ccxt 4.2.18 → 4.2.19

package/dist/cjs/js/src/pro/bitfinex2.js

@@ -1,1159 +0,0 @@
-'use strict';
-
-var bitfinex2$1 = require('../bitfinex2.js');
-var Precise = require('../base/Precise.js');
-var errors = require('../base/errors.js');
-var Cache = require('../base/ws/Cache.js');
-var sha512 = require('../static_dependencies/noble-hashes/sha512.js');
-
-//  ---------------------------------------------------------------------------
-//  ---------------------------------------------------------------------------
-class bitfinex2 extends bitfinex2$1 {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'has': {
-                'ws': true,
-                'watchTicker': true,
-                'watchTickers': false,
-                'watchOrderBook': true,
-                'watchTrades': true,
-                'watchMyTrades': true,
-                'watchBalance': true,
-                'watchOHLCV': true,
-                'watchOrders': true,
-            },
-            'urls': {
-                'api': {
-                    'ws': {
-                        'public': 'wss://api-pub.bitfinex.com/ws/2',
-                        'private': 'wss://api.bitfinex.com/ws/2',
-                    },
-                },
-            },
-            'options': {
-                'watchOrderBook': {
-                    'prec': 'P0',
-                    'freq': 'F0',
-                },
-                'ordersLimit': 1000,
-                'checksum': true,
-            },
-        });
-    }
-    async subscribe(channel, symbol, params = {}) {
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        const marketId = market['id'];
-        const url = this.urls['api']['ws']['public'];
-        const client = this.client(url);
-        const messageHash = channel + ':' + marketId;
-        const request = {
-            'event': 'subscribe',
-            'channel': channel,
-            'symbol': marketId,
-        };
-        const result = await this.watch(url, messageHash, this.deepExtend(request, params), messageHash, { 'checksum': false });
-        const checksum = this.safeValue(this.options, 'checksum', true);
-        if (checksum && !client.subscriptions[messageHash]['checksum'] && (channel === 'book')) {
-            client.subscriptions[messageHash]['checksum'] = true;
-            await client.send({
-                'event': 'conf',
-                'flags': 131072,
-            });
-        }
-        return result;
-    }
-    async subscribePrivate(messageHash) {
-        await this.loadMarkets();
-        await this.authenticate();
-        const url = this.urls['api']['ws']['private'];
-        return await this.watch(url, messageHash, undefined, 1);
-    }
-    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name bitfinex2#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 market = this.market(symbol);
-        symbol = market['symbol'];
-        const interval = this.safeString(this.timeframes, timeframe, timeframe);
-        const channel = 'candles';
-        const key = 'trade:' + interval + ':' + market['id'];
-        const messageHash = channel + ':' + interval + ':' + market['id'];
-        const request = {
-            'event': 'subscribe',
-            'channel': channel,
-            'key': key,
-        };
-        const url = this.urls['api']['ws']['public'];
-        // not using subscribe here because this message has a different format
-        const ohlcv = await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
-        if (this.newUpdates) {
-            limit = ohlcv.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
-    }
-    handleOHLCV(client, message, subscription) {
-        //
-        // initial snapshot
-        //   [
-        //       341527, // channel id
-        //       [
-        //          [
-        //             1654705860000, // timestamp
-        //             1802.6, // open
-        //             1800.3, // close
-        //             1802.8, // high
-        //             1800.3, // low
-        //             86.49588236 // volume
-        //          ],
-        //          [
-        //             1654705800000,
-        //             1803.6,
-        //             1802.6,
-        //             1804.9,
-        //             1802.3,
-        //             74.6348086
-        //          ],
-        //          [
-        //             1654705740000,
-        //             1802.5,
-        //             1803.2,
-        //             1804.4,
-        //             1802.4,
-        //             23.61801085
-        //          ]
-        //       ]
-        //   ]
-        //
-        // update
-        //   [
-        //       211171,
-        //       [
-        //          1654705680000,
-        //          1801,
-        //          1802.4,
-        //          1802.9,
-        //          1800.4,
-        //          23.91911091
-        //       ]
-        //   ]
-        //
-        const data = this.safeValue(message, 1, []);
-        let ohlcvs = undefined;
-        const first = this.safeValue(data, 0);
-        if (Array.isArray(first)) {
-            // snapshot
-            ohlcvs = data;
-        }
-        else {
-            // update
-            ohlcvs = [data];
-        }
-        const channel = this.safeValue(subscription, 'channel');
-        const key = this.safeString(subscription, 'key');
-        const keyParts = key.split(':');
-        const interval = this.safeString(keyParts, 1);
-        let marketId = key;
-        marketId = marketId.replace('trade:', '');
-        marketId = marketId.replace(interval + ':', '');
