ccxt 4.2.10 → 4.2.12

package/dist/cjs/js/src/pro/bitfinex2.js

@@ -0,0 +1,1159 @@
+'use strict';
+
+var bitfinex2$1 = require('../bitfinex2.js');
+var Precise = require('../base/Precise.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+var sha512 = require('../static_dependencies/noble-hashes/sha512.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class bitfinex2 extends bitfinex2$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchTicker': true,
+                'watchTickers': false,
+                'watchOrderBook': true,
+                'watchTrades': true,
+                'watchMyTrades': true,
+                'watchBalance': true,
+                'watchOHLCV': true,
+                'watchOrders': true,
+            },
+            'urls': {
+                'api': {
+                    'ws': {
+                        'public': 'wss://api-pub.bitfinex.com/ws/2',
+                        'private': 'wss://api.bitfinex.com/ws/2',
+                    },
+                },
+            },
+            'options': {
+                'watchOrderBook': {
+                    'prec': 'P0',
+                    'freq': 'F0',
+                },
+                'ordersLimit': 1000,
+                'checksum': true,
+            },
+        });
+    }
+    async subscribe(channel, symbol, params = {}) {
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const marketId = market['id'];
+        const url = this.urls['api']['ws']['public'];
+        const client = this.client(url);
+        const messageHash = channel + ':' + marketId;
+        const request = {
+            'event': 'subscribe',
+            'channel': channel,
+            'symbol': marketId,
+        };
+        const result = await this.watch(url, messageHash, this.deepExtend(request, params), messageHash, { 'checksum': false });
+        const checksum = this.safeValue(this.options, 'checksum', true);
+        if (checksum && !client.subscriptions[messageHash]['checksum'] && (channel === 'book')) {
+            client.subscriptions[messageHash]['checksum'] = true;
+            await client.send({
+                'event': 'conf',
+                'flags': 131072,
+            });
+        }
+        return result;
+    }
+    async subscribePrivate(messageHash) {
+        await this.loadMarkets();
+        await this.authenticate();
+        const url = this.urls['api']['ws']['private'];
+        return await this.watch(url, messageHash, undefined, 1);
+    }
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bitfinex2#watchOHLCV
+         * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+         * @param {string} symbol unified symbol of the market to fetch OHLCV data for
+         * @param {string} timeframe the length of time each candle represents
+         * @param {int} [since] timestamp in ms of the earliest candle to fetch
+         * @param {int} [limit] the maximum amount of candles to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const interval = this.safeString(this.timeframes, timeframe, timeframe);
+        const channel = 'candles';
+        const key = 'trade:' + interval + ':' + market['id'];
+        const messageHash = channel + ':' + interval + ':' + market['id'];
+        const request = {
+            'event': 'subscribe',
+            'channel': channel,
+            'key': key,
+        };
+        const url = this.urls['api']['ws']['public'];
+        // not using subscribe here because this message has a different format
+        const ohlcv = await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message, subscription) {
+        //
+        // initial snapshot
+        //   [
+        //       341527, // channel id
+        //       [
+        //          [
+        //             1654705860000, // timestamp
+        //             1802.6, // open
+        //             1800.3, // close
+        //             1802.8, // high
+        //             1800.3, // low
+        //             86.49588236 // volume
+        //          ],
+        //          [
+        //             1654705800000,
+        //             1803.6,
+        //             1802.6,
+        //             1804.9,
+        //             1802.3,
+        //             74.6348086
+        //          ],
+        //          [
+        //             1654705740000,
+        //             1802.5,
+        //             1803.2,
+        //             1804.4,
+        //             1802.4,
+        //             23.61801085
+        //          ]
+        //       ]
+        //   ]
+        //
+        // update
+        //   [
+        //       211171,
+        //       [
+        //          1654705680000,
+        //          1801,
+        //          1802.4,
+        //          1802.9,
+        //          1800.4,
+        //          23.91911091
+        //       ]
+        //   ]
+        //
+        const data = this.safeValue(message, 1, []);
+        let ohlcvs = undefined;
+        const first = this.safeValue(data, 0);
+        if (Array.isArray(first)) {
+            // snapshot
+            ohlcvs = data;
+        }
+        else {
+            // update
+            ohlcvs = [data];
+        }
+        const channel = this.safeValue(subscription, 'channel');
+        const key = this.safeString(subscription, 'key');
+        const keyParts = key.split(':');
+        const interval = this.safeString(keyParts, 1);
+        let marketId = key;
+        marketId = marketId.replace('trade:', '');
+        marketId = marketId.replace(interval + ':', '');
+        const market = this.safeMarket(marketId);
+        const timeframe = this.findTimeframe(interval);
