ccxt 4.2.11 → 4.2.13

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

@@ -0,0 +1,1095 @@
+'use strict';
+
+var Precise = require('../base/Precise.js');
+var coinex$1 = require('../coinex.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
+var md5 = require('../static_dependencies/noble-hashes/md5.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class coinex extends coinex$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchBalance': true,
+                'watchTicker': true,
+                'watchTickers': true,
+                'watchTrades': true,
+                'watchMyTrades': false,
+                'watchOrders': true,
+                'watchOrderBook': true,
+                'watchOHLCV': true,
+                'fetchOHLCVWs': true,
+            },
+            'urls': {
+                'api': {
+                    'ws': {
+                        'spot': 'wss://socket.coinex.com/',
+                        'swap': 'wss://perpetual.coinex.com/',
+                    },
+                },
+            },
+            'options': {
+                'watchOHLCVWarning': true,
+                'timeframes': {
+                    '1m': 60,
+                    '3m': 180,
+                    '5m': 300,
+                    '15m': 900,
+                    '30m': 1800,
+                    '1h': 3600,
+                    '2h': 7200,
+                    '4h': 14400,
+                    '6h': 21600,
+                    '12h': 43200,
+                    '1d': 86400,
+                    '3d': 259200,
+                    '1w': 604800,
+                },
+                'account': 'spot',
+                'watchOrderBook': {
+                    'limits': [5, 10, 20, 50],
+                    'defaultLimit': 50,
+                    'aggregations': ['10', '1', '0', '0.1', '0.01'],
+                    'defaultAggregation': '0',
+                },
+            },
+            'streaming': {},
+            'exceptions': {
+                'codes': {
+                    '1': errors.BadRequest,
+                    '2': errors.ExchangeError,
+                    '3': errors.ExchangeNotAvailable,
+                    '4': errors.NotSupported,
+                    '5': errors.RequestTimeout,
+                    '6': errors.AuthenticationError, // Permission denied
+                },
+            },
+        });
+    }
+    requestId() {
+        const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
+        this.options['requestId'] = requestId;
+        return requestId;
+    }
+    handleTicker(client, message) {
+        //
+        //  spot
+        //
+        //     {
+        //         "method": "state.update",
+        //         "params": [{
+        //             "BTCUSDT": {
+        //                 "last": "31577.89",
+        //                 "open": "29318.36",
+        //                 "close": "31577.89",
+        //                 "high": "32222.19",
+        //                 "low": "29317.21",
+        //                 "volume": "630.43024965",
+        //                 "sell_total": "13.66143951",
+        //                 "buy_total": "2.76410939",
+        //                 "period": 86400,
+        //                 "deal": "19457487.84611409070000000000"
+        //             }
+        //         }]
+        //     }
+        //
+        //  swap
+        //
+        //     {
+        //         "method": "state.update",
+        //         "params": [{
+        //             "BTCUSDT": {
+        //                 "period": 86400,
+        //                 "funding_time": 422,
+        //                 "position_amount": "285.6246",
+        //                 "funding_rate_last": "-0.00097933",
+        //                 "funding_rate_next": "0.00022519",
+        //                 "funding_rate_predict": "0.00075190",
+        //                 "insurance": "17474289.49925859030905338270",
+        //                 "last": "31570.08",
+        //                 "sign_price": "31568.09",
+        //                 "index_price": "31561.85000000",
+        //                 "open": "29296.11",
+        //                 "close": "31570.08",
+        //                 "high": "32463.40",
+        //                 "low": "29296.11",
+        //                 "volume": "8774.7318",
+        //                 "deal": "270675177.827928219109030017258398",
+        //                 "sell_total": "19.2230",
+        //                 "buy_total": "25.7814"
+        //             }
+        //         }]
+        //     }
+        //
+        const defaultType = this.safeString(this.options, 'defaultType');
+        const params = this.safeValue(message, 'params', []);
+        const rawTickers = this.safeValue(params, 0, {});
+        const keys = Object.keys(rawTickers);
+        const newTickers = [];
+        for (let i = 0; i < keys.length; i++) {
+            const marketId = keys[i];
+            const rawTicker = rawTickers[marketId];
+            const symbol = this.safeSymbol(marketId, undefined, undefined, defaultType);
+            const market = this.safeMarket(marketId, undefined, undefined, defaultType);
+            const parsedTicker = this.parseWSTicker(rawTicker, market);
+            this.tickers[symbol] = parsedTicker;
+            newTickers.push(parsedTicker);
+        }
+        const messageHashes = this.findMessageHashes(client, 'tickers::');
