ccxt 4.2.10 → 4.2.12

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

@@ -0,0 +1,714 @@
+'use strict';
+
+var alpaca$1 = require('../alpaca.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class alpaca extends alpaca$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchBalance': false,
+                'watchMyTrades': true,
+                'watchOHLCV': true,
+                'watchOrderBook': true,
+                'watchOrders': true,
+                'watchTicker': true,
+                'watchTickers': false,
+                'watchTrades': true,
+                'watchPosition': false,
+            },
+            'urls': {
+                'api': {
+                    'ws': {
+                        'crypto': 'wss://stream.data.alpaca.markets/v1beta2/crypto',
+                        'trading': 'wss://api.alpaca.markets/stream',
+                    },
+                },
+                'test': {
+                    'ws': {
+                        'crypto': 'wss://stream.data.alpaca.markets/v1beta2/crypto',
+                        'trading': 'wss://paper-api.alpaca.markets/stream',
+                    },
+                },
+            },
+            'options': {},
+            'streaming': {},
+            'exceptions': {
+                'ws': {
+                    'exact': {},
+                },
+            },
+        });
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name alpaca#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}
+         */
+        const url = this.urls['api']['ws']['crypto'];
+        await this.authenticate(url);
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const messageHash = 'ticker:' + market['symbol'];
+        const request = {
+            'action': 'subscribe',
+            'quotes': [market['id']],
+        };
+        return await this.watch(url, messageHash, this.extend(request, params), messageHash);
+    }
+    handleTicker(client, message) {
+        //
+        //    {
+        //         "T": "q",
+        //         "S": "BTC/USDT",
+        //         "bp": 17394.44,
+        //         "bs": 0.021981,
+        //         "ap": 17397.99,
+        //         "as": 0.02,
+        //         "t": "2022-12-16T06:07:56.611063286Z"
+        //    ]
+        //
+        const ticker = this.parseTicker(message);
+        const symbol = ticker['symbol'];
+        const messageHash = 'ticker:' + symbol;
+        this.tickers[symbol] = ticker;
+        client.resolve(this.tickers[symbol], messageHash);
+    }
+    parseTicker(ticker, market = undefined) {
+        //
+        //    {
+        //         "T": "q",
+        //         "S": "BTC/USDT",
+        //         "bp": 17394.44,
+        //         "bs": 0.021981,
+        //         "ap": 17397.99,
+        //         "as": 0.02,
+        //         "t": "2022-12-16T06:07:56.611063286Z"
+        //    }
+        //
+        const marketId = this.safeString(ticker, 'S');
+        const datetime = this.safeString(ticker, 't');
+        return this.safeTicker({
+            'symbol': this.safeSymbol(marketId, market),
+            'timestamp': this.parse8601(datetime),
+            'datetime': datetime,
+            'high': undefined,
+            'low': undefined,
+            'bid': this.safeString(ticker, 'bp'),
+            'bidVolume': this.safeString(ticker, 'bs'),
+            'ask': this.safeString(ticker, 'ap'),
+            'askVolume': this.safeString(ticker, 'as'),
+            'vwap': undefined,
+            'open': undefined,
+            'close': undefined,
+            'last': undefined,
+            'previousClose': undefined,
+            'change': undefined,
+            'percentage': undefined,
+            'average': undefined,
+            'baseVolume': undefined,
+            'quoteVolume': undefined,
+            'info': ticker,
+        }, market);
+    }
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#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
+         */
+        const url = this.urls['api']['ws']['crypto'];
+        await this.authenticate(url);
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const request = {
+            'action': 'subscribe',
+            'bars': [market['id']],
+        };
+        const messageHash = 'ohlcv:' + symbol;
+        const ohlcv = await this.watch(url, messageHash, this.extend(request, params), messageHash);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message) {
+        //
+        //    {
+        //        "T": "b",
+        //        "S": "BTC/USDT",
+        //        "o": 17416.39,
+        //        "h": 17424.82,
+        //        "l": 17416.39,
+        //        "c": 17424.82,
+        //        "v": 1.341054,
+        //        "t": "2022-12-16T06:53:00Z",
+        //        "n": 21,
+        //        "vw": 17421.9529234915
+        //    }
+        //
+        const marketId = this.safeString(message, 'S');
+        const symbol = this.safeSymbol(marketId);
+        let stored = this.safeValue(this.ohlcvs, symbol);
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
+            stored = new Cache.ArrayCacheByTimestamp(limit);
+            this.ohlcvs[symbol] = stored;
+        }
+        const parsed = this.parseOHLCV(message);
+        stored.append(parsed);
+        const messageHash = 'ohlcv:' + symbol;
+        client.resolve(stored, messageHash);
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#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
+         */
+        const url = this.urls['api']['ws']['crypto'];
+        await this.authenticate(url);
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const messageHash = 'orderbook' + ':' + symbol;
+        const request = {
+            'action': 'subscribe',
+            'orderbooks': [market['id']],
+        };
+        const orderbook = await this.watch(url, messageHash, this.extend(request, params), messageHash);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        //
+        // snapshot
+        //    {
+        //        "T": "o",
+        //        "S": "BTC/USDT",
+        //        "t": "2022-12-16T06:35:31.585113205Z",
+        //        "b": [{
+        //                "p": 17394.37,
+        //                "s": 0.015499,
+        //            },
+        //            ...
