ccxt 4.2.11 → 4.2.12

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

@@ -0,0 +1,957 @@
+'use strict';
+
+var ascendex$1 = require('../ascendex.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class ascendex extends ascendex$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchBalance': true,
+                'watchOHLCV': true,
+                'watchOrderBook': true,
+                'watchOrders': true,
+                'watchTicker': false,
+                'watchTrades': true,
+            },
+            'urls': {
+                'api': {
+                    'ws': {
+                        'public': 'wss://ascendex.com:443/api/pro/v2/stream',
+                        'private': 'wss://ascendex.com:443/{accountGroup}/api/pro/v2/stream',
+                    },
+                },
+                'test': {
+                    'ws': {
+                        'public': 'wss://api-test.ascendex-sandbox.com:443/api/pro/v2/stream',
+                        'private': 'wss://api-test.ascendex-sandbox.com:443/{accountGroup}/api/pro/v2/stream',
+                    },
+                },
+            },
+            'options': {
+                'tradesLimit': 1000,
+                'ordersLimit': 1000,
+                'OHLCVLimit': 1000,
+                'categoriesAccount': {
+                    'cash': 'spot',
+                    'futures': 'swap',
+                    'margin': 'margin',
+                },
+            },
+        });
+    }
+    async watchPublic(messageHash, params = {}) {
+        const url = this.urls['api']['ws']['public'];
+        const id = this.nonce();
+        const request = {
+            'id': id.toString(),
+            'op': 'sub',
+        };
+        const message = this.extend(request, params);
+        return await this.watch(url, messageHash, message, messageHash);
+    }
+    async watchPrivate(channel, messageHash, params = {}) {
+        await this.loadAccounts();
+        const accountGroup = this.safeString(this.options, 'account-group');
+        let url = this.urls['api']['ws']['private'];
+        url = this.implodeParams(url, { 'accountGroup': accountGroup });
+        const id = this.nonce();
+        const request = {
+            'id': id.toString(),
+            'op': 'sub',
+            'ch': channel,
+        };
+        const message = this.extend(request, params);
+        await this.authenticate(url, params);
+        return await this.watch(url, messageHash, message, channel);
+    }
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name ascendex#watchOHLCV
+         * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+         * @param {string} symbol unified symbol of the market to fetch OHLCV data for
+         * @param {string} timeframe the length of time each candle represents
+         * @param {int} [since] timestamp in ms of the earliest candle to fetch
+         * @param {int} [limit] the maximum amount of candles to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        if ((limit === undefined) || (limit > 1440)) {
+            limit = 100;
+        }
+        const interval = this.safeString(this.timeframes, timeframe, timeframe);
+        const channel = 'bar' + ':' + interval + ':' + market['id'];
+        params = {
+            'ch': channel,
+        };
+        const ohlcv = await this.watchPublic(channel, params);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message) {
+        //
+        // {
+        //     "m": "bar",
+        //     "s": "ASD/USDT",
+        //     "data": {
+        //         "i":  "1",
+        //         "ts": 1575398940000,
+        //         "o":  "0.04993",
+        //         "c":  "0.04970",
+        //         "h":  "0.04993",
+        //         "l":  "0.04970",
+        //         "v":  "8052"
+        //     }
+        // }
+        //
+        const marketId = this.safeString(message, 's');
+        const symbol = this.safeSymbol(marketId);
+        const channel = this.safeString(message, 'm');
+        const data = this.safeValue(message, 'data', {});
+        const interval = this.safeString(data, 'i');
+        const messageHash = channel + ':' + interval + ':' + marketId;
+        const timeframe = this.findTimeframe(interval);
+        const market = this.market(symbol);
+        const parsed = this.parseOHLCV(message, 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);
+        client.resolve(stored, messageHash);
+        return message;
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name ascendex#watchTrades
+         * @description get the list of most recent trades for a particular symbol
