ccxt 4.2.17 → 4.2.19

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

@@ -1,981 +0,0 @@
-'use strict';
-
-var kucoinfutures$1 = require('../kucoinfutures.js');
-var errors = require('../base/errors.js');
-var Cache = require('../base/ws/Cache.js');
-
-//  ---------------------------------------------------------------------------
-//  ---------------------------------------------------------------------------
-class kucoinfutures extends kucoinfutures$1 {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'has': {
-                'ws': true,
-                'watchTicker': true,
-                'watchTrades': true,
-                'watchOrderBook': true,
-                'watchOrders': true,
-                'watchBalance': true,
-                'watchPosition': true,
-                'watchPositions': false,
-                'watchPositionForSymbols': false,
-                'watchTradesForSymbols': true,
-                'watchOrderBookForSymbols': true,
-            },
-            'options': {
-                'accountsByType': {
-                    'swap': 'future',
-                    'cross': 'margin',
-                    // 'spot': ,
-                    // 'margin': ,
-                    // 'main': ,
-                    // 'funding': ,
-                    // 'future': ,
-                    // 'mining': ,
-                    // 'trade': ,
-                    // 'contract': ,
-                    // 'pool': ,
-                },
-                'tradesLimit': 1000,
-                'watchOrderBook': {
-                    'snapshotDelay': 20,
-                    'snapshotMaxRetries': 3,
-                },
-                'watchTicker': {
-                    'name': 'contractMarket/tickerV2', // market/ticker
-                },
-                'watchPosition': {
-                    'fetchPositionSnapshot': true,
-                    'awaitPositionSnapshot': true, // whether to wait for the position snapshot before providing updates
-                },
-            },
-            '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.futuresPrivatePostBulletPrivate(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.futuresPublicPostBulletPublic(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, subscription, params = {}) {
-        const requestId = this.requestId().toString();
-        const request = {
-            'id': requestId,
-            'type': 'subscribe',
-            'topic': subscriptionHash,
-            'response': true,
-        };
-        const message = this.extend(request, params);
-        const subscriptionRequest = {
-            'id': requestId,
-        };
-        if (subscription === undefined) {
-            subscription = subscriptionRequest;
-        }
-        else {
-            subscription = this.extend(subscriptionRequest, subscription);
-        }
-        return await this.watch(url, messageHash, message, subscriptionHash, subscription);
-    }
-    async subscribeMultiple(url, messageHashes, topic, subscriptionHashes, subscription, params = {}) {
-        const requestId = this.requestId().toString();
-        const request = {
-            'id': requestId,
-            'type': 'subscribe',
-            'topic': topic,
-            'response': true,
-        };
-        const message = this.extend(request, params);
-        const subscriptionRequest = {
-            'id': requestId,
-        };
-        if (subscription === undefined) {
-            subscription = subscriptionRequest;
-        }
-        else {
-            subscription = this.extend(subscriptionRequest, subscription);
-        }
-        return await this.watchMultiple(url, messageHashes, message, subscriptionHashes, subscription);
-    }
-    async watchTicker(symbol, params = {}) {
-        /**
-         * @method
-         * @name kucoinfutures#watchTicker
-         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
-         * @see https://docs.kucoin.com/futures/#get-real-time-symbol-ticker-v2
-         * @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 options = this.safeValue(this.options, 'watchTicker', {});
-        const channel = this.safeString(options, 'name', 'contractMarket/tickerV2');
-        const topic = '/' + channel + ':' + market['id'];
-        const messageHash = 'ticker:' + symbol;
-        return await this.subscribe(url, messageHash, topic, undefined, params);
-    }
-    handleTicker(client, message) {
-        //
-        // market/tickerV2
-        //
-        //    {
-        //        "type": "message",
-        //        "topic": "/contractMarket/tickerV2:ADAUSDTM",
-        //        "subject": "tickerV2",
-        //        "data": {
-        //            "symbol": "ADAUSDTM",
-        //            "sequence": 1668007800439,
-        //            "bestBidSize": 178,
-        //            "bestBidPrice": "0.35959",
-        //            "bestAskPrice": "0.35981",
-        //            "ts": "1668141430037124460",
-        //            "bestAskSize": 134
-        //        }
-        //    }
-        //
-        const data = this.safeValue(message, 'data', {});
-        const marketId = this.safeValue(data, 'symbol');
