ccxt 4.3.52 → 4.3.53

package/js/src/pro/vertex.js

@@ -0,0 +1,979 @@
+// ----------------------------------------------------------------------------
+
+// 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 vertexRest from '../vertex.js';
+import { AuthenticationError, NotSupported, ArgumentsRequired } from '../base/errors.js';
+import { ArrayCacheBySymbolById, ArrayCache, ArrayCacheBySymbolBySide } from '../base/ws/Cache.js';
+import { Precise } from '../base/Precise.js';
+// ----------------------------------------------------------------------------
+export default class vertex extends vertexRest {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchBalance': false,
+                'watchMyTrades': true,
+                'watchOHLCV': false,
+                'watchOrderBook': true,
+                'watchOrders': true,
+                'watchTicker': true,
+                'watchTickers': false,
+                'watchTrades': true,
+                'watchPositions': true,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://gateway.prod.vertexprotocol.com/v1/subscribe',
+                },
+                'test': {
+                    'ws': 'wss://gateway.sepolia-test.vertexprotocol.com/v1/subscribe',
+                },
+            },
+            'requiredCredentials': {
+                'apiKey': false,
+                'secret': false,
+                'walletAddress': true,
+                'privateKey': 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': 30000,
+            },
+            '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) {
+        const url = this.urls['api']['ws'];
+        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 watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name vertex#watchTrades
+         * @description watches information on multiple trades made in a market
+         * @see https://docs.vertexprotocol.com/developer-resources/api/subscriptions/streams
+         * @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);
+        const name = 'trade';
+        const topic = market['id'] + '@' + name;
+        const request = {
+            'method': 'subscribe',
+            'stream': {
+                'type': name,
+                'product_id': this.parseToNumeric(market['id']),
+            },
+        };
+        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) {
+        //
+        // {
+        //     "type": "trade",
+        //     "timestamp": "1676151190656903000", // timestamp of the event in nanoseconds
+        //     "product_id": 1,
+        //     "price": "1000", // price the trade happened at, multiplied by 1e18
+        //     // both taker_qty and maker_qty have the same value;
+        //     // set to filled amount (min amount of taker and maker) when matching against book
+        //     // set to matched amm base amount when matching against amm
+        //     "taker_qty": "1000",
+        //     "maker_qty": "1000",
+        //     "is_taker_buyer": true,
+        //     "is_maker_amm": true // true when maker is amm
+        // }
+        //
+        const topic = this.safeString(message, 'type');
+        const marketId = this.safeString(message, 'product_id');
+        const trade = this.parseWsTrade(message);
+        const symbol = trade['symbol'];
+        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, marketId + '@' + topic);
+    }
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name vertex#watchMyTrades
+         * @description watches information on multiple trades made by the user
+         * @see https://docs.vertexprotocol.com/developer-resources/api/subscriptions/streams
+         * @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 {string} [params.user] user address, will default to this.walletAddress if not provided
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
+         */
+        if (symbol === undefined) {
+            throw new ArgumentsRequired(this.id + ' watchMyTrades requires a symbol.');
+        }
+        await this.loadMarkets();
+        let userAddress = undefined;
+        [userAddress, params] = this.handlePublicAddress('watchMyTrades', params);
+        const market = this.market(symbol);
+        const name = 'fill';
+        const topic = market['id'] + '@' + name;
+        const request = {
+            'method': 'subscribe',
+            'stream': {
+                'type': name,
+                'product_id': this.parseToNumeric(market['id']),
+                'subaccount': this.convertAddressToSender(userAddress),
+            },
+        };
+        const message = this.extend(request, params);
+        const trades = await this.watchPublic(topic, message);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
+    handleMyTrades(client, message) {
+        //
+        // {
+        //     "type": "fill",
+        //     "timestamp": "1676151190656903000", // timestamp of the event in nanoseconds
+        //     "product_id": 1,
+        //     // the subaccount that placed this order
+        //     "subaccount": "0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43746573743000000000000000",
+        //     // hash of the order that uniquely identifies it
+        //     "order_digest": "0xf4f7a8767faf0c7f72251a1f9e5da590f708fd9842bf8fcdeacbaa0237958fff",
+        //     // the amount filled, multiplied by 1e18
+        //     "filled_qty": "1000",
+        //     // the amount outstanding unfilled, multiplied by 1e18
