ccxt 4.3.18 → 4.3.19

package/js/src/pro/woofipro.js

@@ -0,0 +1,1264 @@
+// ----------------------------------------------------------------------------
+
+// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
+// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
+// EDIT THE CORRESPONDENT .ts FILE INSTEAD
+
+// ----------------------------------------------------------------------------
+import woofiproRest from '../woofipro.js';
+import { AuthenticationError, NotSupported } from '../base/errors.js';
+import { ArrayCacheByTimestamp, ArrayCacheBySymbolById, ArrayCache, ArrayCacheBySymbolBySide } from '../base/ws/Cache.js';
+import { Precise } from '../base/Precise.js';
+import { eddsa } from '../base/functions/crypto.js';
+import { ed25519 } from '../static_dependencies/noble-curves/ed25519.js';
+// ----------------------------------------------------------------------------
+export default class woofipro extends woofiproRest {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchBalance': true,
+                'watchMyTrades': true,
+                'watchOHLCV': true,
+                'watchOrderBook': true,
+                'watchOrders': true,
+                'watchTicker': true,
+                'watchTickers': true,
+                'watchTrades': true,
+                'watchPositions': true,
+            },
+            'urls': {
+                'api': {
+                    'ws': {
+                        'public': 'wss://ws-evm.orderly.org/ws/stream',
+                        'private': 'wss://ws-private-evm.orderly.org/v2/ws/private/stream',
+                    },
+                },
+                'test': {
+                    'ws': {
+                        'public': 'wss://testnet-ws-evm.orderly.org/ws/stream',
+                        'private': 'wss://testnet-ws-private-evm.orderly.org/v2/ws/private/stream',
+                    },
+                },
+            },
+            'requiredCredentials': {
+                'apiKey': true,
+                'secret': true,
+                'accountId': true,
+            },
+            'options': {
+                'tradesLimit': 1000,
+                'ordersLimit': 1000,
+                'requestId': {},
+                'watchPositions': {
+                    'fetchPositionsSnapshot': true,
+                    'awaitPositionsSnapshot': true, // whether to wait for the positions snapshot before providing updates
+                },
+            },
+            'streaming': {
+                'ping': this.ping,
+                'keepAlive': 10000,
+            },
+            'exceptions': {
+                'ws': {
+                    'exact': {
+                        'Auth is needed.': AuthenticationError,
+                    },
+                },
+            },
+        });
+    }
+    requestId(url) {
+        const options = this.safeDict(this.options, 'requestId', {});
+        const previousValue = this.safeInteger(options, url, 0);
+        const newValue = this.sum(previousValue, 1);
+        this.options['requestId'][url] = newValue;
+        return newValue;
+    }
+    async watchPublic(messageHash, message) {
+        // the default id
+        let id = 'OqdphuyCtYWxwzhxyLLjOWNdFP7sQt8RPWzmb5xY';
+        if (this.accountId !== undefined) {
+            id = this.accountId;
+        }
+        const url = this.urls['api']['ws']['public'] + '/' + id;
+        const requestId = this.requestId(url);
+        const subscribe = {
+            'id': requestId,
+        };
+        const request = this.extend(subscribe, message);
+        return await this.watch(url, messageHash, request, messageHash, subscribe);
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name woofipro#watchOrderBook
+         * @see https://orderly.network/docs/build-on-evm/evm-api/websocket-api/public/orderbook
+         * @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 name = 'orderbook';
+        const market = this.market(symbol);
+        const topic = market['id'] + '@' + name;
+        const request = {
+            'event': 'subscribe',
+            'topic': topic,
+        };
+        const message = this.extend(request, params);
+        const orderbook = await this.watchPublic(topic, message);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        //
+        //     {
+        //         "topic": "PERP_BTC_USDC@orderbook",
+        //         "ts": 1650121915308,
+        //         "data": {
+        //             "symbol": "PERP_BTC_USDC",
+        //             "bids": [
+        //                 [
+        //                     0.30891,
+        //                     2469.98
+        //                 ]
+        //             ],
+        //             "asks": [
+        //                 [
+        //                     0.31075,
+        //                     2379.63
+        //                 ]
+        //             ]
+        //         }
+        //     }
+        //
+        const data = this.safeDict(message, 'data', {});
+        const marketId = this.safeString(data, 'symbol');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const topic = this.safeString(message, 'topic');
+        if (!(symbol in this.orderbooks)) {
+            this.orderbooks[symbol] = this.orderBook();
+        }
+        const orderbook = this.orderbooks[symbol];
+        const timestamp = this.safeInteger(message, 'ts');
+        const snapshot = this.parseOrderBook(data, symbol, timestamp, 'bids', 'asks');
+        orderbook.reset(snapshot);
+        client.resolve(orderbook, topic);
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name woofipro#watchTicker
+         * @see https://orderly.network/docs/build-on-evm/evm-api/websocket-api/public/24-hour-ticker
+         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+         * @param {string} symbol unified symbol of the market to fetch the ticker for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        await this.loadMarkets();
+        const name = 'ticker';
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const topic = market['id'] + '@' + name;
