ccxt-ir 4.9.32 → 4.11.0

package/js/src/src/pro/blockchaincom.js

@@ -0,0 +1,777 @@
+// ----------------------------------------------------------------------------
+
+// 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 blockchaincomRest from '../blockchaincom.js';
+import { NotSupported, AuthenticationError, ExchangeError } from '../base/errors.js';
+import { ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
+//  ---------------------------------------------------------------------------
+export default class blockchaincom extends blockchaincomRest {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchBalance': true,
+                'watchTicker': true,
+                'watchTickers': false,
+                'watchTrades': true,
+                'watchTradesForSymbols': false,
+                'watchMyTrades': false,
+                'watchOrders': true,
+                'watchOrderBook': true,
+                'watchOHLCV': true,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://ws.blockchain.info/mercury-gateway/v1/ws',
+                },
+            },
+            'options': {
+                'ws': {
+                    'options': {
+                        'headers': {
+                            'Origin': 'https://exchange.blockchain.com',
+                        },
+                    },
+                    'noOriginHeader': false,
+                },
+            },
+            'streaming': {},
+            'exceptions': {},
+            'timeframes': {
+                '1m': '60',
+                '5m': '300',
+                '15m': '900',
+                '1h': '3600',
+                '6h': '21600',
+                '1d': '86400',
+            },
+        });
+    }
+    /**
+     * @method
+     * @name blockchaincom#watchBalance
+     * @description watch balance and get the amount of funds available for trading or funds locked in orders
+     * @see https://exchange.blockchain.com/api/#balances
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
+     */
+    async watchBalance(params = {}) {
+        await this.authenticate(params);
+        const messageHash = 'balance';
+        const url = this.urls['api']['ws'];
+        const subscribe = {
+            'action': 'subscribe',
+            'channel': 'balances',
+        };
+        const request = this.deepExtend(subscribe, params);
+        return await this.watch(url, messageHash, request, messageHash, request);
+    }
+    handleBalance(client, message) {
+        //
+        //  subscribed
+        //     {
+        //         "seqnum": 1,
+        //         "event": "subscribed",
+        //         "channel": "balances",
+        //         "local_currency": "USD",
+        //         "batching": false
+        //     }
+        //  snapshot
+        //     {
+        //         "seqnum": 2,
+        //         "event": "snapshot",
+        //         "channel": "balances",
+        //         "balances": [
+        //           {
+        //             "currency": "BTC",
+        //             "balance": 0.00366963,
+        //             "available": 0.00266963,
+        //             "balance_local": 38.746779155,
+        //             "available_local": 28.188009155,
+        //             "rate": 10558.77
+        //           },
+        //            ...
+        //         ],
+        //         "total_available_local": 65.477864168,
+        //         "total_balance_local": 87.696634168
+        //     }
+        //
+        const event = this.safeString(message, 'event');
+        if (event === 'subscribed') {
+            return;
+        }
+        const result = { 'info': message };
+        const balances = this.safeValue(message, 'balances', []);
+        for (let i = 0; i < balances.length; i++) {
+            const entry = balances[i];
+            const currencyId = this.safeString(entry, 'currency');
+            const code = this.safeCurrencyCode(currencyId);
+            const account = this.account();
+            account['free'] = this.safeString(entry, 'available');
+            account['total'] = this.safeString(entry, 'balance');
+            result[code] = account;
+        }
+        const messageHash = 'balance';
+        this.balance = this.safeBalance(result);
+        client.resolve(this.balance, messageHash);
+    }
+    /**
+     * @method
+     * @name blockchaincom#watchOHLCV
+     * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market.
+     * @see https://exchange.blockchain.com/api/#prices
+     * @param {string} symbol unified symbol of the market to fetch OHLCV data for
+     * @param {string} timeframe the length of time each candle represents. Allows '1m', '5m', '15m', '1h', '6h' '1d'. Can only watch one timeframe per symbol.