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const channel = 'trades' + ':' + market['id'];
+        params = this.extend(params, {
+            'ch': channel,
+        });
+        const trades = await this.watchPublic(channel, params);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrades(client, message) {
+        //
+        // {
+        //     "m": "trades",
+        //     "symbol": "BTC/USDT",
+        //     "data": [
+        //       {
+        //         "p": "40744.28",
+        //         "q": "0.00150",
+        //         "ts": 1647514330758,
+        //         "bm": true,
+        //         "seqnum": 72057633465800320
+        //       }
+        //     ]
+        // }
+        //
+        const marketId = this.safeString(message, 'symbol');
+        const symbol = this.safeSymbol(marketId);
+        const channel = this.safeString(message, 'm');
+        const messageHash = channel + ':' + marketId;
+        const market = this.market(symbol);
+        let rawData = this.safeValue(message, 'data');
+        if (rawData === undefined) {
+            rawData = [];
+        }
+        const trades = this.parseTrades(rawData, market);
+        let tradesArray = this.safeValue(this.trades, symbol);
+        if (tradesArray === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            tradesArray = new Cache.ArrayCache(limit);
+        }
+        for (let i = 0; i < trades.length; i++) {
+            tradesArray.append(trades[i]);
+        }
+        this.trades[symbol] = tradesArray;
+        client.resolve(tradesArray, messageHash);
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name ascendex#watchOrderBook
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @param {string} symbol unified symbol of the market to fetch the order book for
+         * @param {int} [limit] the maximum amount of order book entries to return
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const channel = 'depth-realtime' + ':' + market['id'];
+        params = this.extend(params, {
+            'ch': channel,
+        });
+        const orderbook = await this.watchPublic(channel, params);
+        return orderbook.limit();
+    }
+    async watchOrderBookSnapshot(symbol, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const action = 'depth-snapshot-realtime';
+        const channel = action + ':' + market['id'];
+        params = this.extend(params, {
+            'action': action,
+            'args': {
+                'symbol': market['id'],
+            },
+            'op': 'req',
+        });
+        const orderbook = await this.watchPublic(channel, params);
+        return orderbook.limit();
+    }
+    handleOrderBookSnapshot(client, message) {
+        //
+        // {
+        //     "m": "depth",
+        //     "symbol": "BTC/USDT",
+        //     "data": {
+        //       "ts": 1647520500149,
+        //       "seqnum": 28590487626,
+        //       "asks": [
+        //         [Array], [Array], [Array],
+        //         [Array], [Array], [Array],
+        //       ],
+        //       "bids": [
+        //         [Array], [Array], [Array],
+        //         [Array], [Array], [Array],
+        //       ]
+        //     }
+        //   }
+        //
+        const marketId = this.safeString(message, 'symbol');
+        const symbol = this.safeSymbol(marketId);
+        const channel = this.safeString(message, 'm');
+        const messageHash = channel + ':' + symbol;
+        const orderbook = this.orderbooks[symbol];
+        const data = this.safeValue(message, 'data');
+        const snapshot = this.parseOrderBook(data, symbol);
+        snapshot['nonce'] = this.safeInteger(data, 'seqnum');
+        orderbook.reset(snapshot);
+        // unroll the accumulated deltas
+        const messages = orderbook.cache;
+        for (let i = 0; i < messages.length; i++) {
+            const messageItem = messages[i];
+            this.handleOrderBookMessage(client, messageItem, orderbook);
+        }
+        this.orderbooks[symbol] = orderbook;
+        client.resolve(orderbook, messageHash);
+    }
+    handleOrderBook(client, message) {
+        //
+        //   {
+        //       "m": "depth",
+        //       "symbol": "BTC/USDT",
+        //       "data": {
+        //         "ts": 1647515136144,
+        //         "seqnum": 28590470736,
+        //         "asks": [ [Array], [Array] ],
+        //         "bids": [ [Array], [Array], [Array], [Array], [Array], [Array] ]
+        //       }
+        //   }
+        //
+        const channel = this.safeString(message, 'm');
+        const marketId = this.safeString(message, 'symbol');
