ccxt 4.2.11 → 4.2.12

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

@@ -0,0 +1,981 @@
+'use strict';
+
+var kucoinfutures$1 = require('../kucoinfutures.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class kucoinfutures extends kucoinfutures$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchTicker': true,
+                'watchTrades': true,
+                'watchOrderBook': true,
+                'watchOrders': true,
+                'watchBalance': true,
+                'watchPosition': true,
+                'watchPositions': false,
+                'watchPositionForSymbols': false,
+                'watchTradesForSymbols': true,
+                'watchOrderBookForSymbols': true,
+            },
+            'options': {
+                'accountsByType': {
+                    'swap': 'future',
+                    'cross': 'margin',
+                    // 'spot': ,
+                    // 'margin': ,
+                    // 'main': ,
+                    // 'funding': ,
+                    // 'future': ,
+                    // 'mining': ,
+                    // 'trade': ,
+                    // 'contract': ,
+                    // 'pool': ,
+                },
+                'tradesLimit': 1000,
+                'watchOrderBook': {
+                    'snapshotDelay': 20,
+                    'snapshotMaxRetries': 3,
+                },
+                'watchTicker': {
+                    'name': 'contractMarket/tickerV2', // market/ticker
+                },
+                'watchPosition': {
+                    'fetchPositionSnapshot': true,
+                    'awaitPositionSnapshot': true, // whether to wait for the position snapshot before providing updates
+                },
+            },
+            'streaming': {
+                // kucoin does not support built-in ws protocol-level ping-pong
+                // instead it requires a custom json-based text ping-pong
+                // https://docs.kucoin.com/#ping
+                'ping': this.ping,
+            },
+        });
+    }
+    negotiate(privateChannel, params = {}) {
+        const connectId = privateChannel ? 'private' : 'public';
+        const urls = this.safeValue(this.options, 'urls', {});
+        const spawaned = this.safeValue(urls, connectId);
+        if (spawaned !== undefined) {
+            return spawaned;
+        }
+        // we store an awaitable to the url
+        // so that multiple calls don't asynchronously
+        // fetch different urls and overwrite each other
+        urls[connectId] = this.spawn(this.negotiateHelper, privateChannel, params);
+        this.options['urls'] = urls;
+        return urls[connectId];
+    }
+    async negotiateHelper(privateChannel, params = {}) {
+        let response = undefined;
+        const connectId = privateChannel ? 'private' : 'public';
+        if (privateChannel) {
+            response = await this.futuresPrivatePostBulletPrivate(params);
+            //
+            //     {
+            //         "code": "200000",
+            //         "data": {
+            //             "instanceServers": [
+            //                 {
+            //                     "pingInterval":  50000,
+            //                     "endpoint": "wss://push-private.kucoin.com/endpoint",
+            //                     "protocol": "websocket",
+            //                     "encrypt": true,
+            //                     "pingTimeout": 10000
+            //                 }
+            //             ],
+            //             "token": "2neAiuYvAU61ZDXANAGAsiL4-iAExhsBXZxftpOeh_55i3Ysy2q2LEsEWU64mdzUOPusi34M_wGoSf7iNyEWJ1UQy47YbpY4zVdzilNP-Bj3iXzrjjGlWtiYB9J6i9GjsxUuhPw3BlrzazF6ghq4Lzf7scStOz3KkxjwpsOBCH4=.WNQmhZQeUKIkh97KYgU0Lg=="
+            //         }
+            //     }
+            //
+        }
+        else {
+            response = await this.futuresPublicPostBulletPublic(params);
+        }
+        const data = this.safeValue(response, 'data', {});
+        const instanceServers = this.safeValue(data, 'instanceServers', []);
+        const firstInstanceServer = this.safeValue(instanceServers, 0);
+        const pingInterval = this.safeInteger(firstInstanceServer, 'pingInterval');
+        const endpoint = this.safeString(firstInstanceServer, 'endpoint');
+        const token = this.safeString(data, 'token');
+        const result = endpoint + '?' + this.urlencode({
+            'token': token,
+            'privateChannel': privateChannel,
+            'connectId': connectId,
+        });
+        const client = this.client(result);
+        client.keepAlive = pingInterval;
+        return result;
+    }
+    requestId() {
+        const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
+        this.options['requestId'] = requestId;
+        return requestId;
+    }
+    async subscribe(url, messageHash, subscriptionHash, subscription, params = {}) {
+        const requestId = this.requestId().toString();
+        const request = {
+            'id': requestId,
+            'type': 'subscribe',
+            'topic': subscriptionHash,
+            'response': true,
+        };
