ccxt 4.3.28 → 4.3.29

package/dist/ccxt.browser.min.js.LICENSE.txt

@@ -0,0 +1,12 @@
+/*!
+Copyright (c) 2011, Yahoo! Inc. All rights reserved.
+Code licensed under the BSD License:
+http://developer.yahoo.com/yui/license.html
+version: 2.9.0
+*/
+
+/*! noble-curves - MIT License (c) 2022 Paul Miller (paulmillr.com) */
+
+/*! noble-hashes - MIT License (c) 2022 Paul Miller (paulmillr.com) */
+
+/*! scure-base - MIT License (c) 2022 Paul Miller (paulmillr.com) */

package/dist/cjs/ccxt.js

@@ -185,7 +185,7 @@ var woofipro$1 = require('./src/pro/woofipro.js');
 
 //-----------------------------------------------------------------------------
 // this is updated by vss.js when building
-const version = '4.3.28';
+const version = '4.3.29';
 Exchange["default"].ccxtVersion = version;
 const exchanges = {
     'ace': ace,

package/dist/cjs/src/base/ws/OrderBookSide.js

@@ -99,8 +99,8 @@ class OrderBookSide extends Array {
 // or deletes price levels based on order counts (3rd value in a bidask delta)
 // this class stores vector arrays of values indexed by price
 class CountedOrderBookSide extends OrderBookSide {
-    store(price, size, count) {
-        this.storeArray([price, size, count]);
+    store(price, size) {
+        throw new Error('CountedOrderBookSide.store() is not supported, use storeArray([price, size, count]) instead');
     }
     storeArray(delta) {
         const price = delta[0];
@@ -164,8 +164,8 @@ class IndexedOrderBookSide extends Array {
             this.storeArray(deltas[i].slice()); // slice is muy importante
         }
     }
-    store(price, size, id) {
-        this.storeArray([price, size, id]);
+    store(price, size) {
+        throw new Error('IndexedOrderBook.store() is not supported, use storeArray([price, size, id]) instead');
     }
     storeArray(delta) {
         const price = delta[0];

