ccxt 4.4.36 → 4.4.38

package/js/src/pro/bitfinex.js

@@ -6,9 +6,9 @@
 
 //  ---------------------------------------------------------------------------
 import bitfinexRest from '../bitfinex.js';
-import { ExchangeError, AuthenticationError } from '../base/errors.js';
-import { ArrayCache, ArrayCacheBySymbolById } from '../base/ws/Cache.js';
 import { Precise } from '../base/Precise.js';
+import { ExchangeError, AuthenticationError, ChecksumError } from '../base/errors.js';
+import { ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
 import { sha384 } from '../static_dependencies/noble-hashes/sha512.js';
 //  ---------------------------------------------------------------------------
 export default class bitfinex extends bitfinexRest {
@@ -21,14 +21,16 @@ export default class bitfinex extends bitfinexRest {
                 'watchOrderBook': true,
                 'watchTrades': true,
                 'watchTradesForSymbols': false,
-                'watchBalance': false,
-                'watchOHLCV': false, // missing on the exchange side in v1
+                'watchMyTrades': true,
+                'watchBalance': true,
+                'watchOHLCV': true,
+                'watchOrders': true,
             },
             'urls': {
                 'api': {
                     'ws': {
-                        'public': 'wss://api-pub.bitfinex.com/ws/1',
-                        'private': 'wss://api.bitfinex.com/ws/1',
+                        'public': 'wss://api-pub.bitfinex.com/ws/2',
+                        'private': 'wss://api.bitfinex.com/ws/2',
                     },
                 },
             },
@@ -36,6 +38,7 @@ export default class bitfinex extends bitfinexRest {
                 'watchOrderBook': {
                     'prec': 'P0',
                     'freq': 'F0',
+                    'checksum': true,
                 },
                 'ordersLimit': 1000,
             },
@@ -46,21 +49,149 @@ export default class bitfinex extends bitfinexRest {
         const market = this.market(symbol);
         const marketId = market['id'];
         const url = this.urls['api']['ws']['public'];
+        const client = this.client(url);
         const messageHash = channel + ':' + marketId;
-        // const channel = 'trades';
         const request = {
             'event': 'subscribe',
             'channel': channel,
             'symbol': marketId,
-            'messageHash': messageHash,
         };
-        return await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
+        const result = await this.watch(url, messageHash, this.deepExtend(request, params), messageHash, { 'checksum': false });
+        const checksum = this.safeBool(this.options, 'checksum', true);
+        if (checksum && !client.subscriptions[messageHash]['checksum'] && (channel === 'book')) {
+            client.subscriptions[messageHash]['checksum'] = true;
+            await client.send({
+                'event': 'conf',
+                'flags': 131072,
+            });
+        }
+        return result;
+    }
+    async subscribePrivate(messageHash) {
+        await this.loadMarkets();
+        await this.authenticate();
+        const url = this.urls['api']['ws']['private'];
+        return await this.watch(url, messageHash, undefined, 1);
+    }
+    /**
+     * @method
+     * @name bitfinex#watchOHLCV
+     * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+     * @param {string} symbol unified symbol of the market to fetch OHLCV data for
+     * @param {string} timeframe the length of time each candle represents
+     * @param {int} [since] timestamp in ms of the earliest candle to fetch
+     * @param {int} [limit] the maximum amount of candles to fetch
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+     */
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const interval = this.safeString(this.timeframes, timeframe, timeframe);
+        const channel = 'candles';
+        const key = 'trade:' + interval + ':' + market['id'];
+        const messageHash = channel + ':' + interval + ':' + market['id'];
+        const request = {
+            'event': 'subscribe',
+            'channel': channel,
+            'key': key,
+        };
+        const url = this.urls['api']['ws']['public'];
+        // not using subscribe here because this message has a different format
+        const ohlcv = await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message, subscription) {
+        //
+        // initial snapshot
+        //   [
+        //       341527, // channel id
+        //       [
+        //          [
+        //             1654705860000, // timestamp
+        //             1802.6, // open
