ccxt 4.2.10 → 4.2.12

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

@@ -0,0 +1,825 @@
+'use strict';
+
+var deribit$1 = require('../deribit.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class deribit extends deribit$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchBalance': true,
+                'watchTicker': true,
+                'watchTickers': false,
+                'watchTrades': true,
+                'watchMyTrades': true,
+                'watchOrders': true,
+                'watchOrderBook': true,
+                'watchOHLCV': true,
+            },
+            'urls': {
+                'test': {
+                    'ws': 'wss://test.deribit.com/ws/api/v2',
+                },
+                'api': {
+                    'ws': 'wss://www.deribit.com/ws/api/v2',
+                },
+            },
+            'options': {
+                'timeframes': {
+                    '1m': 1,
+                    '3m': 3,
+                    '5m': 5,
+                    '15m': 15,
+                    '30m': 30,
+                    '1h': 60,
+                    '2h': 120,
+                    '4h': 180,
+                    '6h': 360,
+                    '12h': 720,
+                    '1d': '1D',
+                },
+                'currencies': ['BTC', 'ETH', 'SOL', 'USDC'],
+            },
+            'streaming': {},
+            'exceptions': {},
+        });
+    }
+    requestId() {
+        const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
+        this.options['requestId'] = requestId;
+        return requestId;
+    }
+    async watchBalance(params = {}) {
+        /**
+         * @method
+         * @name deribit#watchBalance
+         * @see https://docs.deribit.com/#user-portfolio-currency
+         * @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
+         * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
+         */
+        await this.authenticate(params);
+        const messageHash = 'balance';
+        const url = this.urls['api']['ws'];
+        const currencies = this.safeValue(this.options, 'currencies', []);
+        const channels = [];
+        for (let i = 0; i < currencies.length; i++) {
+            const currencyCode = currencies[i];
+            channels.push('user.portfolio.' + currencyCode);
+        }
+        const subscribe = {
+            'jsonrpc': '2.0',
+            'method': 'private/subscribe',
+            'params': {
+                'channels': channels,
+            },
+            'id': this.requestId(),
+        };
+        const request = this.deepExtend(subscribe, params);
+        return await this.watch(url, messageHash, request, messageHash, request);
+    }
+    handleBalance(client, message) {
+        //
+        // subscription
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "method": "subscription",
+        //         "params": {
+        //             "channel": "user.portfolio.btc",
+        //             "data": {
+        //                 "total_pl": 0,
+        //                 "session_upl": 0,
+        //                 "session_rpl": 0,
+        //                 "projected_maintenance_margin": 0,
+        //                 "projected_initial_margin": 0,
+        //                 "projected_delta_total": 0,
+        //                 "portfolio_margining_enabled": false,
+        //                 "options_vega": 0,
+        //                 "options_value": 0,
+        //                 "options_theta": 0,
+        //                 "options_session_upl": 0,
+        //                 "options_session_rpl": 0,
+        //                 "options_pl": 0,
+        //                 "options_gamma": 0,
+        //                 "options_delta": 0,
+        //                 "margin_balance": 0.0015,
+        //                 "maintenance_margin": 0,
+        //                 "initial_margin": 0,
+        //                 "futures_session_upl": 0,
+        //                 "futures_session_rpl": 0,
+        //                 "futures_pl": 0,
+        //                 "fee_balance": 0,
+        //                 "estimated_liquidation_ratio_map": {},
+        //                 "estimated_liquidation_ratio": 0,
+        //                 "equity": 0.0015,
+        //                 "delta_total_map": {},
+        //                 "delta_total": 0,
+        //                 "currency": "BTC",
+        //                 "balance": 0.0015,
+        //                 "available_withdrawal_funds": 0.0015,
+        //                 "available_funds": 0.0015
