ccxt 4.2.18 → 4.2.20

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

@@ -1,1506 +0,0 @@
-'use strict';
-
-var krakenfutures$1 = require('../krakenfutures.js');
-var errors = require('../base/errors.js');
-var Cache = require('../base/ws/Cache.js');
-var Precise = require('../base/Precise.js');
-var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
-var sha512 = require('../static_dependencies/noble-hashes/sha512.js');
-
-//  ---------------------------------------------------------------------------
-//  ---------------------------------------------------------------------------
-class krakenfutures extends krakenfutures$1 {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'has': {
-                'ws': true,
-                'cancelAllOrdersWs': false,
-                'cancelOrdersWs': false,
-                'cancelOrderWs': false,
-                'createOrderWs': false,
-                'editOrderWs': false,
-                'fetchBalanceWs': false,
-                'fetchOpenOrdersWs': false,
-                'fetchOrderWs': false,
-                'fetchTradesWs': false,
-                'watchOHLCV': false,
-                'watchOrderBook': true,
-                'watchTicker': true,
-                'watchTickers': true,
-                'watchTrades': true,
-                'watchBalance': true,
-                // 'watchStatus': true, // https://docs.futures.kraken.com/#websocket-api-public-feeds-heartbeat
-                'watchOrders': true,
-                'watchMyTrades': true,
-                'watchPositions': true,
-            },
-            'urls': {
-                'api': {
-                    'ws': 'wss://futures.kraken.com/ws/v1',
-                },
-                'test': {
-                    'ws': 'wss://demo-futures.kraken.com/ws/v1',
-                },
-            },
-            'options': {
-                'tradesLimit': 1000,
-                'ordersLimit': 1000,
-                'OHLCVLimit': 1000,
-                'connectionLimit': 100,
-                'requestLimit': 100,
-                'watchTicker': {
-                    'method': 'ticker', // or ticker_lite
-                },
-                'watchTickers': {
-                    'method': 'ticker', // or ticker_lite
-                },
-                'fetchBalance': {
-                    'type': undefined,
-                },
-            },
-            'streaming': {
-                'keepAlive': 30000,
-            },
-        });
-    }
-    async authenticate(params = {}) {
-        /**
-         * @ignore
-         * @method
-         * @description authenticates the user to access private web socket channels
-         * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-challenge
-         * @returns {object} response from exchange
-         */
-        this.checkRequiredCredentials();
-        // Hash the challenge with the SHA-256 algorithm
-        // Base64-decode your api_secret
-        // Use the result of step 2 to hash the result of step 1 with the HMAC-SHA-512 algorithm
-        // Base64-encode the result of step 3
-        const url = this.urls['api']['ws'];
-        const messageHash = 'challenge';
-        const client = this.client(url);
-        let future = this.safeValue(client.subscriptions, messageHash);
-        if (future === undefined) {
-            const request = {
-                'event': 'challenge',
-                'api_key': this.apiKey,
-            };
-            const message = this.extend(request, params);
-            future = await this.watch(url, messageHash, message);
-            client.subscriptions[messageHash] = future;
-        }
-        return future;
-    }
-    async subscribePublic(name, symbols, params = {}) {
-        /**
-         * @ignore
-         * @method
-         * @description Connects to a websocket channel
-         * @param {string} name name of the channel
-         * @param {string[]} symbols CCXT market symbols
-         * @param {object} [params] extra parameters specific to the krakenfutures api
-         * @returns {object} data from the websocket stream
-         */
-        await this.loadMarkets();
-        const url = this.urls['api']['ws'];
-        const subscribe = {
-            'event': 'subscribe',
-            'feed': name,
-        };
-        const marketIds = [];
-        let messageHash = name;
-        if (symbols === undefined) {
-            symbols = [];
-        }
-        for (let i = 0; i < symbols.length; i++) {
-            const symbol = symbols[i];
-            marketIds.push(this.marketId(symbol));
-        }
-        const length = symbols.length;
-        if (length === 1) {
-            const market = this.market(marketIds[0]);
-            messageHash = messageHash + ':' + market['symbol'];
-        }
-        subscribe['product_ids'] = marketIds;
-        const request = this.extend(subscribe, params);
-        return await this.watch(url, messageHash, request, messageHash);
-    }
-    async subscribePrivate(name, messageHash, params = {}) {
-        /**
-         * @ignore
-         * @method
-         * @description Connects to a websocket channel
-         * @param {string} name name of the channel
-         * @param {string[]} symbols CCXT market symbols
-         * @param {object} [params] extra parameters specific to the krakenfutures api
-         * @returns {object} data from the websocket stream
-         */
-        await this.loadMarkets();
-        await this.authenticate();
-        const url = this.urls['api']['ws'];
-        const subscribe = {
-            'event': 'subscribe',
-            'feed': name,
-            'api_key': this.apiKey,
-            'original_challenge': this.options['challenge'],
-            'signed_challenge': this.options['signedChallenge'],
-        };
-        const request = this.extend(subscribe, params);
-        return await this.watch(url, messageHash, request, messageHash);
-    }
-    async watchTicker(symbol, params = {}) {
-        /**
-         * @method
-         * @name krakenfutures#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.futures.kraken.com/#websocket-api-public-feeds-ticker
-         * @param {string} symbol unified symbol of the market to fetch the ticker for
-         * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
-         */
-        const options = this.safeValue(this.options, 'watchTicker');
-        const method = this.safeString(options, 'method', 'ticker'); // or ticker_lite
-        const name = this.safeString(params, 'method', method);
-        params = this.omit(params, ['method']);
-        return await this.subscribePublic(name, [symbol], params);
-    }
-    async watchTickers(symbols = undefined, params = {}) {
-        /**
-         * @method
-         * @name krakenfutures#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.futures.kraken.com/#websocket-api-public-feeds-ticker-lite
-         * @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}
-         */
-        const method = this.safeString(this.options, 'watchTickerMethod', 'ticker'); // or ticker_lite
-        const name = this.safeString2(params, 'method', 'watchTickerMethod', method);
-        params = this.omit(params, ['watchTickerMethod', 'method']);
-        symbols = this.marketSymbols(symbols, undefined, false);
-        const ticker = await this.subscribePublic(name, symbols, params);
-        if (this.newUpdates) {
-            const tickers = {};
-            tickers[ticker['symbol']] = ticker;
-            return tickers;
-        }
-        return this.filterByArray(this.tickers, 'symbol', symbols);
-    }
-    async watchTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name krakenfutures#watchTrades
-         * @description get the list of most recent trades for a particular symbol
-         * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-trade
-         * @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 name = 'trade';
-        const trades = await this.subscribePublic(name, [symbol], params);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
-    }
-    async watchOrderBook(symbol, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name krakenfutures#watchOrderBook
-         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
-         * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-book
-         * @param {string} symbol unified symbol of the market to fetch the order book for
-         * @param {int} [limit] not used by krakenfutures watchOrderBook
-         * @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 orderbook = await this.subscribePublic('book', [symbol], params);
-        return orderbook.limit();
-    }
-    async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name krakenfutures#watchPositions
-         * @see https://docs.futures.kraken.com/#websocket-api-private-feeds-open-positions
-         * @description watch all open positions
-         * @param {string[]|undefined} symbols list of unified market symbols
-         * @param {object} params extra parameters specific to the exchange API endpoint
-         * @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
-         */
-        await this.loadMarkets();
-        let messageHash = '';
