ccxt 4.2.11 → 4.2.13

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

@@ -0,0 +1,968 @@
+'use strict';
+
+var coinbasepro$1 = require('../coinbasepro.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class coinbasepro extends coinbasepro$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchOHLCV': false,
+                'watchOrderBook': true,
+                'watchOrderBookForSymbols': true,
+                'watchTicker': true,
+                'watchTickers': true,
+                'watchTrades': true,
+                'watchTradesForSymbols': true,
+                'watchMyTradesForSymbols': true,
+                'watchBalance': false,
+                'watchStatus': false,
+                'watchOrders': true,
+                'watchOrdersForSymbols': true,
+                'watchMyTrades': true,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://ws-feed.pro.coinbase.com',
+                },
+                'test': {
+                    'ws': 'wss://ws-feed-public.sandbox.exchange.coinbase.com',
+                },
+            },
+            'options': {
+                'tradesLimit': 1000,
+                'ordersLimit': 1000,
+                'myTradesLimit': 1000,
+            },
+        });
+    }
+    authenticate() {
+        this.checkRequiredCredentials();
+        const path = '/users/self/verify';
+        const nonce = this.nonce();
+        const payload = nonce.toString() + 'GET' + path;
+        const signature = this.hmac(this.encode(payload), this.base64ToBinary(this.secret), sha256.sha256, 'base64');
+        return {
+            'timestamp': nonce,
+            'key': this.apiKey,
+            'signature': signature,
+            'passphrase': this.password,
+        };
+    }
+    async subscribe(name, symbol = undefined, messageHashStart = undefined, params = {}) {
+        await this.loadMarkets();
+        let market = undefined;
+        let messageHash = messageHashStart;
+        const productIds = [];
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+            messageHash += ':' + market['id'];
+            productIds.push(market['id']);
+        }
+        let url = this.urls['api']['ws'];
+        if ('signature' in params) {
+            // need to distinguish between public trades and user trades
+            url = url + '?';
+        }
+        const subscribe = {
+            'type': 'subscribe',
+            'product_ids': productIds,
+            'channels': [
+                name,
+            ],
+        };
+        const request = this.extend(subscribe, params);
+        return await this.watch(url, messageHash, request, messageHash);
+    }
+    async subscribeMultiple(name, symbols = [], messageHashStart = undefined, params = {}) {
+        await this.loadMarkets();
+        let market = undefined;
+        symbols = this.marketSymbols(symbols);
+        const messageHashes = [];
+        const productIds = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const symbol = symbols[i];
+            market = this.market(symbol);
+            productIds.push(market['id']);
+            messageHashes.push(messageHashStart + ':' + market['symbol']);
+        }
+        let url = this.urls['api']['ws'];
+        if ('signature' in params) {
+            // need to distinguish between public trades and user trades
+            url = url + '?';
+        }
+        const subscribe = {
+            'type': 'subscribe',
+            'product_ids': productIds,
+            'channels': [
+                name,
+            ],
+        };
+        const request = this.extend(subscribe, params);
+        return await this.watchMultiple(url, messageHashes, request, messageHashes);
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name coinbasepro#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 name = 'ticker';
+        return await this.subscribe(name, symbol, name, params);
+    }
+    async watchTickers(symbols = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinbasepro#watchTickers
+         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+         * @param {string[]} [symbols] unified symbol of the market to fetch the ticker for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.channel] the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        await this.loadMarkets();
+        const symbolsLength = symbols.length;
+        if (symbolsLength === 0) {
+            throw new errors.BadSymbol(this.id + ' watchTickers requires a non-empty symbols array');