package/dist/cjs/src/bingx.js

@@ -18,8 +18,7 @@ class bingx extends bingx$1 {
             'id': 'bingx',
             'name': 'BingX',
             'countries': ['US'],
-            // cheapest is 60 requests a minute = 1 requests per second on average => ( 1000ms / 1) = 1000 ms between requests on average
-            'rateLimit': 1000,
+            'rateLimit': 100,
             'version': 'v1',
             'certified': true,
             'pro': true,
@@ -132,44 +131,54 @@ class bingx extends bingx$1 {
                     'v1': {
                         'public': {
                             'get': {
-                                'server/time': 3,
-                                'common/symbols': 3,
-                                'market/trades': 3,
-                                'market/depth': 3,
-                                'market/kline': 3,
+                                'server/time': 1,
+                                'common/symbols': 1,
+                                'market/trades': 1,
+                                'market/depth': 1,
+                                'market/kline': 1,
                                 'ticker/24hr': 1,
+                                'ticker/price': 1,
+                                'ticker/bookTicker': 1,
                             },
                         },
                         'private': {
                             'get': {
-                                'trade/query': 3,
-                                'trade/openOrders': 3,
-                                'trade/historyOrders': 3,
-                                'trade/myTrades': 3,
-                                'user/commissionRate': 3,
-                                'account/balance': 3,
+                                'trade/query': 1,
+                                'trade/openOrders': 1,
+                                'trade/historyOrders': 1,
+                                'trade/myTrades': 2,
+                                'user/commissionRate': 5,
+                                'account/balance': 2,
                             },
                             'post': {
-                                'trade/order': 3,
-                                'trade/cancel': 3,
-                                'trade/batchOrders': 3,
-                                'trade/order/cancelReplace': 3,
-                                'trade/cancelOrders': 3,
-                                'trade/cancelOpenOrders': 3,
-                                'trade/cancelAllAfter': 1,
+                                'trade/order': 2,
+                                'trade/cancel': 2,
+                                'trade/batchOrders': 5,
+                                'trade/order/cancelReplace': 5,
+                                'trade/cancelOrders': 5,
+                                'trade/cancelOpenOrders': 5,
+                                'trade/cancelAllAfter': 5,
+                            },
+                        },
+                    },
+                    'v2': {
+                        'public': {
+                            'get': {
+                                'market/depth': 1,
+                                'market/kline': 1,
                             },
                         },
                     },
                     'v3': {
                         'private': {
                             'get': {
-                                'get/asset/transfer': 3,
-                                'asset/transfer': 3,
-                                'capital/deposit/hisrec': 3,
-                                'capital/withdraw/history': 3,
+                                'get/asset/transfer': 1,
+                                'asset/transfer': 1,
+                                'capital/deposit/hisrec': 1,
+                                'capital/withdraw/history': 1,
                             },
                             'post': {
-                                'post/asset/transfer': 3,
+                                'post/asset/transfer': 5,
                             },
                         },
                     },
@@ -179,26 +188,27 @@ class bingx extends bingx$1 {
                         'public': {
                             'get': {
                                 'ticker/price': 1,
+                                'market/historicalTrades': 1,
                             },
                         },
                         'private': {
                             'get': {
-                                'positionSide/dual': 1,
+                                'positionSide/dual': 5,
                                 'market/markPriceKlines': 1,
-                                'trade/batchCancelReplace': 1,
-                                'trade/fullOrder': 1,
+                                'trade/batchCancelReplace': 5,
+                                'trade/fullOrder': 2,
                             },
                             'post': {
-                                'trade/cancelReplace': 1,
-                                'positionSide/dual': 1,
-                                'trade/closePosition': 1,
+                                'trade/cancelReplace': 2,
+                                'positionSide/dual': 5,
+                                'trade/closePosition': 2,
                             },
                         },
                     },
                     'v2': {
                         'public': {
                             'get': {
-                                'server/time': 3,
+                                'server/time': 1,
                                 'quote/contracts': 1,
                                 'quote/price': 1,
                                 'quote/depth': 1,
@@ -213,35 +223,35 @@ class bingx extends bingx$1 {
                         },
                         'private': {
                             'get': {
-                                'user/balance': 3,
-                                'user/positions': 3,
-                                'user/income': 3,
-                                'trade/openOrders': 3,
-                                'trade/openOrder': 3,
-                                'trade/order': 3,
-                                'trade/marginType': 3,
-                                'trade/leverage': 3,
-                                'trade/forceOrders': 3,
-                                'trade/allOrders': 3,
-                                'trade/allFillOrders': 3,
-                                'user/income/export': 3,
-                                'user/commissionRate': 3,
-                                'quote/bookTicker': 3,
+                                'user/balance': 2,
+                                'user/positions': 2,
+                                'user/income': 2,
+                                'trade/openOrders': 2,
+                                'trade/openOrder': 2,
+                                'trade/order': 2,