+        //     "remaining_qty": "2000",
+        //     // the original order amount, multiplied by 1e18
+        //     "original_qty": "3000",
+        //     // fill price
+        //     "price": "24991000000000000000000",
+        //     // true for `taker`, false for `maker`
+        //     "is_taker": true,
+        //     "is_bid": true,
+        //     // true when matching against amm
+        //     "is_against_amm": true,
+        //     // an optional `order id` that can be provided when placing an order
+        //     "id": 100
+        // }
+        //
+        const topic = this.safeString(message, 'type');
+        const marketId = this.safeString(message, 'product_id');
+        if (this.myTrades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            this.myTrades = new ArrayCacheBySymbolById(limit);
+        }
+        const trades = this.myTrades;
+        const parsed = this.parseWsTrade(message);
+        trades.append(parsed);
+        client.resolve(trades, marketId + '@' + topic);
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        // watchTrades
+        // {
+        //     "type": "trade",
+        //     "timestamp": "1676151190656903000", // timestamp of the event in nanoseconds
+        //     "product_id": 1,
+        //     "price": "1000", // price the trade happened at, multiplied by 1e18
+        //     // both taker_qty and maker_qty have the same value;
+        //     // set to filled amount (min amount of taker and maker) when matching against book
+        //     // set to matched amm base amount when matching against amm
+        //     "taker_qty": "1000",
+        //     "maker_qty": "1000",
+        //     "is_taker_buyer": true,
+        //     "is_maker_amm": true // true when maker is amm
+        // }
+        // watchMyTrades
+        // {
+        //     "type": "fill",
+        //     "timestamp": "1676151190656903000", // timestamp of the event in nanoseconds
+        //     "product_id": 1,
+        //     // the subaccount that placed this order
+        //     "subaccount": "0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43746573743000000000000000",
+        //     // hash of the order that uniquely identifies it
+        //     "order_digest": "0xf4f7a8767faf0c7f72251a1f9e5da590f708fd9842bf8fcdeacbaa0237958fff",
+        //     // the amount filled, multiplied by 1e18
+        //     "filled_qty": "1000",
+        //     // the amount outstanding unfilled, multiplied by 1e18
+        //     "remaining_qty": "2000",
+        //     // the original order amount, multiplied by 1e18
+        //     "original_qty": "3000",
+        //     // fill price
+        //     "price": "24991000000000000000000",
+        //     // true for `taker`, false for `maker`
+        //     "is_taker": true,
+        //     "is_bid": true,
+        //     // true when matching against amm
+        //     "is_against_amm": true,
+        //     // an optional `order id` that can be provided when placing an order
+        //     "id": 100
+        // }
+        //
+        const marketId = this.safeString(trade, 'product_id');
+        market = this.safeMarket(marketId, market);
+        const symbol = market['symbol'];
+        const price = this.convertFromX18(this.safeString(trade, 'price'));
+        const amount = this.convertFromX18(this.safeString2(trade, 'taker_qty', 'filled_qty'));
+        const cost = Precise.stringMul(price, amount);
+        const timestamp = Precise.stringDiv(this.safeString(trade, 'timestamp'), '1000000');
+        let takerOrMaker = undefined;
+        const isTaker = this.safeBool(trade, 'is_taker');
+        if (isTaker !== undefined) {
+            takerOrMaker = (isTaker) ? 'taker' : 'maker';
+        }
+        let side = undefined;
+        const isBid = this.safeBool(trade, 'is_bid');
+        if (isBid !== undefined) {
+            side = (isBid) ? 'buy' : 'sell';
+        }
+        return this.safeTrade({
+            'id': undefined,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'symbol': symbol,
+            'side': side,
+            'price': price,
+            'amount': amount,
+            'cost': cost,
+            'order': this.safeString2(trade, 'digest', 'id'),
+            'takerOrMaker': takerOrMaker,
+            'type': undefined,
+            'fee': undefined,
+            'info': trade,
+        }, market);
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name vertex#watchTicker
+         * @see https://docs.vertexprotocol.com/developer-resources/api/subscriptions/streams
+         * @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 = 'best_bid_offer';
+        const market = this.market(symbol);
+        const topic = market['id'] + '@' + name;
+        const request = {
+            'method': 'subscribe',
+            'stream': {
+                'type': name,
+                'product_id': this.parseToNumeric(market['id']),
+            },
+        };
+        const message = this.extend(request, params);
+        return await this.watchPublic(topic, message);
+    }
+    parseWsTicker(ticker, market = undefined) {
+        //
+        // {
+        //     "type": "best_bid_offer",
+        //     "timestamp": "1676151190656903000", // timestamp of the event in nanoseconds
+        //     "product_id": 1,
+        //     "bid_price": "1000", // the highest bid price, multiplied by 1e18
+        //     "bid_qty": "1000", // quantity at the huighest bid, multiplied by 1e18.
