ccxt 4.2.11 → 4.2.13

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

@@ -0,0 +1,1014 @@
+'use strict';
+
+var poloniexfutures$1 = require('../poloniexfutures.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+
+//  ---------------------------------------------------------------------------
+class poloniexfutures extends poloniexfutures$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'cancelAllOrdersWs': false,
+                'cancelOrdersWs': false,
+                'cancelOrderWs': false,
+                'createOrderWs': false,
+                'editOrderWs': false,
+                'fetchBalanceWs': false,
+                'fetchOpenOrdersWs': false,
+                'fetchOrderWs': false,
+                'fetchTradesWs': false,
+                'watchOHLCV': false,
+                'watchOrderBook': true,
+                'watchTicker': true,
+                'watchTickers': false,
+                'watchTrades': true,
+                'watchBalance': true,
+                'watchOrders': true,
+                'watchMyTrades': false,
+                'watchPosition': undefined,
+                'watchPositions': false,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://futures-apiws.poloniex.com/endpoint',
+                },
+            },
+            'options': {
+                'tradesLimit': 1000,
+                'ordersLimit': 1000,
+                'watchTicker': {
+                    'method': '/contractMarket/ticker', // can also be /contractMarket/snapshot
+                },
+                'watchOrders': {
+                    'method': '/contractMarket/tradeOrders', // can also be /contractMarket/advancedOrders
+                },
+                'watchOrderBook': {
+                    'method': '/contractMarket/level2',
+                    'snapshotDelay': 5,
+                    'snapshotMaxRetries': 3,
+                },
+                'streamLimit': 5,
+                'streamBySubscriptionsHash': {},
+                'streamIndex': -1,
+            },
+            'streaming': {
+                'keepAlive': 30000,
+                'maxPingPongMisses': 2.0,
+            },
+        });
+    }
+    negotiate(privateChannel, params = {}) {
+        const connectId = privateChannel ? 'private' : 'public';
+        const urls = this.safeValue(this.options, 'urls', {});
+        if (connectId in urls) {
+            return urls[connectId];
+        }
+        // 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(name, isPrivate, symbol = undefined, subscription = undefined, params = {}) {
+        /**
+         * @ignore
+         * @method
+         * @description Connects to a websocket channel
+         * @param {string} name name of the channel and suscriptionHash
+         * @param {bool} isPrivate true for the authenticated url, false for the public url
+         * @param {string} symbol is required for all public channels, not required for private channels (except position)
+         * @param {object} subscription subscription parameters
+         * @param {object} [params] extra parameters specific to the poloniex api
+         * @returns {object} data from the websocket stream
+         */
+        const url = await this.negotiate(isPrivate);
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            const marketId = market['id'];
+            name += ':' + marketId;
+        }
+        const messageHash = name;
+        const tunnelId = await this.stream(url, messageHash);
+        const requestId = this.requestId();
+        const subscribe = {
+            'id': requestId,
+            'type': 'subscribe',
+            'topic': name,
+            'privateChannel': isPrivate,
+            'response': true,
+            'tunnelId': tunnelId,
+        };
+        const subscriptionRequest = {
+            'id': requestId,
+        };
+        if (subscription === undefined) {
+            subscription = subscriptionRequest;
+        }
+        else {
+            subscription = this.extend(subscriptionRequest, subscription);
+        }
+        const request = this.extend(subscribe, params);
+        return await this.watch(url, messageHash, request, name, subscriptionRequest);
+    }
+    onClose(client, error) {
+        this.options['streamBySubscriptionsHash'] = {};
+        super.onClose(client, error);
+    }
+    async stream(url, subscriptionHash) {
+        const streamBySubscriptionsHash = this.safeValue(this.options, 'streamBySubscriptionsHash', {});
+        let stream = this.safeString(streamBySubscriptionsHash, subscriptionHash);
+        if (stream === undefined) {
+            let streamIndex = this.safeInteger(this.options, 'streamIndex', -1);
+            const streamLimit = this.safeValue(this.options, 'streamLimit');