+        }
+        const channel = 'ticker';
+        const messageHash = 'ticker';
+        const ticker = await this.subscribeMultiple(channel, symbols, messageHash, params);
+        if (this.newUpdates) {
+            const result = {};
+            result[ticker['symbol']] = ticker;
+            return result;
+        }
+        return this.filterByArray(this.tickers, 'symbol', symbols);
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinbasepro#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();
+        symbol = this.symbol(symbol);
+        const name = 'matches';
+        const trades = await this.subscribe(name, symbol, name, params);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinbase#watchTradesForSymbols
+         * @description get the list of most recent trades for a particular symbol
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        const symbolsLength = symbols.length;
+        if (symbolsLength === 0) {
+            throw new errors.BadRequest(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
+        }
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const name = 'matches';
+        const trades = await this.subscribeMultiple(name, symbols, name, 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);
+    }
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinbasepro#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
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
+         */
+        if (symbol === undefined) {
+            throw new errors.ArgumentsRequired(this.id + ' watchMyTrades() requires a symbol argument');
+        }
+        await this.loadMarkets();
+        symbol = this.symbol(symbol);
+        const name = 'user';
+        const messageHash = 'myTrades';
+        const authentication = this.authenticate();
+        const trades = await this.subscribe(name, symbol, messageHash, this.extend(params, authentication));
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    async watchMyTradesForSymbols(symbols = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinbasepro#watchMyTradesForSymbols
+         * @description watches information on multiple trades made by the user
+         * @param {string[]} symbols unified symbol of the market to fetch trades for
+         * @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
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
+         */
+        symbols = this.marketSymbols(symbols, undefined, false);
+        await this.loadMarkets();
+        const name = 'user';
+        const messageHash = 'myTrades';
+        const authentication = this.authenticate();
+        const trades = await this.subscribeMultiple(name, symbols, messageHash, this.extend(params, authentication));
+        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);
+    }
+    async watchOrdersForSymbols(symbols = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinbasepro#watchOrdersForSymbols
+         * @description watches information on multiple orders made by the user
+         * @param {string[]} symbols unified symbol of the market to fetch orders for
+         * @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 [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols, undefined, false);
+        const name = 'user';
+        const messageHash = 'orders';
+        const authentication = this.authenticate();
+        const orders = await this.subscribeMultiple(name, symbols, messageHash, this.extend(params, authentication));
+        if (this.newUpdates) {
+            const first = this.safeValue(orders, 0);
+            const tradeSymbol = this.safeString(first, 'symbol');
+            limit = orders.getLimit(tradeSymbol, limit);
+        }
+        return this.filterBySinceLimit(orders, since, limit, 'timestamp', true);
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinbasepro#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}
+         */
+        if (symbol === undefined) {
+            throw new errors.BadSymbol(this.id + ' watchMyTrades requires a symbol');
+        }
+        await this.loadMarkets();
+        symbol = this.symbol(symbol);
+        const name = 'user';
+        const messageHash = 'orders';
+        const authentication = this.authenticate();
+        const orders = await this.subscribe(name, symbol, messageHash, this.extend(params, authentication));