+        //                        // i.e. if this is USDC with 6 decimals, one USDC
+        //                        // would be 1e12
+        //     "ask_price": "1000", // lowest ask price
+        //     "ask_qty": "1000" // quantity at the lowest ask
+        // }
+        //
+        const timestamp = Precise.stringDiv(this.safeString(ticker, 'timestamp'), '1000000');
+        return this.safeTicker({
+            'symbol': this.safeSymbol(undefined, market),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'high': this.safeString(ticker, 'high'),
+            'low': this.safeString(ticker, 'low'),
+            'bid': this.convertFromX18(this.safeString(ticker, 'bid_price')),
+            'bidVolume': this.convertFromX18(this.safeString(ticker, 'bid_qty')),
+            'ask': this.convertFromX18(this.safeString(ticker, 'ask_price')),
+            'askVolume': this.convertFromX18(this.safeString(ticker, 'ask_qty')),
+            'vwap': undefined,
+            'open': undefined,
+            'close': undefined,
+            'last': undefined,
+            'previousClose': undefined,
+            'change': undefined,
+            'percentage': undefined,
+            'average': undefined,
+            'baseVolume': undefined,
+            'quoteVolume': undefined,
+            'info': ticker,
+        }, market);
+    }
+    handleTicker(client, message) {
+        //
+        // {
+        //     "type": "best_bid_offer",
+        //     "timestamp": "1676151190656903000", // timestamp of the event in nanoseconds
+        //     "product_id": 1,
+        //     "bid_price": "1000", // the highest bid price, multiplied by 1e18
+        //     "bid_qty": "1000", // quantity at the huighest bid, multiplied by 1e18.
+        //                        // i.e. if this is USDC with 6 decimals, one USDC
+        //                        // would be 1e12
+        //     "ask_price": "1000", // lowest ask price
+        //     "ask_qty": "1000" // quantity at the lowest ask
+        // }
+        //
+        const marketId = this.safeString(message, 'product_id');
+        const market = this.safeMarket(marketId);
+        const ticker = this.parseWsTicker(message, market);
+        ticker['symbol'] = market['symbol'];
+        this.tickers[market['symbol']] = ticker;
+        client.resolve(ticker, marketId + '@best_bid_offer');
+        return message;
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name vertex#watchOrderBook
+         * @see https://docs.vertexprotocol.com/developer-resources/api/subscriptions/streams
+         * @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 = 'book_depth';
+        const market = this.market(symbol);
+        const messageHash = market['id'] + '@' + name;
+        const url = this.urls['api']['ws'];
+        const requestId = this.requestId(url);
+        const request = {
+            'id': requestId,
+            'method': 'subscribe',
+            'stream': {
+                'type': name,
+                'product_id': this.parseToNumeric(market['id']),
+            },
+        };
+        const subscription = {
+            'id': requestId.toString(),
+            'name': name,
+            'symbol': symbol,
+            'method': this.handleOrderBookSubscription,
+            'limit': limit,
+            'params': params,
+        };
+        const message = this.extend(request, params);
+        const orderbook = await this.watch(url, messageHash, message, messageHash, subscription);
+        return orderbook.limit();
+    }
+    handleOrderBookSubscription(client, message, subscription) {
+        const defaultLimit = this.safeInteger(this.options, 'watchOrderBookLimit', 1000);
+        const limit = this.safeInteger(subscription, 'limit', defaultLimit);
+        const symbol = this.safeString(subscription, 'symbol'); // watchOrderBook
+        if (symbol in this.orderbooks) {
+            delete this.orderbooks[symbol];
+        }
+        this.orderbooks[symbol] = this.orderBook({}, limit);
+        this.spawn(this.fetchOrderBookSnapshot, client, message, subscription);
+    }
+    async fetchOrderBookSnapshot(client, message, subscription) {
+        const symbol = this.safeString(subscription, 'symbol');
+        const market = this.market(symbol);
+        const messageHash = market['id'] + '@book_depth';
+        try {
+            const defaultLimit = this.safeInteger(this.options, 'watchOrderBookLimit', 1000);
+            const limit = this.safeInteger(subscription, 'limit', defaultLimit);
+            const params = this.safeValue(subscription, 'params');
+            const snapshot = await this.fetchRestOrderBookSafe(symbol, limit, params);
+            if (this.safeValue(this.orderbooks, symbol) === undefined) {
+                // if the orderbook is dropped before the snapshot is received
+                return;
+            }
+            const orderbook = this.orderbooks[symbol];
+            orderbook.reset(snapshot);
+            const messages = orderbook.cache;
+            for (let i = 0; i < messages.length; i++) {