-        const market = this.safeMarket(marketId, undefined, '-');
-        const ticker = this.parseTicker(data, market);
-        this.tickers[market['symbol']] = ticker;
-        const messageHash = 'ticker:' + market['symbol'];
-        client.resolve(ticker, messageHash);
-        return message;
-    }
-    async watchPosition(symbol = undefined, params = {}) {
-        /**
-         * @method
-         * @name kucoinfutures#watchPosition
-         * @description watch open positions for a specific symbol
-         * @see https://docs.kucoin.com/futures/#position-change-events
-         * @param {string|undefined} symbol unified market symbol
-         * @param {object} params extra parameters specific to the exchange API endpoint
-         * @returns {object} a [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
-         */
-        if (symbol === undefined) {
-            throw new errors.ArgumentsRequired(this.id + ' watchPosition() requires a symbol argument');
-        }
-        await this.loadMarkets();
-        const url = await this.negotiate(true);
-        const market = this.market(symbol);
-        const topic = '/contract/position:' + market['id'];
-        const request = {
-            'privateChannel': true,
-        };
-        const messageHash = 'position:' + market['symbol'];
-        const client = this.client(url);
-        this.setPositionCache(client, symbol);
-        const fetchPositionSnapshot = this.handleOption('watchPosition', 'fetchPositionSnapshot', true);
-        const awaitPositionSnapshot = this.safeValue('watchPosition', 'awaitPositionSnapshot', true);
-        const currentPosition = this.getCurrentPosition(symbol);
-        if (fetchPositionSnapshot && awaitPositionSnapshot && currentPosition === undefined) {
-            const snapshot = await client.future('fetchPositionSnapshot:' + symbol);
-            return snapshot;
-        }
-        return await this.subscribe(url, messageHash, topic, undefined, this.extend(request, params));
-    }
-    getCurrentPosition(symbol) {
-        if (this.positions === undefined) {
-            return undefined;
-        }
-        const cache = this.positions.hashmap;
-        const symbolCache = this.safeValue(cache, symbol, {});
-        const values = Object.values(symbolCache);
-        return this.safeValue(values, 0);
-    }
-    setPositionCache(client, symbol) {
-        const fetchPositionSnapshot = this.handleOption('watchPosition', 'fetchPositionSnapshot', false);
-        if (fetchPositionSnapshot) {
-            const messageHash = 'fetchPositionSnapshot:' + symbol;
-            if (!(messageHash in client.futures)) {
-                client.future(messageHash);
-                this.spawn(this.loadPositionSnapshot, client, messageHash, symbol);
-            }
-        }
-    }
-    async loadPositionSnapshot(client, messageHash, symbol) {
-        const position = await this.fetchPosition(symbol);
-        this.positions = new Cache.ArrayCacheBySymbolById();
-        const cache = this.positions;
-        cache.append(position);
-        // don't remove the future from the .futures cache
-        const future = client.futures[messageHash];
-        future.resolve(cache);
-        client.resolve(position, 'position:' + symbol);
-    }
-    handlePosition(client, message) {
-        //
-        // Position Changes Caused Operations
-        //    {
-        //        "type": "message",
-        //        "userId": "5c32d69203aa676ce4b543c7", // Deprecated, will detele later
-        //        "channelType": "private",
-        //        "topic": "/contract/position:XBTUSDM",
-        //        "subject": "position.change",
-        //        "data": {
-        //            "realisedGrossPnl": 0E-8, //Accumulated realised profit and loss
-        //            "symbol": "XBTUSDM", //Symbol
-        //            "crossMode": false, //Cross mode or not
-        //            "liquidationPrice": 1000000.0, //Liquidation price
-        //            "posLoss": 0E-8, //Manually added margin amount
-        //            "avgEntryPrice": 7508.22, //Average entry price
-        //            "unrealisedPnl": -0.00014735, //Unrealised profit and loss
-        //            "markPrice": 7947.83, //Mark price
-        //            "posMargin": 0.00266779, //Position margin
-        //            "autoDeposit": false, //Auto deposit margin or not
-        //            "riskLimit": 100000, //Risk limit
-        //            "unrealisedCost": 0.00266375, //Unrealised value
-        //            "posComm": 0.00000392, //Bankruptcy cost
-        //            "posMaint": 0.00001724, //Maintenance margin
-        //            "posCost": 0.00266375, //Position value
-        //            "maintMarginReq": 0.005, //Maintenance margin rate
-        //            "bankruptPrice": 1000000.0, //Bankruptcy price
-        //            "realisedCost": 0.00000271, //Currently accumulated realised position value
-        //            "markValue": 0.00251640, //Mark value
-        //            "posInit": 0.00266375, //Position margin
-        //            "realisedPnl": -0.00000253, //Realised profit and losts
-        //            "maintMargin": 0.00252044, //Position margin