+     * @param {int} [since] timestamp in ms of the earliest candle to fetch
+     * @param {int} [limit] the maximum amount of candles to fetch
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+     */
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const interval = this.safeString(this.timeframes, timeframe, timeframe);
+        const messageHash = 'ohlcv:' + symbol;
+        let request = {
+            'action': 'subscribe',
+            'channel': 'prices',
+            'symbol': market['id'],
+            'granularity': this.parseNumber(interval),
+        };
+        request = this.deepExtend(request, params);
+        const url = this.urls['api']['ws'];
+        const ohlcv = await this.watch(url, messageHash, request, messageHash, request);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message) {
+        //
+        //  subscribed
+        //     {
+        //         "seqnum": 0,
+        //         "event": "subscribed",
+        //         "channel": "prices",
+        //         "symbol": "BTC-USDT",
+        //         "granularity": 60
+        //     }
+        //
+        //  updated
+        //     {
+        //         "seqnum": 1,
+        //         "event": "updated",
+        //         "channel": "prices",
+        //         "symbol": "BTC-USD",
+        //         "price": [ 1660085580000, 23185.215, 23185.935, 23164.79, 23169.97, 0 ]
+        //     }
+        //
+        const event = this.safeString(message, 'event');
+        if (event === 'rejected') {
+            const jsonMessage = this.json(message);
+            throw new ExchangeError(this.id + ' ' + jsonMessage);
+        }
+        else if (event === 'updated') {
+            const marketId = this.safeString(message, 'symbol');
+            const symbol = this.safeSymbol(marketId, undefined, '-');
+            const messageHash = 'ohlcv:' + symbol;
+            const request = this.safeValue(client.subscriptions, messageHash);
+            const timeframeId = this.safeNumber(request, 'granularity');
+            const timeframe = this.findTimeframe(timeframeId);
+            const ohlcv = this.safeValue(message, 'price', []);
+            this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
+            let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
+            if (stored === undefined) {
+                const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
+                stored = new ArrayCacheByTimestamp(limit);
+                this.ohlcvs[symbol][timeframe] = stored;
+            }
+            stored.append(ohlcv);
+            client.resolve(stored, messageHash);
+        }
+        else if (event !== 'subscribed') {
+            throw new NotSupported(this.id + ' ' + this.json(message));
+        }
+    }
+    /**
+     * @method
+     * @name blockchaincom#watchTicker
+     * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+     * @see https://exchange.blockchain.com/api/#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();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const url = this.urls['api']['ws'];
+        const messageHash = 'ticker:' + symbol;
+        let request = {
+            'action': 'subscribe',
+            'channel': 'ticker',
+            'symbol': market['id'],
+        };
+        request = this.deepExtend(request, params);
+        return await this.watch(url, messageHash, request, messageHash);
+    }
+    handleTicker(client, message) {
+        //
+        //  subscribed
+        //     {
+        //         "seqnum": 0,
+        //         "event": "subscribed",
+        //         "channel": "ticker",
+        //         "symbol": "BTC-USD"
+        //     }
+        //  snapshot
+        //     {
+        //         "seqnum": 1,
+        //         "event": "snapshot",
+        //         "channel": "ticker",
+        //         "symbol": "BTC-USD",
+        //         "price_24h": 23071.4,
+        //         "volume_24h": 236.28398636,
+        //         "last_trade_price": 23936.4,
+        //         "mark_price": 23935.335240262
+        //     }
+        // update
+        //     {
+        //         "seqnum": 2,
+        //         "event": "updated",
+        //         "channel": "ticker",
+        //         "symbol": "BTC-USD",
+        //         "mark_price": 23935.242443617
+        //     }
+        //
+        const event = this.safeString(message, 'event');
+        const marketId = this.safeString(message, 'symbol');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        let ticker = undefined;
+        if (event === 'subscribed') {
+            return;
+        }
+        else if (event === 'snapshot') {
+            ticker = this.parseTicker(message, market);
+        }
+        else if (event === 'updated') {