+                const messageItem = messages[i];
+                const lastTimestamp = this.parseToInt(Precise.stringDiv(this.safeString(messageItem, 'last_max_timestamp'), '1000000'));
+                if (lastTimestamp < orderbook['timestamp']) {
+                    continue;
+                }
+                else {
+                    this.handleOrderBookMessage(client, messageItem, orderbook);
+                }
+            }
+            this.orderbooks[symbol] = orderbook;
+            client.resolve(orderbook, messageHash);
+        }
+        catch (e) {
+            delete client.subscriptions[messageHash];
+            client.reject(e, messageHash);
+        }
+    }
+    handleOrderBook(client, message) {
+        //
+        //
+        // the feed does not include a snapshot, just the deltas
+        //
+        // {
+        //     "type":"book_depth",
+        //     // book depth aggregates a number of events once every 50ms
+        //     // these are the minimum and maximum timestamps from
+        //     // events that contributed to this response
+        //     "min_timestamp": "1683805381879572835",
+        //     "max_timestamp": "1683805381879572835",
+        //     // the max_timestamp of the last book_depth event for this product
+        //     "last_max_timestamp": "1683805381771464799",
+        //     "product_id":1,
+        //     // changes to the bid side of the book in the form of [[price, new_qty]]
+        //     "bids":[["21594490000000000000000","51007390115411548"]],
+        //     // changes to the ask side of the book in the form of [[price, new_qty]]
+        //     "asks":[["21694490000000000000000","0"],["21695050000000000000000","0"]]
+        // }
+        //
+        const marketId = this.safeString(message, 'product_id');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        if (!(symbol in this.orderbooks)) {
+            this.orderbooks[symbol] = this.orderBook();
+        }
+        const orderbook = this.orderbooks[symbol];
+        const timestamp = this.safeInteger(orderbook, 'timestamp');
+        if (timestamp === undefined) {
+            // Buffer the events you receive from the stream.
+            orderbook.cache.push(message);
+        }
+        else {
+            const lastTimestamp = this.parseToInt(Precise.stringDiv(this.safeString(message, 'last_max_timestamp'), '1000000'));
+            if (lastTimestamp > timestamp) {
+                this.handleOrderBookMessage(client, message, orderbook);
+                client.resolve(orderbook, marketId + '@book_depth');
+            }
+        }
+    }
+    handleOrderBookMessage(client, message, orderbook) {
+        const timestamp = this.parseToInt(Precise.stringDiv(this.safeString(message, 'last_max_timestamp'), '1000000'));
+        // convert from X18
+        const data = {
+            'bids': [],
+            'asks': [],
+        };
+        const bids = this.safeList(message, 'bids', []);
+        for (let i = 0; i < bids.length; i++) {
+            const bid = bids[i];
+            data['bids'].push([
+                this.convertFromX18(bid[0]),
+                this.convertFromX18(bid[1]),
+            ]);
+        }
+        const asks = this.safeList(message, 'asks', []);
+        for (let i = 0; i < asks.length; i++) {
+            const ask = asks[i];
+            data['asks'].push([
+                this.convertFromX18(ask[0]),
+                this.convertFromX18(ask[1]),
+            ]);
+        }
+        this.handleDeltas(orderbook['asks'], this.safeList(data, 'asks', []));
+        this.handleDeltas(orderbook['bids'], this.safeList(data, 'bids', []));
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601(timestamp);
+        return orderbook;
+    }
+    handleDelta(bookside, delta) {
+        const price = this.safeFloat(delta, 0);
+        const amount = this.safeFloat(delta, 1);
+        bookside.store(price, amount);
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
+    }
+    handleSubscriptionStatus(client, message) {
+        //
+        //     {
+        //         "result": null,
+        //         "id": 1574649734450
+        //     }
+        //
+        const id = this.safeString(message, 'id');
+        const subscriptionsById = this.indexBy(client.subscriptions, 'id');
+        const subscription = this.safeValue(subscriptionsById, id, {});
+        const method = this.safeValue(subscription, 'method');
+        if (method !== undefined) {
+            method.call(this, client, message, subscription);
+        }
+        return message;
+    }
+    async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name vertex#watchPositions
+         * @see https://docs.vertexprotocol.com/developer-resources/api/subscriptions/streams
+         * @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
+         * @param {string} [params.user] user address, will default to this.walletAddress if not provided
+         * @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
+         */