-        //            "realLeverage": 1.06, //Leverage of the order
-        //            "changeReason": "positionChange", //changeReason:marginChange、positionChange、liquidation、autoAppendMarginStatusChange、adl
-        //            "currentCost": 0.00266375, //Current position value
-        //            "openingTimestamp": 1558433191000, //Open time
-        //            "currentQty": -20, //Current position
-        //            "delevPercentage": 0.52, //ADL ranking percentile
-        //            "currentComm": 0.00000271, //Current commission
-        //            "realisedGrossCost": 0E-8, //Accumulated reliased gross profit value
-        //            "isOpen": true, //Opened position or not
-        //            "posCross": 1.2E-7, //Manually added margin
-        //            "currentTimestamp": 1558506060394, //Current timestamp
-        //            "unrealisedRoePcnt": -0.0553, //Rate of return on investment
-        //            "unrealisedPnlPcnt": -0.0553, //Position profit and loss ratio
-        //            "settleCurrency": "XBT" //Currency used to clear and settle the trades
-        //        }
-        //    }
-        // Position Changes Caused by Mark Price
-        //    {
-        //        "userId": "5cd3f1a7b7ebc19ae9558591", // Deprecated, will detele later
-        //        "topic": "/contract/position:XBTUSDM",
-        //        "subject": "position.change",
-        //          "data": {
-        //              "markPrice": 7947.83,                   //Mark price
-        //              "markValue": 0.00251640,                 //Mark value
-        //              "maintMargin": 0.00252044,              //Position margin
-        //              "realLeverage": 10.06,                   //Leverage of the order
-        //              "unrealisedPnl": -0.00014735,           //Unrealised profit and lost
-        //              "unrealisedRoePcnt": -0.0553,           //Rate of return on investment
-        //              "unrealisedPnlPcnt": -0.0553,            //Position profit and loss ratio
-        //              "delevPercentage": 0.52,             //ADL ranking percentile
-        //              "currentTimestamp": 1558087175068,      //Current timestamp
-        //              "settleCurrency": "XBT"                 //Currency used to clear and settle the trades
-        //          }
-        //    }
-        //  Funding Settlement
-        //    {
-        //        "userId": "xbc453tg732eba53a88ggyt8c", // Deprecated, will detele later
-        //        "topic": "/contract/position:XBTUSDM",
-        //        "subject": "position.settlement",
-        //        "data": {
-        //            "fundingTime": 1551770400000,          //Funding time
-        //            "qty": 100,                            //Position siz
-        //            "markPrice": 3610.85,                 //Settlement price
-        //            "fundingRate": -0.002966,             //Funding rate
-        //            "fundingFee": -296,                   //Funding fees
-        //            "ts": 1547697294838004923,             //Current time (nanosecond)
-        //            "settleCurrency": "XBT"                //Currency used to clear and settle the trades
-        //        }
-        //    }
-        // Adjustmet result of risk limit level
-        //     {
-        //         "userId": "xbc453tg732eba53a88ggyt8c",
-        //         "topic": "/contract/position:ADAUSDTM",
-        //         "subject": "position.adjustRiskLimit",
-        //         "data": {
-        //           "success": true, // Successful or not
-        //           "riskLimitLevel": 1, // Current risk limit level
-        //           "msg": "" // Failure reason
-        //         }
-        //     }
-        //
-        const topic = this.safeString(message, 'topic', '');
-        const parts = topic.split(':');
-        const marketId = this.safeString(parts, 1);
-        const symbol = this.safeSymbol(marketId, undefined, '');
-        const cache = this.positions;
-        const currentPosition = this.getCurrentPosition(symbol);
-        const messageHash = 'position:' + symbol;
-        const data = this.safeValue(message, 'data', {});
-        const newPosition = this.parsePosition(data);
-        const keys = Object.keys(newPosition);
-        for (let i = 0; i < keys.length; i++) {
-            const key = keys[i];
-            if (newPosition[key] === undefined) {
-                delete newPosition[key];
-            }
-        }
-        const position = this.extend(currentPosition, newPosition);
-        cache.append(position);
-        client.resolve(position, messageHash);
-    }
-    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name kucoinfutures#watchTrades
-         * @description get the list of most recent trades for a particular symbol
-         * @see https://docs.kucoin.com/futures/#execution-data
-         * @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 kucoinfutures#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 url = await this.negotiate(false);
-        symbols = this.marketSymbols(symbols);
-        const marketIds = this.marketIds(symbols);