+        //             1800.3, // close
+        //             1802.8, // high
+        //             1800.3, // low
+        //             86.49588236 // volume
+        //          ],
+        //          [
+        //             1654705800000,
+        //             1803.6,
+        //             1802.6,
+        //             1804.9,
+        //             1802.3,
+        //             74.6348086
+        //          ],
+        //          [
+        //             1654705740000,
+        //             1802.5,
+        //             1803.2,
+        //             1804.4,
+        //             1802.4,
+        //             23.61801085
+        //          ]
+        //       ]
+        //   ]
+        //
+        // update
+        //   [
+        //       211171,
+        //       [
+        //          1654705680000,
+        //          1801,
+        //          1802.4,
+        //          1802.9,
+        //          1800.4,
+        //          23.91911091
+        //       ]
+        //   ]
+        //
+        const data = this.safeValue(message, 1, []);
+        let ohlcvs = undefined;
+        const first = this.safeValue(data, 0);
+        if (Array.isArray(first)) {
+            // snapshot
+            ohlcvs = data;
+        }
+        else {
+            // update
+            ohlcvs = [data];
+        }
+        const channel = this.safeValue(subscription, 'channel');
+        const key = this.safeString(subscription, 'key');
+        const keyParts = key.split(':');
+        const interval = this.safeString(keyParts, 1);
+        let marketId = key;
+        marketId = marketId.replace('trade:', '');
+        marketId = marketId.replace(interval + ':', '');
+        const market = this.safeMarket(marketId);
+        const timeframe = this.findTimeframe(interval);
+        const symbol = market['symbol'];
+        const messageHash = channel + ':' + interval + ':' + marketId;
+        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 ohlcvsLength = ohlcvs.length;
+        for (let i = 0; i < ohlcvsLength; i++) {
+            const ohlcv = ohlcvs[ohlcvsLength - i - 1];
+            const parsed = this.parseOHLCV(ohlcv, market);
+            stored.append(parsed);
+        }
+        client.resolve(stored, messageHash);
     }
     /**
      * @method
      * @name bitfinex#watchTrades
      * @description get the list of most recent trades for a particular symbol
-     * @see https://docs.bitfinex.com/v1/reference/ws-public-trades
      * @param {string} symbol unified symbol of the market to fetch trades for
      * @param {int} [since] timestamp in ms of the earliest trade to fetch
      * @param {int} [limit] the maximum amount of trades to fetch
@@ -68,19 +199,39 @@ export default class bitfinex extends bitfinexRest {
      * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
      */
     async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        await this.loadMarkets();
-        symbol = this.symbol(symbol);
         const trades = await this.subscribe('trades', symbol, params);
         if (this.newUpdates) {
             limit = trades.getLimit(symbol, limit);
         }
         return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
     }
+    /**
+     * @method
+     * @name bitfinex#watchMyTrades
+     * @description watches information on multiple trades made by the user
+     * @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}
+     */
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        let messageHash = 'myTrade';
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            messageHash += ':' + market['id'];
+        }
+        const trades = await this.subscribePrivate(messageHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
     /**
      * @method
      * @name bitfinex#watchTicker
      * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
-     * @see https://docs.bitfinex.com/v1/reference/ws-public-ticker
      * @param {string} symbol unified symbol of the market to fetch the ticker for
      * @param {object} [params] extra parameters specific to the exchange API endpoint
      * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
@@ -88,100 +239,200 @@ export default class bitfinex extends bitfinexRest {
     async watchTicker(symbol, params = {}) {
         return await this.subscribe('ticker', symbol, params);
     }
-    handleTrades(client, message, subscription) {
-        //
-        // initial snapshot
+    handleMyTrade(client, message, subscription = {}) {
         //
+        // trade execution
+        // [
+        //     0,
+        //     "te", // or tu
         //     [
-        //         2,
-        //         [