+        const message = this.extend(request, params);
+        const subscriptionRequest = {
+            'id': requestId,
+        };
+        if (subscription === undefined) {
+            subscription = subscriptionRequest;
+        }
+        else {
+            subscription = this.extend(subscriptionRequest, subscription);
+        }
+        return await this.watch(url, messageHash, message, subscriptionHash, subscription);
+    }
+    async subscribeMultiple(url, messageHashes, topic, subscriptionHashes, subscription, params = {}) {
+        const requestId = this.requestId().toString();
+        const request = {
+            'id': requestId,
+            'type': 'subscribe',
+            'topic': topic,
+            'response': true,
+        };
+        const message = this.extend(request, params);
+        const subscriptionRequest = {
+            'id': requestId,
+        };
+        if (subscription === undefined) {
+            subscription = subscriptionRequest;
+        }
+        else {
+            subscription = this.extend(subscriptionRequest, subscription);
+        }
+        return await this.watchMultiple(url, messageHashes, message, subscriptionHashes, subscription);
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name kucoinfutures#watchTicker
+         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+         * @see https://docs.kucoin.com/futures/#get-real-time-symbol-ticker-v2
+         * @param {string} symbol unified symbol of the market to fetch the ticker for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const url = await this.negotiate(false);
+        const options = this.safeValue(this.options, 'watchTicker', {});
+        const channel = this.safeString(options, 'name', 'contractMarket/tickerV2');
+        const topic = '/' + channel + ':' + market['id'];
+        const messageHash = 'ticker:' + symbol;
+        return await this.subscribe(url, messageHash, topic, undefined, params);
+    }
+    handleTicker(client, message) {
+        //
+        // market/tickerV2
+        //
+        //    {
+        //        "type": "message",
+        //        "topic": "/contractMarket/tickerV2:ADAUSDTM",
+        //        "subject": "tickerV2",
+        //        "data": {
+        //            "symbol": "ADAUSDTM",
+        //            "sequence": 1668007800439,
+        //            "bestBidSize": 178,
+        //            "bestBidPrice": "0.35959",
+        //            "bestAskPrice": "0.35981",
+        //            "ts": "1668141430037124460",
+        //            "bestAskSize": 134
+        //        }
+        //    }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const marketId = this.safeValue(data, 'symbol');
+        const market = this.safeMarket(marketId, undefined, '-');
+        const ticker = this.parseTicker(data, market);
+        this.tickers[market['symbol']] = ticker;
+        const messageHash = 'ticker:' + market['symbol'];
+        client.resolve(ticker, messageHash);
+        return message;
+    }
+    async watchPosition(symbol = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoinfutures#watchPosition
+         * @description watch open positions for a specific symbol
+         * @see https://docs.kucoin.com/futures/#position-change-events
+         * @param {string|undefined} symbol unified market symbol
+         * @param {object} params extra parameters specific to the exchange API endpoint
+         * @returns {object} a [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
+         */
+        if (symbol === undefined) {
+            throw new errors.ArgumentsRequired(this.id + ' watchPosition() requires a symbol argument');
+        }
+        await this.loadMarkets();
+        const url = await this.negotiate(true);
+        const market = this.market(symbol);
+        const topic = '/contract/position:' + market['id'];
+        const request = {
+            'privateChannel': true,
+        };
+        const messageHash = 'position:' + market['symbol'];
+        const client = this.client(url);
+        this.setPositionCache(client, symbol);
+        const fetchPositionSnapshot = this.handleOption('watchPosition', 'fetchPositionSnapshot', true);
+        const awaitPositionSnapshot = this.safeValue('watchPosition', 'awaitPositionSnapshot', true);
+        const currentPosition = this.getCurrentPosition(symbol);
+        if (fetchPositionSnapshot && awaitPositionSnapshot && currentPosition === undefined) {
+            const snapshot = await client.future('fetchPositionSnapshot:' + symbol);
+            return snapshot;
+        }
+        return await this.subscribe(url, messageHash, topic, undefined, this.extend(request, params));
+    }
+    getCurrentPosition(symbol) {
+        if (this.positions === undefined) {
+            return undefined;
+        }
+        const cache = this.positions.hashmap;
+        const symbolCache = this.safeValue(cache, symbol, {});
+        const values = Object.values(symbolCache);
+        return this.safeValue(values, 0);
+    }
+    setPositionCache(client, symbol) {
+        const fetchPositionSnapshot = this.handleOption('watchPosition', 'fetchPositionSnapshot', false);
