ccxt 4.2.11 → 4.2.13

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

@@ -0,0 +1,1052 @@
+'use strict';
+
+var kucoin$1 = require('../kucoin.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class kucoin extends kucoin$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'createOrderWs': false,
+                'editOrderWs': false,
+                'fetchOpenOrdersWs': false,
+                'fetchOrderWs': false,
+                'cancelOrderWs': false,
+                'cancelOrdersWs': false,
+                'cancelAllOrdersWs': false,
+                'watchOrderBook': true,
+                'watchOrders': true,
+                'watchMyTrades': true,
+                'watchTickers': true,
+                'watchTicker': true,
+                'watchTrades': true,
+                'watchTradesForSymbols': true,
+                'watchOrderBookForSymbols': true,
+                'watchBalance': true,
+                'watchOHLCV': true,
+            },
+            'options': {
+                'tradesLimit': 1000,
+                'watchTicker': {
+                    'name': 'market/snapshot', // market/ticker
+                },
+                'watchOrderBook': {
+                    'snapshotDelay': 5,
+                    'snapshotMaxRetries': 3,
+                },
+            },
+            'streaming': {
+                // kucoin does not support built-in ws protocol-level ping-pong
+                // instead it requires a custom json-based text ping-pong
+                // https://docs.kucoin.com/#ping
+                'ping': this.ping,
+            },
+        });
+    }
+    negotiate(privateChannel, params = {}) {
+        const connectId = privateChannel ? 'private' : 'public';
+        const urls = this.safeValue(this.options, 'urls', {});
+        const spawaned = this.safeValue(urls, connectId);
+        if (spawaned !== undefined) {
+            return spawaned;
+        }
+        // we store an awaitable to the url
+        // so that multiple calls don't asynchronously
+        // fetch different urls and overwrite each other
+        urls[connectId] = this.spawn(this.negotiateHelper, privateChannel, params);
+        this.options['urls'] = urls;
+        return urls[connectId];
+    }
+    async negotiateHelper(privateChannel, params = {}) {
+        let response = undefined;
+        const connectId = privateChannel ? 'private' : 'public';
+        if (privateChannel) {
+            response = await this.privatePostBulletPrivate(params);
+            //
+            //     {
+            //         "code": "200000",
+            //         "data": {
+            //             "instanceServers": [
+            //                 {
+            //                     "pingInterval":  50000,
+            //                     "endpoint": "wss://push-private.kucoin.com/endpoint",
+            //                     "protocol": "websocket",
+            //                     "encrypt": true,
+            //                     "pingTimeout": 10000
+            //                 }
+            //             ],
+            //             "token": "2neAiuYvAU61ZDXANAGAsiL4-iAExhsBXZxftpOeh_55i3Ysy2q2LEsEWU64mdzUOPusi34M_wGoSf7iNyEWJ1UQy47YbpY4zVdzilNP-Bj3iXzrjjGlWtiYB9J6i9GjsxUuhPw3BlrzazF6ghq4Lzf7scStOz3KkxjwpsOBCH4=.WNQmhZQeUKIkh97KYgU0Lg=="
+            //         }
+            //     }
+            //
+        }
+        else {
+            response = await this.publicPostBulletPublic(params);
+        }
+        const data = this.safeValue(response, 'data', {});
+        const instanceServers = this.safeValue(data, 'instanceServers', []);
+        const firstInstanceServer = this.safeValue(instanceServers, 0);
+        const pingInterval = this.safeInteger(firstInstanceServer, 'pingInterval');
+        const endpoint = this.safeString(firstInstanceServer, 'endpoint');
+        const token = this.safeString(data, 'token');
+        const result = endpoint + '?' + this.urlencode({
+            'token': token,
+            'privateChannel': privateChannel,
+            'connectId': connectId,
+        });
+        const client = this.client(result);
+        client.keepAlive = pingInterval;
+        return result;
+    }
+    requestId() {
+        const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
+        this.options['requestId'] = requestId;
+        return requestId;
+    }
+    async subscribe(url, messageHash, subscriptionHash, params = {}, subscription = undefined) {
+        const requestId = this.requestId().toString();
+        const request = {
+            'id': requestId,
+            'type': 'subscribe',
+            'topic': subscriptionHash,
+            'response': true,
+        };
+        const message = this.extend(request, params);
+        const client = this.client(url);
+        if (!(subscriptionHash in client.subscriptions)) {
+            client.subscriptions[requestId] = subscriptionHash;
+        }
+        return await this.watch(url, messageHash, message, subscriptionHash, subscription);
+    }
+    async subscribeMultiple(url, messageHashes, topic, subscriptionHashes, params = {}, subscription = undefined) {
+        const requestId = this.requestId().toString();
+        const request = {
+            'id': requestId,