+        const symbol = this.safeSymbol(marketId);
+        const messageHash = channel + ':' + marketId;
+        let orderbook = this.safeValue(this.orderbooks, symbol);
+        if (orderbook === undefined) {
+            orderbook = this.orderBook({});
+        }
+        if (orderbook['nonce'] === undefined) {
+            orderbook.cache.push(message);
+        }
+        else {
+            this.handleOrderBookMessage(client, message, orderbook);
+            client.resolve(orderbook, messageHash);
+        }
+    }
+    handleDelta(bookside, delta) {
+        //
+        // ["40990.47","0.01619"],
+        //
+        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) {
+        //
+        // {
+        //     "m":"depth",
+        //     "symbol":"BTC/USDT",
+        //     "data":{
+        //        "ts":1647527417715,
+        //        "seqnum":28590257013,
+        //        "asks":[
+        //           ["40990.47","0.01619"],
+        //           ["41021.21","0"],
+        //           ["41031.59","0.06096"]
+        //        ],
+        //        "bids":[
+        //           ["40990.46","0.76114"],
+        //           ["40985.18","0"]
+        //        ]
+        //     }
+        //  }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const seqNum = this.safeInteger(data, 'seqnum');
+        if (seqNum > orderbook['nonce']) {
+            const asks = this.safeValue(data, 'asks', []);
+            const bids = this.safeValue(data, 'bids', []);
+            this.handleDeltas(orderbook['asks'], asks);
+            this.handleDeltas(orderbook['bids'], bids);
+            orderbook['nonce'] = seqNum;
+            const timestamp = this.safeInteger(data, 'ts');
+            orderbook['timestamp'] = timestamp;
+            orderbook['datetime'] = this.iso8601(timestamp);
+        }
+        return orderbook;
+    }
+    async watchBalance(params = {}) {
+        /**
+         * @method
+         * @name ascendex#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();
+        const [type, query] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
+        let channel = undefined;
+        let messageHash = undefined;
+        if ((type === 'spot') || (type === 'margin')) {
+            const accountCategories = this.safeValue(this.options, 'accountCategories', {});
+            let accountCategory = this.safeString(accountCategories, type, 'cash'); // cash, margin,
+            accountCategory = accountCategory.toUpperCase();
+            channel = 'order:' + accountCategory; // order and balance share the same channel
+            messageHash = 'balance:' + type;
+        }
+        else {
+            channel = 'futures-account-update';
+            messageHash = 'balance:swap';
+        }
+        return await this.watchPrivate(channel, messageHash, query);
+    }
+    handleBalance(client, message) {
+        //
+        // cash account
+        //
+        // {
+        //     "m": "balance",
+        //     "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
+        //     "ac": "CASH",
+        //     "data": {
+        //         "a" : "USDT",
+        //         "sn": 8159798,
+        //         "tb": "600",
+        //         "ab": "600"
+        //     }
+        // }
+        //
+        // margin account
+        //
+        // {
+        //     "m": "balance",
+        //     "accountId": "marOxpKJV83dxTRx0Eyxpa0gxc4Txt0P",
+        //     "ac": "MARGIN",
+        //     "data": {
+        //         "a"  : "USDT",
+        //         "sn" : 8159802,
+        //         "tb" : "400", // total Balance
+        //         "ab" : "400", // available balance
+        //         "brw": "0", // borrowws
+        //         "int": "0" // interest
+        //     }
+        // }
+        //
+        // futures
+        // {
+        //     "m"     : "futures-account-update",            // message
+        //     "e"     : "ExecutionReport",                   // event type
+        //     "t"     : 1612508562129,                       // time
+        //     "acc"   : "futures-account-id",         // account ID
+        //     "at"    : "FUTURES",                           // account type
+        //     "sn"    : 23128,                               // sequence number,
+        //     "id"    : "r177710001cbU3813942147C5kbFGOan",
+        //     "col": [
+        //       {
+        //         "a": "USDT",               // asset code
+        //         "b": "1000000",            // balance
+        //         "f": "1"                   // discount factor
+        //       }
+        //     ],
+        //     (...)
