ccxt 4.0.89 → 4.0.90

package/dist/cjs/src/pro/kucoin.js

@@ -17,6 +17,8 @@ class kucoin extends kucoin$1 {
                 'watchTickers': false,
                 'watchTicker': true,
                 'watchTrades': true,
+                'watchTradesForSymbols': true,
+                'watchOrderBookForSymbols': true,
                 'watchBalance': true,
                 'watchOHLCV': true,
             },
@@ -291,6 +293,36 @@ class kucoin extends kucoin$1 {
         }
         return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
     }
+    async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoin#watchTrades
+         * @description get the list of most recent trades for a particular symbol
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the kucoin api endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
+         */
+        const symbolsLength = symbols.length;
+        if (symbolsLength === 0) {
+            throw new errors.ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
+        }
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const url = await this.negotiate(false);
+        symbols = this.marketSymbols(symbols);
+        const marketIds = this.marketIds(symbols);
+        const topic = '/market/match:' + marketIds.join(',');
+        const messageHash = 'multipleTrades::' + symbols.join(',');
+        const trades = await this.subscribe(url, messageHash, topic, params);
+        if (this.newUpdates) {
+            const first = this.safeValue(trades, 0);
+            const tradeSymbol = this.safeString(first, 'symbol');
+            limit = trades.getLimit(tradeSymbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
     handleTrade(client, message) {
         //
         //     {
@@ -323,6 +355,8 @@ class kucoin extends kucoin$1 {
         }
         trades.append(trade);
         client.resolve(trades, messageHash);
+        // watchMultipleTrades
+        this.resolvePromiseIfMessagehashMatches(client, 'multipleTrades::', symbol, trades);
     }
     async watchOrderBook(symbol, limit = undefined, params = {}) {
         /**
@@ -368,6 +402,39 @@ class kucoin extends kucoin$1 {
         const orderbook = await this.subscribe(url, messageHash, topic, params, subscription);
         return orderbook.limit();
     }
+    async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoin#watchOrderBookForSymbols
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @param {string[]} symbols unified array of symbols
+         * @param {int} [limit] the maximum amount of order book entries to return
+         * @param {object} [params] extra parameters specific to the kucoin api endpoint
+         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+         */
+        const symbolsLength = symbols.length;
+        if (symbolsLength === 0) {
+            throw new errors.ArgumentsRequired(this.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols');
+        }
+        if (limit !== undefined) {
+            if ((limit !== 20) && (limit !== 100)) {
+                throw new errors.ExchangeError(this.id + " watchOrderBook 'limit' argument must be undefined, 20 or 100");
+            }
+        }
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const marketIds = this.marketIds(symbols);
+        const url = await this.negotiate(false);
+        const topic = '/market/level2:' + marketIds.join(',');
+        const messageHash = 'multipleOrderbook::' + symbols.join(',');
+        const subscription = {
+            'method': this.handleOrderBookSubscription,
+            'symbols': symbols,
+            'limit': limit,
+        };
+        const orderbook = await this.subscribe(url, messageHash, topic, params, subscription);
+        return orderbook.limit();
+    }
     handleOrderBook(client, message) {
         //
         // initial snapshot is fetched with ccxt's fetchOrderBook
@@ -398,7 +465,18 @@ class kucoin extends kucoin$1 {
         if (nonce === undefined) {
             const cacheLength = storedOrderBook.cache.length;
             const topic = this.safeString(message, 'topic');
-            const subscription = client.subscriptions[topic];
+            const topicParts = topic.split(':');
+            const topicSymbol = this.safeString(topicParts, 1);
+            const topicChannel = this.safeString(topicParts, 0);
+            const subscriptions = Object.keys(client.subscriptions);
+            let subscription = undefined;
+            for (let i = 0; i < subscriptions.length; i++) {
+                const key = subscriptions[i];
+                if ((key.indexOf(topicSymbol) >= 0) && (key.indexOf(topicChannel) >= 0)) {
+                    subscription = client.subscriptions[key];
+                    break;
+                }
+            }
             const limit = this.safeInteger(subscription, 'limit');
             const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 5);
             if (cacheLength === snapshotDelay) {
@@ -412,6 +490,8 @@ class kucoin extends kucoin$1 {
         }
         this.handleDelta(storedOrderBook, data);
         client.resolve(storedOrderBook, messageHash);
+        // watchMultipleOrderBook
+        this.resolvePromiseIfMessagehashMatches(client, 'multipleOrderbook::', symbol, storedOrderBook);
     }
     getCacheIndex(orderbook, cache) {
         const firstDelta = this.safeValue(cache, 0);
@@ -450,9 +530,18 @@ class kucoin extends kucoin$1 {
         }
     }
     handleOrderBookSubscription(client, message, subscription) {
-        const symbol = this.safeString(subscription, 'symbol');
         const limit = this.safeInteger(subscription, 'limit');
-        this.orderbooks[symbol] = this.orderBook({}, limit);
+        const symbols = this.safeValue(subscription, 'symbols');
+        if (symbols === undefined) {
+            const symbol = this.safeString(subscription, 'symbol');
+            this.orderbooks[symbol] = this.orderBook({}, limit);
+        }
+        else {
+            for (let i = 0; i < symbols.length; i++) {
+                const symbol = symbols[i];
+                this.orderbooks[symbol] = this.orderBook({}, limit);
+            }
+        }
         // moved snapshot initialization to handleOrderBook to fix
         // https://github.com/ccxt/ccxt/issues/6820
         // the general idea is to fetch the snapshot after the first delta