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(orders, since, limit, 'timestamp', true);
+    }
+    async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinbasepro#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.BadRequest(this.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols');
+        }
+        const name = 'level2';
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const marketIds = this.marketIds(symbols);
+        const messageHashes = [];
+        for (let i = 0; i < symbolsLength; i++) {
+            const marketId = marketIds[i];
+            messageHashes.push(name + ':' + marketId);
+        }
+        const url = this.urls['api']['ws'];
+        const subscribe = {
+            'type': 'subscribe',
+            'product_ids': marketIds,
+            'channels': [
+                name,
+            ],
+        };
+        const request = this.extend(subscribe, params);
+        const subscription = {
+            'messageHash': name,
+            'symbols': symbols,
+            'marketIds': marketIds,
+            'limit': limit,
+        };
+        const authentication = this.authenticate();
+        const orderbook = await this.watchMultiple(url, messageHashes, this.extend(request, authentication), messageHashes, subscription);
+        return orderbook.limit();
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinbasepro#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 name = 'level2';
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const messageHash = name + ':' + market['id'];
+        const url = this.urls['api']['ws'];
+        const subscribe = {
+            'type': 'subscribe',
+            'product_ids': [
+                market['id'],
+            ],
+            'channels': [
+                name,
+            ],
+        };
+        const request = this.extend(subscribe, params);
+        const subscription = {
+            'messageHash': messageHash,
+            'symbol': symbol,
+            'marketId': market['id'],
+            'limit': limit,
+        };
+        const authentication = this.authenticate();
+        const orderbook = await this.watch(url, messageHash, this.extend(request, authentication), messageHash, subscription);
+        return orderbook.limit();
+    }
+    handleTrade(client, message) {
+        //
+        //     {
+        //         "type": "match",
+        //         "trade_id": 82047307,
+        //         "maker_order_id": "0f358725-2134-435e-be11-753912a326e0",
+        //         "taker_order_id": "252b7002-87a3-425c-ac73-f5b9e23f3caf",
+        //         "side": "sell",
+        //         "size": "0.00513192",
+        //         "price": "9314.78",
+        //         "product_id": "BTC-USD",
+        //         "sequence": 12038915443,
+        //         "time": "2020-01-31T20:03:41.158814Z"
+        //     }
+        //
+        const marketId = this.safeString(message, 'product_id');
+        if (marketId !== undefined) {
+            const trade = this.parseWsTrade(message);
+            const symbol = trade['symbol'];
+            // the exchange sends type = 'match'
+            // but requires 'matches' upon subscribing
+            // therefore we resolve 'matches' here instead of 'match'
+            const type = 'matches';
+            const messageHash = type + ':' + marketId;
+            let tradesArray = this.safeValue(this.trades, symbol);
+            if (tradesArray === undefined) {
+                const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
+                tradesArray = new Cache.ArrayCache(tradesLimit);
+                this.trades[symbol] = tradesArray;
+            }
+            tradesArray.append(trade);
+            client.resolve(tradesArray, messageHash);
+        }
+        return message;
+    }
+    handleMyTrade(client, message) {
+        const marketId = this.safeString(message, 'product_id');
+        if (marketId !== undefined) {
+            const trade = this.parseWsTrade(message);
+            const type = 'myTrades';
+            const messageHash = type + ':' + marketId;
+            let tradesArray = this.myTrades;
+            if (tradesArray === undefined) {
+                const limit = this.safeInteger(this.options, 'myTradesLimit', 1000);
+                tradesArray = new Cache.ArrayCacheBySymbolById(limit);
+                this.myTrades = tradesArray;
+            }
+            tradesArray.append(trade);
+            client.resolve(tradesArray, messageHash);
+        }
