ccxt 4.1.7 → 4.1.9

package/js/src/pro/bingx.js

@@ -0,0 +1,892 @@
+// ----------------------------------------------------------------------------
+
+// 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 bingxRest from '../bingx.js';
+import { BadRequest } from '../base/errors.js';
+import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById } from '../base/ws/Cache.js';
+//  ---------------------------------------------------------------------------
+export default class bingx extends bingxRest {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchTrades': true,
+                'watchOrderBook': true,
+                'watchOHLCV': true,
+                'watchOrders': true,
+                'watchMyTrades': true,
+                'watchTicker': false,
+                'watchTickers': false,
+                'watchBalance': true,
+            },
+            'urls': {
+                'api': {
+                    'ws': {
+                        'spot': 'wss://open-api-ws.bingx.com/market',
+                        'swap': 'wss://open-api-swap.bingx.com/swap-market',
+                    },
+                },
+            },
+            'options': {
+                'ws': {
+                    'gunzip': true,
+                },
+                'swap': {
+                    'timeframes': {
+                        '1m': '1m',
+                        '3m': '3m',
+                        '5m': '5m',
+                        '15m': '15m',
+                        '30m': '30m',
+                        '1h': '1h',
+                        '2h': '2h',
+                        '4h': '4h',
+                        '6h': '6h',
+                        '12h': '12h',
+                        '1d': '1d',
+                        '3d': '3d',
+                        '1w': '1w',
+                        '1M': '1M',
+                    },
+                },
+                'spot': {
+                    'timeframes': {
+                        '1m': '1min',
+                        '5m': '5min',
+                        '15m': '15min',
+                        '30m': '30min',
+                        '1h': '60min',
+                        '1d': '1day',
+                    },
+                },
+            },
+            'streaming': {
+                'keepAlive': 1800000, // 30 minutes
+            },
+        });
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bingx#watchTrades
+         * @description watches information on multiple trades made in a market
+         * @see https://bingx-api.github.io/docs/#/spot/socket/market.html#Subscribe%20to%20tick-by-tick
+         * @see https://bingx-api.github.io/docs/#/swapV2/socket/market.html#Subscribe%20the%20Latest%20Trade%20Detail
+         * @param {string} symbol unified market symbol of the market orders were made in
+         * @param {int} [since] the earliest time in ms to fetch orders for
+         * @param {int} [limit] the maximum number of  orde structures to retrieve
+         * @param {object} [params] extra parameters specific to the bingx api endpoint
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const [marketType, query] = this.handleMarketTypeAndParams('watchTrades', market, params);
+        const url = this.safeValue(this.urls['api']['ws'], marketType);
+        if (url === undefined) {
+            throw new BadRequest(this.id + ' watchTrades is not supported for ' + marketType + ' markets.');
+        }
+        const messageHash = market['id'] + '@trade';
+        const uuid = this.uuid();
+        const request = {
+            'id': uuid,
+            'dataType': messageHash,
+        };
+        if (marketType === 'swap') {
+            request['reqType'] = 'sub';
+        }
+        const trades = await this.watch(url, messageHash, this.extend(request, query), messageHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrades(client, message) {
+        //
+        // spot
+        // first snapshot
+        //
+        //    {
+        //      id: 'd83b78ce-98be-4dc2-b847-12fe471b5bc5',
+        //      code: 0,
+        //      msg: 'SUCCESS',
+        //      timestamp: 1690214699854
+        //    }
+        //
+        // subsequent updates
+        //
+        //     {
+        //         code: 0,
+        //         data: {
+        //           E: 1690214529432,
+        //           T: 1690214529386,
+        //           e: 'trade',
+        //           m: true,
+        //           p: '29110.19',
+        //           q: '0.1868',
+        //           s: 'BTC-USDT',
+        //           t: '57903921'
+        //         },
+        //         dataType: 'BTC-USDT@trade',
+        //         success: true
+        //     }
+        //
+        //
+        // swap
+        // first snapshot
+        //
+        //    {
+        //        id: '2aed93b1-6e1e-4038-aeba-f5eeaec2ca48',
+        //        code: 0,
+        //        msg: '',
+        //        dataType: '',
+        //        data: null
+        //    }
+        //
+        // subsequent updates
+        //
+        //
+        //    {
+        //        code: 0,
+        //        dataType: 'BTC-USDT@trade',
+        //        data: [
+        //            {
+        //                q: '0.0421',
+        //                p: '29023.5',
+        //                T: 1690221401344,
+        //                m: false,
+        //                s: 'BTC-USDT'
+        //            },
+        //            ...