package/dist/cjs/src/pro/kucoinfutures.js

@@ -16,6 +16,8 @@ class kucoinfutures extends kucoinfutures$1 {
                 'watchOrderBook': true,
                 'watchOrders': true,
                 'watchBalance': true,
+                'watchTradesForSymbols': true,
+                'watchOrderBookForSymbols': true,
             },
             'options': {
                 'accountsByType': {
@@ -199,6 +201,36 @@ class kucoinfutures extends kucoinfutures$1 {
         }
         return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
     }
+    async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoinfutures#watchTrades
+         * @description get the list of most recent trades for a particular symbol
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the kucoinfutures api endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
+         */
+        const symbolsLength = symbols.length;
+        if (symbolsLength === 0) {
+            throw new errors.ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
+        }
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const url = await this.negotiate(false);
+        symbols = this.marketSymbols(symbols);
+        const marketIds = this.marketIds(symbols);
+        const topic = '/contractMarket/execution:' + marketIds.join(',');
+        const messageHash = 'multipleTrades::' + symbols.join(',');
+        const trades = await this.subscribe(url, messageHash, topic, params);
+        if (this.newUpdates) {
+            const first = this.safeValue(trades, 0);
+            const tradeSymbol = this.safeString(first, 'symbol');
+            limit = trades.getLimit(tradeSymbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
     handleTrade(client, message) {
         //
         //    {
@@ -232,6 +264,7 @@ class kucoinfutures extends kucoinfutures$1 {
         trades.append(trade);
         const messageHash = 'trades:' + symbol;
         client.resolve(trades, messageHash);
+        this.resolvePromiseIfMessagehashMatches(client, 'multipleTrades::', symbol, trades);
         return message;
     }
     async watchOrderBook(symbol, limit = undefined, params = {}) {
@@ -270,6 +303,39 @@ class kucoinfutures extends kucoinfutures$1 {
         const orderbook = await this.subscribe(url, messageHash, topic, subscription, params);
         return orderbook.limit();
     }
+    async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoinfutures#watchOrderBookForSymbols
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @param {string[]} symbols unified array of symbols
+         * @param {int} [limit] the maximum amount of order book entries to return
+         * @param {object} [params] extra parameters specific to the kucoinfutures api endpoint
+         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+         */
+        const symbolsLength = symbols.length;
+        if (symbolsLength === 0) {
+            throw new errors.ArgumentsRequired(this.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols');
+        }
+        if (limit !== undefined) {
+            if ((limit !== 20) && (limit !== 100)) {
+                throw new errors.ExchangeError(this.id + " watchOrderBook 'limit' argument must be undefined, 20 or 100");
+            }
+        }
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const marketIds = this.marketIds(symbols);
+        const url = await this.negotiate(false);
+        const topic = '/contractMarket/level2:' + marketIds.join(',');