+        for (let i = 0; i < messageHashes.length; i++) {
+            const messageHash = messageHashes[i];
+            const parts = messageHash.split('::');
+            const symbolsString = parts[1];
+            const symbols = symbolsString.split(',');
+            const tickers = this.filterByArray(newTickers, 'symbol', symbols);
+            const tickersSymbols = Object.keys(tickers);
+            const numTickers = tickersSymbols.length;
+            if (numTickers > 0) {
+                client.resolve(tickers, messageHash);
+            }
+        }
+        client.resolve(newTickers, 'tickers');
+    }
+    parseWSTicker(ticker, market = undefined) {
+        //
+        //  spot
+        //
+        //     {
+        //         "last": "31577.89",
+        //         "open": "29318.36",
+        //         "close": "31577.89",
+        //         "high": "32222.19",
+        //         "low": "29317.21",
+        //         "volume": "630.43024965",
+        //         "sell_total": "13.66143951",
+        //         "buy_total": "2.76410939",
+        //         "period": 86400,
+        //         "deal": "19457487.84611409070000000000"
+        //     }
+        //
+        //  swap
+        //
+        //     {
+        //         "period": 86400,
+        //         "funding_time": 422,
+        //         "position_amount": "285.6246",
+        //         "funding_rate_last": "-0.00097933",
+        //         "funding_rate_next": "0.00022519",
+        //         "funding_rate_predict": "0.00075190",
+        //         "insurance": "17474289.49925859030905338270",
+        //         "last": "31570.08",
+        //         "sign_price": "31568.09",
+        //         "index_price": "31561.85000000",
+        //         "open": "29296.11",
+        //         "close": "31570.08",
+        //         "high": "32463.40",
+        //         "low": "29296.11",
+        //         "volume": "8774.7318",
+        //         "deal": "270675177.827928219109030017258398",
+        //         "sell_total": "19.2230",
+        //         "buy_total": "25.7814"
+        //     }
+        //
+        const defaultType = this.safeString(this.options, 'defaultType');
+        return this.safeTicker({
+            'symbol': this.safeSymbol(undefined, market, undefined, defaultType),
+            'timestamp': undefined,
+            'datetime': undefined,
+            'high': this.safeString(ticker, 'high'),
+            'low': this.safeString(ticker, 'low'),
+            'bid': undefined,
+            'bidVolume': this.safeString(ticker, 'buy_total'),
+            'ask': undefined,
+            'askVolume': this.safeString(ticker, 'sell_total'),
+            'vwap': undefined,
+            'open': this.safeString(ticker, 'open'),
+            'close': this.safeString(ticker, 'close'),
+            'last': this.safeString(ticker, 'last'),
+            'previousClose': undefined,
+            'change': undefined,
+            'percentage': undefined,
+            'average': undefined,
+            'baseVolume': this.safeString(ticker, 'volume'),
+            'quoteVolume': this.safeString(ticker, 'deal'),
+            'info': ticker,
+        }, market);
+    }
+    async watchBalance(params = {}) {
+        /**
+         * @method
+         * @name coinex#watchBalance
+         * @description watch balance and get the amount of funds available for trading or funds locked in orders
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
+         */
+        await this.loadMarkets();
+        await this.authenticate(params);
+        const messageHash = 'balance';
+        let type = undefined;
+        [type, params] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
+        const url = this.urls['api']['ws'][type];
+        const currencies = Object.keys(this.currencies_by_id);
+        const subscribe = {
+            'method': 'asset.subscribe',
+            'params': currencies,
+            'id': this.requestId(),
+        };
+        const request = this.deepExtend(subscribe, params);
+        return await this.watch(url, messageHash, request, messageHash);
+    }
+    handleBalance(client, message) {
+        //
+        //     {
+        //         "method": "asset.update",
+        //         "params": [
+        //             {
+        //                 "BTC": {
+        //                     "available": "250",
+        //                     "frozen": "10",
+        //                 }
+        //             }
+        //         ],
+        //         "id": null
+        //     }
+        //
+        const params = this.safeValue(message, 'params', []);
+        const first = this.safeValue(params, 0, {});
+        this.balance['info'] = first;
+        const currencies = Object.keys(first);
+        for (let i = 0; i < currencies.length; i++) {
+            const currencyId = currencies[i];
+            const code = this.safeCurrencyCode(currencyId);
+            const available = this.safeString(first[currencyId], 'available');
+            const frozen = this.safeString(first[currencyId], 'frozen');
+            const account = this.account();
+            account['free'] = available;
+            account['used'] = frozen;
+            this.balance[code] = account;
+            this.balance = this.safeBalance(this.balance);
+        }
+        const messageHash = 'balance';
+        client.resolve(this.balance, messageHash);
+    }
+    handleTrades(client, message) {