-        symbols = this.marketSymbols(symbols);
-        if (!this.isEmpty(symbols)) {
-            messageHash = '::' + symbols.join(',');
-        }
-        messageHash = 'positions' + messageHash;
-        const newPositions = await this.subscribePrivate('open_positions', messageHash, params);
-        if (this.newUpdates) {
-            return newPositions;
-        }
-        return this.filterBySymbolsSinceLimit(this.positions, symbols, since, limit, true);
-    }
-    handlePositions(client, message) {
-        //
-        //    {
-        //        feed: 'open_positions',
-        //        account: '3b111acc-4fcc-45be-a622-57e611fe9f7f',
-        //        positions: [
-        //            {
-        //                instrument: 'PF_LTCUSD',
-        //                balance: 0.5,
-        //                pnl: -0.8628305877699987,
-        //                entry_price: 70.53,
-        //                mark_price: 68.80433882446,
-        //                index_price: 68.8091,
-        //                liquidation_threshold: 0,
-        //                effective_leverage: 0.007028866753648637,
-        //                return_on_equity: -1.2233525985679834,
-        //                unrealized_funding: 0.0000690610530935388,
-        //                initial_margin: 0.7053,
-        //                initial_margin_with_orders: 0.7053,
-        //                maintenance_margin: 0.35265,
-        //                pnl_currency: 'USD'
-        //            }
-        //        ],
-        //        seq: 0,
-        //        timestamp: 1698608414910
-        //    }
-        //
-        if (this.positions === undefined) {
-            this.positions = new Cache.ArrayCacheBySymbolById();
-        }
-        const cache = this.positions;
-        const rawPositions = this.safeValue(message, 'positions', []);
-        const newPositions = [];
-        for (let i = 0; i < rawPositions.length; i++) {
-            const rawPosition = rawPositions[i];
-            const position = this.parseWsPosition(rawPosition);
-            const timestamp = this.safeInteger(message, 'timestamp');
-            position['timestamp'] = timestamp;
-            position['datetime'] = this.iso8601(timestamp);
-            newPositions.push(position);
-            cache.append(position);
-        }
-        const messageHashes = this.findMessageHashes(client, 'positions::');
-        for (let i = 0; i < messageHashes.length; i++) {
-            const messageHash = messageHashes[i];
-            const parts = messageHash.split('::');
-            const symbolsString = parts[1];
-            const symbols = symbolsString.split(',');
-            const positions = this.filterByArray(newPositions, 'symbol', symbols, false);
-            if (!this.isEmpty(positions)) {
-                client.resolve(positions, messageHash);
-            }
-        }
-        client.resolve(newPositions, 'positions');
-    }
-    parseWsPosition(position, market = undefined) {
-        //
-        //        {
-        //            instrument: 'PF_LTCUSD',
-        //            balance: 0.5,
-        //            pnl: -0.8628305877699987,
-        //            entry_price: 70.53,
-        //            mark_price: 68.80433882446,
-        //            index_price: 68.8091,
-        //            liquidation_threshold: 0,
-        //            effective_leverage: 0.007028866753648637,
-        //            return_on_equity: -1.2233525985679834,
-        //            unrealized_funding: 0.0000690610530935388,
-        //            initial_margin: 0.7053,
-        //            initial_margin_with_orders: 0.7053,
-        //            maintenance_margin: 0.35265,
-        //            pnl_currency: 'USD'
-        //        }
-        //
-        const marketId = this.safeString(position, 'instrument');
-        const hedged = 'both';
-        const balance = this.safeNumber(position, 'balance');
-        const side = (balance > 0) ? 'long' : 'short';
-        return this.safePosition({
-            'info': position,
-            'id': undefined,
-            'symbol': this.safeSymbol(marketId),
-            'notional': undefined,
-            'marginMode': undefined,
-            'liquidationPrice': this.safeNumber(position, 'liquidation_threshold'),
-            'entryPrice': this.safeNumber(position, 'entry_price'),
-            'unrealizedPnl': this.safeNumber(position, 'pnl'),
-            'percentage': this.safeNumber(position, 'return_on_equity'),
-            'contracts': this.parseNumber(Precise["default"].stringAbs(this.numberToString(balance))),
-            'contractSize': undefined,
-            'markPrice': this.safeNumber(position, 'mark_price'),
-            'side': side,
-            'hedged': hedged,
-            'timestamp': undefined,
-            'datetime': undefined,
-            'maintenanceMargin': this.safeNumber(position, 'maintenance_margin'),
-            'maintenanceMarginPercentage': undefined,
-            'collateral': undefined,
-            'initialMargin': this.safeNumber(position, 'initial_margin'),
-            'initialMarginPercentage': undefined,
-            'leverage': undefined,
-            'marginRatio': undefined,
-        });
-    }
-    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name krakenfutures#watchOrders
-         * @description watches information on multiple orders made by the user
-         * @see https://docs.futures.kraken.com/#websocket-api-private-feeds-open-orders
-         * @see https://docs.futures.kraken.com/#websocket-api-private-feeds-open-orders-verbose
-         * @param {string} symbol not used by krakenfutures watchOrders
-         * @param {int} [since] not used by krakenfutures watchOrders
-         * @param {int} [limit] not used by krakenfutures watchOrders
-         * @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 name = 'open_orders';
-        let messageHash = 'orders';
-        if (symbol !== undefined) {
-            const market = this.market(symbol);
-            messageHash += ':' + market['symbol'];
-        }
-        const orders = await this.subscribePrivate(name, messageHash, params);
-        if (this.newUpdates) {
-            limit = orders.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(orders, since, limit, 'timestamp', true);
-    }
-    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name krakenfutures#watchMyTrades
-         * @description watches information on multiple trades made by the user
-         * @see https://docs.futures.kraken.com/#websocket-api-private-feeds-fills
-         * @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 [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
-         */
-        await this.loadMarkets();
-        const name = 'fills';
-        let messageHash = 'myTrades';
-        if (symbol !== undefined) {
-            const market = this.market(symbol);
-            messageHash += ':' + market['symbol'];
-        }
-        const trades = await this.subscribePrivate(name, messageHash, params);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
-    }
-    async watchBalance(params = {}) {
-        /**
-         * @method
-         * @name krakenfutures#watchOrders
-         * @description watches information on multiple orders made by the user
-         * @see https://docs.futures.kraken.com/#websocket-api-private-feeds-balances
-         * @param {string} symbol not used by krakenfutures watchBalance
-         * @param {int} [since] not used by krakenfutures watchBalance
-         * @param {int} [limit] not used by krakenfutures watchBalance
-         * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @param {string} [params.account] can be either 'futures' or 'flex_futures'
-         * @returns {object} a object of wallet types each with a balance structure {@link https://docs.ccxt.com/#/?id=balance-structure}
-         */
-        await this.loadMarkets();
-        const name = 'balances';
-        let messageHash = name;
-        let account = undefined;
-        [account, params] = this.handleOptionAndParams(params, 'watchBalance', 'account');
-        if (account !== undefined) {
-            if (account !== 'futures' && account !== 'flex_futures') {
-                throw new errors.ArgumentsRequired(this.id + ' watchBalance account must be either \'futures\' or \'flex_futures\'');
-            }
-            messageHash += ':' + account;
-        }
-        return await this.subscribePrivate(name, messageHash, params);
-    }
-    handleTrade(client, message) {
-        //
-        // snapshot
-        //
-        //    {
-        //        "feed": "trade_snapshot",
-        //        "product_id": "PI_XBTUSD",
-        //        "trades": [
-        //            {
-        //                "feed": "trade",
-        //                "product_id": "PI_XBTUSD",
-        //                "uid": "caa9c653-420b-4c24-a9f1-462a054d86f1",
-        //                "side": "sell",
-        //                "type": "fill",
-        //                "seq": 655508,
-        //                "time": 1612269657781,
-        //                "qty": 440,
-        //                "price": 34893
-        //            },
-        //            ...