+        if (fetchPositionSnapshot) {
+            const messageHash = 'fetchPositionSnapshot:' + symbol;
+            if (!(messageHash in client.futures)) {
+                client.future(messageHash);
+                this.spawn(this.loadPositionSnapshot, client, messageHash, symbol);
+            }
+        }
+    }
+    async loadPositionSnapshot(client, messageHash, symbol) {
+        const position = await this.fetchPosition(symbol);
+        this.positions = new Cache.ArrayCacheBySymbolById();
+        const cache = this.positions;
+        cache.append(position);
+        // don't remove the future from the .futures cache
+        const future = client.futures[messageHash];
+        future.resolve(cache);
+        client.resolve(position, 'position:' + symbol);
+    }
+    handlePosition(client, message) {
+        //
+        // Position Changes Caused Operations
+        //    {
+        //        "type": "message",
+        //        "userId": "5c32d69203aa676ce4b543c7", // Deprecated, will detele later
+        //        "channelType": "private",
+        //        "topic": "/contract/position:XBTUSDM",
+        //        "subject": "position.change",
+        //        "data": {
+        //            "realisedGrossPnl": 0E-8, //Accumulated realised profit and loss
+        //            "symbol": "XBTUSDM", //Symbol
+        //            "crossMode": false, //Cross mode or not
+        //            "liquidationPrice": 1000000.0, //Liquidation price
+        //            "posLoss": 0E-8, //Manually added margin amount
+        //            "avgEntryPrice": 7508.22, //Average entry price
+        //            "unrealisedPnl": -0.00014735, //Unrealised profit and loss
+        //            "markPrice": 7947.83, //Mark price
+        //            "posMargin": 0.00266779, //Position margin
+        //            "autoDeposit": false, //Auto deposit margin or not
+        //            "riskLimit": 100000, //Risk limit
+        //            "unrealisedCost": 0.00266375, //Unrealised value
+        //            "posComm": 0.00000392, //Bankruptcy cost
+        //            "posMaint": 0.00001724, //Maintenance margin
+        //            "posCost": 0.00266375, //Position value
+        //            "maintMarginReq": 0.005, //Maintenance margin rate
+        //            "bankruptPrice": 1000000.0, //Bankruptcy price
+        //            "realisedCost": 0.00000271, //Currently accumulated realised position value
+        //            "markValue": 0.00251640, //Mark value
+        //            "posInit": 0.00266375, //Position margin
+        //            "realisedPnl": -0.00000253, //Realised profit and losts
+        //            "maintMargin": 0.00252044, //Position margin
+        //            "realLeverage": 1.06, //Leverage of the order
+        //            "changeReason": "positionChange", //changeReason:marginChange、positionChange、liquidation、autoAppendMarginStatusChange、adl
+        //            "currentCost": 0.00266375, //Current position value
+        //            "openingTimestamp": 1558433191000, //Open time
+        //            "currentQty": -20, //Current position
+        //            "delevPercentage": 0.52, //ADL ranking percentile
+        //            "currentComm": 0.00000271, //Current commission
+        //            "realisedGrossCost": 0E-8, //Accumulated reliased gross profit value
+        //            "isOpen": true, //Opened position or not
+        //            "posCross": 1.2E-7, //Manually added margin
+        //            "currentTimestamp": 1558506060394, //Current timestamp
+        //            "unrealisedRoePcnt": -0.0553, //Rate of return on investment
+        //            "unrealisedPnlPcnt": -0.0553, //Position profit and loss ratio
+        //            "settleCurrency": "XBT" //Currency used to clear and settle the trades
+        //        }
+        //    }
+        // Position Changes Caused by Mark Price
+        //    {
+        //        "userId": "5cd3f1a7b7ebc19ae9558591", // Deprecated, will detele later
+        //        "topic": "/contract/position:XBTUSDM",
+        //        "subject": "position.change",
+        //          "data": {
+        //              "markPrice": 7947.83,                   //Mark price
+        //              "markValue": 0.00251640,                 //Mark value
+        //              "maintMargin": 0.00252044,              //Position margin
+        //              "realLeverage": 10.06,                   //Leverage of the order
+        //              "unrealisedPnl": -0.00014735,           //Unrealised profit and lost
+        //              "unrealisedRoePcnt": -0.0553,           //Rate of return on investment
+        //              "unrealisedPnlPcnt": -0.0553,            //Position profit and loss ratio
+        //              "delevPercentage": 0.52,             //ADL ranking percentile
+        //              "currentTimestamp": 1558087175068,      //Current timestamp
+        //              "settleCurrency": "XBT"                 //Currency used to clear and settle the trades
+        //          }
+        //    }
+        //  Funding Settlement