+        const request = {
+            'event': 'subscribe',
+            'topic': topic,
+        };
+        const message = this.extend(request, params);
+        return await this.watchPublic(topic, message);
+    }
+    parseWsTicker(ticker, market = undefined) {
+        //
+        //     {
+        //         "symbol": "PERP_BTC_USDC",
+        //         "open": 19441.5,
+        //         "close": 20147.07,
+        //         "high": 20761.87,
+        //         "low": 19320.54,
+        //         "volume": 2481.103,
+        //         "amount": 50037935.0286,
+        //         "count": 3689
+        //     }
+        //
+        return this.safeTicker({
+            'symbol': this.safeSymbol(undefined, market),
+            'timestamp': undefined,
+            'datetime': undefined,
+            'high': this.safeString(ticker, 'high'),
+            'low': this.safeString(ticker, 'low'),
+            'bid': undefined,
+            'bidVolume': undefined,
+            'ask': undefined,
+            'askVolume': undefined,
+            'vwap': undefined,
+            'open': this.safeString(ticker, 'open'),
+            'close': this.safeString(ticker, 'close'),
+            'last': undefined,
+            'previousClose': undefined,
+            'change': undefined,
+            'percentage': undefined,
+            'average': undefined,
+            'baseVolume': this.safeString(ticker, 'volume'),
+            'quoteVolume': this.safeString(ticker, 'amount'),
+            'info': ticker,
+        }, market);
+    }
+    handleTicker(client, message) {
+        //
+        //     {
+        //         "topic": "PERP_BTC_USDC@ticker",
+        //         "ts": 1657120017000,
+        //         "data": {
+        //             "symbol": "PERP_BTC_USDC",
+        //             "open": 19441.5,
+        //             "close": 20147.07,
+        //             "high": 20761.87,
+        //             "low": 19320.54,
+        //             "volume": 2481.103,
+        //             "amount": 50037935.0286,
+        //             "count": 3689
+        //         }
+        //     }
+        //
+        const data = this.safeDict(message, 'data', {});
+        const topic = this.safeString(message, 'topic');
+        const marketId = this.safeString(data, 'symbol');
+        const market = this.safeMarket(marketId);
+        const timestamp = this.safeInteger(message, 'ts');
+        data['date'] = timestamp;
+        const ticker = this.parseWsTicker(data, market);
+        ticker['symbol'] = market['symbol'];
+        this.tickers[market['symbol']] = ticker;
+        client.resolve(ticker, topic);
+        return message;
+    }
+    async watchTickers(symbols = undefined, params = {}) {
+        /**
+         * @method
+         * @name woofipro#watchTickers
+         * @see https://orderly.network/docs/build-on-evm/evm-api/websocket-api/public/24-hour-tickers
+         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+         * @param {string[]} symbols unified symbol of the market to fetch the ticker for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const name = 'tickers';
+        const topic = name;
+        const request = {
+            'event': 'subscribe',
+            'topic': topic,
+        };
+        const message = this.extend(request, params);
+        const tickers = await this.watchPublic(topic, message);
+        return this.filterByArray(tickers, 'symbol', symbols);
+    }
+    handleTickers(client, message) {
+        //
+        //     {
+        //         "topic":"tickers",
+        //         "ts":1618820615000,
+        //         "data":[
+        //             {
+        //                 "symbol":"PERP_NEAR_USDC",
+        //                 "open":16.297,
+        //                 "close":17.183,
+        //                 "high":24.707,
+        //                 "low":11.997,
+        //                 "volume":0,
+        //                 "amount":0,
+        //                 "count":0
+        //             },
+        //         ...
+        //         ]
+        //     }
+        //
+        const topic = this.safeString(message, 'topic');
+        const data = this.safeList(message, 'data', []);
+        const timestamp = this.safeInteger(message, 'ts');
+        const result = [];
+        for (let i = 0; i < data.length; i++) {
+            const marketId = this.safeString(data[i], 'symbol');
+            const market = this.safeMarket(marketId);
+            const ticker = this.parseWsTicker(this.extend(data[i], { 'date': timestamp }), market);
+            this.tickers[market['symbol']] = ticker;
+            result.push(ticker);
+        }
+        client.resolve(result, topic);
+    }
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name woofipro#watchOHLCV
+         * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+         * @see https://orderly.network/docs/build-on-evm/evm-api/websocket-api/public/k-line
+         * @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();
+        if ((timeframe !== '1m') && (timeframe !== '5m') && (timeframe !== '15m') && (timeframe !== '30m') && (timeframe !== '1h') && (timeframe !== '1d') && (timeframe !== '1w') && (timeframe !== '1M')) {
+            throw new NotSupported(this.id + ' watchOHLCV timeframe argument must be 1m, 5m, 15m, 30m, 1h, 1d, 1w, 1M');
+        }
+        const market = this.market(symbol);
+        const interval = this.safeString(this.timeframes, timeframe, timeframe);
+        const name = 'kline';
+        const topic = market['id'] + '@' + name + '_' + interval;
+        const request = {
+            'event': 'subscribe',
+            'topic': topic,
+        };
+        const message = this.extend(request, params);
+        const ohlcv = await this.watchPublic(topic, message);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(market['symbol'], limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message) {
+        //
+        //     {
+        //         "topic":"PERP_BTC_USDC@kline_1m",