+        //        ]
+        //    }
+        //
+        const data = this.safeValue(message, 'data', []);
+        const messageHash = this.safeString(message, 'dataType');
+        const marketId = messageHash.split('@')[0];
+        const marketType = client.url.indexOf('swap') >= 0 ? 'swap' : 'spot';
+        const market = this.safeMarket(marketId, undefined, undefined, marketType);
+        const symbol = market['symbol'];
+        let trades = undefined;
+        if (Array.isArray(data)) {
+            trades = this.parseTrades(data, market);
+        }
+        else {
+            trades = [this.parseTrade(data, market)];
+        }
+        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;
+        }
+        for (let j = 0; j < trades.length; j++) {
+            stored.append(trades[j]);
+        }
+        client.resolve(stored, messageHash);
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bingx#watchOrderBook
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @see https://bingx-api.github.io/docs/#/spot/socket/market.html#Subscribe%20Market%20Depth%20Data
+         * @see https://bingx-api.github.io/docs/#/swapV2/socket/market.html#Subscribe%20Market%20Depth%20Data
+         * @param {string} symbol unified symbol of the market to fetch the order book for
+         * @param {int} [limit] the maximum amount of order book entries to return
+         * @param {object} [params] extra parameters specific to the bingx 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();
+        const market = this.market(symbol);
+        const [marketType, query] = this.handleMarketTypeAndParams('watchOrderBook', market, params);
+        if (limit === undefined) {
+            limit = 100;
+        }
+        else {
+            if (marketType === 'swap') {
+                if ((limit !== 5) && (limit !== 10) && (limit !== 20) && (limit !== 50) && (limit !== 100)) {
+                    throw new BadRequest(this.id + ' watchOrderBook() (swap) only supports limit 5, 10, 20, 50, and 100');
+                }
+            }
+            else if (marketType === 'spot') {
+                if ((limit !== 20) && (limit !== 100)) {
+                    throw new BadRequest(this.id + ' watchOrderBook() (spot) only supports limit 20, and 100');
+                }
+            }
+        }
+        const url = this.safeValue(this.urls['api']['ws'], marketType);
+        if (url === undefined) {
+            throw new BadRequest(this.id + ' watchOrderBook is not supported for ' + marketType + ' markets.');
+        }
+        const messageHash = market['id'] + '@depth' + limit.toString();
+        const uuid = this.uuid();
+        const request = {
+            'id': uuid,
+            'dataType': messageHash,
+        };
+        if (marketType === 'swap') {
+            request['reqType'] = 'sub';
+        }
+        const orderbook = await this.watch(url, messageHash, this.deepExtend(request, query), messageHash);
+        return orderbook.limit();
+    }
+    handleDelta(bookside, delta) {
+        const price = this.safeFloat(delta, 0);
+        const amount = this.safeFloat(delta, 1);
+        bookside.store(price, amount);
+    }
+    handleOrderBook(client, message) {
+        //
+        // spot
+        //
+        //
+        //    {
+        //        code: 0,
+        //        dataType: 'BTC-USDT@depth20',
+        //        data: {
+        //          bids: [
+        //            [ '28852.9', '34.2621' ],
+        //            ...
+        //          ],
+        //          asks: [
+        //            [ '28864.9', '23.4079' ],
+        //            ...
+        //          ]
+        //        },
+        //        dataType: 'BTC-USDT@depth20',
+        //        success: true
+        //    }
+        //
+        // swap
+        //
+        //
+        //    {
+        //        code: 0,
+        //        dataType: 'BTC-USDT@depth20',
+        //        data: {
+        //          bids: [
+        //            [ '28852.9', '34.2621' ],
+        //            ...
+        //          ],
+        //          asks: [
+        //            [ '28864.9', '23.4079' ],
+        //            ...