+            'type': 'subscribe',
+            'topic': topic,
+            'response': true,
+        };
+        const message = this.extend(request, params);
+        const client = this.client(url);
+        for (let i = 0; i < subscriptionHashes.length; i++) {
+            const subscriptionHash = subscriptionHashes[i];
+            if (!(subscriptionHash in client.subscriptions)) {
+                client.subscriptions[requestId] = subscriptionHash;
+            }
+        }
+        return await this.watchMultiple(url, messageHashes, message, subscriptionHashes, subscription);
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name kucoin#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}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const url = await this.negotiate(false);
+        const [method, query] = this.handleOptionAndParams(params, 'watchTicker', 'method', '/market/snapshot');
+        const topic = method + ':' + market['id'];
+        const messageHash = 'ticker:' + symbol;
+        return await this.subscribe(url, messageHash, topic, query);
+    }
+    async watchTickers(symbols = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoin#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
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        let messageHash = 'tickers';
+        if (symbols !== undefined) {
+            messageHash = 'tickers::' + symbols.join(',');
+        }
+        const url = await this.negotiate(false);
+        const topic = '/market/ticker:all';
+        const tickers = await this.subscribe(url, messageHash, topic, params);
+        if (this.newUpdates) {
+            return tickers;
+        }
+        return this.filterByArray(this.tickers, 'symbol', symbols);
+    }
+    handleTicker(client, message) {
+        //
+        // market/snapshot
+        //
+        // updates come in every 2 sec unless there
+        // were no changes since the previous update
+        //
+        //     {
+        //         "data": {
+        //             "sequence": "1545896669291",
+        //             "data": {
+        //                 "trading": true,
+        //                 "symbol": "KCS-BTC",
+        //                 "buy": 0.00011,
+        //                 "sell": 0.00012,
+        //                 "sort": 100,
+        //                 "volValue": 3.13851792584, // total
+        //                 "baseCurrency": "KCS",
+        //                 "market": "BTC",
+        //                 "quoteCurrency": "BTC",
+        //                 "symbolCode": "KCS-BTC",
+        //                 "datetime": 1548388122031,
+        //                 "high": 0.00013,
+        //                 "vol": 27514.34842,
+        //                 "low": 0.0001,
+        //                 "changePrice": -1.0e-5,
+        //                 "changeRate": -0.0769,
+        //                 "lastTradedPrice": 0.00012,
+        //                 "board": 0,
+        //                 "mark": 0
+        //             }
+        //         },
+        //         "subject": "trade.snapshot",
+        //         "topic": "/market/snapshot:KCS-BTC",
+        //         "type": "message"
+        //     }
+        //
+        // market/ticker
+        //
+        //     {
+        //         "type": "message",
+        //         "topic": "/market/ticker:BTC-USDT",
+        //         "subject": "trade.ticker",
+        //         "data": {
+        //             "bestAsk": "62163",
+        //             "bestAskSize": "0.99011388",
+        //             "bestBid": "62162.9",
+        //             "bestBidSize": "0.04794181",
+        //             "price": "62162.9",
+        //             "sequence": "1621383371852",
+        //             "size": "0.00832274",
+        //             "time": 1634641987564
+        //         }
+        //     }
+        //
+        const topic = this.safeString(message, 'topic');
+        let market = undefined;
+        if (topic !== undefined) {
+            const parts = topic.split(':');
+            const first = this.safeString(parts, 1);
+            let marketId = undefined;
+            if (first === 'all') {
+                marketId = this.safeString(message, 'subject');
+            }
+            else {
+                marketId = first;
+            }
+            market = this.safeMarket(marketId, market, '-');
+        }
+        const data = this.safeValue(message, 'data', {});
+        const rawTicker = this.safeValue(data, 'data', data);
+        const ticker = this.parseTicker(rawTicker, market);
+        const symbol = ticker['symbol'];
+        this.tickers[symbol] = ticker;
+        const messageHash = 'ticker:' + symbol;
+        client.resolve(ticker, messageHash);
+        // watchTickers
+        client.resolve(ticker, 'tickers');
+        const messageHashes = this.findMessageHashes(client, 'tickers::');
+        for (let i = 0; i < messageHashes.length; i++) {
+            const currentMessageHash = messageHashes[i];
+            const parts = currentMessageHash.split('::');
+            const symbolsString = parts[1];
+            const symbols = symbolsString.split(',');
+            const tickers = this.filterByArray(this.tickers, 'symbol', symbols);
