+        //        "timestamp": 1640995200000,
+        //        "seq": 1
+        //    }
+        //
+        //    Sample Single-Collateral Balance Delta
+        //
+        //    {
+        //        "feed": "balances",
+        //        "account": "7a641082-55c7-4411-a85f-930ec2e09617",
+        //        "holding": {},
+        //        "futures": {
+        //            "F-XBT:USD": {
+        //                "name": "F-XBT:USD",
+        //                "pair": "XBT/USD",
+        //                "unit": "XBT",
+        //                "portfolio_value": 0.1219368845,
+        //                "balance": 0.1219368845,
+        //                "maintenance_margin": 0.0,
+        //                "initial_margin": 0.0,
+        //                "available": 0.1219368845,
+        //                "unrealized_funding": 0.0,
+        //                "pnl": 0.0
+        //            }
+        //        },
+        //        "timestamp": 1640995200000,
+        //        "seq": 2
+        //    }
+        //
+        const holding = this.safeValue(message, 'holding');
+        const futures = this.safeValue(message, 'futures');
+        const flexFutures = this.safeValue(message, 'flex_futures');
+        const messageHash = 'balances';
+        const timestamp = this.safeInteger(message, 'timestamp');
+        if (holding !== undefined) {
+            const holdingKeys = Object.keys(holding); // cashAccount
+            const holdingResult = {
+                'info': message,
+                'timestamp': timestamp,
+                'datetime': this.iso8601(timestamp),
+            };
+            for (let i = 0; i < holdingKeys.length; i++) {
+                const key = holdingKeys[i];
+                const code = this.safeCurrencyCode(key);
+                const newAccount = this.account();
+                newAccount['total'] = this.safeString(holding, key);
+                holdingResult[code] = newAccount;
+            }
+            this.balance['cash'] = holdingResult;
+            this.balance['cash'] = this.safeBalance(this.balance['cash']);
+            client.resolve(holdingResult, messageHash);
+        }
+        if (futures !== undefined) {
+            const futuresKeys = Object.keys(futures); // marginAccount
+            const futuresResult = {
+                'info': message,
+                'timestamp': timestamp,
+                'datetime': this.iso8601(timestamp),
+            };
+            for (let i = 0; i < futuresKeys.length; i++) {
+                const key = futuresKeys[i];
+                const symbol = this.safeSymbol(key);
+                const newAccount = this.account();
+                const future = this.safeValue(futures, key);
+                const currencyId = this.safeString(future, 'unit');
+                const code = this.safeCurrencyCode(currencyId);
+                newAccount['free'] = this.safeString(future, 'available');
+                newAccount['used'] = this.safeString(future, 'initial_margin');
+                newAccount['total'] = this.safeString(future, 'balance');
+                futuresResult[symbol] = {};
+                futuresResult[symbol][code] = newAccount;
+            }
+            this.balance['margin'] = futuresResult;
+            this.balance['margin'] = this.safeBalance(this.balance['margin']);
+            client.resolve(this.balance['margin'], messageHash + 'futures');
+        }
+        if (flexFutures !== undefined) {
+            const flexFutureCurrencies = this.safeValue(flexFutures, 'currencies', {});
+            const flexFuturesKeys = Object.keys(flexFutureCurrencies); // multi-collateral margin account
+            const flexFuturesResult = {
+                'info': message,
+                'timestamp': timestamp,
+                'datetime': this.iso8601(timestamp),
+            };
+            for (let i = 0; i < flexFuturesKeys.length; i++) {
+                const key = flexFuturesKeys[i];
+                const flexFuture = this.safeValue(flexFutureCurrencies, key);
+                const code = this.safeCurrencyCode(key);
+                const newAccount = this.account();
+                newAccount['free'] = this.safeString(flexFuture, 'available');
+                newAccount['used'] = this.safeString(flexFuture, 'collateral_value');
+                newAccount['total'] = this.safeString(flexFuture, 'quantity');
+                flexFuturesResult[code] = newAccount;
+            }
+            this.balance['flex'] = flexFuturesResult;
+            this.balance['flex'] = this.safeBalance(this.balance['flex']);
+            client.resolve(this.balance['flex'], messageHash + 'flex_futures');
+        }
+        client.resolve(this.balance, messageHash);
+    }
+    handleMyTrades(client, message) {
+        //
+        //    {
+        //        "feed": "fills_snapshot",
+        //        "account": "DemoUser",
+        //        "fills": [
+        //            {
+        //                "instrument": "FI_XBTUSD_200925",
+        //                "time": 1600256910739,
+        //                "price": 10937.5,
+        //                "seq": 36,
+        //                "buy": true,
+        //                "qty": 5000.0,
+        //                "order_id": "9e30258b-5a98-4002-968a-5b0e149bcfbf",
+        //                "cli_ord_id": "8b58d9da-fcaf-4f60-91bc-9973a3eba48d", // only on update, not on snapshot
+        //                "fill_id": "cad76f07-814e-4dc6-8478-7867407b6bff",
+        //                "fill_type": "maker",
+        //                "fee_paid": -0.00009142857,
+        //                "fee_currency": "BTC",
+        //                "taker_order_type": "ioc",
+        //                "order_type": "limit"
+        //            },
+        //            ...