+        //         "ts":1618822432146,
+        //         "data":{
+        //             "symbol":"PERP_BTC_USDC",
+        //             "type":"1m",
+        //             "open":56948.97,
+        //             "close":56891.76,
+        //             "high":56948.97,
+        //             "low":56889.06,
+        //             "volume":44.00947568,
+        //             "amount":2504584.9,
+        //             "startTime":1618822380000,
+        //             "endTime":1618822440000
+        //         }
+        //     }
+        //
+        const data = this.safeDict(message, 'data', {});
+        const topic = this.safeString(message, 'topic');
+        const marketId = this.safeString(data, 'symbol');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const interval = this.safeString(data, 'type');
+        const timeframe = this.findTimeframe(interval);
+        const parsed = [
+            this.safeInteger(data, 'startTime'),
+            this.safeNumber(data, 'open'),
+            this.safeNumber(data, 'high'),
+            this.safeNumber(data, 'low'),
+            this.safeNumber(data, 'close'),
+            this.safeNumber(data, 'volume'),
+        ];
+        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 ArrayCacheByTimestamp(limit);
+            this.ohlcvs[symbol][timeframe] = stored;
+        }
+        const ohlcvCache = this.ohlcvs[symbol][timeframe];
+        ohlcvCache.append(parsed);
+        client.resolve(ohlcvCache, topic);
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name woofipro#watchTrades
+         * @description watches information on multiple trades made in a market
+         * @see https://orderly.network/docs/build-on-evm/evm-api/websocket-api/public/trade
+         * @param {string} symbol unified market symbol of the market trades were made in
+         * @param {int} [since] the earliest time in ms to fetch trades for
+         * @param {int} [limit] the maximum number of trade structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const topic = market['id'] + '@trade';
+        const request = {
+            'event': 'subscribe',
+            'topic': topic,
+        };
+        const message = this.extend(request, params);
+        const trades = await this.watchPublic(topic, message);
+        if (this.newUpdates) {
+            limit = trades.getLimit(market['symbol'], limit);
+        }
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
+    handleTrade(client, message) {
+        //
+        // {
+        //     "topic":"PERP_ADA_USDC@trade",
+        //     "ts":1618820361552,
+        //     "data":{
+        //         "symbol":"PERP_ADA_USDC",
+        //         "price":1.27988,
+        //         "size":300,
+        //         "side":"BUY",
+        //     }
+        // }
+        //
+        const topic = this.safeString(message, 'topic');
+        const timestamp = this.safeInteger(message, 'ts');
+        const data = this.safeDict(message, 'data', {});
+        const marketId = this.safeString(data, 'symbol');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const trade = this.parseWsTrade(this.extend(data, { 'timestamp': timestamp }), market);
+        if (!(symbol in this.trades)) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            const stored = new ArrayCache(limit);
+            this.trades[symbol] = stored;
+        }
+        const trades = this.trades[symbol];
+        trades.append(trade);
+        this.trades[symbol] = trades;
+        client.resolve(trades, topic);
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        //     {
+        //         "symbol":"PERP_ADA_USDC",
+        //         "timestamp":1618820361552,
+        //         "price":1.27988,
+        //         "size":300,
+        //         "side":"BUY",
+        //     }
+        // private stream
+        //     {
+        //         symbol: 'PERP_XRP_USDC',
+        //         clientOrderId: '',
+        //         orderId: 1167632251,
+        //         type: 'MARKET',
+        //         side: 'BUY',
+        //         quantity: 20,
+        //         price: 0,
+        //         tradeId: '1715179456664012',
+        //         executedPrice: 0.5276,
+        //         executedQuantity: 20,
+        //         fee: 0.006332,
+        //         feeAsset: 'USDC',
+        //         totalExecutedQuantity: 20,
+        //         avgPrice: 0.5276,
+        //         averageExecutedPrice: 0.5276,
+        //         status: 'FILLED',
+        //         reason: '',
+        //         totalFee: 0.006332,
+        //         visible: 0,
+        //         visibleQuantity: 0,
+        //         timestamp: 1715179456660,
+        //         orderTag: 'CCXT',
+        //         createdTime: 1715179456656,
+        //         maker: false
+        //     }
+        //
+        const marketId = this.safeString(trade, 'symbol');
+        market = this.safeMarket(marketId, market);
+        const symbol = market['symbol'];
+        const price = this.safeString2(trade, 'executedPrice', 'price');
+        const amount = this.safeString2(trade, 'executedQuantity', 'size');
+        const cost = Precise.stringMul(price, amount);
+        const side = this.safeStringLower(trade, 'side');
+        const timestamp = this.safeInteger(trade, 'timestamp');
+        let takerOrMaker = undefined;
+        const maker = this.safeBool(trade, 'maker');
+        if (maker !== undefined) {
+            takerOrMaker = maker ? 'maker' : 'taker';
+        }
+        let fee = undefined;
+        const feeValue = this.safeString(trade, 'fee');
+        if (feeValue !== undefined) {
+            fee = {
+                'cost': feeValue,
+                'currency': this.safeCurrencyCode(this.safeString(trade, 'feeAsset')),
+            };
+        }
+        return this.safeTrade({
+            'id': this.safeString(trade, 'tradeId'),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'symbol': symbol,
+            'side': side,
+            'price': price,
+            'amount': amount,