+        const symbol = market['symbol'];
+        const messageHash = channel + ':' + interval + ':' + marketId;
+        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 Cache.ArrayCacheByTimestamp(limit);
+            this.ohlcvs[symbol][timeframe] = stored;
+        }
+        const ohlcvsLength = ohlcvs.length;
+        for (let i = 0; i < ohlcvsLength; i++) {
+            const ohlcv = ohlcvs[ohlcvsLength - i - 1];
+            const parsed = this.parseOHLCV(ohlcv, market);
+            stored.append(parsed);
+        }
+        client.resolve(stored, messageHash);
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bitfinex2#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 exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        const trades = await this.subscribe('trades', symbol, params);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bitfinex2#watchMyTrades
+         * @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 fetch trades for
+         * @param {int} [limit] the maximum number of trade structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
+         */
+        await this.loadMarkets();
+        let messageHash = 'myTrade';
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            messageHash += ':' + market['id'];
+        }
+        const trades = await this.subscribePrivate(messageHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name bitfinex2#watchTicker
+         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+         * @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}
+         */
+        return await this.subscribe('ticker', symbol, params);
+    }
+    handleMyTrade(client, message, subscription = {}) {
+        //
+        // trade execution
+        // [
+        //     0,
+        //     "te", // or tu
+        //     [
+        //        1133411090,
+        //        "tLTCUST",
+        //        1655110144598,
+        //        97084883506,
+        //        0.1,
+        //        42.821,
+        //        "EXCHANGE MARKET",
+        //        42.799,
+        //        -1,
+        //        null,
+        //        null,
+        //        1655110144596
+        //     ]
+        // ]
+        //
+        const name = 'myTrade';
+        const data = this.safeValue(message, 2);
+        const trade = this.parseWsTrade(data);
+        const symbol = trade['symbol'];
+        const market = this.market(symbol);
+        const messageHash = name + ':' + market['id'];
+        if (this.myTrades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            this.myTrades = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const tradesArray = this.myTrades;
+        tradesArray.append(trade);
+        this.myTrades = tradesArray;
+        // generic subscription
+        client.resolve(tradesArray, name);
+        // specific subscription
+        client.resolve(tradesArray, messageHash);
+    }
+    handleTrades(client, message, subscription) {
+        //
+        // initial snapshot
+        //
+        //    [
+        //        188687, // channel id
+        //        [
+        //          [ 1128060675, 1654701572690, 0.00217533, 1815.3 ], // id, mts, amount, price
+        //          [ 1128060665, 1654701551231, -0.00280472, 1814.1 ],
+        //          [ 1128060664, 1654701550996, -0.00364444, 1814.1 ],
+        //          [ 1128060656, 1654701527730, -0.00265203, 1814.2 ],
+        //          [ 1128060647, 1654701505193, 0.00262395, 1815.2 ],
+        //          [ 1128060642, 1654701484656, -0.13411443, 1816 ],
+        //          [ 1128060641, 1654701484656, -0.00088557, 1816 ],
+        //          [ 1128060639, 1654701478326, -0.002, 1816 ],
+        //        ]
+        //    ]
+        // update
+        //
+        //    [
+        //        360141,
+        //        "te",
+        //        [
+        //            1128060969, // id
+        //            1654702500098, // mts
+        //            0.00325131, // amount positive buy, negative sell
+        //            1818.5, // price
+        //        ],
+        //    ]
+        //
+        //
+        const channel = this.safeValue(subscription, 'channel');
+        const marketId = this.safeString(subscription, 'symbol');
+        const market = this.safeMarket(marketId);
+        const messageHash = channel + ':' + marketId;
+        const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
+        const symbol = market['symbol'];
+        let stored = this.safeValue(this.trades, symbol);
+        if (stored === undefined) {
+            stored = new Cache.ArrayCache(tradesLimit);
+            this.trades[symbol] = stored;
+        }
+        const messageLength = message.length;
+        if (messageLength === 2) {
+            // initial snapshot
+            const trades = this.safeValue(message, 1, []);
+            for (let i = 0; i < trades.length; i++) {
+                const parsed = this.parseWsTrade(trades[i], market);
+                stored.append(parsed);
+            }
+        }
+        else {
+            // update
+            const type = this.safeString(message, 1);
+            if (type === 'tu') {
+                // don't resolve for a duplicate update
+                // since te and tu updates are duplicated on the public stream
+                return;
+            }
+            const trade = this.safeValue(message, 2, []);
+            const parsed = this.parseWsTrade(trade, market);
+            stored.append(parsed);
+        }
+        client.resolve(stored, messageHash);
+        return message;
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        //    [