+        //          ]
+        //        }
+        //    }
+        //
+        const data = this.safeValue(message, 'data', []);
+        const messageHash = this.safeString(message, 'dataType');
+        const marketId = messageHash.split('@')[0];
+        const marketType = client.url.indexOf('swap') >= 0 ? 'swap' : 'spot';
+        const market = this.safeMarket(marketId, undefined, undefined, marketType);
+        const symbol = market['symbol'];
+        let orderbook = this.safeValue(this.orderbooks, symbol);
+        if (orderbook === undefined) {
+            orderbook = this.orderBook();
+        }
+        const snapshot = this.parseOrderBook(data, symbol, undefined, 'bids', 'asks', 0, 1);
+        orderbook.reset(snapshot);
+        this.orderbooks[symbol] = orderbook;
+        client.resolve(orderbook, messageHash);
+    }
+    parseWsOHLCV(ohlcv, market = undefined) {
+        //
+        //    {
+        //        c: '28909.0',
+        //        o: '28915.4',
+        //        h: '28915.4',
+        //        l: '28896.1',
+        //        v: '27.6919',
+        //        T: 1690907580000
+        //    }
+        //
+        return [
+            this.safeInteger(ohlcv, 'T'),
+            this.safeNumber(ohlcv, 'o'),
+            this.safeNumber(ohlcv, 'h'),
+            this.safeNumber(ohlcv, 'l'),
+            this.safeNumber(ohlcv, 'c'),
+            this.safeNumber(ohlcv, 'v'),
+        ];
+    }
+    handleOHLCV(client, message) {
+        //
+        // spot
+        //
+        //   {
+        //       code: 0,
+        //       data: {
+        //         E: 1696687498608,
+        //         K: {
+        //           T: 1696687499999,
+        //           c: '27917.829',
+        //           h: '27918.427',
+        //           i: '1min',
+        //           l: '27917.7',
+        //           n: 262,
+        //           o: '27917.91',
+        //           q: '25715.359197',
+        //           s: 'BTC-USDT',
+        //           t: 1696687440000,
+        //           v: '0.921100'
+        //         },
+        //         e: 'kline',
+        //         s: 'BTC-USDT'
+        //       },
+        //       dataType: 'BTC-USDT@kline_1min',
+        //       success: true
+        //   }
+        //
+        // swap
+        //    {
+        //        code: 0,
+        //        dataType: 'BTC-USDT@kline_1m',
+        //        s: 'BTC-USDT',
+        //        data: [
+        //            {
+        //            c: '28909.0',
+        //            o: '28915.4',
+        //            h: '28915.4',
+        //            l: '28896.1',
+        //            v: '27.6919',
+        //            T: 1690907580000
+        //            }
+        //        ]
+        //    }
+        //
+        const data = this.safeValue(message, 'data', []);
+        let candles = undefined;
+        if (Array.isArray(data)) {
+            candles = data;
+        }
+        else {
+            candles = [this.safeValue(data, 'K', [])];
+        }
+        const messageHash = this.safeString(message, 'dataType');
+        const timeframeId = messageHash.split('_')[1];
+        const marketId = messageHash.split('@')[0];
+        const marketType = client.url.indexOf('swap') >= 0 ? 'swap' : 'spot';
+        const market = this.safeMarket(marketId, undefined, undefined, marketType);
+        const symbol = market['symbol'];
+        this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
+        let stored = this.safeValue(this.ohlcvs[symbol], timeframeId);
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
+            stored = new ArrayCacheByTimestamp(limit);
+            this.ohlcvs[symbol][timeframeId] = stored;
+        }
+        for (let i = 0; i < candles.length; i++) {
+            const candle = candles[i];
+            const parsed = this.parseWsOHLCV(candle, market);
+            stored.append(parsed);
+        }
+        client.resolve(stored, messageHash);
+    }
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bingx#watchOHLCV
+         * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+         * @see https://bingx-api.github.io/docs/#/spot/socket/market.html#K%E7%BA%BF%20Streams
+         * @see https://bingx-api.github.io/docs/#/swapV2/socket/market.html#Subscribe%20K-Line%20Data
+         * @param {string} symbol unified symbol of the market to fetch OHLCV data for
+         * @param {string} timeframe the length of time each candle represents
+         * @param {int} [since] timestamp in ms of the earliest candle to fetch
+         * @param {int} [limit] the maximum amount of candles to fetch
+         * @param {object} [params] extra parameters specific to the bingx api endpoint