+        //
+        //     {
+        //         "method": "deals.update",
+        //         "params": [
+        //             "BTCUSD",
+        //             [{
+        //                 "type": "sell",
+        //                 "time": 1496458040.059284,
+        //                 "price ": "46444.74",
+        //                 "id": 29433,
+        //                 "amount": "0.00120000"
+        //             }]
+        //         ],
+        //         "id": null
+        //     }
+        //
+        const params = this.safeValue(message, 'params', []);
+        const marketId = this.safeString(params, 0);
+        const trades = this.safeValue(params, 1, []);
+        const defaultType = this.safeString(this.options, 'defaultType');
+        const market = this.safeMarket(marketId, undefined, undefined, defaultType);
+        const symbol = market['symbol'];
+        const messageHash = 'trades:' + symbol;
+        let stored = this.safeValue(this.trades, symbol);
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            stored = new Cache.ArrayCache(limit);
+            this.trades[symbol] = stored;
+        }
+        for (let i = 0; i < trades.length; i++) {
+            const trade = trades[i];
+            const parsed = this.parseWsTrade(trade, market);
+            stored.append(parsed);
+        }
+        this.trades[symbol] = stored;
+        client.resolve(this.trades[symbol], messageHash);
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        //     {
+        //         "type": "sell",
+        //         "time": 1496458040.059284,
+        //         "price ": "46444.74",
+        //         "id": 29433,
+        //         "amount": "0.00120000"
+        //     }
+        //
+        const timestamp = this.safeTimestamp(trade, 'time');
+        const defaultType = this.safeString(this.options, 'defaultType');
+        return this.safeTrade({
+            'id': this.safeString(trade, 'id'),
+            'info': trade,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'symbol': this.safeSymbol(undefined, market, undefined, defaultType),
+            'order': undefined,
+            'type': undefined,
+            'side': this.safeString(trade, 'type'),
+            'takerOrMaker': undefined,
+            'price': this.safeString(trade, 'price'),
+            'amount': this.safeString(trade, 'amount'),
+            'cost': undefined,
+            'fee': undefined,
+        }, market);
+    }
+    handleOHLCV(client, message) {
+        //
+        //  spot
+        //     {
+        //         "error": null,
+        //         "result": [
+        //           [
+        //             1673846940,
+        //             "21148.74",
+        //             "21148.38",
+        //             "21148.75",
+        //             "21138.66",
+        //             "1.57060173",
+        //             "33214.9138778914"
+        //           ],
+        //         ]
+        //         "id": 1,
+        //     }
+        //  swap
+        //     {
+        //         "method": "kline.update",
+        //         "params": [
+        //             [
+        //                 1654019640,   // timestamp
+        //                 "32061.99",   // open
+        //                 "32061.28",   // close
+        //                 "32061.99",   // high
+        //                 "32061.28",   // low
+        //                 "0.1285",     // amount base
+        //                 "4119.943736" // amount quote
+        //             ]
+        //         ],
+        //         "id": null
+        //     }
+        //
+        const candles = this.safeValue2(message, 'params', 'result', []);
+        const messageHash = 'ohlcv';
+        const id = this.safeString(message, 'id');
+        const ohlcvs = this.parseOHLCVs(candles);
+        if (id !== undefined) {
+            // spot subscription response
+            client.resolve(ohlcvs, messageHash);
+            return;
+        }
+        const keys = Object.keys(this.ohlcvs);
+        const keysLength = keys.length;
+        if (keysLength === 0) {
+            const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
+            this.ohlcvs = new Cache.ArrayCacheByTimestamp(limit);
+        }
+        for (let i = 0; i < ohlcvs.length; i++) {
+            const candle = ohlcvs[i];
+            this.ohlcvs.append(candle);
+        }
+        client.resolve(this.ohlcvs, messageHash);
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name coinex#watchTicker
+         * @see https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket007_state_subscribe
+         * @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 tickers = await this.watchTickers([symbol], params);
+        return this.safeValue(tickers, symbol);
+    }
+    async watchTickers(symbols = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinex#watchTickers
+         * @see https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket007_state_subscribe
+         * @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
+         * @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        let type = undefined;
+        [type, params] = this.handleMarketTypeAndParams('watchTickers', undefined, params);
+        const url = this.urls['api']['ws'][type];
+        let messageHash = 'tickers';
+        if (symbols !== undefined) {
+            messageHash = 'tickers::' + symbols.join(',');
