ccxt 4.2.10 → 4.2.12

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

@@ -0,0 +1,714 @@
+'use strict';
+
+var idex$1 = require('../idex.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+var Precise = require('../base/Precise.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class idex extends idex$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchOrderBook': true,
+                'watchTrades': true,
+                'watchOHLCV': true,
+                'watchTicker': true,
+                'watchTickers': false,
+                'watchOrders': true,
+                'watchTransactions': true,
+            },
+            'urls': {
+                'test': {
+                    'ws': 'wss://websocket-matic.idex.io/v1',
+                },
+                'api': {},
+            },
+            'options': {
+                'tradesLimit': 1000,
+                'ordersLimit': 1000,
+                'OHLCVLimit': 1000,
+                'watchOrderBookLimit': 1000,
+                'orderBookSubscriptions': {},
+                'token': undefined,
+                'watchOrderBook': {
+                    'maxRetries': 3,
+                },
+                'fetchOrderBookSnapshotMaxAttempts': 10,
+                'fetchOrderBookSnapshotMaxDelay': 10000, // throw if there are no orders in 10 seconds
+            },
+        });
+    }
+    async subscribe(subscribeObject, messageHash, subscription = true) {
+        const url = this.urls['test']['ws'];
+        const request = {
+            'method': 'subscribe',
+            'subscriptions': [
+                subscribeObject,
+            ],
+        };
+        return await this.watch(url, messageHash, request, messageHash, subscription);
+    }
+    async subscribePrivate(subscribeObject, messageHash) {
+        const token = await this.authenticate();
+        const url = this.urls['test']['ws'];
+        const request = {
+            'method': 'subscribe',
+            'token': token,
+            'subscriptions': [
+                subscribeObject,
+            ],
+        };
+        return await this.watch(url, messageHash, request, messageHash);
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name idex#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}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const name = 'tickers';
+        const subscribeObject = {
+            'name': name,
+            'markets': [market['id']],
+        };
+        const messageHash = name + ':' + market['id'];
+        return await this.subscribe(this.extend(subscribeObject, params), messageHash);
+    }
+    handleTicker(client, message) {
+        // { type: "tickers",
+        //   "data":
+        //    { m: "DIL-ETH",
+        //      "t": 1599213946045,
+        //      "o": "0.09699020",
+        //      "h": "0.10301548",
+        //      "l": "0.09577222",
+        //      "c": "0.09907311",
+        //      "Q": "1.32723120",
+        //      "v": "297.80667468",
+        //      "q": "29.52142669",
+        //      "P": "2.14",
+        //      "n": 197,
+        //      "a": "0.09912245",
+        //      "b": "0.09686980",
+        //      "u": 5870 } }
+        const type = this.safeString(message, 'type');
+        const data = this.safeValue(message, 'data');
+        const marketId = this.safeString(data, 'm');
+        const symbol = this.safeSymbol(marketId);
+        const messageHash = type + ':' + marketId;
+        const timestamp = this.safeInteger(data, 't');
+        const close = this.safeString(data, 'c');
+        const percentage = this.safeString(data, 'P');
+        let change = undefined;
+        if ((percentage !== undefined) && (close !== undefined)) {
+            change = Precise["default"].stringMul(close, percentage);
+        }
+        const ticker = this.safeTicker({
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'high': this.safeString(data, 'h'),
+            'low': this.safeString(data, 'l'),
+            'bid': this.safeString(data, 'b'),
+            'bidVolume': undefined,
+            'ask': this.safeString(data, 'a'),
+            'askVolume': undefined,
+            'vwap': undefined,
+            'open': this.safeString(data, 'o'),
+            'close': close,
+            'last': close,
+            'previousClose': undefined,
+            'change': change,
+            'percentage': percentage,
+            'average': undefined,
