ccxt 4.2.10 → 4.2.12

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

@@ -0,0 +1,1558 @@
+'use strict';
+
+var okx$1 = require('../okx.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class okx extends okx$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchTicker': true,
+                'watchTickers': true,
+                'watchOrderBook': true,
+                'watchTrades': true,
+                'watchTradesForSymbols': true,
+                'watchOrderBookForSymbols': true,
+                'watchBalance': true,
+                'watchOHLCV': true,
+                'watchOrders': true,
+                'watchMyTrades': true,
+                'watchPositions': true,
+                'createOrderWs': true,
+                'editOrderWs': true,
+                'cancelOrderWs': true,
+                'cancelOrdersWs': true,
+                'cancelAllOrdersWs': true,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://ws.okx.com:8443/ws/v5',
+                },
+                'test': {
+                    'ws': 'wss://wspap.okx.com:8443/ws/v5',
+                },
+            },
+            'options': {
+                'watchOrderBook': {
+                    //
+                    // bbo-tbt
+                    // 1. Newly added channel that sends tick-by-tick Level 1 data
+                    // 2. All API users can subscribe
+                    // 3. Public depth channel, verification not required
+                    //
+                    // books-l2-tbt
+                    // 1. Only users who're VIP5 and above can subscribe
+                    // 2. Identity verification required before subscription
+                    //
+                    // books50-l2-tbt
+                    // 1. Only users who're VIP4 and above can subscribe
+                    // 2. Identity verification required before subscription
+                    //
+                    // books
+                    // 1. All API users can subscribe
+                    // 2. Public depth channel, verification not required
+                    //
+                    // books5
+                    // 1. All API users can subscribe
+                    // 2. Public depth channel, verification not required
+                    // 3. Data feeds will be delivered every 100ms (vs. every 200ms now)
+                    //
+                    'depth': 'books',
+                },
+                'watchBalance': 'spot',
+                'watchTicker': {
+                    'channel': 'tickers', // tickers, sprd-tickers, index-tickers, block-tickers
+                },
+                'watchTickers': {
+                    'channel': 'tickers', // tickers, sprd-tickers, index-tickers, block-tickers
+                },
+                'watchOrders': {
+                    'type': 'ANY', // SPOT, MARGIN, SWAP, FUTURES, OPTION, ANY
+                },
+                'watchMyTrades': {
+                    'type': 'ANY', // SPOT, MARGIN, SWAP, FUTURES, OPTION, ANY
+                },
+                'createOrderWs': {
+                    'op': 'batch-orders', // order, batch-orders
+                },
+                'editOrderWs': {
+                    'op': 'amend-order', // amend-order, batch-amend-orders
+                },
+                'ws': {
+                // 'inflate': true,
+                },
+                'checksum': true,
+            },
+            'streaming': {
+                // okex does not support built-in ws protocol-level ping-pong
+                // instead it requires a custom text-based ping-pong
+                'ping': this.ping,
+                'keepAlive': 20000,
+            },
+        });
+    }
+    getUrl(channel, access = 'public') {
+        // for context: https://www.okx.com/help-center/changes-to-v5-api-websocket-subscription-parameter-and-url
+        const isSandbox = this.options['sandboxMode'];
+        const sandboxSuffix = isSandbox ? '?brokerId=9999' : '';
+        const isBusiness = (access === 'business');
+        const isPublic = (access === 'public');
+        const url = this.urls['api']['ws'];
+        if (isBusiness || (channel.indexOf('candle') > -1) || (channel === 'orders-algo')) {
+            return url + '/business' + sandboxSuffix;
+        }
+        else if (isPublic) {
+            return url + '/public' + sandboxSuffix;
+        }
+        return url + '/private' + sandboxSuffix;
+    }
+    async subscribeMultiple(access, channel, symbols = undefined, params = {}) {
+        await this.loadMarkets();
+        if (symbols === undefined) {
+            symbols = this.symbols;
+        }
+        symbols = this.marketSymbols(symbols);
+        const url = this.getUrl(channel, access);
+        let messageHash = channel;
+        const args = [];
+        messageHash += '::' + symbols.join(',');
+        for (let i = 0; i < symbols.length; i++) {
+            const marketId = this.marketId(symbols[i]);
+            const arg = {
+                'channel': channel,
+                'instId': marketId,
+            };
+            args.push(this.extend(arg, params));
+        }
+        const request = {
+            'op': 'subscribe',
+            'args': args,
+        };
+        return await this.watch(url, messageHash, request, messageHash);
+    }
+    async subscribe(access, messageHash, channel, symbol, params = {}) {
+        await this.loadMarkets();
+        const url = this.getUrl(channel, access);
+        const firstArgument = {
+            'channel': channel,
+        };
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            messageHash += ':' + market['id'];
+            firstArgument['instId'] = market['id'];
+        }
+        const request = {
+            'op': 'subscribe',
+            'args': [
+                this.deepExtend(firstArgument, params),
+            ],
+        };
+        return await this.watch(url, messageHash, request, messageHash);
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#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}
+         */
+        return await this.watchTradesForSymbols([symbol], since, limit, params);
+    }
+    async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#watchTradesForSymbols
+         * @description get the list of most recent trades for a particular symbol
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        const symbolsLength = symbols.length;
+        if (symbolsLength === 0) {
+            throw new errors.ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
+        }
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const channel = 'trades';
+        const topics = [];
+        const messageHashes = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const symbol = symbols[i];
+            messageHashes.push(channel + ':' + symbol);
+            const marketId = this.marketId(symbol);
+            const topic = {
+                'channel': channel,
+                'instId': marketId,
+            };
+            topics.push(topic);
+        }
+        const request = {
+            'op': 'subscribe',
+            'args': topics,
+        };
+        const url = this.getUrl(channel, 'public');
+        const trades = await this.watchMultiple(url, messageHashes, request, messageHashes);
+        if (this.newUpdates) {
+            const first = this.safeValue(trades, 0);
+            const tradeSymbol = this.safeString(first, 'symbol');
+            limit = trades.getLimit(tradeSymbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrades(client, message) {
+        //
+        //     {
+        //         "arg": { channel: "trades", instId: "BTC-USDT" },
+        //         "data": [
+        //             {
+        //                 "instId": "BTC-USDT",
+        //                 "tradeId": "216970876",
+        //                 "px": "31684.5",
+        //                 "sz": "0.00001186",
+        //                 "side": "buy",
+        //                 "ts": "1626531038288"
+        //             }