+        }
+        const subscribe = {
+            'method': 'state.subscribe',
+            'id': this.requestId(),
+            'params': [],
+        };
+        const request = this.deepExtend(subscribe, params);
+        const newTickers = await this.watch(url, messageHash, request, messageHash);
+        if (this.newUpdates) {
+            return newTickers;
+        }
+        return this.filterByArray(this.tickers, 'symbol', symbols);
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinex#watchTrades
+         * @see https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket012_deal_subcribe
+         * @see https://viabtc.github.io/coinex_api_en_doc/futures/#docsfutures002_websocket019_deal_subcribe
+         * @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);
+        let type = undefined;
+        [type, params] = this.handleMarketTypeAndParams('watchTrades', market, params);
+        const url = this.urls['api']['ws'][type];
+        const messageHash = 'trades:' + symbol;
+        const subscriptionHash = 'trades';
+        const subscribedSymbols = this.safeValue(this.options, 'watchTradesSubscriptions', []);
+        subscribedSymbols.push(market['id']);
+        const message = {
+            'method': 'deals.subscribe',
+            'params': subscribedSymbols,
+            'id': this.requestId(),
+        };
+        this.options['watchTradesSubscriptions'] = subscribedSymbols;
+        const request = this.deepExtend(message, params);
+        const trades = await this.watch(url, messageHash, request, subscriptionHash);
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinex#watchOrderBook
+         * @see https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket017_depth_subscribe_multi
+         * @see https://viabtc.github.io/coinex_api_en_doc/futures/#docsfutures002_websocket011_depth_subscribe_multi
+         * @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);
+        symbol = market['symbol'];
+        let type = undefined;
+        [type, params] = this.handleMarketTypeAndParams('watchOrderBook', market, params);
+        const url = this.urls['api']['ws'][type];
+        const name = 'orderbook';
+        const messageHash = name + ':' + symbol;
+        const options = this.safeValue(this.options, 'watchOrderBook', {});
+        const limits = this.safeValue(options, 'limits', []);
+        if (limit === undefined) {
+            limit = this.safeValue(options, 'defaultLimit', 50);
+        }
+        if (!this.inArray(limit, limits)) {
+            throw new errors.NotSupported(this.id + ' watchOrderBook() limit must be one of ' + limits.join(', '));
+        }
+        const defaultAggregation = this.safeString(options, 'defaultAggregation', '0');
+        const aggregations = this.safeValue(options, 'aggregations', []);
+        const aggregation = this.safeString(params, 'aggregation', defaultAggregation);
+        if (!this.inArray(aggregation, aggregations)) {
+            throw new errors.NotSupported(this.id + ' watchOrderBook() aggregation must be one of ' + aggregations.join(', '));
+        }
+        params = this.omit(params, 'aggregation');
+        const watchOrderBookSubscriptions = this.safeValue(this.options, 'watchOrderBookSubscriptions', {});
+        watchOrderBookSubscriptions[symbol] = [market['id'], limit, aggregation, true];
+        const subscribe = {
+            'method': 'depth.subscribe_multi',
+            'id': this.requestId(),
+            'params': Object.values(watchOrderBookSubscriptions),
+        };
+        this.options['watchOrderBookSubscriptions'] = watchOrderBookSubscriptions;
+        const subscriptionHash = this.hash(this.encode(this.json(watchOrderBookSubscriptions)), sha256.sha256);
+        const request = this.deepExtend(subscribe, params);
+        const orderbook = await this.watch(url, messageHash, request, subscriptionHash, request);
+        return orderbook.limit();
+    }
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinex#watchOHLCV
+         * @see https://viabtc.github.io/coinex_api_en_doc/futures/#docsfutures002_websocket023_kline_subscribe
+         * @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'];
+        let type = undefined;
+        [type, params] = this.handleMarketTypeAndParams('watchOHLCV', market, params);
+        if (type !== 'swap') {
+            throw new errors.NotSupported(this.id + ' watchOHLCV() is only supported for swap markets. Try using fetchOHLCV () instead');
+        }
+        const url = this.urls['api']['ws'][type];
+        const messageHash = 'ohlcv';
+        const watchOHLCVWarning = this.safeValue(this.options, 'watchOHLCVWarning', true);
+        const client = this.safeValue(this.clients, url, {});
+        const clientSub = this.safeValue(client, 'subscriptions', {});
+        const existingSubscription = this.safeValue(clientSub, messageHash);
+        const subSymbol = this.safeString(existingSubscription, 'symbol');
+        const subTimeframe = this.safeString(existingSubscription, 'timeframe');
+        // due to nature of coinex response can only watch one symbol at a time
+        if (watchOHLCVWarning && existingSubscription !== undefined && (subSymbol !== symbol || subTimeframe !== timeframe)) {
+            throw new errors.ExchangeError(this.id + ' watchOHLCV() can only watch one symbol and timeframe at a time. To supress this warning set watchOHLCVWarning to false in options');