-        //        ]
-        //    }
-        //
-        // update
-        //
-        //    {
-        //        "feed": "trade",
-        //        "product_id": "PI_XBTUSD",
-        //        "uid": "05af78ac-a774-478c-a50c-8b9c234e071e",
-        //        "side": "sell",
-        //        "type": "fill",
-        //        "seq": 653355,
-        //        "time": 1612266317519,
-        //        "qty": 15000,
-        //        "price": 34969.5
-        //    }
-        //
-        const channel = this.safeString(message, 'feed');
-        const marketId = this.safeString(message, 'product_id');
-        if (marketId !== undefined) {
-            const market = this.market(marketId);
-            const symbol = market['symbol'];
-            const messageHash = 'trade:' + symbol;
-            let tradesArray = this.safeValue(this.trades, symbol);
-            if (tradesArray === undefined) {
-                const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
-                tradesArray = new Cache.ArrayCache(tradesLimit);
-                this.trades[symbol] = tradesArray;
-            }
-            if (channel === 'trade_snapshot') {
-                const trades = this.safeValue(message, 'trades', []);
-                for (let i = 0; i < trades.length; i++) {
-                    const item = trades[i];
-                    const trade = this.parseWsTrade(item);
-                    tradesArray.append(trade);
-                }
-            }
-            else {
-                const trade = this.parseWsTrade(message);
-                tradesArray.append(trade);
-            }
-            client.resolve(tradesArray, messageHash);
-        }
-        return message;
-    }
-    parseWsTrade(trade, market = undefined) {
-        //
-        //    {
-        //        "feed": "trade",
-        //        "product_id": "PI_XBTUSD",
-        //        "uid": "caa9c653-420b-4c24-a9f1-462a054d86f1",
-        //        "side": "sell",
-        //        "type": "fill",
-        //        "seq": 655508,
-        //        "time": 1612269657781,
-        //        "qty": 440,
-        //        "price": 34893
-        //    }
-        //
-        const marketId = this.safeString(trade, 'product_id');
-        market = this.safeMarket(marketId, market);
-        const timestamp = this.safeInteger(trade, 'time');
-        return this.safeTrade({
-            'info': trade,
-            'id': this.safeString(trade, 'uid'),
-            'symbol': this.safeString(market, 'symbol'),
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'order': undefined,
-            'type': this.safeString(trade, 'type'),
-            'side': this.safeString(trade, 'side'),
-            'takerOrMaker': 'taker',
-            'price': this.safeString(trade, 'price'),
-            'amount': this.safeString(trade, 'qty'),
-            'cost': undefined,
-            'fee': {
-                'rate': undefined,
-                'cost': undefined,
-                'currency': undefined,
-            },
-        }, market);
-    }
-    parseWsOrderTrade(trade, market = undefined) {
-        //
-        //    {
-        //        "symbol": "BTC_USDT",
-        //        "type": "LIMIT",
-        //        "quantity": "1",
-        //        "orderId": "32471407854219264",
-        //        "tradeFee": "0",
-        //        "clientOrderId": "",
-        //        "accountType": "SPOT",
-        //        "feeCurrency": "",
-        //        "eventType": "place",
-        //        "source": "API",
-        //        "side": "BUY",
-        //        "filledQuantity": "0",
-        //        "filledAmount": "0",
-        //        "matchRole": "MAKER",
-        //        "state": "NEW",
-        //        "tradeTime": 0,
-        //        "tradeAmount": "0",
-        //        "orderAmount": "0",
-        //        "createTime": 1648708186922,
-        //        "price": "47112.1",
-        //        "tradeQty": "0",
-        //        "tradePrice": "0",
-        //        "tradeId": "0",
-        //        "ts": 1648708187469
-        //    }
-        //
-        const timestamp = this.safeInteger(trade, 'tradeTime');
-        const marketId = this.safeString(trade, 'symbol');
-        return this.safeTrade({
-            'info': trade,
-            'id': this.safeString(trade, 'tradeId'),
-            'symbol': this.safeSymbol(marketId, market),
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'order': this.safeString(trade, 'orderId'),
-            'type': this.safeStringLower(trade, 'type'),
-            'side': this.safeString(trade, 'side'),
-            'takerOrMaker': this.safeString(trade, 'matchRole'),
-            'price': this.safeString(trade, 'price'),
-            'amount': this.safeString(trade, 'tradeAmount'),
-            'cost': undefined,
-            'fee': {
-                'rate': undefined,
-                'cost': this.safeString(trade, 'tradeFee'),
-                'currency': this.safeString(trade, 'feeCurrency'),
-            },
-        }, market);
-    }
-    handleOrder(client, message) {
-        //
-        //  update (verbose)
-        //
-        //    {
-        //        "feed": "open_orders_verbose",
-        //        "order": {
-        //            "instrument": "PI_XBTUSD",
-        //            "time": 1567597581495,
-        //            "last_update_time": 1567597581495,
-        //            "qty": 102.0,
-        //            "filled": 0.0,
-        //            "limit_price": 10601.0,
-        //            "stop_price": 0.0,
-        //            "type": "limit",
-        //            "order_id": "fa9806c9-cba9-4661-9f31-8c5fd045a95d",
-        //            "direction": 0,
-        //            "reduce_only": false
-        //        },
-        //        "is_cancel": true,
-        //        "reason": "post_order_failed_because_it_would_be_filled"
-        //    }
-        //
-        // update
-        //
-        //    {
-        //        "feed": "open_orders",
-        //        "order": {
-        //          "instrument": "PI_XBTUSD",
-        //          "time": 1567702877410,
-        //          "last_update_time": 1567702877410,
-        //          "qty": 304.0,
-        //          "filled": 0.0,
-        //          "limit_price": 10640.0,
-        //          "stop_price": 0.0,
-        //          "type": "limit",
-        //          "order_id": "59302619-41d2-4f0b-941f-7e7914760ad3",
-        //          "direction": 1,
-        //          "reduce_only": true
-        //        },
-        //        "is_cancel": false,
-        //        "reason": "new_placed_order_by_user"
-        //    }
-        //    {
-        //        "feed": "open_orders",
-        //        "order_id": "ea8a7144-37db-449b-bb4a-b53c814a0f43",
-        //        "is_cancel": true,
-        //        "reason": "cancelled_by_user"
-        //    }
-        //
-        //     {
-        //         "feed": 'open_orders',
