ccxt 4.2.18 → 4.2.20

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

@@ -1,957 +0,0 @@
-'use strict';
-
-var ascendex$1 = require('../ascendex.js');
-var errors = require('../base/errors.js');
-var Cache = require('../base/ws/Cache.js');
-var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
-
-//  ---------------------------------------------------------------------------
-//  ---------------------------------------------------------------------------
-class ascendex extends ascendex$1 {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'has': {
-                'ws': true,
-                'watchBalance': true,
-                'watchOHLCV': true,
-                'watchOrderBook': true,
-                'watchOrders': true,
-                'watchTicker': false,
-                'watchTrades': true,
-            },
-            'urls': {
-                'api': {
-                    'ws': {
-                        'public': 'wss://ascendex.com:443/api/pro/v2/stream',
-                        'private': 'wss://ascendex.com:443/{accountGroup}/api/pro/v2/stream',
-                    },
-                },
-                'test': {
-                    'ws': {
-                        'public': 'wss://api-test.ascendex-sandbox.com:443/api/pro/v2/stream',
-                        'private': 'wss://api-test.ascendex-sandbox.com:443/{accountGroup}/api/pro/v2/stream',
-                    },
-                },
-            },
-            'options': {
-                'tradesLimit': 1000,
-                'ordersLimit': 1000,
-                'OHLCVLimit': 1000,
-                'categoriesAccount': {
-                    'cash': 'spot',
-                    'futures': 'swap',
-                    'margin': 'margin',
-                },
-            },
-        });
-    }
-    async watchPublic(messageHash, params = {}) {
-        const url = this.urls['api']['ws']['public'];
-        const id = this.nonce();
-        const request = {
-            'id': id.toString(),
-            'op': 'sub',
-        };
-        const message = this.extend(request, params);
-        return await this.watch(url, messageHash, message, messageHash);
-    }
-    async watchPrivate(channel, messageHash, params = {}) {
-        await this.loadAccounts();
-        const accountGroup = this.safeString(this.options, 'account-group');
-        let url = this.urls['api']['ws']['private'];
-        url = this.implodeParams(url, { 'accountGroup': accountGroup });
-        const id = this.nonce();
-        const request = {
-            'id': id.toString(),
-            'op': 'sub',
-            'ch': channel,
-        };
-        const message = this.extend(request, params);
-        await this.authenticate(url, params);
-        return await this.watch(url, messageHash, message, channel);
-    }
-    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name ascendex#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'];
-        if ((limit === undefined) || (limit > 1440)) {
-            limit = 100;
-        }
-        const interval = this.safeString(this.timeframes, timeframe, timeframe);
-        const channel = 'bar' + ':' + interval + ':' + market['id'];
-        params = {
-            'ch': channel,
-        };
-        const ohlcv = await this.watchPublic(channel, params);
-        if (this.newUpdates) {
-            limit = ohlcv.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
-    }
-    handleOHLCV(client, message) {
-        //
-        // {
-        //     "m": "bar",
-        //     "s": "ASD/USDT",
-        //     "data": {
-        //         "i":  "1",
-        //         "ts": 1575398940000,
-        //         "o":  "0.04993",
-        //         "c":  "0.04970",
-        //         "h":  "0.04993",
-        //         "l":  "0.04970",
-        //         "v":  "8052"
-        //     }
-        // }
-        //
-        const marketId = this.safeString(message, 's');
-        const symbol = this.safeSymbol(marketId);
-        const channel = this.safeString(message, 'm');
-        const data = this.safeValue(message, 'data', {});
-        const interval = this.safeString(data, 'i');
-        const messageHash = channel + ':' + interval + ':' + marketId;
-        const timeframe = this.findTimeframe(interval);
-        const market = this.market(symbol);
-        const parsed = this.parseOHLCV(message, market);
-        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;
-        }
-        stored.append(parsed);
-        client.resolve(stored, messageHash);
-        return message;
-    }
-    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name ascendex#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}
-         */
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        symbol = market['symbol'];
-        const channel = 'trades' + ':' + market['id'];