+        //             }
+        //         }
+        //     }
+        //
+        const params = this.safeValue(message, 'params', {});
+        const data = this.safeValue(params, 'data', {});
+        this.balance['info'] = data;
+        const currencyId = this.safeString(data, 'currency');
+        const currencyCode = this.safeCurrencyCode(currencyId);
+        const balance = this.parseBalance(data);
+        this.balance[currencyCode] = balance;
+        const messageHash = 'balance';
+        client.resolve(this.balance, messageHash);
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name deribit#watchTicker
+         * @see https://docs.deribit.com/#ticker-instrument_name-interval
+         * @description watches a price ticker, a statistical calculation with the information 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
+         * @param {str} [params.interval] specify aggregation and frequency of notifications. Possible values: 100ms, raw
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const url = this.urls['api']['ws'];
+        const interval = this.safeString(params, 'interval', '100ms');
+        params = this.omit(params, 'interval');
+        await this.loadMarkets();
+        if (interval === 'raw') {
+            await this.authenticate();
+        }
+        const channel = 'ticker.' + market['id'] + '.' + interval;
+        const message = {
+            'jsonrpc': '2.0',
+            'method': 'public/subscribe',
+            'params': {
+                'channels': ['ticker.' + market['id'] + '.' + interval],
+            },
+            'id': this.requestId(),
+        };
+        const request = this.deepExtend(message, params);
+        return await this.watch(url, channel, request, channel, request);
+    }
+    handleTicker(client, message) {
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "method": "subscription",
+        //         "params": {
+        //             "channel": "ticker.BTC_USDC-PERPETUAL.raw",
+        //             "data": {
+        //                 "timestamp": 1655393725041,
+        //                 "stats": [Object],
+        //                 "state": "open",
+        //                 "settlement_price": 21729.5891,
+        //                 "open_interest": 164.501,
+        //                 "min_price": 20792.9376,
+        //                 "max_price": 21426.225,
+        //                 "mark_price": 21109.555,
+        //                 "last_price": 21132,
+        //                 "instrument_name": "BTC_USDC-PERPETUAL",
+        //                 "index_price": 21122.3937,
+        //                 "funding_8h": -0.00022427,
+        //                 "estimated_delivery_price": 21122.3937,
+        //                 "current_funding": -0.00010782,
+        //                 "best_bid_price": 21106,
+        //                 "best_bid_amount": 1.143,
+        //                 "best_ask_price": 21113,
+        //                 "best_ask_amount": 0.327
+        //             }
+        //         }
+        //     }
+        //
+        const params = this.safeValue(message, 'params', {});
+        const data = this.safeValue(params, 'data', {});
+        const marketId = this.safeString(data, 'instrument_name');
+        const symbol = this.safeSymbol(marketId);
+        const ticker = this.parseTicker(data);
+        const messageHash = this.safeString(params, 'channel');
+        this.tickers[symbol] = ticker;
+        client.resolve(ticker, messageHash);
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name deribit#watchTrades
+         * @description get the list of most recent trades for a particular symbol
+         * @see https://docs.deribit.com/#trades-instrument_name-interval
+         * @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
+         * @param {str} [params.interval] specify aggregation and frequency of notifications. Possible values: 100ms, raw
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const url = this.urls['api']['ws'];
+        const interval = this.safeString(params, 'interval', '100ms');
+        params = this.omit(params, 'interval');
+        const channel = 'trades.' + market['id'] + '.' + interval;
+        if (interval === 'raw') {
+            await this.authenticate();
+        }
+        const message = {
+            'jsonrpc': '2.0',
+            'method': 'public/subscribe',
+            'params': {
+                'channels': [channel],
+            },
+            'id': this.requestId(),
+        };
+        const request = this.deepExtend(message, params);