-        //         "order": {
-        //         "instrument": 'PF_XBTUSD',
-        //         "time": 1698159920097,
-        //         "last_update_time": 1699835622988,
-        //         "qty": 1.1,
-        //         "filled": 0,
-        //         "limit_price": 20000,
-        //         "stop_price": 0,
-        //         "type": 'limit',
-        //         "order_id": '0eaf02b0-855d-4451-a3b7-e2b3070c1fa4',
-        //         "direction": 0,
-        //         "reduce_only": false
-        //         },
-        //         "is_cancel": false,
-        //         "reason": 'edited_by_user'
-        //     }
-        //
-        let orders = this.orders;
-        if (orders === undefined) {
-            const limit = this.safeInteger(this.options, 'ordersLimit');
-            orders = new Cache.ArrayCacheBySymbolById(limit);
-            this.orders = orders;
-        }
-        const order = this.safeValue(message, 'order');
-        if (order !== undefined) {
-            const marketId = this.safeString(order, 'instrument');
-            const messageHash = 'orders';
-            const symbol = this.safeSymbol(marketId);
-            const orderId = this.safeString(order, 'order_id');
-            const previousOrders = this.safeValue(orders.hashmap, symbol, {});
-            const previousOrder = this.safeValue(previousOrders, orderId);
-            const reason = this.safeString(message, 'reason');
-            if ((previousOrder === undefined) || (reason === 'edited_by_user')) {
-                const parsed = this.parseWsOrder(order);
-                orders.append(parsed);
-                client.resolve(orders, messageHash);
-                client.resolve(orders, messageHash + ':' + symbol);
-            }
-            else {
-                const trade = this.parseWsTrade(order);
-                if (previousOrder['trades'] === undefined) {
-                    previousOrder['trades'] = [];
-                }
-                previousOrder['trades'].push(trade);
-                previousOrder['lastTradeTimestamp'] = trade['timestamp'];
-                let totalCost = '0';
-                let totalAmount = '0';
-                const trades = previousOrder['trades'];
-                for (let i = 0; i < trades.length; i++) {
-                    const currentTrade = trades[i];
-                    totalCost = Precise["default"].stringAdd(totalCost, this.numberToString(currentTrade['cost']));
-                    totalAmount = Precise["default"].stringAdd(totalAmount, this.numberToString(currentTrade['amount']));
-                }
-                if (Precise["default"].stringGt(totalAmount, '0')) {
-                    previousOrder['average'] = Precise["default"].stringDiv(totalCost, totalAmount);
-                }
-                previousOrder['cost'] = totalCost;
-                if (previousOrder['filled'] !== undefined) {
-                    const stringOrderFilled = this.numberToString(previousOrder['filled']);
-                    previousOrder['filled'] = Precise["default"].stringAdd(stringOrderFilled, this.numberToString(trade['amount']));
-                    if (previousOrder['amount'] !== undefined) {
-                        previousOrder['remaining'] = Precise["default"].stringSub(this.numberToString(previousOrder['amount']), stringOrderFilled);
-                    }
-                }
-                if (previousOrder['fee'] === undefined) {
-                    previousOrder['fee'] = {
-                        'rate': undefined,
-                        'cost': '0',
-                        'currency': this.numberToString(trade['fee']['currency']),
-                    };
-                }
-                if ((previousOrder['fee']['cost'] !== undefined) && (trade['fee']['cost'] !== undefined)) {
-                    const stringOrderCost = this.numberToString(previousOrder['fee']['cost']);
-                    const stringTradeCost = this.numberToString(trade['fee']['cost']);
-                    previousOrder['fee']['cost'] = Precise["default"].stringAdd(stringOrderCost, stringTradeCost);
-                }
-                // update the newUpdates count
-                orders.append(this.safeOrder(previousOrder));
-                client.resolve(orders, messageHash + ':' + symbol);
-                client.resolve(orders, messageHash);
-            }
-        }
-        else {
-            const isCancel = this.safeValue(message, 'is_cancel');
-            if (isCancel) {
-                // get order without symbol
-                for (let i = 0; i < orders.length; i++) {
-                    const currentOrder = orders[i];
-                    if (currentOrder['id'] === message['order_id']) {
-                        orders[i] = this.extend(currentOrder, {
-                            'status': 'canceled',
-                        });
-                        client.resolve(orders, 'orders');
-                        client.resolve(orders, 'orders:' + currentOrder['symbol']);
-                        break;
-                    }
-                }
-            }
-        }
-        return message;
-    }
-    handleOrderSnapshot(client, message) {
-        //
-        // verbose
-        //
-        //    {
-        //        "feed": "open_orders_verbose_snapshot",
-        //        "account": "0f9c23b8-63e2-40e4-9592-6d5aa57c12ba",
-        //        "orders": [
-        //            {
-        //                "instrument": "PI_XBTUSD",
-        //                "time": 1567428848005,
-        //                "last_update_time": 1567428848005,
-        //                "qty": 100.0,
-        //                "filled": 0.0,
-        //                "limit_price": 8500.0,
-        //                "stop_price": 0.0,
-        //                "type": "limit",
-        //                "order_id": "566942c8-a3b5-4184-a451-622b09493129",
-        //                "direction": 0,
-        //                "reduce_only": false
-        //            },
-        //            ...
-        //        ]
-        //    }
-        //
-        // regular
-        //
-        //    {
-        //        "feed": "open_orders_snapshot",
-        //        "account": "e258dba9-4dd4-4da5-bfef-75beb91c098e",
-        //        "orders": [
-        //            {
-        //                "instrument": "PI_XBTUSD",
-        //                "time": 1612275024153,
-        //                "last_update_time": 1612275024153,
-        //                "qty": 1000,
-        //                "filled": 0,
-        //                "limit_price": 34900,
-        //                "stop_price": 13789,
-        //                "type": "stop",
-        //                "order_id": "723ba95f-13b7-418b-8fcf-ab7ba6620555",
-        //                "direction": 1,
-        //                "reduce_only": false,
-        //                "triggerSignal": "last"
-        //            },
-        //            ...