+        //        ],
+        //        "a": [{
+        //                "p": 17398.8,
+        //                "s": 0.042919,
+        //            },
+        //            ...
+        //        ],
+        //        "r": true,
+        //    }
+        //
+        const marketId = this.safeString(message, 'S');
+        const symbol = this.safeSymbol(marketId);
+        const datetime = this.safeString(message, 't');
+        const timestamp = this.parse8601(datetime);
+        const isSnapshot = this.safeValue(message, 'r', false);
+        let orderbook = this.safeValue(this.orderbooks, symbol);
+        if (orderbook === undefined) {
+            orderbook = this.orderBook();
+        }
+        if (isSnapshot) {
+            const snapshot = this.parseOrderBook(message, symbol, timestamp, 'b', 'a', 'p', 's');
+            orderbook.reset(snapshot);
+        }
+        else {
+            const asks = this.safeValue(message, 'a', []);
+            const bids = this.safeValue(message, 'b', []);
+            this.handleDeltas(orderbook['asks'], asks);
+            this.handleDeltas(orderbook['bids'], bids);
+            orderbook['timestamp'] = timestamp;
+            orderbook['datetime'] = datetime;
+        }
+        const messageHash = 'orderbook' + ':' + symbol;
+        this.orderbooks[symbol] = orderbook;
+        client.resolve(orderbook, messageHash);
+    }
+    handleDelta(bookside, delta) {
+        const bidAsk = this.parseBidAsk(delta, 'p', 's');
+        bookside.storeArray(bidAsk);
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#watchTrades
+         * @description watches information on multiple trades made in a market
+         * @param {string} symbol unified market symbol of the market trades were made in
+         * @param {int} [since] the earliest time in ms to fetch orders for
+         * @param {int} [limit] the maximum number of trade structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
+         */
+        const url = this.urls['api']['ws']['crypto'];
+        await this.authenticate(url);
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const messageHash = 'trade:' + symbol;
+        const request = {
+            'action': 'subscribe',
+            'trades': [market['id']],
+        };
+        const trades = await this.watch(url, messageHash, this.extend(request, params), messageHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrades(client, message) {
+        //
+        //     {
+        //         "T": "t",
+        //         "S": "BTC/USDT",
+        //         "p": 17408.8,
+        //         "s": 0.042919,
+        //         "t": "2022-12-16T06:43:18.327Z",
+        //         "i": 16585162,
+        //         "tks": "B"
+        //     ]
+        //
+        const marketId = this.safeString(message, 'S');
+        const symbol = this.safeSymbol(marketId);
+        let stored = this.safeValue(this.trades, symbol);
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            stored = new Cache.ArrayCache(limit);
+            this.trades[symbol] = stored;
+        }
+        const parsed = this.parseTrade(message);
+        stored.append(parsed);
+        const messageHash = 'trade' + ':' + symbol;
+        client.resolve(stored, messageHash);
+    }
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#watchMyTrades
+         * @description watches information on multiple trades made by the user
+         * @param {string} symbol unified market symbol of the market trades were made in
+         * @param {int} [since] the earliest time in ms to fetch trades for
+         * @param {int} [limit] the maximum number of trade structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {boolean} [params.unifiedMargin] use unified margin account
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
+         */
+        const url = this.urls['api']['ws']['trading'];
+        await this.authenticate(url);
+        let messageHash = 'myTrades';
+        await this.loadMarkets();
+        if (symbol !== undefined) {
+            symbol = this.symbol(symbol);
+            messageHash += ':' + symbol;
+        }
+        const request = {
+            'action': 'listen',
+            'data': {
+                'streams': ['trade_updates'],
+            },
+        };
+        const trades = await this.watch(url, messageHash, this.extend(request, params), messageHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#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
+         */
+        const url = this.urls['api']['ws']['trading'];
+        await this.authenticate(url);