+        //        1128060969, // id
+        //        1654702500098, // mts
+        //        0.00325131, // amount positive buy, negative sell
+        //        1818.5, // price
+        //    ]
+        //
+        // trade execution
+        //
+        //    [
+        //        1133411090, // id
+        //        "tLTCUST", // symbol
+        //        1655110144598, // create ms
+        //        97084883506, // order id
+        //        0.1, // amount
+        //        42.821, // price
+        //        "EXCHANGE MARKET", // order type
+        //        42.799, // order price
+        //        -1, // maker
+        //        null, // fee
+        //        null, // fee currency
+        //        1655110144596 // cid
+        //    ]
+        //
+        // trade update
+        //
+        //    [
+        //       1133411090,
+        //       "tLTCUST",
+        //       1655110144598,
+        //       97084883506,
+        //       0.1,
+        //       42.821,
+        //       "EXCHANGE MARKET",
+        //       42.799,
+        //       -1,
+        //       -0.0002,
+        //       "LTC",
+        //       1655110144596
+        //    ]
+        //
+        const numFields = trade.length;
+        const isPublic = numFields <= 8;
+        let marketId = (!isPublic) ? this.safeString(trade, 1) : undefined;
+        market = this.safeMarket(marketId, market);
+        const createdKey = isPublic ? 1 : 2;
+        const priceKey = isPublic ? 3 : 5;
+        const amountKey = isPublic ? 2 : 4;
+        marketId = market['id'];
+        let type = this.safeString(trade, 6);
+        if (type !== undefined) {
+            if (type.indexOf('LIMIT') > -1) {
+                type = 'limit';
+            }
+            else if (type.indexOf('MARKET') > -1) {
+                type = 'market';
+            }
+        }
+        const orderId = (!isPublic) ? this.safeString(trade, 3) : undefined;
+        const id = this.safeString(trade, 0);
+        const timestamp = this.safeInteger(trade, createdKey);
+        const price = this.safeString(trade, priceKey);
+        const amountString = this.safeString(trade, amountKey);
+        const amount = this.parseNumber(Precise["default"].stringAbs(amountString));
+        let side = undefined;
+        if (amount !== undefined) {
+            side = Precise["default"].stringGt(amountString, '0') ? 'buy' : 'sell';
+        }
+        const symbol = this.safeSymbol(marketId, market);
+        const feeValue = this.safeString(trade, 9);
+        let fee = undefined;
+        if (feeValue !== undefined) {
+            const currencyId = this.safeString(trade, 10);
+            const code = this.safeCurrencyCode(currencyId);
+            fee = {
+                'cost': feeValue,
+                'currency': code,
+            };
+        }
+        const maker = this.safeInteger(trade, 8);
+        let takerOrMaker = undefined;
+        if (maker !== undefined) {
+            takerOrMaker = (maker === -1) ? 'taker' : 'maker';
+        }
+        return this.safeTrade({
+            'info': trade,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'symbol': symbol,
+            'id': id,
+            'order': orderId,
+            'type': type,
+            'takerOrMaker': takerOrMaker,
+            'side': side,
+            'price': price,
+            'amount': amount,
+            'cost': undefined,
+            'fee': fee,
+        }, market);
+    }
+    handleTicker(client, message, subscription) {
+        //
+        // [
+        //    340432, // channel ID
+        //     [
+        //         236.62,        // 1 BID float Price of last highest bid
+        //         9.0029,        // 2 BID_SIZE float Size of the last highest bid
+        //         236.88,        // 3 ASK float Price of last lowest ask
+        //         7.1138,        // 4 ASK_SIZE float Size of the last lowest ask
+        //         -1.02,         // 5 DAILY_CHANGE float Amount that the last price has changed since yesterday
+        //         0,             // 6 DAILY_CHANGE_PERC float Amount that the price has changed expressed in percentage terms
+        //         236.52,        // 7 LAST_PRICE float Price of the last trade.
+        //         5191.36754297, // 8 VOLUME float Daily volume
+        //         250.01,        // 9 HIGH float Daily high
+        //         220.05,        // 10 LOW float Daily low
+        //     ]
+        //  ]
+        //
+        const ticker = this.safeValue(message, 1);
+        const marketId = this.safeString(subscription, 'symbol');
+        const market = this.safeMarket(marketId);
+        const symbol = this.safeSymbol(marketId);
+        const parsed = this.parseWsTicker(ticker, market);
+        const channel = 'ticker';
+        const messageHash = channel + ':' + marketId;
+        this.tickers[symbol] = parsed;
+        client.resolve(parsed, messageHash);
+    }
+    parseWsTicker(ticker, market = undefined) {
+        //
+        //     [
+        //         236.62,        // 1 BID float Price of last highest bid
+        //         9.0029,        // 2 BID_SIZE float Size of the last highest bid
+        //         236.88,        // 3 ASK float Price of last lowest ask
+        //         7.1138,        // 4 ASK_SIZE float Size of the last lowest ask
+        //         -1.02,         // 5 DAILY_CHANGE float Amount that the last price has changed since yesterday
+        //         0,             // 6 DAILY_CHANGE_PERC float Amount that the price has changed expressed in percentage terms
+        //         236.52,        // 7 LAST_PRICE float Price of the last trade.