+        //
+        const channel = this.safeString(message, 'm');
+        let result = undefined;
+        let type = undefined;
+        if ((channel === 'order') || (channel === 'futures-order')) {
+            const data = this.safeValue(message, 'data');
+            const marketId = this.safeString(data, 's');
+            const market = this.safeMarket(marketId);
+            const baseAccount = this.account();
+            baseAccount['free'] = this.safeString(data, 'bab');
+            baseAccount['total'] = this.safeString(data, 'btb');
+            const quoteAccount = this.account();
+            quoteAccount['free'] = this.safeString(data, 'qab');
+            quoteAccount['total'] = this.safeString(data, 'qtb');
+            if (market['contract']) {
+                type = 'swap';
+                result = this.safeValue(this.balance, type, {});
+            }
+            else {
+                type = market['type'];
+                result = this.safeValue(this.balance, type, {});
+            }
+            result[market['base']] = baseAccount;
+            result[market['quote']] = quoteAccount;
+        }
+        else {
+            const accountType = this.safeStringLower2(message, 'ac', 'at');
+            const categoriesAccounts = this.safeValue(this.options, 'categoriesAccount');
+            type = this.safeString(categoriesAccounts, accountType, 'spot');
+            result = this.safeValue(this.balance, type, {});
+            const data = this.safeValue(message, 'data');
+            let balances = undefined;
+            if (data === undefined) {
+                balances = this.safeValue(message, 'col');
+            }
+            else {
+                balances = [data];
+            }
+            for (let i = 0; i < balances.length; i++) {
+                const balance = balances[i];
+                const code = this.safeCurrencyCode(this.safeString(balance, 'a'));
+                const account = this.account();
+                account['free'] = this.safeString(balance, 'ab');
+                account['total'] = this.safeString2(balance, 'tb', 'b');
+                result[code] = account;
+            }
+        }
+        const messageHash = 'balance' + ':' + type;
+        client.resolve(this.safeBalance(result), messageHash);
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name ascendex#watchOrders
+         * @see https://ascendex.github.io/ascendex-pro-api/#channel-order-and-balance
+         * @description watches information on multiple orders made by the user
+         * @param {string} symbol unified market symbol of the market orders were made in
+         * @param {int} [since] the earliest time in ms to fetch orders for
+         * @param {int} [limit] the maximum number of order structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        let market = undefined;
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+            symbol = market['symbol'];
+        }
+        const [type, query] = this.handleMarketTypeAndParams('watchOrders', market, params);
+        let messageHash = undefined;
+        let channel = undefined;
+        if (type !== 'spot' && type !== 'margin') {
+            channel = 'futures-order';
+            messageHash = 'order:FUTURES';
+        }
+        else {
+            const accountCategories = this.safeValue(this.options, 'accountCategories', {});
+            let accountCategory = this.safeString(accountCategories, type, 'cash'); // cash, margin
+            accountCategory = accountCategory.toUpperCase();
+            messageHash = 'order' + ':' + accountCategory;
+            channel = messageHash;
+        }
+        if (symbol !== undefined) {
+            messageHash = messageHash + ':' + symbol;
+        }
+        const orders = await this.watchPrivate(channel, messageHash, query);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    handleOrder(client, message) {
+        //
+        // spot order
+        // {
+        //   "m": "order",
+        //   "accountId": "cshF5SlR9ukAXoDOuXbND4dVpBMw9gzH",
+        //   "ac": "CASH",
+        //   "data": {
+        //     "sn": 19399016185,
+        //     "orderId": "r17f9d7983faU7223046196CMlrj3bfC",
+        //     "s": "LTC/USDT",
+        //     "ot": "Limit",
+        //     "t": 1647614461160,
+        //     "p": "50",
+        //     "q": "0.1",
+        //     "sd": "Buy",
+        //     "st": "New",
+        //     "ap": "0",
+        //     "cfq": "0",
+        //     "sp": '',
+        //     "err": '',
+        //     "btb": "0",
+        //     "bab": "0",
+        //     "qtb": "8",
+        //     "qab": "2.995",
+        //     "cf": "0",
+        //     "fa": "USDT",
+        //     "ei": "NULL_VAL"
+        //   }
+        // }
+        //
+        //  futures order
+        // {
+        //     "m": "futures-order",
+        //     "sn": 19399927636,
+        //     "e": "ExecutionReport",
+        //     "a": "futF5SlR9ukAXoDOuXbND4dVpBMw9gzH", // account id
+        //     "ac": "FUTURES",
+        //     "t": 1647622515434, // last execution time
+        //      (...)