-        const market = this.safeMarket(marketId);
-        const timeframe = this.findTimeframe(interval);
-        const symbol = market['symbol'];
-        const messageHash = channel + ':' + interval + ':' + marketId;
-        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 ohlcvsLength = ohlcvs.length;
-        for (let i = 0; i < ohlcvsLength; i++) {
-            const ohlcv = ohlcvs[ohlcvsLength - i - 1];
-            const parsed = this.parseOHLCV(ohlcv, market);
-            stored.append(parsed);
-        }
-        client.resolve(stored, messageHash);
-    }
-    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name bitfinex2#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 trades = await this.subscribe('trades', symbol, params);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
-    }
-    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name bitfinex2#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();
-        let messageHash = 'myTrade';
-        if (symbol !== undefined) {
-            const market = this.market(symbol);
-            messageHash += ':' + market['id'];
-        }
-        const trades = await this.subscribePrivate(messageHash);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
-    }
-    async watchTicker(symbol, params = {}) {
-        /**
-         * @method
-         * @name bitfinex2#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}
-         */
-        return await this.subscribe('ticker', symbol, params);
-    }
-    handleMyTrade(client, message, subscription = {}) {
-        //
-        // trade execution
-        // [
-        //     0,
-        //     "te", // or tu
-        //     [
-        //        1133411090,
-        //        "tLTCUST",
-        //        1655110144598,
-        //        97084883506,
-        //        0.1,
-        //        42.821,
-        //        "EXCHANGE MARKET",
-        //        42.799,
-        //        -1,
-        //        null,
-        //        null,
-        //        1655110144596
-        //     ]
-        // ]
-        //
-        const name = 'myTrade';
-        const data = this.safeValue(message, 2);
-        const trade = this.parseWsTrade(data);
-        const symbol = trade['symbol'];
-        const market = this.market(symbol);
-        const messageHash = name + ':' + market['id'];
-        if (this.myTrades === undefined) {
-            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
-            this.myTrades = new Cache.ArrayCacheBySymbolById(limit);
-        }
-        const tradesArray = this.myTrades;
-        tradesArray.append(trade);
-        this.myTrades = tradesArray;
-        // generic subscription
-        client.resolve(tradesArray, name);
-        // specific subscription
-        client.resolve(tradesArray, messageHash);
-    }
-    handleTrades(client, message, subscription) {
-        //
-        // initial snapshot
-        //
-        //    [
-        //        188687, // channel id
-        //        [
-        //          [ 1128060675, 1654701572690, 0.00217533, 1815.3 ], // id, mts, amount, price
-        //          [ 1128060665, 1654701551231, -0.00280472, 1814.1 ],
-        //          [ 1128060664, 1654701550996, -0.00364444, 1814.1 ],
-        //          [ 1128060656, 1654701527730, -0.00265203, 1814.2 ],
-        //          [ 1128060647, 1654701505193, 0.00262395, 1815.2 ],
-        //          [ 1128060642, 1654701484656, -0.13411443, 1816 ],
-        //          [ 1128060641, 1654701484656, -0.00088557, 1816 ],
-        //          [ 1128060639, 1654701478326, -0.002, 1816 ],
-        //        ]
-        //    ]
-        // update
-        //
-        //    [
-        //        360141,
-        //        "te",
-        //        [
-        //            1128060969, // id
-        //            1654702500098, // mts
-        //            0.00325131, // amount positive buy, negative sell
-        //            1818.5, // price
-        //        ],
-        //    ]
-        //
-        //
-        const channel = this.safeValue(subscription, 'channel');
-        const marketId = this.safeString(subscription, 'symbol');
-        const market = this.safeMarket(marketId);
-        const messageHash = channel + ':' + marketId;
-        const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
-        const symbol = market['symbol'];
-        let stored = this.safeValue(this.trades, symbol);
-        if (stored === undefined) {
-            stored = new Cache.ArrayCache(tradesLimit);
-            this.trades[symbol] = stored;
-        }
-        const messageLength = message.length;
-        if (messageLength === 2) {
-            // initial snapshot
-            const trades = this.safeValue(message, 1, []);
-            for (let i = 0; i < trades.length; i++) {
-                const parsed = this.parseWsTrade(trades[i], market);
-                stored.append(parsed);
-            }
-        }
-        else {
-            // update
-            const type = this.safeString(message, 1);
-            if (type === 'tu') {
-                // don't resolve for a duplicate update
-                // since te and tu updates are duplicated on the public stream
-                return;
-            }
-            const trade = this.safeValue(message, 2, []);
-            const parsed = this.parseWsTrade(trade, market);
-            stored.append(parsed);
-        }
-        client.resolve(stored, messageHash);
-        return message;
-    }
-    parseWsTrade(trade, market = undefined) {
-        //
-        //    [
-        //        1128060969, // id