+        //         ]
+        //     }
+        //
+        const arg = this.safeValue(message, 'arg', {});
+        const channel = this.safeString(arg, 'channel');
+        const marketId = this.safeString(arg, 'instId');
+        const symbol = this.safeSymbol(marketId);
+        const data = this.safeValue(message, 'data', []);
+        const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
+        for (let i = 0; i < data.length; i++) {
+            const trade = this.parseTrade(data[i]);
+            const messageHash = channel + ':' + symbol;
+            let stored = this.safeValue(this.trades, symbol);
+            if (stored === undefined) {
+                stored = new Cache.ArrayCache(tradesLimit);
+                this.trades[symbol] = stored;
+            }
+            stored.append(trade);
+            client.resolve(stored, messageHash);
+        }
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name okx#watchTicker
+         * @see https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel
+         * @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
+         * @param {string} [params.channel] the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        let channel = undefined;
+        [channel, params] = this.handleOptionAndParams(params, 'watchTicker', 'channel', 'tickers');
+        params['channel'] = channel;
+        const ticker = await this.watchTickers([symbol], params);
+        return this.safeValue(ticker, symbol);
+    }
+    async watchTickers(symbols = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#watchTickers
+         * @see https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel
+         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+         * @param {string[]} [symbols] unified symbol of the market to fetch the ticker for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.channel] the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        if (this.isEmpty(symbols)) {
+            throw new errors.ArgumentsRequired(this.id + ' watchTickers requires a list of symbols');
+        }
+        let channel = undefined;
+        [channel, params] = this.handleOptionAndParams(params, 'watchTickers', 'channel', 'tickers');
+        const newTickers = await this.subscribeMultiple('public', channel, symbols, params);
+        if (this.newUpdates) {
+            return newTickers;
+        }
+        return this.filterByArray(this.tickers, 'symbol', symbols);
+    }
+    handleTicker(client, message) {
+        //
+        //     {
+        //         "arg": { channel: "tickers", instId: "BTC-USDT" },
+        //         "data": [
+        //             {
+        //                 "instType": "SPOT",
+        //                 "instId": "BTC-USDT",
+        //                 "last": "31500.1",
+        //                 "lastSz": "0.00001754",
+        //                 "askPx": "31500.1",
+        //                 "askSz": "0.00998144",
+        //                 "bidPx": "31500",
+        //                 "bidSz": "3.05652439",
+        //                 "open24h": "31697",
+        //                 "high24h": "32248",
+        //                 "low24h": "31165.6",
+        //                 "sodUtc0": "31385.5",
+        //                 "sodUtc8": "32134.9",
+        //                 "volCcy24h": "503403597.38138519",
+        //                 "vol24h": "15937.10781721",
+        //                 "ts": "1626526618762"
+        //             }
+        //         ]
+        //     }
+        //
+        const arg = this.safeValue(message, 'arg', {});
+        const channel = this.safeString(arg, 'channel');
+        const data = this.safeValue(message, 'data', []);
+        const newTickers = [];
+        for (let i = 0; i < data.length; i++) {
+            const ticker = this.parseTicker(data[i]);
+            const symbol = ticker['symbol'];
+            this.tickers[symbol] = ticker;
+            newTickers.push(ticker);
+        }
+        const messageHashes = this.findMessageHashes(client, channel + '::');
+        for (let i = 0; i < messageHashes.length; i++) {
+            const messageHash = messageHashes[i];
+            const parts = messageHash.split('::');
+            const symbolsString = parts[1];
+            const symbols = symbolsString.split(',');
+            const tickers = this.filterByArray(newTickers, 'symbol', symbols);
+            const tickersSymbols = Object.keys(tickers);
+            const numTickers = tickersSymbols.length;
+            if (numTickers > 0) {
+                client.resolve(tickers, messageHash);
+            }
+        }
+        return message;
+    }
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#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();
+        symbol = this.symbol(symbol);
+        const interval = this.safeString(this.timeframes, timeframe, timeframe);
+        const name = 'candle' + interval;
+        const ohlcv = await this.subscribe('public', name, name, symbol, params);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message) {
+        //
+        //     {
+        //         "arg": { channel: "candle1m", instId: "BTC-USDT" },
+        //         "data": [
+        //             [
+        //                 "1626690720000",
+        //                 "31334",
+        //                 "31334",
+        //                 "31334",
+        //                 "31334",
+        //                 "0.0077",
+        //                 "241.2718"
+        //             ]
+        //         ]
+        //     }
+        //
+        const arg = this.safeValue(message, 'arg', {});
+        const channel = this.safeString(arg, 'channel');
+        const data = this.safeValue(message, 'data', []);
+        const marketId = this.safeString(arg, 'instId');
+        const market = this.safeMarket(marketId);
+        const symbol = market['id'];
+        const interval = channel.replace('candle', '');
+        // use a reverse lookup in a static map instead
+        const timeframe = this.findTimeframe(interval);
+        for (let i = 0; i < data.length; i++) {
+            const parsed = this.parseOHLCV(data[i], market);
+            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);
+            const messageHash = channel + ':' + marketId;
+            client.resolve(stored, messageHash);
+        }
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#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
+         */
+        //
+        // bbo-tbt
+        // 1. Newly added channel that sends tick-by-tick Level 1 data
+        // 2. All API users can subscribe
+        // 3. Public depth channel, verification not required
+        //
+        // books-l2-tbt
+        // 1. Only users who're VIP5 and above can subscribe
+        // 2. Identity verification required before subscription
+        //
+        // books50-l2-tbt
+        // 1. Only users who're VIP4 and above can subscribe
+        // 2. Identity verification required before subscription
+        //
+        // books
+        // 1. All API users can subscribe
+        // 2. Public depth channel, verification not required
+        //
+        // books5
+        // 1. All API users can subscribe
+        // 2. Public depth channel, verification not required
+        // 3. Data feeds will be delivered every 100ms (vs. every 200ms now)
+        //
+        return await this.watchOrderBookForSymbols([symbol], limit, params);
+    }
+    async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#watchOrderBookForSymbols
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @param {string[]} symbols unified array of symbols
+         * @param {int} [limit] the maximum amount of order book entries to return
+         * @param {object} [params] extra parameters specific to the 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();
+        symbols = this.marketSymbols(symbols);
+        const options = this.safeValue(this.options, 'watchOrderBook', {});