+        //         5191.36754297, // 8 VOLUME float Daily volume
+        //         250.01,        // 9 HIGH float Daily high
+        //         220.05,        // 10 LOW float Daily low
+        //     ]
+        //
+        market = this.safeMarket(undefined, market);
+        const symbol = market['symbol'];
+        const last = this.safeString(ticker, 6);
+        const change = this.safeString(ticker, 4);
+        return this.safeTicker({
+            'symbol': symbol,
+            'timestamp': undefined,
+            'datetime': undefined,
+            'high': this.safeString(ticker, 8),
+            'low': this.safeString(ticker, 9),
+            'bid': this.safeString(ticker, 0),
+            'bidVolume': this.safeString(ticker, 1),
+            'ask': this.safeString(ticker, 2),
+            'askVolume': this.safeString(ticker, 3),
+            'vwap': undefined,
+            'open': undefined,
+            'close': last,
+            'last': last,
+            'previousClose': undefined,
+            'change': change,
+            'percentage': this.safeString(ticker, 5),
+            'average': undefined,
+            'baseVolume': this.safeString(ticker, 7),
+            'quoteVolume': undefined,
+            'info': ticker,
+        }, market);
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bitfinex2#watchOrderBook
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @param {string} symbol unified symbol of the market to fetch the order book for
+         * @param {int} [limit] the maximum amount of order book entries to return
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+         */
+        if (limit !== undefined) {
+            if ((limit !== 25) && (limit !== 100)) {
+                throw new errors.ExchangeError(this.id + ' watchOrderBook limit argument must be undefined, 25 or 100');
+            }
+        }
+        const options = this.safeValue(this.options, 'watchOrderBook', {});
+        const prec = this.safeString(options, 'prec', 'P0');
+        const freq = this.safeString(options, 'freq', 'F0');
+        const request = {
+            'prec': prec,
+            'freq': freq, // string, frequency of updates 'F0' = realtime, 'F1' = 2 seconds, default is 'F0'
+        };
+        if (limit !== undefined) {
+            request['len'] = limit; // string, number of price points, '25', '100', default = '25'
+        }
+        const orderbook = await this.subscribe('book', symbol, this.deepExtend(request, params));
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message, subscription) {
+        //
+        // first message (snapshot)
+        //
+        //     [
+        //         18691, // channel id
+        //         [
+        //             [ 7364.8, 10, 4.354802 ], // price, count, size > 0 = bid
+        //             [ 7364.7, 1, 0.00288831 ],
+        //             [ 7364.3, 12, 0.048 ],
+        //             [ 7364.9, 3, -0.42028976 ], // price, count, size < 0 = ask
+        //             [ 7365, 1, -0.25 ],
+        //             [ 7365.5, 1, -0.00371937 ],
+        //         ]
+        //     ]
+        //
+        // subsequent updates
+        //
+        //     [
+        //         358169, // channel id
+        //         [
+        //            1807.1, // price
+        //            0, // cound
+        //            1 // size
+        //         ]
+        //     ]
+        //
+        const marketId = this.safeString(subscription, 'symbol');
+        const symbol = this.safeSymbol(marketId);
+        const channel = 'book';
+        const messageHash = channel + ':' + marketId;
+        const prec = this.safeString(subscription, 'prec', 'P0');
+        const isRaw = (prec === 'R0');
+        // if it is an initial snapshot
+        let orderbook = this.safeValue(this.orderbooks, symbol);
+        if (orderbook === undefined) {
+            const limit = this.safeInteger(subscription, 'len');
+            if (isRaw) {
+                // raw order books
+                this.orderbooks[symbol] = this.indexedOrderBook({}, limit);
+            }
+            else {
+                // P0, P1, P2, P3, P4
+                this.orderbooks[symbol] = this.countedOrderBook({}, limit);
+            }
+            orderbook = this.orderbooks[symbol];
+            if (isRaw) {
+                const deltas = message[1];
+                for (let i = 0; i < deltas.length; i++) {
+                    const delta = deltas[i];
+                    const size = (delta[2] < 0) ? -delta[2] : delta[2];
+                    const side = (delta[2] < 0) ? 'asks' : 'bids';
+                    const bookside = orderbook[side];
+                    const idString = this.safeString(delta, 0);
+                    const price = this.safeFloat(delta, 1);
+                    bookside.store(price, size, idString);
+                }
+            }
+            else {
+                const deltas = message[1];
+                for (let i = 0; i < deltas.length; i++) {
+                    const delta = deltas[i];
+                    const amount = this.safeNumber(delta, 2);
+                    const counter = this.safeNumber(delta, 1);