+        // }
+        //
+        const accountType = this.safeString(message, 'ac');
+        const messageHash = 'order:' + accountType;
+        const data = this.safeValue(message, 'data', message);
+        const order = this.parseWsOrder(data);
+        if (this.orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            this.orders = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const orders = this.orders;
+        orders.append(order);
+        const symbolMessageHash = messageHash + ':' + order['symbol'];
+        client.resolve(orders, symbolMessageHash);
+        client.resolve(orders, messageHash);
+    }
+    parseWsOrder(order, market = undefined) {
+        //
+        // spot order
+        //    {
+        //          "sn": 19399016185, //sequence number
+        //          "orderId": "r17f9d7983faU7223046196CMlrj3bfC",
+        //          "s": "LTC/USDT",
+        //          "ot": "Limit", // order type
+        //          "t": 1647614461160, // last execution timestamp
+        //          "p": "50", // price
+        //          "q": "0.1", // quantity
+        //          "sd": "Buy", // side
+        //          "st": "New", // status
+        //          "ap": "0", // average fill price
+        //          "cfq": "0", // cumulated fill quantity
+        //          "sp": '', // stop price
+        //          "err": '',
+        //          "btb": "0", // base asset total balance
+        //          "bab": "0", // base asset available balance
+        //          "qtb": "8", // quote asset total balance
+        //          "qab": "2.995", // quote asset available balance
+        //          "cf": "0", // cumulated commission
+        //          "fa": "USDT", // fee asset
+        //          "ei": "NULL_VAL"
+        //        }
+        //
+        //  futures order
+        // {
+        //     "m": "futures-order",
+        //     "sn": 19399927636,
+        //     "e": "ExecutionReport",
+        //     "a": "futF5SlR9ukAXoDOuXbND4dVpBMw9gzH", // account id
+        //     "ac": "FUTURES",
+        //     "t": 1647622515434, // last execution time
+        //     "ct": 1647622515413, // order creation time
+        //     "orderId": "r17f9df469b1U7223046196Okf5Kbmd",
+        //     "sd": "Buy", // side
+        //     "ot": "Limit", // order type
+        //     "ei": "NULL_VAL",
+        //     "q": "1", // quantity
+        //     "p": "50", //price
+        //     "sp": "0", // stopPrice
+        //     "spb": '',  // stopTrigger
+        //     "s": "LTC-PERP", // symbol
+        //     "st": "New", // state
+        //     "err": '',
+        //     "lp": "0", // last filled price
+        //     "lq": "0", // last filled quantity (base asset)
+        //     "ap": "0",  // average filled price
+        //     "cfq": "0", // cummulative filled quantity (base asset)
+        //     "f": "0", // commission fee of the current execution
+        //     "cf": "0", // cumulative commission fee
+        //     "fa": "USDT", // fee asset
+        //     "psl": "0",
+        //     "pslt": "market",
+        //     "ptp": "0",
+        //     "ptpt": "market"
+        //   }
+        //
+        const status = this.parseOrderStatus(this.safeString(order, 'st'));
+        const marketId = this.safeString(order, 's');
+        const timestamp = this.safeInteger(order, 't');
+        const symbol = this.safeSymbol(marketId, market, '/');
+        const lastTradeTimestamp = this.safeInteger(order, 't');
+        const price = this.safeString(order, 'p');
+        const amount = this.safeString(order, 'q');
+        const average = this.safeString(order, 'ap');
+        const filled = this.safeString(order, 'cfq');
+        const id = this.safeString(order, 'orderId');
+        const type = this.safeStringLower(order, 'ot');
+        const side = this.safeStringLower(order, 'sd');
+        const feeCost = this.safeNumber(order, 'cf');
+        let fee = undefined;
+        if (feeCost !== undefined) {
+            const feeCurrencyId = this.safeString(order, 'fa');
+            const feeCurrencyCode = this.safeCurrencyCode(feeCurrencyId);
+            fee = {
+                'cost': feeCost,
+                'currency': feeCurrencyCode,
+            };
+        }
+        const stopPrice = this.parseNumber(this.omitZero(this.safeString(order, 'sp')));
+        return this.safeOrder({
+            'info': order,
+            'id': id,
+            'clientOrderId': undefined,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'lastTradeTimestamp': lastTradeTimestamp,
+            'symbol': symbol,
+            'type': type,
+            'timeInForce': undefined,
+            'postOnly': undefined,
+            'side': side,
+            'price': price,
+            'stopPrice': stopPrice,
+            'triggerPrice': stopPrice,
+            'amount': amount,
+            'cost': undefined,
+            'average': average,
+            'filled': filled,
+            'remaining': undefined,
+            'status': status,
+            'fee': fee,
+            'trades': undefined,
+        }, market);
+    }
+    handleErrorMessage(client, message) {
+        //
+        // {
+        //     "m": "disconnected",