+            'baseVolume': this.safeString(data, 'v'),
+            'quoteVolume': this.safeString(data, 'q'),
+            'info': message,
+        });
+        client.resolve(ticker, messageHash);
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name idex#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}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const name = 'trades';
+        const subscribeObject = {
+            'name': name,
+            'markets': [market['id']],
+        };
+        const messageHash = name + ':' + market['id'];
+        const trades = await this.subscribe(subscribeObject, messageHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrade(client, message) {
+        const type = this.safeString(message, 'type');
+        const data = this.safeValue(message, 'data');
+        const marketId = this.safeString(data, 'm');
+        const messageHash = type + ':' + marketId;
+        const trade = this.parseWsTrade(data);
+        const keys = Object.keys(this.trades);
+        const length = keys.length;
+        if (length === 0) {
+            const limit = this.safeInteger(this.options, 'tradesLimit');
+            this.trades = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const trades = this.trades;
+        trades.append(trade);
+        client.resolve(trades, messageHash);
+    }
+    parseWsTrade(trade, market = undefined) {
+        // public trades
+        // { m: "DIL-ETH",
+        //   "i": "897ecae6-4b75-368a-ac00-be555e6ad65f",
+        //   "p": "0.09696995",
+        //   "q": "2.00000000",
+        //   "Q": "0.19393990",
+        //   "t": 1599504616247,
+        //   "s": "buy",
+        //   "u": 6620 }
+        // private trades
+        // { i: "ee253d78-88be-37ed-a61c-a36395c2ce48",
+        //   "p": "0.09925382",
+        //   "q": "0.15000000",
+        //   "Q": "0.01488807",
+        //   "t": 1599499129369,
+        //   "s": "sell",
+        //   "u": 6603,
+        //   "f": "0.00030000",
+        //   "a": "DIL",
+        //   "g": "0.00856110",
+        //   "l": "maker",
+        //   "S": "pending" }
+        const marketId = this.safeString(trade, 'm');
+        const symbol = this.safeSymbol(marketId);
+        const id = this.safeString(trade, 'i');
+        const price = this.safeString(trade, 'p');
+        const amount = this.safeString(trade, 'q');
+        const cost = this.safeString(trade, 'Q');
+        const timestamp = this.safeInteger(trade, 't');
+        const side = this.safeString(trade, 's');
+        const fee = {
+            'currency': this.safeString(trade, 'a'),
+            'cost': this.safeString(trade, 'f'),
+        };
+        const takerOrMarker = this.safeString(trade, 'l');
+        return this.safeTrade({
+            'info': trade,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'symbol': symbol,
+            'id': id,
+            'order': undefined,
+            'type': undefined,
+            'takerOrMaker': takerOrMarker,
+            'side': side,
+            'price': price,
+            'amount': amount,
+            'cost': cost,
+            'fee': fee,
+        });
+    }
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name idex#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 name = 'candles';
+        const interval = this.safeString(this.timeframes, timeframe, timeframe);
+        const subscribeObject = {
+            'name': name,
+            'markets': [market['id']],
+            'interval': interval,
+        };
+        const messageHash = name + ':' + market['id'];
+        const ohlcv = await this.subscribe(subscribeObject, messageHash);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message) {
+        // { type: "candles",
+        //   "data":
+        //    { m: "DIL-ETH",
+        //      "t": 1599477340109,
+        //      "i": "1m",
+        //      "s": 1599477300000,
+        //      "e": 1599477360000,
+        //      "o": "0.09911040",
+        //      "h": "0.09911040",
+        //      "l": "0.09911040",
+        //      "c": "0.09911040",
+        //      "v": "0.15000000",
+        //      "n": 1,
+        //      "u": 6531 } }
+        const type = this.safeString(message, 'type');
+        const data = this.safeValue(message, 'data');
+        const marketId = this.safeString(data, 'm');
+        const messageHash = type + ':' + marketId;
+        const parsed = [
+            this.safeInteger(data, 's'),