-        const topic = '/contractMarket/execution:' + marketIds.join(',');
-        const subscriptionHashes = [];
-        const messageHashes = [];
-        for (let i = 0; i < symbols.length; i++) {
-            const symbol = symbols[i];
-            const marketId = marketIds[i];
-            messageHashes.push('trades:' + symbol);
-            subscriptionHashes.push('/contractMarket/execution:' + 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) {
-        //
-        //    {
-        //        "type": "message",
-        //        "topic": "/contractMarket/execution:ADAUSDTM",
-        //        "subject": "match",
-        //        "data": {
-        //            "makerUserId": "62286a4d720edf0001e81961",
-        //            "symbol": "ADAUSDTM",
-        //            "sequence": 41320766,
-        //            "side": "sell",
-        //            "size": 2,
-        //            "price": 0.35904,
-        //            "takerOrderId": "636dd9da9857ba00010cfa44",
-        //            "makerOrderId": "636dd9c8df149d0001e62bc8",
-        //            "takerUserId": "6180be22b6ab210001fa3371",
-        //            "tradeId": "636dd9da0000d400d477eca7",
-        //            "ts": 1668143578987357700
-        //        }
-        //    }
-        //
-        const data = this.safeValue(message, 'data', {});
-        const trade = this.parseTrade(data);
-        const symbol = trade['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);
-        const messageHash = 'trades:' + symbol;
-        client.resolve(trades, messageHash);
-        return message;
-    }
-    async watchOrderBook(symbol, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name kucoinfutures#watchOrderBook
-         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other 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. For other cases, please update the price.
-         *   6. If the sequence of the newly pushed message does not line up to the sequence of the last message, you could pull through REST Level 2 message request to get the updated messages. Please note that the difference between the start and end parameters cannot exceed 500.
-         * @see https://docs.kucoin.com/futures/#level-2-market-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
-         */
-        return await this.watchOrderBookForSymbols([symbol], limit, params);
-    }
-    async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name kucoinfutures#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 = '/contractMarket/level2:' + marketIds.join(',');
-        const subscription = {
-            'method': this.handleOrderBookSubscription,
-            'symbols': symbols,
-            'limit': limit,
-        };
-        const subscriptionHashes = [];
-        const messageHashes = [];
-        for (let i = 0; i < symbols.length; i++) {
-            const symbol = symbols[i];
-            const marketId = marketIds[i];
-            messageHashes.push('orderbook:' + symbol);
-            subscriptionHashes.push('/contractMarket/level2:' + marketId);
-        }
-        const orderbook = await this.subscribeMultiple(url, messageHashes, topic, subscriptionHashes, subscription, params);
-        return orderbook.limit();
-    }
-    handleDelta(orderbook, delta) {
-        orderbook['nonce'] = this.safeInteger(delta, 'sequence');
-        const timestamp = this.safeInteger(delta, 'timestamp');
-        orderbook['timestamp'] = timestamp;
-        orderbook['datetime'] = this.iso8601(timestamp);
-        const change = this.safeValue(delta, 'change', {});
-        const splitChange = change.split(',');
-        const price = this.safeNumber(splitChange, 0);
-        const side = this.safeString(splitChange, 1);
-        const quantity = this.safeNumber(splitChange, 2);
-        const type = (side === 'buy') ? 'bids' : 'asks';
-        const value = [price, quantity];
-        if (type === 'bids') {
-            const storedBids = orderbook['bids'];
-            storedBids.storeArray(value);
-        }
-        else {
-            const storedAsks = orderbook['asks'];
-            storedAsks.storeArray(value);
-        }
-    }
-    handleDeltas(bookside, deltas) {
-        for (let i = 0; i < deltas.length; i++) {
-            this.handleDelta(bookside, deltas[i]);
-        }
-    }
-    handleOrderBook(client, message) {
-        //
-        // initial snapshot is fetched with ccxt's fetchOrderBook
-        // the feed does not include a snapshot, just the deltas
-        //
-        //    {
-        //        "type": "message",
-        //        "topic": "/contractMarket/level2:ADAUSDTM",
-        //        "subject": "level2",
-        //        "data": {
-        //            "sequence": 1668059586457,
-        //            "change": "0.34172,sell,456", // type, side, quantity
-        //            "timestamp": 1668573023223
-        //        }
-        //    }
-        //
-        const data = this.safeValue(message, 'data');
-        const topic = this.safeString(message, 'topic');
-        const topicParts = topic.split(':');
-        const marketId = this.safeString(topicParts, 1);
-        const symbol = this.safeSymbol(marketId, undefined, '-');