+            streamIndex = streamIndex + 1;
+            const normalizedIndex = streamIndex % streamLimit;
+            this.options['streamIndex'] = streamIndex;
+            const streamIndexString = this.numberToString(normalizedIndex);
+            stream = 'stream-' + streamIndexString;
+            this.options['streamBySubscriptionsHash'][subscriptionHash] = stream;
+            const messageHash = 'tunnel:' + stream;
+            const request = {
+                'id': messageHash,
+                'type': 'openTunnel',
+                'newTunnelId': stream,
+                'response': true,
+            };
+            const subscription = {
+                'id': messageHash,
+                'method': this.handleNewStream,
+            };
+            await this.watch(url, messageHash, request, messageHash, subscription);
+        }
+        return stream;
+    }
+    handleOrderBookSubscription(client, message, subscription) {
+        const symbol = this.safeString(subscription, 'symbol');
+        const limit = this.safeInteger(subscription, 'limit');
+        this.orderbooks[symbol] = this.orderBook({}, limit);
+    }
+    handleSubscriptionStatus(client, message) {
+        //
+        //     {
+        //         "id": "1578090438322",
+        //         "type": "ack"
+        //     }
+        //
+        const id = this.safeString(message, 'id');
+        const subscriptionsById = this.indexBy(client.subscriptions, 'id');
+        const subscription = this.safeValue(subscriptionsById, id, {});
+        const method = this.safeValue(subscription, 'method');
+        if (method !== undefined) {
+            method.call(this, client, message, subscription);
+        }
+        return message;
+    }
+    handleNewStream(client, message, subscription) {
+        //
+        //    {
+        //        "id": "1545910840805",
+        //        "type": "ack"
+        //    }
+        //
+        const messageHash = this.safeString(message, 'id');
+        client.resolve(message, messageHash);
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name poloniexfutures#watchTicker
+         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+         * @see https://futures-docs.poloniex.com/#get-real-time-symbol-ticker
+         * @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();
+        symbol = this.symbol(symbol);
+        const name = '/contractMarket/ticker';
+        return await this.subscribe(name, false, symbol, undefined, params);
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name poloniexfutures#watchTrades
+         * @description get the list of most recent trades for a particular symbol
+         * @see https://futures-docs.poloniex.com/#full-matching-engine-data-level-3
+         * @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 options = this.safeValue(this.options, 'watchTrades');
+        let name = this.safeString(options, 'method', '/contractMarket/execution'); // can also be /contractMarket/snapshot
+        [name, params] = this.handleOptionAndParams(params, 'method', 'name', name);
+        symbol = this.symbol(symbol);
+        const trades = await this.subscribe(name, false, symbol, undefined, params);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name poloniexfutures#watchOrderBook
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @see https://futures-docs.poloniex.com/#level-2-market-data
+         * @param {string} symbol unified symbol of the market to fetch the order book for
+         * @param {int} [limit] not used by poloniexfutures watchOrderBook
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.method] the method to use. Defaults to /contractMarket/level2 can also be /contractMarket/level3v2 to receive the raw stream of orders
+         * @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 options = this.safeValue(this.options, 'watchOrderBook');
+        let name = this.safeString(options, 'method', '/contractMarket/level2'); // can also be /contractMarket/level2, /contractMarket/level2Depth5:{symbol}, /contractMarket/level2Depth50:{symbol}
+        [name, params] = this.handleOptionAndParams(params, 'method', 'name', name);
+        if (name === '/contractMarket/level2' && limit !== undefined) {
+            if (limit !== 5 && limit !== 50) {
+                throw new errors.BadRequest(this.id + ' watchOrderBook limit argument must be none, 5 or 50 if using method /contractMarket/level2');
+            }
+            name += 'Depth' + this.numberToString(limit);
+        }
+        const subscription = {
+            'symbol': symbol,
+            'limit': limit,
+            'method': this.handleOrderBookSubscription,
+        };