+        const depth = this.safeString(options, 'depth', 'books');
+        if ((depth === 'books-l2-tbt') || (depth === 'books50-l2-tbt')) {
+            await this.authenticate({ 'access': 'public' });
+        }
+        const topics = [];
+        const messageHashes = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const symbol = symbols[i];
+            messageHashes.push(depth + ':' + symbol);
+            const marketId = this.marketId(symbol);
+            const topic = {
+                'channel': depth,
+                'instId': marketId,
+            };
+            topics.push(topic);
+        }
+        const request = {
+            'op': 'subscribe',
+            'args': topics,
+        };
+        const url = this.getUrl(depth, 'public');
+        const orderbook = await this.watchMultiple(url, messageHashes, request, messageHashes);
+        return orderbook.limit();
+    }
+    handleDelta(bookside, delta) {
+        //
+        //     [
+        //         "31685", // price
+        //         "0.78069158", // amount
+        //         "0", // liquidated orders
+        //         "17" // orders
+        //     ]
+        //
+        const price = this.safeFloat(delta, 0);
+        const amount = this.safeFloat(delta, 1);
+        bookside.store(price, amount);
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
+    }
+    handleOrderBookMessage(client, message, orderbook, messageHash) {
+        //
+        //     {
+        //         "asks": [
+        //             [ '31738.3', '0.05973179', "0", "3" ],
+        //             [ '31738.5', '0.11035404', "0", "2" ],
+        //             [ '31739.6', '0.01', "0", "1" ],
+        //         ],
+        //         "bids": [
+        //             [ '31738.2', '0.67557666', "0", "9" ],
+        //             [ '31738', '0.02466947', "0", "2" ],
+        //             [ '31736.3', '0.01705046', "0", "2" ],
+        //         ],
+        //         "instId": "BTC-USDT",
+        //         "ts": "1626537446491"
+        //     }
+        //
+        const asks = this.safeValue(message, 'asks', []);
+        const bids = this.safeValue(message, 'bids', []);
+        const storedAsks = orderbook['asks'];
+        const storedBids = orderbook['bids'];
+        this.handleDeltas(storedAsks, asks);
+        this.handleDeltas(storedBids, bids);
+        const checksum = this.safeValue(this.options, 'checksum', true);
+        if (checksum) {
+            const asksLength = storedAsks.length;
+            const bidsLength = storedBids.length;
+            const payloadArray = [];
+            for (let i = 0; i < 25; i++) {
+                if (i < bidsLength) {
+                    payloadArray.push(this.numberToString(storedBids[i][0]));
+                    payloadArray.push(this.numberToString(storedBids[i][1]));
+                }
+                if (i < asksLength) {
+                    payloadArray.push(this.numberToString(storedAsks[i][0]));
+                    payloadArray.push(this.numberToString(storedAsks[i][1]));
+                }
+            }
+            const payload = payloadArray.join(':');
+            const responseChecksum = this.safeInteger(message, 'checksum');
+            const localChecksum = this.crc32(payload, true);
+            if (responseChecksum !== localChecksum) {
+                const error = new errors.InvalidNonce(this.id + ' invalid checksum');
+                client.reject(error, messageHash);
+            }
+        }
+        const timestamp = this.safeInteger(message, 'ts');
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601(timestamp);
+        return orderbook;
+    }
+    handleOrderBook(client, message) {
+        //
+        // snapshot
+        //
+        //     {
+        //         "arg": { channel: 'books-l2-tbt', instId: "BTC-USDT" },
+        //         "action": "snapshot",
+        //         "data": [
+        //             {
+        //                 "asks": [
+        //                     [ '31685', '0.78069158', "0", "17" ],
+        //                     [ '31685.1', '0.0001', "0", "1" ],
+        //                     [ '31685.6', '0.04543165', "0", "1" ],
+        //                 ],
+        //                 "bids": [
+        //                     [ '31684.9', '0.01', "0", "1" ],
+        //                     [ '31682.9', '0.0001', "0", "1" ],
+        //                     [ '31680.7', '0.01', "0", "1" ],
+        //                 ],
+        //                 "ts": "1626532416403",
+        //                 "checksum": -1023440116
+        //             }
+        //         ]
+        //     }
+        //
+        // update
+        //
+        //     {
+        //         "arg": { channel: 'books-l2-tbt', instId: "BTC-USDT" },
+        //         "action": "update",
+        //         "data": [
+        //             {
+        //                 "asks": [
+        //                     [ '31657.7', '0', "0", "0" ],
+        //                     [ '31659.7', '0.01', "0", "1" ],
+        //                     [ '31987.3', '0.01', "0", "1" ]
+        //                 ],
+        //                 "bids": [
+        //                     [ '31642.9', '0.50296385', "0", "4" ],
+        //                     [ '31639.9', '0', "0", "0" ],
+        //                     [ '31638.7', '0.01', "0", "1" ],
+        //                 ],
+        //                 "ts": "1626535709008",
+        //                 "checksum": 830931827
+        //             }
+        //         ]
+        //     }
+        //
+        // books5
+        //
+        //     {
+        //         "arg": { channel: "books5", instId: "BTC-USDT" },
+        //         "data": [
+        //             {
+        //                 "asks": [
+        //                     [ '31738.3', '0.05973179', "0", "3" ],
+        //                     [ '31738.5', '0.11035404', "0", "2" ],
+        //                     [ '31739.6', '0.01', "0", "1" ],
+        //                 ],
+        //                 "bids": [
+        //                     [ '31738.2', '0.67557666', "0", "9" ],
+        //                     [ '31738', '0.02466947', "0", "2" ],
+        //                     [ '31736.3', '0.01705046', "0", "2" ],
+        //                 ],
+        //                 "instId": "BTC-USDT",
+        //                 "ts": "1626537446491"
+        //             }
+        //         ]
+        //     }
+        //
+        // bbo-tbt
+        //
+        //     {
+        //         "arg":{
+        //             "channel":"bbo-tbt",
+        //             "instId":"BTC-USDT"
+        //         },
+        //         "data":[
+        //             {
+        //                 "asks":[["36232.2","1.8826134","0","17"]],
+        //                 "bids":[["36232.1","0.00572212","0","2"]],
+        //                 "ts":"1651826598363"
+        //             }
+        //         ]
+        //     }
+        //
+        const arg = this.safeValue(message, 'arg', {});
+        const channel = this.safeString(arg, 'channel');
+        const action = this.safeString(message, 'action');
+        const data = this.safeValue(message, 'data', []);
+        const marketId = this.safeString(arg, 'instId');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const depths = {
+            'bbo-tbt': 1,
+            'books': 400,
+            'books5': 5,
+            'books-l2-tbt': 400,
+            'books50-l2-tbt': 50,
+        };
+        const limit = this.safeInteger(depths, channel);
+        const messageHash = channel + ':' + symbol;
+        if (action === 'snapshot') {
+            for (let i = 0; i < data.length; i++) {
+                const update = data[i];
+                const orderbook = this.orderBook({}, limit);
+                this.orderbooks[symbol] = orderbook;
+                orderbook['symbol'] = symbol;
+                this.handleOrderBookMessage(client, update, orderbook, messageHash);
+                client.resolve(orderbook, messageHash);