+        await this.loadMarkets();
+        let messageHash = 'orders';
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            symbol = market['symbol'];
+            messageHash = 'orders:' + symbol;
+        }
+        const request = {
+            'action': 'listen',
+            'data': {
+                'streams': ['trade_updates'],
+            },
+        };
+        const orders = await this.watch(url, messageHash, this.extend(request, params), messageHash);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    handleTradeUpdate(client, message) {
+        this.handleOrder(client, message);
+        this.handleMyTrade(client, message);
+    }
+    handleOrder(client, message) {
+        //
+        //    {
+        //        "stream": "trade_updates",
+        //        "data": {
+        //          "event": "new",
+        //          "timestamp": "2022-12-16T07:28:51.67621869Z",
+        //          "order": {
+        //            "id": "c2470331-8993-4051-bf5d-428d5bdc9a48",
+        //            "client_order_id": "0f1f3764-107a-4d09-8b9a-d75a11738f5c",
+        //            "created_at": "2022-12-16T02:28:51.673531798-05:00",
+        //            "updated_at": "2022-12-16T02:28:51.678736847-05:00",
+        //            "submitted_at": "2022-12-16T02:28:51.673015558-05:00",
+        //            "filled_at": null,
+        //            "expired_at": null,
+        //            "cancel_requested_at": null,
+        //            "canceled_at": null,
+        //            "failed_at": null,
+        //            "replaced_at": null,
+        //            "replaced_by": null,
+        //            "replaces": null,
+        //            "asset_id": "276e2673-764b-4ab6-a611-caf665ca6340",
+        //            "symbol": "BTC/USD",
+        //            "asset_class": "crypto",
+        //            "notional": null,
+        //            "qty": "0.01",
+        //            "filled_qty": "0",
+        //            "filled_avg_price": null,
+        //            "order_class": '',
+        //            "order_type": "market",
+        //            "type": "market",
+        //            "side": "buy",
+        //            "time_in_force": "gtc",
+        //            "limit_price": null,
+        //            "stop_price": null,
+        //            "status": "new",
+        //            "extended_hours": false,
+        //            "legs": null,
+        //            "trail_percent": null,
+        //            "trail_price": null,
+        //            "hwm": null
+        //          },
+        //          "execution_id": "5f781a30-b9a3-4c86-b466-2175850cf340"
+        //        }
+        //      }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const rawOrder = this.safeValue(data, 'order', {});
+        if (this.orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            this.orders = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const orders = this.orders;
+        const order = this.parseOrder(rawOrder);
+        orders.append(order);
+        let messageHash = 'orders';
+        client.resolve(orders, messageHash);
+        messageHash = 'orders:' + order['symbol'];
+        client.resolve(orders, messageHash);
+    }
+    handleMyTrade(client, message) {
+        //
+        //    {
+        //        "stream": "trade_updates",
+        //        "data": {
+        //          "event": "new",
+        //          "timestamp": "2022-12-16T07:28:51.67621869Z",
+        //          "order": {
+        //            "id": "c2470331-8993-4051-bf5d-428d5bdc9a48",
+        //            "client_order_id": "0f1f3764-107a-4d09-8b9a-d75a11738f5c",
+        //            "created_at": "2022-12-16T02:28:51.673531798-05:00",
+        //            "updated_at": "2022-12-16T02:28:51.678736847-05:00",
+        //            "submitted_at": "2022-12-16T02:28:51.673015558-05:00",
+        //            "filled_at": null,
+        //            "expired_at": null,
+        //            "cancel_requested_at": null,
+        //            "canceled_at": null,
+        //            "failed_at": null,
+        //            "replaced_at": null,
+        //            "replaced_by": null,
+        //            "replaces": null,
+        //            "asset_id": "276e2673-764b-4ab6-a611-caf665ca6340",
+        //            "symbol": "BTC/USD",
+        //            "asset_class": "crypto",
+        //            "notional": null,
+        //            "qty": "0.01",
+        //            "filled_qty": "0",
+        //            "filled_avg_price": null,