-        params = this.extend(params, {
-            'ch': channel,
-        });
-        const trades = await this.watchPublic(channel, params);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
-    }
-    handleTrades(client, message) {
-        //
-        // {
-        //     "m": "trades",
-        //     "symbol": "BTC/USDT",
-        //     "data": [
-        //       {
-        //         "p": "40744.28",
-        //         "q": "0.00150",
-        //         "ts": 1647514330758,
-        //         "bm": true,
-        //         "seqnum": 72057633465800320
-        //       }
-        //     ]
-        // }
-        //
-        const marketId = this.safeString(message, 'symbol');
-        const symbol = this.safeSymbol(marketId);
-        const channel = this.safeString(message, 'm');
-        const messageHash = channel + ':' + marketId;
-        const market = this.market(symbol);
-        let rawData = this.safeValue(message, 'data');
-        if (rawData === undefined) {
-            rawData = [];
-        }
-        const trades = this.parseTrades(rawData, market);
-        let tradesArray = this.safeValue(this.trades, symbol);
-        if (tradesArray === undefined) {
-            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
-            tradesArray = new Cache.ArrayCache(limit);
-        }
-        for (let i = 0; i < trades.length; i++) {
-            tradesArray.append(trades[i]);
-        }
-        this.trades[symbol] = tradesArray;
-        client.resolve(tradesArray, messageHash);
-    }
-    async watchOrderBook(symbol, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name ascendex#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
-         */
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        const channel = 'depth-realtime' + ':' + market['id'];
-        params = this.extend(params, {
-            'ch': channel,
-        });
-        const orderbook = await this.watchPublic(channel, params);
-        return orderbook.limit();
-    }
-    async watchOrderBookSnapshot(symbol, limit = undefined, params = {}) {
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        const action = 'depth-snapshot-realtime';
-        const channel = action + ':' + market['id'];
-        params = this.extend(params, {
-            'action': action,
-            'args': {
-                'symbol': market['id'],
-            },
-            'op': 'req',
-        });
-        const orderbook = await this.watchPublic(channel, params);
-        return orderbook.limit();
-    }
-    handleOrderBookSnapshot(client, message) {
-        //
-        // {
-        //     "m": "depth",
-        //     "symbol": "BTC/USDT",
-        //     "data": {
-        //       "ts": 1647520500149,
-        //       "seqnum": 28590487626,
-        //       "asks": [
-        //         [Array], [Array], [Array],
-        //         [Array], [Array], [Array],
-        //       ],
-        //       "bids": [
-        //         [Array], [Array], [Array],
-        //         [Array], [Array], [Array],
-        //       ]
-        //     }
-        //   }
-        //
-        const marketId = this.safeString(message, 'symbol');
-        const symbol = this.safeSymbol(marketId);
-        const channel = this.safeString(message, 'm');
-        const messageHash = channel + ':' + symbol;
-        const orderbook = this.orderbooks[symbol];
-        const data = this.safeValue(message, 'data');
-        const snapshot = this.parseOrderBook(data, symbol);
-        snapshot['nonce'] = this.safeInteger(data, 'seqnum');
-        orderbook.reset(snapshot);
-        // unroll the accumulated deltas
-        const messages = orderbook.cache;
-        for (let i = 0; i < messages.length; i++) {
-            const messageItem = messages[i];
-            this.handleOrderBookMessage(client, messageItem, orderbook);
-        }
-        this.orderbooks[symbol] = orderbook;
-        client.resolve(orderbook, messageHash);
-    }
-    handleOrderBook(client, message) {
-        //
-        //   {
-        //       "m": "depth",
-        //       "symbol": "BTC/USDT",
-        //       "data": {
-        //         "ts": 1647515136144,
-        //         "seqnum": 28590470736,
-        //         "asks": [ [Array], [Array] ],
-        //         "bids": [ [Array], [Array], [Array], [Array], [Array], [Array] ]
-        //       }
-        //   }
-        //
-        const channel = this.safeString(message, 'm');
-        const marketId = this.safeString(message, 'symbol');
-        const symbol = this.safeSymbol(marketId);
-        const messageHash = channel + ':' + marketId;
-        let orderbook = this.safeValue(this.orderbooks, symbol);
-        if (orderbook === undefined) {
-            orderbook = this.orderBook({});
-        }