+            const tickersSymbols = Object.keys(tickers);
+            const numTickers = tickersSymbols.length;
+            if (numTickers > 0) {
+                client.resolve(tickers, currentMessageHash);
+            }
+        }
+    }
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoin#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 url = await this.negotiate(false);
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const period = this.safeString(this.timeframes, timeframe, timeframe);
+        const topic = '/market/candles:' + market['id'] + '_' + period;
+        const messageHash = 'candles:' + symbol + ':' + timeframe;
+        const ohlcv = await this.subscribe(url, messageHash, topic, params);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message) {
+        //
+        //     {
+        //         "data": {
+        //             "symbol": "BTC-USDT",
+        //             "candles": [
+        //                 "1624881240",
+        //                 "34138.8",
+        //                 "34121.6",
+        //                 "34138.8",
+        //                 "34097.9",
+        //                 "3.06097133",
+        //                 "104430.955068564"
+        //             ],
+        //             "time": 1624881284466023700
+        //         },
+        //         "subject": "trade.candles.update",
+        //         "topic": "/market/candles:BTC-USDT_1min",
+        //         "type": "message"
+        //     }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const marketId = this.safeString(data, 'symbol');
+        const candles = this.safeValue(data, 'candles', []);
+        const topic = this.safeString(message, 'topic');
+        const parts = topic.split('_');
+        const interval = this.safeString(parts, 1);
+        // use a reverse lookup in a static map instead
+        const timeframe = this.findTimeframe(interval);
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const messageHash = 'candles:' + symbol + ':' + timeframe;
+        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;
+        }
+        const ohlcv = this.parseOHLCV(candles, market);
+        stored.append(ohlcv);
+        client.resolve(stored, messageHash);
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoin#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}
+         */
+        return await this.watchTradesForSymbols([symbol], since, limit, params);
+    }
+    async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoin#watchTrades
+         * @description get the list of most recent trades for a particular symbol
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        const symbolsLength = symbols.length;
+        if (symbolsLength === 0) {
+            throw new errors.ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
+        }
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const marketIds = this.marketIds(symbols);
+        const url = await this.negotiate(false);
+        const messageHashes = [];
+        const subscriptionHashes = [];
+        const topic = '/market/match:' + marketIds.join(',');
+        for (let i = 0; i < symbols.length; i++) {
+            const symbol = symbols[i];
+            messageHashes.push('trades:' + symbol);
+            const marketId = marketIds[i];
+            subscriptionHashes.push('/market/match:' + marketId);
+        }
+        const trades = await this.subscribeMultiple(url, messageHashes, topic, subscriptionHashes, params);
+        if (this.newUpdates) {
+            const first = this.safeValue(trades, 0);
+            const tradeSymbol = this.safeString(first, 'symbol');
+            limit = trades.getLimit(tradeSymbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrade(client, message) {
+        //
+        //     {
+        //         "data": {
+        //             "sequence": "1568787654360",
+        //             "symbol": "BTC-USDT",
+        //             "side": "buy",
+        //             "size": "0.00536577",
+        //             "price": "9345",
+        //             "takerOrderId": "5e356c4a9f1a790008f8d921",
+        //             "time": "1580559434436443257",
+        //             "type": "match",
+        //             "makerOrderId": "5e356bffedf0010008fa5d7f",
+        //             "tradeId": "5e356c4aeefabd62c62a1ece"
+        //         },
+        //         "subject": "trade.l3match",
+        //         "topic": "/market/match:BTC-USDT",
+        //         "type": "message"
+        //     }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const trade = this.parseTrade(data);
+        const symbol = trade['symbol'];
+        const messageHash = 'trades:' + symbol;
+        let trades = this.safeValue(this.trades, symbol);
+        if (trades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            trades = new Cache.ArrayCache(limit);
+            this.trades[symbol] = trades;
+        }
+        trades.append(trade);
+        client.resolve(trades, messageHash);
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoin#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
+         */
+        //
+        // https://docs.kucoin.com/#level-2-market-data
+        //
+        // 1. After receiving the websocket Level 2 data flow, cache the data.