+        //            "order_class": '',
+        //            "order_type": "market",
+        //            "type": "market",
+        //            "side": "buy",
+        //            "time_in_force": "gtc",
+        //            "limit_price": null,
+        //            "stop_price": null,
+        //            "status": "new",
+        //            "extended_hours": false,
+        //            "legs": null,
+        //            "trail_percent": null,
+        //            "trail_price": null,
+        //            "hwm": null
+        //          },
+        //          "execution_id": "5f781a30-b9a3-4c86-b466-2175850cf340"
+        //        }
+        //      }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const event = this.safeString(data, 'event');
+        if (event !== 'fill' && event !== 'partial_fill') {
+            return;
+        }
+        const rawOrder = this.safeValue(data, 'order', {});
+        let myTrades = this.myTrades;
+        if (myTrades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            myTrades = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const trade = this.parseMyTrade(rawOrder);
+        myTrades.append(trade);
+        let messageHash = 'myTrades:' + trade['symbol'];
+        client.resolve(myTrades, messageHash);
+        messageHash = 'myTrades';
+        client.resolve(myTrades, messageHash);
+    }
+    parseMyTrade(trade, market = undefined) {
+        //
+        //    {
+        //        "id": "c2470331-8993-4051-bf5d-428d5bdc9a48",
+        //        "client_order_id": "0f1f3764-107a-4d09-8b9a-d75a11738f5c",
+        //        "created_at": "2022-12-16T02:28:51.673531798-05:00",
+        //        "updated_at": "2022-12-16T02:28:51.678736847-05:00",
+        //        "submitted_at": "2022-12-16T02:28:51.673015558-05:00",
+        //        "filled_at": null,
+        //        "expired_at": null,
+        //        "cancel_requested_at": null,
+        //        "canceled_at": null,
+        //        "failed_at": null,
+        //        "replaced_at": null,
+        //        "replaced_by": null,
+        //        "replaces": null,
+        //        "asset_id": "276e2673-764b-4ab6-a611-caf665ca6340",
+        //        "symbol": "BTC/USD",
+        //        "asset_class": "crypto",
+        //        "notional": null,
+        //        "qty": "0.01",
+        //        "filled_qty": "0",
+        //        "filled_avg_price": null,
+        //        "order_class": '',
+        //        "order_type": "market",
+        //        "type": "market",
+        //        "side": "buy",
+        //        "time_in_force": "gtc",
+        //        "limit_price": null,
+        //        "stop_price": null,
+        //        "status": "new",
+        //        "extended_hours": false,
+        //        "legs": null,
+        //        "trail_percent": null,
+        //        "trail_price": null,
+        //        "hwm": null
+        //    }
+        //
+        const marketId = this.safeString(trade, 'symbol');
+        const datetime = this.safeString(trade, 'filled_at');
+        let type = this.safeString(trade, 'type');
+        if (type.indexOf('limit') >= 0) {
+            // might be limit or stop-limit
+            type = 'limit';
+        }
+        return this.safeTrade({
+            'id': this.safeString(trade, 'i'),
+            'info': trade,
+            'timestamp': this.parse8601(datetime),
+            'datetime': datetime,
+            'symbol': this.safeSymbol(marketId, undefined, '/'),
+            'order': this.safeString(trade, 'id'),
+            'type': type,
+            'side': this.safeString(trade, 'side'),
+            'takerOrMaker': (type === 'market') ? 'taker' : 'maker',
+            'price': this.safeString(trade, 'filled_avg_price'),
+            'amount': this.safeString(trade, 'filled_qty'),
+            'cost': undefined,
+            'fee': undefined,
+        }, market);
+    }
+    async authenticate(url, params = {}) {
+        this.checkRequiredCredentials();
+        const messageHash = 'authenticated';
+        const client = this.client(url);
+        const future = client.future(messageHash);
+        const authenticated = this.safeValue(client.subscriptions, messageHash);
+        if (authenticated === undefined) {
+            let request = {
+                'action': 'auth',
+                'key': this.apiKey,
+                'secret': this.secret,
+            };
+            if (url === this.urls['api']['ws']['trading']) {
+                // this auth request is being deprecated in test environment