-        if (orderbook['nonce'] === undefined) {
-            orderbook.cache.push(message);
-        }
-        else {
-            this.handleOrderBookMessage(client, message, orderbook);
-            client.resolve(orderbook, messageHash);
-        }
-    }
-    handleDelta(bookside, delta) {
-        //
-        // ["40990.47","0.01619"],
-        //
-        const price = this.safeFloat(delta, 0);
-        const amount = this.safeFloat(delta, 1);
-        bookside.store(price, amount);
-    }
-    handleDeltas(bookside, deltas) {
-        for (let i = 0; i < deltas.length; i++) {
-            this.handleDelta(bookside, deltas[i]);
-        }
-    }
-    handleOrderBookMessage(client, message, orderbook) {
-        //
-        // {
-        //     "m":"depth",
-        //     "symbol":"BTC/USDT",
-        //     "data":{
-        //        "ts":1647527417715,
-        //        "seqnum":28590257013,
-        //        "asks":[
-        //           ["40990.47","0.01619"],
-        //           ["41021.21","0"],
-        //           ["41031.59","0.06096"]
-        //        ],
-        //        "bids":[
-        //           ["40990.46","0.76114"],
-        //           ["40985.18","0"]
-        //        ]
-        //     }
-        //  }
-        //
-        const data = this.safeValue(message, 'data', {});
-        const seqNum = this.safeInteger(data, 'seqnum');
-        if (seqNum > orderbook['nonce']) {
-            const asks = this.safeValue(data, 'asks', []);
-            const bids = this.safeValue(data, 'bids', []);
-            this.handleDeltas(orderbook['asks'], asks);
-            this.handleDeltas(orderbook['bids'], bids);
-            orderbook['nonce'] = seqNum;
-            const timestamp = this.safeInteger(data, 'ts');
-            orderbook['timestamp'] = timestamp;
-            orderbook['datetime'] = this.iso8601(timestamp);
-        }
-        return orderbook;
-    }
-    async watchBalance(params = {}) {
-        /**
-         * @method
-         * @name ascendex#watchBalance
-         * @description watch balance and get the amount of funds available for trading or funds locked in orders
-         * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
-         */
-        await this.loadMarkets();
-        const [type, query] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
-        let channel = undefined;
-        let messageHash = undefined;
-        if ((type === 'spot') || (type === 'margin')) {
-            const accountCategories = this.safeValue(this.options, 'accountCategories', {});
-            let accountCategory = this.safeString(accountCategories, type, 'cash'); // cash, margin,
-            accountCategory = accountCategory.toUpperCase();
-            channel = 'order:' + accountCategory; // order and balance share the same channel
-            messageHash = 'balance:' + type;
-        }
-        else {
-            channel = 'futures-account-update';
-            messageHash = 'balance:swap';
-        }
-        return await this.watchPrivate(channel, messageHash, query);
-    }
-    handleBalance(client, message) {
-        //
-        // cash account
-        //
-        // {
-        //     "m": "balance",
-        //     "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
-        //     "ac": "CASH",
-        //     "data": {
-        //         "a" : "USDT",
-        //         "sn": 8159798,
-        //         "tb": "600",
-        //         "ab": "600"
-        //     }
-        // }
-        //
-        // margin account
-        //
-        // {
-        //     "m": "balance",
-        //     "accountId": "marOxpKJV83dxTRx0Eyxpa0gxc4Txt0P",
-        //     "ac": "MARGIN",
-        //     "data": {
-        //         "a"  : "USDT",
-        //         "sn" : 8159802,
-        //         "tb" : "400", // total Balance
-        //         "ab" : "400", // available balance
-        //         "brw": "0", // borrowws
-        //         "int": "0" // interest
-        //     }
-        // }
-        //
-        // futures
-        // {
-        //     "m"     : "futures-account-update",            // message
-        //     "e"     : "ExecutionReport",                   // event type
-        //     "t"     : 1612508562129,                       // time
-        //     "acc"   : "futures-account-id",         // account ID
-        //     "at"    : "FUTURES",                           // account type
-        //     "sn"    : 23128,                               // sequence number,
-        //     "id"    : "r177710001cbU3813942147C5kbFGOan",
-        //     "col": [
-        //       {
-        //         "a": "USDT",               // asset code
-        //         "b": "1000000",            // balance
-        //         "f": "1"                   // discount factor
-        //       }
-        //     ],
-        //     (...)