-        //        1654702500098, // mts
-        //        0.00325131, // amount positive buy, negative sell
-        //        1818.5, // price
-        //    ]
-        //
-        // trade execution
-        //
-        //    [
-        //        1133411090, // id
-        //        "tLTCUST", // symbol
-        //        1655110144598, // create ms
-        //        97084883506, // order id
-        //        0.1, // amount
-        //        42.821, // price
-        //        "EXCHANGE MARKET", // order type
-        //        42.799, // order price
-        //        -1, // maker
-        //        null, // fee
-        //        null, // fee currency
-        //        1655110144596 // cid
-        //    ]
-        //
-        // trade update
-        //
-        //    [
-        //       1133411090,
-        //       "tLTCUST",
-        //       1655110144598,
-        //       97084883506,
-        //       0.1,
-        //       42.821,
-        //       "EXCHANGE MARKET",
-        //       42.799,
-        //       -1,
-        //       -0.0002,
-        //       "LTC",
-        //       1655110144596
-        //    ]
-        //
-        const numFields = trade.length;
-        const isPublic = numFields <= 8;
-        let marketId = (!isPublic) ? this.safeString(trade, 1) : undefined;
-        market = this.safeMarket(marketId, market);
-        const createdKey = isPublic ? 1 : 2;
-        const priceKey = isPublic ? 3 : 5;
-        const amountKey = isPublic ? 2 : 4;
-        marketId = market['id'];
-        let type = this.safeString(trade, 6);
-        if (type !== undefined) {
-            if (type.indexOf('LIMIT') > -1) {
-                type = 'limit';
-            }
-            else if (type.indexOf('MARKET') > -1) {
-                type = 'market';
-            }
-        }
-        const orderId = (!isPublic) ? this.safeString(trade, 3) : undefined;
-        const id = this.safeString(trade, 0);
-        const timestamp = this.safeInteger(trade, createdKey);
-        const price = this.safeString(trade, priceKey);
-        const amountString = this.safeString(trade, amountKey);
-        const amount = this.parseNumber(Precise["default"].stringAbs(amountString));
-        let side = undefined;
-        if (amount !== undefined) {
-            side = Precise["default"].stringGt(amountString, '0') ? 'buy' : 'sell';
-        }
-        const symbol = this.safeSymbol(marketId, market);
-        const feeValue = this.safeString(trade, 9);
-        let fee = undefined;
-        if (feeValue !== undefined) {
-            const currencyId = this.safeString(trade, 10);
-            const code = this.safeCurrencyCode(currencyId);
-            fee = {
-                'cost': feeValue,
-                'currency': code,
-            };
-        }
-        const maker = this.safeInteger(trade, 8);
-        let takerOrMaker = undefined;
-        if (maker !== undefined) {
-            takerOrMaker = (maker === -1) ? 'taker' : 'maker';
-        }
-        return this.safeTrade({
-            'info': trade,
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'symbol': symbol,
-            'id': id,
-            'order': orderId,
-            'type': type,
-            'takerOrMaker': takerOrMaker,
-            'side': side,
-            'price': price,
-            'amount': amount,
-            'cost': undefined,
-            'fee': fee,
-        }, market);
-    }
-    handleTicker(client, message, subscription) {
-        //
-        // [
-        //    340432, // channel ID
-        //     [
-        //         236.62,        // 1 BID float Price of last highest bid
-        //         9.0029,        // 2 BID_SIZE float Size of the last highest bid
-        //         236.88,        // 3 ASK float Price of last lowest ask
-        //         7.1138,        // 4 ASK_SIZE float Size of the last lowest ask
-        //         -1.02,         // 5 DAILY_CHANGE float Amount that the last price has changed since yesterday
-        //         0,             // 6 DAILY_CHANGE_PERC float Amount that the price has changed expressed in percentage terms
-        //         236.52,        // 7 LAST_PRICE float Price of the last trade.
-        //         5191.36754297, // 8 VOLUME float Daily volume
-        //         250.01,        // 9 HIGH float Daily high
-        //         220.05,        // 10 LOW float Daily low
-        //     ]
-        //  ]
-        //
-        const ticker = this.safeValue(message, 1);
-        const marketId = this.safeString(subscription, 'symbol');
-        const market = this.safeMarket(marketId);
-        const symbol = this.safeSymbol(marketId);
-        const parsed = this.parseWsTicker(ticker, market);
-        const channel = 'ticker';
-        const messageHash = channel + ':' + marketId;
-        this.tickers[symbol] = parsed;
-        client.resolve(parsed, messageHash);
-    }
-    parseWsTicker(ticker, market = undefined) {
-        //
-        //     [
-        //         236.62,        // 1 BID float Price of last highest bid
-        //         9.0029,        // 2 BID_SIZE float Size of the last highest bid
-        //         236.88,        // 3 ASK float Price of last lowest ask
-        //         7.1138,        // 4 ASK_SIZE float Size of the last lowest ask
-        //         -1.02,         // 5 DAILY_CHANGE float Amount that the last price has changed since yesterday
-        //         0,             // 6 DAILY_CHANGE_PERC float Amount that the price has changed expressed in percentage terms
-        //         236.52,        // 7 LAST_PRICE float Price of the last trade.