+            }
+        }
+        else if (action === 'update') {
+            if (symbol in this.orderbooks) {
+                const orderbook = this.orderbooks[symbol];
+                for (let i = 0; i < data.length; i++) {
+                    const update = data[i];
+                    this.handleOrderBookMessage(client, update, orderbook, messageHash);
+                    client.resolve(orderbook, messageHash);
+                }
+            }
+        }
+        else if ((channel === 'books5') || (channel === 'bbo-tbt')) {
+            let orderbook = this.safeValue(this.orderbooks, symbol);
+            if (orderbook === undefined) {
+                orderbook = this.orderBook({}, limit);
+            }
+            this.orderbooks[symbol] = orderbook;
+            for (let i = 0; i < data.length; i++) {
+                const update = data[i];
+                const timestamp = this.safeInteger(update, 'ts');
+                const snapshot = this.parseOrderBook(update, symbol, timestamp, 'bids', 'asks', 0, 1);
+                orderbook.reset(snapshot);
+                client.resolve(orderbook, messageHash);
+            }
+        }
+        return message;
+    }
+    async authenticate(params = {}) {
+        this.checkRequiredCredentials();
+        const access = this.safeString(params, 'access', 'private');
+        params = this.omit(params, ['access']);
+        const url = this.getUrl('users', access);
+        const messageHash = 'authenticated';
+        const client = this.client(url);
+        const future = client.future(messageHash);
+        const authenticated = this.safeValue(client.subscriptions, messageHash);
+        if (authenticated === undefined) {
+            const timestamp = this.seconds().toString();
+            const method = 'GET';
+            const path = '/users/self/verify';
+            const auth = timestamp + method + path;
+            const signature = this.hmac(this.encode(auth), this.encode(this.secret), sha256.sha256, 'base64');
+            const operation = 'login';
+            const request = {
+                'op': operation,
+                'args': [
+                    {
+                        'apiKey': this.apiKey,
+                        'passphrase': this.password,
+                        'timestamp': timestamp,
+                        'sign': signature,
+                    },
+                ],
+            };
+            const message = this.extend(request, params);
+            this.watch(url, messageHash, message, messageHash);
+        }
+        return future;
+    }
+    async watchBalance(params = {}) {
+        /**
+         * @method
+         * @name okx#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
+         * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
+         */
+        await this.loadMarkets();
+        await this.authenticate();
+        return await this.subscribe('private', 'account', 'account', undefined, params);
+    }
+    handleBalance(client, message) {
+        //
+        //     {
+        //         "arg": { channel: "account" },
+        //         "data": [
+        //             {
+        //                 "adjEq": '',
+        //                 "details": [
+        //                     {
+        //                         "availBal": '',
+        //                         "availEq": "8.21009913",
+        //                         "cashBal": "8.21009913",
+        //                         "ccy": "USDT",
+        //                         "coinUsdPrice": "0.99994",
+        //                         "crossLiab": '',
+        //                         "disEq": "8.2096065240522",
+        //                         "eq": "8.21009913",
+        //                         "eqUsd": "8.2096065240522",
+        //                         "frozenBal": "0",
+        //                         "interest": '',
+        //                         "isoEq": "0",
+        //                         "isoLiab": '',
+        //                         "liab": '',
+        //                         "maxLoan": '',
+        //                         "mgnRatio": '',
+        //                         "notionalLever": "0",
+        //                         "ordFrozen": "0",
+        //                         "twap": "0",
+        //                         "uTime": "1621927314996",
+        //                         "upl": "0"
+        //                     },
+        //                 ],
+        //                 "imr": '',
+        //                 "isoEq": "0",
+        //                 "mgnRatio": '',
+        //                 "mmr": '',
+        //                 "notionalUsd": '',
+        //                 "ordFroz": '',
+        //                 "totalEq": "22.1930992296832",
+        //                 "uTime": "1626692120916"
+        //             }
+        //         ]
+        //     }
+        //
+        const arg = this.safeValue(message, 'arg', {});
+        const channel = this.safeString(arg, 'channel');
+        const type = 'spot';
+        const balance = this.parseTradingBalance(message);
+        const oldBalance = this.safeValue(this.balance, type, {});
+        const newBalance = this.deepExtend(oldBalance, balance);
+        this.balance[type] = this.safeBalance(newBalance);
+        client.resolve(this.balance[type], channel);
+    }
+    orderToTrade(order, market = undefined) {
+        const info = this.safeValue(order, 'info', {});
+        const timestamp = this.safeInteger(info, 'fillTime');
+        const feeMarketId = this.safeString(info, 'fillFeeCcy');
+        const isTaker = this.safeString(info, 'execType', '') === 'T';
+        return this.safeTrade({
+            'info': info,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'symbol': this.safeString(order, 'symbol'),
+            'id': this.safeString(info, 'tradeId'),
+            'order': this.safeString(order, 'id'),
+            'type': this.safeString(order, 'type'),
+            'takerOrMaker': (isTaker) ? 'taker' : 'maker',
+            'side': this.safeString(order, 'side'),
+            'price': this.safeNumber(info, 'fillPx'),
+            'amount': this.safeNumber(info, 'fillSz'),
+            'cost': this.safeNumber(order, 'cost'),
+            'fee': {
+                'cost': this.safeNumber(info, 'fillFee'),
+                'currency': this.safeCurrencyCode(feeMarketId),
+            },
+        }, market);
+    }
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#watchMyTrades
+         * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-order-channel
+         * @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
+         * @param {bool} [params.stop] true if fetching trigger or conditional trades
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
+         */
+        // By default, receive order updates from any instrument type
+        let type = undefined;
+        [type, params] = this.handleOptionAndParams(params, 'watchMyTrades', 'type', 'ANY');
+        const isStop = this.safeValue(params, 'stop', false);
+        params = this.omit(params, ['stop']);
+        await this.loadMarkets();
+        await this.authenticate({ 'access': isStop ? 'business' : 'private' });
+        const channel = isStop ? 'orders-algo' : 'orders';
+        let messageHash = channel + '::myTrades';
+        let market = undefined;
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+            symbol = market['symbol'];
+            type = market['type'];
+            messageHash = messageHash + '::' + symbol;
+        }
+        if (type === 'future') {
+            type = 'futures';
+        }
+        const uppercaseType = type.toUpperCase();
+        const request = {
+            'instType': uppercaseType,
+        };
+        const orders = await this.subscribe('private', messageHash, channel, undefined, this.extend(request, params));
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#watchPositions