-        //
-        const channel = this.safeString(message, 'm');
-        let result = undefined;
-        let type = undefined;
-        if ((channel === 'order') || (channel === 'futures-order')) {
-            const data = this.safeValue(message, 'data');
-            const marketId = this.safeString(data, 's');
-            const market = this.safeMarket(marketId);
-            const baseAccount = this.account();
-            baseAccount['free'] = this.safeString(data, 'bab');
-            baseAccount['total'] = this.safeString(data, 'btb');
-            const quoteAccount = this.account();
-            quoteAccount['free'] = this.safeString(data, 'qab');
-            quoteAccount['total'] = this.safeString(data, 'qtb');
-            if (market['contract']) {
-                type = 'swap';
-                result = this.safeValue(this.balance, type, {});
-            }
-            else {
-                type = market['type'];
-                result = this.safeValue(this.balance, type, {});
-            }
-            result[market['base']] = baseAccount;
-            result[market['quote']] = quoteAccount;
-        }
-        else {
-            const accountType = this.safeStringLower2(message, 'ac', 'at');
-            const categoriesAccounts = this.safeValue(this.options, 'categoriesAccount');
-            type = this.safeString(categoriesAccounts, accountType, 'spot');
-            result = this.safeValue(this.balance, type, {});
-            const data = this.safeValue(message, 'data');
-            let balances = undefined;
-            if (data === undefined) {
-                balances = this.safeValue(message, 'col');
-            }
-            else {
-                balances = [data];
-            }
-            for (let i = 0; i < balances.length; i++) {
-                const balance = balances[i];
-                const code = this.safeCurrencyCode(this.safeString(balance, 'a'));
-                const account = this.account();
-                account['free'] = this.safeString(balance, 'ab');
-                account['total'] = this.safeString2(balance, 'tb', 'b');
-                result[code] = account;
-            }
-        }
-        const messageHash = 'balance' + ':' + type;
-        client.resolve(this.safeBalance(result), messageHash);
-    }
-    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name ascendex#watchOrders
-         * @see https://ascendex.github.io/ascendex-pro-api/#channel-order-and-balance
-         * @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 market = undefined;
-        if (symbol !== undefined) {
-            market = this.market(symbol);
-            symbol = market['symbol'];
-        }
-        const [type, query] = this.handleMarketTypeAndParams('watchOrders', market, params);
-        let messageHash = undefined;
-        let channel = undefined;
-        if (type !== 'spot' && type !== 'margin') {
-            channel = 'futures-order';
-            messageHash = 'order:FUTURES';
-        }
-        else {
-            const accountCategories = this.safeValue(this.options, 'accountCategories', {});
-            let accountCategory = this.safeString(accountCategories, type, 'cash'); // cash, margin
-            accountCategory = accountCategory.toUpperCase();
-            messageHash = 'order' + ':' + accountCategory;
-            channel = messageHash;
-        }
-        if (symbol !== undefined) {
-            messageHash = messageHash + ':' + symbol;
-        }
-        const orders = await this.watchPrivate(channel, messageHash, query);
-        if (this.newUpdates) {
-            limit = orders.getLimit(symbol, limit);
-        }
-        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
-    }
-    handleOrder(client, message) {
-        //
-        // spot order
-        // {
-        //   "m": "order",