+                                'trade/marginType': 5,
+                                'trade/leverage': 2,
+                                'trade/forceOrders': 1,
+                                'trade/allOrders': 2,
+                                'trade/allFillOrders': 2,
+                                'user/income/export': 2,
+                                'user/commissionRate': 2,
+                                'quote/bookTicker': 1,
                             },
                             'post': {
-                                'trade/order': 3,
-                                'trade/batchOrders': 3,
-                                'trade/closeAllPositions': 3,
-                                'trade/cancelAllAfter': 3,
-                                'trade/marginType': 3,
-                                'trade/leverage': 3,
-                                'trade/positionMargin': 3,
-                                'trade/order/test': 3,
+                                'trade/order': 2,
+                                'trade/batchOrders': 2,
+                                'trade/closeAllPositions': 2,
+                                'trade/cancelAllAfter': 5,
+                                'trade/marginType': 5,
+                                'trade/leverage': 5,
+                                'trade/positionMargin': 5,
+                                'trade/order/test': 2,
                             },
                             'delete': {
-                                'trade/order': 3,
-                                'trade/batchOrders': 3,
-                                'trade/allOpenOrders': 3,
+                                'trade/order': 2,
+                                'trade/batchOrders': 2,
+                                'trade/allOpenOrders': 2,
                             },
                         },
                     },
@@ -257,9 +267,9 @@ class bingx extends bingx$1 {
                     'v1': {
                         'private': {
                             'get': {
-                                'allPosition': 3,
-                                'allOrders': 3,
-                                'balance': 3,
+                                'allPosition': 2,
+                                'allOrders': 2,
+                                'balance': 2,
                             },
                         },
                     },
@@ -268,18 +278,19 @@ class bingx extends bingx$1 {
                     'v1': {
                         'private': {
                             'get': {
-                                'capital/config/getall': 3,
-                                'capital/deposit/address': 1,
+                                'capital/config/getall': 5,
+                                'capital/deposit/address': 5,
                                 'capital/innerTransfer/records': 1,
-                                'capital/subAccount/deposit/address': 1,
-                                'capital/deposit/subHisrec': 1,
+                                'capital/subAccount/deposit/address': 5,
+                                'capital/deposit/subHisrec': 2,
                                 'capital/subAccount/innerTransfer/records': 1,
+                                'capital/deposit/riskRecords': 5,
                             },
                             'post': {
-                                'capital/withdraw/apply': 3,
-                                'capital/innerTransfer/apply': 3,
-                                'capital/subAccountInnerTransfer/apply': 3,
-                                'capital/deposit/createSubAddress': 1,
+                                'capital/withdraw/apply': 5,
+                                'capital/innerTransfer/apply': 5,
+                                'capital/subAccountInnerTransfer/apply': 2,
+                                'capital/deposit/createSubAddress': 2,
                             },
                         },
                     },
@@ -288,15 +299,15 @@ class bingx extends bingx$1 {
                     'v1': {
                         'private': {
                             'get': {
-                                'list': 3,
-                                'assets': 3,
+                                'list': 10,
+                                'assets': 2,
                             },
                             'post': {
-                                'create': 3,
-                                'apiKey/create': 3,
-                                'apiKey/edit': 3,
-                                'apiKey/del': 3,
-                                'updateStatus': 3,
+                                'create': 10,
+                                'apiKey/create': 2,
+                                'apiKey/edit': 2,
+                                'apiKey/del': 2,
+                                'updateStatus': 10,
                             },
                         },
                     },
@@ -306,10 +317,10 @@ class bingx extends bingx$1 {
                         'private': {
                             'get': {
                                 'uid': 1,
-                                'apiKey/query': 1,
+                                'apiKey/query': 2,
                             },
                             'post': {
-                                'innerTransfer/authorizeSubAccount': 3,
+                                'innerTransfer/authorizeSubAccount': 1,
                             },
                         },
                     },
@@ -318,10 +329,13 @@ class bingx extends bingx$1 {
                     'auth': {
                         'private': {
                             'post': {
-                                'userDataStream': 1,
+                                'userDataStream': 2,
                             },
                             'put': {
-                                'userDataStream': 1,
+                                'userDataStream': 2,
+                            },
+                            'delete': {
+                                'userDataStream': 2,
                             },
                         },
                     },
@@ -330,12 +344,12 @@ class bingx extends bingx$1 {
                     'v1': {
                         'private': {
                             'get': {
-                                'swap/trace/currentTrack': 1,
+                                'swap/trace/currentTrack': 2,
                             },
                             'post': {
-                                'swap/trace/closeTrackOrder': 1,
-                                'swap/trace/setTPSL': 1,
-                                'spot/trader/sellOrder': 1,
+                                'swap/trace/closeTrackOrder': 2,
+                                'swap/trace/setTPSL': 2,
+                                'spot/trader/sellOrder': 10,
                             },
                         },
                     },