+        const messageHash = 'multipleOrderbook::' + symbols.join(',');
+        const subscription = {
+            'method': this.handleOrderBookSubscription,
+            'symbols': symbols,
+            'limit': limit,
+        };
+        const orderbook = await this.subscribe(url, messageHash, topic, subscription, params);
+        return orderbook.limit();
+    }
     handleDelta(orderbook, delta) {
         orderbook['nonce'] = this.safeInteger(delta, 'sequence');
         const timestamp = this.safeInteger(delta, 'timestamp');
@@ -318,13 +384,23 @@ class kucoinfutures extends kucoinfutures$1 {
         const marketId = this.safeString(topicParts, 1);
         const symbol = this.safeSymbol(marketId, undefined, '-');
         const messageHash = 'orderbook:' + symbol;
-        const storedOrderBook = this.orderbooks[symbol];
+        const storedOrderBook = this.safeValue(this.orderbooks, symbol);
         const nonce = this.safeInteger(storedOrderBook, 'nonce');
         const deltaEnd = this.safeInteger(data, 'sequence');
         if (nonce === undefined) {
             const cacheLength = storedOrderBook.cache.length;
-            const topic = this.safeString(message, 'topic');
-            const subscription = client.subscriptions[topic];
+            const topicParts = topic.split(':');
+            const topicSymbol = this.safeString(topicParts, 1);
+            const topicChannel = this.safeString(topicParts, 0);
+            const subscriptions = Object.keys(client.subscriptions);
+            let subscription = undefined;
+            for (let i = 0; i < subscriptions.length; i++) {
+                const key = subscriptions[i];
+                if ((key.indexOf(topicSymbol) >= 0) && (key.indexOf(topicChannel) >= 0)) {
+                    subscription = client.subscriptions[key];
+                    break;
+                }
+            }
             const limit = this.safeInteger(subscription, 'limit');
             const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 5);
             if (cacheLength === snapshotDelay) {
@@ -338,6 +414,7 @@ class kucoinfutures extends kucoinfutures$1 {
         }
         this.handleDelta(storedOrderBook, data);
         client.resolve(storedOrderBook, messageHash);
+        this.resolvePromiseIfMessagehashMatches(client, 'multipleOrderbook::', symbol, storedOrderBook);
     }
     getCacheIndex(orderbook, cache) {
         const firstDelta = this.safeValue(cache, 0);
@@ -356,9 +433,18 @@ class kucoinfutures extends kucoinfutures$1 {
         return cache.length;
     }
     handleOrderBookSubscription(client, message, subscription) {
-        const symbol = this.safeString(subscription, 'symbol');
         const limit = this.safeInteger(subscription, 'limit');
-        this.orderbooks[symbol] = this.orderBook({}, limit);
+        const symbols = this.safeValue(subscription, 'symbols');
+        if (symbols === undefined) {
+            const symbol = this.safeString(subscription, 'symbol');
+            this.orderbooks[symbol] = this.orderBook({}, limit);
+        }
+        else {
+            for (let i = 0; i < symbols.length; i++) {
+                const symbol = symbols[i];
+                this.orderbooks[symbol] = this.orderBook({}, limit);
+            }
+        }
         // moved snapshot initialization to handleOrderBook to fix
         // https://github.com/ccxt/ccxt/issues/6820
         // the general idea is to fetch the snapshot after the first delta