-        //   "accountId": "cshF5SlR9ukAXoDOuXbND4dVpBMw9gzH",
-        //   "ac": "CASH",
-        //   "data": {
-        //     "sn": 19399016185,
-        //     "orderId": "r17f9d7983faU7223046196CMlrj3bfC",
-        //     "s": "LTC/USDT",
-        //     "ot": "Limit",
-        //     "t": 1647614461160,
-        //     "p": "50",
-        //     "q": "0.1",
-        //     "sd": "Buy",
-        //     "st": "New",
-        //     "ap": "0",
-        //     "cfq": "0",
-        //     "sp": '',
-        //     "err": '',
-        //     "btb": "0",
-        //     "bab": "0",
-        //     "qtb": "8",
-        //     "qab": "2.995",
-        //     "cf": "0",
-        //     "fa": "USDT",
-        //     "ei": "NULL_VAL"
-        //   }
-        // }
-        //
-        //  futures order
-        // {
-        //     "m": "futures-order",
-        //     "sn": 19399927636,
-        //     "e": "ExecutionReport",
-        //     "a": "futF5SlR9ukAXoDOuXbND4dVpBMw9gzH", // account id
-        //     "ac": "FUTURES",
-        //     "t": 1647622515434, // last execution time
-        //      (...)
-        // }
-        //
-        const accountType = this.safeString(message, 'ac');
-        const messageHash = 'order:' + accountType;
-        const data = this.safeValue(message, 'data', message);
-        const order = this.parseWsOrder(data);
-        if (this.orders === undefined) {
-            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
-            this.orders = new Cache.ArrayCacheBySymbolById(limit);
-        }
-        const orders = this.orders;
-        orders.append(order);
-        const symbolMessageHash = messageHash + ':' + order['symbol'];
-        client.resolve(orders, symbolMessageHash);
-        client.resolve(orders, messageHash);
-    }
-    parseWsOrder(order, market = undefined) {
-        //
-        // spot order
-        //    {
-        //          "sn": 19399016185, //sequence number
-        //          "orderId": "r17f9d7983faU7223046196CMlrj3bfC",
-        //          "s": "LTC/USDT",
-        //          "ot": "Limit", // order type
-        //          "t": 1647614461160, // last execution timestamp
-        //          "p": "50", // price
-        //          "q": "0.1", // quantity
-        //          "sd": "Buy", // side
-        //          "st": "New", // status
-        //          "ap": "0", // average fill price
-        //          "cfq": "0", // cumulated fill quantity
-        //          "sp": '', // stop price
-        //          "err": '',
-        //          "btb": "0", // base asset total balance
-        //          "bab": "0", // base asset available balance
-        //          "qtb": "8", // quote asset total balance
-        //          "qab": "2.995", // quote asset available balance
-        //          "cf": "0", // cumulated commission
-        //          "fa": "USDT", // fee asset
-        //          "ei": "NULL_VAL"
-        //        }
-        //
-        //  futures order
-        // {
-        //     "m": "futures-order",
-        //     "sn": 19399927636,
-        //     "e": "ExecutionReport",
-        //     "a": "futF5SlR9ukAXoDOuXbND4dVpBMw9gzH", // account id
-        //     "ac": "FUTURES",
-        //     "t": 1647622515434, // last execution time
-        //     "ct": 1647622515413, // order creation time
-        //     "orderId": "r17f9df469b1U7223046196Okf5Kbmd",
-        //     "sd": "Buy", // side
-        //     "ot": "Limit", // order type
-        //     "ei": "NULL_VAL",
-        //     "q": "1", // quantity
-        //     "p": "50", //price
-        //     "sp": "0", // stopPrice
-        //     "spb": '',  // stopTrigger
-        //     "s": "LTC-PERP", // symbol
-        //     "st": "New", // state
-        //     "err": '',
-        //     "lp": "0", // last filled price
-        //     "lq": "0", // last filled quantity (base asset)