package/dist/cjs/src/bitmart.js

@@ -40,6 +40,7 @@ class bitmart extends bitmart$1 {
                 'createMarketOrderWithCost': false,
                 'createMarketSellOrderWithCost': false,
                 'createOrder': true,
+                'createOrders': true,
                 'createPostOnlyOrder': true,
                 'createStopLimitOrder': false,
                 'createStopMarketOrder': false,
@@ -224,6 +225,7 @@ class bitmart extends bitmart$1 {
                         'spot/v4/query/trades': 5,
                         'spot/v4/query/order-trades': 5,
                         'spot/v4/cancel_orders': 3,
+                        'spot/v4/batch_orders': 3,
                         // newer endpoint
                         'spot/v3/cancel_order': 1,
                         'spot/v2/batch_orders': 1,
@@ -2391,6 +2393,76 @@ class bitmart extends bitmart$1 {
         order['price'] = price;
         return order;
     }
+    async createOrders(orders, params = {}) {
+        /**
+         * @method
+         * @name bitmart#createOrders
+         * @description create a list of trade orders
+         * @see https://developer-pro.bitmart.com/en/spot/#new-batch-order-v4-signed
+         * @param {Array} orders list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
+         * @param {object} [params]  extra parameters specific to the exchange API endpoint
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        const ordersRequests = [];
+        let symbol = undefined;
+        let market = undefined;
+        for (let i = 0; i < orders.length; i++) {
+            const rawOrder = orders[i];
+            const marketId = this.safeString(rawOrder, 'symbol');
+            market = this.market(marketId);
+            if (!market['spot']) {
+                throw new errors.NotSupported(this.id + ' createOrders() supports spot orders only');
+            }
+            if (symbol === undefined) {
+                symbol = marketId;
+            }
+            else {
+                if (symbol !== marketId) {
+                    throw new errors.BadRequest(this.id + ' createOrders() requires all orders to have the same symbol');
+                }
+            }
+            const type = this.safeString(rawOrder, 'type');
+            const side = this.safeString(rawOrder, 'side');
+            const amount = this.safeValue(rawOrder, 'amount');
+            const price = this.safeValue(rawOrder, 'price');
+            const orderParams = this.safeDict(rawOrder, 'params', {});
+            let orderRequest = this.createSpotOrderRequest(marketId, type, side, amount, price, orderParams);
+            orderRequest = this.omit(orderRequest, ['symbol']); // not needed because it goes in the outter object
+            ordersRequests.push(orderRequest);
+        }
+        const request = {
+            'symbol': market['id'],
+            'orderParams': ordersRequests,
+        };
+        const response = await this.privatePostSpotV4BatchOrders(request);
+        //
+        // {
+        //     "message": "OK",
+        //     "code": 1000,
+        //     "trace": "5fc697fb817a4b5396284786a9b2609a.263.17022620476480263",
+        //     "data": {
+        //       "code": 0,
+        //       "msg": "success",
+        //       "data": {
+        //         "orderIds": [
+        //           "212751308355553320"
+        //         ]
+        //       }
+        //     }
+        // }
+        //
+        const data = this.safeDict(response, 'data', {});
+        const innderData = this.safeDict(data, 'data', {});
+        const orderIds = this.safeList(innderData, 'orderIds', []);
+        const parsedOrders = [];
+        for (let i = 0; i < orderIds.length; i++) {
+            const orderId = orderIds[i];
+            const order = this.safeOrder({ 'id': orderId }, market);
+            parsedOrders.push(order);
+        }
+        return parsedOrders;
+    }
     createSwapOrderRequest(symbol, type, side, amount, price = undefined, params = {}) {
         /**
          * @method

package/dist/cjs/src/kucoin.js

@@ -427,6 +427,7 @@ class kucoin extends kucoin$1 {
                     'The withdrawal amount is below the minimum requirement.': errors.ExchangeError,
                     'Unsuccessful! Exceeded the max. funds out-transfer limit': errors.InsufficientFunds,
                     'The amount increment is invalid.': errors.BadRequest,
+                    'The quantity is below the minimum requirement.': errors.InvalidOrder,
                     '400': errors.BadRequest,
                     '401': errors.AuthenticationError,
                     '403': errors.NotSupported,

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

@@ -325,7 +325,7 @@ class bitfinex extends bitfinex$1 {
                     const size = (delta2Value < 0) ? -delta2Value : delta2Value;
                     const side = (delta2Value < 0) ? 'asks' : 'bids';
                     const bookside = orderbook[side];
-                    bookside.store(price, size, id);
+                    bookside.storeArray([price, size, id]);
                 }
             }
             else {
@@ -336,7 +336,7 @@ class bitfinex extends bitfinex$1 {
                     const size = (delta2 < 0) ? -delta2 : delta2;
                     const side = (delta2 < 0) ? 'asks' : 'bids';
                     const countedBookSide = orderbook[side];
-                    countedBookSide.store(delta[0], size, delta[1]);
+                    countedBookSide.storeArray([delta[0], size, delta[1]]);
                 }
             }
             client.resolve(orderbook, messageHash);
@@ -352,14 +352,14 @@ class bitfinex extends bitfinex$1 {
                 const bookside = orderbook[side];
                 // price = 0 means that you have to remove the order from your book
                 const amount = Precise["default"].stringGt(price, '0') ? size : '0';
-                bookside.store(this.parseNumber(price), this.parseNumber(amount), id);
+                bookside.storeArray([this.parseNumber(price), this.parseNumber(amount), id]);
             }
             else {
                 const message3Value = message[3];
                 const size = (message3Value < 0) ? -message3Value : message3Value;
                 const side = (message3Value < 0) ? 'asks' : 'bids';
                 const countedBookSide = orderbook[side];
-                countedBookSide.store(message[1], size, message[2]);
+                countedBookSide.storeArray([message[1], size, message[2]]);
             }
             client.resolve(orderbook, messageHash);
         }