+                request = {
+                    'action': 'authenticate',
+                    'data': {
+                        'key_id': this.apiKey,
+                        'secret_key': this.secret,
+                    },
+                };
+            }
+            this.watch(url, messageHash, request, messageHash, future);
+        }
+        return future;
+    }
+    handleErrorMessage(client, message) {
+        //
+        //    {
+        //        "T": "error",
+        //        "code": 400,
+        //        "msg": "invalid syntax"
+        //    }
+        //
+        const code = this.safeString(message, 'code');
+        const msg = this.safeValue(message, 'msg', {});
+        throw new errors.ExchangeError(this.id + ' code: ' + code + ' message: ' + msg);
+    }
+    handleConnected(client, message) {
+        //
+        //    {
+        //        "T": "success",
+        //        "msg": "connected"
+        //    }
+        //
+        return message;
+    }
+    handleCryptoMessage(client, message) {
+        for (let i = 0; i < message.length; i++) {
+            const data = message[i];
+            const T = this.safeString(data, 'T');
+            const msg = this.safeValue(data, 'msg', {});
+            if (T === 'subscription') {
+                return this.handleSubscription(client, data);
+            }
+            if (T === 'success' && msg === 'connected') {
+                return this.handleConnected(client, data);
+            }
+            if (T === 'success' && msg === 'authenticated') {
+                return this.handleAuthenticate(client, data);
+            }
+            const methods = {
+                'error': this.handleErrorMessage,
+                'b': this.handleOHLCV,
+                'q': this.handleTicker,
+                't': this.handleTrades,
+                'o': this.handleOrderBook,
+            };
+            const method = this.safeValue(methods, T);
+            if (method !== undefined) {
+                method.call(this, client, data);
+            }
+        }
+    }
+    handleTradingMessage(client, message) {
+        const stream = this.safeString(message, 'stream');
+        const methods = {
+            'authorization': this.handleAuthenticate,
+            'listening': this.handleSubscription,
+            'trade_updates': this.handleTradeUpdate,
+        };
+        const method = this.safeValue(methods, stream);
+        if (method !== undefined) {
+            method.call(this, client, message);
+        }
+    }
+    handleMessage(client, message) {
+        if (Array.isArray(message)) {
+            return this.handleCryptoMessage(client, message);
+        }
+        this.handleTradingMessage(client, message);
+    }
+    handleAuthenticate(client, message) {
+        //
+        // crypto
+        //    {
+        //        "T": "success",
+        //        "msg": "connected"
+        //    ]
+        //
+        // trading
+        //    {
+        //        "stream": "authorization",
+        //        "data": {
+        //            "status": "authorized",
+        //            "action": "authenticate"
+        //        }
+        //    }
+        // error
+        //    {
+        //        "stream": "authorization",
+        //        "data": {
+        //            "action": "authenticate",
+        //            "message": "access key verification failed",
+        //            "status": "unauthorized"
+        //        }
+        //    }
+        //
+        const T = this.safeString(message, 'T');
+        const data = this.safeValue(message, 'data', {});
+        const status = this.safeString(data, 'status');
+        if (T === 'success' || status === 'authorized') {
+            const promise = client.futures['authenticated'];
+            promise.resolve(message);
+            return;
+        }
+        throw new errors.AuthenticationError(this.id + ' failed to authenticate.');
+    }
+    handleSubscription(client, message) {
+        //
+        // crypto
+        //    {
+        //          "T": "subscription",
+        //          "trades": [],
+        //          "quotes": [ "BTC/USDT" ],
+        //          "orderbooks": [],
+        //          "bars": [],
+        //          "updatedBars": [],
+        //          "dailyBars": []
+        //    }
+        // trading
+        //    {
+        //        "stream": "listening",
+        //        "data": {
+        //            "streams": ["trade_updates"]
+        //        }
+        //    }
+        //
+        return message;
+    }
+}
+
+module.exports = alpaca;