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        if (!this.isEmpty(symbols)) {
+            if (symbols.length > 1) {
+                throw new NotSupported(this.id + ' watchPositions require only one symbol.');
+            }
+        }
+        else {
+            throw new ArgumentsRequired(this.id + ' watchPositions require one symbol.');
+        }
+        let userAddress = undefined;
+        [userAddress, params] = this.handlePublicAddress('watchPositions', params);
+        const url = this.urls['api']['ws'];
+        const client = this.client(url);
+        this.setPositionsCache(client, symbols, params);
+        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 name = 'position_change';
+        const market = this.market(symbols[0]);
+        const topic = market['id'] + '@' + name;
+        const request = {
+            'method': 'subscribe',
+            'stream': {
+                'type': name,
+                'product_id': this.parseToNumeric(market['id']),
+                'subaccount': this.convertAddressToSender(userAddress),
+            },
+        };
+        const message = this.extend(request, params);
+        const newPositions = await this.watchPublic(topic, message);
+        if (this.newUpdates) {
+            limit = newPositions.getLimit(symbols[0], limit);
+        }
+        return this.filterBySymbolsSinceLimit(this.positions, symbols, since, limit, true);
+    }
+    setPositionsCache(client, symbols = undefined, params = {}) {
+        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, symbols, params);
+            }
+        }
+        else {
+            this.positions = new ArrayCacheBySymbolBySide();
+        }
+    }
+    async loadPositionsSnapshot(client, messageHash, symbols, params) {
+        const positions = await this.fetchPositions(symbols, params);
+        this.positions = new ArrayCacheBySymbolBySide();
+        const cache = this.positions;
+        for (let i = 0; i < positions.length; i++) {
+            const position = positions[i];
+            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) {
+        //
+        // {
+        //     "type":"position_change",
+        //     "timestamp": "1676151190656903000", // timestamp of event in nanoseconds
+        //     "product_id":1,
+        //      // whether this is a position change for the LP token for this product
+        //     "is_lp":false,
+        //     // subaccount who's position changed
+        //     "subaccount":"0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43706d00000000000000000000",
+        //     // new amount for this product
+        //     "amount":"51007390115411548",
+        //     // new quote balance for this product; zero for everything except non lp perps
+        //     // the negative of the entry cost of the perp
+        //     "v_quote_amount":"0"
+        // }
+        //
+        if (this.positions === undefined) {
+            this.positions = new ArrayCacheBySymbolBySide();
+        }
+        const cache = this.positions;
+        const topic = this.safeString(message, 'type');
+        const marketId = this.safeString(message, 'product_id');
+        const market = this.safeMarket(marketId);
+        const position = this.parseWsPosition(message, market);
+        cache.append(position);
+        client.resolve(position, marketId + '@' + topic);
+    }
+    parseWsPosition(position, market = undefined) {
+        //
+        // {
+        //     "type":"position_change",
+        //     "timestamp": "1676151190656903000", // timestamp of event in nanoseconds
+        //     "product_id":1,
+        //      // whether this is a position change for the LP token for this product
+        //     "is_lp":false,
+        //     // subaccount who's position changed
+        //     "subaccount":"0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43706d00000000000000000000",
+        //     // new amount for this product
+        //     "amount":"51007390115411548",
+        //     // new quote balance for this product; zero for everything except non lp perps
+        //     // the negative of the entry cost of the perp
+        //     "v_quote_amount":"0"
+        // }
+        //
+        const marketId = this.safeString(position, 'product_id');
+        market = this.safeMarket(marketId);
+        const contractSize = this.convertFromX18(this.safeString(position, 'amount'));
+        let side = 'buy';
+        if (Precise.stringLt(contractSize, '1')) {
+            side = 'sell';
+        }
+        const timestamp = this.parseToInt(Precise.stringDiv(this.safeString(position, 'timestamp'), '1000000'));
+        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': undefined,
+            'notional': undefined,
+            'leverage': undefined,
+            'unrealizedPnl': undefined,
+            'contracts': undefined,
+            'contractSize': this.parseNumber(contractSize),
+            'marginRatio': undefined,
+            'liquidationPrice': undefined,
+            'markPrice': undefined,