+        //    {
+        //        "userId": "xbc453tg732eba53a88ggyt8c", // Deprecated, will detele later
+        //        "topic": "/contract/position:XBTUSDM",
+        //        "subject": "position.settlement",
+        //        "data": {
+        //            "fundingTime": 1551770400000,          //Funding time
+        //            "qty": 100,                            //Position siz
+        //            "markPrice": 3610.85,                 //Settlement price
+        //            "fundingRate": -0.002966,             //Funding rate
+        //            "fundingFee": -296,                   //Funding fees
+        //            "ts": 1547697294838004923,             //Current time (nanosecond)
+        //            "settleCurrency": "XBT"                //Currency used to clear and settle the trades
+        //        }
+        //    }
+        // Adjustmet result of risk limit level
+        //     {
+        //         "userId": "xbc453tg732eba53a88ggyt8c",
+        //         "topic": "/contract/position:ADAUSDTM",
+        //         "subject": "position.adjustRiskLimit",
+        //         "data": {
+        //           "success": true, // Successful or not
+        //           "riskLimitLevel": 1, // Current risk limit level
+        //           "msg": "" // Failure reason
+        //         }
+        //     }
+        //
+        const topic = this.safeString(message, 'topic', '');
+        const parts = topic.split(':');
+        const marketId = this.safeString(parts, 1);
+        const symbol = this.safeSymbol(marketId, undefined, '');
+        const cache = this.positions;
+        const currentPosition = this.getCurrentPosition(symbol);
+        const messageHash = 'position:' + symbol;
+        const data = this.safeValue(message, 'data', {});
+        const newPosition = this.parsePosition(data);
+        const keys = Object.keys(newPosition);
+        for (let i = 0; i < keys.length; i++) {
+            const key = keys[i];
+            if (newPosition[key] === undefined) {
+                delete newPosition[key];
+            }
+        }
+        const position = this.extend(currentPosition, newPosition);
+        cache.append(position);
+        client.resolve(position, messageHash);
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoinfutures#watchTrades
+         * @description get the list of most recent trades for a particular symbol
+         * @see https://docs.kucoin.com/futures/#execution-data
+         * @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 kucoinfutures#watchTrades
+         * @description get the list of most recent trades for a particular symbol
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        const 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 url = await this.negotiate(false);
+        symbols = this.marketSymbols(symbols);
+        const marketIds = this.marketIds(symbols);
+        const topic = '/contractMarket/execution:' + marketIds.join(',');
+        const subscriptionHashes = [];
+        const messageHashes = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const symbol = symbols[i];
+            const marketId = marketIds[i];
+            messageHashes.push('trades:' + symbol);
+            subscriptionHashes.push('/contractMarket/execution:' + marketId);
+        }
+        const trades = await this.subscribeMultiple(url, messageHashes, topic, subscriptionHashes, params);
+        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);
+    }
+    handleTrade(client, message) {
+        //
+        //    {
+        //        "type": "message",
+        //        "topic": "/contractMarket/execution:ADAUSDTM",
+        //        "subject": "match",
+        //        "data": {
+        //            "makerUserId": "62286a4d720edf0001e81961",
+        //            "symbol": "ADAUSDTM",
+        //            "sequence": 41320766,
+        //            "side": "sell",
+        //            "size": 2,
+        //            "price": 0.35904,
+        //            "takerOrderId": "636dd9da9857ba00010cfa44",
+        //            "makerOrderId": "636dd9c8df149d0001e62bc8",
+        //            "takerUserId": "6180be22b6ab210001fa3371",
+        //            "tradeId": "636dd9da0000d400d477eca7",
+        //            "ts": 1668143578987357700
+        //        }
+        //    }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const trade = this.parseTrade(data);
+        const symbol = trade['symbol'];
+        let trades = this.safeValue(this.trades, symbol);
+        if (trades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            trades = new Cache.ArrayCache(limit);
+            this.trades[symbol] = trades;
+        }
+        trades.append(trade);
+        const messageHash = 'trades:' + symbol;
+        client.resolve(trades, messageHash);
+        return message;
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoinfutures#watchOrderBook
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         *   1. After receiving the websocket Level 2 data flow, cache the data.
+         *   2. Initiate a REST request to get the snapshot data of Level 2 order book.