+        return message;
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        // private trades
+        // {
+        //     "type": "match",
+        //     "trade_id": 10,
+        //     "sequence": 50,
+        //     "maker_order_id": "ac928c66-ca53-498f-9c13-a110027a60e8",
+        //     "taker_order_id": "132fb6ae-456b-4654-b4e0-d681ac05cea1",
+        //     "time": "2014-11-07T08:19:27.028459Z",
+        //     "product_id": "BTC-USD",
+        //     "size": "5.23512",
+        //     "price": "400.23",
+        //     "side": "sell",
+        //     "taker_user_id: "5844eceecf7e803e259d0365",
+        //     "user_id": "5844eceecf7e803e259d0365",
+        //     "taker_profile_id": "765d1549-9660-4be2-97d4-fa2d65fa3352",
+        //     "profile_id": "765d1549-9660-4be2-97d4-fa2d65fa3352",
+        //     "taker_fee_rate": "0.005"
+        // }
+        //
+        // {
+        //     "type": "match",
+        //     "trade_id": 10,
+        //     "sequence": 50,
+        //     "maker_order_id": "ac928c66-ca53-498f-9c13-a110027a60e8",
+        //     "taker_order_id": "132fb6ae-456b-4654-b4e0-d681ac05cea1",
+        //     "time": "2014-11-07T08:19:27.028459Z",
+        //     "product_id": "BTC-USD",
+        //     "size": "5.23512",
+        //     "price": "400.23",
+        //     "side": "sell",
+        //     "maker_user_id: "5844eceecf7e803e259d0365",
+        //     "maker_id": "5844eceecf7e803e259d0365",
+        //     "maker_profile_id": "765d1549-9660-4be2-97d4-fa2d65fa3352",
+        //     "profile_id": "765d1549-9660-4be2-97d4-fa2d65fa3352",
+        //     "maker_fee_rate": "0.001"
+        // }
+        //
+        // public trades
+        // {
+        //     "type": "received",
+        //     "time": "2014-11-07T08:19:27.028459Z",
+        //     "product_id": "BTC-USD",
+        //     "sequence": 10,
+        //     "order_id": "d50ec984-77a8-460a-b958-66f114b0de9b",
+        //     "size": "1.34",
+        //     "price": "502.1",
+        //     "side": "buy",
+        //     "order_type": "limit"
+        // }
+        const parsed = super.parseTrade(trade);
+        let feeRate = undefined;
+        let isMaker = false;
+        if ('maker_fee_rate' in trade) {
+            isMaker = true;
+            parsed['takerOrMaker'] = 'maker';
+            feeRate = this.safeNumber(trade, 'maker_fee_rate');
+        }
+        else {
+            parsed['takerOrMaker'] = 'taker';
+            feeRate = this.safeNumber(trade, 'taker_fee_rate');
+            // side always represents the maker side of the trade
+            // so if we're taker, we invert it
+            const currentSide = parsed['side'];
+            parsed['side'] = this.safeString({
+                'buy': 'sell',
+                'sell': 'buy',
+            }, currentSide, currentSide);
+        }
+        const idKey = isMaker ? 'maker_order_id' : 'taker_order_id';
+        parsed['order'] = this.safeString(trade, idKey);
+        market = this.market(parsed['symbol']);
+        const feeCurrency = market['quote'];
+        let feeCost = undefined;
+        if ((parsed['cost'] !== undefined) && (feeRate !== undefined)) {
+            const cost = this.safeNumber(parsed, 'cost');
+            feeCost = cost * feeRate;
+        }
+        parsed['fee'] = {
+            'rate': feeRate,
+            'cost': feeCost,
+            'currency': feeCurrency,
+        };
+        return parsed;
+    }
+    parseWsOrderStatus(status) {
+        const statuses = {
+            'filled': 'closed',
+            'canceled': 'canceled',
+        };
+        return this.safeString(statuses, status, 'open');
+    }
+    handleOrder(client, message) {
+        //
+        // Order is created
+        //
+        //     {
+        //         "type": "received",
+        //         "side": "sell",
+        //         "product_id": "BTC-USDC",
+        //         "time": "2021-03-05T16:42:21.878177Z",
+        //         "sequence": 5641953814,
+        //         "profile_id": "774ee0ce-fdda-405f-aa8d-47189a14ba0a",
+        //         "user_id": "54fc141576dcf32596000133",
+        //         "order_id": "11838707-bf9c-4d65-8cec-b57c9a7cab42",
+        //         "order_type": "limit",
+        //         "size": "0.0001",
+        //         "price": "50000",
+        //         "client_oid": "a317abb9-2b30-4370-ebfe-0deecb300180"
+        //     }
+        //
+        //     {