+                    const price = this.safeNumber(delta, 0);
+                    const size = (amount < 0) ? -amount : amount;
+                    const side = (amount < 0) ? 'asks' : 'bids';
+                    const bookside = orderbook[side];
+                    bookside.store(price, size, counter);
+                }
+            }
+            orderbook['symbol'] = symbol;
+            client.resolve(orderbook, messageHash);
+        }
+        else {
+            const deltas = message[1];
+            const orderbookItem = this.orderbooks[symbol];
+            if (isRaw) {
+                const price = this.safeString(deltas, 1);
+                const size = (deltas[2] < 0) ? -deltas[2] : deltas[2];
+                const side = (deltas[2] < 0) ? 'asks' : 'bids';
+                const bookside = orderbookItem[side];
+                // price = 0 means that you have to remove the order from your book
+                const amount = Precise["default"].stringGt(price, '0') ? size : '0';
+                const idString = this.safeString(deltas, 0);
+                bookside.store(this.parseNumber(price), this.parseNumber(amount), idString);
+            }
+            else {
+                const amount = this.safeString(deltas, 2);
+                const counter = this.safeString(deltas, 1);
+                const price = this.safeString(deltas, 0);
+                const size = Precise["default"].stringLt(amount, '0') ? Precise["default"].stringNeg(amount) : amount;
+                const side = Precise["default"].stringLt(amount, '0') ? 'asks' : 'bids';
+                const bookside = orderbookItem[side];
+                bookside.store(this.parseNumber(price), this.parseNumber(size), this.parseNumber(counter));
+            }
+            client.resolve(orderbook, messageHash);
+        }
+    }
+    handleChecksum(client, message, subscription) {
+        //
+        // [ 173904, "cs", -890884919 ]
+        //
+        const marketId = this.safeString(subscription, 'symbol');
+        const symbol = this.safeSymbol(marketId);
+        const channel = 'book';
+        const messageHash = channel + ':' + marketId;
+        const book = this.safeValue(this.orderbooks, symbol);
+        if (book === undefined) {
+            return;
+        }
+        const depth = 25; // covers the first 25 bids and asks
+        const stringArray = [];
+        const bids = book['bids'];
+        const asks = book['asks'];
+        const prec = this.safeString(subscription, 'prec', 'P0');
+        const isRaw = (prec === 'R0');
+        const idToCheck = isRaw ? 2 : 0;
+        // pepperoni pizza from bitfinex
+        for (let i = 0; i < depth; i++) {
+            const bid = this.safeValue(bids, i);
+            const ask = this.safeValue(asks, i);
+            if (bid !== undefined) {
+                stringArray.push(this.numberToString(bids[i][idToCheck]));
+                stringArray.push(this.numberToString(bids[i][1]));
+            }
+            if (ask !== undefined) {
+                stringArray.push(this.numberToString(asks[i][idToCheck]));
+                stringArray.push(this.numberToString(-asks[i][1]));
+            }
+        }
+        const payload = stringArray.join(':');
+        const localChecksum = this.crc32(payload, true);
+        const responseChecksum = this.safeInteger(message, 2);
+        if (responseChecksum !== localChecksum) {
+            const error = new errors.InvalidNonce(this.id + ' invalid checksum');
+            client.reject(error, messageHash);
+        }
+    }
+    async watchBalance(params = {}) {
+        /**
+         * @method
+         * @name bitfinex2#watchBalance
+         * @description watch balance and get the amount of funds available for trading or funds locked in orders
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {str} [params.type] spot or contract if not provided this.options['defaultType'] is used
+         * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
+         */
+        await this.loadMarkets();
+        const balanceType = this.safeString(params, 'wallet', 'exchange'); // exchange, margin
+        params = this.omit(params, 'wallet');
+        const messageHash = 'balance:' + balanceType;
+        return await this.subscribePrivate(messageHash);
+    }
+    handleBalance(client, message, subscription) {
+        //
+        // snapshot (exchange + margin together)
+        //   [
+        //       0,
+        //       "ws",
+        //       [
+        //           [
+        //               "exchange",
+        //               "LTC",
+        //               0.05479727,
+        //               0,
+        //               null,
+        //               "Trading fees for 0.05 LTC (LTCUST) @ 51.872 on BFX (0.2%)",
+        //               null,
+        //           ]
+        //           [
+        //               "margin",
+        //               "USTF0",
+        //               11.960650700086292,
+        //               0,
+        //               null,
+        //               "Trading fees for 0.1 LTCF0 (LTCF0:USTF0) @ 51.844 on BFX (0.065%)",
+        //               null,
+        //           ],
+        //       ],