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

@@ -630,7 +630,7 @@ class bitfinex2 extends bitfinex2$1 {
                 // price = 0 means that you have to remove the order from your book
                 const amount = Precise["default"].stringGt(price, '0') ? size : '0';
                 const idString = this.safeString(deltas, 0);
-                bookside.store(this.parseNumber(price), this.parseNumber(amount), idString);
+                bookside.storeArray([this.parseNumber(price), this.parseNumber(amount), idString]);
             }
             else {
                 const amount = this.safeString(deltas, 2);
@@ -639,7 +639,7 @@ class bitfinex2 extends bitfinex2$1 {
                 const size = Precise["default"].stringLt(amount, '0') ? Precise["default"].stringNeg(amount) : amount;
                 const side = Precise["default"].stringLt(amount, '0') ? 'asks' : 'bids';
                 const bookside = orderbookItem[side];
-                bookside.store(this.parseNumber(price), this.parseNumber(size), this.parseNumber(counter));
+                bookside.storeArray([this.parseNumber(price), this.parseNumber(size), this.parseNumber(counter)]);
             }
             client.resolve(orderbook, messageHash);
         }

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

@@ -1430,7 +1430,7 @@ class bitmex extends bitmex$1 {
         const data = this.safeValue(message, 'data', []);
         // if it's an initial snapshot
         if (action === 'partial') {
-            const filter = this.safeValue(message, 'filter', {});
+            const filter = this.safeDict(message, 'filter', {});
             const marketId = this.safeValue(filter, 'symbol');
             const market = this.safeMarket(marketId);
             const symbol = market['symbol'];
@@ -1452,7 +1452,7 @@ class bitmex extends bitmex$1 {
                 let side = this.safeString(data[i], 'side');
                 side = (side === 'Buy') ? 'bids' : 'asks';
                 const bookside = orderbook[side];
-                bookside.store(price, size, id);
+                bookside.storeArray([price, size, id]);
                 const datetime = this.safeString(data[i], 'timestamp');
                 orderbook['timestamp'] = this.parse8601(datetime);
                 orderbook['datetime'] = datetime;
@@ -1477,7 +1477,7 @@ class bitmex extends bitmex$1 {
                 let side = this.safeString(data[i], 'side');
                 side = (side === 'Buy') ? 'bids' : 'asks';
                 const bookside = orderbook[side];
-                bookside.store(price, size, id);
+                bookside.storeArray([price, size, id]);
                 const datetime = this.safeString(data[i], 'timestamp');
                 orderbook['timestamp'] = this.parse8601(datetime);
                 orderbook['datetime'] = datetime;

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

@@ -695,8 +695,8 @@ class blockchaincom extends blockchaincom$1 {
             orderbook.reset(snapshot);
         }
         else if (event === 'updated') {
-            const asks = this.safeValue(message, 'asks', []);
-            const bids = this.safeValue(message, 'bids', []);
+            const asks = this.safeList(message, 'asks', []);
+            const bids = this.safeList(message, 'bids', []);
             this.handleDeltas(orderbook['asks'], asks);
             this.handleDeltas(orderbook['bids'], bids);
             orderbook['timestamp'] = timestamp;