+        //     "code": 100005,
+        //     "reason": "INVALID_WS_REQUEST_DATA",
+        //     "info": "Session is disconnected due to missing pong message from the client"
+        //   }
+        //
+        const errorCode = this.safeInteger(message, 'code');
+        try {
+            if (errorCode !== undefined) {
+                const feedback = this.id + ' ' + this.json(message);
+                this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
+                const messageString = this.safeValue(message, 'message');
+                if (messageString !== undefined) {
+                    this.throwBroadlyMatchedException(this.exceptions['broad'], messageString, feedback);
+                }
+            }
+            return false;
+        }
+        catch (e) {
+            if (e instanceof errors.AuthenticationError) {
+                const messageHash = 'authenticated';
+                client.reject(e, messageHash);
+                if (messageHash in client.subscriptions) {
+                    delete client.subscriptions[messageHash];
+                }
+            }
+            else {
+                client.reject(e);
+            }
+            return true;
+        }
+    }
+    handleAuthenticate(client, message) {
+        //
+        //     { m: "auth", id: "1647605234", code: 0 }
+        //
+        const messageHash = 'authenticated';
+        client.resolve(message, messageHash);
+    }
+    handleMessage(client, message) {
+        if (this.handleErrorMessage(client, message)) {
+            return;
+        }
+        //
+        //     { m: "ping", hp: 3 }
+        //
+        //     { m: "sub", ch: "bar:BTC/USDT", code: 0 }
+        //
+        //     { m: 'sub', id: "1647515701", ch: "depth:BTC/USDT", code: 0 }
+        //
+        //     { m: "connected", type: "unauth" }
+        //
+        //     { m: "auth", id: "1647605234", code: 0 }
+        //
+        // order or balance sub
+        // {
+        //     "m": "sub",
+        //     "id": "1647605952",
+        //     "ch": "order:cshF5SlR9ukAXoDOuXbND4dVpBMw9gzH", or futures-order
+        //     "code": 0
+        //   }
+        //
+        // ohlcv
+        //  {
+        //     "m": "bar",
+        //     "s": "BTC/USDT",
+        //     "data": {
+        //       "i": "1",
+        //       "ts": 1647510060000,
+        //       "o": "40813.93",
+        //       "c": "40804.57",
+        //       "h": "40814.21",
+        //       "l": "40804.56",
+        //       "v": "0.01537"
+        //     }
+        //   }
+        //
+        // trades
+        //
+        //    {
+        //        "m": "trades",
+        //        "symbol": "BTC/USDT",
+        //        "data": [
+        //          {
+        //            "p": "40762.26",
+        //            "q": "0.01500",
+        //            "ts": 1647514306759,
+        //            "bm": true,
+        //            "seqnum": 72057633465795180
+        //          }
+        //        ]
+        //    }
+        //
+        // orderbook deltas
+        //
+        // {
+        //     "m":"depth",
+        //     "symbol":"BTC/USDT",
+        //     "data":{
+        //        "ts":1647527417715,
+        //        "seqnum":28590257013,
+        //        "asks":[
+        //           ["40990.47","0.01619"],
+        //           ["41021.21","0"],
+        //           ["41031.59","0.06096"]
+        //        ],
+        //        "bids":[
+        //           ["40990.46","0.76114"],
+        //           ["40985.18","0"]
+        //        ]
+        //     }
+        //  }
+        //
+        // orderbook snapshot
+        //  {
+        //     "m": "depth-snapshot",
+        //     "symbol": "BTC/USDT",
+        //     "data": {
+        //       "ts": 1647525938513,
+        //       "seqnum": 28590504772,
+        //       "asks": [
+        //         [Array], [Array], [Array], [Array], [Array], [Array], [Array],
+        //         [Array], [Array], [Array], [Array], [Array], [Array], [Array],
+        //         [Array], [Array], [Array], [Array], [Array], [Array], [Array],
+        //          (...)
+        //       ]
+        //  }
+        //
+        // spot order update
+        //  {
+        //      "m": "order",
+        //      "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
+        //      "ac": "CASH",
+        //      "data": {
+        //          "s":       "BTC/USDT",
+        //          "sn":       8159711,
+        //          "sd":      "Buy",
+        //          "ap":      "0",
+        //          "bab":     "2006.5974027",
+        //          "btb":     "2006.5974027",
+        //          "cf":      "0",
+        //          "cfq":     "0",
+        //          (...)
+        //      }
+        //  }
+        // future order update
+        // {
+        //     "m": "futures-order",
+        //     "sn": 19404258063,
+        //     "e": "ExecutionReport",
+        //     "a": "futF5SlR9ukAXoDOuXbND4dVpBMw9gzH",
+        //     "ac": "FUTURES",
+        //     "t": 1647681792543,
+        //     "ct": 1647622515413,
+        //     "orderId": "r17f9df469b1U7223046196Okf5KbmdL",
+        //         (...)