+         * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+         */
+        const market = this.market(symbol);
+        const [marketType, query] = this.handleMarketTypeAndParams('watchOHLCV', market, params);
+        const url = this.safeValue(this.urls['api']['ws'], marketType);
+        if (url === undefined) {
+            throw new BadRequest(this.id + ' watchOHLCV is not supported for ' + marketType + ' markets.');
+        }
+        const options = this.safeValue(this.options, marketType, {});
+        const timeframes = this.safeValue(options, 'timeframes', {});
+        const interval = this.safeString(timeframes, timeframe, timeframe);
+        const messageHash = market['id'] + '@kline_' + interval;
+        const uuid = this.uuid();
+        const request = {
+            'id': uuid,
+            'dataType': messageHash,
+        };
+        if (marketType === 'swap') {
+            request['reqType'] = 'sub';
+        }
+        const ohlcv = await this.watch(url, messageHash, this.extend(request, query), messageHash);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bingx#watchOrders
+         * @see https://bingx-api.github.io/docs/#/spot/socket/account.html#Subscription%20order%20update%20data
+         * @see https://bingx-api.github.io/docs/#/swapV2/socket/account.html#Account%20balance%20and%20position%20update%20push
+         * @description watches information on multiple orders made by the user
+         * @param {string} symbol unified market symbol of the market orders were made in
+         * @param {int} [since] the earliest time in ms to fetch orders for
+         * @param {int} [limit] the maximum number of  orde structures to retrieve
+         * @param {object} [params] extra parameters specific to the bingx api endpoint
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        await this.authenticate();
+        let type = undefined;
+        let market = undefined;
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+            symbol = market['symbol'];
+        }
+        [type, params] = this.handleMarketTypeAndParams('watchOrders', market, params);
+        const isSpot = (type === 'spot');
+        const spotHash = 'spot:private';
+        const swapHash = 'swap:private';
+        const subscriptionHash = isSpot ? spotHash : swapHash;
+        const spotMessageHash = 'spot:order';
+        const swapMessageHash = 'swap:order';
+        let messageHash = isSpot ? spotMessageHash : swapMessageHash;
+        if (market !== undefined) {
+            messageHash += ':' + symbol;
+        }
+        const url = this.urls['api']['ws'][type] + '?listenKey=' + this.options['listenKey'];
+        let request = undefined;
+        const uuid = this.uuid();
+        if (isSpot) {
+            request = {
+                'id': uuid,
+                'dataType': 'spot.executionReport',
+            };
+        }
+        const orders = await this.watch(url, messageHash, request, subscriptionHash);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bingx#watchMyTrades
+         * @see https://bingx-api.github.io/docs/#/spot/socket/account.html#Subscription%20order%20update%20data
+         * @see https://bingx-api.github.io/docs/#/swapV2/socket/account.html#Account%20balance%20and%20position%20update%20push
+         * @description watches information on multiple trades made by the user
+         * @param {string} symbol unified market symbol of the market trades were made in
+         * @param {int} [since] the earliest time in ms to trades orders for
+         * @param {int} [limit] the maximum number of trades structures to retrieve
+         * @param {object} [params] extra parameters specific to the bingx api endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#trade-structure
+         */
+        await this.loadMarkets();
+        await this.authenticate();
+        let type = undefined;
+        let market = undefined;
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+            symbol = market['symbol'];
+        }
+        [type, params] = this.handleMarketTypeAndParams('watchOrders', market, params);
+        const isSpot = (type === 'spot');
+        const spotSubHash = 'spot:private';
+        const swapSubHash = 'swap:private';
+        const subscriptionHash = isSpot ? spotSubHash : swapSubHash;
+        const spotMessageHash = 'spot:mytrades';
+        const swapMessageHash = 'swap:mytrades';
+        let messageHash = isSpot ? spotMessageHash : swapMessageHash;
+        if (market !== undefined) {
+            messageHash += ':' + symbol;
+        }
+        const url = this.urls['api']['ws'][type] + '?listenKey=' + this.options['listenKey'];
+        let request = undefined;
+        const uuid = this.uuid();
+        if (isSpot) {