-        //         5191.36754297, // 8 VOLUME float Daily volume
-        //         250.01,        // 9 HIGH float Daily high
-        //         220.05,        // 10 LOW float Daily low
-        //     ]
-        //
-        market = this.safeMarket(undefined, market);
-        const symbol = market['symbol'];
-        const last = this.safeString(ticker, 6);
-        const change = this.safeString(ticker, 4);
-        return this.safeTicker({
-            'symbol': symbol,
-            'timestamp': undefined,
-            'datetime': undefined,
-            'high': this.safeString(ticker, 8),
-            'low': this.safeString(ticker, 9),
-            'bid': this.safeString(ticker, 0),
-            'bidVolume': this.safeString(ticker, 1),
-            'ask': this.safeString(ticker, 2),
-            'askVolume': this.safeString(ticker, 3),
-            'vwap': undefined,
-            'open': undefined,
-            'close': last,
-            'last': last,
-            'previousClose': undefined,
-            'change': change,
-            'percentage': this.safeString(ticker, 5),
-            'average': undefined,
-            'baseVolume': this.safeString(ticker, 7),
-            'quoteVolume': undefined,
-            'info': ticker,
-        }, market);
-    }
-    async watchOrderBook(symbol, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name bitfinex2#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
-         */
-        if (limit !== undefined) {
-            if ((limit !== 25) && (limit !== 100)) {
-                throw new errors.ExchangeError(this.id + ' watchOrderBook limit argument must be undefined, 25 or 100');
-            }
-        }
-        const options = this.safeValue(this.options, 'watchOrderBook', {});
-        const prec = this.safeString(options, 'prec', 'P0');
-        const freq = this.safeString(options, 'freq', 'F0');
-        const request = {
-            'prec': prec,
-            'freq': freq, // string, frequency of updates 'F0' = realtime, 'F1' = 2 seconds, default is 'F0'
-        };
-        if (limit !== undefined) {
-            request['len'] = limit; // string, number of price points, '25', '100', default = '25'
-        }
-        const orderbook = await this.subscribe('book', symbol, this.deepExtend(request, params));
-        return orderbook.limit();
-    }
-    handleOrderBook(client, message, subscription) {
-        //
-        // first message (snapshot)
-        //
-        //     [
-        //         18691, // channel id
-        //         [
-        //             [ 7364.8, 10, 4.354802 ], // price, count, size > 0 = bid
-        //             [ 7364.7, 1, 0.00288831 ],
-        //             [ 7364.3, 12, 0.048 ],
-        //             [ 7364.9, 3, -0.42028976 ], // price, count, size < 0 = ask
-        //             [ 7365, 1, -0.25 ],
-        //             [ 7365.5, 1, -0.00371937 ],
-        //         ]
-        //     ]
-        //
-        // subsequent updates
-        //
-        //     [
-        //         358169, // channel id
-        //         [
-        //            1807.1, // price
-        //            0, // cound
-        //            1 // size
-        //         ]
-        //     ]
-        //
-        const marketId = this.safeString(subscription, 'symbol');
-        const symbol = this.safeSymbol(marketId);
-        const channel = 'book';
-        const messageHash = channel + ':' + marketId;
-        const prec = this.safeString(subscription, 'prec', 'P0');
-        const isRaw = (prec === 'R0');
-        // if it is an initial snapshot
-        let orderbook = this.safeValue(this.orderbooks, symbol);
-        if (orderbook === undefined) {
-            const limit = this.safeInteger(subscription, 'len');
-            if (isRaw) {
-                // raw order books
-                this.orderbooks[symbol] = this.indexedOrderBook({}, limit);
-            }
-            else {
-                // P0, P1, P2, P3, P4
-                this.orderbooks[symbol] = this.countedOrderBook({}, limit);
-            }
-            orderbook = this.orderbooks[symbol];
-            if (isRaw) {
-                const deltas = message[1];
-                for (let i = 0; i < deltas.length; i++) {
-                    const delta = deltas[i];
-                    const size = (delta[2] < 0) ? -delta[2] : delta[2];
-                    const side = (delta[2] < 0) ? 'asks' : 'bids';
-                    const bookside = orderbook[side];
-                    const idString = this.safeString(delta, 0);
-                    const price = this.safeFloat(delta, 1);
-                    bookside.store(price, size, idString);
-                }
-            }
-            else {
-                const deltas = message[1];
-                for (let i = 0; i < deltas.length; i++) {
-                    const delta = deltas[i];
-                    const amount = this.safeNumber(delta, 2);
-                    const counter = this.safeNumber(delta, 1);
-                    const price = this.safeNumber(delta, 0);
-                    const size = (amount < 0) ? -amount : amount;
-                    const side = (amount < 0) ? 'asks' : 'bids';
-                    const bookside = orderbook[side];