+        //     "ptpt": "None"
+        //   }
+        //
+        // balance update cash
+        // {
+        //     "m": "balance",
+        //     "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
+        //     "ac": "CASH",
+        //     "data": {
+        //         "a" : "USDT",
+        //         "sn": 8159798,
+        //         "tb": "600",
+        //         "ab": "600"
+        //     }
+        // }
+        //
+        // balance update margin
+        // {
+        //     "m": "balance",
+        //     "accountId": "marOxpKJV83dxTRx0Eyxpa0gxc4Txt0P",
+        //     "ac": "MARGIN",
+        //     "data": {
+        //         "a"  : "USDT",
+        //         "sn" : 8159802,
+        //         "tb" : "400",
+        //         "ab" : "400",
+        //         "brw": "0",
+        //         "int": "0"
+        //     }
+        // }
+        //
+        const subject = this.safeString(message, 'm');
+        const methods = {
+            'ping': this.handlePing,
+            'auth': this.handleAuthenticate,
+            'sub': this.handleSubscriptionStatus,
+            'depth-realtime': this.handleOrderBook,
+            'depth-snapshot-realtime': this.handleOrderBookSnapshot,
+            'trades': this.handleTrades,
+            'bar': this.handleOHLCV,
+            'balance': this.handleBalance,
+            'futures-account-update': this.handleBalance,
+        };
+        const method = this.safeValue(methods, subject);
+        if (method !== undefined) {
+            method.call(this, client, message);
+        }
+        if ((subject === 'order') || (subject === 'futures-order')) {
+            // this.handleOrder (client, message);
+            // balance updates may be in the order structure
+            // they may also be standalone balance updates related to account transfers
+            this.handleOrder(client, message);
+            if (subject === 'order') {
+                this.handleBalance(client, message);
+            }
+        }
+        return message;
+    }
+    handleSubscriptionStatus(client, message) {
+        //
+        //     { m: "sub", ch: "bar:BTC/USDT", code: 0 }
+        //
+        //     { m: 'sub', id: "1647515701", ch: "depth:BTC/USDT", code: 0 }
+        //
+        const channel = this.safeString(message, 'ch', '');
+        if (channel.indexOf('depth-realtime') > -1) {
+            this.handleOrderBookSubscription(client, message);
+        }
+        return message;
+    }
+    handleOrderBookSubscription(client, message) {
+        const channel = this.safeString(message, 'ch');
+        const parts = channel.split(':');
+        const marketId = parts[1];
+        const symbol = this.safeSymbol(marketId);
+        if (symbol in this.orderbooks) {
+            delete this.orderbooks[symbol];
+        }
+        this.orderbooks[symbol] = this.orderBook({});
+        this.spawn(this.watchOrderBookSnapshot, symbol);
+    }
+    async pong(client, message) {
+        //
+        //     { m: "ping", hp: 3 }
+        //
+        try {
+            await client.send({ 'op': 'pong', 'hp': this.safeInteger(message, 'hp') });
+        }
+        catch (e) {
+            const error = new errors.NetworkError(this.id + ' handlePing failed with error ' + this.json(e));
+            client.reset(error);
+        }
+    }
+    handlePing(client, message) {
+        this.spawn(this.pong, client, message);
+    }
+    authenticate(url, params = {}) {
+        this.checkRequiredCredentials();
+        const messageHash = 'authenticated';
+        const client = this.client(url);
+        let future = this.safeValue(client.subscriptions, messageHash);
+        if (future === undefined) {
+            const timestamp = this.milliseconds().toString();
+            const urlParts = url.split('/');
+            const partsLength = urlParts.length;
+            const path = this.safeString(urlParts, partsLength - 1);
+            const version = this.safeString(urlParts, partsLength - 2);
+            const auth = timestamp + '+' + version + '/' + path;
+            const secret = this.base64ToBinary(this.secret);
+            const signature = this.hmac(this.encode(auth), secret, sha256.sha256, 'base64');
+            const request = {
+                'op': 'auth',
+                'id': this.nonce().toString(),
+                't': timestamp,
+                'key': this.apiKey,
+                'sig': signature,
+            };
+            future = this.watch(url, messageHash, this.extend(request, params));
+            client.subscriptions[messageHash] = future;
+        }
+        return future;
+    }
+}
+
+module.exports = ascendex;