+            const lastTicker = this.safeValue(this.tickers, symbol);
+            ticker = this.parseWsUpdatedTicker(message, lastTicker, market);
+        }
+        const messageHash = 'ticker:' + symbol;
+        this.tickers[symbol] = ticker;
+        client.resolve(ticker, messageHash);
+    }
+    parseWsUpdatedTicker(ticker, lastTicker = undefined, market = undefined) {
+        //
+        //     {
+        //         "seqnum": 2,
+        //         "event": "updated",
+        //         "channel": "ticker",
+        //         "symbol": "BTC-USD",
+        //         "mark_price": 23935.242443617
+        //     }
+        //
+        const marketId = this.safeString(ticker, 'symbol');
+        const symbol = this.safeSymbol(marketId, undefined, '-');
+        const last = this.safeString(ticker, 'mark_price');
+        return this.safeTicker({
+            'symbol': symbol,
+            'timestamp': undefined,
+            'datetime': undefined,
+            'high': undefined,
+            'low': undefined,
+            'bid': undefined,
+            'bidVolume': undefined,
+            'ask': undefined,
+            'askVolume': undefined,
+            'vwap': undefined,
+            'open': this.safeString(lastTicker, 'open'),
+            'close': undefined,
+            'last': last,
+            'previousClose': this.safeString(lastTicker, 'close'),
+            'change': undefined,
+            'percentage': undefined,
+            'average': undefined,
+            'baseVolume': this.safeString(lastTicker, 'baseVolume'),
+            'quoteVolume': undefined,
+            'info': this.extend(this.safeValue(lastTicker, 'info', {}), ticker),
+        }, market);
+    }
+    /**
+     * @method
+     * @name blockchaincom#watchTrades
+     * @description get the list of most recent trades for a particular symbol
+     * @see https://exchange.blockchain.com/api/#trades
+     * @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);
+        symbol = market['symbol'];
+        const url = this.urls['api']['ws'];
+        const messageHash = 'trades:' + symbol;
+        let request = {
+            'action': 'subscribe',
+            'channel': 'trades',
+            'symbol': market['id'],
+        };
+        request = this.deepExtend(request, params);
+        const trades = await this.watch(url, messageHash, request, messageHash, request);
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrades(client, message) {
+        //
+        //  subscribed
+        //     {
+        //         "seqnum": 0,
+        //         "event": "subscribed",
+        //         "channel": "trades",
+        //         "symbol": "BTC-USDT"
+        //     }
+        //  updates
+        //     {
+        //         "seqnum": 1,
+        //         "event": "updated",
+        //         "channel": "trades",
+        //         "symbol": "BTC-USDT",
+        //         "timestamp": "2022-08-08T17:23:48.163096Z",
+        //         "side": "sell",
+        //         "qty": 0.083523,
+        //         "price": 23940.67,
+        //         "trade_id": "563078810223444"
+        //     }
+        //
+        const event = this.safeString(message, 'event');
+        if (event !== 'updated') {
+            return;
+        }
+        const marketId = this.safeString(message, 'symbol');
+        const symbol = this.safeSymbol(marketId);
+        const market = this.safeMarket(marketId);
+        const messageHash = 'trades:' + symbol;
+        let stored = this.safeValue(this.trades, symbol);
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            stored = new ArrayCache(limit);
+            this.trades[symbol] = stored;
+        }
+        const parsed = this.parseWsTrade(message, market);
+        stored.append(parsed);
+        this.trades[symbol] = stored;
+        client.resolve(this.trades[symbol], messageHash);
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        //     {
+        //         "seqnum": 1,
+        //         "event": "updated",
+        //         "channel": "trades",
+        //         "symbol": "BTC-USDT",
+        //         "timestamp": "2022-08-08T17:23:48.163096Z",
+        //         "side": "sell",
+        //         "qty": 0.083523,
+        //         "price": 23940.67,
+        //         "trade_id": "563078810223444"
+        //     }
+        //
+        const marketId = this.safeString(trade, 'symbol');
+        const datetime = this.safeString(trade, 'timestamp');
+        return this.safeTrade({
+            'id': this.safeString(trade, 'trade_id'),
+            'timestamp': this.parse8601(datetime),
+            'datetime': datetime,
+            'symbol': this.safeSymbol(marketId, market, '-'),
+            'order': undefined,
+            'type': undefined,