+        const trades = await this.watch(url, channel, request, channel, request);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrades(client, message) {
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "method": "subscription",
+        //         "params": {
+        //             "channel": "trades.BTC_USDC-PERPETUAL.100ms",
+        //             "data": [{
+        //                 "trade_seq": 501899,
+        //                 "trade_id": "USDC-2436803",
+        //                 "timestamp": 1655397355998,
+        //                 "tick_direction": 2,
+        //                 "price": 21026,
+        //                 "mark_price": 21019.9719,
+        //                 "instrument_name": "BTC_USDC-PERPETUAL",
+        //                 "index_price": 21031.7847,
+        //                 "direction": "buy",
+        //                 "amount": 0.049
+        //             }]
+        //         }
+        //     }
+        //
+        const params = this.safeValue(message, 'params', {});
+        const channel = this.safeString(params, 'channel', '');
+        const parts = channel.split('.');
+        const marketId = this.safeString(parts, 1);
+        const symbol = this.safeSymbol(marketId);
+        const market = this.safeMarket(marketId);
+        const trades = this.safeValue(params, 'data', []);
+        let stored = this.safeValue(this.trades, symbol);
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            stored = new Cache.ArrayCache(limit);
+            this.trades[symbol] = stored;
+        }
+        for (let i = 0; i < trades.length; i++) {
+            const trade = trades[i];
+            const parsed = this.parseTrade(trade, market);
+            stored.append(parsed);
+        }
+        this.trades[symbol] = stored;
+        client.resolve(this.trades[symbol], channel);
+    }
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name deribit#watchMyTrades
+         * @description get the list of trades associated with the user
+         * @see https://docs.deribit.com/#user-trades-instrument_name-interval
+         * @param {string} symbol unified symbol of the market to fetch trades for. Use 'any' to watch all trades
+         * @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
+         * @param {str} [params.interval] specify aggregation and frequency of notifications. Possible values: 100ms, raw
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        await this.authenticate(params);
+        if (symbol !== undefined) {
+            await this.loadMarkets();
+            symbol = this.symbol(symbol);
+        }
+        const url = this.urls['api']['ws'];
+        const interval = this.safeString(params, 'interval', 'raw');
+        params = this.omit(params, 'interval');
+        const channel = 'user.trades.any.any.' + interval;
+        const message = {
+            'jsonrpc': '2.0',
+            'method': 'private/subscribe',
+            'params': {
+                'channels': [channel],
+            },
+            'id': this.requestId(),
+        };
+        const request = this.deepExtend(message, params);
+        const trades = await this.watch(url, channel, request, channel, request);
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
+    handleMyTrades(client, message) {
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "method": "subscription",
+        //         "params": {
+        //             "channel": "user.trades.any.any.raw",
+        //             "data": [{
+        //                 "trade_seq": 149546319,
+        //                 "trade_id": "219381310",
+        //                 "timestamp": 1655421193564,
+        //                 "tick_direction": 0,
+        //                 "state": "filled",
+        //                 "self_trade": false,
+        //                 "reduce_only": false,
+        //                 "profit_loss": 0,
+        //                 "price": 20236.5,
+        //                 "post_only": false,
+        //                 "order_type": "market",
+        //                 "order_id": "46108941243",
+        //                 "matching_id": null,
+        //                 "mark_price": 20233.96,
+        //                 "liquidity": "T",
+        //                 "instrument_name": "BTC-PERPETUAL",
+        //                 "index_price": 20253.31,
+        //                 "fee_currency": "BTC",
+        //                 "fee": 2.5e-7,
+        //                 "direction": "buy",
+        //                 "amount": 10
+        //             }]