+        const orderbook = await this.subscribe(name, false, symbol, subscription, params);
+        return orderbook.limit();
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name poloniexfutures#watchOrders
+         * @description watches information on multiple orders made by the user
+         * @see https://futures-docs.poloniex.com/#private-messages
+         * @param {string} symbol filter by 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 {string} [params.method] the method to use will default to /contractMarket/tradeOrders. Set to /contractMarket/advancedOrders to watch stop orders
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        const options = this.safeValue(this.options, 'watchOrders');
+        const name = this.safeString(options, 'method', '/contractMarket/tradeOrders');
+        let orders = await this.subscribe(name, true, undefined, undefined, params);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        orders = this.filterBySymbolSinceLimit(orders, symbol, since, limit);
+        const length = orders.length;
+        if (length === 0) {
+            return await this.watchOrders(symbol, since, limit, params);
+        }
+        return orders;
+    }
+    async watchBalance(params = {}) {
+        /**
+         * @method
+         * @name poloniexfutures#watchBalance
+         * @description watch balance and get the amount of funds available for trading or funds locked in orders
+         * @see https://futures-docs.poloniex.com/#account-balance-events
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
+         */
+        await this.loadMarkets();
+        const name = '/contractAccount/wallet';
+        return await this.subscribe(name, true, undefined, undefined, params);
+    }
+    handleTrade(client, message) {
+        //
+        //    {
+        //        "data": {
+        //            "makerUserId": "1410336",
+        //            "symbol": "BTCUSDTPERP",
+        //            "sequence": 267913,
+        //            "side": "buy",
+        //            "size": 2,
+        //            "price": 28409.5,
+        //            "takerOrderId": "6426f9f15782c8000776995f",
+        //            "makerOrderId": "6426f9f141406b0008df976e",
+        //            "takerUserId": "1410880",
+        //            "tradeId": "6426f9f1de029f0001e334dd",
+        //            "ts": 1680275953739092500,
+        //        },
+        //        "subject": "match",
+        //        "topic": "/contractMarket/execution:BTCUSDTPERP",
+        //        "type": "message",
+        //    }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const marketId = this.safeString(data, 'symbol');
+        if (marketId !== undefined) {
+            const trade = this.parseWsTrade(data);
+            const symbol = trade['symbol'];
+            const messageHash = '/contractMarket/execution:' + marketId;
+            let stored = this.safeValue(this.trades, symbol);
+            if (stored === undefined) {
+                const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
+                stored = new Cache.ArrayCache(tradesLimit);
+                this.trades[symbol] = stored;
+            }
+            stored.append(trade);
+            client.resolve(stored, messageHash);
+        }
+        return message;
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        // handleTrade
+        //
+        //    {
+        //        "makerUserId": "1410880",
+        //        "symbol": "BTCUSDTPERP",
+        //        "sequence": 731390,
+        //        "side": "sell",
+        //        "size": 2,
+        //        "price": 29372.4,
+        //        "takerOrderId": "644ef0fdd64748000759218a",
+        //        "makerOrderId": "644ef0fd25f4a50007f12fc5",
+        //        "takerUserId": "1410880",
+        //        "tradeId": "644ef0fdde029f0001eec346",
+        //        "ts": 1682895101923194000
+        //    }
+        //
+        const marketId = this.safeString(trade, 'symbol');
+        market = this.safeMarket(marketId, market);
+        const timestamp = this.safeIntegerProduct(trade, 'ts', 0.000001);
+        return this.safeTrade({
+            'info': trade,
+            'id': this.safeString(trade, 'tradeId'),
+            'symbol': this.safeString(market, 'symbol'),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'order': this.safeString2(trade, 'takerOrderId', 'makerOrderId'),
+            'type': undefined,
+            'side': this.safeString(trade, 'side'),
+            'takerOrMaker': undefined,
+            'price': this.safeString(trade, 'price'),
+            'amount': this.safeString2(trade, 'matchSize', 'size'),
+            'cost': undefined,
+            'fee': undefined,
+        }, market);