+            request = {
+                'id': uuid,
+                'dataType': 'spot.executionReport',
+            };
+        }
+        const trades = await this.watch(url, messageHash, request, subscriptionHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
+    async watchBalance(params = {}) {
+        /**
+         * @method
+         * @name bingx#watchBalance
+         * @see https://bingx-api.github.io/docs/#/spot/socket/account.html#Subscription%20order%20update%20data
+         * @see https://bingx-api.github.io/docs/#/swapV2/socket/account.html#Account%20balance%20and%20position%20update%20push
+         * @description query for balance and get the amount of funds available for trading or funds locked in orders
+         * @param {object} [params] extra parameters specific to the bingx api endpoint
+         * @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
+         */
+        await this.loadMarkets();
+        await this.authenticate();
+        let type = undefined;
+        [type, params] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
+        const isSpot = (type === 'spot');
+        const spotSubHash = 'spot:balance';
+        const swapSubHash = 'swap:private';
+        const spotMessageHash = 'spot:balance';
+        const swapMessageHash = 'swap:balance';
+        const messageHash = isSpot ? spotMessageHash : swapMessageHash;
+        const subscriptionHash = isSpot ? spotSubHash : swapSubHash;
+        const url = this.urls['api']['ws'][type] + '?listenKey=' + this.options['listenKey'];
+        let request = undefined;
+        const uuid = this.uuid();
+        if (type === 'spot') {
+            request = {
+                'id': uuid,
+                'dataType': 'ACCOUNT_UPDATE',
+            };
+        }
+        return await this.watch(url, messageHash, request, subscriptionHash);
+    }
+    handleErrorMessage(client, message) {
+        //
+        // { code: 100400, msg: '', timestamp: 1696245808833 }
+        //
+        // {
+        //     code: 100500,
+        //     id: '9cd37d32-da98-440b-bd04-37e7dbcf51ad',
+        //     msg: '',
+        //     timestamp: 1696245842307
+        // }
+        const code = this.safeString(message, 'code');
+        try {
+            if (code !== undefined) {
+                const feedback = this.id + ' ' + this.json(message);
+                this.throwExactlyMatchedException(this.exceptions['exact'], code, feedback);
+            }
+        }
+        catch (e) {
+            client.reject(e);
+        }
+        return true;
+    }
+    async authenticate(params = {}) {
+        const time = this.milliseconds();
+        const listenKey = this.safeString(this.options, 'listenKey');
+        if (listenKey === undefined) {
+            const response = await this.userAuthPrivatePostUserDataStream();
+            this.options['listenKey'] = this.safeString(response, 'listenKey');
+            this.options['lastAuthenticatedTime'] = time;
+            return;
+        }
+        const lastAuthenticatedTime = this.safeInteger(this.options, 'lastAuthenticatedTime', 0);
+        const listenKeyRefreshRate = this.safeInteger(this.options, 'listenKeyRefreshRate', 3600000); // 1 hour
+        if (time - lastAuthenticatedTime > listenKeyRefreshRate) {
+            const response = await this.userAuthPrivatePostUserDataStream({ 'listenKey': listenKey }); // extend the expiry
+            this.options['listenKey'] = this.safeString(response, 'listenKey');
+            this.options['lastAuthenticatedTime'] = time;
+        }
+    }
+    async pong(client, message) {
+        //
+        // spot
+        // {
+        //     ping: '5963ba3db76049b2870f9a686b2ebaac',
+        //     time: '2023-10-02T18:51:55.089+0800'
+        // }
+        // swap
+        // Ping
+        //
+        if (message === 'Ping') {
+            await client.send('Pong');
+        }
+        else {
+            const ping = this.safeString(message, 'ping');
+            const time = this.safeString(message, 'time');
+            await client.send({
+                'pong': ping,
+                'time': time,
+            });
+        }
+    }
+    handleOrder(client, message) {
+        //
+        //     {
+        //         "code": 0,
+        //         "dataType": "spot.executionReport",
+        //         "data": {
+        //            "e": "executionReport",
+        //            "E": 1694680212947,
+        //            "s": "LTC-USDT",
+        //            "S": "BUY",
+        //            "o": "LIMIT",
+        //            "q": 0.1,
+        //            "p": 50,
+        //            "x": "NEW",
+        //            "X": "PENDING",
+        //            "i": 1702238305204043800,