+        // 2. Initiate a REST request to get the snapshot data of Level 2 order book.
+        // 3. Playback the cached Level 2 data flow.
+        // 4. Apply the new Level 2 data flow to the local snapshot to ensure that
+        // the sequence of the new Level 2 update lines up with the sequence of
+        // the previous Level 2 data. Discard all the message prior to that
+        // sequence, and then playback the change to snapshot.
+        // 5. Update the level2 full data based on sequence according to the
+        // size. If the price is 0, ignore the messages and update the sequence.
+        // If the size=0, update the sequence and remove the price of which the
+        // size is 0 out of level 2. Fr other cases, please update the price.
+        //
+        return await this.watchOrderBookForSymbols([symbol], limit, params);
+    }
+    async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoin#watchOrderBookForSymbols
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @param {string[]} symbols unified array of symbols
+         * @param {int} [limit] the maximum amount of order book entries to return
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+         */
+        const symbolsLength = symbols.length;
+        if (symbolsLength === 0) {
+            throw new errors.ArgumentsRequired(this.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols');
+        }
+        if (limit !== undefined) {
+            if ((limit !== 20) && (limit !== 100)) {
+                throw new errors.ExchangeError(this.id + " watchOrderBook 'limit' argument must be undefined, 20 or 100");
+            }
+        }
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const marketIds = this.marketIds(symbols);
+        const url = await this.negotiate(false);
+        const topic = '/market/level2:' + marketIds.join(',');
+        const messageHashes = [];
+        const subscriptionHashes = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const symbol = symbols[i];
+            messageHashes.push('orderbook:' + symbol);
+            const marketId = marketIds[i];
+            subscriptionHashes.push('/market/level2:' + marketId);
+        }
+        const subscription = {
+            'method': this.handleOrderBookSubscription,
+            'symbols': symbols,
+            'limit': limit,
+        };
+        const orderbook = await this.subscribeMultiple(url, messageHashes, topic, subscriptionHashes, params, subscription);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        //
+        // initial snapshot is fetched with ccxt's fetchOrderBook
+        // the feed does not include a snapshot, just the deltas
+        //
+        //     {
+        //         "type":"message",
+        //         "topic":"/market/level2:BTC-USDT",
+        //         "subject":"trade.l2update",
+        //         "data":{
+        //             "sequenceStart":1545896669105,
+        //             "sequenceEnd":1545896669106,
+        //             "symbol":"BTC-USDT",
+        //             "changes": {
+        //                 "asks": [["6","1","1545896669105"]], // price, size, sequence
+        //                 "bids": [["4","1","1545896669106"]]
+        //             }
+        //         }
+        //     }
+        //
+        const data = this.safeValue(message, 'data');
+        const marketId = this.safeString(data, 'symbol');
+        const symbol = this.safeSymbol(marketId, undefined, '-');
+        const messageHash = 'orderbook:' + symbol;
+        const storedOrderBook = this.orderbooks[symbol];
+        const nonce = this.safeInteger(storedOrderBook, 'nonce');
+        const deltaEnd = this.safeInteger(data, 'sequenceEnd');
+        if (nonce === undefined) {
+            const cacheLength = storedOrderBook.cache.length;
+            const topic = this.safeString(message, 'topic');
+            const topicParts = topic.split(':');
+            const topicSymbol = this.safeString(topicParts, 1);
+            const topicChannel = this.safeString(topicParts, 0);
+            const subscriptions = Object.keys(client.subscriptions);
+            let subscription = undefined;
+            for (let i = 0; i < subscriptions.length; i++) {
+                const key = subscriptions[i];
+                if ((key.indexOf(topicSymbol) >= 0) && (key.indexOf(topicChannel) >= 0)) {
+                    subscription = client.subscriptions[key];
+                    break;
+                }
+            }
+            const limit = this.safeInteger(subscription, 'limit');
+            const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 5);
+            if (cacheLength === snapshotDelay) {
+                this.spawn(this.loadOrderBook, client, messageHash, symbol, limit);
+            }
+            storedOrderBook.cache.push(data);
+            return;
+        }