+    }
+    parseWsOrderTrade(trade, market = undefined) {
+        //
+        //    {
+        //        "symbol": "BTC_USDT",
+        //        "type": "LIMIT",
+        //        "quantity": "1",
+        //        "orderId": "32471407854219264",
+        //        "tradeFee": "0",
+        //        "clientOrderId": "",
+        //        "accountType": "SPOT",
+        //        "feeCurrency": "",
+        //        "eventType": "place",
+        //        "source": "API",
+        //        "side": "BUY",
+        //        "filledQuantity": "0",
+        //        "filledAmount": "0",
+        //        "matchRole": "MAKER",
+        //        "state": "NEW",
+        //        "tradeTime": 0,
+        //        "tradeAmount": "0",
+        //        "orderAmount": "0",
+        //        "createTime": 1648708186922,
+        //        "price": "47112.1",
+        //        "tradeQty": "0",
+        //        "tradePrice": "0",
+        //        "tradeId": "0",
+        //        "ts": 1648708187469
+        //    }
+        //
+        const timestamp = this.safeInteger(trade, 'tradeTime');
+        const marketId = this.safeString(trade, 'symbol');
+        return this.safeTrade({
+            'info': trade,
+            'id': this.safeString(trade, 'tradeId'),
+            'symbol': this.safeSymbol(marketId, market),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'order': this.safeString(trade, 'orderId'),
+            'type': this.safeStringLower(trade, 'type'),
+            'side': this.safeString(trade, 'side'),
+            'takerOrMaker': this.safeStringLower(trade, 'matchRole'),
+            'price': this.safeString(trade, 'price'),
+            'amount': this.safeString(trade, 'tradeAmount'),
+            'cost': undefined,
+            'fee': {
+                'rate': undefined,
+                'cost': this.safeString(trade, 'tradeFee'),
+                'currency': this.safeString(trade, 'feeCurrency'),
+            },
+        }, market);
+    }
+    handleOrder(client, message) {
+        //
+        //    {
+        //        "data": {
+        //          "symbol": "ADAUSDTPERP",
+        //          "orderType": "limit",
+        //          "side": "buy",
+        //          "canceledSize": "1",
+        //          "orderId": "642b4d4c0494cd0007c76813",
+        //          "type": "canceled",
+        //          "orderTime": "1680559436101909048",
+        //          "size": "1",
+        //          "filledSize": "0",
+        //          "marginType": 1,
+        //          "price": "0.25",
+        //          "remainSize": "0",
+        //          "clientOid": "112cbbf1-95a3-4917-957c-d3a87d81f853",
+        //          "status": "done",
+        //          "ts": 1680559677560686600
+        //        },
+        //        "subject": "orderChange",
+        //        "topic": "/contractMarket/tradeOrders",
+        //        "channelType": "private",
+        //        "type": "message",
+        //        "userId": "1139790"
+        //    }
+        // stop order
+        //    {
+        //        "data": {
+        //            "orderType": "stop",
+        //            "symbol": "BTCUSDTPERP",
+        //            "side": "buy",
+        //            "stopPriceType": "TP",
+        //            "orderId": "64514fe1850d2100074378f6",
+        //            "type": "open",
+        //            "createdAt": 1683050465847,
+        //            "stopPrice": "29000",
+        //            "size": 2,
+        //            "stop": "up",
+        //            "marginType": 0,
+        //            "orderPrice": "28552.9",
+        //            "ts": 1683050465847597300
+        //        },
+        //        "subject": "stopOrder",
+        //        "topic": "/contractMarket/advancedOrders",
+        //        "channelType": "private",
+        //        "id": "64514fe1850d2100074378fa",
+        //        "type": "message",
+        //        "userId": "1160396"
+        //    }
+        //
+        const data = this.safeValue(message, 'data', {});
+        let orders = this.orders;
+        if (orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit');
+            orders = new Cache.ArrayCacheBySymbolById(limit);
+            this.orders = orders;
+        }
+        const messageHash = '/contractMarket/tradeOrders';
+        const parsed = this.parseWsOrder(data);
+        orders.append(parsed);
+        client.resolve(orders, messageHash);
+        return message;
+    }
+    parseOrderStatus(status, type) {
+        /**
+         * @ignore
+         * @method
+         * @param {string} status "match", "open", "done"
+         * @param {string} type "open", "match", "filled", "canceled", "update"