+            'cost': cost,
+            'order': this.safeString(trade, 'orderId'),
+            'takerOrMaker': takerOrMaker,
+            'type': this.safeStringLower(trade, 'type'),
+            'fee': fee,
+            'info': trade,
+        }, market);
+    }
+    handleAuth(client, message) {
+        //
+        //     {
+        //         "event": "auth",
+        //         "success": true,
+        //         "ts": 1657463158812
+        //     }
+        //
+        const messageHash = 'authenticated';
+        const success = this.safeValue(message, 'success');
+        if (success) {
+            // client.resolve (message, messageHash);
+            const future = this.safeValue(client.futures, 'authenticated');
+            future.resolve(true);
+        }
+        else {
+            const error = new AuthenticationError(this.json(message));
+            client.reject(error, messageHash);
+            // allows further authentication attempts
+            if (messageHash in client.subscriptions) {
+                delete client.subscriptions['authenticated'];
+            }
+        }
+    }
+    async authenticate(params = {}) {
+        this.checkRequiredCredentials();
+        const url = this.urls['api']['ws']['private'] + '/' + this.accountId;
+        const client = this.client(url);
+        const messageHash = 'authenticated';
+        const event = 'auth';
+        const future = client.future(messageHash);
+        const authenticated = this.safeValue(client.subscriptions, messageHash);
+        if (authenticated === undefined) {
+            const ts = this.nonce().toString();
+            const auth = ts;
+            let secret = this.secret;
+            if (secret.indexOf('ed25519:') >= 0) {
+                const parts = secret.split('ed25519:');
+                secret = parts[1];
+            }
+            const signature = eddsa(this.encode(auth), this.base58ToBinary(secret), ed25519);
+            const request = {
+                'event': event,
+                'params': {
+                    'orderly_key': this.apiKey,
+                    'sign': signature,
+                    'timestamp': ts,
+                },
+            };
+            const message = this.extend(request, params);
+            this.watch(url, messageHash, message, messageHash);
+        }
+        return await future;
+    }
+    async watchPrivate(messageHash, message, params = {}) {
+        await this.authenticate(params);
+        const url = this.urls['api']['ws']['private'] + '/' + this.accountId;
+        const requestId = this.requestId(url);
+        const subscribe = {
+            'id': requestId,
+        };
+        const request = this.extend(subscribe, message);
+        return await this.watch(url, messageHash, request, messageHash, subscribe);
+    }
+    async watchPrivateMultiple(messageHashes, message, params = {}) {
+        await this.authenticate(params);
+        const url = this.urls['api']['ws']['private'] + '/' + this.accountId;
+        const requestId = this.requestId(url);
+        const subscribe = {
+            'id': requestId,
+        };
+        const request = this.extend(subscribe, message);
+        return await this.watchMultiple(url, messageHashes, request, messageHashes, subscribe);
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name woofipro#watchOrders
+         * @description watches information on multiple orders made by the user
+         * @see https://orderly.network/docs/build-on-evm/evm-api/websocket-api/private/execution-report
+         * @see https://orderly.network/docs/build-on-evm/evm-api/websocket-api/private/algo-execution-report
+         * @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
+         * @param {bool} [params.trigger] true if trigger order
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        const trigger = this.safeBool2(params, 'stop', 'trigger', false);
+        const topic = (trigger) ? 'algoexecutionreport' : 'executionreport';
+        params = this.omit(params, ['stop', 'trigger']);
+        let messageHash = topic;
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            symbol = market['symbol'];
+            messageHash += ':' + symbol;
+        }
+        const request = {
+            'event': 'subscribe',
+            'topic': topic,
+        };
+        const message = this.extend(request, params);
+        const orders = await this.watchPrivate(messageHash, message);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name woofipro#watchMyTrades
+         * @description watches information on multiple trades made by the user
+         * @see https://orderly.network/docs/build-on-evm/evm-api/websocket-api/private/execution-report
+         * @see https://orderly.network/docs/build-on-evm/evm-api/websocket-api/private/algo-execution-report
+         * @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
+         * @param {bool} [params.trigger] true if trigger order
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        const trigger = this.safeBool2(params, 'stop', 'trigger', false);
+        const topic = (trigger) ? 'algoexecutionreport' : 'executionreport';
+        params = this.omit(params, 'stop');
+        let messageHash = 'myTrades';
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            symbol = market['symbol'];
+            messageHash += ':' + symbol;
+        }
+        const request = {
+            'event': 'subscribe',
+            'topic': topic,
+        };
+        const message = this.extend(request, params);
+        const orders = await this.watchPrivate(messageHash, message);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    parseWsOrder(order, market = undefined) {
+        //
+        //     {
+        //         "symbol": "PERP_BTC_USDT",
+        //         "clientOrderId": 0,
+        //         "orderId": 52952826,
+        //         "type": "LIMIT",
+        //         "side": "SELL",
+        //         "quantity": 0.01,
+        //         "price": 22000,
+        //         "tradeId": 0,