package/dist/cjs/src/pro/okx.js

@@ -16,6 +16,8 @@ class okx extends okx$1 {
                 'watchTickers': true,
                 'watchOrderBook': true,
                 'watchTrades': true,
+                'watchTradesForSymbols': true,
+                'watchOrderBookForSymbols': true,
                 'watchBalance': true,
                 'watchOHLCV': true,
                 'watchOrders': true,
@@ -169,6 +171,47 @@ class okx extends okx$1 {
         }
         return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
     }
+    async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#watchTradesForSymbols
+         * @description get the list of most recent trades for a particular symbol
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the okx api endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
+         */
+        const symbolsLength = symbols.length;
+        if (symbolsLength === 0) {
+            throw new errors.ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
+        }
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const channel = 'trades';
+        const topics = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const marketId = this.marketId(symbols[i]);
+            const topic = {
+                'channel': channel,
+                'instId': marketId,
+            };
+            topics.push(topic);
+        }
+        const request = {
+            'op': 'subscribe',
+            'args': topics,
+        };
+        const messageHash = 'multipleTrades::' + symbols.join(',');
+        const url = this.getUrl(channel, 'public');
+        const trades = await this.watch(url, messageHash, request, messageHash);
+        if (this.newUpdates) {
+            const first = this.safeValue(trades, 0);
+            const tradeSymbol = this.safeString(first, 'symbol');
+            limit = trades.getLimit(tradeSymbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
     handleTrades(client, message) {
         //
         //     {
@@ -201,6 +244,7 @@ class okx extends okx$1 {
             }
             stored.append(trade);
             client.resolve(stored, messageHash);
+            this.resolvePromiseIfMessagehashMatches(client, 'multipleTrades::', symbol, stored);
         }
         return message;
     }
@@ -397,6 +441,41 @@ class okx extends okx$1 {
         const orderbook = await this.subscribe('public', depth, depth, symbol, params);
         return orderbook.limit();
     }
+    async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#watchOrderBookForSymbols
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @param {string[]} symbols unified array of symbols
+         * @param {int} [limit] the maximum amount of order book entries to return
+         * @param {object} [params] extra parameters specific to the okx api endpoint
+         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+         */
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const options = this.safeValue(this.options, 'watchOrderBook', {});
+        const depth = this.safeString(options, 'depth', 'books');
+        if ((depth === 'books-l2-tbt') || (depth === 'books50-l2-tbt')) {
+            await this.authenticate({ 'access': 'public' });
+        }
+        const topics = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const marketId = this.marketId(symbols[i]);
+            const topic = {
+                'channel': depth,
+                'instId': marketId,
+            };
+            topics.push(topic);
+        }
+        const request = {
+            'op': 'subscribe',
+            'args': topics,
+        };
+        const url = this.getUrl(depth, 'public');
+        const messageHash = 'multipleOrderbooks::' + symbols.join(',');
+        const orderbook = await this.watch(url, messageHash, request, messageHash);
+        return orderbook.limit();
+    }
     handleDelta(bookside, delta) {
         //
         //     [
@@ -576,6 +655,7 @@ class okx extends okx$1 {
                 orderbook['symbol'] = symbol;
                 this.handleOrderBookMessage(client, update, orderbook, messageHash);
                 client.resolve(orderbook, messageHash);
+                this.resolvePromiseIfMessagehashMatches(client, 'multipleOrderbooks::', symbol, orderbook);
             }
         }
         else if (action === 'update') {
@@ -585,6 +665,7 @@ class okx extends okx$1 {
                     const update = data[i];
                     this.handleOrderBookMessage(client, update, orderbook, messageHash);
                     client.resolve(orderbook, messageHash);
+                    this.resolvePromiseIfMessagehashMatches(client, 'multipleOrderbooks::', symbol, orderbook);
                 }
             }
         }
@@ -600,6 +681,7 @@ class okx extends okx$1 {
                 const snapshot = this.parseOrderBook(update, symbol, timestamp, 'bids', 'asks', 0, 1);
                 orderbook.reset(snapshot);
                 client.resolve(orderbook, messageHash);
+                this.resolvePromiseIfMessagehashMatches(client, 'multipleOrderbooks::', symbol, orderbook);
             }
         }
         return message;

package/js/ccxt.d.ts

@@ -4,7 +4,7 @@ import * as functions from './src/base/functions.js';
 import * as errors from './src/base/errors.js';
 import { Market, Trade, Fee, Ticker, OrderBook, Order, Transaction, Tickers, Currency, Balance, DepositAddress, WithdrawalResponse, DepositAddressResponse, OHLCV, Balances, PartialBalances, Dictionary, MinMax } from './src/base/types.js';
 import { BaseError, ExchangeError, PermissionDenied, AccountNotEnabled, AccountSuspended, ArgumentsRequired, BadRequest, BadSymbol, MarginModeAlreadySet, BadResponse, NullResponse, InsufficientFunds, InvalidAddress, InvalidOrder, OrderNotFound, OrderNotCached, CancelPending, OrderImmediatelyFillable, OrderNotFillable, DuplicateOrderId, NotSupported, NetworkError, DDoSProtection, RateLimitExceeded, ExchangeNotAvailable, OnMaintenance, InvalidNonce, RequestTimeout, AuthenticationError, AddressPending } from './src/base/errors.js';
-declare const version = "4.0.88";
+declare const version = "4.0.89";
 import ace from './src/ace.js';
 import alpaca from './src/alpaca.js';
 import ascendex from './src/ascendex.js';