+        }
+        const timeframes = this.safeValue(this.options, 'timeframes', {});
+        const subscribe = {
+            'method': 'kline.subscribe',
+            'id': this.requestId(),
+            'params': [
+                market['id'],
+                this.safeInteger(timeframes, timeframe),
+            ],
+        };
+        const subscription = {
+            'symbol': symbol,
+            'timeframe': timeframe,
+        };
+        const request = this.deepExtend(subscribe, params);
+        const ohlcvs = await this.watch(url, messageHash, request, messageHash, subscription);
+        if (this.newUpdates) {
+            limit = ohlcvs.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcvs, since, limit, 0);
+    }
+    async fetchOHLCVWs(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinex#fetchOHLCV
+         * @see https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket005_kline_query
+         * @description query 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 query OHLCV data for
+         * @param {string} timeframe the length of time each candle represents
+         * @param {int|undefined} since timestamp in ms of the earliest candle to fetch
+         * @param {int|undefined} limit the maximum amount of candles to fetch
+         * @param {object} params extra parameters specific to the exchange API endpoint
+         * @param {int|undefined} params.end the end time for spot markets, this.seconds () is set as default
+         * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const [type, query] = this.handleMarketTypeAndParams('fetchOHLCV', market, params);
+        const url = this.urls['api']['ws'][type];
+        symbol = market['symbol'];
+        const messageHash = 'ohlcv';
+        const timeframes = this.safeValue(this.options, 'timeframes', {});
+        timeframe = this.safeString(timeframes, timeframe, timeframe);
+        if (since === undefined) {
+            since = 1640995200; // January 1, 2022
+        }
+        const id = this.requestId();
+        const subscribe = {
+            'method': 'kline.query',
+            'params': [
+                market['id'],
+                this.parseToInt(since / 1000),
+                this.safeInteger(params, 'end', this.seconds()),
+                this.parseToInt(timeframe),
+            ],
+            'id': id,
+        };
+        const subscription = {
+            'id': id,
+            'future': messageHash,
+        };
+        const subscriptionHash = id;
+        const request = this.deepExtend(subscribe, query);
+        const ohlcvs = await this.watch(url, messageHash, request, subscriptionHash, subscription);
+        return this.filterBySinceLimit(ohlcvs, since, limit, 0);
+    }
+    handleDelta(bookside, delta) {
+        const bidAsk = this.parseBidAsk(delta, 0, 1);
+        bookside.storeArray(bidAsk);
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
+    }
+    handleOrderBook(client, message) {
+        //
+        //     {
+        //         "method": "depth.update",
+        //         "params": [
+        //             false,
+        //             {
+        //                 "asks": [
+        //                     ["46350.52", "1.07871851"],
+        //                     ...
+        //                 ],
+        //                 "bids": [
+        //                     ["46349.61", "0.04000000"],
+        //                     ...
+        //                 ],
+        //                 "last": "46349.93",
+        //                 "time": 1639987469166,
+        //                 "checksum": 1533284725
+        //             },
+        //             "BTCUSDT"
+        //         ],
+        //         "id": null
+        //     }
+        //
+        const params = this.safeValue(message, 'params', []);
+        const fullOrderBook = this.safeValue(params, 0);
+        let orderBook = this.safeValue(params, 1);
+        const marketId = this.safeString(params, 2);
+        const defaultType = this.safeString(this.options, 'defaultType');
+        const market = this.safeMarket(marketId, undefined, undefined, defaultType);
+        const symbol = market['symbol'];
+        const name = 'orderbook';
+        const messageHash = name + ':' + symbol;
+        const timestamp = this.safeInteger(orderBook, 'time');
+        const currentOrderBook = this.safeValue(this.orderbooks, symbol);
+        if (fullOrderBook) {
+            const snapshot = this.parseOrderBook(orderBook, symbol, timestamp);
+            if (currentOrderBook === undefined) {
+                orderBook = this.orderBook(snapshot);
+                this.orderbooks[symbol] = orderBook;
+            }
+            else {
+                orderBook = this.orderbooks[symbol];
+                orderBook.reset(snapshot);
+            }
+        }
+        else {
+            const asks = this.safeValue(orderBook, 'asks', []);
+            const bids = this.safeValue(orderBook, 'bids', []);
+            this.handleDeltas(currentOrderBook['asks'], asks);
+            this.handleDeltas(currentOrderBook['bids'], bids);
+            currentOrderBook['nonce'] = timestamp;
+            currentOrderBook['timestamp'] = timestamp;
+            currentOrderBook['datetime'] = this.iso8601(timestamp);
+            this.orderbooks[symbol] = currentOrderBook;
+        }
+        // this.checkOrderBookChecksum (this.orderbooks[symbol]);
+        client.resolve(this.orderbooks[symbol], messageHash);