+         *   3. Playback the cached Level 2 data flow.
+         *   4. Apply the new Level 2 data flow to the local snapshot to ensure that the sequence of the new Level 2 update lines up with the sequence of the previous Level 2 data. Discard all the message prior to that sequence, and then playback the change to snapshot.
+         *   5. Update the level2 full data based on sequence according to the size. If the price is 0, ignore the messages and update the sequence. If the size=0, update the sequence and remove the price of which the size is 0 out of level 2. For other cases, please update the price.
+         *   6. If the sequence of the newly pushed message does not line up to the sequence of the last message, you could pull through REST Level 2 message request to get the updated messages. Please note that the difference between the start and end parameters cannot exceed 500.
+         * @see https://docs.kucoin.com/futures/#level-2-market-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
+         */
+        return await this.watchOrderBookForSymbols([symbol], limit, params);
+    }
+    async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoinfutures#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
+         */
+        const symbolsLength = symbols.length;
+        if (symbolsLength === 0) {
+            throw new errors.ArgumentsRequired(this.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols');
+        }
+        if (limit !== undefined) {
+            if ((limit !== 20) && (limit !== 100)) {
+                throw new errors.ExchangeError(this.id + " watchOrderBook 'limit' argument must be undefined, 20 or 100");
+            }
+        }
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const marketIds = this.marketIds(symbols);
+        const url = await this.negotiate(false);
+        const topic = '/contractMarket/level2:' + marketIds.join(',');
+        const subscription = {
+            'method': this.handleOrderBookSubscription,
+            'symbols': symbols,
+            'limit': limit,
+        };
+        const subscriptionHashes = [];
+        const messageHashes = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const symbol = symbols[i];
+            const marketId = marketIds[i];
+            messageHashes.push('orderbook:' + symbol);
+            subscriptionHashes.push('/contractMarket/level2:' + marketId);
+        }
+        const orderbook = await this.subscribeMultiple(url, messageHashes, topic, subscriptionHashes, subscription, params);
+        return orderbook.limit();
+    }
+    handleDelta(orderbook, delta) {
+        orderbook['nonce'] = this.safeInteger(delta, 'sequence');
+        const timestamp = this.safeInteger(delta, 'timestamp');
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601(timestamp);
+        const change = this.safeValue(delta, 'change', {});
+        const splitChange = change.split(',');
+        const price = this.safeNumber(splitChange, 0);
+        const side = this.safeString(splitChange, 1);
+        const quantity = this.safeNumber(splitChange, 2);
+        const type = (side === 'buy') ? 'bids' : 'asks';
+        const value = [price, quantity];
+        if (type === 'bids') {
+            const storedBids = orderbook['bids'];
+            storedBids.storeArray(value);
+        }
+        else {
+            const storedAsks = orderbook['asks'];
+            storedAsks.storeArray(value);
+        }
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
+    }
+    handleOrderBook(client, message) {
+        //
+        // initial snapshot is fetched with ccxt's fetchOrderBook
+        // the feed does not include a snapshot, just the deltas
+        //
+        //    {
+        //        "type": "message",
+        //        "topic": "/contractMarket/level2:ADAUSDTM",
+        //        "subject": "level2",
+        //        "data": {
+        //            "sequence": 1668059586457,
+        //            "change": "0.34172,sell,456", // type, side, quantity
+        //            "timestamp": 1668573023223
+        //        }
+        //    }
+        //
+        const data = this.safeValue(message, 'data');
+        const topic = this.safeString(message, 'topic');
+        const topicParts = topic.split(':');
+        const marketId = this.safeString(topicParts, 1);
+        const symbol = this.safeSymbol(marketId, undefined, '-');
+        const messageHash = 'orderbook:' + symbol;
+        const storedOrderBook = this.safeValue(this.orderbooks, symbol);
+        const nonce = this.safeInteger(storedOrderBook, 'nonce');
+        const deltaEnd = this.safeInteger(data, 'sequence');
+        if (nonce === undefined) {
+            const cacheLength = storedOrderBook.cache.length;
+            const topicPartsNew = topic.split(':');
+            const topicSymbol = this.safeString(topicPartsNew, 1);
+            const topicChannel = this.safeString(topicPartsNew, 0);
+            const subscriptions = Object.keys(client.subscriptions);
+            let subscription = undefined;
+            for (let i = 0; i < subscriptions.length; i++) {
+                const key = subscriptions[i];