-        //     "ap": "0",  // average filled price
-        //     "cfq": "0", // cummulative filled quantity (base asset)
-        //     "f": "0", // commission fee of the current execution
-        //     "cf": "0", // cumulative commission fee
-        //     "fa": "USDT", // fee asset
-        //     "psl": "0",
-        //     "pslt": "market",
-        //     "ptp": "0",
-        //     "ptpt": "market"
-        //   }
-        //
-        const status = this.parseOrderStatus(this.safeString(order, 'st'));
-        const marketId = this.safeString(order, 's');
-        const timestamp = this.safeInteger(order, 't');
-        const symbol = this.safeSymbol(marketId, market, '/');
-        const lastTradeTimestamp = this.safeInteger(order, 't');
-        const price = this.safeString(order, 'p');
-        const amount = this.safeString(order, 'q');
-        const average = this.safeString(order, 'ap');
-        const filled = this.safeString(order, 'cfq');
-        const id = this.safeString(order, 'orderId');
-        const type = this.safeStringLower(order, 'ot');
-        const side = this.safeStringLower(order, 'sd');
-        const feeCost = this.safeNumber(order, 'cf');
-        let fee = undefined;
-        if (feeCost !== undefined) {
-            const feeCurrencyId = this.safeString(order, 'fa');
-            const feeCurrencyCode = this.safeCurrencyCode(feeCurrencyId);
-            fee = {
-                'cost': feeCost,
-                'currency': feeCurrencyCode,
-            };
-        }
-        const stopPrice = this.parseNumber(this.omitZero(this.safeString(order, 'sp')));
-        return this.safeOrder({
-            'info': order,
-            'id': id,
-            'clientOrderId': undefined,
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'lastTradeTimestamp': lastTradeTimestamp,
-            'symbol': symbol,
-            'type': type,
-            'timeInForce': undefined,
-            'postOnly': undefined,
-            'side': side,
-            'price': price,
-            'stopPrice': stopPrice,
-            'triggerPrice': stopPrice,
-            'amount': amount,
-            'cost': undefined,
-            'average': average,
-            'filled': filled,
-            'remaining': undefined,
-            'status': status,
-            'fee': fee,
-            'trades': undefined,
-        }, market);
-    }
-    handleErrorMessage(client, message) {
-        //
-        // {
-        //     "m": "disconnected",
-        //     "code": 100005,
-        //     "reason": "INVALID_WS_REQUEST_DATA",
-        //     "info": "Session is disconnected due to missing pong message from the client"
-        //   }
-        //
-        const errorCode = this.safeInteger(message, 'code');
-        try {
-            if (errorCode !== undefined) {
-                const feedback = this.id + ' ' + this.json(message);
-                this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
-                const messageString = this.safeValue(message, 'message');
-                if (messageString !== undefined) {
-                    this.throwBroadlyMatchedException(this.exceptions['broad'], messageString, feedback);
-                }
-            }
-            return false;
-        }
-        catch (e) {
-            if (e instanceof errors.AuthenticationError) {
-                const messageHash = 'authenticated';
-                client.reject(e, messageHash);
-                if (messageHash in client.subscriptions) {
-                    delete client.subscriptions[messageHash];
-                }
-            }
-            else {
-                client.reject(e);
-            }
-            return true;
-        }
-    }
-    handleAuthenticate(client, message) {
-        //
-        //     { m: "auth", id: "1647605234", code: 0 }