+            'lastPrice': undefined,
+            'collateral': undefined,
+            'marginMode': 'cross',
+            'marginType': undefined,
+            'side': side,
+            'percentage': undefined,
+            'hedged': undefined,
+            'stopLossPrice': undefined,
+            'takeProfitPrice': undefined,
+        });
+    }
+    handleAuth(client, message) {
+        //
+        // { result: null, id: 1 }
+        //
+        const messageHash = 'authenticated';
+        const error = this.safeString(message, 'error');
+        if (error === undefined) {
+            // client.resolve (message, messageHash);
+            const future = this.safeValue(client.futures, 'authenticated');
+            future.resolve(true);
+        }
+        else {
+            const authError = new AuthenticationError(this.json(message));
+            client.reject(authError, messageHash);
+            // allows further authentication attempts
+            if (messageHash in client.subscriptions) {
+                delete client.subscriptions['authenticated'];
+            }
+        }
+    }
+    buildWsAuthenticationSig(message, chainId, verifyingContractAddress) {
+        const messageTypes = {
+            'StreamAuthentication': [
+                { 'name': 'sender', 'type': 'bytes32' },
+                { 'name': 'expiration', 'type': 'uint64' },
+            ],
+        };
+        return this.buildSig(chainId, messageTypes, message, verifyingContractAddress);
+    }
+    async authenticate(params = {}) {
+        this.checkRequiredCredentials();
+        const url = this.urls['api']['ws'];
+        const client = this.client(url);
+        const messageHash = 'authenticated';
+        const future = client.future(messageHash);
+        const authenticated = this.safeValue(client.subscriptions, messageHash);
+        if (authenticated === undefined) {
+            const requestId = this.requestId(url);
+            const contracts = await this.queryContracts();
+            const chainId = this.safeString(contracts, 'chain_id');
+            const verifyingContractAddress = this.safeString(contracts, 'endpoint_addr');
+            const now = this.nonce();
+            const nonce = now + 90000;
+            const authentication = {
+                'sender': this.convertAddressToSender(this.walletAddress),
+                'expiration': nonce,
+            };
+            const request = {
+                'id': requestId,
+                'method': 'authenticate',
+                'tx': {
+                    'sender': authentication['sender'],
+                    'expiration': this.numberToString(authentication['expiration']),
+                },
+                'signature': this.buildWsAuthenticationSig(authentication, chainId, verifyingContractAddress),
+            };
+            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'];
+        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 watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name vertex#watchOrders
+         * @description watches information on multiple orders made by the user
+         * @see https://docs.vertexprotocol.com/developer-resources/api/subscriptions/streams
+         * @param {string} symbol unified market symbol of the market orders were made in
+         * @param {int} [since] the earliest time in ms to fetch orders for
+         * @param {int} [limit] the maximum number of order structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        if (symbol === undefined) {
+            throw new ArgumentsRequired(this.id + ' watchOrders requires a symbol.');
+        }
+        this.checkRequiredCredentials();
+        await this.loadMarkets();
+        const name = 'order_update';
+        const market = this.market(symbol);
+        const topic = market['id'] + '@' + name;
+        const request = {
+            'method': 'subscribe',
+            'stream': {
+                'type': name,
+                'subaccount': this.convertAddressToSender(this.walletAddress),
+                'product_id': this.parseToNumeric(market['id']),
+            },
+        };
+        const message = this.extend(request, params);
+        const orders = await this.watchPrivate(topic, message);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    parseWsOrderStatus(status) {
+        if (status !== undefined) {
+            const statuses = {
+                'filled': 'open',
+                'placed': 'open',
+                'cancelled': 'canceled',
+            };
+            return this.safeString(statuses, status, status);
+        }
+        return status;
+    }
+    parseWsOrder(order, market = undefined) {
+        //
+        // {
+        //     "type": "order_update",
+        //     // timestamp of the event in nanoseconds
+        //     "timestamp": "1695081920633151000",
+        //     "product_id": 1,
+        //     // order digest
+        //     "digest": "0xf7712b63ccf70358db8f201e9bf33977423e7a63f6a16f6dab180bdd580f7c6c",
+        //     // remaining amount to be filled.