+        else if (nonce >= deltaEnd) {
+            return;
+        }
+        this.handleDelta(storedOrderBook, data);
+        client.resolve(storedOrderBook, messageHash);
+    }
+    getCacheIndex(orderbook, cache) {
+        const firstDelta = this.safeValue(cache, 0);
+        const nonce = this.safeInteger(orderbook, 'nonce');
+        const firstDeltaStart = this.safeInteger(firstDelta, 'sequenceStart');
+        if (nonce < firstDeltaStart - 1) {
+            return -1;
+        }
+        for (let i = 0; i < cache.length; i++) {
+            const delta = cache[i];
+            const deltaStart = this.safeInteger(delta, 'sequenceStart');
+            const deltaEnd = this.safeInteger(delta, 'sequenceEnd');
+            if ((nonce >= deltaStart - 1) && (nonce < deltaEnd)) {
+                return i;
+            }
+        }
+        return cache.length;
+    }
+    handleDelta(orderbook, delta) {
+        orderbook['nonce'] = this.safeInteger(delta, 'sequenceEnd');
+        const timestamp = this.safeInteger(delta, 'time');
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601(timestamp);
+        const changes = this.safeValue(delta, 'changes');
+        const bids = this.safeValue(changes, 'bids', []);
+        const asks = this.safeValue(changes, 'asks', []);
+        const storedBids = orderbook['bids'];
+        const storedAsks = orderbook['asks'];
+        this.handleBidAsks(storedBids, bids);
+        this.handleBidAsks(storedAsks, asks);
+    }
+    handleBidAsks(bookSide, bidAsks) {
+        for (let i = 0; i < bidAsks.length; i++) {
+            const bidAsk = this.parseBidAsk(bidAsks[i]);
+            bookSide.storeArray(bidAsk);
+        }
+    }
+    handleOrderBookSubscription(client, message, subscription) {
+        const limit = this.safeInteger(subscription, 'limit');
+        const symbols = this.safeValue(subscription, 'symbols');
+        if (symbols === undefined) {
+            const symbol = this.safeString(subscription, 'symbol');
+            this.orderbooks[symbol] = this.orderBook({}, limit);
+        }
+        else {
+            for (let i = 0; i < symbols.length; i++) {
+                const symbol = symbols[i];
+                this.orderbooks[symbol] = this.orderBook({}, limit);
+            }
+        }
+        // moved snapshot initialization to handleOrderBook to fix
+        // https://github.com/ccxt/ccxt/issues/6820
+        // the general idea is to fetch the snapshot after the first delta
+        // but not before, because otherwise we cannot synchronize the feed
+    }
+    handleSubscriptionStatus(client, message) {
+        //
+        //     {
+        //         "id": "1578090438322",
+        //         "type": "ack"
+        //     }
+        //
+        const id = this.safeString(message, 'id');
+        const subscriptionHash = this.safeString(client.subscriptions, id);
+        const subscription = this.safeValue(client.subscriptions, subscriptionHash);
+        delete client.subscriptions[id];
+        const method = this.safeValue(subscription, 'method');
+        if (method !== undefined) {
+            method.call(this, client, message, subscription);
+        }
+    }
+    handleSystemStatus(client, message) {
+        //
+        // todo: answer the question whether handleSystemStatus should be renamed
+        // and unified as handleStatus for any usage pattern that
+        // involves system status and maintenance updates
+        //
+        //     {
+        //         "id": "1578090234088", // connectId
+        //         "type": "welcome",
+        //     }
+        //
+        return message;
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoin#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
+         * @param {boolean} [params.stop] trigger orders are watched if true
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        const stop = this.safeValue2(params, 'stop', 'trigger');
+        params = this.omit(params, ['stop', 'trigger']);
+        const url = await this.negotiate(true);
+        const topic = stop ? '/spotMarket/advancedOrders' : '/spotMarket/tradeOrders';
+        const request = {
+            'privateChannel': true,
+        };
+        let messageHash = 'orders';
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            symbol = market['symbol'];
+            messageHash = messageHash + ':' + symbol;
+        }
+        const orders = await this.subscribe(url, messageHash, topic, this.extend(request, params));
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    parseWsOrderStatus(status) {
+        const statuses = {
+            'open': 'open',
+            'filled': 'closed',
+            'match': 'open',
+            'update': 'open',
+            'canceled': 'canceled',
+            'cancel': 'canceled',
+            'TRIGGERED': 'triggered',
+        };