+                if ((key.indexOf(topicSymbol) >= 0) && (key.indexOf(topicChannel) >= 0)) {
+                    subscription = client.subscriptions[key];
+                    break;
+                }
+            }
+            const limit = this.safeInteger(subscription, 'limit');
+            const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 5);
+            if (cacheLength === snapshotDelay) {
+                this.spawn(this.loadOrderBook, client, messageHash, symbol, limit);
+            }
+            storedOrderBook.cache.push(data);
+            return;
+        }
+        else if (nonce >= deltaEnd) {
+            return;
+        }
+        this.handleDelta(storedOrderBook, data);
+        client.resolve(storedOrderBook, messageHash);
+    }
+    getCacheIndex(orderbook, cache) {
+        const firstDelta = this.safeValue(cache, 0);
+        const nonce = this.safeInteger(orderbook, 'nonce');
+        const firstDeltaStart = this.safeInteger(firstDelta, 'sequence');
+        if (nonce < firstDeltaStart - 1) {
+            return -1;
+        }
+        for (let i = 0; i < cache.length; i++) {
+            const delta = cache[i];
+            const deltaStart = this.safeInteger(delta, 'sequence');
+            if (nonce < deltaStart - 1) {
+                return i;
+            }
+        }
+        return cache.length;
+    }
+    handleOrderBookSubscription(client, message, subscription) {
+        const limit = this.safeInteger(subscription, 'limit');
+        const symbols = this.safeValue(subscription, 'symbols');
+        if (symbols === undefined) {
+            const symbol = this.safeString(subscription, 'symbol');
+            this.orderbooks[symbol] = this.orderBook({}, limit);
+        }
+        else {
+            for (let i = 0; i < symbols.length; i++) {
+                const symbol = symbols[i];
+                this.orderbooks[symbol] = this.orderBook({}, limit);
+            }
+        }
+        // moved snapshot initialization to handleOrderBook to fix
+        // https://github.com/ccxt/ccxt/issues/6820
+        // the general idea is to fetch the snapshot after the first delta
+        // but not before, because otherwise we cannot synchronize the feed
+    }
+    handleSubscriptionStatus(client, message) {
+        //
+        //     {
+        //         "id": "1578090438322",
+        //         "type": "ack"
+        //     }
+        //
+        const id = this.safeString(message, 'id');
+        const subscriptionsById = this.indexBy(client.subscriptions, 'id');
+        const subscription = this.safeValue(subscriptionsById, id, {});
+        const method = this.safeValue(subscription, 'method');
+        if (method !== undefined) {
+            method.call(this, client, message, subscription);
+        }
+    }
+    handleSystemStatus(client, message) {
+        //
+        // todo: answer the question whether handleSystemStatus should be renamed
+        // and unified as handleStatus for any usage pattern that
+        // involves system status and maintenance updates
+        //
+        //     {
+        //         "id": "1578090234088", // connectId
+        //         "type": "welcome",
+        //     }
+        //
+        return message;
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoinfutures#watchOrders
+         * @description watches information on multiple orders made by the user
+         * @see https://docs.kucoin.com/futures/#trade-orders-according-to-the-market
+         * @param {string} symbol unified market symbol of the market orders were made in
+         * @param {int} [since] the earliest time in ms to fetch orders for
+         * @param {int} [limit] the maximum number of order structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        const url = await this.negotiate(true);
+        const topic = '/contractMarket/tradeOrders';
+        const request = {
+            'privateChannel': true,
+        };
+        let messageHash = 'orders';
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            symbol = market['symbol'];
+            messageHash = messageHash + ':' + symbol;
+        }
+        const orders = await this.subscribe(url, messageHash, topic, undefined, this.extend(request, params));
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    parseWsOrderStatus(status) {
+        const statuses = {
+            'open': 'open',
+            'filled': 'closed',
+            'match': 'open',
+            'update': 'open',
+            'canceled': 'canceled',
+        };
+        return this.safeString(statuses, status, status);
+    }
+    parseWsOrder(order, market = undefined) {
+        //
+        //         "symbol": "XCAD-USDT",
+        //     {
+        //         "orderType": "limit",
+        //         "side": "buy",
+        //         "orderId": "6249167327218b000135e749",
+        //         "type": "canceled",
+        //         "orderTime": 1648957043065280224,
+        //         "size": "100.452",
+        //         "filledSize": "0",
+        //         "price": "2.9635",
+        //         "clientOid": "buy-XCAD-USDT-1648957043010159",
+        //         "remainSize": "0",