+        //         "type": "received",
+        //         "time": "2014-11-09T08:19:27.028459Z",
+        //         "product_id": "BTC-USD",
+        //         "sequence": 12,
+        //         "order_id": "dddec984-77a8-460a-b958-66f114b0de9b",
+        //         "funds": "3000.234",
+        //         "side": "buy",
+        //         "order_type": "market"
+        //     }
+        //
+        // Order is on the order book
+        //
+        //     {
+        //         "type": "open",
+        //         "side": "sell",
+        //         "product_id": "BTC-USDC",
+        //         "time": "2021-03-05T16:42:21.878177Z",
+        //         "sequence": 5641953815,
+        //         "profile_id": "774ee0ce-fdda-405f-aa8d-47189a14ba0a",
+        //         "user_id": "54fc141576dcf32596000133",
+        //         "price": "50000",
+        //         "order_id": "11838707-bf9c-4d65-8cec-b57c9a7cab42",
+        //         "remaining_size": "0.0001"
+        //     }
+        //
+        // Order is partially or completely filled
+        //
+        //     {
+        //         "type": "match",
+        //         "side": "sell",
+        //         "product_id": "BTC-USDC",
+        //         "time": "2021-03-05T16:37:13.396107Z",
+        //         "sequence": 5641897876,
+        //         "profile_id": "774ee0ce-fdda-405f-aa8d-47189a14ba0a",
+        //         "user_id": "54fc141576dcf32596000133",
+        //         "trade_id": 5455505,
+        //         "maker_order_id": "e5f5754d-70a3-4346-95a6-209bcb503629",
+        //         "taker_order_id": "88bf7086-7b15-40ff-8b19-ab4e08516d69",
+        //         "size": "0.00021019",
+        //         "price": "47338.46",
+        //         "taker_profile_id": "774ee0ce-fdda-405f-aa8d-47189a14ba0a",
+        //         "taker_user_id": "54fc141576dcf32596000133",
+        //         "taker_fee_rate": "0.005"
+        //     }
+        //
+        // Order is canceled / closed
+        //
+        //     {
+        //         "type": "done",
+        //         "side": "buy",
+        //         "product_id": "BTC-USDC",
+        //         "time": "2021-03-05T16:37:13.396107Z",
+        //         "sequence": 5641897877,
+        //         "profile_id": "774ee0ce-fdda-405f-aa8d-47189a14ba0a",
+        //         "user_id": "54fc141576dcf32596000133",
+        //         "order_id": "88bf7086-7b15-40ff-8b19-ab4e08516d69",
+        //         "reason": "filled"
+        //     }
+        //
+        let currentOrders = this.orders;
+        if (currentOrders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            currentOrders = new Cache.ArrayCacheBySymbolById(limit);
+            this.orders = currentOrders;
+        }
+        const type = this.safeString(message, 'type');
+        const marketId = this.safeString(message, 'product_id');
+        if (marketId !== undefined) {
+            const messageHash = 'orders:' + marketId;
+            const symbol = this.safeSymbol(marketId);
+            const orderId = this.safeString(message, 'order_id');
+            const makerOrderId = this.safeString(message, 'maker_order_id');
+            const takerOrderId = this.safeString(message, 'taker_order_id');
+            const orders = this.orders;
+            const previousOrders = this.safeValue(orders.hashmap, symbol, {});
+            let previousOrder = this.safeValue(previousOrders, orderId);
+            if (previousOrder === undefined) {
+                previousOrder = this.safeValue2(previousOrders, makerOrderId, takerOrderId);
+            }
+            if (previousOrder === undefined) {
+                const parsed = this.parseWsOrder(message);
+                orders.append(parsed);
+                client.resolve(orders, messageHash);
+            }
+            else {
+                const sequence = this.safeInteger(message, 'sequence');
+                const previousInfo = this.safeValue(previousOrder, 'info', {});
+                const previousSequence = this.safeInteger(previousInfo, 'sequence');
+                if ((previousSequence === undefined) || (sequence > previousSequence)) {
+                    if (type === 'match') {
+                        const trade = this.parseWsTrade(message);
+                        if (previousOrder['trades'] === undefined) {
+                            previousOrder['trades'] = [];
+                        }
+                        previousOrder['trades'].push(trade);