-        const messageHash = 'orderbook:' + symbol;
-        const storedOrderBook = this.safeValue(this.orderbooks, symbol);
-        const nonce = this.safeInteger(storedOrderBook, 'nonce');
-        const deltaEnd = this.safeInteger(data, 'sequence');
-        if (nonce === undefined) {
-            const cacheLength = storedOrderBook.cache.length;
-            const topicPartsNew = topic.split(':');
-            const topicSymbol = this.safeString(topicPartsNew, 1);
-            const topicChannel = this.safeString(topicPartsNew, 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, 'sequence');
-        if (nonce < firstDeltaStart - 1) {
-            return -1;
-        }
-        for (let i = 0; i < cache.length; i++) {
-            const delta = cache[i];
-            const deltaStart = this.safeInteger(delta, 'sequence');
-            if (nonce < deltaStart - 1) {
-                return i;
-            }
-        }
-        return cache.length;
-    }
-    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 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);
-        }
-    }
-    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 kucoinfutures#watchOrders
-         * @description watches information on multiple orders made by the user
-         * @see https://docs.kucoin.com/futures/#trade-orders-according-to-the-market
-         * @param {string} symbol unified market symbol of the market orders were made in
-         * @param {int} [since] the earliest time in ms to fetch orders for
-         * @param {int} [limit] the maximum number of order structures to retrieve
-         * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
-         */
-        await this.loadMarkets();
-        const url = await this.negotiate(true);
-        const topic = '/contractMarket/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, undefined, 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',
-        };
-        return this.safeString(statuses, status, status);
-    }
-    parseWsOrder(order, market = undefined) {
-        //
-        //         "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
-        //     }
-        //
-        const id = this.safeString(order, 'orderId');
-        const clientOrderId = this.safeString(order, 'clientOid');
-        const orderType = this.safeStringLower(order, 'orderType');
-        const price = this.safeString(order, 'price');
-        const filled = this.safeString(order, 'filledSize');
-        const amount = this.safeString(order, 'size');
-        const rawType = this.safeString(order, 'type');
-        const status = this.parseWsOrderStatus(rawType);
-        const timestamp = this.safeIntegerProduct(order, 'orderTime', 0.000001);
-        const marketId = this.safeString(order, 'symbol');
-        market = this.safeMarket(marketId, market);
-        const symbol = market['symbol'];
-        const side = this.safeStringLower(order, 'side');
-        return this.safeOrder({
-            'info': order,
-            'symbol': symbol,
-            'id': id,
-            'clientOrderId': clientOrderId,
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'lastTradeTimestamp': undefined,
-            'type': orderType,
-            'timeInForce': undefined,
-            'postOnly': undefined,
-            'side': side,
-            'price': price,
-            'stopPrice': undefined,
-            'amount': amount,
-            'cost': undefined,
-            'average': undefined,
-            'filled': filled,
-            'remaining': undefined,
-            'status': status,
-            'fee': undefined,
-            'trades': undefined,
-        }, market);
-    }
-    handleOrder(client, message) {
-        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');
-        if (symbol !== undefined) {
-            if (this.orders === undefined) {
-                const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
-                this.orders = new Cache.ArrayCacheBySymbolById(limit);
-            }
-            const cachedOrders = 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
-                const stopPrice = this.safeValue(order, 'stopPrice');
-                if (stopPrice !== undefined) {
-                    parsed['stopPrice'] = stopPrice;
-                }
-                if (order['status'] === 'closed') {
-                    parsed['status'] = 'closed';
-                }
-            }
-            cachedOrders.append(parsed);
-            client.resolve(this.orders, messageHash);
-            const symbolSpecificMessageHash = messageHash + ':' + symbol;
-            client.resolve(this.orders, symbolSpecificMessageHash);
-        }
-    }
-    async watchBalance(params = {}) {
-        /**
-         * @method
-         * @name kucoinfutures#watchBalance
-         * @description watch balance and get the amount of funds available for trading or funds locked in orders
-         * @see https://docs.kucoin.com/futures/#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 url = await this.negotiate(true);
-        const topic = '/contractAccount/wallet';
-        const request = {
-            'privateChannel': true,
-        };