+        return this.safeString(statuses, status, status);
+    }
+    parseWsOrder(order, market = undefined) {
+        //
+        // /spotMarket/tradeOrders
+        //
+        //    {
+        //        "symbol": "XCAD-USDT",
+        //        "orderType": "limit",
+        //        "side": "buy",
+        //        "orderId": "6249167327218b000135e749",
+        //        "type": "canceled",
+        //        "orderTime": 1648957043065280224,
+        //        "size": "100.452",
+        //        "filledSize": "0",
+        //        "price": "2.9635",
+        //        "clientOid": "buy-XCAD-USDT-1648957043010159",
+        //        "remainSize": "0",
+        //        "status": "done",
+        //        "ts": 1648957054031001037
+        //    }
+        //
+        // /spotMarket/advancedOrders
+        //
+        //    {
+        //        "createdAt": 1589789942337,
+        //        "orderId": "5ec244f6a8a75e0009958237",
+        //        "orderPrice": "0.00062",
+        //        "orderType": "stop",
+        //        "side": "sell",
+        //        "size": "1",
+        //        "stop": "entry",
+        //        "stopPrice": "0.00062",
+        //        "symbol": "KCS-BTC",
+        //        "tradeType": "TRADE",
+        //        "triggerSuccess": true,
+        //        "ts": 1589790121382281286,
+        //        "type": "triggered"
+        //    }
+        //
+        const rawType = this.safeString(order, 'type');
+        let status = this.parseWsOrderStatus(rawType);
+        const timestamp = this.safeInteger2(order, 'orderTime', 'createdAt');
+        const marketId = this.safeString(order, 'symbol');
+        market = this.safeMarket(marketId, market);
+        const triggerPrice = this.safeString(order, 'stopPrice');
+        const triggerSuccess = this.safeValue(order, 'triggerSuccess');
+        const triggerFail = (triggerSuccess !== true) && (triggerSuccess !== undefined); // TODO: updated to triggerSuccess === False once transpiler transpiles it correctly
+        if ((status === 'triggered') && triggerFail) {
+            status = 'canceled';
+        }
+        return this.safeOrder({
+            'info': order,
+            'symbol': market['symbol'],
+            'id': this.safeString(order, 'orderId'),
+            'clientOrderId': this.safeString(order, 'clientOid'),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'lastTradeTimestamp': undefined,
+            'type': this.safeStringLower(order, 'orderType'),
+            'timeInForce': undefined,
+            'postOnly': undefined,
+            'side': this.safeStringLower(order, 'side'),
+            'price': this.safeString2(order, 'price', 'orderPrice'),
+            'stopPrice': triggerPrice,
+            'triggerPrice': triggerPrice,
+            'amount': this.safeString(order, 'size'),
+            'cost': undefined,
+            'average': undefined,
+            'filled': this.safeString(order, 'filledSize'),
+            'remaining': undefined,
+            'status': status,
+            'fee': undefined,
+            'trades': undefined,
+        }, market);
+    }
+    handleOrder(client, message) {
+        //
+        // Trigger Orders
+        //
+        //    {
+        //        "createdAt": 1692745706437,
+        //        "error": "Balance insufficient!",       // not always there
+        //        "orderId": "vs86kp757vlda6ni003qs70v",
+        //        "orderPrice": "0.26",
+        //        "orderType": "stop",
+        //        "side": "sell",
+        //        "size": "5",
+        //        "stop": "loss",
+        //        "stopPrice": "0.26",
+        //        "symbol": "ADA-USDT",
+        //        "tradeType": "TRADE",
+        //        "triggerSuccess": false,                // not always there
+        //        "ts": "1692745706442929298",
+        //        "type": "open"
+        //    }
+        //
+        const messageHash = 'orders';
+        const data = this.safeValue(message, 'data');
+        const parsed = this.parseWsOrder(data);
+        const symbol = this.safeString(parsed, 'symbol');
+        const orderId = this.safeString(parsed, 'id');
+        const triggerPrice = this.safeValue(parsed, 'triggerPrice');
+        const isTriggerOrder = (triggerPrice !== undefined);
+        if (this.orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            this.orders = new Cache.ArrayCacheBySymbolById(limit);
+            this.triggerOrders = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const cachedOrders = isTriggerOrder ? this.triggerOrders : this.orders;
+        const orders = this.safeValue(cachedOrders.hashmap, symbol, {});
+        const order = this.safeValue(orders, orderId);
+        if (order !== undefined) {
+            // todo add others to calculate average etc
+            if (order['status'] === 'closed') {