+                        previousOrder['lastTradeTimestamp'] = trade['timestamp'];
+                        let totalCost = 0;
+                        let totalAmount = 0;
+                        const trades = previousOrder['trades'];
+                        for (let i = 0; i < trades.length; i++) {
+                            const tradeEntry = trades[i];
+                            totalCost = this.sum(totalCost, tradeEntry['cost']);
+                            totalAmount = this.sum(totalAmount, tradeEntry['amount']);
+                        }
+                        if (totalAmount > 0) {
+                            previousOrder['average'] = totalCost / totalAmount;
+                        }
+                        previousOrder['cost'] = totalCost;
+                        if (previousOrder['filled'] !== undefined) {
+                            previousOrder['filled'] += trade['amount'];
+                            if (previousOrder['amount'] !== undefined) {
+                                previousOrder['remaining'] = previousOrder['amount'] - previousOrder['filled'];
+                            }
+                        }
+                        if (previousOrder['fee'] === undefined) {
+                            previousOrder['fee'] = {
+                                'cost': 0,
+                                'currency': trade['fee']['currency'],
+                            };
+                        }
+                        if ((previousOrder['fee']['cost'] !== undefined) && (trade['fee']['cost'] !== undefined)) {
+                            previousOrder['fee']['cost'] = this.sum(previousOrder['fee']['cost'], trade['fee']['cost']);
+                        }
+                        // update the newUpdates count
+                        orders.append(previousOrder);
+                        client.resolve(orders, messageHash);
+                    }
+                    else if ((type === 'received') || (type === 'done')) {
+                        const info = this.extend(previousOrder['info'], message);
+                        const order = this.parseWsOrder(info);
+                        const keys = Object.keys(order);
+                        // update the reference
+                        for (let i = 0; i < keys.length; i++) {
+                            const key = keys[i];
+                            if (order[key] !== undefined) {
+                                previousOrder[key] = order[key];
+                            }
+                        }
+                        // update the newUpdates count
+                        orders.append(previousOrder);
+                        client.resolve(orders, messageHash);
+                    }
+                }
+            }
+        }
+    }
+    parseWsOrder(order, market = undefined) {
+        const id = this.safeString(order, 'order_id');
+        const clientOrderId = this.safeString(order, 'client_oid');
+        const marketId = this.safeString(order, 'product_id');
+        const symbol = this.safeSymbol(marketId);
+        const side = this.safeString(order, 'side');
+        const price = this.safeNumber(order, 'price');
+        const amount = this.safeNumber2(order, 'size', 'funds');
+        const time = this.safeString(order, 'time');
+        const timestamp = this.parse8601(time);
+        const reason = this.safeString(order, 'reason');
+        const status = this.parseWsOrderStatus(reason);
+        const orderType = this.safeString(order, 'order_type');
+        let remaining = this.safeNumber(order, 'remaining_size');
+        const type = this.safeString(order, 'type');
+        let filled = undefined;
+        if ((amount !== undefined) && (remaining !== undefined)) {
+            filled = amount - remaining;
+        }
+        else if (type === 'received') {
+            filled = 0;
+            if (amount !== undefined) {
+                remaining = amount - filled;
+            }
+        }
+        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,
+            'triggerPrice': undefined,
+            'amount': amount,
+            'cost': undefined,
+            'average': undefined,
+            'filled': filled,
+            'remaining': remaining,
+            'status': status,
+            'fee': undefined,
+            'trades': undefined,
+        });
+    }
+    handleTicker(client, message) {
+        //
+        //     {
+        //         "type": "ticker",