+        //   ]
+        //
+        // spot
+        //   [
+        //       0,
+        //       "wu",
+        //       [
+        //         "exchange",
+        //         "LTC", // currency
+        //         0.06729727, // wallet balance
+        //         0, // unsettled balance
+        //         0.06729727, // available balance might be null
+        //         "Exchange 0.4 LTC for UST @ 65.075",
+        //         {
+        //           "reason": "TRADE",
+        //           "order_id": 96596397973,
+        //           "order_id_oppo": 96596632735,
+        //           "trade_price": "65.075",
+        //           "trade_amount": "-0.4",
+        //           "order_cid": 1654636218766,
+        //           "order_gid": null
+        //         }
+        //       ]
+        //   ]
+        //
+        // margin
+        //
+        //   [
+        //       "margin",
+        //       "USTF0",
+        //       11.960650700086292, // total
+        //       0,
+        //       6.776250700086292, // available
+        //       "Trading fees for 0.1 LTCF0 (LTCF0:USTF0) @ 51.844 on BFX (0.065%)",
+        //       null
+        //   ]
+        //
+        const updateType = this.safeValue(message, 1);
+        let data = undefined;
+        if (updateType === 'ws') {
+            data = this.safeValue(message, 2);
+        }
+        else {
+            data = [this.safeValue(message, 2)];
+        }
+        const updatedTypes = {};
+        for (let i = 0; i < data.length; i++) {
+            const rawBalance = data[i];
+            const currencyId = this.safeString(rawBalance, 1);
+            const code = this.safeCurrencyCode(currencyId);
+            const balance = this.parseWsBalance(rawBalance);
+            const balanceType = this.safeString(rawBalance, 0);
+            const oldBalance = this.safeValue(this.balance, balanceType, {});
+            oldBalance[code] = balance;
+            oldBalance['info'] = message;
+            this.balance[balanceType] = this.safeBalance(oldBalance);
+            updatedTypes[balanceType] = true;
+        }
+        const updatesKeys = Object.keys(updatedTypes);
+        for (let i = 0; i < updatesKeys.length; i++) {
+            const type = updatesKeys[i];
+            const messageHash = 'balance:' + type;
+            client.resolve(this.balance[type], messageHash);
+        }
+    }
+    parseWsBalance(balance) {
+        //
+        //     [
+        //         "exchange",
+        //         "LTC",
+        //         0.05479727, // balance
+        //         0,
+        //         null, // available null if not calculated yet
+        //         "Trading fees for 0.05 LTC (LTCUST) @ 51.872 on BFX (0.2%)",
+        //         null,
+        //     ]
+        //
+        const totalBalance = this.safeString(balance, 2);
+        const availableBalance = this.safeString(balance, 4);
+        const account = this.account();
+        if (availableBalance !== undefined) {
+            account['free'] = availableBalance;
+        }
+        account['total'] = totalBalance;
+        return account;
+    }
+    handleSystemStatus(client, message) {
+        //
+        //     {
+        //         "event": "info",
+        //         "version": 2,
+        //         "serverId": "e293377e-7bb7-427e-b28c-5db045b2c1d1",
+        //         "platform": { status: 1 }, // 1 for operative, 0 for maintenance
+        //     }
+        //
+        return message;
+    }
+    handleSubscriptionStatus(client, message) {
+        //
+        //     {
+        //         "event": "subscribed",
+        //         "channel": "book",
+        //         "chanId": 67473,
+        //         "symbol": "tBTCUSD",
+        //         "prec": "P0",
+        //         "freq": "F0",
+        //         "len": "25",
+        //         "pair": "BTCUSD"
+        //     }
+        //
+        const channelId = this.safeString(message, 'chanId');
+        client.subscriptions[channelId] = message;
+        return message;
+    }
+    async authenticate(params = {}) {
+        const url = this.urls['api']['ws']['private'];
+        const client = this.client(url);
+        const messageHash = 'authenticated';
+        const future = client.future(messageHash);
+        const authenticated = this.safeValue(client.subscriptions, messageHash);
+        if (authenticated === undefined) {
+            const nonce = this.milliseconds();
+            const payload = 'AUTH' + nonce.toString();
+            const signature = this.hmac(this.encode(payload), this.encode(this.secret), sha512.sha384, 'hex');
+            const event = 'auth';
+            const request = {
+                'apiKey': this.apiKey,
+                'authSig': signature,
+                'authNonce': nonce,
+                'authPayload': payload,
+                'event': event,
+            };
+            const message = this.extend(request, params);
+            this.watch(url, messageHash, message, messageHash);
+        }
+        return future;
+    }
+    handleAuthenticationMessage(client, message) {
+        const messageHash = 'authenticated';
+        const status = this.safeString(message, 'status');