+        //         "executedPrice": 0,
+        //         "executedQuantity": 0,
+        //         "fee": 0,
+        //         "feeAsset": "USDT",
+        //         "totalExecutedQuantity": 0,
+        //         "status": "NEW",
+        //         "reason": '',
+        //         "orderTag": "default",
+        //         "totalFee": 0,
+        //         "visible": 0.01,
+        //         "timestamp": 1657515556799,
+        //         "reduceOnly": false,
+        //         "maker": false
+        //     }
+        // algo order
+        //     {
+        //         "symbol":"PERP_MATIC_USDC",
+        //         "rootAlgoOrderId":123,
+        //         "parentAlgoOrderId":123,
+        //         "algoOrderId":123,
+        //         "orderTag":"some tags",
+        //         "algoType": "STOP",
+        //         "clientOrderId":"client_id",
+        //         "type":"LIMIT",
+        //         "side":"BUY",
+        //         "quantity":7029.0,
+        //         "price":0.7699,
+        //         "tradeId":0,
+        //         "triggerTradePrice":0,
+        //         "triggerTime":1234567,
+        //         "triggered": false,
+        //         "activated": false,
+        //         "executedPrice":0.0,
+        //         "executedQuantity":0.0,
+        //         "fee":0.0,
+        //         "feeAsset":"USDC",
+        //         "totalExecutedQuantity":0.0,
+        //         "averageExecutedQuantity":0.0,
+        //         "avgPrice":0,
+        //         "triggerPrice":0.0,
+        //         "triggerPriceType":"STOP",
+        //         "isActivated": false,
+        //         "status":"NEW",
+        //         "rootAlgoStatus": "FILLED",
+        //         "algoStatus": "FILLED",
+        //         "reason":"",
+        //         "totalFee":0.0,
+        //         "visible": 7029.0,
+        //         "visibleQuantity":7029.0,
+        //         "timestamp":1704679472448,
+        //         "maker":false,
+        //         "isMaker":false,
+        //         "createdTime":1704679472448
+        //     }
+        //
+        const orderId = this.safeString(order, 'orderId');
+        const marketId = this.safeString(order, 'symbol');
+        market = this.market(marketId);
+        const symbol = market['symbol'];
+        const timestamp = this.safeInteger(order, 'timestamp');
+        const fee = {
+            'cost': this.safeString(order, 'totalFee'),
+            'currency': this.safeString(order, 'feeAsset'),
+        };
+        let price = this.safeNumber(order, 'price');
+        const avgPrice = this.safeNumber(order, 'avgPrice');
+        if ((price === 0) && (avgPrice !== undefined)) {
+            price = avgPrice;
+        }
+        const amount = this.safeString(order, 'quantity');
+        const side = this.safeStringLower(order, 'side');
+        const type = this.safeStringLower(order, 'type');
+        const filled = this.safeNumber(order, 'totalExecutedQuantity');
+        const totalExecQuantity = this.safeString(order, 'totalExecutedQuantity');
+        let remaining = amount;
+        if (Precise.stringGe(amount, totalExecQuantity)) {
+            remaining = Precise.stringSub(remaining, totalExecQuantity);
+        }
+        const rawStatus = this.safeString(order, 'status');
+        const status = this.parseOrderStatus(rawStatus);
+        const trades = undefined;
+        const clientOrderId = this.safeString(order, 'clientOrderId');
+        const triggerPrice = this.safeNumber(order, 'triggerPrice');
+        return this.safeOrder({
+            'info': order,
+            'symbol': symbol,
+            'id': orderId,
+            'clientOrderId': clientOrderId,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'lastTradeTimestamp': timestamp,
+            'type': type,
+            'timeInForce': undefined,
+            'postOnly': undefined,
+            'side': side,
+            'price': price,
+            'stopPrice': triggerPrice,
+            'triggerPrice': triggerPrice,
+            'amount': amount,
+            'cost': undefined,
+            'average': undefined,
+            'filled': filled,
+            'remaining': remaining,
+            'status': status,
+            'fee': fee,
+            'trades': trades,
+        });
+    }
+    handleOrderUpdate(client, message) {
+        //
+        //     {
+        //         "topic": "executionreport",
+        //         "ts": 1657515556799,
+        //         "data": {
+        //             "symbol": "PERP_BTC_USDT",
+        //             "clientOrderId": 0,
+        //             "orderId": 52952826,
+        //             "type": "LIMIT",
+        //             "side": "SELL",
+        //             "quantity": 0.01,
+        //             "price": 22000,
+        //             "tradeId": 0,
+        //             "executedPrice": 0,
+        //             "executedQuantity": 0,
+        //             "fee": 0,
+        //             "feeAsset": "USDT",
+        //             "totalExecutedQuantity": 0,
+        //             "status": "NEW",
+        //             "reason": '',
+        //             "orderTag": "default",
+        //             "totalFee": 0,
+        //             "visible": 0.01,
+        //             "timestamp": 1657515556799,
+        //             "maker": false
+        //         }
+        //     }
+        //
+        const topic = this.safeString(message, 'topic');
+        const data = this.safeValue(message, 'data');
+        if (Array.isArray(data)) {
+            // algoexecutionreport
+            for (let i = 0; i < data.length; i++) {
+                const order = data[i];
+                const tradeId = this.omitZero(this.safeString(data, 'tradeId'));
+                if (tradeId !== undefined) {
+                    this.handleMyTrade(client, order);
+                }
+                this.handleOrder(client, order, topic);
+            }
+        }
+        else {
+            // executionreport