+            this.safeFloat(data, 'o'),
+            this.safeFloat(data, 'h'),
+            this.safeFloat(data, 'l'),
+            this.safeFloat(data, 'c'),
+            this.safeFloat(data, 'v'),
+        ];
+        const symbol = this.safeSymbol(marketId);
+        const interval = this.safeString(data, 'i');
+        const timeframe = this.findTimeframe(interval);
+        // TODO: move to base class
+        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;
+        }
+        stored.append(parsed);
+        client.resolve(stored, messageHash);
+    }
+    handleSubscribeMessage(client, message) {
+        // {
+        //   "type": "subscriptions",
+        //   "subscriptions": [
+        //     {
+        //       "name": "l2orderbook",
+        //       "markets": [
+        //         "DIL-ETH"
+        //       ]
+        //     }
+        //   ]
+        // }
+        const subscriptions = this.safeValue(message, 'subscriptions');
+        for (let i = 0; i < subscriptions.length; i++) {
+            const subscription = subscriptions[i];
+            const name = this.safeString(subscription, 'name');
+            if (name === 'l2orderbook') {
+                const markets = this.safeValue(subscription, 'markets');
+                for (let j = 0; j < markets.length; j++) {
+                    const marketId = markets[j];
+                    const orderBookSubscriptions = this.safeValue(this.options, 'orderBookSubscriptions', {});
+                    if (!(marketId in orderBookSubscriptions)) {
+                        const symbol = this.safeSymbol(marketId);
+                        if (!(symbol in this.orderbooks)) {
+                            const orderbook = this.countedOrderBook({});
+                            orderbook.cache = [];
+                            this.orderbooks[symbol] = orderbook;
+                        }
+                        this.spawn(this.fetchOrderBookSnapshot, client, symbol);
+                    }
+                }
+                break;
+            }
+        }
+    }
+    async fetchOrderBookSnapshot(client, symbol, params = {}) {
+        const orderbook = this.orderbooks[symbol];
+        const market = this.market(symbol);
+        const messageHash = 'l2orderbook' + ':' + market['id'];
+        const subscription = client.subscriptions[messageHash];
+        if (!subscription['fetchingOrderBookSnapshot']) {
+            subscription['startTime'] = this.milliseconds();
+        }
+        subscription['fetchingOrderBookSnapshot'] = true;
+        const maxAttempts = this.safeInteger(this.options, 'fetchOrderBookSnapshotMaxAttempts', 10);
+        const maxDelay = this.safeInteger(this.options, 'fetchOrderBookSnapshotMaxDelay', 10000);
+        try {
+            const limit = this.safeInteger(subscription, 'limit', 0);
+            // 3. Request a level-2 order book snapshot for the market from the REST API Order Books endpoint with limit set to 0.
+            const snapshot = await this.fetchRestOrderBookSafe(symbol, limit);
+            const firstBuffered = this.safeValue(orderbook.cache, 0);
+            const firstData = this.safeValue(firstBuffered, 'data');
+            const firstNonce = this.safeInteger(firstData, 'u');
+            const length = orderbook.cache.length;
+            const lastBuffered = this.safeValue(orderbook.cache, length - 1);
+            const lastData = this.safeValue(lastBuffered, 'data');
+            const lastNonce = this.safeInteger(lastData, 'u');
+            const bothExist = (firstNonce !== undefined) && (lastNonce !== undefined);
+            // ensure the snapshot is inside the range of our cached messages
+            // for example if the snapshot nonce is 100
+            // the first nonce must be less than or equal to 101 and the last nonce must be greater than 101
+            if (bothExist && (firstNonce <= snapshot['nonce'] + 1) && (lastNonce > snapshot['nonce'])) {
+                orderbook.reset(snapshot);
+                for (let i = 0; i < orderbook.cache.length; i++) {
+                    const message = orderbook.cache[i];
+                    const data = this.safeValue(message, 'data');
+                    const u = this.safeInteger(data, 'u');
+                    if (u > orderbook['nonce']) {
+                        // 5. Discard all order book update messages with sequence numbers less than or equal to the snapshot sequence number.