-        //
-        const messageHash = 'authenticated';
-        client.resolve(message, messageHash);
-    }
-    handleMessage(client, message) {
-        if (this.handleErrorMessage(client, message)) {
-            return;
-        }
-        //
-        //     { m: "ping", hp: 3 }
-        //
-        //     { m: "sub", ch: "bar:BTC/USDT", code: 0 }
-        //
-        //     { m: 'sub', id: "1647515701", ch: "depth:BTC/USDT", code: 0 }
-        //
-        //     { m: "connected", type: "unauth" }
-        //
-        //     { m: "auth", id: "1647605234", code: 0 }
-        //
-        // order or balance sub
-        // {
-        //     "m": "sub",
-        //     "id": "1647605952",
-        //     "ch": "order:cshF5SlR9ukAXoDOuXbND4dVpBMw9gzH", or futures-order
-        //     "code": 0
-        //   }
-        //
-        // ohlcv
-        //  {
-        //     "m": "bar",
-        //     "s": "BTC/USDT",
-        //     "data": {
-        //       "i": "1",
-        //       "ts": 1647510060000,
-        //       "o": "40813.93",
-        //       "c": "40804.57",
-        //       "h": "40814.21",
-        //       "l": "40804.56",
-        //       "v": "0.01537"
-        //     }
-        //   }
-        //
-        // trades
-        //
-        //    {
-        //        "m": "trades",
-        //        "symbol": "BTC/USDT",
-        //        "data": [
-        //          {
-        //            "p": "40762.26",
-        //            "q": "0.01500",
-        //            "ts": 1647514306759,
-        //            "bm": true,
-        //            "seqnum": 72057633465795180
-        //          }
-        //        ]
-        //    }
-        //
-        // orderbook deltas
-        //
-        // {
-        //     "m":"depth",
-        //     "symbol":"BTC/USDT",
-        //     "data":{
-        //        "ts":1647527417715,
-        //        "seqnum":28590257013,
-        //        "asks":[
-        //           ["40990.47","0.01619"],
-        //           ["41021.21","0"],
-        //           ["41031.59","0.06096"]
-        //        ],
-        //        "bids":[
-        //           ["40990.46","0.76114"],
-        //           ["40985.18","0"]
-        //        ]
-        //     }
-        //  }
-        //
-        // orderbook snapshot
-        //  {
-        //     "m": "depth-snapshot",
-        //     "symbol": "BTC/USDT",
-        //     "data": {
-        //       "ts": 1647525938513,
-        //       "seqnum": 28590504772,
-        //       "asks": [
-        //         [Array], [Array], [Array], [Array], [Array], [Array], [Array],
-        //         [Array], [Array], [Array], [Array], [Array], [Array], [Array],
-        //         [Array], [Array], [Array], [Array], [Array], [Array], [Array],
-        //          (...)
-        //       ]
-        //  }
-        //
-        // spot order update
-        //  {
-        //      "m": "order",
-        //      "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
-        //      "ac": "CASH",
-        //      "data": {
-        //          "s":       "BTC/USDT",
-        //          "sn":       8159711,
-        //          "sd":      "Buy",
-        //          "ap":      "0",
-        //          "bab":     "2006.5974027",
-        //          "btb":     "2006.5974027",
-        //          "cf":      "0",
-        //          "cfq":     "0",
-        //          (...)
-        //      }
-        //  }
-        // future order update
-        // {
-        //     "m": "futures-order",
-        //     "sn": 19404258063,
-        //     "e": "ExecutionReport",
-        //     "a": "futF5SlR9ukAXoDOuXbND4dVpBMw9gzH",
-        //     "ac": "FUTURES",
-        //     "t": 1647681792543,
-        //     "ct": 1647622515413,
-        //     "orderId": "r17f9df469b1U7223046196Okf5KbmdL",
-        //         (...)