-                    bookside.store(price, size, counter);
-                }
-            }
-            orderbook['symbol'] = symbol;
-            client.resolve(orderbook, messageHash);
-        }
-        else {
-            const deltas = message[1];
-            const orderbookItem = this.orderbooks[symbol];
-            if (isRaw) {
-                const price = this.safeString(deltas, 1);
-                const size = (deltas[2] < 0) ? -deltas[2] : deltas[2];
-                const side = (deltas[2] < 0) ? 'asks' : 'bids';
-                const bookside = orderbookItem[side];
-                // price = 0 means that you have to remove the order from your book
-                const amount = Precise["default"].stringGt(price, '0') ? size : '0';
-                const idString = this.safeString(deltas, 0);
-                bookside.store(this.parseNumber(price), this.parseNumber(amount), idString);
-            }
-            else {
-                const amount = this.safeString(deltas, 2);
-                const counter = this.safeString(deltas, 1);
-                const price = this.safeString(deltas, 0);
-                const size = Precise["default"].stringLt(amount, '0') ? Precise["default"].stringNeg(amount) : amount;
-                const side = Precise["default"].stringLt(amount, '0') ? 'asks' : 'bids';
-                const bookside = orderbookItem[side];
-                bookside.store(this.parseNumber(price), this.parseNumber(size), this.parseNumber(counter));
-            }
-            client.resolve(orderbook, messageHash);
-        }
-    }
-    handleChecksum(client, message, subscription) {
-        //
-        // [ 173904, "cs", -890884919 ]
-        //
-        const marketId = this.safeString(subscription, 'symbol');
-        const symbol = this.safeSymbol(marketId);
-        const channel = 'book';
-        const messageHash = channel + ':' + marketId;
-        const book = this.safeValue(this.orderbooks, symbol);
-        if (book === undefined) {
-            return;
-        }
-        const depth = 25; // covers the first 25 bids and asks
-        const stringArray = [];
-        const bids = book['bids'];
-        const asks = book['asks'];
-        const prec = this.safeString(subscription, 'prec', 'P0');
-        const isRaw = (prec === 'R0');
-        const idToCheck = isRaw ? 2 : 0;
-        // pepperoni pizza from bitfinex
-        for (let i = 0; i < depth; i++) {
-            const bid = this.safeValue(bids, i);
-            const ask = this.safeValue(asks, i);
-            if (bid !== undefined) {
-                stringArray.push(this.numberToString(bids[i][idToCheck]));
-                stringArray.push(this.numberToString(bids[i][1]));
-            }
-            if (ask !== undefined) {
-                stringArray.push(this.numberToString(asks[i][idToCheck]));
-                stringArray.push(this.numberToString(-asks[i][1]));
-            }
-        }
-        const payload = stringArray.join(':');
-        const localChecksum = this.crc32(payload, true);
-        const responseChecksum = this.safeInteger(message, 2);
-        if (responseChecksum !== localChecksum) {
-            const error = new errors.InvalidNonce(this.id + ' invalid checksum');
-            client.reject(error, messageHash);
-        }
-    }
-    async watchBalance(params = {}) {
-        /**
-         * @method
-         * @name bitfinex2#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
-         * @param {str} [params.type] spot or contract if not provided this.options['defaultType'] is used
-         * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
-         */
-        await this.loadMarkets();
-        const balanceType = this.safeString(params, 'wallet', 'exchange'); // exchange, margin
-        params = this.omit(params, 'wallet');
-        const messageHash = 'balance:' + balanceType;
-        return await this.subscribePrivate(messageHash);
-    }
-    handleBalance(client, message, subscription) {
-        //
-        // snapshot (exchange + margin together)
-        //   [
-        //       0,
-        //       "ws",
-        //       [
-        //           [
-        //               "exchange",
-        //               "LTC",
-        //               0.05479727,
-        //               0,
-        //               null,
-        //               "Trading fees for 0.05 LTC (LTCUST) @ 51.872 on BFX (0.2%)",
-        //               null,
-        //           ]
-        //           [
-        //               "margin",
-        //               "USTF0",
-        //               11.960650700086292,
-        //               0,
-        //               null,
-        //               "Trading fees for 0.1 LTCF0 (LTCF0:USTF0) @ 51.844 on BFX (0.065%)",
-        //               null,
-        //           ],
-        //       ],
-        //   ]
-        //
-        // spot
-        //   [
-        //       0,
-        //       "wu",
-        //       [
-        //         "exchange",
-        //         "LTC", // currency
-        //         0.06729727, // wallet balance
-        //         0, // unsettled balance
-        //         0.06729727, // available balance might be null