+                parsed['status'] = 'closed';
+            }
+        }
+        cachedOrders.append(parsed);
+        client.resolve(cachedOrders, messageHash);
+        const symbolSpecificMessageHash = messageHash + ':' + symbol;
+        client.resolve(cachedOrders, symbolSpecificMessageHash);
+    }
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name kucoin#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
+         */
+        await this.loadMarkets();
+        const url = await this.negotiate(true);
+        const topic = '/spot/tradeFills';
+        const request = {
+            'privateChannel': true,
+        };
+        let messageHash = 'myTrades';
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            symbol = market['symbol'];
+            messageHash = messageHash + ':' + market['symbol'];
+        }
+        const trades = await this.subscribe(url, messageHash, topic, this.extend(request, params));
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
+    handleMyTrade(client, message) {
+        let trades = this.myTrades;
+        if (trades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            trades = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const data = this.safeValue(message, 'data');
+        const parsed = this.parseWsTrade(data);
+        trades.append(parsed);
+        const messageHash = 'myTrades';
+        client.resolve(trades, messageHash);
+        const symbolSpecificMessageHash = messageHash + ':' + parsed['symbol'];
+        client.resolve(trades, symbolSpecificMessageHash);
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        // {
+        //     "fee": 0.00262148,
+        //     "feeCurrency": "USDT",
+        //     "feeRate": 0.001,
+        //     "orderId": "62417436b29df8000183df2f",
+        //     "orderType": "market",
+        //     "price": 131.074,
+        //     "side": "sell",
+        //     "size": 0.02,
+        //     "symbol": "LTC-USDT",
+        //     "time": "1648456758734571745",
+        //     "tradeId": "624174362e113d2f467b3043"
+        //   }
+        //
+        const marketId = this.safeString(trade, 'symbol');
+        market = this.safeMarket(marketId, market, '-');
+        const symbol = market['symbol'];
+        const type = this.safeString(trade, 'orderType');
+        const side = this.safeString(trade, 'side');
+        const tradeId = this.safeString(trade, 'tradeId');
+        const price = this.safeString(trade, 'price');
+        const amount = this.safeString(trade, 'size');
+        const order = this.safeString(trade, 'orderId');
+        const timestamp = this.safeIntegerProduct(trade, 'time', 0.000001);
+        const feeCurrency = market['quote'];
+        const feeRate = this.safeString(trade, 'feeRate');
+        const feeCost = this.safeString(trade, 'fee');
+        const fee = {
+            'cost': feeCost,
+            'rate': feeRate,
+            'currency': feeCurrency,
+        };
+        return this.safeTrade({
+            'info': trade,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'symbol': symbol,
+            'id': tradeId,
+            'order': order,
+            'type': type,
+            'takerOrMaker': undefined,
+            'side': side,
+            'price': price,
+            'amount': amount,
+            'cost': undefined,
+            'fee': fee,
+        }, market);
+    }
+    async watchBalance(params = {}) {
+        /**
+         * @method
+         * @name kucoin#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 url = await this.negotiate(true);
+        const topic = '/account/balance';
+        const request = {
+            'privateChannel': true,
+        };
+        const messageHash = 'balance';
+        return await this.subscribe(url, messageHash, topic, this.extend(request, params));
+    }
+    handleBalance(client, message) {
+        //
+        // {
+        //     "id":"6217a451294b030001e3a26a",
+        //     "type":"message",
+        //     "topic":"/account/balance",
+        //     "userId":"6217707c52f97f00012a67db",
+        //     "channelType":"private",
+        //     "subject":"account.balance",
+        //     "data":{
+        //        "accountId":"62177fe67810720001db2f18",
+        //        "available":"89",
+        //        "availableChange":"-30",
+        //        "currency":"USDT",
+        //        "hold":"0",
+        //        "holdChange":"0",
+        //        "relationContext":{
+        //        },
+        //        "relationEvent":"main.transfer",
+        //        "relationEventId":"6217a451294b030001e3a26a",
+        //        "time":"1645716561816",
+        //        "total":"89"
+        //     }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const messageHash = 'balance';
+        const currencyId = this.safeString(data, 'currency');