+        //         "status": "done",
+        //         "ts": 1648957054031001037
+        //     }
+        //
+        const id = this.safeString(order, 'orderId');
+        const clientOrderId = this.safeString(order, 'clientOid');
+        const orderType = this.safeStringLower(order, 'orderType');
+        const price = this.safeString(order, 'price');
+        const filled = this.safeString(order, 'filledSize');
+        const amount = this.safeString(order, 'size');
+        const rawType = this.safeString(order, 'type');
+        const status = this.parseWsOrderStatus(rawType);
+        const timestamp = this.safeIntegerProduct(order, 'orderTime', 0.000001);
+        const marketId = this.safeString(order, 'symbol');
+        market = this.safeMarket(marketId, market);
+        const symbol = market['symbol'];
+        const side = this.safeStringLower(order, 'side');
+        return this.safeOrder({
+            'info': order,
+            'symbol': symbol,
+            'id': id,
+            'clientOrderId': clientOrderId,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'lastTradeTimestamp': undefined,
+            'type': orderType,
+            'timeInForce': undefined,
+            'postOnly': undefined,
+            'side': side,
+            'price': price,
+            'stopPrice': undefined,
+            'amount': amount,
+            'cost': undefined,
+            'average': undefined,
+            'filled': filled,
+            'remaining': undefined,
+            'status': status,
+            'fee': undefined,
+            'trades': undefined,
+        }, market);
+    }
+    handleOrder(client, message) {
+        const messageHash = 'orders';
+        const data = this.safeValue(message, 'data');
+        const parsed = this.parseWsOrder(data);
+        const symbol = this.safeString(parsed, 'symbol');
+        const orderId = this.safeString(parsed, 'id');
+        if (symbol !== undefined) {
+            if (this.orders === undefined) {
+                const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+                this.orders = new Cache.ArrayCacheBySymbolById(limit);
+            }
+            const cachedOrders = this.orders;
+            const orders = this.safeValue(cachedOrders.hashmap, symbol, {});
+            const order = this.safeValue(orders, orderId);
+            if (order !== undefined) {
+                // todo add others to calculate average etc
+                const stopPrice = this.safeValue(order, 'stopPrice');
+                if (stopPrice !== undefined) {
+                    parsed['stopPrice'] = stopPrice;
+                }
+                if (order['status'] === 'closed') {
+                    parsed['status'] = 'closed';
+                }
+            }
+            cachedOrders.append(parsed);
+            client.resolve(this.orders, messageHash);
+            const symbolSpecificMessageHash = messageHash + ':' + symbol;
+            client.resolve(this.orders, symbolSpecificMessageHash);
+        }
+    }
+    async watchBalance(params = {}) {
+        /**
+         * @method
+         * @name kucoinfutures#watchBalance
+         * @description watch balance and get the amount of funds available for trading or funds locked in orders
+         * @see https://docs.kucoin.com/futures/#account-balance-events
+         * @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();
+        const url = await this.negotiate(true);
+        const topic = '/contractAccount/wallet';
+        const request = {
+            'privateChannel': true,
+        };
+        const subscription = {
+            'method': this.handleBalanceSubscription,
+        };
+        const messageHash = 'balance';
+        return await this.subscribe(url, messageHash, topic, subscription, this.extend(request, params));
+    }
+    handleBalance(client, message) {
+        //
+        //    {
+        //        "id": "6375553193027a0001f6566f",
+        //        "type": "message",
+        //        "topic": "/contractAccount/wallet",
+        //        "userId": "613a896885d8660006151f01",
+        //        "channelType": "private",
+        //        "subject": "availableBalance.change",
+        //        "data": {
+        //            "currency": "USDT",
+        //            "holdBalance": "0.0000000000",
+        //            "availableBalance": "14.0350281903",
+        //            "timestamp": "1668633905657"
+        //        }
+        //    }
+        //
+        const data = this.safeValue(message, 'data', {});
+        this.balance['info'] = data;
+        const currencyId = this.safeString(data, 'currency');
+        const code = this.safeCurrencyCode(currencyId);
+        const account = this.account();
+        account['free'] = this.safeString(data, 'availableBalance');
+        account['used'] = this.safeString(data, 'holdBalance');
+        this.balance[code] = account;
+        this.balance = this.safeBalance(this.balance);
+        client.resolve(this.balance, 'balance');
+    }
+    handleBalanceSubscription(client, message, subscription) {
+        this.spawn(this.fetchBalanceSnapshot, client, message);