+        //        ]
+        //    }
+        //
+        const trades = this.safeValue(message, 'fills', []);
+        let stored = this.myTrades;
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            stored = new ArrayCacheBySymbolById(limit);
+            this.myTrades = stored;
+        }
+        const tradeSymbols = {};
+        for (let i = 0; i < trades.length; i++) {
+            const trade = trades[i];
+            const parsedTrade = this.parseWsMyTrade(trade);
+            tradeSymbols[parsedTrade['symbol']] = true;
+            stored.append(parsedTrade);
+        }
+        const tradeSymbolKeys = Object.keys(tradeSymbols);
+        for (let i = 0; i < tradeSymbolKeys.length; i++) {
+            const symbol = tradeSymbolKeys[i];
+            const messageHash = 'myTrades:' + symbol;
+            client.resolve(stored, messageHash);
+        }
+        client.resolve(stored, 'myTrades');
+    }
+    parseWsMyTrade(trade, market = undefined) {
+        //
+        //    {
+        //        "instrument": "FI_XBTUSD_200925",
+        //        "time": 1600256910739,
+        //        "price": 10937.5,
+        //        "seq": 36,
+        //        "buy": true,
+        //        "qty": 5000.0,
+        //        "order_id": "9e30258b-5a98-4002-968a-5b0e149bcfbf",
+        //        "cli_ord_id": "8b58d9da-fcaf-4f60-91bc-9973a3eba48d", // only on update, not on snapshot
+        //        "fill_id": "cad76f07-814e-4dc6-8478-7867407b6bff",
+        //        "fill_type": "maker",
+        //        "fee_paid": -0.00009142857,
+        //        "fee_currency": "BTC",
+        //        "taker_order_type": "ioc",
+        //        "order_type": "limit"
+        //    }
+        //
+        const timestamp = this.safeInteger(trade, 'time');
+        const marketId = this.safeString(trade, 'instrument');
+        market = this.safeMarket(marketId, market);
+        const isBuy = this.safeValue(trade, 'buy');
+        const feeCurrencyId = this.safeString(trade, 'fee_currency');
+        return this.safeTrade({
+            'info': trade,
+            'id': this.safeString(trade, 'fill_id'),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'symbol': this.safeString(market, 'symbol'),
+            'order': this.safeString(trade, 'order_id'),
+            'type': this.safeString(trade, 'type'),
+            'side': isBuy ? 'buy' : 'sell',
+            'takerOrMaker': this.safeString(trade, 'fill_type'),
+            'price': this.safeString(trade, 'price'),
+            'amount': this.safeString(trade, 'qty'),
+            'cost': undefined,
+            'fee': {
+                'currency': this.safeCurrencyCode(feeCurrencyId),
+                'cost': this.safeString(trade, 'fee_paid'),
+                'rate': undefined,
+            },
+        });
+    }
+    async watchMultiHelper(unifiedName, channelName, symbols = undefined, subscriptionArgs = undefined, params = {}) {
+        await this.loadMarkets();
+        // symbols are required
+        symbols = this.marketSymbols(symbols, undefined, false, true, false);
+        const messageHashes = [];
+        for (let i = 0; i < symbols.length; i++) {
+            messageHashes.push(this.getMessageHash(unifiedName, undefined, this.symbol(symbols[i])));
+        }
+        const marketIds = this.marketIds(symbols);
+        const request = {
+            'event': 'subscribe',
+            'feed': channelName,
+            'product_ids': marketIds,
+        };
+        const url = this.urls['api']['ws'];
+        return await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes, subscriptionArgs);
+    }
+    getMessageHash(unifiedElementName, subChannelName = undefined, symbol = undefined) {
+        // unifiedElementName can be : orderbook, trade, ticker, bidask ...