package/js/ccxt.js

@@ -38,7 +38,7 @@ import * as errors from './src/base/errors.js';
 import { BaseError, ExchangeError, PermissionDenied, AccountNotEnabled, AccountSuspended, ArgumentsRequired, BadRequest, BadSymbol, MarginModeAlreadySet, BadResponse, NullResponse, InsufficientFunds, InvalidAddress, InvalidOrder, OrderNotFound, OrderNotCached, CancelPending, OrderImmediatelyFillable, OrderNotFillable, DuplicateOrderId, NotSupported, NetworkError, DDoSProtection, RateLimitExceeded, ExchangeNotAvailable, OnMaintenance, InvalidNonce, RequestTimeout, AuthenticationError, AddressPending } from './src/base/errors.js';
 //-----------------------------------------------------------------------------
 // this is updated by vss.js when building
-const version = '4.0.89';
+const version = '4.0.90';
 Exchange.ccxtVersion = version;
 //-----------------------------------------------------------------------------
 import ace from './src/ace.js';

package/js/src/base/Exchange.d.ts

@@ -370,6 +370,17 @@ export default class Exchange {
             signIn: any;
             transfer: any;
             withdraw: any;
+            watchOrderBook: any;
+            watchOrders: any;
+            watchMyTrades: any;
+            watchTickers: any;
+            watchTicker: any;
+            watchTrades: any;
+            watchTradesForSymbols: any;
+            watchOrderBookForSymbols: any;
+            watchOHLCVForSymbols: any;
+            watchBalance: any;
+            watchOHLCV: any;
         };
         urls: {
             logo: any;
@@ -523,6 +534,9 @@ export default class Exchange {
     fetchTrades(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
     fetchTradesWs(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
     watchTrades(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
+    watchTradesForSymbols(symbols: string[], since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
+    watchOHLCVForSymbols(symbolsAndTimeframes: string[][], since?: Int, limit?: Int, params?: {}): Promise<Dictionary<Dictionary<OHLCV[]>>>;
+    watchOrderBookForSymbols(symbols: string[], limit?: Int, params?: {}): Promise<OrderBook>;
     fetchDepositAddresses(codes?: string[], params?: {}): Promise<any>;
     fetchOrderBook(symbol: string, limit?: Int, params?: {}): Promise<OrderBook>;
     fetchRestOrderBookSafe(symbol: any, limit?: any, params?: {}): Promise<OrderBook>;
@@ -786,5 +800,8 @@ export default class Exchange {
     parseWsOHLCVs(ohlcvs: object[], market?: any, timeframe?: string, since?: Int, limit?: Int): any[];
     fetchTransactions(code?: string, since?: Int, limit?: Int, params?: {}): Promise<any>;
     filterByArrayPositions(objects: any, key: IndexType, values?: any, indexed?: boolean): Position[];
+    resolvePromiseIfMessagehashMatches(client: any, prefix: string, symbol: string, data: any): void;
+    resolveMultipleOHLCV(client: any, prefix: string, symbol: string, timeframe: string, data: any): void;
+    createOHLCVObject(symbol: string, timeframe: string, data: any): Dictionary<Dictionary<OHLCV[]>>;
 }
 export { Exchange, };