+        const relationEvent = this.safeString(data, 'relationEvent');
+        let requestAccountType = undefined;
+        if (relationEvent !== undefined) {
+            const relationEventParts = relationEvent.split('.');
+            requestAccountType = this.safeString(relationEventParts, 0);
+        }
+        const selectedType = this.safeString2(this.options, 'watchBalance', 'defaultType', 'trade'); // trade, main, margin or other
+        const accountsByType = this.safeValue(this.options, 'accountsByType');
+        const uniformType = this.safeString(accountsByType, requestAccountType, 'trade');
+        if (!(uniformType in this.balance)) {
+            this.balance[uniformType] = {};
+        }
+        this.balance[uniformType]['info'] = data;
+        const timestamp = this.safeInteger(data, 'time');
+        this.balance[uniformType]['timestamp'] = timestamp;
+        this.balance[uniformType]['datetime'] = this.iso8601(timestamp);
+        const code = this.safeCurrencyCode(currencyId);
+        const account = this.account();
+        account['free'] = this.safeString(data, 'available');
+        account['used'] = this.safeString(data, 'hold');
+        account['total'] = this.safeString(data, 'total');
+        this.balance[uniformType][code] = account;
+        this.balance[uniformType] = this.safeBalance(this.balance[uniformType]);
+        if (uniformType === selectedType) {
+            client.resolve(this.balance[uniformType], messageHash);
+        }
+    }
+    handleSubject(client, message) {
+        //
+        //     {
+        //         "type":"message",
+        //         "topic":"/market/level2:BTC-USDT",
+        //         "subject":"trade.l2update",
+        //         "data":{
+        //             "sequenceStart":1545896669105,
+        //             "sequenceEnd":1545896669106,
+        //             "symbol":"BTC-USDT",
+        //             "changes": {
+        //                 "asks": [["6","1","1545896669105"]], // price, size, sequence
+        //                 "bids": [["4","1","1545896669106"]]
+        //             }
+        //         }
+        //     }
+        //
+        const topic = this.safeString(message, 'topic');
+        if (topic === '/market/ticker:all') {
+            return this.handleTicker(client, message);
+        }
+        const subject = this.safeString(message, 'subject');
+        const methods = {
+            'trade.l2update': this.handleOrderBook,
+            'trade.ticker': this.handleTicker,
+            'trade.snapshot': this.handleTicker,
+            'trade.l3match': this.handleTrade,
+            'trade.candles.update': this.handleOHLCV,
+            'account.balance': this.handleBalance,
+            '/spot/tradeFills': this.handleMyTrade,
+            'orderChange': this.handleOrder,
+            'stopOrder': this.handleOrder,
+        };
+        const method = this.safeValue(methods, subject);
+        if (method === undefined) {
+            return message;
+        }
+        else {
+            return method.call(this, client, message);
+        }
+    }
+    ping(client) {
+        // kucoin does not support built-in ws protocol-level ping-pong
+        // instead it requires a custom json-based text ping-pong
+        // https://docs.kucoin.com/#ping
+        const id = this.requestId().toString();
+        return {
+            'id': id,
+            'type': 'ping',
+        };
+    }
+    handlePong(client, message) {
+        client.lastPong = this.milliseconds();
+        // https://docs.kucoin.com/#ping
+    }
+    handleErrorMessage(client, message) {
+        //
+        //    {
+        //        "id": "1",
+        //        "type": "error",
+        //        "code": 415,
+        //        "data": "type is not supported"
+        //    }
+        //
+        const data = this.safeString(message, 'data', '');
+        if (data === 'token is expired') {
+            let type = 'public';
+            if (client.url.indexOf('connectId=private') >= 0) {
+                type = 'private';
+            }
+            this.options['urls'][type] = undefined;
+        }
+        this.handleErrors(undefined, undefined, client.url, undefined, undefined, data, message, undefined, undefined);
+    }
+    handleMessage(client, message) {
+        const type = this.safeString(message, 'type');
+        const methods = {
+            // 'heartbeat': this.handleHeartbeat,
+            'welcome': this.handleSystemStatus,
+            'ack': this.handleSubscriptionStatus,
+            'message': this.handleSubject,
+            'pong': this.handlePong,
+            'error': this.handleErrorMessage,
+        };
+        const method = this.safeValue(methods, type);
+        if (method !== undefined) {
+            return method.call(this, client, message);
+        }
+    }
+}
+
+module.exports = kucoin;