+    }
+    async fetchBalanceSnapshot(client, message) {
+        await this.loadMarkets();
+        this.checkRequiredCredentials();
+        const messageHash = 'balance';
+        const selectedType = this.safeString2(this.options, 'watchBalance', 'defaultType', 'swap'); // spot, margin, main, funding, future, mining, trade, contract, pool
+        const params = {
+            'type': selectedType,
+        };
+        const snapshot = await this.fetchBalance(params);
+        //
+        //    {
+        //        "info": {
+        //            "code": "200000",
+        //            "data": {
+        //                "accountEquity": 0.0350281903,
+        //                "unrealisedPNL": 0,
+        //                "marginBalance": 0.0350281903,
+        //                "positionMargin": 0,
+        //                "orderMargin": 0,
+        //                "frozenFunds": 0,
+        //                "availableBalance": 0.0350281903,
+        //                "currency": "USDT"
+        //            }
+        //        },
+        //        "timestamp": undefined,
+        //        "datetime": undefined,
+        //        "USDT": {
+        //            "free": 0.0350281903,
+        //            "used": 0,
+        //            "total": 0.0350281903
+        //        },
+        //        "free": {
+        //            "USDT": 0.0350281903
+        //        },
+        //        "used": {
+        //            "USDT": 0
+        //        },
+        //        "total": {
+        //            "USDT": 0.0350281903
+        //        }
+        //    }
+        //
+        const keys = Object.keys(snapshot);
+        for (let i = 0; i < keys.length; i++) {
+            const code = keys[i];
+            if (code !== 'free' && code !== 'used' && code !== 'total' && code !== 'timestamp' && code !== 'datetime' && code !== 'info') {
+                this.balance[code] = snapshot[code];
+            }
+        }
+        this.balance['info'] = this.safeValue(snapshot, 'info', {});
+        client.resolve(this.balance, messageHash);
+    }
+    handleSubject(client, message) {
+        //
+        //    {
+        //        "type": "message",
+        //        "topic": "/contractMarket/level2:ADAUSDTM",
+        //        "subject": "level2",
+        //        "data": {
+        //            "sequence": 1668059586457,
+        //            "change": "0.34172,sell,456", // type, side, quantity
+        //            "timestamp": 1668573023223
+        //        }
+        //    }
+        //
+        const subject = this.safeString(message, 'subject');
+        const methods = {
+            'level2': this.handleOrderBook,
+            'tickerV2': this.handleTicker,
+            'availableBalance.change': this.handleBalance,
+            'match': this.handleTrade,
+            'orderChange': this.handleOrder,
+            'orderUpdated': this.handleOrder,
+            'position.change': this.handlePosition,
+            'position.settlement': this.handlePosition,
+            'position.adjustRiskLimit': this.handlePosition,
+        };
+        const method = this.safeValue(methods, subject);
+        if (method === undefined) {
+            return message;
+        }
+        else {
+            return method.call(this, client, message);
+        }
+    }
+    ping(client) {
+        // kucoin does not support built-in ws protocol-level ping-pong
+        // instead it requires a custom json-based text ping-pong
+        // https://docs.kucoin.com/#ping
+        const id = this.requestId().toString();
+        return {
+            'id': id,
+            'type': 'ping',
+        };
+    }
+    handlePong(client, message) {
+        // https://docs.kucoin.com/#ping
+        client.lastPong = this.milliseconds();
+        return message;
+    }
+    handleErrorMessage(client, message) {
+        //
+        //    {
+        //        "id": "64d8732c856851144bded10d",
+        //        "type": "error",
+        //        "code": 401,
+        //        "data": "token is expired"
+        //    }
+        //
+        const data = this.safeString(message, 'data', '');
+        if (data === 'token is expired') {
+            let type = 'public';
+            if (client.url.indexOf('connectId=private') >= 0) {
+                type = 'private';
+            }
+            this.options['urls'][type] = undefined;
+        }
+        this.handleErrors(undefined, undefined, client.url, undefined, undefined, data, message, undefined, undefined);
+    }
+    handleMessage(client, message) {
+        const type = this.safeString(message, 'type');
+        const methods = {
+            // 'heartbeat': this.handleHeartbeat,
+            'welcome': this.handleSystemStatus,
+            'ack': this.handleSubscriptionStatus,
+            'message': this.handleSubject,
+            'pong': this.handlePong,
+            'error': this.handleErrorMessage,
+        };
+        const method = this.safeValue(methods, type);
+        if (method !== undefined) {
+            return method.call(this, client, message);
+        }
+    }
+}
+
+module.exports = kucoinfutures;