-        //         "Exchange 0.4 LTC for UST @ 65.075",
-        //         {
-        //           "reason": "TRADE",
-        //           "order_id": 96596397973,
-        //           "order_id_oppo": 96596632735,
-        //           "trade_price": "65.075",
-        //           "trade_amount": "-0.4",
-        //           "order_cid": 1654636218766,
-        //           "order_gid": null
-        //         }
-        //       ]
-        //   ]
-        //
-        // margin
-        //
-        //   [
-        //       "margin",
-        //       "USTF0",
-        //       11.960650700086292, // total
-        //       0,
-        //       6.776250700086292, // available
-        //       "Trading fees for 0.1 LTCF0 (LTCF0:USTF0) @ 51.844 on BFX (0.065%)",
-        //       null
-        //   ]
-        //
-        const updateType = this.safeValue(message, 1);
-        let data = undefined;
-        if (updateType === 'ws') {
-            data = this.safeValue(message, 2);
-        }
-        else {
-            data = [this.safeValue(message, 2)];
-        }
-        const updatedTypes = {};
-        for (let i = 0; i < data.length; i++) {
-            const rawBalance = data[i];
-            const currencyId = this.safeString(rawBalance, 1);
-            const code = this.safeCurrencyCode(currencyId);
-            const balance = this.parseWsBalance(rawBalance);
-            const balanceType = this.safeString(rawBalance, 0);
-            const oldBalance = this.safeValue(this.balance, balanceType, {});
-            oldBalance[code] = balance;
-            oldBalance['info'] = message;
-            this.balance[balanceType] = this.safeBalance(oldBalance);
-            updatedTypes[balanceType] = true;
-        }
-        const updatesKeys = Object.keys(updatedTypes);
-        for (let i = 0; i < updatesKeys.length; i++) {
-            const type = updatesKeys[i];
-            const messageHash = 'balance:' + type;
-            client.resolve(this.balance[type], messageHash);
-        }
-    }
-    parseWsBalance(balance) {
-        //
-        //     [
-        //         "exchange",
-        //         "LTC",
-        //         0.05479727, // balance
-        //         0,
-        //         null, // available null if not calculated yet
-        //         "Trading fees for 0.05 LTC (LTCUST) @ 51.872 on BFX (0.2%)",
-        //         null,
-        //     ]
-        //
-        const totalBalance = this.safeString(balance, 2);
-        const availableBalance = this.safeString(balance, 4);
-        const account = this.account();
-        if (availableBalance !== undefined) {
-            account['free'] = availableBalance;
-        }
-        account['total'] = totalBalance;
-        return account;
-    }
-    handleSystemStatus(client, message) {
-        //
-        //     {
-        //         "event": "info",
-        //         "version": 2,
-        //         "serverId": "e293377e-7bb7-427e-b28c-5db045b2c1d1",
-        //         "platform": { status: 1 }, // 1 for operative, 0 for maintenance
-        //     }
-        //
-        return message;
-    }
-    handleSubscriptionStatus(client, message) {
-        //
-        //     {
-        //         "event": "subscribed",
-        //         "channel": "book",
-        //         "chanId": 67473,
-        //         "symbol": "tBTCUSD",
-        //         "prec": "P0",
-        //         "freq": "F0",
-        //         "len": "25",
-        //         "pair": "BTCUSD"
-        //     }
-        //
-        const channelId = this.safeString(message, 'chanId');
-        client.subscriptions[channelId] = message;
-        return message;
-    }
-    async authenticate(params = {}) {
-        const url = this.urls['api']['ws']['private'];
-        const client = this.client(url);
-        const messageHash = 'authenticated';
-        const future = client.future(messageHash);
-        const authenticated = this.safeValue(client.subscriptions, messageHash);
-        if (authenticated === undefined) {
-            const nonce = this.milliseconds();
-            const payload = 'AUTH' + nonce.toString();
-            const signature = this.hmac(this.encode(payload), this.encode(this.secret), sha512.sha384, 'hex');
-            const event = 'auth';
-            const request = {
-                'apiKey': this.apiKey,
-                'authSig': signature,
-                'authNonce': nonce,
-                'authPayload': payload,
-                'event': event,
-            };
-            const message = this.extend(request, params);
-            this.watch(url, messageHash, message, messageHash);
-        }
-        return future;
-    }
-    handleAuthenticationMessage(client, message) {
-        const messageHash = 'authenticated';
-        const status = this.safeString(message, 'status');
-        if (status === 'OK') {
-            // we resolve the future here permanently so authentication only happens once
-            const future = this.safeValue(client.futures, messageHash);
-            future.resolve(true);
-        }
-        else {
-            const error = new errors.AuthenticationError(this.json(message));
-            client.reject(error, messageHash);