+         * @see https://www.okx.com/docs-v5/en/#trading-account-websocket-positions-channel
+         * @description watch all open positions
+         * @param {string[]|undefined} symbols list of unified market symbols
+         * @param {object} params extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
+         */
+        if (this.isEmpty(symbols)) {
+            throw new errors.ArgumentsRequired(this.id + ' watchPositions requires a list of symbols');
+        }
+        await this.loadMarkets();
+        await this.authenticate(params);
+        symbols = this.marketSymbols(symbols);
+        const request = {
+            'instType': 'ANY',
+        };
+        const channel = 'positions';
+        const newPositions = await this.subscribeMultiple('private', channel, symbols, this.extend(request, params));
+        if (this.newUpdates) {
+            return newPositions;
+        }
+        return this.filterBySymbolsSinceLimit(this.positions, symbols, since, limit, true);
+    }
+    handlePositions(client, message) {
+        //
+        //    {
+        //        arg: {
+        //            channel: 'positions',
+        //            instType: 'ANY',
+        //            instId: 'XRP-USDT-SWAP',
+        //            uid: '464737184507959869'
+        //        },
+        //        data: [{
+        //            adl: '1',
+        //            availPos: '',
+        //            avgPx: '0.52668',
+        //            baseBal: '',
+        //            baseBorrowed: '',
+        //            baseInterest: '',
+        //            bizRefId: '',
+        //            bizRefType: '',
+        //            cTime: '1693151444408',
+        //            ccy: 'USDT',
+        //            closeOrderAlgo: [],
+        //            deltaBS: '',
+        //            deltaPA: '',
+        //            gammaBS: '',
+        //            gammaPA: '',
+        //            idxPx: '0.52683',
+        //            imr: '17.564000000000004',
+        //            instId: 'XRP-USDT-SWAP',
+        //            instType: 'SWAP',
+        //            interest: '',
+        //            last: '0.52691',
+        //            lever: '3',
+        //            liab: '',
+        //            liabCcy: '',
+        //            liqPx: '0.3287514731020614',
+        //            margin: '',
+        //            markPx: '0.52692',
+        //            mgnMode: 'cross',
+        //            mgnRatio: '69.00363001456147',
+        //            mmr: '0.26346',
+        //            notionalUsd: '52.68620388000001',
+        //            optVal: '',
+        //            pTime: '1693151906023',
+        //            pendingCloseOrdLiabVal: '',
+        //            pos: '1',
+        //            posCcy: '',
+        //            posId: '616057041198907393',
+        //            posSide: 'net',
+        //            quoteBal: '',
+        //            quoteBorrowed: '',
+        //            quoteInterest: '',
+        //            spotInUseAmt: '',
+        //            spotInUseCcy: '',
+        //            thetaBS: '',
+        //            thetaPA: '',
+        //            tradeId: '138745402',
+        //            uTime: '1693151444408',
+        //            upl: '0.0240000000000018',
+        //            uplLastPx: '0.0229999999999952',
+        //            uplRatio: '0.0013670539986328',
+        //            uplRatioLastPx: '0.001310093415356',
+        //            usdPx: '',
+        //            vegaBS: '',
+        //            vegaPA: ''
+        //        }]
+        //    }
+        //
+        const arg = this.safeValue(message, 'arg', {});
+        const channel = this.safeString(arg, 'channel', '');
+        const data = this.safeValue(message, 'data', []);
+        if (this.positions === undefined) {
+            this.positions = new Cache.ArrayCacheBySymbolBySide();
+        }
+        const cache = this.positions;
+        const newPositions = [];
+        for (let i = 0; i < data.length; i++) {
+            const rawPosition = data[i];
+            const position = this.parsePosition(rawPosition);
+            newPositions.push(position);
+            cache.append(position);
+        }
+        const messageHashes = this.findMessageHashes(client, channel + '::');
+        for (let i = 0; i < messageHashes.length; i++) {
+            const messageHash = messageHashes[i];
+            const parts = messageHash.split('::');
+            const symbolsString = parts[1];
+            const symbols = symbolsString.split(',');
+            const positions = this.filterByArray(newPositions, 'symbol', symbols, false);
+            if (!this.isEmpty(positions)) {
+                client.resolve(positions, messageHash);
+            }
+        }
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#watchOrders
+         * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-order-channel
+         * @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
+         * @param {bool} [params.stop] true if fetching trigger or conditional orders
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        let type = undefined;
+        // By default, receive order updates from any instrument type
+        [type, params] = this.handleOptionAndParams(params, 'watchOrders', 'type', 'ANY');
+        const isStop = this.safeValue2(params, 'stop', 'trigger', false);
+        params = this.omit(params, ['stop', 'trigger']);
+        await this.loadMarkets();
+        await this.authenticate({ 'access': isStop ? 'business' : 'private' });
+        let market = undefined;
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+            symbol = market['symbol'];
+            type = market['type'];
+        }
+        if (type === 'future') {
+            type = 'futures';
+        }
+        const uppercaseType = type.toUpperCase();
+        const request = {
+            'instType': uppercaseType,
+        };
+        const channel = isStop ? 'orders-algo' : 'orders';
+        const orders = await this.subscribe('private', channel, channel, symbol, this.extend(request, params));
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    handleOrders(client, message, subscription = undefined) {
+        //
+        //     {
+        //         "arg":{
+        //             "channel":"orders",
+        //             "instType":"SPOT"
+        //         },
+        //         "data":[
+        //             {
+        //                 "accFillSz":"0",
+        //                 "amendResult":"",
+        //                 "avgPx":"",
+        //                 "cTime":"1634548275191",
+        //                 "category":"normal",
+        //                 "ccy":"",
+        //                 "clOrdId":"e847386590ce4dBC330547db94a08ba0",
+        //                 "code":"0",
+        //                 "execType":"",
+        //                 "fee":"0",
+        //                 "feeCcy":"USDT",
+        //                 "fillFee":"0",
+        //                 "fillFeeCcy":"",
+        //                 "fillNotionalUsd":"",
+        //                 "fillPx":"",
+        //                 "fillSz":"0",
+        //                 "fillTime":"",
+        //                 "instId":"ETH-USDT",
+        //                 "instType":"SPOT",
+        //                 "lever":"",
+        //                 "msg":"",
+        //                 "notionalUsd":"451.4516256",
+        //                 "ordId":"370257534141235201",
+        //                 "ordType":"limit",
+        //                 "pnl":"0",
+        //                 "posSide":"",
+        //                 "px":"60000",
+        //                 "rebate":"0",
+        //                 "rebateCcy":"ETH",
+        //                 "reqId":"",
+        //                 "side":"sell",
+        //                 "slOrdPx":"",
+        //                 "slTriggerPx":"",
+        //                 "state":"live",
+        //                 "sz":"0.007526",
+        //                 "tag":"",