+        //            "l": 0,
+        //            "z": 0,
+        //            "L": 0,
+        //            "n": 0,
+        //            "N": "",
+        //            "T": 0,
+        //            "t": 0,
+        //            "O": 1694680212676,
+        //            "Z": 0,
+        //            "Y": 0,
+        //            "Q": 0,
+        //            "m": false
+        //         }
+        //      }
+        //
+        //      {
+        //         code: 0,
+        //         dataType: 'spot.executionReport',
+        //         data: {
+        //           e: 'executionReport',
+        //           E: 1694681809302,
+        //           s: 'LTC-USDT',
+        //           S: 'BUY',
+        //           o: 'MARKET',
+        //           q: 0,
+        //           p: 62.29,
+        //           x: 'TRADE',
+        //           X: 'FILLED',
+        //           i: '1702245001712369664',
+        //           l: 0.0802,
+        //           z: 0.0802,
+        //           L: 62.308,
+        //           n: -0.0000802,
+        //           N: 'LTC',
+        //           T: 1694681809256,
+        //           t: 38259147,
+        //           O: 1694681809248,
+        //           Z: 4.9971016,
+        //           Y: 4.9971016,
+        //           Q: 5,
+        //           m: false
+        //         }
+        //       }
+        // swap
+        //    {
+        //        "e": "ORDER_TRADE_UPDATE",
+        //        "E": 1696843635475,
+        //        "o": {
+        //           "s": "LTC-USDT",
+        //           "c": "",
+        //           "i": "1711312357852147712",
+        //           "S": "BUY",
+        //           "o": "MARKET",
+        //           "q": "0.10000000",
+        //           "p": "64.35010000",
+        //           "ap": "64.36000000",
+        //           "x": "TRADE",
+        //           "X": "FILLED",
+        //           "N": "USDT",
+        //           "n": "-0.00321800",
+        //           "T": 0,
+        //           "wt": "MARK_PRICE",
+        //           "ps": "LONG",
+        //           "rp": "0.00000000",
+        //           "z": "0.10000000"
+        //        }
+        //    }
+        //
+        const isSpot = ('dataType' in message);
+        const data = this.safeValue2(message, 'data', 'o', {});
+        if (this.orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            this.orders = new ArrayCacheBySymbolById(limit);
+        }
+        const stored = this.orders;
+        const parsedOrder = this.parseOrder(data);
+        stored.append(parsedOrder);
+        const symbol = parsedOrder['symbol'];
+        const spotHash = 'spot:order';
+        const swapHash = 'swap:order';
+        const messageHash = (isSpot) ? spotHash : swapHash;
+        client.resolve(stored, messageHash);
+        client.resolve(stored, messageHash + ':' + symbol);
+    }
+    handleMyTrades(client, message) {
+        //
+        //
+        //      {
+        //         code: 0,
+        //         dataType: 'spot.executionReport',
+        //         data: {
+        //           e: 'executionReport',
+        //           E: 1694681809302,
+        //           s: 'LTC-USDT',
+        //           S: 'BUY',
+        //           o: 'MARKET',
+        //           q: 0,
+        //           p: 62.29,
+        //           x: 'TRADE',
+        //           X: 'FILLED',
+        //           i: '1702245001712369664',
+        //           l: 0.0802,
+        //           z: 0.0802,
+        //           L: 62.308,
+        //           n: -0.0000802,
+        //           N: 'LTC',
+        //           T: 1694681809256,
+        //           t: 38259147,
+        //           O: 1694681809248,
+        //           Z: 4.9971016,
+        //           Y: 4.9971016,
+        //           Q: 5,
+        //           m: false
+        //         }
+        //       }
+        //
+        //  swap
+        //    {
+        //        "e": "ORDER_TRADE_UPDATE",
+        //        "E": 1696843635475,
+        //        "o": {
+        //           "s": "LTC-USDT",
+        //           "c": "",
+        //           "i": "1711312357852147712",
+        //           "S": "BUY",
+        //           "o": "MARKET",
+        //           "q": "0.10000000",
+        //           "p": "64.35010000",
+        //           "ap": "64.36000000",
+        //           "x": "TRADE",
+        //           "X": "FILLED",
+        //           "N": "USDT",
+        //           "n": "-0.00321800",
+        //           "T": 0,
+        //           "wt": "MARK_PRICE",
+        //           "ps": "LONG",
+        //           "rp": "0.00000000",
+        //           "z": "0.10000000"