+            'side': this.safeString(trade, 'side'),
+            'takerOrMaker': undefined,
+            'price': this.safeString(trade, 'price'),
+            'amount': this.safeString(trade, 'qty'),
+            'cost': undefined,
+            'fee': undefined,
+            'info': trade,
+        }, market);
+    }
+    /**
+     * @method
+     * @name blockchaincom#fetchOrders
+     * @description watches information on multiple orders made by the user
+     * @see https://exchange.blockchain.com/api/#mass-order-status-request-ordermassstatusrequest
+     * @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 = {}) {
+        await this.loadMarkets();
+        await this.authenticate();
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            symbol = market['symbol'];
+        }
+        const url = this.urls['api']['ws'];
+        const message = {
+            'action': 'subscribe',
+            'channel': 'trading',
+        };
+        const messageHash = 'orders';
+        const request = this.deepExtend(message, params);
+        const orders = await this.watch(url, messageHash, request, messageHash);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    handleOrders(client, message) {
+        //
+        //     {
+        //         "seqnum": 1,
+        //         "event": "rejected",
+        //         "channel": "trading",
+        //         "text": "Not subscribed to channel"
+        //     }
+        //  snapshot
+        //     {
+        //         "seqnum": 2,
+        //         "event": "snapshot",
+        //         "channel": "trading",
+        //         "orders": [
+        //           {
+        //             "orderID": "562965341621940",
+        //             "gwOrderId": 181011136260,
+        //             "clOrdID": "016caf67f7a94508webd",
+        //             "symbol": "BTC-USD",
+        //             "side": "sell",
+        //             "ordType": "limit",
+        //             "orderQty": 0.000675,
+        //             "leavesQty": 0.000675,
+        //             "cumQty": 0,
+        //             "avgPx": 0,
+        //             "ordStatus": "open",
+        //             "timeInForce": "GTC",
+        //             "text": "New order",
+        //             "execType": "0",
+        //             "execID": "21415965325",
+        //             "transactTime": "2022-08-08T23:31:00.550795Z",
+        //             "msgType": 8,
+        //             "lastPx": 0,
+        //             "lastShares": 0,
+        //             "tradeId": "0",
+        //             "fee": 0,
+        //             "price": 30000,
+        //             "marginOrder": false,
+        //             "closePositionOrder": false
+        //           }
+        //         ],
+        //         "positions": []
+        //     }
+        //  update
+        //     {
+        //         "seqnum": 3,
+        //         "event": "updated",
+        //         "channel": "trading",
+        //         "orderID": "562965341621940",
+        //         "gwOrderId": 181011136260,
+        //         "clOrdID": "016caf67f7a94508webd",
+        //         "symbol": "BTC-USD",
+        //         "side": "sell",
+        //         "ordType": "limit",
+        //         "orderQty": 0.000675,
+        //         "leavesQty": 0.000675,
+        //         "cumQty": 0,
+        //         "avgPx": 0,
+        //         "ordStatus": "cancelled",
+        //         "timeInForce": "GTC",
+        //         "text": "Canceled by User",
+        //         "execType": "4",
+        //         "execID": "21416034921",
+        //         "transactTime": "2022-08-08T23:33:25.727785Z",
+        //         "msgType": 8,
+        //         "lastPx": 0,
+        //         "lastShares": 0,
+        //         "tradeId": "0",
+        //         "fee": 0,
+        //         "price": 30000,
+        //         "marginOrder": false,
+        //         "closePositionOrder": false
+        //     }
+        //
+        const event = this.safeString(message, 'event');
+        const messageHash = 'orders';
+        const cachedOrders = this.orders;
+        if (cachedOrders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            this.orders = new ArrayCacheBySymbolById(limit);
+        }
+        if (event === 'subscribed') {
+            return;
+        }
+        else if (event === 'rejected') {
+            throw new ExchangeError(this.id + ' ' + this.json(message));
+        }
+        else if (event === 'snapshot') {
+            const orders = this.safeValue(message, 'orders', []);
+            for (let i = 0; i < orders.length; i++) {
+                const order = orders[i];
+                const parsedOrder = this.parseWsOrder(order);