-            // allows further authentication attempts
-            if (messageHash in client.subscriptions) {
-                delete client.subscriptions[messageHash];
-            }
-        }
-    }
-    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name bitfinex2#watchOrders
-         * @description watches information on multiple orders made by the user
-         * @param {string} symbol unified market symbol of the market orders were made in
-         * @param {int} [since] the earliest time in ms to fetch orders for
-         * @param {int} [limit] the maximum number of order structures to retrieve
-         * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
-         */
-        await this.loadMarkets();
-        let messageHash = 'orders';
-        if (symbol !== undefined) {
-            const market = this.market(symbol);
-            messageHash += ':' + market['id'];
-        }
-        const orders = await this.subscribePrivate(messageHash);
-        if (this.newUpdates) {
-            limit = orders.getLimit(symbol, limit);
-        }
-        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
-    }
-    handleOrders(client, message, subscription) {
-        //
-        // limit order
-        //    [
-        //        0,
-        //        "on", // ou or oc
-        //        [
-        //           96923856256, // order id
-        //           null, // gid
-        //           1655029337026, // cid
-        //           "tLTCUST", // symbol
-        //           1655029337027, // created timestamp
-        //           1655029337029, // updated timestamp
-        //           0.1, // amount
-        //           0.1, // amount_orig
-        //           "EXCHANGE LIMIT", // order type
-        //           null, // type_prev
-        //           null, // mts_tif
-        //           null, // placeholder
-        //           0, // flags
-        //           "ACTIVE", // status
-        //           null,
-        //           null,
-        //           30, // price
-        //           0, // price average
-        //           0, // price_trailling
-        //           0, // price_aux_limit
-        //           null,
-        //           null,
-        //           null,
-        //           0, // notify
-        //           0,
-        //           null,
-        //           null,
-        //           null,
-        //           "BFX",
-        //           null,
-        //           null,
-        //        ]
-        //    ]
-        //
-        const data = this.safeValue(message, 2, []);
-        const messageType = this.safeString(message, 1);
-        if (this.orders === undefined) {
-            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
-            this.orders = new Cache.ArrayCacheBySymbolById(limit);
-        }
-        const orders = this.orders;
-        const symbolIds = {};
-        if (messageType === 'os') {
-            const snapshotLength = data.length;
-            if (snapshotLength === 0) {
-                return;
-            }
-            for (let i = 0; i < data.length; i++) {
-                const value = data[i];
-                const parsed = this.parseWsOrder(value);
-                const symbol = parsed['symbol'];
-                symbolIds[symbol] = true;
-                orders.append(parsed);
-            }
-        }
-        else {
-            const parsed = this.parseWsOrder(data);
-            orders.append(parsed);
-            const symbol = parsed['symbol'];
-            symbolIds[symbol] = true;
-        }
-        const name = 'orders';
-        client.resolve(this.orders, name);
-        const keys = Object.keys(symbolIds);
-        for (let i = 0; i < keys.length; i++) {
-            const symbol = keys[i];
-            const market = this.market(symbol);
-            const messageHash = name + ':' + market['id'];
-            client.resolve(this.orders, messageHash);
-        }
-    }
-    parseWsOrderStatus(status) {
-        const statuses = {
-            'ACTIVE': 'open',
-            'CANCELED': 'canceled',
-            'EXECUTED': 'closed',
-            'PARTIALLY': 'open',
-        };
-        return this.safeString(statuses, status, status);
-    }
-    parseWsOrder(order, market = undefined) {
-        //
-        //   [
-        //       97084883506, // order id
-        //       null,
-        //       1655110144596, // clientOrderId
-        //       "tLTCUST", // symbol
-        //       1655110144596, // created timestamp
-        //       1655110144598, // updated timestamp
-        //       0, // amount
-        //       0.1, // amount_orig negative if sell order
-        //       "EXCHANGE MARKET", // type
-        //       null,
-        //       null,
-        //       null,
-        //       0,
-        //       "EXECUTED @ 42.821(0.1)", // status
-        //       null,
-        //       null,
-        //       42.799, // price
-        //       42.821, // price average
-        //       0, // price trailling
-        //       0, // price_aux_limit
-        //       null,
-        //       null,
-        //       null,
-        //       0,
-        //       0,
-        //       null,
-        //       null,
-        //       null,