-        //     "ptpt": "None"
-        //   }
-        //
-        // balance update cash
-        // {
-        //     "m": "balance",
-        //     "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
-        //     "ac": "CASH",
-        //     "data": {
-        //         "a" : "USDT",
-        //         "sn": 8159798,
-        //         "tb": "600",
-        //         "ab": "600"
-        //     }
-        // }
-        //
-        // balance update margin
-        // {
-        //     "m": "balance",
-        //     "accountId": "marOxpKJV83dxTRx0Eyxpa0gxc4Txt0P",
-        //     "ac": "MARGIN",
-        //     "data": {
-        //         "a"  : "USDT",
-        //         "sn" : 8159802,
-        //         "tb" : "400",
-        //         "ab" : "400",
-        //         "brw": "0",
-        //         "int": "0"
-        //     }
-        // }
-        //
-        const subject = this.safeString(message, 'm');
-        const methods = {
-            'ping': this.handlePing,
-            'auth': this.handleAuthenticate,
-            'sub': this.handleSubscriptionStatus,
-            'depth-realtime': this.handleOrderBook,
-            'depth-snapshot-realtime': this.handleOrderBookSnapshot,
-            'trades': this.handleTrades,
-            'bar': this.handleOHLCV,
-            'balance': this.handleBalance,
-            'futures-account-update': this.handleBalance,
-        };
-        const method = this.safeValue(methods, subject);
-        if (method !== undefined) {
-            method.call(this, client, message);
-        }
-        if ((subject === 'order') || (subject === 'futures-order')) {
-            // this.handleOrder (client, message);
-            // balance updates may be in the order structure
-            // they may also be standalone balance updates related to account transfers
-            this.handleOrder(client, message);
-            if (subject === 'order') {
-                this.handleBalance(client, message);
-            }
-        }
-        return message;
-    }
-    handleSubscriptionStatus(client, message) {
-        //
-        //     { m: "sub", ch: "bar:BTC/USDT", code: 0 }
-        //
-        //     { m: 'sub', id: "1647515701", ch: "depth:BTC/USDT", code: 0 }
-        //
-        const channel = this.safeString(message, 'ch', '');
-        if (channel.indexOf('depth-realtime') > -1) {
-            this.handleOrderBookSubscription(client, message);
-        }
-        return message;
-    }
-    handleOrderBookSubscription(client, message) {
-        const channel = this.safeString(message, 'ch');
-        const parts = channel.split(':');
-        const marketId = parts[1];
-        const symbol = this.safeSymbol(marketId);
-        if (symbol in this.orderbooks) {
-            delete this.orderbooks[symbol];
-        }
-        this.orderbooks[symbol] = this.orderBook({});
-        this.spawn(this.watchOrderBookSnapshot, symbol);
-    }
-    async pong(client, message) {
-        //
-        //     { m: "ping", hp: 3 }
-        //
-        try {
-            await client.send({ 'op': 'pong', 'hp': this.safeInteger(message, 'hp') });
-        }
-        catch (e) {
-            const error = new errors.NetworkError(this.id + ' handlePing failed with error ' + this.json(e));
-            client.reset(error);
-        }
-    }
-    handlePing(client, message) {
-        this.spawn(this.pong, client, message);
-    }
-    authenticate(url, params = {}) {
-        this.checkRequiredCredentials();
-        const messageHash = 'authenticated';
-        const client = this.client(url);
-        let future = this.safeValue(client.subscriptions, messageHash);
-        if (future === undefined) {
-            const timestamp = this.milliseconds().toString();
-            const urlParts = url.split('/');
-            const partsLength = urlParts.length;
-            const path = this.safeString(urlParts, partsLength - 1);
-            const version = this.safeString(urlParts, partsLength - 2);
-            const auth = timestamp + '+' + version + '/' + path;
-            const secret = this.base64ToBinary(this.secret);
-            const signature = this.hmac(this.encode(auth), secret, sha256.sha256, 'base64');
-            const request = {
-                'op': 'auth',
-                'id': this.nonce().toString(),
-                't': timestamp,
-                'key': this.apiKey,
-                'sig': signature,
-            };
-            future = this.watch(url, messageHash, this.extend(request, params));
-            client.subscriptions[messageHash] = future;
-        }
-        return future;
-    }
-}
-
-module.exports = ascendex;