+        //         "sequence": 12042642428,
+        //         "product_id": "BTC-USD",
+        //         "price": "9380.55",
+        //         "open_24h": "9450.81000000",
+        //         "volume_24h": "9611.79166047",
+        //         "low_24h": "9195.49000000",
+        //         "high_24h": "9475.19000000",
+        //         "volume_30d": "327812.00311873",
+        //         "best_bid": "9380.54",
+        //         "best_ask": "9380.55",
+        //         "side": "buy",
+        //         "time": "2020-02-01T01:40:16.253563Z",
+        //         "trade_id": 82062566,
+        //         "last_size": "0.41969131"
+        //     }
+        //
+        const marketId = this.safeString(message, 'product_id');
+        if (marketId !== undefined) {
+            const ticker = this.parseTicker(message);
+            const symbol = ticker['symbol'];
+            this.tickers[symbol] = ticker;
+            const messageHash = 'ticker:' + symbol;
+            const idMessageHash = 'ticker:' + marketId;
+            client.resolve(ticker, messageHash);
+            client.resolve(ticker, idMessageHash);
+        }
+        return message;
+    }
+    parseTicker(ticker, market = undefined) {
+        //
+        //     {
+        //         "type": "ticker",
+        //         "sequence": 7388547310,
+        //         "product_id": "BTC-USDT",
+        //         "price": "22345.67",
+        //         "open_24h": "22308.13",
+        //         "volume_24h": "470.21123644",
+        //         "low_24h": "22150",
+        //         "high_24h": "22495.15",
+        //         "volume_30d": "25713.98401605",
+        //         "best_bid": "22345.67",
+        //         "best_bid_size": "0.10647825",
+        //         "best_ask": "22349.68",
+        //         "best_ask_size": "0.03131702",
+        //         "side": "sell",
+        //         "time": "2023-03-04T03:37:20.799258Z",
+        //         "trade_id": 11586478,
+        //         "last_size": "0.00352175"
+        //     }
+        //
+        const type = this.safeString(ticker, 'type');
+        if (type === undefined) {
+            return super.parseTicker(ticker, market);
+        }
+        const marketId = this.safeString(ticker, 'product_id');
+        const symbol = this.safeSymbol(marketId, market, '-');
+        const timestamp = this.parse8601(this.safeString(ticker, 'time'));
+        const last = this.safeString(ticker, 'price');
+        return this.safeTicker({
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'high': this.safeString(ticker, 'high_24h'),
+            'low': this.safeString(ticker, 'low_24h'),
+            'bid': this.safeString(ticker, 'best_bid'),
+            'bidVolume': this.safeString(ticker, 'best_bid_size'),
+            'ask': this.safeString(ticker, 'best_ask'),
+            'askVolume': this.safeString(ticker, 'best_ask_size'),
+            'vwap': undefined,
+            'open': this.safeString(ticker, 'open_24h'),
+            'close': last,
+            'last': last,
+            'previousClose': undefined,
+            'change': undefined,
+            'percentage': undefined,
+            'average': undefined,
+            'baseVolume': this.safeString(ticker, 'volume_24h'),
+            'quoteVolume': undefined,
+            'info': ticker,
+        });
+    }
+    handleDelta(bookside, delta) {
+        const price = this.safeNumber(delta, 0);
+        const amount = this.safeNumber(delta, 1);
+        bookside.store(price, amount);
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
+    }
+    handleOrderBook(client, message) {
+        //
+        // first message (snapshot)
+        //
+        //     {
+        //         "type": "snapshot",
+        //         "product_id": "BTC-USD",
+        //         "bids": [
+        //             ["10101.10", "0.45054140"]
+        //         ],
+        //         "asks": [
+        //             ["10102.55", "0.57753524"]
+        //         ]
+        //     }
+        //
+        // subsequent updates
+        //
+        //     {
+        //         "type": "l2update",
+        //         "product_id": "BTC-USD",
+        //         "time": "2019-08-14T20:42:27.265Z",
+        //         "changes": [
+        //             [ "buy", "10101.80000000", "0.162567" ]
+        //         ]
+        //     }
+        //
+        const type = this.safeString(message, 'type');