+        //         }
+        //     }
+        //
+        const params = this.safeValue(message, 'params', {});
+        const channel = this.safeString(params, 'channel', '');
+        const trades = this.safeValue(params, 'data', []);
+        let cachedTrades = this.myTrades;
+        if (cachedTrades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            cachedTrades = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const parsed = this.parseTrades(trades);
+        for (let i = 0; i < parsed.length; i++) {
+            const trade = parsed[i];
+            cachedTrades.append(trade);
+            trade['symbol'];
+        }
+        client.resolve(cachedTrades, channel);
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name deribit#watchOrderBook
+         * @see https://docs.deribit.com/#public-get_book_summary_by_instrument
+         * @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
+         * @param {string} [params.interval] Frequency of notifications. Events will be aggregated over this interval. Possible values: 100ms, raw
+         * @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 url = this.urls['api']['ws'];
+        const interval = this.safeString(params, 'interval', '100ms');
+        params = this.omit(params, 'interval');
+        if (interval === 'raw') {
+            await this.authenticate();
+        }
+        const channel = 'book.' + market['id'] + '.' + interval;
+        const subscribe = {
+            'jsonrpc': '2.0',
+            'method': 'public/subscribe',
+            'params': {
+                'channels': [channel],
+            },
+            'id': this.requestId(),
+        };
+        const request = this.deepExtend(subscribe, params);
+        const orderbook = await this.watch(url, channel, request, channel);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        //
+        //  snapshot
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "method": "subscription",
+        //         "params": {
+        //             "channel": "book.BTC_USDC-PERPETUAL.raw",
+        //             "data": {
+        //                 "type": "snapshot",
+        //                 "timestamp": 1655395057025,
+        //                 "instrument_name": "BTC_USDC-PERPETUAL",
+        //                 "change_id": 1550694837,
+        //                 "bids": [
+        //                     ["new", 20987, 0.487],
+        //                     ["new", 20986, 0.238],
+        //                 ],
+        //                 "asks": [
+        //                     ["new", 20999, 0.092],
+        //                     ["new", 21000, 1.238],
+        //                 ]
+        //             }
+        //         }
+        //     }
+        //
+        //  change
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "method": "subscription",
+        //         "params": {
+        //             "channel": "book.BTC_USDC-PERPETUAL.raw",
+        //             "data": {
+        //                 "type": "change",
+        //                 "timestamp": 1655395168086,
+        //                 "prev_change_id": 1550724481,
+        //                 "instrument_name": "BTC_USDC-PERPETUAL",
+        //                 "change_id": 1550724483,
+        //                 "bids": [
+        //                     ["new", 20977, 0.109],
+        //                     ["delete", 20975, 0]
+        //                 ],
+        //                 "asks": []
+        //             }
+        //         }
+        //     }
+        //
+        const params = this.safeValue(message, 'params', {});
+        const data = this.safeValue(params, 'data', {});
+        const channel = this.safeString(params, 'channel');
+        const marketId = this.safeString(data, 'instrument_name');
+        const symbol = this.safeSymbol(marketId);
+        const timestamp = this.safeInteger(data, 'timestamp');
+        let storedOrderBook = this.safeValue(this.orderbooks, symbol);
+        if (storedOrderBook === undefined) {
+            storedOrderBook = this.countedOrderBook();
+        }
+        const asks = this.safeValue(data, 'asks', []);
+        const bids = this.safeValue(data, 'bids', []);
+        this.handleDeltas(storedOrderBook['asks'], asks);
+        this.handleDeltas(storedOrderBook['bids'], bids);
+        storedOrderBook['nonce'] = timestamp;
+        storedOrderBook['timestamp'] = timestamp;
+        storedOrderBook['datetime'] = this.iso8601(timestamp);
+        storedOrderBook['symbol'] = symbol;
+        this.orderbooks[symbol] = storedOrderBook;