-        //             [ null, 1580565020, 9374.9, 0.005 ],
-        //             [ null, 1580565004, 9374.9, 0.005 ],
-        //             [ null, 1580565003, 9374.9, 0.005 ],
-        //         ]
+        //        1133411090,
+        //        "tLTCUST",
+        //        1655110144598,
+        //        97084883506,
+        //        0.1,
+        //        42.821,
+        //        "EXCHANGE MARKET",
+        //        42.799,
+        //        -1,
+        //        null,
+        //        null,
+        //        1655110144596
         //     ]
+        // ]
         //
-        // when a trade does not have an id yet
+        const name = 'myTrade';
+        const data = this.safeValue(message, 2);
+        const trade = this.parseWsTrade(data);
+        const symbol = trade['symbol'];
+        const market = this.market(symbol);
+        const messageHash = name + ':' + market['id'];
+        if (this.myTrades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            this.myTrades = new ArrayCacheBySymbolById(limit);
+        }
+        const tradesArray = this.myTrades;
+        tradesArray.append(trade);
+        this.myTrades = tradesArray;
+        // generic subscription
+        client.resolve(tradesArray, name);
+        // specific subscription
+        client.resolve(tradesArray, messageHash);
+    }
+    handleTrades(client, message, subscription) {
+        //
+        // initial snapshot
         //
-        //     // channel id, update type, seq, time, price, amount
-        //     [ 2, "te", "28462857-BTCUSD", 1580565041, 9374.9, 0.005 ],
+        //    [
+        //        188687, // channel id
+        //        [
+        //          [ 1128060675, 1654701572690, 0.00217533, 1815.3 ], // id, mts, amount, price
+        //          [ 1128060665, 1654701551231, -0.00280472, 1814.1 ],
+        //          [ 1128060664, 1654701550996, -0.00364444, 1814.1 ],
+        //          [ 1128060656, 1654701527730, -0.00265203, 1814.2 ],
+        //          [ 1128060647, 1654701505193, 0.00262395, 1815.2 ],
+        //          [ 1128060642, 1654701484656, -0.13411443, 1816 ],
+        //          [ 1128060641, 1654701484656, -0.00088557, 1816 ],
+        //          [ 1128060639, 1654701478326, -0.002, 1816 ],
+        //        ]
+        //    ]
+        // update
         //
-        // when a trade already has an id
+        //    [
+        //        360141,
+        //        "te",
+        //        [
+        //            1128060969, // id
+        //            1654702500098, // mts
+        //            0.00325131, // amount positive buy, negative sell
+        //            1818.5, // price
+        //        ],
+        //    ]
         //
-        //     // channel id, update type, seq, trade id, time, price, amount
-        //     [ 2, "tu", "28462857-BTCUSD", 413357662, 1580565041, 9374.9, 0.005 ]
         //
         const channel = this.safeValue(subscription, 'channel');
-        const marketId = this.safeString(subscription, 'pair');
+        const marketId = this.safeString(subscription, 'symbol');
+        const market = this.safeMarket(marketId);
         const messageHash = channel + ':' + marketId;
         const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
-        const market = this.safeMarket(marketId);
         const symbol = market['symbol'];
-        const data = this.safeValue(message, 1);
         let stored = this.safeValue(this.trades, symbol);
         if (stored === undefined) {
             stored = new ArrayCache(tradesLimit);
             this.trades[symbol] = stored;
         }
-        if (Array.isArray(data)) {
-            const trades = this.parseTrades(data, market);
-            for (let i = 0; i < trades.length; i++) {
-                stored.append(trades[i]);
+        const messageLength = message.length;
+        if (messageLength === 2) {
+            // initial snapshot
+            const trades = this.safeList(message, 1, []);
+            // needs to be reversed to make chronological order
+            const length = trades.length;
+            for (let i = 0; i < length; i++) {
+                const index = length - i - 1;
+                const parsed = this.parseWsTrade(trades[index], market);
+                stored.append(parsed);
             }
         }
         else {
-            const second = this.safeString(message, 1);
-            if (second !== 'tu') {
+            // update
+            const type = this.safeString(message, 1);
+            if (type === 'tu') {
+                // don't resolve for a duplicate update
+                // since te and tu updates are duplicated on the public stream
                 return;