-        //        ]
-        //    }
-        const orders = this.safeValue(message, 'orders', []);
-        const limit = this.safeInteger(this.options, 'ordersLimit');
-        this.orders = new Cache.ArrayCacheBySymbolById(limit);
-        const symbols = {};
-        const cachedOrders = this.orders;
-        for (let i = 0; i < orders.length; i++) {
-            const order = orders[i];
-            const parsed = this.parseWsOrder(order);
-            const symbol = parsed['symbol'];
-            symbols[symbol] = true;
-            cachedOrders.append(parsed);
-        }
-        const length = this.orders.length;
-        if (length > 0) {
-            client.resolve(this.orders, 'orders');
-            const keys = Object.keys(symbols);
-            for (let i = 0; i < keys.length; i++) {
-                const symbol = keys[i];
-                const messageHash = 'orders:' + symbol;
-                client.resolve(this.orders, messageHash);
-            }
-        }
-    }
-    parseWsOrder(order, market = undefined) {
-        //
-        // update
-        //
-        //    {
-        //        "feed": "open_orders_verbose",
-        //        "order": {
-        //            "instrument": "PI_XBTUSD",
-        //            "time": 1567597581495,
-        //            "last_update_time": 1567597581495,
-        //            "qty": 102.0,
-        //            "filled": 0.0,
-        //            "limit_price": 10601.0,
-        //            "stop_price": 0.0,
-        //            "type": "limit",
-        //            "order_id": "fa9806c9-cba9-4661-9f31-8c5fd045a95d",
-        //            "direction": 0,
-        //            "reduce_only": false
-        //        },
-        //        "is_cancel": true,
-        //        "reason": "post_order_failed_because_it_would_be_filled"
-        //    }
-        //
-        // snapshot
-        //
-        //    {
-        //        "instrument": "PI_XBTUSD",
-        //        "time": 1567597581495,
-        //        "last_update_time": 1567597581495,
-        //        "qty": 102.0,
-        //        "filled": 0.0,
-        //        "limit_price": 10601.0,
-        //        "stop_price": 0.0,
-        //        "type": "limit",
-        //        "order_id": "fa9806c9-cba9-4661-9f31-8c5fd045a95d",
-        //        "direction": 0,
-        //        "reduce_only": false
-        //    }
-        //
-        const isCancelled = this.safeValue(order, 'is_cancel');
-        let unparsedOrder = order;
-        let status = undefined;
-        if (isCancelled !== undefined) {
-            unparsedOrder = this.safeValue(order, 'order');
-            if (isCancelled === true) {
-                status = 'cancelled';
-            }
-        }
-        const marketId = this.safeString(unparsedOrder, 'instrument');
-        const timestamp = this.safeString(unparsedOrder, 'time');
-        const direction = this.safeInteger(unparsedOrder, 'direction');
-        return this.safeOrder({
-            'info': order,
-            'symbol': this.safeSymbol(marketId, market),
-            'id': this.safeString(unparsedOrder, 'order_id'),
-            'clientOrderId': undefined,
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'lastTradeTimestamp': undefined,
-            'type': this.safeString(unparsedOrder, 'type'),
-            'timeInForce': undefined,
-            'postOnly': undefined,
-            'side': (direction === 0) ? 'buy' : 'sell',
-            'price': this.safeString(unparsedOrder, 'limit_price'),
-            'stopPrice': this.safeString(unparsedOrder, 'stop_price'),
-            'triggerPrice': this.safeString(unparsedOrder, 'stop_price'),
-            'amount': this.safeString(unparsedOrder, 'qty'),
-            'cost': undefined,
-            'average': undefined,
-            'filled': this.safeString(unparsedOrder, 'filled'),
-            'remaining': undefined,
-            'status': status,
-            'fee': {
-                'rate': undefined,
-                'cost': undefined,
-                'currency': undefined,
-            },
-            'trades': undefined,
-        });
-    }
-    handleTicker(client, message) {
-        //
-        //    {
-        //        "time": 1680811086487,
-        //        "product_id": "PI_XBTUSD",
-        //        "funding_rate": 7.792297e-12,
-        //        "funding_rate_prediction": -4.2671095e-11,
-        //        "relative_funding_rate": 2.18013888889e-7,
-        //        "relative_funding_rate_prediction": -0.0000011974,
-        //        "next_funding_rate_time": 1680811200000,
-        //        "feed": "ticker",
-        //        "bid": 28060,
-        //        "ask": 28070,
-        //        "bid_size": 2844,
-        //        "ask_size": 1902,
-        //        "volume": 19628180,
-        //        "dtm": 0,
-        //        "leverage": "50x",
-        //        "index": 28062.14,
-        //        "premium": 0,
-        //        "last": 28053.5,
-        //        "change": -0.7710945651981715,
-        //        "suspended": false,
-        //        "tag": "perpetual",
-        //        "pair": "XBT:USD",
-        //        "openInterest": 28875946,
-        //        "markPrice": 28064.92082724592,
-        //        "maturityTime": 0,
-        //        "post_only": false,
-        //        "volumeQuote": 19628180
-        //    }
-        //
-        // ticker_lite
-        //
-        //    {
-        //        "feed": "ticker_lite",
-        //        "product_id": "FI_ETHUSD_210625",
-        //        "bid": 1753.45,
-        //        "ask": 1760.35,
-        //        "change": 13.448175559936647,
-        //        "premium": 9.1,
-        //        "volume": 6899673.0,
-        //        "tag": "semiannual",
-        //        "pair": "ETH:USD",
-        //        "dtm": 141,
-        //        "maturityTime": 1624633200000,
-        //        "volumeQuote": 6899673.0
-        //    }
-        //
-        const marketId = this.safeString(message, 'product_id');
-        const feed = this.safeString(message, 'feed');
-        if (marketId !== undefined) {
-            const ticker = this.parseWsTicker(message);
-            const symbol = ticker['symbol'];
-            this.tickers[symbol] = ticker;
-            const messageHash = feed + ':' + symbol;
-            client.resolve(ticker, messageHash);
-        }
-        client.resolve(this.tickers, feed);
-        return message;
-    }
-    parseWsTicker(ticker, market = undefined) {
-        //
-        //    {
-        //        "time": 1680811086487,
-        //        "product_id": "PI_XBTUSD",
-        //        "funding_rate": 7.792297e-12,
-        //        "funding_rate_prediction": -4.2671095e-11,
-        //        "relative_funding_rate": 2.18013888889e-7,
-        //        "relative_funding_rate_prediction": -0.0000011974,
-        //        "next_funding_rate_time": 1680811200000,
-        //        "feed": "ticker",
-        //        "bid": 28060,
-        //        "ask": 28070,
-        //        "bid_size": 2844,
-        //        "ask_size": 1902,
-        //        "volume": 19628180,
-        //        "dtm": 0,
-        //        "leverage": "50x",