+         * @returns {string}
+         */
+        const types = {
+            'canceled': 'canceled',
+            'cancel': 'canceled',
+            'filled': 'closed',
+        };
+        let parsedStatus = this.safeString(types, type);
+        if (parsedStatus === undefined) {
+            const statuses = {
+                'open': 'open',
+                'match': 'open',
+                'done': 'closed',
+            };
+            parsedStatus = this.safeString(statuses, status, status);
+        }
+        return parsedStatus;
+    }
+    parseWsOrder(order, market = undefined) {
+        //
+        //    {
+        //        "symbol": "ADAUSDTPERP",
+        //        "orderType": "limit",
+        //        "side": "buy",
+        //        "canceledSize": "1",
+        //        "orderId": "642b4d4c0494cd0007c76813",
+        //        "type": "canceled",
+        //        "orderTime": "1680559436101909048",
+        //        "size": "1",
+        //        "filledSize": "0",
+        //        "marginType": 1,
+        //        "price": "0.25",
+        //        "remainSize": "0",
+        //        "clientOid": "112cbbf1-95a3-4917-957c-d3a87d81f853",
+        //        "status": "done",
+        //        "ts": 1680559677560686600
+        //    }
+        // stop
+        //    {
+        //        "orderType": "stop",
+        //        "symbol": "BTCUSDTPERP",
+        //        "side": "buy",
+        //        "stopPriceType": "TP",
+        //        "orderId": "64514fe1850d2100074378f6",
+        //        "type": "open",
+        //        "createdAt": 1683050465847,
+        //        "stopPrice": "29000",
+        //        "size": 2,
+        //        "stop": "up",
+        //        "marginType": 0,
+        //        "orderPrice": "28552.9",
+        //        "ts": 1683050465847597300
+        //    }
+        //
+        const id = this.safeString(order, 'orderId');
+        const clientOrderId = this.safeString(order, 'clientOid');
+        const marketId = this.safeString(order, 'symbol');
+        const timestamp = this.safeIntegerProduct2(order, 'orderTime', 'ts', 0.000001);
+        const status = this.safeString(order, 'status');
+        const messageType = this.safeString(order, 'type');
+        return this.safeOrder({
+            'info': order,
+            'symbol': this.safeSymbol(marketId, market),
+            'id': id,
+            'clientOrderId': clientOrderId,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'lastTradeTimestamp': undefined,
+            'type': this.safeString(order, 'orderType'),
+            'timeInForce': undefined,
+            'postOnly': undefined,
+            'side': this.safeString(order, 'side'),
+            'price': this.safeString2(order, 'price', 'orderPrice'),
+            'stopPrice': this.safeString(order, 'stopPrice'),
+            'triggerPrice': undefined,
+            'amount': this.safeString(order, 'size'),
+            'cost': undefined,
+            'average': undefined,
+            'filled': this.safeString(order, 'filledSize'),
+            'remaining': this.safeString(order, 'remainSize'),
+            'status': this.parseOrderStatus(status, messageType),
+            'fee': undefined,
+            'trades': undefined,
+        });
+    }
+    handleTicker(client, message) {
+        //
+        //    {
+        //        "subject": "ticker",
+        //        "topic": "/contractMarket/ticker:BTCUSDTPERP",
+        //        "data": {
+        //            "symbol": "BTCUSDTPERP",                   // Market of the symbol
+        //            "sequence": 45,                            // Sequence number which is used to judge the continuity of the pushed messages
+        //            "side": "sell",                            // Transaction side of the last traded taker order
+        //            "price": 3600.00,                          // Filled price
+        //            "size": 16,                                // Filled quantity
+        //            "tradeId": "5c9dcf4170744d6f5a3d32fb",     // Order ID
+        //            "bestBidSize": 795,                        // Best bid size
+        //            "bestBidPrice": 3200.00,                   // Best bid
+        //            "bestAskPrice": 3600.00,                   // Best ask size
+        //            "bestAskSize": 284,                        // Best ask
+        //            "ts": 1553846081210004941                  // Filled time - nanosecond
+        //        },
+        //        "type": "message",
+        //    }
+        //
+        //    {
+        //        "topic": "/contractMarket/snapshot:BTCUSDTPERP",
+        //        "subject": "snapshot.24h",
+        //        "data": {