+        //                 "tdMode":"cash",
+        //                 "tgtCcy":"",
+        //                 "tpOrdPx":"",
+        //                 "tpTriggerPx":"",
+        //                 "tradeId":"",
+        //                 "uTime":"1634548275191"
+        //             }
+        //         ]
+        //     }
+        //
+        this.handleMyTrades(client, message);
+        const arg = this.safeValue(message, 'arg', {});
+        const channel = this.safeString(arg, 'channel');
+        const orders = this.safeValue(message, 'data', []);
+        const ordersLength = orders.length;
+        if (ordersLength > 0) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            if (this.orders === undefined) {
+                this.orders = new Cache.ArrayCacheBySymbolById(limit);
+                this.triggerOrders = new Cache.ArrayCacheBySymbolById(limit);
+            }
+            const stored = (channel === 'orders-algo') ? this.triggerOrders : this.orders;
+            const marketIds = [];
+            const parsed = this.parseOrders(orders);
+            for (let i = 0; i < parsed.length; i++) {
+                const order = parsed[i];
+                stored.append(order);
+                const symbol = order['symbol'];
+                const market = this.market(symbol);
+                marketIds.push(market['id']);
+            }
+            client.resolve(stored, channel);
+            for (let i = 0; i < marketIds.length; i++) {
+                const messageHash = channel + ':' + marketIds[i];
+                client.resolve(stored, messageHash);
+            }
+        }
+    }
+    handleMyTrades(client, message) {
+        //
+        //     {
+        //         "arg":{
+        //             "channel":"orders",
+        //             "instType":"SPOT"
+        //         },
+        //         "data":[
+        //             {
+        //                 "accFillSz":"0",
+        //                 "amendResult":"",
+        //                 "avgPx":"",
+        //                 "cTime":"1634548275191",
+        //                 "category":"normal",
+        //                 "ccy":"",
+        //                 "clOrdId":"e847386590ce4dBC330547db94a08ba0",
+        //                 "code":"0",
+        //                 "execType":"",
+        //                 "fee":"0",
+        //                 "feeCcy":"USDT",
+        //                 "fillFee":"0",
+        //                 "fillFeeCcy":"",
+        //                 "fillNotionalUsd":"",
+        //                 "fillPx":"",
+        //                 "fillSz":"0",
+        //                 "fillTime":"",
+        //                 "instId":"ETH-USDT",
+        //                 "instType":"SPOT",
+        //                 "lever":"",
+        //                 "msg":"",
+        //                 "notionalUsd":"451.4516256",
+        //                 "ordId":"370257534141235201",
+        //                 "ordType":"limit",
+        //                 "pnl":"0",
+        //                 "posSide":"",
+        //                 "px":"60000",
+        //                 "rebate":"0",
+        //                 "rebateCcy":"ETH",
+        //                 "reqId":"",
+        //                 "side":"sell",
+        //                 "slOrdPx":"",
+        //                 "slTriggerPx":"",
+        //                 "state":"live",
+        //                 "sz":"0.007526",
+        //                 "tag":"",
+        //                 "tdMode":"cash",
+        //                 "tgtCcy":"",
+        //                 "tpOrdPx":"",
+        //                 "tpTriggerPx":"",
+        //                 "tradeId":"",
+        //                 "uTime":"1634548275191"
+        //             }
+        //         ]
+        //     }
+        //
+        const arg = this.safeValue(message, 'arg', {});
+        const channel = this.safeString(arg, 'channel');
+        const rawOrders = this.safeValue(message, 'data', []);
+        const filteredOrders = [];
+        // filter orders with no last trade id
+        for (let i = 0; i < rawOrders.length; i++) {
+            const rawOrder = rawOrders[i];
+            const tradeId = this.safeString(rawOrder, 'tradeId', '');
+            if (tradeId.length > 0) {
+                const order = this.parseOrder(rawOrder);
+                filteredOrders.push(order);
+            }
+        }
+        const tradesLength = filteredOrders.length;
+        if (tradesLength === 0) {
+            return;
+        }
+        if (this.myTrades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            this.myTrades = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const myTrades = this.myTrades;
+        const symbols = {};
+        for (let i = 0; i < filteredOrders.length; i++) {
+            const rawTrade = filteredOrders[i];
+            const trade = this.orderToTrade(rawTrade);
+            myTrades.append(trade);
+            const symbol = trade['symbol'];
+            symbols[symbol] = true;
+        }
+        const messageHash = channel + '::myTrades';
+        client.resolve(this.myTrades, messageHash);
+        const tradeSymbols = Object.keys(symbols);
+        for (let i = 0; i < tradeSymbols.length; i++) {
+            const symbolMessageHash = messageHash + '::' + tradeSymbols[i];
+            client.resolve(this.orders, symbolMessageHash);
+        }
+    }
+    async createOrderWs(symbol, type, side, amount, price = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#createOrderWs
+         * @see https://www.okx.com/docs-v5/en/#websocket-api-trade-place-order
+         * @description create a trade order
+         * @param {string} symbol unified symbol of the market to create an order in
+         * @param {string} type 'market' or 'limit'
+         * @param {string} side 'buy' or 'sell'
+         * @param {float} amount how much of currency you want to trade in units of base currency
+         * @param {float|undefined} [price] the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {boolean} params.test test order, default false
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        await this.authenticate();
+        const url = this.getUrl('private', 'private');
+        const messageHash = this.nonce().toString();
+        let op = undefined;
+        [op, params] = this.handleOptionAndParams(params, 'createOrderWs', 'op', 'batch-orders');
+        const args = this.createOrderRequest(symbol, type, side, amount, price, params);
+        const ordType = this.safeString(args, 'ordType');
+        if ((ordType === 'trigger') || (ordType === 'conditional') || (type === 'oco') || (type === 'move_order_stop') || (type === 'iceberg') || (type === 'twap')) {
+            throw new errors.BadRequest(this.id + ' createOrderWs() does not support algo trading. this.options["createOrderWs"]["op"] must be either order or batch-order');
+        }
+        if ((op !== 'order') && (op !== 'batch-orders')) {
+            throw new errors.BadRequest(this.id + ' createOrderWs() does not support algo trading. this.options["createOrderWs"]["op"] must be either order or privatePostTradeOrder or privatePostTradeOrderAlgo');
+        }
+        const request = {
+            'id': messageHash,
+            'op': op,
+            'args': [args],
+        };
+        return await this.watch(url, messageHash, request, messageHash);
+    }
+    handlePlaceOrders(client, message) {
+        //
+        //  batch-orders/order/cancel-order
+        //    {
+        //        "id": "1689281055",
+        //        "op": "batch-orders",
+        //        "code": "0",
+        //        "msg": '',
+        //        "data": [{
+        //            "tag": "e847386590ce4dBC",
+        //            "ordId": "599823446566084608",
+        //            "clOrdId": "e847386590ce4dBCb939511604f394b0",
+        //            "sCode": "0",
+        //            "sMsg": "Order successfully placed."