+        // subChannelName only applies to channel that needs specific variation (i.e. depth_50, depth_100..) to be selected
+        const withSymbol = symbol !== undefined;
+        let messageHash = unifiedElementName;
+        if (!withSymbol) {
+            messageHash += 's';
+        }
+        else {
+            messageHash += ':' + symbol;
+        }
+        if (subChannelName !== undefined) {
+            messageHash += '#' + subChannelName;
+        }
+        return messageHash;
+    }
+    handleErrorMessage(client, message) {
+        //
+        //    {
+        //        event: 'alert',
+        //        message: 'Failed to subscribe to authenticated feed'
+        //    }
+        //
+        const errMsg = this.safeString(message, 'message');
+        try {
+            throw new ExchangeError(this.id + ' ' + errMsg);
+        }
+        catch (error) {
+            client.reject(error);
+            return false;
+        }
+    }
+    handleMessage(client, message) {
+        const event = this.safeString(message, 'event');
+        if (event === 'challenge') {
+            this.handleAuthenticate(client, message);
+        }
+        else if (event === 'alert') {
+            this.handleErrorMessage(client, message);
+        }
+        else if (event === 'pong') {
+            client.lastPong = this.milliseconds();
+        }
+        else if (event === undefined) {
+            const feed = this.safeString(message, 'feed');
+            const methods = {
+                'ticker': this.handleTicker,
+                'ticker_lite': this.handleBidAsk,
+                'trade': this.handleTrade,
+                'trade_snapshot': this.handleTrade,
+                // 'heartbeat': this.handleStatus,
+                'book': this.handleOrderBook,
+                'book_snapshot': this.handleOrderBookSnapshot,
+                'open_orders_verbose': this.handleOrder,
+                'open_orders_verbose_snapshot': this.handleOrderSnapshot,
+                'fills': this.handleMyTrades,
+                'fills_snapshot': this.handleMyTrades,
+                'open_orders': this.handleOrder,
+                'open_orders_snapshot': this.handleOrderSnapshot,
+                'balances': this.handleBalance,
+                'balances_snapshot': this.handleBalance,
+                'open_positions': this.handlePositions,
+            };
+            const method = this.safeValue(methods, feed);
+            if (method !== undefined) {
+                method.call(this, client, message);
+            }
+        }
+    }
+    handleAuthenticate(client, message) {
+        /**
+         * @ignore
+         * @method
+         * @see https://docs.futures.kraken.com/#websocket-api-websocket-api-introduction-sign-challenge-challenge
+         */
+        //
+        //    {
+        //        "event": "challenge",
+        //        "message": "226aee50-88fc-4618-a42a-34f7709570b2"
+        //    }
+        //
+        const event = this.safeValue(message, 'event');
+        const messageHash = 'challenge';
+        if (event !== 'error') {
+            const challenge = this.safeValue(message, 'message');
+            const hashedChallenge = this.hash(this.encode(challenge), sha256, 'binary');
+            const base64Secret = this.base64ToBinary(this.secret);
+            const signature = this.hmac(hashedChallenge, base64Secret, sha512, 'base64');
+            this.options['challenge'] = challenge;
+            this.options['signedChallenge'] = signature;
+            const future = this.safeValue(client.futures, messageHash);
+            future.resolve(true);
+        }
+        else {
+            const error = new AuthenticationError(this.id + ' ' + this.json(message));
+            client.reject(error, messageHash);
+            if (messageHash in client.subscriptions) {
+                delete client.subscriptions[messageHash];
+            }
+        }
+        return message;
+    }
+}