+        //        }
+        //    }
+        //
+        const isSpot = ('dataType' in message);
+        const result = this.safeValue2(message, 'data', 'o', {});
+        let cachedTrades = this.myTrades;
+        if (cachedTrades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            cachedTrades = new ArrayCacheBySymbolById(limit);
+            this.myTrades = cachedTrades;
+        }
+        const parsed = this.parseTrade(result);
+        const symbol = parsed['symbol'];
+        const spotHash = 'spot:mytrades';
+        const swapHash = 'swap:mytrades';
+        const messageHash = isSpot ? spotHash : swapHash;
+        cachedTrades.append(parsed);
+        client.resolve(cachedTrades, messageHash);
+        client.resolve(cachedTrades, messageHash + ':' + symbol);
+    }
+    handleBalance(client, message) {
+        // spot
+        //     {
+        //         "e":"ACCOUNT_UPDATE",
+        //         "E":1696242817000,
+        //         "T":1696242817142,
+        //         "a":{
+        //            "B":[
+        //               {
+        //                  "a":"USDT",
+        //                  "bc":"-1.00000000000000000000",
+        //                  "cw":"86.59497382000000050000",
+        //                  "wb":"86.59497382000000050000"
+        //               }
+        //            ],
+        //            "m":"ASSET_TRANSFER"
+        //         }
+        //     }
+        // swap
+        //     {
+        //         "e":"ACCOUNT_UPDATE",
+        //         "E":1696244249320,
+        //         "a":{
+        //            "m":"WITHDRAW",
+        //            "B":[
+        //               {
+        //                  "a":"USDT",
+        //                  "wb":"49.81083984",
+        //                  "cw":"49.81083984",
+        //                  "bc":"-1.00000000"
+        //               }
+        //            ],
+        //            "P":[
+        //            ]
+        //         }
+        //     }
+        //
+        const a = this.safeValue(message, 'a', {});
+        const data = this.safeValue(a, 'B', []);
+        const timestamp = this.safeInteger2(message, 'T', 'E');
+        const type = ('P' in a) ? 'swap' : 'spot';
+        if (!(type in this.balance)) {
+            this.balance[type] = {};
+        }
+        this.balance[type]['info'] = data;
+        this.balance[type]['timestamp'] = timestamp;
+        this.balance[type]['datetime'] = this.iso8601(timestamp);
+        for (let i = 0; i < data.length; i++) {
+            const balance = data[i];
+            const currencyId = this.safeString(balance, 'a');
+            const code = this.safeCurrencyCode(currencyId);
+            const account = (code in this.balance) ? this.balance[code] : this.account();
+            account['total'] = this.safeString(balance, 'wb');
+            this.balance[type][code] = account;
+        }
+        this.balance[type] = this.safeBalance(this.balance[type]);
+        client.resolve(this.balance[type], type + ':balance');
+    }
+    handleMessage(client, message) {
+        if (!this.handleErrorMessage(client, message)) {
+            return;
+        }
+        // public subscriptions
+        if ((message === 'Ping') || ('ping' in message)) {
+            this.spawn(this.pong, client, message);
+            return;
+        }
+        const dataType = this.safeString(message, 'dataType', '');
+        if (dataType.indexOf('@depth') >= 0) {
+            this.handleOrderBook(client, message);
+            return;
+        }
+        if (dataType.indexOf('@trade') >= 0) {
+            this.handleTrades(client, message);
+            return;
+        }
+        if (dataType.indexOf('@kline') >= 0) {
+            this.handleOHLCV(client, message);
+            return;
+        }
+        if (dataType.indexOf('executionReport') >= 0) {
+            const data = this.safeValue(message, 'data', {});
+            const type = this.safeString(data, 'x');
+            if (type === 'TRADE') {
+                this.handleMyTrades(client, message);
+            }
+            this.handleOrder(client, message);
+            return;
+        }
+        const e = this.safeString(message, 'e');
+        if (e === 'ACCOUNT_UPDATE') {
+            this.handleBalance(client, message);
+        }
+        if (e === 'ORDER_TRADE_UPDATE') {
+            this.handleOrder(client, message);
+            const data = this.safeValue(message, 'o', {});
+            const type = this.safeString(data, 'x');
+            const status = this.safeString(data, 'X');
+            if ((type === 'TRADE') && (status === 'FILLED')) {
+                this.handleMyTrades(client, message);
+            }
+        }
+    }
+}