+        client.resolve(storedOrderBook, channel);
+    }
+    cleanOrderBook(data) {
+        const bids = this.safeValue(data, 'bids', []);
+        const asks = this.safeValue(data, 'asks', []);
+        const cleanedBids = [];
+        for (let i = 0; i < bids.length; i++) {
+            cleanedBids.push([bids[i][1], bids[i][2]]);
+        }
+        const cleanedAsks = [];
+        for (let i = 0; i < asks.length; i++) {
+            cleanedAsks.push([asks[i][1], asks[i][2]]);
+        }
+        data['bids'] = cleanedBids;
+        data['asks'] = cleanedAsks;
+        return data;
+    }
+    handleDelta(bookside, delta) {
+        const price = delta[1];
+        const amount = delta[2];
+        if (delta[0] === 'new' || delta[0] === 'change') {
+            bookside.store(price, amount, 1);
+        }
+        else if (delta[0] === 'delete') {
+            bookside.store(price, amount, 0);
+        }
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name deribit#watchOrders
+         * @see https://docs.deribit.com/#user-orders-instrument_name-raw
+         * @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();
+        await this.authenticate(params);
+        if (symbol !== undefined) {
+            symbol = this.symbol(symbol);
+        }
+        const url = this.urls['api']['ws'];
+        const currency = this.safeString(params, 'currency', 'any');
+        const interval = this.safeString(params, 'interval', 'raw');
+        const kind = this.safeString(params, 'kind', 'any');
+        params = this.omit(params, 'interval', 'currency', 'kind');
+        const channel = 'user.orders.' + kind + '.' + currency + '.' + interval;
+        const message = {
+            'jsonrpc': '2.0',
+            'method': 'private/subscribe',
+            'params': {
+                'channels': [channel],
+            },
+            'id': this.requestId(),
+        };
+        const request = this.deepExtend(message, params);
+        const orders = await this.watch(url, channel, request, channel, request);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    handleOrders(client, message) {
+        // Does not return a snapshot of current orders
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "method": "subscription",
+        //         "params": {
+        //             "channel": "user.orders.any.any.raw",
+        //             "data": {
+        //                 "web": true,
+        //                 "time_in_force": "good_til_cancelled",
+        //                 "replaced": false,
+        //                 "reduce_only": false,
+        //                 "profit_loss": 0,
+        //                 "price": 50000,
+        //                 "post_only": false,
+        //                 "order_type": "limit",
+        //                 "order_state": "open",
+        //                 "order_id": "46094375191",
+        //                 "max_show": 10,
+        //                 "last_update_timestamp": 1655401625037,
+        //                 "label": '',
+        //                 "is_liquidation": false,
+        //                 "instrument_name": "BTC-PERPETUAL",
+        //                 "filled_amount": 0,
+        //                 "direction": "sell",
+        //                 "creation_timestamp": 1655401625037,
+        //                 "commission": 0,
+        //                 "average_price": 0,
+        //                 "api": false,
+        //                 "amount": 10
+        //             }
+        //         }
+        //     }
+        //
+        if (this.orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            this.orders = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const params = this.safeValue(message, 'params', {});
+        const channel = this.safeString(params, 'channel', '');
+        const data = this.safeValue(params, 'data', {});
+        let orders = [];
+        if (Array.isArray(data)) {
+            orders = this.parseOrders(data);
+        }
+        else {
+            const order = this.parseOrder(data);
+            orders = [order];
+        }
+        const cachedOrders = this.orders;
+        for (let i = 0; i < orders.length; i++) {
+            cachedOrders.append(orders[i]);
+        }
+        client.resolve(this.orders, channel);
+    }
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name deribit#watchOHLCV
+         * @see https://docs.deribit.com/#chart-trades-instrument_name-resolution
+         * @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);