+        //     // will be `0` if the order is either fully filled or cancelled.
+        //     "amount": "82000000000000000",
+        //     // any of: "filled", "cancelled", "placed"
+        //     "reason": "filled"
+        //     // an optional `order id` that can be provided when placing an order
+        //     "id": 100
+        // }
+        //
+        const marketId = this.safeString(order, 'product_id');
+        const timestamp = this.parseToInt(Precise.stringDiv(this.safeString(order, 'timestamp'), '1000000'));
+        const remaining = this.parseToNumeric(this.convertFromX18(this.safeString(order, 'amount')));
+        let status = this.parseWsOrderStatus(this.safeString(order, 'reason'));
+        if (remaining === 0 && status === 'open') {
+            status = 'closed';
+        }
+        market = this.safeMarket(marketId, market);
+        const symbol = market['symbol'];
+        return this.safeOrder({
+            'info': order,
+            'id': this.safeString2(order, 'digest', 'id'),
+            'clientOrderId': undefined,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'lastTradeTimestamp': undefined,
+            'lastUpdateTimestamp': undefined,
+            'symbol': symbol,
+            'type': undefined,
+            'timeInForce': undefined,
+            'postOnly': undefined,
+            'reduceOnly': undefined,
+            'side': undefined,
+            'price': undefined,
+            'triggerPrice': undefined,
+            'amount': undefined,
+            'cost': undefined,
+            'average': undefined,
+            'filled': undefined,
+            'remaining': remaining,
+            'status': status,
+            'fee': undefined,
+            'trades': undefined,
+        }, market);
+    }
+    handleOrderUpdate(client, message) {
+        //
+        // {
+        //     "type": "order_update",
+        //     // timestamp of the event in nanoseconds
+        //     "timestamp": "1695081920633151000",
+        //     "product_id": 1,
+        //     // order digest
+        //     "digest": "0xf7712b63ccf70358db8f201e9bf33977423e7a63f6a16f6dab180bdd580f7c6c",
+        //     // remaining amount to be filled.
+        //     // will be `0` if the order is either fully filled or cancelled.
+        //     "amount": "82000000000000000",
+        //     // any of: "filled", "cancelled", "placed"
+        //     "reason": "filled"
+        //     // an optional `order id` that can be provided when placing an order
+        //     "id": 100
+        // }
+        //
+        const topic = this.safeString(message, 'type');
+        const marketId = this.safeString(message, 'product_id');
+        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) {
+                parsed['timestamp'] = this.safeInteger(order, 'timestamp');
+                parsed['datetime'] = this.safeString(order, 'datetime');
+            }
+            cachedOrders.append(parsed);
+            client.resolve(this.orders, marketId + '@' + topic);
+        }
+    }
+    handleErrorMessage(client, message) {
+        //
+        // {
+        //     result: null,
+        //     error: 'error parsing request: missing field `expiration`',
+        //     id: 0
+        // }
+        //
+        const errorMessage = this.safeString(message, 'error');
+        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 = {
+            'trade': this.handleTrade,
+            'best_bid_offer': this.handleTicker,
+            'book_depth': this.handleOrderBook,
+            'fill': this.handleMyTrades,
+            'position_change': this.handlePositions,
+            'order_update': this.handleOrderUpdate,
+        };
+        const event = this.safeString(message, 'type');
+        const method = this.safeValue(methods, event);
+        if (method !== undefined) {
+            method.call(this, client, message);
+            return;
+        }
+        const requestId = this.safeString(message, 'id');
+        if (requestId !== undefined) {
+            this.handleSubscriptionStatus(client, message);
+            return;
+        }
+        // check whether it's authentication
+        const auth = this.safeValue(client.futures, 'authenticated');
+        if (auth !== undefined) {
+            this.handleAuth(client, message);
+        }
+    }
+}