+        //            "volume": 30449670,            //24h Volume
+        //            "turnover": 845169919063,      //24h Turnover
+        //            "lastPrice": 3551,           //Last price
+        //            "priceChgPct": 0.0043,         //24h Change
+        //            "ts": 1547697294838004923      //Snapshot time (nanosecond)
+        //        }
+        //    }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const messageHash = this.safeString(message, 'topic');
+        const symbol = this.getSymbolFromTopic(messageHash);
+        if (symbol !== undefined) {
+            const ticker = this.parseTicker(data);
+            this.tickers[symbol] = ticker;
+            client.resolve(ticker, messageHash);
+        }
+        return message;
+    }
+    handleL3OrderBook(client, message) {
+        //
+        //    {
+        //        "data": {
+        //            "symbol": "BTCUSDTPERP",
+        //            "sequence": 1679593048010,
+        //            "orderId": "6426fec8586b9500089d64d8",
+        //            "clientOid": "14e6ee8e-8757-462c-84db-ed12c2b62f55",
+        //            "ts": 1680277192127513900
+        //        },
+        //        "subject": "received",
+        //        "topic": "/contractMarket/level3v2:BTCUSDTPERP",
+        //        "type": "message"
+        //    }
+        //
+        //    {
+        //        "data": {
+        //            "symbol": "BTCUSDTPERP",
+        //            "sequence": 1679593047982,
+        //            "side": "sell",
+        //            "orderTime": "1680277191900131371",
+        //            "size": "1",
+        //            "orderId": "6426fec7d32b6e000790268b",
+        //            "price": "28376.4",
+        //            "ts": 1680277191939042300
+        //        },
+        //        "subject": "open",
+        //        "topic": "/contractMarket/level3v2:BTCUSDTPERP",
+        //        "type": "message"
+        //    }
+        //
+        //    {
+        //        "data": {
+        //            "symbol": "BTCUSDTPERP",
+        //            "reason": "canceled",   // or "filled"
+        //            "sequence": 1679593047983,
+        //            "orderId": "6426fec74026fa0008e7046f",
+        //            "ts": 1680277191949842000
+        //        },
+        //        "subject": "done",
+        //        "topic": "/contractMarket/level3v2:BTCUSDTPERP",
+        //        "type": "message"
+        //    }
+        //
+        const messageHash = this.safeString(message, 'topic');
+        const subject = this.safeString(message, 'subject');
+        if (subject === 'received') {
+            return message;
+        }
+        // At the time of writting this, there is no implementation to easily convert each order into the orderbook so raw messages are returned
+        client.resolve(message, messageHash);
+    }
+    handleLevel2(client, message) {
+        //    {
+        //        "subject": "level2",
+        //        "topic": "/contractMarket/level2:BTCUSDTPERP",
+        //        "type": "message",
+        //        "data": {
+        //            "sequence": 18,                   // Sequence number which is used to judge the continuity of pushed messages
+        //            "change": "5000.0,sell,83"        // Price, side, quantity
+        //            "timestamp": 1551770400000
+        //        }
+        //    }
+        const topic = this.safeString(message, 'topic');
+        const isSnapshot = topic.indexOf('Depth') >= 0;
+        if (isSnapshot) {
+            return this.handeL2Snapshot(client, message);
+        }
+        return this.handleL2OrderBook(client, message);
+    }
+    handleL2OrderBook(client, message) {
+        //
+        //    {
+        //        "id": 1545910660740,
+        //        "type": "subscribe",
+        //        "topic": "/contractMarket/level2:BTCUSDTPERP",
+        //        "response": true
+        //    }
+        //
+        //    {
+        //        "subject": "level2",
+        //        "topic": "/contractMarket/level2:BTCUSDTPERP",
+        //        "type": "message",
+        //        "data": {
+        //            "sequence": 18,                   // Sequence number which is used to judge the continuity of pushed messages
+        //            "change": "5000.0,sell,83"        // Price, side, quantity
+        //            "timestamp": 1551770400000
+        //        }
+        //    }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const messageHash = this.safeString(message, 'topic', '');
+        const symbol = this.getSymbolFromTopic(messageHash);
+        let orderBook = this.safeValue(this.orderbooks, symbol);
+        if (orderBook === undefined) {