-        //        "index": 28062.14,
-        //        "premium": 0,
-        //        "last": 28053.5,
-        //        "change": -0.7710945651981715,
-        //        "suspended": false,
-        //        "tag": "perpetual",
-        //        "pair": "XBT:USD",
-        //        "openInterest": 28875946,
-        //        "markPrice": 28064.92082724592,
-        //        "maturityTime": 0,
-        //        "post_only": false,
-        //        "volumeQuote": 19628180
-        //    }
-        //
-        // ticker_lite
-        //
-        //    {
-        //        "feed": "ticker_lite",
-        //        "product_id": "FI_ETHUSD_210625",
-        //        "bid": 1753.45,
-        //        "ask": 1760.35,
-        //        "change": 13.448175559936647,
-        //        "premium": 9.1,
-        //        "volume": 6899673.0,
-        //        "tag": "semiannual",
-        //        "pair": "ETH:USD",
-        //        "dtm": 141,
-        //        "maturityTime": 1624633200000,
-        //        "volumeQuote": 6899673.0
-        //    }
-        //
-        const marketId = this.safeString(ticker, 'product_id');
-        market = this.safeMarket(marketId, market);
-        const symbol = market['symbol'];
-        const timestamp = this.parse8601(this.safeString(ticker, 'lastTime'));
-        const last = this.safeString(ticker, 'last');
-        return this.safeTicker({
-            'info': ticker,
-            'symbol': symbol,
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'high': undefined,
-            'low': undefined,
-            'bid': this.safeString(ticker, 'bid'),
-            'bidVolume': this.safeString(ticker, 'bid_size'),
-            'ask': this.safeString(ticker, 'ask'),
-            'askVolume': this.safeString(ticker, 'ask_size'),
-            'vwap': undefined,
-            'open': undefined,
-            'close': last,
-            'last': last,
-            'previousClose': undefined,
-            'change': this.safeString(ticker, 'change'),
-            'percentage': undefined,
-            'average': undefined,
-            'baseVolume': this.safeString(ticker, 'volume'),
-            'quoteVolume': this.safeString(ticker, 'volumeQuote'),
-        });
-    }
-    handleOrderBookSnapshot(client, message) {
-        //
-        //    {
-        //        "feed": "book_snapshot",
-        //        "product_id": "PI_XBTUSD",
-        //        "timestamp": 1612269825817,
-        //        "seq": 326072249,
-        //        "tickSize": null,
-        //        "bids": [
-        //            {
-        //                "price": 34892.5,
-        //                "qty": 6385
-        //            },
-        //            {
-        //                "price": 34892,
-        //                "qty": 10924
-        //            },
-        //        ],
-        //        "asks": [
-        //            {
-        //                "price": 34911.5,
-        //                "qty": 20598
-        //            },
-        //            {
-        //                "price": 34912,
-        //                "qty": 2300
-        //            },
-        //        ]
-        //    }
-        //
-        const marketId = this.safeString(message, 'product_id');
-        const market = this.safeMarket(marketId);
-        const symbol = market['symbol'];
-        const messageHash = 'book:' + symbol;
-        const subscription = this.safeValue(client.subscriptions, messageHash, {});
-        const limit = this.safeInteger(subscription, 'limit');
-        const timestamp = this.safeInteger(message, 'timestamp');
-        this.orderbooks[symbol] = this.orderBook({}, limit);
-        const orderbook = this.orderbooks[symbol];
-        const bids = this.safeValue(message, 'bids');
-        const asks = this.safeValue(message, 'asks');
-        for (let i = 0; i < bids.length; i++) {
-            const bid = bids[i];
-            const price = this.safeNumber(bid, 'price');
-            const qty = this.safeNumber(bid, 'qty');
-            orderbook['bids'].store(price, qty);
-        }
-        for (let i = 0; i < asks.length; i++) {
-            const ask = asks[i];
-            const price = this.safeNumber(ask, 'price');
-            const qty = this.safeNumber(ask, 'qty');
-            orderbook['asks'].store(price, qty);
-        }
-        orderbook['timestamp'] = timestamp;
-        orderbook['datetime'] = this.iso8601(timestamp);
-        orderbook['symbol'] = symbol;
-        client.resolve(orderbook, messageHash);
-    }
-    handleOrderBook(client, message) {
-        //
-        //    {
-        //        "feed": "book",
-        //        "product_id": "PI_XBTUSD",
-        //        "side": "sell",
-        //        "seq": 326094134,
-        //        "price": 34981,
-        //        "qty": 0,
-        //        "timestamp": 1612269953629
-        //    }
-        //
-        const marketId = this.safeString(message, 'product_id');
-        const market = this.safeMarket(marketId);
-        const symbol = market['symbol'];
-        const messageHash = 'book:' + symbol;
-        const orderbook = this.orderbooks[symbol];
-        const side = this.safeString(message, 'side');
-        const price = this.safeNumber(message, 'price');
-        const qty = this.safeNumber(message, 'qty');
-        const timestamp = this.safeInteger(message, 'timestamp');
-        if (side === 'sell') {
-            orderbook['asks'].store(price, qty);
-        }
-        else {
-            orderbook['bids'].store(price, qty);
-        }
-        orderbook['timestamp'] = timestamp;
-        orderbook['datetime'] = this.iso8601(timestamp);
-        client.resolve(orderbook, messageHash);
-    }
-    handleBalance(client, message) {
-        //
-        // snapshot
-        //
-        //    {
-        //        "feed": "balances_snapshot",
-        //        "account": "4a012c31-df95-484a-9473-d51e4a0c4ae7",
-        //        "holding": {
-        //            "USDT": 4997.5012493753,
-        //            "XBT": 0.1285407184,
-        //            ...
-        //        },
-        //        "futures": {
-        //            "F-ETH:EUR": {
-        //                "name": "F-ETH:EUR",
-        //                "pair": "ETH/EUR",
-        //                "unit": "EUR",
-        //                "portfolio_value": 0.0,
-        //                "balance": 0.0,
-        //                "maintenance_margin": 0.0,
-        //                "initial_margin": 0.0,
-        //                "available": 0.0,
-        //                "unrealized_funding": 0.0,
-        //                "pnl": 0.0
-        //            },
-        //            ...
-        //        },
-        //        "flex_futures": {
-        //            "currencies": {
-        //                "USDT": {
-        //                    "quantity": 0.0,
-        //                    "value": 0.0,
-        //                    "collateral_value": 0.0,
-        //                    "available": 0.0,
-        //                    "haircut": 0.0,
-        //                    "conversion_spread": 0.0
-        //                },
-        //                ...