-        //       "BFX",
-        //       null,
-        //       null,
-        //       {}
-        //   ]
-        //
-        const id = this.safeString(order, 0);
-        const clientOrderId = this.safeString(order, 1);
-        const marketId = this.safeString(order, 3);
-        const symbol = this.safeSymbol(marketId);
-        market = this.safeMarket(symbol);
-        let amount = this.safeString(order, 7);
-        let side = 'buy';
-        if (Precise["default"].stringLt(amount, '0')) {
-            amount = Precise["default"].stringAbs(amount);
-            side = 'sell';
-        }
-        const remaining = Precise["default"].stringAbs(this.safeString(order, 6));
-        let type = this.safeString(order, 8);
-        if (type.indexOf('LIMIT') > -1) {
-            type = 'limit';
-        }
-        else if (type.indexOf('MARKET') > -1) {
-            type = 'market';
-        }
-        const rawState = this.safeString(order, 13);
-        const stateParts = rawState.split(' ');
-        const trimmedStatus = this.safeString(stateParts, 0);
-        const status = this.parseWsOrderStatus(trimmedStatus);
-        const price = this.safeString(order, 16);
-        const timestamp = this.safeInteger2(order, 5, 4);
-        const average = this.safeString(order, 17);
-        const stopPrice = this.omitZero(this.safeString(order, 18));
-        return this.safeOrder({
-            'info': order,
-            'id': id,
-            'clientOrderId': clientOrderId,
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'lastTradeTimestamp': undefined,
-            'symbol': symbol,
-            'type': type,
-            'side': side,
-            'price': price,
-            'stopPrice': stopPrice,
-            'triggerPrice': stopPrice,
-            'average': average,
-            'amount': amount,
-            'remaining': remaining,
-            'filled': undefined,
-            'status': status,
-            'fee': undefined,
-            'cost': undefined,
-            'trades': undefined,
-        }, market);
-    }
-    handleMessage(client, message) {
-        const channelId = this.safeString(message, 0);
-        //
-        //     [
-        //         1231,
-        //         "hb",
-        //     ]
-        //
-        // auth message
-        //    {
-        //        "event": "auth",
-        //        "status": "OK",
-        //        "chanId": 0,
-        //        "userId": 3159883,
-        //        "auth_id": "ac7108e7-2f26-424d-9982-c24700dc02ca",
-        //        "caps": {
-        //          "orders": { read: 1, write: 1 },
-        //          "account": { read: 1, write: 1 },
-        //          "funding": { read: 1, write: 1 },
-        //          "history": { read: 1, write: 0 },
-        //          "wallets": { read: 1, write: 1 },
-        //          "withdraw": { read: 0, write: 1 },
-        //          "positions": { read: 1, write: 1 },
-        //          "ui_withdraw": { read: 0, write: 0 }
-        //        }
-        //    }
-        //
-        if (Array.isArray(message)) {
-            if (message[1] === 'hb') {
-                return message; // skip heartbeats within subscription channels for now
-            }
-            const subscription = this.safeValue(client.subscriptions, channelId, {});
-            const channel = this.safeString(subscription, 'channel');
-            const name = this.safeString(message, 1);
-            const publicMethods = {
-                'book': this.handleOrderBook,
-                'cs': this.handleChecksum,
-                'candles': this.handleOHLCV,
-                'ticker': this.handleTicker,
-                'trades': this.handleTrades,
-            };
-            const privateMethods = {
-                'os': this.handleOrders,
-                'ou': this.handleOrders,
-                'on': this.handleOrders,
-                'oc': this.handleOrders,
-                'wu': this.handleBalance,
-                'ws': this.handleBalance,
-                'tu': this.handleMyTrade,
-            };
-            let method = undefined;
-            if (channelId === '0') {
-                method = this.safeValue(privateMethods, name);
-            }
-            else {
-                method = this.safeValue2(publicMethods, name, channel);
-            }
-            if (method === undefined) {
-                return message;
-            }
-            else {
-                return method.call(this, client, message, subscription);
-            }
-        }
-        else {
-            const event = this.safeString(message, 'event');
-            if (event !== undefined) {
-                const methods = {
-                    'info': this.handleSystemStatus,
-                    'subscribed': this.handleSubscriptionStatus,
-                    'auth': this.handleAuthenticationMessage,
-                };
-                const method = this.safeValue(methods, event);
-                if (method === undefined) {
-                    return message;
-                }
-                else {
-                    return method.call(this, client, message);
-                }
-            }
-        }
-    }
-}
-
-module.exports = bitfinex2;