+                cachedOrders.append(parsedOrder);
+            }
+        }
+        else if (event === 'updated') {
+            const parsedOrder = this.parseWsOrder(message);
+            cachedOrders.append(parsedOrder);
+        }
+        this.orders = cachedOrders;
+        client.resolve(this.orders, messageHash);
+    }
+    parseWsOrder(order, market = undefined) {
+        //
+        //     {
+        //         "seqnum": 3,
+        //         "event": "updated",
+        //         "channel": "trading",
+        //         "orderID": "562965341621940",
+        //         "gwOrderId": 181011136260,
+        //         "clOrdID": "016caf67f7a94508webd",
+        //         "symbol": "BTC-USD",
+        //         "side": "sell",
+        //         "ordType": "limit",
+        //         "orderQty": 0.000675,
+        //         "leavesQty": 0.000675,
+        //         "cumQty": 0,
+        //         "avgPx": 0,
+        //         "ordStatus": "cancelled",
+        //         "timeInForce": "GTC",
+        //         "text": "Canceled by User",
+        //         "execType": "4",
+        //         "execID": "21416034921",
+        //         "transactTime": "2022-08-08T23:33:25.727785Z",
+        //         "msgType": 8,
+        //         "lastPx": 0,
+        //         "lastShares": 0,
+        //         "tradeId": "0",
+        //         "fee": 0,
+        //         "price": 30000,
+        //         "marginOrder": false,
+        //         "closePositionOrder": false
+        //     }
+        //
+        const datetime = this.safeString(order, 'transactTime');
+        const status = this.safeString(order, 'ordStatus');
+        const marketId = this.safeString(order, 'symbol');
+        market = this.safeMarket(marketId, market);
+        const tradeId = this.safeString(order, 'tradeId');
+        const trades = [];
+        if (tradeId !== '0') {
+            trades.push({ 'id': tradeId });
+        }
+        return this.safeOrder({
+            'id': this.safeString(order, 'orderID'),
+            'clientOrderId': this.safeString(order, 'clOrdID'),
+            'datetime': datetime,
+            'timestamp': this.parse8601(datetime),
+            'status': this.parseWsOrderStatus(status),
+            'symbol': this.safeSymbol(marketId, market),
+            'type': this.safeString(order, 'ordType'),
+            'timeInForce': this.safeString(order, 'timeInForce'),
+            'postOnly': this.safeString(order, 'execInst') === 'ALO',
+            'side': this.safeString(order, 'side'),
+            'price': this.safeString(order, 'price'),
+            'stopPrice': this.safeString(order, 'stopPx'),
+            'cost': undefined,
+            'amount': this.safeString(order, 'orderQty'),
+            'filled': this.safeString(order, 'cumQty'),
+            'remaining': this.safeString(order, 'leavesQty'),
+            'trades': trades,
+            'fee': {
+                'rate': undefined,
+                'cost': this.safeNumber(order, 'fee'),
+                'currency': this.safeString(market, 'quote'),
+            },
+            'info': order,
+            'lastTradeTimestamp': undefined,
+            'average': this.safeString(order, 'avgPx'),
+        }, market);
+    }
+    parseWsOrderStatus(status) {
+        const statuses = {
+            'pending': 'open',
+            'open': 'open',
+            'rejected': 'rejected',
+            'cancelled': 'canceled',
+            'filled': 'closed',
+            'partial': 'open',
+            'expired': 'expired',
+        };
+        return this.safeString(statuses, status, status);
+    }
+    /**
+     * @method
+     * @name blockchaincom#watchOrderBook
+     * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+     * @see https://exchange.blockchain.com/api/#l2-order-book
+     * @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 {objectConstructor} [params] extra parameters specific to the exchange API endpoint
+     * @param {string} [params.type] accepts l2 or l3 for level 2 or level 3 order book
+     * @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 url = this.urls['api']['ws'];
+        const type = this.safeString(params, 'type', 'l2');
+        params = this.omit(params, 'type');
+        const messageHash = 'orderbook:' + symbol + ':' + type;
+        const subscribe = {
+            'action': 'subscribe',
+            'channel': type,
+            'symbol': market['id'],
+        };
+        const request = this.deepExtend(subscribe, params);
+        const orderbook = await this.watch(url, messageHash, request, messageHash);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        //
+        //  subscribe
+        //     {
+        //         "seqnum": 0,
+        //         "event": "subscribed",