+        if (status === 'OK') {
+            // we resolve the future here permanently so authentication only happens once
+            const future = this.safeValue(client.futures, messageHash);
+            future.resolve(true);
+        }
+        else {
+            const error = new errors.AuthenticationError(this.json(message));
+            client.reject(error, messageHash);
+            // allows further authentication attempts
+            if (messageHash in client.subscriptions) {
+                delete client.subscriptions[messageHash];
+            }
+        }
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bitfinex2#watchOrders
+         * @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 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
+         */
+        await this.loadMarkets();
+        let messageHash = 'orders';
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            messageHash += ':' + market['id'];
+        }
+        const orders = await this.subscribePrivate(messageHash);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    handleOrders(client, message, subscription) {
+        //
+        // limit order
+        //    [
+        //        0,
+        //        "on", // ou or oc
+        //        [
+        //           96923856256, // order id
+        //           null, // gid
+        //           1655029337026, // cid
+        //           "tLTCUST", // symbol
+        //           1655029337027, // created timestamp
+        //           1655029337029, // updated timestamp
+        //           0.1, // amount
+        //           0.1, // amount_orig
+        //           "EXCHANGE LIMIT", // order type
+        //           null, // type_prev
+        //           null, // mts_tif
+        //           null, // placeholder
+        //           0, // flags
+        //           "ACTIVE", // status
+        //           null,
+        //           null,
+        //           30, // price
+        //           0, // price average
+        //           0, // price_trailling
+        //           0, // price_aux_limit
+        //           null,
+        //           null,
+        //           null,
+        //           0, // notify
+        //           0,
+        //           null,
+        //           null,
+        //           null,
+        //           "BFX",
+        //           null,
+        //           null,
+        //        ]
+        //    ]
+        //
+        const data = this.safeValue(message, 2, []);
+        const messageType = this.safeString(message, 1);
+        if (this.orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            this.orders = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const orders = this.orders;
+        const symbolIds = {};
+        if (messageType === 'os') {
+            const snapshotLength = data.length;
+            if (snapshotLength === 0) {
+                return;
+            }
+            for (let i = 0; i < data.length; i++) {
+                const value = data[i];
+                const parsed = this.parseWsOrder(value);
+                const symbol = parsed['symbol'];
+                symbolIds[symbol] = true;
+                orders.append(parsed);
+            }
+        }
+        else {
+            const parsed = this.parseWsOrder(data);
+            orders.append(parsed);
+            const symbol = parsed['symbol'];
+            symbolIds[symbol] = true;
+        }
+        const name = 'orders';
+        client.resolve(this.orders, name);
+        const keys = Object.keys(symbolIds);
+        for (let i = 0; i < keys.length; i++) {
+            const symbol = keys[i];
+            const market = this.market(symbol);
+            const messageHash = name + ':' + market['id'];
+            client.resolve(this.orders, messageHash);
+        }
+    }
+    parseWsOrderStatus(status) {
+        const statuses = {
+            'ACTIVE': 'open',
+            'CANCELED': 'canceled',
+            'EXECUTED': 'closed',
+            'PARTIALLY': 'open',
+        };
+        return this.safeString(statuses, status, status);
+    }
+    parseWsOrder(order, market = undefined) {
+        //
+        //   [
+        //       97084883506, // order id
+        //       null,
+        //       1655110144596, // clientOrderId
+        //       "tLTCUST", // symbol
+        //       1655110144596, // created timestamp
+        //       1655110144598, // updated timestamp
+        //       0, // amount
+        //       0.1, // amount_orig negative if sell order
+        //       "EXCHANGE MARKET", // type
+        //       null,
+        //       null,
+        //       null,
+        //       0,
+        //       "EXECUTED @ 42.821(0.1)", // status
+        //       null,
+        //       null,
+        //       42.799, // price
+        //       42.821, // price average
+        //       0, // price trailling
+        //       0, // price_aux_limit
+        //       null,
+        //       null,
+        //       null,
+        //       0,
+        //       0,
+        //       null,
+        //       null,
+        //       null,
+        //       "BFX",