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        await this.authenticate(params);
+        let messageHash = 'orders';
+        let market = undefined;
+        const [type, query] = this.handleMarketTypeAndParams('watchOrders', market, params);
+        const message = {
+            'method': 'order.subscribe',
+            'id': this.requestId(),
+        };
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+            symbol = market['symbol'];
+            message['params'] = [market['id']];
+            messageHash += ':' + symbol;
+        }
+        else {
+            message['params'] = [];
+        }
+        const url = this.urls['api']['ws'][type];
+        const request = this.deepExtend(message, query);
+        const orders = await this.watch(url, messageHash, request, messageHash, request);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    handleOrders(client, message) {
+        //
+        //  spot
+        //
+        //      {
+        //          "method": "order.update",
+        //          "params": [
+        //              1,
+        //              {
+        //                  "id": 77782469357,
+        //                  "type": 1,
+        //                  "side": 2,
+        //                  "user": 1849116,
+        //                  "account": 0,
+        //                  "option": 2,
+        //                  "ctime": 1653961043.048967,
+        //                  "mtime": 1653961043.048967,
+        //                  "market": "BTCUSDT",
+        //                  "source": "web",
+        //                  "client_id": '',
+        //                  "price": "1.00",
+        //                  "amount": "1.00000000",
+        //                  "taker_fee": "0.0020",
+        //                  "maker_fee": "0.0020",
+        //                  "left": "1.00000000",
+        //                  "deal_stock": "0",
+        //                  "deal_money": "0",
+        //                  "money_fee": "0",
+        //                  "stock_fee": "0",
+        //                  "asset_fee": "0",
+        //                  "fee_discount": "1",
+        //                  "last_deal_amount": "0",
+        //                  "last_deal_price": "0",
+        //                  "last_deal_time": 0,
+        //                  "last_deal_id": 0,
+        //                  "last_role": 0,
+        //                  "fee_asset": null,
+        //                  "stop_id": 0
+        //              }
+        //          ],
+        //          "id": null
+        //      }
+        //
+        //  swap
+        //
+        //      {
+        //          "method": "order.update",
+        //          "params": [
+        //              1,
+        //              {
+        //                  "order_id": 23423462821,
+        //                  "position_id": 0,
+        //                  "stop_id": 0,
+        //                  "market": "BTCUSDT",
+        //                  "type": 1,
+        //                  "side": 2,
+        //                  "target": 0,
+        //                  "effect_type": 1,
+        //                  "user_id": 1849116,
+        //                  "create_time": 1653961509.25049,
+        //                  "update_time": 1653961509.25049,
+        //                  "source": "web",
+        //                  "price": "1.00",
+        //                  "amount": "1.0000",
+        //                  "taker_fee": "0.00050",
+        //                  "maker_fee": "0.00030",
+        //                  "left": "1.0000",
+        //                  "deal_stock": "0.00000000000000000000",
+        //                  "deal_fee": "0.00000000000000000000",
+        //                  "deal_profit": "0.00000000000000000000",
+        //                  "last_deal_amount": "0.00000000000000000000",
+        //                  "last_deal_price": "0.00000000000000000000",
+        //                  "last_deal_time": 0,
+        //                  "last_deal_id": 0,
+        //                  "last_deal_type": 0,
+        //                  "last_deal_role": 0,
+        //                  "client_id": '',
+        //                  "fee_asset": '',
+        //                  "fee_discount": "0.00000000000000000000",
+        //                  "deal_asset_fee": "0.00000000000000000000",
+        //                  "leverage": "3",
+        //                  "position_type": 2
+        //              }
+        //          ],
+        //          "id": null
+        //      }
+        //
+        const params = this.safeValue(message, 'params', []);
+        const order = this.safeValue(params, 1, {});
+        const parsedOrder = this.parseWsOrder(order);
+        if (this.orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            this.orders = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const orders = this.orders;
+        orders.append(parsedOrder);
+        let messageHash = 'orders';
+        client.resolve(this.orders, messageHash);
+        messageHash += ':' + parsedOrder['symbol'];
+        client.resolve(this.orders, messageHash);
+    }
+    parseWsOrder(order, market = undefined) {
+        //
+        //  spot
+        //
+        //       {
+        //           "id": 77782469357,
+        //           "type": 1,
+        //           "side": 2,