+        //         "channel": "l2",
+        //         "symbol": "BTC-USDT",
+        //         "batching": false
+        //     }
+        //  snapshot
+        //     {
+        //         "seqnum": 1,
+        //         "event": "snapshot",
+        //         "channel": "l2",
+        //         "symbol": "BTC-USDT",
+        //         "bids": [
+        //           { num: 1, px: 0.01, qty: 22 },
+        //         ],
+        //         "asks": [
+        //           { num: 1, px: 23840.26, qty: 0.25 },
+        //         ],
+        //         "timestamp": "2022-08-08T22:03:19.071870Z"
+        //     }
+        //  update
+        //     {
+        //         "seqnum": 2,
+        //         "event": "updated",
+        //         "channel": "l2",
+        //         "symbol": "BTC-USDT",
+        //         "bids": [],
+        //         "asks": [ { num: 1, px: 23855.06, qty: 1.04786347 } ],
+        //         "timestamp": "2022-08-08T22:03:19.014680Z"
+        //     }
+        //
+        const event = this.safeString(message, 'event');
+        if (event === 'subscribed') {
+            return;
+        }
+        const type = this.safeString(message, 'channel');
+        const marketId = this.safeString(message, 'symbol');
+        const symbol = this.safeSymbol(marketId);
+        const messageHash = 'orderbook:' + symbol + ':' + type;
+        const datetime = this.safeString(message, 'timestamp');
+        const timestamp = this.parse8601(datetime);
+        if (this.safeValue(this.orderbooks, symbol) === undefined) {
+            this.orderbooks[symbol] = this.countedOrderBook();
+        }
+        const orderbook = this.orderbooks[symbol];
+        if (event === 'snapshot') {
+            const snapshot = this.parseOrderBook(message, symbol, timestamp, 'bids', 'asks', 'px', 'qty', 'num');
+            orderbook.reset(snapshot);
+        }
+        else if (event === 'updated') {
+            const asks = this.safeList(message, 'asks', []);
+            const bids = this.safeList(message, 'bids', []);
+            this.handleDeltas(orderbook['asks'], asks);
+            this.handleDeltas(orderbook['bids'], bids);
+            orderbook['timestamp'] = timestamp;
+            orderbook['datetime'] = datetime;
+        }
+        else {
+            throw new NotSupported(this.id + ' watchOrderBook() does not support ' + event + ' yet');
+        }
+        client.resolve(orderbook, messageHash);
+    }
+    handleDelta(bookside, delta) {
+        const bookArray = this.parseBidAsk(delta, 'px', 'qty', 'num');
+        bookside.storeArray(bookArray);
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
+    }
+    handleMessage(client, message) {
+        const channel = this.safeString(message, 'channel');
+        const handlers = {
+            'ticker': this.handleTicker,
+            'trades': this.handleTrades,
+            'prices': this.handleOHLCV,
+            'l2': this.handleOrderBook,
+            'l3': this.handleOrderBook,
+            'auth': this.handleAuthenticationMessage,
+            'balances': this.handleBalance,
+            'trading': this.handleOrders,
+        };
+        const handler = this.safeValue(handlers, channel);
+        if (handler !== undefined) {
+            handler.call(this, client, message);
+            return;
+        }
+        throw new NotSupported(this.id + ' received an unsupported message: ' + this.json(message));
+    }
+    handleAuthenticationMessage(client, message) {
+        //
+        //     {
+        //         "seqnum": 0,
+        //         "event": "subscribed",
+        //         "channel": "auth",
+        //         "readOnly": false
+        //     }
+        //
+        const event = this.safeString(message, 'event');
+        if (event !== 'subscribed') {
+            throw new AuthenticationError(this.id + ' received an authentication error: ' + this.json(message));
+        }
+        const future = this.safeValue(client.futures, 'authenticated');
+        if (future !== undefined) {
+            future.resolve(true);
+        }
+    }
+    async authenticate(params = {}) {
+        const url = this.urls['api']['ws'];
+        const client = this.client(url);
+        const messageHash = 'authenticated';
+        const future = client.future(messageHash);
+        const isAuthenticated = this.safeValue(client.subscriptions, messageHash);
+        if (isAuthenticated === undefined) {
+            this.checkRequiredCredentials();
+            const request = {
+                'action': 'subscribe',
+                'channel': 'auth',
+                'token': this.secret,
+            };
+            return this.watch(url, messageHash, this.extend(request, params), messageHash);
+        }
+        return await future;
+    }
+}