-        //            },
-        //            "balance_value":0.0,
-        //            "portfolio_value":0.0,
-        //            "collateral_value":0.0,
-        //            "initial_margin":0.0,
-        //            "initial_margin_without_orders":0.0,
-        //            "maintenance_margin":0.0,
-        //            "pnl":0.0,
-        //            "unrealized_funding":0.0,
-        //            "total_unrealized":0.0,
-        //            "total_unrealized_as_margin":0.0,
-        //            "margin_equity":0.0,
-        //            "available_margin":0.0
-        //            "isolated":{
-        //            },
-        //            "cross":{
-        //                "balance_value":9963.66,
-        //                "portfolio_value":9963.66,
-        //                "collateral_value":9963.66,
-        //                "initial_margin":0.0,
-        //                "initial_margin_without_orders":0.0,
-        //                "maintenance_margin":0.0,
-        //                "pnl":0.0,
-        //                "unrealized_funding":0.0,
-        //                "total_unrealized":0.0,
-        //                "total_unrealized_as_margin":0.0,
-        //                "margin_equity":9963.66,
-        //                "available_margin":9963.66,
-        //                "effective_leverage":0.0
-        //            },
-        //        },
-        //        "timestamp":1640995200000,
-        //        "seq":0
-        //    }
-        //
-        // update
-        //
-        //    Holding Wallet
-        //
-        //    {
-        //        "feed": "balances",
-        //        "account": "7a641082-55c7-4411-a85f-930ec2e09617",
-        //        "holding": {
-        //            "USD": 5000.0
-        //        },
-        //        "futures": {},
-        //        "timestamp": 1640995200000,
-        //        "seq": 83
-        //    }
-        //
-        //    Multi-Collateral
-        //
-        //    {
-        //        "feed": "balances"
-        //        "account": "7a641082-55c7-4411-a85f-930ec2e09617"
-        //        "flex_futures": {
-        //            "currencies": {
-        //                "USDT": {
-        //                    "quantity": 0.0,
-        //                    "value": 0.0,
-        //                    "collateral_value": 0.0,
-        //                    "available": 0.0,
-        //                    "haircut": 0.0,
-        //                    "conversion_spread": 0.0
-        //                },
-        //                ...
-        //            },
-        //            "balance_value": 5000.0,
-        //            "portfolio_value": 5000.0,
-        //            "collateral_value": 5000.0,
-        //            "initial_margin": 0.0,
-        //            "initial_margin_without_orders": 0.0,
-        //            "maintenance_margin": 0.0,
-        //            "pnl": 0.0,
-        //            "unrealized_funding": 0.0,
-        //            "total_unrealized": 0.0,
-        //            "total_unrealized_as_margin": 0.0,
-        //            "margin_equity": 5000.0,
-        //            "available_margin": 5000.0
-        //        },
-        //        "timestamp": 1640995200000,
-        //        "seq": 1
-        //    }
-        //
-        //    Sample Single-Collateral Balance Delta
-        //
-        //    {
-        //        "feed": "balances",
-        //        "account": "7a641082-55c7-4411-a85f-930ec2e09617",
-        //        "holding": {},
-        //        "futures": {
-        //            "F-XBT:USD": {
-        //                "name": "F-XBT:USD",
-        //                "pair": "XBT/USD",
-        //                "unit": "XBT",
-        //                "portfolio_value": 0.1219368845,
-        //                "balance": 0.1219368845,
-        //                "maintenance_margin": 0.0,
-        //                "initial_margin": 0.0,
-        //                "available": 0.1219368845,
-        //                "unrealized_funding": 0.0,
-        //                "pnl": 0.0
-        //            }
-        //        },
-        //        "timestamp": 1640995200000,
-        //        "seq": 2
-        //    }
-        //
-        const holding = this.safeValue(message, 'holding');
-        const futures = this.safeValue(message, 'futures');
-        const flexFutures = this.safeValue(message, 'flex_futures');
-        const messageHash = 'balances';
-        const timestamp = this.safeInteger(message, 'timestamp');
-        if (holding !== undefined) {
-            const holdingKeys = Object.keys(holding); // cashAccount
-            const holdingResult = {
-                'info': message,
-                'timestamp': timestamp,
-                'datetime': this.iso8601(timestamp),
-            };
-            for (let i = 0; i < holdingKeys.length; i++) {
-                const key = holdingKeys[i];
-                const code = this.safeCurrencyCode(key);
-                const newAccount = this.account();
-                newAccount['total'] = this.safeString(holding, key);
-                holdingResult[code] = newAccount;
-            }
-            this.balance['cash'] = holdingResult;
-            this.balance['cash'] = this.safeBalance(this.balance['cash']);
-            client.resolve(holdingResult, messageHash);
-        }
-        if (futures !== undefined) {
-            const futuresKeys = Object.keys(futures); // marginAccount
-            const futuresResult = {
-                'info': message,
-                'timestamp': timestamp,
-                'datetime': this.iso8601(timestamp),
-            };
-            for (let i = 0; i < futuresKeys.length; i++) {
-                const key = futuresKeys[i];
-                const symbol = this.safeSymbol(key);
-                const newAccount = this.account();
-                const future = this.safeValue(futures, key);
-                const currencyId = this.safeString(future, 'unit');
-                const code = this.safeCurrencyCode(currencyId);
-                newAccount['free'] = this.safeString(future, 'available');
-                newAccount['used'] = this.safeString(future, 'initial_margin');
-                newAccount['total'] = this.safeString(future, 'balance');
-                futuresResult[symbol] = {};
-                futuresResult[symbol][code] = newAccount;
-            }
-            this.balance['margin'] = futuresResult;
-            this.balance['margin'] = this.safeBalance(this.balance['margin']);
-            client.resolve(this.balance['margin'], messageHash + 'futures');
-        }
-        if (flexFutures !== undefined) {
-            const flexFutureCurrencies = this.safeValue(flexFutures, 'currencies', {});
-            const flexFuturesKeys = Object.keys(flexFutureCurrencies); // multi-collateral margin account
-            const flexFuturesResult = {
-                'info': message,
-                'timestamp': timestamp,
-                'datetime': this.iso8601(timestamp),
-            };
-            for (let i = 0; i < flexFuturesKeys.length; i++) {
-                const key = flexFuturesKeys[i];
-                const flexFuture = this.safeValue(flexFutureCurrencies, key);
-                const code = this.safeCurrencyCode(key);
-                const newAccount = this.account();
-                newAccount['free'] = this.safeString(flexFuture, 'available');
-                newAccount['used'] = this.safeString(flexFuture, 'collateral_value');
-                newAccount['total'] = this.safeString(flexFuture, 'quantity');
-                flexFuturesResult[code] = newAccount;
-            }
-            this.balance['flex'] = flexFuturesResult;
-            this.balance['flex'] = this.safeBalance(this.balance['flex']);
-            client.resolve(this.balance['flex'], messageHash + 'flex_futures');
-        }
-        client.resolve(this.balance, messageHash);
-    }
-    handleMyTrades(client, message) {
-        //
-        //    {
-        //        "feed": "fills_snapshot",
-        //        "account": "DemoUser",
-        //        "fills": [
-        //            {
-        //                "instrument": "FI_XBTUSD_200925",
-        //                "time": 1600256910739,
-        //                "price": 10937.5,
-        //                "seq": 36,
-        //                "buy": true,
-        //                "qty": 5000.0,
-        //                "order_id": "9e30258b-5a98-4002-968a-5b0e149bcfbf",
-        //                "cli_ord_id": "8b58d9da-fcaf-4f60-91bc-9973a3eba48d", // only on update, not on snapshot
-        //                "fill_id": "cad76f07-814e-4dc6-8478-7867407b6bff",
-        //                "fill_type": "maker",
-        //                "fee_paid": -0.00009142857,
-        //                "fee_currency": "BTC",
-        //                "taker_order_type": "ioc",
-        //                "order_type": "limit"
-        //            },
-        //            ...