+        //           "user": 1849116,
+        //           "account": 0,
+        //           "option": 2,
+        //           "ctime": 1653961043.048967,
+        //           "mtime": 1653961043.048967,
+        //           "market": "BTCUSDT",
+        //           "source": "web",
+        //           "client_id": '',
+        //           "price": "1.00",
+        //           "amount": "1.00000000",
+        //           "taker_fee": "0.0020",
+        //           "maker_fee": "0.0020",
+        //           "left": "1.00000000",
+        //           "deal_stock": "0",
+        //           "deal_money": "0",
+        //           "money_fee": "0",
+        //           "stock_fee": "0",
+        //           "asset_fee": "0",
+        //           "fee_discount": "1",
+        //           "last_deal_amount": "0",
+        //           "last_deal_price": "0",
+        //           "last_deal_time": 0,
+        //           "last_deal_id": 0,
+        //           "last_role": 0,
+        //           "fee_asset": null,
+        //           "stop_id": 0
+        //       }
+        //
+        //  swap
+        //
+        //      {
+        //          "order_id": 23423462821,
+        //          "position_id": 0,
+        //          "stop_id": 0,
+        //          "market": "BTCUSDT",
+        //          "type": 1,
+        //          "side": 2,
+        //          "target": 0,
+        //          "effect_type": 1,
+        //          "user_id": 1849116,
+        //          "create_time": 1653961509.25049,
+        //          "update_time": 1653961509.25049,
+        //          "source": "web",
+        //          "price": "1.00",
+        //          "amount": "1.0000",
+        //          "taker_fee": "0.00050",
+        //          "maker_fee": "0.00030",
+        //          "left": "1.0000",
+        //          "deal_stock": "0.00000000000000000000",
+        //          "deal_fee": "0.00000000000000000000",
+        //          "deal_profit": "0.00000000000000000000",
+        //          "last_deal_amount": "0.00000000000000000000",
+        //          "last_deal_price": "0.00000000000000000000",
+        //          "last_deal_time": 0,
+        //          "last_deal_id": 0,
+        //          "last_deal_type": 0,
+        //          "last_deal_role": 0,
+        //          "client_id": '',
+        //          "fee_asset": '',
+        //          "fee_discount": "0.00000000000000000000",
+        //          "deal_asset_fee": "0.00000000000000000000",
+        //          "leverage": "3",
+        //          "position_type": 2
+        //      }
+        //
+        //  order.update_stop
+        //
+        //       {
+        //           "id": 78006745870,
+        //           "type": 1,
+        //           "side": 2,
+        //           "user": 1849116,
+        //           "account": 1,
+        //           "option": 70,
+        //           "direction": 1,
+        //           "ctime": 1654171725.131976,
+        //           "mtime": 1654171725.131976,
+        //           "market": "BTCUSDT",
+        //           "source": "web",
+        //           "client_id": '',
+        //           "stop_price": "1.00",
+        //           "price": "1.00",
+        //           "amount": "1.00000000",
+        //           "taker_fee": "0.0020",
+        //           "maker_fee": "0.0020",
+        //           "fee_discount": "1",
+        //           "fee_asset": null,
+        //           "status": 0
+        //       }
+        //
+        const timestamp = this.safeTimestamp2(order, 'update_time', 'mtime');
+        const marketId = this.safeString(order, 'market');
+        const typeCode = this.safeString(order, 'type');
+        const type = this.safeString({
+            '1': 'limit',
+            '2': 'market',
+        }, typeCode);
+        const sideCode = this.safeString(order, 'side');
+        const side = this.safeString({
+            '1': 'sell',
+            '2': 'buy',
+        }, sideCode);
+        const remaining = this.safeString(order, 'left');
+        const amount = this.safeString(order, 'amount');
+        const status = this.safeString(order, 'status');
+        const defaultType = this.safeString(this.options, 'defaultType');
+        market = this.safeMarket(marketId, market, undefined, defaultType);
+        let cost = this.safeString(order, 'deal_money');
+        let filled = this.safeString(order, 'deal_stock');
+        let average = undefined;
+        if (market['swap']) {
+            const leverage = this.safeString(order, 'leverage');
+            cost = Precise["default"].stringDiv(filled, leverage);
+            average = Precise["default"].stringDiv(filled, amount);
+            filled = undefined;
+        }
+        let fee = undefined;
+        const feeCost = this.omitZero(this.safeString(order, 'money_fee'));
+        if (feeCost !== undefined) {
+            const feeCurrencyId = this.safeString(order, 'fee_asset', market['quote']);
+            fee = {
+                'currency': this.safeCurrencyCode(feeCurrencyId),
+                'cost': feeCost,
+            };
+        }
+        return this.safeOrder({
+            'info': order,
+            'id': this.safeString2(order, 'order_id', 'id'),
+            'clientOrderId': this.safeString(order, 'client_id'),
+            'datetime': this.iso8601(timestamp),
+            'timestamp': timestamp,