+                        // 6. Apply the remaining buffered order book update messages and any incoming order book update messages to the order book snapshot.
+                        this.handleOrderBookMessage(client, message, orderbook);
+                    }
+                }
+                subscription['fetchingOrderBookSnapshot'] = false;
+                client.resolve(orderbook, messageHash);
+            }
+            else {
+                // 4. If the sequence in the order book snapshot is less than the sequence of the
+                //    first buffered order book update message, discard the order book snapshot and retry step 3.
+                // this will continue to recurse until we have a buffered message
+                // since updates the order book endpoint depend on order events
+                // so it will eventually throw if there are no orders on a pair
+                subscription['numAttempts'] = subscription['numAttempts'] + 1;
+                const timeElapsed = this.milliseconds() - subscription['startTime'];
+                const maxAttemptsValid = subscription['numAttempts'] < maxAttempts;
+                const timeElapsedValid = timeElapsed < maxDelay;
+                if (maxAttemptsValid && timeElapsedValid) {
+                    this.delay(this.rateLimit, this.fetchOrderBookSnapshot, client, symbol);
+                }
+                else {
+                    const endpart = (!maxAttemptsValid) ? ' in ' + maxAttempts.toString() + ' attempts' : ' after ' + maxDelay.toString() + ' milliseconds';
+                    throw new errors.InvalidNonce(this.id + ' failed to synchronize WebSocket feed with the snapshot for symbol ' + symbol + endpart);
+                }
+            }
+        }
+        catch (e) {
+            subscription['fetchingOrderBookSnapshot'] = false;
+            client.reject(e, messageHash);
+        }
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name idex#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
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const name = 'l2orderbook';
+        const subscribeObject = {
+            'name': name,
+            'markets': [market['id']],
+        };
+        const messageHash = name + ':' + market['id'];
+        const subscription = {
+            'fetchingOrderBookSnapshot': false,
+            'numAttempts': 0,
+            'startTime': undefined,
+        };
+        if (limit === undefined) {
+            subscription['limit'] = 1000;
+        }
+        else {
+            subscription['limit'] = limit;
+        }
+        // 1. Connect to the WebSocket API endpoint and subscribe to the L2 Order Book for the target market.
+        const orderbook = await this.subscribe(subscribeObject, messageHash, subscription);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        const data = this.safeValue(message, 'data');
+        const marketId = this.safeString(data, 'm');
+        const symbol = this.safeSymbol(marketId);
+        const orderbook = this.orderbooks[symbol];
+        if (orderbook['nonce'] === undefined) {
+            // 2. Buffer the incoming order book update subscription messages.
+            orderbook.cache.push(message);
+        }
+        else {
+            this.handleOrderBookMessage(client, message, orderbook);
+        }
+    }
+    handleOrderBookMessage(client, message, orderbook) {
+        // {
+        //   "type": "l2orderbook",
+        //   "data": {
+        //     "m": "DIL-ETH",
+        //     "t": 1600197205037,
+        //     "u": 94116643,
+        //     "b": [
+        //       [
+        //         "0.09662187",
+        //         "0.00000000",
+        //         0
+        //       ]
+        //     ],
+        //     "a": []
+        //   }
+        // }
+        const type = this.safeString(message, 'type');
+        const data = this.safeValue(message, 'data');
+        const marketId = this.safeString(data, 'm');
+        const messageHash = type + ':' + marketId;
+        const nonce = this.safeInteger(data, 'u');
+        const timestamp = this.safeInteger(data, 't');
+        const bids = this.safeValue(data, 'b');
+        const asks = this.safeValue(data, 'a');
+        this.handleDeltas(orderbook['bids'], bids);
+        this.handleDeltas(orderbook['asks'], asks);
+        orderbook['nonce'] = nonce;