+        //        },
+        //        ...
+        //        ]
+        //    }
+        //
+        const messageHash = this.safeString(message, 'id');
+        let args = this.safeValue(message, 'data', []);
+        // filter out partial errors
+        args = this.filterBy(args, 'sCode', '0');
+        // if empty means request failed and handle error
+        if (this.isEmpty(args)) {
+            const method = this.safeString(message, 'op');
+            const stringMsg = this.json(message);
+            this.handleErrors(undefined, undefined, client.url, method, undefined, stringMsg, stringMsg, undefined, undefined);
+        }
+        const orders = this.parseOrders(args, undefined, undefined, undefined);
+        client.resolve(orders, messageHash);
+    }
+    async editOrderWs(id, symbol, type, side, amount, price = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#editOrderWs
+         * @description edit a trade order
+         * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-amend-order
+         * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-amend-multiple-orders
+         * @param {string} id order id
+         * @param {string} symbol unified symbol of the market to create an order in
+         * @param {string} type 'market' or 'limit'
+         * @param {string} side 'buy' or 'sell'
+         * @param {float} amount how much of the currency you want to trade in units of the base currency
+         * @param {float|undefined} [price] the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        await this.authenticate();
+        const url = this.getUrl('private', 'private');
+        const messageHash = this.nonce().toString();
+        let op = undefined;
+        [op, params] = this.handleOptionAndParams(params, 'editOrderWs', 'op', 'amend-order');
+        const args = this.editOrderRequest(id, symbol, type, side, amount, price, params);
+        const request = {
+            'id': messageHash,
+            'op': op,
+            'args': [args],
+        };
+        return await this.watch(url, messageHash, this.extend(request, params), messageHash);
+    }
+    async cancelOrderWs(id, symbol = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#cancelOrderWs
+         * @see https://okx-docs.github.io/apidocs/websocket_api/en/#cancel-order-trade
+         * @description cancel multiple orders
+         * @param {string} id order id
+         * @param {string} symbol unified market symbol, default is undefined
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.clOrdId] client order id
+         * @returns {object} an list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        if (symbol === undefined) {
+            throw new errors.BadRequest(this.id + ' cancelOrderWs() requires a symbol argument');
+        }
+        await this.loadMarkets();
+        await this.authenticate();
+        const url = this.getUrl('private', 'private');
+        const messageHash = this.nonce().toString();
+        const clientOrderId = this.safeString2(params, 'clOrdId', 'clientOrderId');
+        params = this.omit(params, ['clientOrderId', 'clOrdId']);
+        const arg = {
+            'instId': this.marketId(symbol),
+        };
+        if (clientOrderId !== undefined) {
+            arg['clOrdId'] = clientOrderId;
+        }
+        else {
+            arg['ordId'] = id;
+        }
+        const request = {
+            'id': messageHash,
+            'op': 'cancel-order',
+            'args': [this.extend(arg, params)],
+        };
+        return await this.watch(url, messageHash, request, messageHash);
+    }
+    async cancelOrdersWs(ids, symbol = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#cancelOrdersWs
+         * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-mass-cancel-order
+         * @description cancel multiple orders
+         * @param {string[]} ids order ids
+         * @param {string} symbol unified market symbol, default is undefined
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} an list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        const idsLength = ids.length;
+        if (idsLength > 20) {
+            throw new errors.BadRequest(this.id + ' cancelOrdersWs() accepts up to 20 ids at a time');
+        }
+        if (symbol === undefined) {
+            throw new errors.BadRequest(this.id + ' cancelOrdersWs() requires a symbol argument');
+        }
+        await this.loadMarkets();
+        await this.authenticate();
+        const url = this.getUrl('private', 'private');
+        const messageHash = this.nonce().toString();
+        const args = [];
+        for (let i = 0; i < idsLength; i++) {
+            const arg = {
+                'instId': this.marketId(symbol),
+                'ordId': ids[i],
+            };
+            args.push(arg);
+        }
+        const request = {
+            'id': messageHash,
+            'op': 'batch-cancel-orders',
+            'args': args,
+        };
+        return await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
+    }
+    async cancelAllOrdersWs(symbol = undefined, params = {}) {
+        /**
+         * @method
+         * @name okx#cancelAllOrdersWs
+         * @see https://docs.okx.com/websockets/#message-cancelAll
+         * @description cancel all open orders of a type. Only applicable to Option in Portfolio Margin mode, and MMP privilege is required.