+            this.orderbooks[symbol] = this.orderBook({});
+            orderBook = this.orderbooks[symbol];
+            orderBook['symbol'] = symbol;
+        }
+        const nonce = this.safeInteger(orderBook, 'nonce');
+        if (nonce === undefined) {
+            const cacheLength = orderBook.cache.length;
+            const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 5);
+            if (cacheLength === snapshotDelay) {
+                const limit = 0;
+                this.spawn(this.loadOrderBook, client, messageHash, symbol, limit);
+            }
+            orderBook.cache.push(data);
+            return;
+        }
+        try {
+            this.handleDelta(orderBook, data);
+            client.resolve(orderBook, messageHash);
+        }
+        catch (e) {
+            delete this.orderbooks[symbol];
+            client.reject(e, messageHash);
+        }
+    }
+    handeL2Snapshot(client, message) {
+        //
+        //    {
+        //        "type": "message",
+        //        "topic": "/contractMarket/level2Depth5:BTCUSDTPERP",
+        //        "subject": "level2",
+        //        "data": {
+        //            "asks": [
+        //                ["9993", "3"],
+        //                ["9992", "3"],
+        //                ["9991", "47"],
+        //                ["9990", "32"],
+        //                ["9989", "8"]
+        //            ],
+        //            "bids": [
+        //                ["9988", "56"],
+        //                ["9987", "15"],
+        //                ["9986", "100"],
+        //                ["9985", "10"],
+        //                ["9984", "10"]
+        //            ],
+        //            "timestamp": 1682993050531,
+        //        }
+        //    }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const messageHash = this.safeString(message, 'topic', '');
+        const symbol = this.getSymbolFromTopic(messageHash);
+        const timestamp = this.safeInteger(data, 'timestamp');
+        const snapshot = this.parseOrderBook(data, symbol, timestamp, 'bids', 'asks');
+        const orderbook = this.orderBook(snapshot);
+        this.orderbooks[symbol] = orderbook;
+        client.resolve(orderbook, messageHash);
+    }
+    getSymbolFromTopic(topic) {
+        const splitTopic = topic.split(':');
+        const marketId = this.safeString(splitTopic, 1);
+        return this.safeSymbol(marketId);
+    }
+    getCacheIndex(orderbook, cache) {
+        const firstDelta = this.safeValue(cache, 0);
+        const nonce = this.safeInteger(orderbook, 'nonce');
+        const firstDeltaSequence = this.safeInteger(firstDelta, 'sequence');
+        if (firstDeltaSequence > nonce + 1) {
+            return -1;
+        }
+        for (let i = 0; i < cache.length; i++) {
+            const delta = cache[i];
+            const sequence = this.safeInteger(delta, 'sequence');
+            if (nonce === sequence - 1) {
+                return i;
+            }
+        }
+        return cache.length;
+    }
+    handleDelta(orderbook, delta) {
+        //
+        //    {
+        //        "sequence": 18,                   // Sequence number which is used to judge the continuity of pushed messages
+        //        "change": "5000.0,sell,83"        // Price, side, quantity
+        //        "timestamp": 1551770400000
+        //    }
+        //
+        const sequence = this.safeInteger(delta, 'sequence');
+        const nonce = this.safeInteger(orderbook, 'nonce');
+        if (nonce !== sequence - 1) {
+            throw new errors.ExchangeError(this.id + ' watchOrderBook received an out-of-order nonce');
+        }
+        const change = this.safeString(delta, 'change');
+        const splitChange = change.split(',');
+        const price = this.safeNumber(splitChange, 0);
+        const side = this.safeString(splitChange, 1);
+        const size = this.safeNumber(splitChange, 2);
+        const timestamp = this.safeInteger(delta, 'timestamp');
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601(timestamp);
+        orderbook['nonce'] = sequence;
+        const orderBookSide = (side === 'buy') ? orderbook['bids'] : orderbook['asks'];
+        orderBookSide.store(price, size);
+    }
+    handleBalance(client, message) {
+        //
+        //    {
+        //        "data": {
+        //          "currency": "USDT",
+        //          "availableBalance": "4.0000000000",
+        //          "timestamp": "1680557568670"
+        //        },
+        //        "subject": "availableBalance.change",
+        //        "topic": "/contractAccount/wallet",
+        //        "channelType": "private",
+        //        "id": "642b4600cae86800074b5ab7",
+        //        "type": "message",