+            const tradeId = this.omitZero(this.safeString(data, 'tradeId'));
+            if (tradeId !== undefined) {
+                this.handleMyTrade(client, data);
+            }
+            this.handleOrder(client, data, topic);
+        }
+    }
+    handleOrder(client, message, topic) {
+        const parsed = this.parseWsOrder(message);
+        const symbol = this.safeString(parsed, 'symbol');
+        const orderId = this.safeString(parsed, 'id');
+        if (symbol !== undefined) {
+            if (this.orders === undefined) {
+                const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+                this.orders = new ArrayCacheBySymbolById(limit);
+            }
+            const cachedOrders = this.orders;
+            const orders = this.safeDict(cachedOrders.hashmap, symbol, {});
+            const order = this.safeDict(orders, orderId);
+            if (order !== undefined) {
+                const fee = this.safeValue(order, 'fee');
+                if (fee !== undefined) {
+                    parsed['fee'] = fee;
+                }
+                const fees = this.safeList(order, 'fees');
+                if (fees !== undefined) {
+                    parsed['fees'] = fees;
+                }
+                parsed['trades'] = this.safeList(order, 'trades');
+                parsed['timestamp'] = this.safeInteger(order, 'timestamp');
+                parsed['datetime'] = this.safeString(order, 'datetime');
+            }
+            cachedOrders.append(parsed);
+            client.resolve(this.orders, topic);
+            const messageHashSymbol = topic + ':' + symbol;
+            client.resolve(this.orders, messageHashSymbol);
+        }
+    }
+    handleMyTrade(client, message) {
+        //
+        // {
+        //     symbol: 'PERP_XRP_USDC',
+        //     clientOrderId: '',
+        //     orderId: 1167632251,
+        //     type: 'MARKET',
+        //     side: 'BUY',
+        //     quantity: 20,
+        //     price: 0,
+        //     tradeId: '1715179456664012',
+        //     executedPrice: 0.5276,
+        //     executedQuantity: 20,
+        //     fee: 0.006332,
+        //     feeAsset: 'USDC',
+        //     totalExecutedQuantity: 20,
+        //     avgPrice: 0.5276,
+        //     averageExecutedPrice: 0.5276,
+        //     status: 'FILLED',
+        //     reason: '',
+        //     totalFee: 0.006332,
+        //     visible: 0,
+        //     visibleQuantity: 0,
+        //     timestamp: 1715179456660,
+        //     orderTag: 'CCXT',
+        //     createdTime: 1715179456656,
+        //     maker: false
+        // }
+        //
+        const messageHash = 'myTrades';
+        const marketId = this.safeString(message, 'symbol');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const trade = this.parseWsTrade(message, market);
+        let trades = this.myTrades;
+        if (trades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            trades = new ArrayCacheBySymbolById(limit);
+            this.myTrades = trades;
+        }
+        trades.append(trade);
+        client.resolve(trades, messageHash);
+        const symbolSpecificMessageHash = messageHash + ':' + symbol;
+        client.resolve(trades, symbolSpecificMessageHash);
+    }
+    async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name woofipro#watchPositions
+         * @see https://orderly.network/docs/build-on-evm/evm-api/websocket-api/private/position-push
+         * @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();
+        const messageHashes = [];
+        symbols = this.marketSymbols(symbols);
+        if (!this.isEmpty(symbols)) {
+            for (let i = 0; i < symbols.length; i++) {
+                const symbol = symbols[i];
+                messageHashes.push('positions::' + symbol);
+            }
+        }
+        else {
+            messageHashes.push('positions');
+        }
+        const url = this.urls['api']['ws']['private'] + '/' + this.accountId;
+        const client = this.client(url);
+        this.setPositionsCache(client, symbols);
+        const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', true);
+        const awaitPositionsSnapshot = this.safeBool('watchPositions', 'awaitPositionsSnapshot', true);
+        if (fetchPositionsSnapshot && awaitPositionsSnapshot && this.positions === undefined) {
+            const snapshot = await client.future('fetchPositionsSnapshot');
+            return this.filterBySymbolsSinceLimit(snapshot, symbols, since, limit, true);
+        }
+        const request = {
+            'event': 'subscribe',
+            'topic': 'position',
+        };
+        const newPositions = await this.watchPrivateMultiple(messageHashes, request, params);
+        if (this.newUpdates) {
+            return newPositions;
+        }
+        return this.filterBySymbolsSinceLimit(this.positions, symbols, since, limit, true);
+    }
+    setPositionsCache(client, type, symbols = undefined) {
+        const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', false);
+        if (fetchPositionsSnapshot) {
+            const messageHash = 'fetchPositionsSnapshot';
+            if (!(messageHash in client.futures)) {
+                client.future(messageHash);
+                this.spawn(this.loadPositionsSnapshot, client, messageHash);
+            }
+        }
+        else {
+            this.positions = new ArrayCacheBySymbolBySide();
+        }
+    }
+    async loadPositionsSnapshot(client, messageHash) {
+        const positions = await this.fetchPositions();
+        this.positions = new ArrayCacheBySymbolBySide();
+        const cache = this.positions;
+        for (let i = 0; i < positions.length; i++) {
+            const position = positions[i];
+            const contracts = this.safeString(position, 'contracts', '0');
+            if (Precise.stringGt(contracts, '0')) {
+                cache.append(position);
+            }
+        }
+        // don't remove the future from the .futures cache
+        const future = client.futures[messageHash];
+        future.resolve(cache);