+        const marketId = this.safeString(message, 'product_id');
+        const market = this.safeMarket(marketId, undefined, '-');
+        const symbol = market['symbol'];
+        const name = 'level2';
+        const messageHash = name + ':' + marketId;
+        const subscription = this.safeValue(client.subscriptions, messageHash, {});
+        const limit = this.safeInteger(subscription, 'limit');
+        if (type === 'snapshot') {
+            this.orderbooks[symbol] = this.orderBook({}, limit);
+            const orderbook = this.orderbooks[symbol];
+            this.handleDeltas(orderbook['asks'], this.safeValue(message, 'asks', []));
+            this.handleDeltas(orderbook['bids'], this.safeValue(message, 'bids', []));
+            orderbook['timestamp'] = undefined;
+            orderbook['datetime'] = undefined;
+            orderbook['symbol'] = symbol;
+            client.resolve(orderbook, messageHash);
+        }
+        else if (type === 'l2update') {
+            const orderbook = this.orderbooks[symbol];
+            const timestamp = this.parse8601(this.safeString(message, 'time'));
+            const changes = this.safeValue(message, 'changes', []);
+            const sides = {
+                'sell': 'asks',
+                'buy': 'bids',
+            };
+            for (let i = 0; i < changes.length; i++) {
+                const change = changes[i];
+                const key = this.safeString(change, 0);
+                const side = this.safeString(sides, key);
+                const price = this.safeNumber(change, 1);
+                const amount = this.safeNumber(change, 2);
+                const bookside = orderbook[side];
+                bookside.store(price, amount);
+            }
+            orderbook['timestamp'] = timestamp;
+            orderbook['datetime'] = this.iso8601(timestamp);
+            client.resolve(orderbook, messageHash);
+        }
+    }
+    handleSubscriptionStatus(client, message) {
+        //
+        //     {
+        //         "type": "subscriptions",
+        //         "channels": [
+        //             {
+        //                 "name": "level2",
+        //                 "product_ids": [ "ETH-BTC" ]
+        //             }
+        //         ]
+        //     }
+        //
+        return message;
+    }
+    handleErrorMessage(client, message) {
+        //
+        //     {
+        //         "type": "error",
+        //         "message": "error message",
+        //         /* ... */
+        //     }
+        //
+        // auth error
+        //
+        //     {
+        //         "type": "error",
+        //         "message": "Authentication Failed",
+        //         "reason": "{"message":"Invalid API Key"}"
+        //     }
+        //
+        const errMsg = this.safeString(message, 'message');
+        const reason = this.safeString(message, 'reason');
+        try {
+            if (errMsg === 'Authentication Failed') {
+                throw new errors.AuthenticationError('Authentication failed: ' + reason);
+            }
+            else {
+                throw new errors.ExchangeError(this.id + ' ' + reason);
+            }
+        }
+        catch (error) {
+            client.reject(error);
+            return true;
+        }
+    }
+    handleMessage(client, message) {
+        const type = this.safeString(message, 'type');
+        const methods = {
+            'snapshot': this.handleOrderBook,
+            'l2update': this.handleOrderBook,
+            'subscribe': this.handleSubscriptionStatus,
+            'ticker': this.handleTicker,
+            'received': this.handleOrder,
+            'open': this.handleOrder,
+            'change': this.handleOrder,
+            'done': this.handleOrder,
+            'error': this.handleErrorMessage,
+        };
+        const length = client.url.length - 0;
+        const authenticated = client.url[length - 1] === '?';
+        const method = this.safeValue(methods, type);
+        if (method === undefined) {
+            if (type === 'match') {
+                if (authenticated) {
+                    this.handleMyTrade(client, message);
+                    this.handleOrder(client, message);
+                }
+                else {
+                    this.handleTrade(client, message);
+                }
+            }
+        }
+        else {
+            return method.call(this, client, message);
+        }
+    }
+}
+
+module.exports = coinbasepro;