             }
-            const trade = this.parseTrade(message, market);
-            stored.append(trade);
+            const trade = this.safeValue(message, 2, []);
+            const parsed = this.parseWsTrade(trade, market);
+            stored.append(parsed);
         }
         client.resolve(stored, messageHash);
     }
-    parseTrade(trade, market = undefined) {
-        //
-        // snapshot trade
+    parseWsTrade(trade, market = undefined) {
         //
-        //     // null, time, price, amount
-        //     [ null, 1580565020, 9374.9, 0.005 ],
+        //    [
+        //        1128060969, // id
+        //        1654702500098, // mts
+        //        0.00325131, // amount positive buy, negative sell
+        //        1818.5, // price
+        //    ]
         //
-        // when a trade does not have an id yet
+        // trade execution
         //
-        //     // channel id, update type, seq, time, price, amount
-        //     [ 2, "te", "28462857-BTCUSD", 1580565041, 9374.9, 0.005 ],
+        //    [
+        //        1133411090, // id
+        //        "tLTCUST", // symbol
+        //        1655110144598, // create ms
+        //        97084883506, // order id
+        //        0.1, // amount
+        //        42.821, // price
+        //        "EXCHANGE MARKET", // order type
+        //        42.799, // order price
+        //        -1, // maker
+        //        null, // fee
+        //        null, // fee currency
+        //        1655110144596 // cid
+        //    ]
         //
-        // when a trade already has an id
+        // trade update
         //
-        //     // channel id, update type, seq, trade id, time, price, amount
-        //     [ 2, "tu", "28462857-BTCUSD", 413357662, 1580565041, 9374.9, 0.005 ]
+        //    [
+        //       1133411090,
+        //       "tLTCUST",
+        //       1655110144598,
+        //       97084883506,
+        //       0.1,
+        //       42.821,
+        //       "EXCHANGE MARKET",
+        //       42.799,
+        //       -1,
+        //       -0.0002,
+        //       "LTC",
+        //       1655110144596
+        //    ]
         //
-        if (!Array.isArray(trade)) {
-            return super.parseTrade(trade, market);
-        }
-        const tradeLength = trade.length;
-        const event = this.safeString(trade, 1);
-        let id = undefined;
-        if (event === 'tu') {
-            id = this.safeString(trade, tradeLength - 4);
+        const numFields = trade.length;
+        const isPublic = numFields <= 8;
+        let marketId = (!isPublic) ? this.safeString(trade, 1) : undefined;
+        market = this.safeMarket(marketId, market);
+        const createdKey = isPublic ? 1 : 2;
+        const priceKey = isPublic ? 3 : 5;
+        const amountKey = isPublic ? 2 : 4;
+        marketId = market['id'];
+        let type = this.safeString(trade, 6);
+        if (type !== undefined) {
+            if (type.indexOf('LIMIT') > -1) {
+                type = 'limit';
+            }
+            else if (type.indexOf('MARKET') > -1) {
+                type = 'market';
+            }
         }
-        const timestamp = this.safeTimestamp(trade, tradeLength - 3);
-        const price = this.safeString(trade, tradeLength - 2);
-        let amount = this.safeString(trade, tradeLength - 1);
+        const orderId = (!isPublic) ? this.safeString(trade, 3) : undefined;
+        const id = this.safeString(trade, 0);
+        const timestamp = this.safeInteger(trade, createdKey);
+        const price = this.safeString(trade, priceKey);
+        const amountString = this.safeString(trade, amountKey);
+        const amount = this.parseNumber(Precise.stringAbs(amountString));
         let side = undefined;
         if (amount !== undefined) {
-            side = Precise.stringGt(amount, '0') ? 'buy' : 'sell';
-            amount = Precise.stringAbs(amount);
-        }
-        const seq = this.safeString(trade, 2);
-        const parts = seq.split('-');
-        let marketId = this.safeString(parts, 1);
-        if (marketId !== undefined) {
-            marketId = marketId.replace('t', '');
+            side = Precise.stringGt(amountString, '0') ? 'buy' : 'sell';
         }
         const symbol = this.safeSymbol(marketId, market);
-        const takerOrMaker = undefined;
-        const orderId = undefined;
+        const feeValue = this.safeString(trade, 9);
+        let fee = undefined;
+        if (feeValue !== undefined) {
+            const currencyId = this.safeString(trade, 10);
+            const code = this.safeCurrencyCode(currencyId);
+            fee = {
+                'cost': feeValue,