+         * @param {string} symbol unified market symbol, only orders in the market of this symbol are cancelled when symbol is not undefined
+         * @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}
+         */
+        if (symbol === undefined) {
+            throw new errors.BadRequest(this.id + ' cancelAllOrdersWs() requires a symbol argument');
+        }
+        await this.loadMarkets();
+        await this.authenticate();
+        const market = this.market(symbol);
+        if (market['type'] !== 'option') {
+            throw new errors.BadRequest(this.id + 'cancelAllOrdersWs is only applicable to Option in Portfolio Margin mode, and MMP privilege is required.');
+        }
+        const url = this.getUrl('private', 'private');
+        const messageHash = this.nonce().toString();
+        const request = {
+            'id': messageHash,
+            'op': 'mass-cancel',
+            'args': [this.extend({
+                    'instType': 'OPTION',
+                    'instFamily': market['id'],
+                }, params)],
+        };
+        return await this.watch(url, messageHash, request, messageHash);
+    }
+    handleCancelAllOrders(client, message) {
+        //
+        //    {
+        //        "id": "1512",
+        //        "op": "mass-cancel",
+        //        "data": [
+        //            {
+        //                "result": true
+        //            }
+        //        ],
+        //        "code": "0",
+        //        "msg": ""
+        //    }
+        //
+        const messageHash = this.safeString(message, 'id');
+        const data = this.safeValue(message, 'data', []);
+        client.resolve(data, messageHash);
+    }
+    handleSubscriptionStatus(client, message) {
+        //
+        //     { event: 'subscribe', arg: { channel: "tickers", instId: "BTC-USDT" } }
+        //
+        // const channel = this.safeString (message, "channel");
+        // client.subscriptions[channel] = message;
+        return message;
+    }
+    handleAuthenticate(client, message) {
+        //
+        //     { event: "login", success: true }
+        //
+        const future = this.safeValue(client.futures, 'authenticated');
+        future.resolve(true);
+    }
+    ping(client) {
+        // okex does not support built-in ws protocol-level ping-pong
+        // instead it requires custom text-based ping-pong
+        return 'ping';
+    }
+    handlePong(client, message) {
+        client.lastPong = this.milliseconds();
+        return message;
+    }
+    handleErrorMessage(client, message) {
+        //
+        //     { event: 'error', msg: "Illegal request: {"op":"subscribe","args":["spot/ticker:BTC-USDT"]}", code: "60012" }
+        //     { event: 'error", msg: "channel:ticker,instId:BTC-USDT doesn"t exist", code: "60018" }
+        //
+        const errorCode = this.safeInteger(message, 'code');
+        try {
+            if (errorCode) {
+                const feedback = this.id + ' ' + this.json(message);
+                this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
+                const messageString = this.safeValue(message, 'msg');
+                if (messageString !== undefined) {
+                    this.throwBroadlyMatchedException(this.exceptions['broad'], messageString, feedback);
+                }
+            }
+        }
+        catch (e) {
+            if (e instanceof errors.AuthenticationError) {
+                const messageHash = 'authenticated';
+                client.reject(e, messageHash);
+                if (messageHash in client.subscriptions) {
+                    delete client.subscriptions[messageHash];
+                }
+                return false;
+            }
+            else {
+                client.reject(e);
+            }
+        }
+        return message;
+    }
+    handleMessage(client, message) {
+        if (!this.handleErrorMessage(client, message)) {
+            return;
+        }
+        //
+        //     { event: 'subscribe', arg: { channel: "tickers", instId: "BTC-USDT" } }
+        //     { event: 'login", msg: '", code: "0" }
+        //
+        //     {
+        //         "arg": { channel: "tickers", instId: "BTC-USDT" },
+        //         "data": [
+        //             {
+        //                 "instType": "SPOT",
+        //                 "instId": "BTC-USDT",
+        //                 "last": "31500.1",
+        //                 "lastSz": "0.00001754",
+        //                 "askPx": "31500.1",
+        //                 "askSz": "0.00998144",
+        //                 "bidPx": "31500",
+        //                 "bidSz": "3.05652439",
+        //                 "open24h": "31697",
+        //                 "high24h": "32248",
+        //                 "low24h": "31165.6",
+        //                 "sodUtc0": "31385.5",
+        //                 "sodUtc8": "32134.9",
+        //                 "volCcy24h": "503403597.38138519",
+        //                 "vol24h": "15937.10781721",
+        //                 "ts": "1626526618762"
+        //             }
+        //         ]
+        //     }
+        //
+        //     { event: 'error', msg: "Illegal request: {"op":"subscribe","args":["spot/ticker:BTC-USDT"]}", code: "60012" }
+        //     { event: 'error", msg: "channel:ticker,instId:BTC-USDT doesn"t exist", code: "60018" }
+        //     { event: 'error', msg: "Invalid OK_ACCESS_KEY", code: "60005" }
+        //     {
+        //         "event": "error",
+        //         "msg": "Illegal request: {"op":"login","args":["de89b035-b233-44b2-9a13-0ccdd00bda0e","7KUcc8YzQhnxBE3K","1626691289","H57N99mBt5NvW8U19FITrPdOxycAERFMaapQWRqLaSE="]}",
+        //         "code": "60012"
+        //     }
+        //
+        //
+        //
+        if (message === 'pong') {
+            return this.handlePong(client, message);
+        }
+        // const table = this.safeString (message, 'table');
+        // if (table === undefined) {
+        const event = this.safeString2(message, 'event', 'op');
+        if (event !== undefined) {
+            const methods = {
+                // 'info': this.handleSystemStatus,
+                // 'book': 'handleOrderBook',
+                'login': this.handleAuthenticate,
+                'subscribe': this.handleSubscriptionStatus,
+                'order': this.handlePlaceOrders,
+                'batch-orders': this.handlePlaceOrders,
+                'amend-order': this.handlePlaceOrders,
+                'batch-amend-orders': this.handlePlaceOrders,
+                'cancel-order': this.handlePlaceOrders,
+                'mass-cancel': this.handleCancelAllOrders,
+            };
+            const method = this.safeValue(methods, event);
+            if (method === undefined) {
+                return message;
+            }
+            else {
+                return method.call(this, client, message);
+            }
+        }
+        else {
+            const arg = this.safeValue(message, 'arg', {});
+            const channel = this.safeString(arg, 'channel');
+            const methods = {
+                'bbo-tbt': this.handleOrderBook,
+                'books': this.handleOrderBook,
+                'books5': this.handleOrderBook,
+                'books50-l2-tbt': this.handleOrderBook,
+                'books-l2-tbt': this.handleOrderBook,
+                'tickers': this.handleTicker,
+                'positions': this.handlePositions,
+                'index-tickers': this.handleTicker,
+                'sprd-tickers': this.handleTicker,
+                'block-tickers': this.handleTicker,
+                'trades': this.handleTrades,
+                'account': this.handleBalance,
+                // 'margin_account': this.handleBalance,
+                'orders': this.handleOrders,
+                'orders-algo': this.handleOrders,
+            };
+            const method = this.safeValue(methods, channel);
+            if (method === undefined) {
+                if (channel.indexOf('candle') === 0) {
+                    this.handleOHLCV(client, message);
+                }
+                else {
+                    return message;
+                }
+            }
+            else {
+                return method.call(this, client, message);
+            }
+        }
+    }
+}
+
+module.exports = okx;