-        const subscription = {
-            'method': this.handleBalanceSubscription,
-        };
-        const messageHash = 'balance';
-        return await this.subscribe(url, messageHash, topic, subscription, this.extend(request, params));
-    }
-    handleBalance(client, message) {
-        //
-        //    {
-        //        "id": "6375553193027a0001f6566f",
-        //        "type": "message",
-        //        "topic": "/contractAccount/wallet",
-        //        "userId": "613a896885d8660006151f01",
-        //        "channelType": "private",
-        //        "subject": "availableBalance.change",
-        //        "data": {
-        //            "currency": "USDT",
-        //            "holdBalance": "0.0000000000",
-        //            "availableBalance": "14.0350281903",
-        //            "timestamp": "1668633905657"
-        //        }
-        //    }
-        //
-        const data = this.safeValue(message, 'data', {});
-        this.balance['info'] = data;
-        const currencyId = this.safeString(data, 'currency');
-        const code = this.safeCurrencyCode(currencyId);
-        const account = this.account();
-        account['free'] = this.safeString(data, 'availableBalance');
-        account['used'] = this.safeString(data, 'holdBalance');
-        this.balance[code] = account;
-        this.balance = this.safeBalance(this.balance);
-        client.resolve(this.balance, 'balance');
-    }
-    handleBalanceSubscription(client, message, subscription) {
-        this.spawn(this.fetchBalanceSnapshot, client, message);
-    }
-    async fetchBalanceSnapshot(client, message) {
-        await this.loadMarkets();
-        this.checkRequiredCredentials();
-        const messageHash = 'balance';
-        const selectedType = this.safeString2(this.options, 'watchBalance', 'defaultType', 'swap'); // spot, margin, main, funding, future, mining, trade, contract, pool
-        const params = {
-            'type': selectedType,
-        };
-        const snapshot = await this.fetchBalance(params);
-        //
-        //    {
-        //        "info": {
-        //            "code": "200000",
-        //            "data": {
-        //                "accountEquity": 0.0350281903,
-        //                "unrealisedPNL": 0,
-        //                "marginBalance": 0.0350281903,
-        //                "positionMargin": 0,
-        //                "orderMargin": 0,
-        //                "frozenFunds": 0,
-        //                "availableBalance": 0.0350281903,
-        //                "currency": "USDT"
-        //            }
-        //        },
-        //        "timestamp": undefined,
-        //        "datetime": undefined,
-        //        "USDT": {
-        //            "free": 0.0350281903,
-        //            "used": 0,
-        //            "total": 0.0350281903
-        //        },
-        //        "free": {
-        //            "USDT": 0.0350281903
-        //        },
-        //        "used": {
-        //            "USDT": 0
-        //        },
-        //        "total": {
-        //            "USDT": 0.0350281903
-        //        }
-        //    }
-        //
-        const keys = Object.keys(snapshot);
-        for (let i = 0; i < keys.length; i++) {
-            const code = keys[i];
-            if (code !== 'free' && code !== 'used' && code !== 'total' && code !== 'timestamp' && code !== 'datetime' && code !== 'info') {
-                this.balance[code] = snapshot[code];
-            }
-        }
-        this.balance['info'] = this.safeValue(snapshot, 'info', {});
-        client.resolve(this.balance, messageHash);
-    }
-    handleSubject(client, message) {
-        //
-        //    {
-        //        "type": "message",
-        //        "topic": "/contractMarket/level2:ADAUSDTM",
-        //        "subject": "level2",
-        //        "data": {
-        //            "sequence": 1668059586457,
-        //            "change": "0.34172,sell,456", // type, side, quantity
-        //            "timestamp": 1668573023223
-        //        }
-        //    }
-        //
-        const subject = this.safeString(message, 'subject');
-        const methods = {
-            'level2': this.handleOrderBook,
-            'tickerV2': this.handleTicker,
-            'availableBalance.change': this.handleBalance,
-            'match': this.handleTrade,
-            'orderChange': this.handleOrder,
-            'orderUpdated': this.handleOrder,
-            'position.change': this.handlePosition,
-            'position.settlement': this.handlePosition,
-            'position.adjustRiskLimit': this.handlePosition,
-        };
-        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) {
-        // https://docs.kucoin.com/#ping
-        client.lastPong = this.milliseconds();
-        return message;
-    }
-    handleErrorMessage(client, message) {
-        //
-        //    {
-        //        "id": "64d8732c856851144bded10d",
-        //        "type": "error",
-        //        "code": 401,
-        //        "data": "token is expired"
-        //    }
-        //
-        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 = kucoinfutures;