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601(timestamp);
+        client.resolve(orderbook, messageHash);
+    }
+    handleDelta(bookside, delta) {
+        const price = this.safeFloat(delta, 0);
+        const amount = this.safeFloat(delta, 1);
+        const count = this.safeInteger(delta, 2);
+        bookside.store(price, amount, count);
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
+    }
+    async authenticate(params = {}) {
+        const time = this.seconds();
+        const lastAuthenticatedTime = this.safeInteger(this.options, 'lastAuthenticatedTime', 0);
+        if (time - lastAuthenticatedTime > 900) {
+            const request = {
+                'wallet': this.walletAddress,
+                'nonce': this.uuidv1(),
+            };
+            const response = await this.privateGetWsToken(this.extend(request, params));
+            this.options['lastAuthenticatedTime'] = time;
+            this.options['token'] = this.safeString(response, 'token');
+        }
+        return this.options['token'];
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name idex#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();
+        const name = 'orders';
+        const subscribeObject = {
+            'name': name,
+        };
+        let messageHash = name;
+        if (symbol !== undefined) {
+            symbol = this.symbol(symbol);
+            const marketId = this.marketId(symbol);
+            subscribeObject['markets'] = [marketId];
+            messageHash = name + ':' + marketId;
+        }
+        const orders = await this.subscribePrivate(subscribeObject, messageHash);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(orders, since, limit, 'timestamp', true);
+    }
+    handleOrder(client, message) {
+        // {
+        //   "type": "orders",
+        //   "data": {
+        //     "m": "DIL-ETH",
+        //     "i": "8f75dd30-f12d-11ea-b63c-df3381b4b5b4",
+        //     "w": "0x0AB991497116f7F5532a4c2f4f7B1784488628e1",
+        //     "t": 1599498857138,
+        //     "T": 1599498857092,
+        //     "x": "fill",
+        //     "X": "filled",
+        //     "u": 67695627,
+        //     "o": "limit",
+        //     "S": "buy",
+        //     "q": "0.15000000",
+        //     "z": "0.15000000",
+        //     "Z": "0.01486286",
+        //     "v": "0.09908573",
+        //     "p": "1.00000000",
+        //     "f": "gtc",
+        //     "V": "2",
+        //     "F": [
+        //       {
+        //         "i": "5cdc6d14-bc35-3279-ab5e-40d654ca1523",
+        //         "p": "0.09908577",
+        //         "q": "0.15000000",
+        //         "Q": "0.01486286",
+        //         "t": 1599498857092,
+        //         "s": "sell",
+        //         "u": 6600,
+        //         "f": "0.00030000",
+        //         "a": "DIL",
+        //         "g": "0.00856977",
+        //         "l": "maker",
+        //         "S": "pending"
+        //       }
+        //     ]
+        //   }
+        // }
+        const type = this.safeString(message, 'type');
+        const order = this.safeValue(message, 'data');
+        const marketId = this.safeString(order, 'm');
+        const symbol = this.safeSymbol(marketId);
+        const timestamp = this.safeInteger(order, 't');
+        const fills = this.safeValue(order, 'F', []);
+        const trades = [];
+        for (let i = 0; i < fills.length; i++) {
+            trades.push(this.parseWsTrade(fills[i]));
+        }
+        const id = this.safeString(order, 'i');
+        const side = this.safeString(order, 's');
+        const orderType = this.safeString(order, 'o');
+        const amount = this.safeString(order, 'q');
+        const filled = this.safeString(order, 'z');
+        const average = this.safeString(order, 'v');
+        const price = this.safeString(order, 'price', average); // for market orders
+        const rawStatus = this.safeString(order, 'X');
+        const status = this.parseOrderStatus(rawStatus);
+        const fee = {
+            'currency': undefined,
+            'cost': undefined,
+        };
+        let lastTrade = undefined;
+        for (let i = 0; i < trades.length; i++) {
+            lastTrade = trades[i];
+            fee['currency'] = lastTrade['fee']['currency'];
+            const stringLastTradeFee = lastTrade['fee']['cost'];