+        client.resolve(cache, 'positions');
+    }
+    handlePositions(client, message) {
+        //
+        //    {
+        //        "topic":"position",
+        //        "ts":1705292345255,
+        //        "data":{
+        //           "positions":[
+        //              {
+        //                     "symbol":"PERP_ETH_USDC",
+        //                     "positionQty":3.1408,
+        //                     "costPosition":5706.51952,
+        //                     "lastSumUnitaryFunding":0.804,
+        //                     "sumUnitaryFundingVersion":0,
+        //                     "pendingLongQty":0.0,
+        //                     "pendingShortQty":-1.0,
+        //                     "settlePrice":1816.9,
+        //                     "averageOpenPrice":1804.51490427,
+        //                     "unsettledPnl":-2.79856,
+        //                     "pnl24H":-338.90179488,
+        //                     "fee24H":4.242423,
+        //                     "markPrice":1816.2,
+        //                     "estLiqPrice":0.0,
+        //                     "version":179967,
+        //                     "imrwithOrders":0.1,
+        //                     "mmrwithOrders":0.05,
+        //                     "mmr":0.05,
+        //                     "imr":0.1,
+        //                     "timestamp":1685154032762
+        //              }
+        //           ]
+        //        }
+        //    }
+        //
+        const data = this.safeDict(message, 'data', {});
+        const rawPositions = this.safeList(data, 'positions', []);
+        if (this.positions === undefined) {
+            this.positions = new ArrayCacheBySymbolBySide();
+        }
+        const cache = this.positions;
+        const newPositions = [];
+        for (let i = 0; i < rawPositions.length; i++) {
+            const rawPosition = rawPositions[i];
+            const marketId = this.safeString(rawPosition, 'symbol');
+            const market = this.safeMarket(marketId);
+            const position = this.parseWsPosition(rawPosition, market);
+            newPositions.push(position);
+            cache.append(position);
+            const messageHash = 'positions::' + market['symbol'];
+            client.resolve(position, messageHash);
+        }
+        client.resolve(newPositions, 'positions');
+    }
+    parseWsPosition(position, market = undefined) {
+        //
+        //     {
+        //         "symbol":"PERP_ETH_USDC",
+        //         "positionQty":3.1408,
+        //         "costPosition":5706.51952,
+        //         "lastSumUnitaryFunding":0.804,
+        //         "sumUnitaryFundingVersion":0,
+        //         "pendingLongQty":0.0,
+        //         "pendingShortQty":-1.0,
+        //         "settlePrice":1816.9,
+        //         "averageOpenPrice":1804.51490427,
+        //         "unsettledPnl":-2.79856,
+        //         "pnl24H":-338.90179488,
+        //         "fee24H":4.242423,
+        //         "markPrice":1816.2,
+        //         "estLiqPrice":0.0,
+        //         "version":179967,
+        //         "imrwithOrders":0.1,
+        //         "mmrwithOrders":0.05,
+        //         "mmr":0.05,
+        //         "imr":0.1,
+        //         "timestamp":1685154032762
+        //     }
+        //
+        const contract = this.safeString(position, 'symbol');
+        market = this.safeMarket(contract, market);
+        let size = this.safeString(position, 'positionQty');
+        let side = undefined;
+        if (Precise.stringGt(size, '0')) {
+            side = 'long';
+        }
+        else {
+            side = 'short';
+        }
+        const contractSize = this.safeString(market, 'contractSize');
+        const markPrice = this.safeString(position, 'markPrice');
+        const timestamp = this.safeInteger(position, 'timestamp');
+        const entryPrice = this.safeString(position, 'averageOpenPrice');
+        const unrealisedPnl = this.safeString(position, 'unsettledPnl');
+        size = Precise.stringAbs(size);
+        const notional = Precise.stringMul(size, markPrice);
+        return this.safePosition({
+            'info': position,
+            'id': undefined,
+            'symbol': this.safeString(market, 'symbol'),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'lastUpdateTimestamp': undefined,
+            'initialMargin': undefined,
+            'initialMarginPercentage': undefined,
+            'maintenanceMargin': undefined,
+            'maintenanceMarginPercentage': undefined,
+            'entryPrice': this.parseNumber(entryPrice),
+            'notional': this.parseNumber(notional),
+            'leverage': undefined,
+            'unrealizedPnl': this.parseNumber(unrealisedPnl),
+            'contracts': this.parseNumber(size),
+            'contractSize': this.parseNumber(contractSize),
+            'marginRatio': undefined,
+            'liquidationPrice': this.safeNumber(position, 'estLiqPrice'),
+            'markPrice': this.parseNumber(markPrice),
+            'lastPrice': undefined,
+            'collateral': undefined,
+            'marginMode': 'cross',
+            'marginType': undefined,
+            'side': side,
+            'percentage': undefined,
+            'hedged': undefined,
+            'stopLossPrice': undefined,
+            'takeProfitPrice': undefined,
+        });
+    }
+    async watchBalance(params = {}) {
+        /**
+         * @method
+         * @name woofipro#watchBalance
+         * @description watch balance and get the amount of funds available for trading or funds locked in orders
+         * @see https://orderly.network/docs/build-on-evm/evm-api/websocket-api/private/balance
+         * @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 topic = 'balance';
+        const messageHash = topic;
+        const request = {
+            'event': 'subscribe',
+            'topic': topic,
+        };
+        const message = this.extend(request, params);
+        return await this.watchPrivate(messageHash, message);