+        const url = this.urls['api']['ws'];
+        const timeframes = this.safeValue(this.options, 'timeframes', {});
+        const interval = this.safeString(timeframes, timeframe);
+        if (interval === undefined) {
+            throw new errors.NotSupported(this.id + ' this interval is not supported, please provide one of the supported timeframes');
+        }
+        const channel = 'chart.trades.' + market['id'] + '.' + interval;
+        const message = {
+            'jsonrpc': '2.0',
+            'method': 'public/subscribe',
+            'params': {
+                'channels': [channel],
+            },
+            'id': this.requestId(),
+        };
+        const request = this.deepExtend(message, params);
+        const ohlcv = await this.watch(url, channel, request, channel, request);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(market['symbol'], limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message) {
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "method": "subscription",
+        //         "params": {
+        //             "channel": "chart.trades.BTC_USDC-PERPETUAL.1",
+        //             "data": {
+        //                 "volume": 0,
+        //                 "tick": 1655403420000,
+        //                 "open": 20951,
+        //                 "low": 20951,
+        //                 "high": 20951,
+        //                 "cost": 0,
+        //                 "close": 20951
+        //             }
+        //         }
+        //     }
+        //
+        const params = this.safeValue(message, 'params', {});
+        const channel = this.safeString(params, 'channel', '');
+        const parts = channel.split('.');
+        const marketId = this.safeString(parts, 2);
+        const symbol = this.safeSymbol(marketId);
+        const ohlcv = this.safeValue(params, 'data', {});
+        const parsed = [
+            this.safeNumber(ohlcv, 'tick'),
+            this.safeNumber(ohlcv, 'open'),
+            this.safeNumber(ohlcv, 'high'),
+            this.safeNumber(ohlcv, 'low'),
+            this.safeNumber(ohlcv, 'close'),
+            this.safeNumber(ohlcv, 'volume'),
+        ];
+        let stored = this.safeValue(this.ohlcvs, symbol);
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
+            stored = new Cache.ArrayCacheByTimestamp(limit);
+        }
+        stored.append(parsed);
+        this.ohlcvs[symbol] = stored;
+        client.resolve(stored, channel);
+    }
+    handleMessage(client, message) {
+        //
+        // error
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "id": 1,
+        //         "error": {
+        //             "message": "Invalid params",
+        //             "data": {
+        //                 "reason": "invalid format",
+        //                 "param": "nonce"
+        //             },
+        //             "code": -32602
+        //         },
+        //         "usIn": "1655391709417993",
+        //         "usOut": "1655391709418049",
+        //         "usDiff": 56,
+        //         "testnet": false
+        //     }
+        //
+        // subscribe
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "id": 2,
+        //         "result": ["ticker.BTC_USDC-PERPETUAL.raw"],
+        //         "usIn": "1655393625889396",
+        //         "usOut": "1655393625889518",
+        //         "usDiff": 122,
+        //         "testnet": false
+        //     }
+        //
+        // notification
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "method": "subscription",
+        //         "params": {
+        //             "channel": "ticker.BTC_USDC-PERPETUAL.raw",
+        //             "data": {
+        //                 "timestamp": 1655393724752,
+        //                 "stats": [Object],
+        //                 "state": "open",
+        //                 "settlement_price": 21729.5891,
+        //                 "open_interest": 164.501,
+        //                 "min_price": 20792.9001,
+        //                 "max_price": 21426.1864,
+        //                 "mark_price": 21109.4757,
+        //                 "last_price": 21132,
+        //                 "instrument_name": "BTC_USDC-PERPETUAL",
+        //                 "index_price": 21122.3937,
+        //                 "funding_8h": -0.00022427,
+        //                 "estimated_delivery_price": 21122.3937,
+        //                 "current_funding": -0.00011158,
+        //                 "best_bid_price": 21106,
+        //                 "best_bid_amount": 1.143,