package/js/src/base/Exchange.js

@@ -419,6 +419,17 @@ export default class Exchange {
                 'signIn': undefined,
                 'transfer': undefined,
                 'withdraw': undefined,
+                'watchOrderBook': undefined,
+                'watchOrders': undefined,
+                'watchMyTrades': undefined,
+                'watchTickers': undefined,
+                'watchTicker': undefined,
+                'watchTrades': undefined,
+                'watchTradesForSymbols': undefined,
+                'watchOrderBookForSymbols': undefined,
+                'watchOHLCVForSymbols': undefined,
+                'watchBalance': undefined,
+                'watchOHLCV': undefined,
             },
             'urls': {
                 'logo': undefined,
@@ -1289,6 +1300,15 @@ export default class Exchange {
     async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
         throw new NotSupported(this.id + ' watchTrades() is not supported yet');
     }
+    async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
+        throw new NotSupported(this.id + ' watchTradesForSymbols() is not supported yet');
+    }
+    async watchOHLCVForSymbols(symbolsAndTimeframes, since = undefined, limit = undefined, params = {}) {
+        throw new NotSupported(this.id + ' watchOHLCVForSymbols() is not supported yet');
+    }
+    async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
+        throw new NotSupported(this.id + ' watchOrderBookForSymbols() is not supported yet');
+    }
     async fetchDepositAddresses(codes = undefined, params = {}) {
         throw new NotSupported(this.id + ' fetchDepositAddresses() is not supported yet');
     }
@@ -2544,6 +2564,17 @@ export default class Exchange {
             const percentageString = Precise.stringMul(Precise.stringDiv(unrealizedPnlString, initialMarginString, 4), '100');
             position['percentage'] = this.parseNumber(percentageString);
         }
+        // if contractSize is undefined get from market
+        let contractSize = this.safeNumber(position, 'contractSize');
+        const symbol = this.safeString(position, 'symbol');
+        let market = undefined;
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+        }
+        if (contractSize === undefined && market !== undefined) {
+            contractSize = this.safeNumber(market, 'contractSize');
+            position['contractSize'] = contractSize;
+        }
         return position;
     }
     parsePositions(positions, symbols = undefined, params = {}) {
@@ -4007,5 +4038,36 @@ export default class Exchange {
          */
         return this.filterByArray(objects, key, values, indexed);
     }
+    resolvePromiseIfMessagehashMatches(client, prefix, symbol, data) {
+        const messageHashes = this.findMessageHashes(client, prefix);
+        for (let i = 0; i < messageHashes.length; i++) {
+            const messageHash = messageHashes[i];
+            const parts = messageHash.split('::');
+            const symbolsString = parts[1];
+            const symbols = symbolsString.split(',');
+            if (this.inArray(symbol, symbols)) {
+                client.resolve(data, messageHash);
+            }
+        }
+    }
+    resolveMultipleOHLCV(client, prefix, symbol, timeframe, data) {
+        const messageHashes = this.findMessageHashes(client, 'multipleOHLCV::');
+        for (let i = 0; i < messageHashes.length; i++) {
+            const messageHash = messageHashes[i];
+            const parts = messageHash.split('::');
+            const symbolsAndTimeframes = parts[1];
+            const splitted = symbolsAndTimeframes.split(',');
+            const id = symbol + '#' + timeframe;
+            if (this.inArray(id, splitted)) {
+                client.resolve([symbol, timeframe, data], messageHash);
+            }
+        }
+    }
+    createOHLCVObject(symbol, timeframe, data) {
+        const res = {};
+        res[symbol] = {};
+        res[symbol][timeframe] = data;
+        return res;
+    }
 }
 export { Exchange, };

package/js/src/bitmex.js

@@ -2354,6 +2354,7 @@ export default class bitmex extends Exchange {
         if (until !== undefined) {
             request['endTime'] = this.iso8601(until);
         }
+        request['reverse'] = true;
         const response = await this.publicGetFunding(this.extend(request, params));
         //
         //    [

package/js/src/pro/binance.d.ts

@@ -6,6 +6,7 @@ export default class binance extends binanceRest {
     requestId(url: any): any;
     stream(type: any, subscriptionHash: any): string;
     watchOrderBook(symbol: string, limit?: Int, params?: {}): Promise<any>;
+    watchOrderBookForSymbols(symbols: string[], limit?: Int, params?: {}): Promise<any>;
     fetchOrderBookSnapshot(client: any, message: any, subscription: any): Promise<void>;
     handleDelta(bookside: any, delta: any): void;
     handleDeltas(bookside: any, deltas: any): void;
@@ -13,6 +14,7 @@ export default class binance extends binanceRest {
     handleOrderBook(client: Client, message: any): void;
     handleOrderBookSubscription(client: Client, message: any, subscription: any): void;
     handleSubscriptionStatus(client: Client, message: any): any;
+    watchTradesForSymbols(symbols: string[], since?: Int, limit?: Int, params?: {}): Promise<any>;
     watchTrades(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<any>;
     parseTrade(trade: any, market?: any): import("../base/types.js").Trade | {
         id: any;
@@ -34,6 +36,7 @@ export default class binance extends binanceRest {
     };
     handleTrade(client: Client, message: any): void;
     watchOHLCV(symbol: string, timeframe?: string, since?: Int, limit?: Int, params?: {}): Promise<any>;
+    watchOHLCVForSymbols(symbolsAndTimeframes: string[][], since?: Int, limit?: Int, params?: {}): Promise<import("../base/types.js").Dictionary<import("../base/types.js").Dictionary<import("../base/types.js").OHLCV[]>>>;
     handleOHLCV(client: Client, message: any): void;
     watchTicker(symbol: string, params?: {}): Promise<any>;
     watchTickers(symbols?: string[], params?: {}): Promise<any>;