-        //        ]
-        //    }
-        //
-        const trades = this.safeValue(message, 'fills', []);
-        let stored = this.myTrades;
-        if (stored === undefined) {
-            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
-            stored = new Cache.ArrayCacheBySymbolById(limit);
-            this.myTrades = stored;
-        }
-        const tradeSymbols = {};
-        for (let i = 0; i < trades.length; i++) {
-            const trade = trades[i];
-            const parsedTrade = this.parseWsMyTrade(trade);
-            tradeSymbols[parsedTrade['symbol']] = true;
-            stored.append(parsedTrade);
-        }
-        const tradeSymbolKeys = Object.keys(tradeSymbols);
-        for (let i = 0; i < tradeSymbolKeys.length; i++) {
-            const symbol = tradeSymbolKeys[i];
-            const messageHash = 'myTrades:' + symbol;
-            client.resolve(stored, messageHash);
-        }
-        client.resolve(stored, 'myTrades');
-    }
-    parseWsMyTrade(trade, market = undefined) {
-        //
-        //    {
-        //        "instrument": "FI_XBTUSD_200925",
-        //        "time": 1600256910739,
-        //        "price": 10937.5,
-        //        "seq": 36,
-        //        "buy": true,
-        //        "qty": 5000.0,
-        //        "order_id": "9e30258b-5a98-4002-968a-5b0e149bcfbf",
-        //        "cli_ord_id": "8b58d9da-fcaf-4f60-91bc-9973a3eba48d", // only on update, not on snapshot
-        //        "fill_id": "cad76f07-814e-4dc6-8478-7867407b6bff",
-        //        "fill_type": "maker",
-        //        "fee_paid": -0.00009142857,
-        //        "fee_currency": "BTC",
-        //        "taker_order_type": "ioc",
-        //        "order_type": "limit"
-        //    }
-        //
-        const timestamp = this.safeInteger(trade, 'time');
-        const marketId = this.safeString(trade, 'instrument');
-        market = this.safeMarket(marketId, market);
-        const isBuy = this.safeValue(trade, 'buy');
-        const feeCurrencyId = this.safeString(trade, 'fee_currency');
-        return this.safeTrade({
-            'info': trade,
-            'id': this.safeString(trade, 'fill_id'),
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'symbol': this.safeString(market, 'symbol'),
-            'order': this.safeString(trade, 'order_id'),
-            'type': this.safeString(trade, 'type'),
-            'side': isBuy ? 'buy' : 'sell',
-            'takerOrMaker': this.safeString(trade, 'fill_type'),
-            'price': this.safeString(trade, 'price'),
-            'amount': this.safeString(trade, 'qty'),
-            'cost': undefined,
-            'fee': {
-                'currency': this.safeCurrencyCode(feeCurrencyId),
-                'cost': this.safeString(trade, 'fee_paid'),
-                'rate': undefined,
-            },
-        });
-    }
-    handleErrorMessage(client, message) {
-        //
-        //    {
-        //        event: 'alert',
-        //        message: 'Failed to subscribe to authenticated feed'
-        //    }
-        //
-        const errMsg = this.safeString(message, 'message');
-        try {
-            throw new errors.ExchangeError(this.id + ' ' + errMsg);
-        }
-        catch (error) {
-            client.reject(error);
-        }
-    }
-    handleMessage(client, message) {
-        const event = this.safeString(message, 'event');
-        if (event === 'challenge') {
-            this.handleAuthenticate(client, message);
-        }
-        else if (event === 'alert') {
-            return this.handleErrorMessage(client, message);
-        }
-        else if (event === 'pong') {
-            client.lastPong = this.milliseconds();
-        }
-        else if (event === undefined) {
-            const feed = this.safeString(message, 'feed');
-            const methods = {
-                'ticker': this.handleTicker,
-                'trade': this.handleTrade,
-                'trade_snapshot': this.handleTrade,
-                // 'heartbeat': this.handleStatus,
-                'ticker_lite': this.handleTicker,
-                'book': this.handleOrderBook,
-                'book_snapshot': this.handleOrderBookSnapshot,
-                'open_orders_verbose': this.handleOrder,
-                'open_orders_verbose_snapshot': this.handleOrderSnapshot,
-                'fills': this.handleMyTrades,
-                'fills_snapshot': this.handleMyTrades,
-                'open_orders': this.handleOrder,
-                'open_orders_snapshot': this.handleOrderSnapshot,
-                'balances': this.handleBalance,
-                'balances_snapshot': this.handleBalance,
-                'open_positions': this.handlePositions,
-            };
-            const method = this.safeValue(methods, feed);
-            if (method !== undefined) {
-                return method.call(this, client, message);
-            }
-        }
-    }
-    handleAuthenticate(client, message) {
-        /**
-         * @ignore
-         * @method
-         * @see https://docs.futures.kraken.com/#websocket-api-websocket-api-introduction-sign-challenge-challenge
-         */
-        //
-        //    {
-        //        "event": "challenge",
-        //        "message": "226aee50-88fc-4618-a42a-34f7709570b2"
-        //    }
-        //
-        const event = this.safeValue(message, 'event');
-        const messageHash = 'challenge';
-        if (event !== 'error') {
-            const challenge = this.safeValue(message, 'message');
-            const hashedChallenge = this.hash(this.encode(challenge), sha256.sha256, 'binary');
-            const base64Secret = this.base64ToBinary(this.secret);
-            const signature = this.hmac(hashedChallenge, base64Secret, sha512.sha512, 'base64');
-            this.options['challenge'] = challenge;
-            this.options['signedChallenge'] = signature;
-            client.resolve(message, messageHash);
-        }
-        else {
-            const error = new errors.AuthenticationError(this.id + ' ' + this.json(message));
-            client.reject(error, messageHash);
-            if (messageHash in client.subscriptions) {
-                delete client.subscriptions[messageHash];
-            }
-        }
-        return message;
-    }
-}
-
-module.exports = krakenfutures;