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

@@ -128,7 +128,7 @@ class cryptocom extends cryptocom$1 {
         const price = this.safeFloat(delta, 0);
         const amount = this.safeFloat(delta, 1);
         const count = this.safeInteger(delta, 2);
-        bookside.store(price, amount, count);
+        bookside.storeArray([price, amount, count]);
     }
     handleDeltas(bookside, deltas) {
         for (let i = 0; i < deltas.length; i++) {
@@ -197,11 +197,11 @@ class cryptocom extends cryptocom$1 {
         let data = this.safeValue(message, 'data');
         data = this.safeValue(data, 0);
         const timestamp = this.safeInteger(data, 't');
-        let orderbook = this.safeValue(this.orderbooks, symbol);
-        if (orderbook === undefined) {
+        if (!(symbol in this.orderbooks)) {
             const limit = this.safeInteger(message, 'depth');
-            orderbook = this.countedOrderBook({}, limit);
+            this.orderbooks[symbol] = this.countedOrderBook({}, limit);
         }
+        const orderbook = this.orderbooks[symbol];
         const channel = this.safeString(message, 'channel');
         const nonce = this.safeInteger2(data, 'u', 's');
         let books = data;

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

@@ -505,12 +505,12 @@ class deribit extends deribit$1 {
         const marketId = this.safeString(data, 'instrument_name');
         const symbol = this.safeSymbol(marketId);
         const timestamp = this.safeInteger(data, 'timestamp');
-        let storedOrderBook = this.safeValue(this.orderbooks, symbol);
-        if (storedOrderBook === undefined) {
-            storedOrderBook = this.countedOrderBook();
+        if (!(symbol in this.orderbooks)) {
+            this.orderbooks[symbol] = this.countedOrderBook();
         }
-        const asks = this.safeValue(data, 'asks', []);
-        const bids = this.safeValue(data, 'bids', []);
+        const storedOrderBook = this.orderbooks[symbol];
+        const asks = this.safeList(data, 'asks', []);
+        const bids = this.safeList(data, 'bids', []);
         this.handleDeltas(storedOrderBook['asks'], asks);
         this.handleDeltas(storedOrderBook['bids'], bids);
         storedOrderBook['nonce'] = timestamp;
@@ -522,8 +522,8 @@ class deribit extends deribit$1 {
         client.resolve(storedOrderBook, messageHash);
     }
     cleanOrderBook(data) {
-        const bids = this.safeValue(data, 'bids', []);
-        const asks = this.safeValue(data, 'asks', []);
+        const bids = this.safeList(data, 'bids', []);
+        const asks = this.safeList(data, 'asks', []);
         const cleanedBids = [];
         for (let i = 0; i < bids.length; i++) {
             cleanedBids.push([bids[i][1], bids[i][2]]);
@@ -540,10 +540,10 @@ class deribit extends deribit$1 {
         const price = delta[1];
         const amount = delta[2];
         if (delta[0] === 'new' || delta[0] === 'change') {
-            bookside.store(price, amount, 1);
+            bookside.storeArray([price, amount, 1]);
         }
         else if (delta[0] === 'delete') {
-            bookside.store(price, amount, 0);
+            bookside.storeArray([price, amount, 0]);
         }
     }
     handleDeltas(bookside, deltas) {

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

@@ -481,7 +481,7 @@ class idex extends idex$1 {
         const price = this.safeFloat(delta, 0);
         const amount = this.safeFloat(delta, 1);
         const count = this.safeInteger(delta, 2);
-        bookside.store(price, amount, count);
+        bookside.storeArray([price, amount, count]);
     }
     handleDeltas(bookside, deltas) {
         for (let i = 0; i < deltas.length; i++) {

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

@@ -190,12 +190,11 @@ class luno extends luno$1 {
         //
         const symbol = subscription['symbol'];
         const messageHash = 'orderbook:' + symbol;
-        const timestamp = this.safeString(message, 'timestamp');
-        let orderbook = this.safeValue(this.orderbooks, symbol);
-        if (orderbook === undefined) {
-            orderbook = this.indexedOrderBook({});
-            this.orderbooks[symbol] = orderbook;
+        const timestamp = this.safeInteger(message, 'timestamp');
+        if (!(symbol in this.orderbooks)) {
+            this.orderbooks[symbol] = this.indexedOrderBook({});
         }
+        const orderbook = this.orderbooks[symbol];
         const asks = this.safeValue(message, 'asks');
         if (asks !== undefined) {
             const snapshot = this.customParseOrderBook(message, symbol, timestamp, 'bids', 'asks', 'price', 'volume', 'id');