+            'lastTradeTimestamp': this.safeTimestamp(order, 'last_deal_time'),
+            'symbol': market['symbol'],
+            'type': type,
+            'timeInForce': undefined,
+            'postOnly': undefined,
+            'side': side,
+            'price': this.safeString(order, 'price'),
+            'stopPrice': this.safeString(order, 'stop_price'),
+            'triggerPrice': this.safeString(order, 'stop_price'),
+            'amount': amount,
+            'filled': filled,
+            'remaining': remaining,
+            'cost': cost,
+            'average': average,
+            'status': this.parseWsOrderStatus(status),
+            'fee': fee,
+            'trades': undefined,
+        }, market);
+    }
+    parseWsOrderStatus(status) {
+        const statuses = {
+            '0': 'pending',
+            '1': 'ok',
+        };
+        return this.safeString(statuses, status, status);
+    }
+    handleMessage(client, message) {
+        const error = this.safeValue(message, 'error');
+        if (error !== undefined) {
+            throw new errors.ExchangeError(this.id + ' ' + this.json(error));
+        }
+        const method = this.safeString(message, 'method');
+        const handlers = {
+            'state.update': this.handleTicker,
+            'asset.update': this.handleBalance,
+            'deals.update': this.handleTrades,
+            'depth.update': this.handleOrderBook,
+            'order.update': this.handleOrders,
+            'kline.update': this.handleOHLCV,
+            'order.update_stop': this.handleOrders,
+        };
+        const handler = this.safeValue(handlers, method);
+        if (handler !== undefined) {
+            return handler.call(this, client, message);
+        }
+        return this.handleSubscriptionStatus(client, message);
+    }
+    handleAuthenticationMessage(client, message) {
+        //
+        //     {
+        //         "error": null,
+        //         "result": {
+        //             "status": "success"
+        //         },
+        //         "id": 1
+        //     }
+        //
+        const messageHashSpot = 'authenticated:spot';
+        const messageHashSwap = 'authenticated:swap';
+        client.resolve(message, messageHashSpot);
+        client.resolve(message, messageHashSwap);
+        return message;
+    }
+    handleSubscriptionStatus(client, message) {
+        const id = this.safeInteger(message, 'id');
+        const subscription = this.safeValue(client.subscriptions, id);
+        if (subscription !== undefined) {
+            const futureIndex = this.safeString(subscription, 'future');
+            if (futureIndex === 'ohlcv') {
+                return this.handleOHLCV(client, message);
+            }
+            const future = this.safeValue(client.futures, futureIndex);
+            if (future !== undefined) {
+                future.resolve(true);
+            }
+            delete client.subscriptions[id];
+        }
+    }
+    authenticate(params = {}) {
+        let type = undefined;
+        [type, params] = this.handleMarketTypeAndParams('authenticate', undefined, params);
+        const url = this.urls['api']['ws'][type];
+        const client = this.client(url);
+        const time = this.milliseconds();
+        if (type === 'spot') {
+            const messageHash = 'authenticated:spot';
+            let future = this.safeValue(client.subscriptions, messageHash);
+            if (future !== undefined) {
+                return future;
+            }
+            const requestId = this.requestId();
+            const subscribe = {
+                'id': requestId,
+                'future': 'authenticated:spot',
+            };
+            const signData = 'access_id=' + this.apiKey + '&tonce=' + this.numberToString(time) + '&secret_key=' + this.secret;
+            const hash = this.hash(this.encode(signData), md5.md5);
+            const request = {
+                'method': 'server.sign',
+                'params': [
+                    this.apiKey,
+                    hash.toUpperCase(),
+                    time,
+                ],
+                'id': requestId,
+            };
+            future = this.watch(url, messageHash, request, requestId, subscribe);
+            client.subscriptions[messageHash] = future;
+            return future;
+        }
+        else {
+            const messageHash = 'authenticated:swap';
+            let future = this.safeValue(client.subscriptions, messageHash);
+            if (future !== undefined) {
+                return future;
+            }
+            const requestId = this.requestId();
+            const subscribe = {
+                'id': requestId,
+                'future': 'authenticated:swap',
+            };
+            const signData = 'access_id=' + this.apiKey + '&timestamp=' + this.numberToString(time) + '&secret_key=' + this.secret;
+            const hash = this.hash(this.encode(signData), sha256.sha256, 'hex');
+            const request = {
+                'method': 'server.sign',
+                'params': [
+                    this.apiKey,
+                    hash.toLowerCase(),
+                    time,
+                ],
+                'id': requestId,
+            };
+            future = this.watch(url, messageHash, request, requestId, subscribe);
+            client.subscriptions[messageHash] = future;
+            return future;
+        }
+    }
+}
+
+module.exports = coinex;