+                'currency': code,
+            };
+        }
+        const maker = this.safeInteger(trade, 8);
+        let takerOrMaker = undefined;
+        if (maker !== undefined) {
+            takerOrMaker = (maker === -1) ? 'taker' : 'maker';
+        }
         return this.safeTrade({
             'info': trade,
             'timestamp': timestamp,
@@ -189,19 +440,20 @@ export default class bitfinex extends bitfinexRest {
             'symbol': symbol,
             'id': id,
             'order': orderId,
-            'type': undefined,
+            'type': type,
             'takerOrMaker': takerOrMaker,
             'side': side,
             'price': price,
             'amount': amount,
             'cost': undefined,
-            'fee': undefined,
-        });
+            'fee': fee,
+        }, market);
     }
     handleTicker(client, message, subscription) {
         //
+        // [
+        //    340432, // channel ID
         //     [
-        //         2,             // 0 CHANNEL_ID integer Channel ID
         //         236.62,        // 1 BID float Price of last highest bid
         //         9.0029,        // 2 BID_SIZE float Size of the last highest bid
         //         236.88,        // 3 ASK float Price of last lowest ask
@@ -213,47 +465,64 @@ export default class bitfinex extends bitfinexRest {
         //         250.01,        // 9 HIGH float Daily high
         //         220.05,        // 10 LOW float Daily low
         //     ]
+        //  ]
         //
-        const marketId = this.safeString(subscription, 'pair');
+        const ticker = this.safeValue(message, 1);
+        const marketId = this.safeString(subscription, 'symbol');
+        const market = this.safeMarket(marketId);
         const symbol = this.safeSymbol(marketId);
+        const parsed = this.parseWsTicker(ticker, market);
         const channel = 'ticker';
         const messageHash = channel + ':' + marketId;
-        const last = this.safeString(message, 7);
-        const change = this.safeString(message, 5);
-        let open = undefined;
-        if ((last !== undefined) && (change !== undefined)) {
-            open = Precise.stringSub(last, change);
-        }
-        const result = this.safeTicker({
+        this.tickers[symbol] = parsed;
+        client.resolve(parsed, messageHash);
+    }
+    parseWsTicker(ticker, market = undefined) {
+        //
+        //     [
+        //         236.62,        // 1 BID float Price of last highest bid
+        //         9.0029,        // 2 BID_SIZE float Size of the last highest bid
+        //         236.88,        // 3 ASK float Price of last lowest ask
+        //         7.1138,        // 4 ASK_SIZE float Size of the last lowest ask
+        //         -1.02,         // 5 DAILY_CHANGE float Amount that the last price has changed since yesterday
+        //         0,             // 6 DAILY_CHANGE_PERC float Amount that the price has changed expressed in percentage terms
+        //         236.52,        // 7 LAST_PRICE float Price of the last trade.
+        //         5191.36754297, // 8 VOLUME float Daily volume
+        //         250.01,        // 9 HIGH float Daily high
+        //         220.05,        // 10 LOW float Daily low
+        //     ]
+        //
+        market = this.safeMarket(undefined, market);
+        const symbol = market['symbol'];
+        const last = this.safeString(ticker, 6);
+        const change = this.safeString(ticker, 4);
+        return this.safeTicker({
             'symbol': symbol,
             'timestamp': undefined,
             'datetime': undefined,
-            'high': this.safeString(message, 9),
-            'low': this.safeString(message, 10),
-            'bid': this.safeString(message, 1),
-            'bidVolume': undefined,
-            'ask': this.safeString(message, 3),
-            'askVolume': undefined,
+            'high': this.safeString(ticker, 8),
+            'low': this.safeString(ticker, 9),
+            'bid': this.safeString(ticker, 0),
+            'bidVolume': this.safeString(ticker, 1),
+            'ask': this.safeString(ticker, 2),
+            'askVolume': this.safeString(ticker, 3),
             'vwap': undefined,
-            'open': this.parseNumber(open),
-            'close': this.parseNumber(last),
-            'last': this.parseNumber(last),
+            'open': undefined,
+            'close': last,
+            'last': last,
             'previousClose': undefined,
-            'change': this.parseNumber(change),
-            'percentage': this.safeString(message, 6),
+            'change': change,
+            'percentage': this.safeString(ticker, 5),
             'average': undefined,