+    }
+    handleBalance(client, message) {
+        //
+        //     {
+        //         "topic":"balance",
+        //         "ts":1651836695254,
+        //         "data":{
+        //             "balances":{
+        //                 "USDC":{
+        //                     "holding":5555815.47398272,
+        //                     "frozen":0,
+        //                     "interest":0,
+        //                     "pendingShortQty":0,
+        //                     "pendingExposure":0,
+        //                     "pendingLongQty":0,
+        //                     "pendingLongExposure":0,
+        //                     "version":894,
+        //                     "staked":51370692,
+        //                     "unbonding":0,
+        //                     "vault":0,
+        //                     "averageOpenPrice":0.00000574,
+        //                     "pnl24H":0,
+        //                     "fee24H":0.01914,
+        //                     "markPrice":0.31885
+        //                 }
+        //             }
+        //         }
+        //     }
+        //
+        const data = this.safeDict(message, 'data', {});
+        const balances = this.safeDict(data, 'balances', {});
+        const keys = Object.keys(balances);
+        const ts = this.safeInteger(message, 'ts');
+        this.balance['info'] = data;
+        this.balance['timestamp'] = ts;
+        this.balance['datetime'] = this.iso8601(ts);
+        for (let i = 0; i < keys.length; i++) {
+            const key = keys[i];
+            const value = balances[key];
+            const code = this.safeCurrencyCode(key);
+            const account = (code in this.balance) ? this.balance[code] : this.account();
+            const total = this.safeString(value, 'holding');
+            const used = this.safeString(value, 'frozen');
+            account['total'] = total;
+            account['used'] = used;
+            account['free'] = Precise.stringSub(total, used);
+            this.balance[code] = account;
+        }
+        this.balance = this.safeBalance(this.balance);
+        client.resolve(this.balance, 'balance');
+    }
+    handleErrorMessage(client, message) {
+        //
+        // {"id":"1","event":"subscribe","success":false,"ts":1710780997216,"errorMsg":"Auth is needed."}
+        //
+        if (!('success' in message)) {
+            return false;
+        }
+        const success = this.safeBool(message, 'success');
+        if (success) {
+            return false;
+        }
+        const errorMessage = this.safeString(message, 'errorMsg');
+        try {
+            if (errorMessage !== undefined) {
+                const feedback = this.id + ' ' + this.json(message);
+                this.throwExactlyMatchedException(this.exceptions['exact'], errorMessage, feedback);
+            }
+            return false;
+        }
+        catch (error) {
+            if (error instanceof AuthenticationError) {
+                const messageHash = 'authenticated';
+                client.reject(error, messageHash);
+                if (messageHash in client.subscriptions) {
+                    delete client.subscriptions[messageHash];
+                }
+            }
+            else {
+                client.reject(error);
+            }
+            return true;
+        }
+    }
+    handleMessage(client, message) {
+        if (this.handleErrorMessage(client, message)) {
+            return;
+        }
+        const methods = {
+            'ping': this.handlePing,
+            'pong': this.handlePong,
+            'subscribe': this.handleSubscribe,
+            'orderbook': this.handleOrderBook,
+            'ticker': this.handleTicker,
+            'tickers': this.handleTickers,
+            'kline': this.handleOHLCV,
+            'trade': this.handleTrade,
+            'auth': this.handleAuth,
+            'executionreport': this.handleOrderUpdate,
+            'algoexecutionreport': this.handleOrderUpdate,
+            'position': this.handlePositions,
+            'balance': this.handleBalance,
+        };
+        const event = this.safeString(message, 'event');
+        let method = this.safeValue(methods, event);
+        if (method !== undefined) {
+            method.call(this, client, message);
+            return;
+        }
+        const topic = this.safeString(message, 'topic');
+        if (topic !== undefined) {
+            method = this.safeValue(methods, topic);
+            if (method !== undefined) {
+                method.call(this, client, message);
+                return;
+            }
+            const splitTopic = topic.split('@');
+            const splitLength = splitTopic.length;
+            if (splitLength === 2) {
+                const name = this.safeString(splitTopic, 1);
+                method = this.safeValue(methods, name);
+                if (method !== undefined) {
+                    method.call(this, client, message);
+                    return;
+                }
+                const splitName = name.split('_');
+                const splitNameLength = splitTopic.length;
+                if (splitNameLength === 2) {
+                    method = this.safeValue(methods, this.safeString(splitName, 0));
+                    if (method !== undefined) {
+                        method.call(this, client, message);
+                    }
+                }
+            }
+        }
+    }
+    ping(client) {
+        return { 'event': 'ping' };
+    }
+    handlePing(client, message) {
+        return { 'event': 'pong' };
+    }
+    handlePong(client, message) {
+        //
+        // { event: "pong", ts: 1614667590000 }
+        //
+        client.lastPong = this.milliseconds();
+        return message;
+    }
+    handleSubscribe(client, message) {
+        //
+        //     {
+        //         "id": "666888",
+        //         "event": "subscribe",
+        //         "success": true,
+        //         "ts": 1657117712212
+        //     }
+        //
+        return message;
+    }
+}