+        //        "userId": "1139790"
+        //    }
+        //
+        //    {
+        //        "data": {
+        //          "currency": "USDT",
+        //          "orderMargin": "0.0000000000",
+        //          "timestamp": "1680558743307"
+        //        },
+        //        "subject": "orderMargin.change",
+        //        "topic": "/contractAccount/wallet",
+        //        "channelType": "private",
+        //        "id": "642b4a97b58e360007c3a237",
+        //        "type": "message",
+        //        "userId": "1139790"
+        //    }
+        //
+        const data = this.safeValue(message, 'data', []);
+        const messageHash = '/contractAccount/wallet';
+        const currencyId = this.safeString(data, 'currency');
+        const currency = this.currency(currencyId);
+        const code = currency['code'];
+        this.balance[code] = this.parseWsBalance(data);
+        client.resolve(this.balance[code], messageHash);
+        return message;
+    }
+    parseWsBalance(response) {
+        //
+        //    {
+        //        "currency": "USDT",
+        //        "availableBalance": "4.0000000000",
+        //        "timestamp": "1680557568670"
+        //    }
+        //
+        //    {
+        //        "currency": "USDT",
+        //        "orderMargin": "0.0000000000",
+        //        "timestamp": "1680558743307"
+        //    }
+        //
+        const timestamp = this.safeInteger(response, 'timestamp');
+        const result = {
+            'info': response,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+        };
+        const currencyId = this.safeString(response, 'currency');
+        const code = this.safeCurrencyCode(currencyId);
+        const newAccount = this.account();
+        newAccount['free'] = this.safeString(response, 'availableBalance');
+        result[code] = newAccount;
+        return this.safeBalance(result);
+    }
+    handleSystemStatus(client, message) {
+        //
+        //     {
+        //         "id": "1578090234088", // connectId
+        //         "type": "welcome",
+        //     }
+        //
+        return message;
+    }
+    handleSubject(client, message) {
+        const subject = this.safeString(message, 'subject');
+        const methods = {
+            'auth': this.handleAuthenticate,
+            'received': this.handleL3OrderBook,
+            'open': this.handleL3OrderBook,
+            'update': this.handleL3OrderBook,
+            'done': this.handleL3OrderBook,
+            'level2': this.handleLevel2,
+            'ticker': this.handleTicker,
+            'snapshot.24h': this.handleTicker,
+            'match': this.handleTrade,
+            'orderChange': this.handleOrder,
+            'stopOrder': this.handleOrder,
+            'availableBalance.change': this.handleBalance,
+            'orderMargin.change': this.handleBalance,
+        };
+        const method = this.safeValue(methods, subject);
+        if (method !== undefined) {
+            return method.call(this, client, message);
+        }
+    }
+    ping(client) {
+        const id = this.requestId().toString();
+        return {
+            'id': id,
+            'type': 'ping',
+        };
+    }
+    handlePong(client, message) {
+        client.lastPong = this.milliseconds();
+        return message;
+    }
+    handleErrorMessage(client, message) {
+        //
+        //    {
+        //        "code": 404,
+        //        "data": "tunnel stream-0 is not exist",
+        //        "id": "3",
+        //        "type": "error"
+        //    }
+        //
+        client.reject(message);
+    }
+    handleMessage(client, message) {
+        const type = this.safeString(message, 'type');
+        const methods = {
+            '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);
+        }
+    }
+    handleAuthenticate(client, message) {
+        //
+        //    {
+        //        "success": true,
+        //        "ret_msg": '',
+        //        "op": "auth",
+        //        "conn_id": "ce3dpomvha7dha97tvp0-2xh"
+        //    }
+        //
+        const data = this.safeValue(message, 'data');
+        const success = this.safeValue(data, 'success');
+        const messageHash = 'authenticated';
+        if (success) {
+            client.resolve(message, messageHash);
+        }
+        else {
+            const error = new errors.AuthenticationError(this.id + ' ' + this.json(message));
+            client.reject(error, messageHash);
+            if (messageHash in client.subscriptions) {
+                delete client.subscriptions[messageHash];
+            }
+        }
+        return message;
+    }
+}
+
+module.exports = poloniexfutures;