+        //                 "best_ask_price": 21113,
+        //                 "best_ask_amount": 0.402
+        //             }
+        //         }
+        //     }
+        //
+        const error = this.safeValue(message, 'error');
+        if (error !== undefined) {
+            throw new errors.ExchangeError(this.id + ' ' + this.json(error));
+        }
+        const params = this.safeValue(message, 'params');
+        const channel = this.safeString(params, 'channel');
+        if (channel !== undefined) {
+            const parts = channel.split('.');
+            const channelId = this.safeString(parts, 0);
+            const userHandlers = {
+                'trades': this.handleMyTrades,
+                'portfolio': this.handleBalance,
+                'orders': this.handleOrders,
+            };
+            const handlers = {
+                'ticker': this.handleTicker,
+                'book': this.handleOrderBook,
+                'trades': this.handleTrades,
+                'chart': this.handleOHLCV,
+                'user': this.safeValue(userHandlers, this.safeString(parts, 1)),
+            };
+            const handler = this.safeValue(handlers, channelId);
+            if (handler !== undefined) {
+                return handler.call(this, client, message);
+            }
+            throw new errors.NotSupported(this.id + ' no handler found for this message ' + this.json(message));
+        }
+        const result = this.safeValue(message, 'result', {});
+        const accessToken = this.safeString(result, 'access_token');
+        if (accessToken !== undefined) {
+            return this.handleAuthenticationMessage(client, message);
+        }
+        return message;
+    }
+    handleAuthenticationMessage(client, message) {
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "id": 1,
+        //         "result": {
+        //             "token_type": "bearer",
+        //             "scope": "account:read_write block_trade:read_write connection custody:read_write mainaccount name:ccxt trade:read_write wallet:read_write",
+        //             "refresh_token": "1686927372328.1EzFBRmt.logRQWXkPA1oE_Tk0gRsls9Hau7YN6a321XUBnxvR4x6cryhbkKcniUJU-czA8_zKXrqQGpQmfoDwhLIjIsWCvRuu6otbg-LKWlrtTX1GQqLcPaTTHAdZGTMV-HM8HiS03QBd9MIXWRfF53sKj2hdR9nZPZ6MH1XrkpAZPB_peuEEB9wlcc3elzWEZFtCmiy1fnQ8TPHwAJMt3nuUmEcMLt_-F554qrsg_-I66D9xMiifJj4dBemdPfV_PkGPRIwIoKlxDjyv2-xfCw-4eKyo6Hu1m2h6gT1DPOTxSXcBgfBQjpi-_uY3iAIj7U6xjC46PHthEdquhEuCTZl7UfCRZSAWwZA",
+        //             "expires_in": 31536000,
+        //             "access_token": "1686923272328.1CkwEx-u.qHradpIulmuoeboKMEi8PkQ1_4DF8yFE2zywBTtkD32sruVC53b1HwL5OWRuh2nYAndXff4xuXIMRkkEfMAFCeq24prihxxinoS8DDVkKBxedGx4CUPJFeXjmh7wuRGqQOLg1plXOpbF3fwF2KPEkAuETwcpcVY6K9HUVjutNRfxFe2TR7CvuS9x8TATvoPeu7H1ezYl-LkKSaRifdTXuwituXgp4oDbPRyQLniEBWuYF9rY7qbABxuOJlXI1VZ63u7Bh0mGWei-KeVeqHGNpy6OgrFRPXPxa9_U7vaxCyHW3zZ9959TQ1QUMLWtUX-NLBEv3BT5eCieW9HORYIOKfsgkpd3"
+        //         },
+        //         "usIn": "1655391872327712",
+        //         "usOut": "1655391872328515",
+        //         "usDiff": 803,
+        //         "testnet": false
+        //     }
+        //
+        const messageHash = 'authenticated';
+        client.resolve(message, messageHash);
+        return message;
+    }
+    authenticate(params = {}) {
+        const url = this.urls['api']['ws'];
+        const client = this.client(url);
+        const time = this.milliseconds();
+        const timeString = this.numberToString(time);
+        const nonce = timeString;
+        const messageHash = 'authenticated';
+        let future = this.safeValue(client.subscriptions, messageHash);
+        if (future === undefined) {
+            this.checkRequiredCredentials();
+            const requestId = this.requestId();
+            const signature = this.hmac(this.encode(timeString + '\n' + nonce + '\n'), this.encode(this.secret), sha256.sha256);
+            const request = {
+                'jsonrpc': '2.0',
+                'id': requestId,
+                'method': 'public/auth',
+                'params': {
+                    'grant_type': 'client_signature',
+                    'client_id': this.apiKey,
+                    'timestamp': time,
+                    'signature': signature,
+                    'nonce': nonce,
+                    'data': '',
+                },
+            };
+            future = this.watch(url, messageHash, this.extend(request, params));
+            client.subscriptions[messageHash] = future;
+        }
+        return future;
+    }
+}
+
+module.exports = deribit;