+            fee['cost'] = Precise["default"].stringAdd(fee['cost'], stringLastTradeFee);
+        }
+        const lastTradeTimestamp = this.safeInteger(lastTrade, 'timestamp');
+        const parsedOrder = this.safeOrder({
+            'info': message,
+            'id': id,
+            'clientOrderId': undefined,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'lastTradeTimestamp': lastTradeTimestamp,
+            'symbol': symbol,
+            'type': orderType,
+            'side': side,
+            'price': this.parseNumber(price),
+            'stopPrice': undefined,
+            'triggerPrice': undefined,
+            'amount': this.parseNumber(amount),
+            'cost': undefined,
+            'average': this.parseNumber(average),
+            'filled': this.parseNumber(filled),
+            'remaining': undefined,
+            'status': status,
+            'fee': fee,
+            'trades': trades,
+        });
+        if (this.orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            this.orders = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const orders = this.orders;
+        orders.append(parsedOrder);
+        const symbolSpecificMessageHash = type + ':' + marketId;
+        client.resolve(orders, symbolSpecificMessageHash);
+        client.resolve(orders, type);
+    }
+    async watchTransactions(code = undefined, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        const name = 'balances';
+        const subscribeObject = {
+            'name': name,
+        };
+        let messageHash = name;
+        if (code !== undefined) {
+            messageHash = name + ':' + code;
+        }
+        const transactions = await this.subscribePrivate(subscribeObject, messageHash);
+        if (this.newUpdates) {
+            limit = transactions.getLimit(code, limit);
+        }
+        return this.filterBySinceLimit(transactions, since, limit, 'timestamp');
+    }
+    handleTransaction(client, message) {
+        // Update Speed: Real time, updates on any deposit or withdrawal of the wallet
+        // { type: "balances",
+        //   "data":
+        //    { w: "0x0AB991497116f7F5532a4c2f4f7B1784488628e1",
+        //      "a": "ETH",
+        //      "q": "0.11198667",
+        //      "f": "0.11198667",
+        //      "l": "0.00000000",
+        //      "d": "0.00" } }
+        const type = this.safeString(message, 'type');
+        const data = this.safeValue(message, 'data');
+        const currencyId = this.safeString(data, 'a');
+        const messageHash = type + ':' + currencyId;
+        const code = this.safeCurrencyCode(currencyId);
+        const address = this.safeString(data, 'w');
+        const transaction = {
+            'info': message,
+            'id': undefined,
+            'currency': code,
+            'amount': undefined,
+            'address': address,
+            'addressTo': undefined,
+            'addressFrom': undefined,
+            'tag': undefined,
+            'tagTo': undefined,
+            'tagFrom': undefined,
+            'status': 'ok',
+            'type': undefined,
+            'updated': undefined,
+            'txid': undefined,
+            'timestamp': undefined,
+            'datetime': undefined,
+            'fee': undefined,
+        };
+        if (!(code in this.transactions)) {
+            const limit = this.safeInteger(this.options, 'transactionsLimit', 1000);
+            this.transactions[code] = new Cache.ArrayCache(limit);
+        }
+        const transactions = this.transactions[code];
+        transactions.append(transaction);
+        client.resolve(transactions, messageHash);
+        client.resolve(transactions, type);
+    }
+    handleMessage(client, message) {
+        const type = this.safeString(message, 'type');
+        const methods = {
+            'tickers': this.handleTicker,
+            'trades': this.handleTrade,
+            'subscriptions': this.handleSubscribeMessage,
+            'candles': this.handleOHLCV,
+            'l2orderbook': this.handleOrderBook,
+            'balances': this.handleTransaction,
+            'orders': this.handleOrder,
+        };
+        if (type in methods) {
+            const method = methods[type];
+            method.call(this, client, message);
+        }
+    }
+}
+
+module.exports = idex;