+        //       null,
+        //       null,
+        //       {}
+        //   ]
+        //
+        const id = this.safeString(order, 0);
+        const clientOrderId = this.safeString(order, 1);
+        const marketId = this.safeString(order, 3);
+        const symbol = this.safeSymbol(marketId);
+        market = this.safeMarket(symbol);
+        let amount = this.safeString(order, 7);
+        let side = 'buy';
+        if (Precise["default"].stringLt(amount, '0')) {
+            amount = Precise["default"].stringAbs(amount);
+            side = 'sell';
+        }
+        const remaining = Precise["default"].stringAbs(this.safeString(order, 6));
+        let type = this.safeString(order, 8);
+        if (type.indexOf('LIMIT') > -1) {
+            type = 'limit';
+        }
+        else if (type.indexOf('MARKET') > -1) {
+            type = 'market';
+        }
+        const rawState = this.safeString(order, 13);
+        const stateParts = rawState.split(' ');
+        const trimmedStatus = this.safeString(stateParts, 0);
+        const status = this.parseWsOrderStatus(trimmedStatus);
+        const price = this.safeString(order, 16);
+        const timestamp = this.safeInteger2(order, 5, 4);
+        const average = this.safeString(order, 17);
+        const stopPrice = this.omitZero(this.safeString(order, 18));
+        return this.safeOrder({
+            'info': order,
+            'id': id,
+            'clientOrderId': clientOrderId,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'lastTradeTimestamp': undefined,
+            'symbol': symbol,
+            'type': type,
+            'side': side,
+            'price': price,
+            'stopPrice': stopPrice,
+            'triggerPrice': stopPrice,
+            'average': average,
+            'amount': amount,
+            'remaining': remaining,
+            'filled': undefined,
+            'status': status,
+            'fee': undefined,
+            'cost': undefined,
+            'trades': undefined,
+        }, market);
+    }
+    handleMessage(client, message) {
+        const channelId = this.safeString(message, 0);
+        //
+        //     [
+        //         1231,
+        //         "hb",
+        //     ]
+        //
+        // auth message
+        //    {
+        //        "event": "auth",
+        //        "status": "OK",
+        //        "chanId": 0,
+        //        "userId": 3159883,
+        //        "auth_id": "ac7108e7-2f26-424d-9982-c24700dc02ca",
+        //        "caps": {
+        //          "orders": { read: 1, write: 1 },
+        //          "account": { read: 1, write: 1 },
+        //          "funding": { read: 1, write: 1 },
+        //          "history": { read: 1, write: 0 },
+        //          "wallets": { read: 1, write: 1 },
+        //          "withdraw": { read: 0, write: 1 },
+        //          "positions": { read: 1, write: 1 },
+        //          "ui_withdraw": { read: 0, write: 0 }
+        //        }
+        //    }
+        //
+        if (Array.isArray(message)) {
+            if (message[1] === 'hb') {
+                return message; // skip heartbeats within subscription channels for now
+            }
+            const subscription = this.safeValue(client.subscriptions, channelId, {});
+            const channel = this.safeString(subscription, 'channel');
+            const name = this.safeString(message, 1);
+            const publicMethods = {
+                'book': this.handleOrderBook,
+                'cs': this.handleChecksum,
+                'candles': this.handleOHLCV,
+                'ticker': this.handleTicker,
+                'trades': this.handleTrades,
+            };
+            const privateMethods = {
+                'os': this.handleOrders,
+                'ou': this.handleOrders,
+                'on': this.handleOrders,
+                'oc': this.handleOrders,
+                'wu': this.handleBalance,
+                'ws': this.handleBalance,
+                'tu': this.handleMyTrade,
+            };
+            let method = undefined;
+            if (channelId === '0') {
+                method = this.safeValue(privateMethods, name);
+            }
+            else {
+                method = this.safeValue2(publicMethods, name, channel);
+            }
+            if (method === undefined) {
+                return message;
+            }
+            else {
+                return method.call(this, client, message, subscription);
+            }
+        }
+        else {
+            const event = this.safeString(message, 'event');
+            if (event !== undefined) {
+                const methods = {
+                    'info': this.handleSystemStatus,
+                    'subscribed': this.handleSubscriptionStatus,
+                    'auth': this.handleAuthenticationMessage,
+                };
+                const method = this.safeValue(methods, event);
+                if (method === undefined) {
+                    return message;
+                }
+                else {
+                    return method.call(this, client, message);
+                }
+            }
+        }
+    }
+}
+
+module.exports = bitfinex2;