-            'baseVolume': this.safeString(message, 8),
+            'baseVolume': this.safeString(ticker, 7),
             'quoteVolume': undefined,
-            'info': message,
-        });
-        this.tickers[symbol] = result;
-        client.resolve(result, messageHash);
+            'info': ticker,
+        }, market);
     }
     /**
      * @method
      * @name bitfinex#watchOrderBook
      * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
-     * @see https://docs.bitfinex.com/v1/reference/ws-public-order-books
      * @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
@@ -269,13 +538,12 @@ export default class bitfinex extends bitfinexRest {
         const prec = this.safeString(options, 'prec', 'P0');
         const freq = this.safeString(options, 'freq', 'F0');
         const request = {
-            // "event": "subscribe", // added in subscribe()
-            // "channel": channel, // added in subscribe()
-            // "symbol": marketId, // added in subscribe()
             'prec': prec,
-            'freq': freq,
-            'len': limit, // string, number of price points, '25', '100', default = '25'
+            'freq': freq, // string, frequency of updates 'F0' = realtime, 'F1' = 2 seconds, default is 'F0'
         };
+        if (limit !== undefined) {
+            request['len'] = limit; // string, number of price points, '25', '100', default = '25'
+        }
         const orderbook = await this.subscribe('book', symbol, this.deepExtend(request, params));
         return orderbook.limit();
     }
@@ -298,20 +566,22 @@ export default class bitfinex extends bitfinexRest {
         // subsequent updates
         //
         //     [
-        //         30,     // channel id
-        //         9339.9, // price
-        //         0,      // count
-        //         -1,     // size > 0 = bid, size < 0 = ask
+        //         358169, // channel id
+        //         [
+        //            1807.1, // price
+        //            0, // cound
+        //            1 // size
+        //         ]
         //     ]
         //
-        const marketId = this.safeString(subscription, 'pair');
+        const marketId = this.safeString(subscription, 'symbol');
         const symbol = this.safeSymbol(marketId);
         const channel = 'book';
         const messageHash = channel + ':' + marketId;
         const prec = this.safeString(subscription, 'prec', 'P0');
         const isRaw = (prec === 'R0');
         // if it is an initial snapshot
-        if (Array.isArray(message[1])) {
+        if (!(symbol in this.orderbooks)) {
             const limit = this.safeInteger(subscription, 'len');
             if (isRaw) {
                 // raw order books
@@ -326,65 +596,232 @@ export default class bitfinex extends bitfinexRest {
                 const deltas = message[1];
                 for (let i = 0; i < deltas.length; i++) {
                     const delta = deltas[i];
-                    const id = this.safeString(delta, 0);
-                    const price = this.safeFloat(delta, 1);
-                    const delta2Value = delta[2];
-                    const size = (delta2Value < 0) ? -delta2Value : delta2Value;
-                    const side = (delta2Value < 0) ? 'asks' : 'bids';
+                    const delta2 = delta[2];
+                    const size = (delta2 < 0) ? -delta2 : delta2;
+                    const side = (delta2 < 0) ? 'asks' : 'bids';
                     const bookside = orderbook[side];
-                    bookside.storeArray([price, size, id]);
+                    const idString = this.safeString(delta, 0);
+                    const price = this.safeFloat(delta, 1);
+                    bookside.storeArray([price, size, idString]);
                 }
             }
             else {
                 const deltas = message[1];
                 for (let i = 0; i < deltas.length; i++) {
                     const delta = deltas[i];
-                    const delta2 = delta[2];
-                    const size = (delta2 < 0) ? -delta2 : delta2;
-                    const side = (delta2 < 0) ? 'asks' : 'bids';
-                    const countedBookSide = orderbook[side];
-                    countedBookSide.storeArray([delta[0], size, delta[1]]);
+                    const amount = this.safeNumber(delta, 2);
+                    const counter = this.safeNumber(delta, 1);
+                    const price = this.safeNumber(delta, 0);
+                    const size = (amount < 0) ? -amount : amount;
+                    const side = (amount < 0) ? 'asks' : 'bids';
+                    const bookside = orderbook[side];
+                    bookside.storeArray([price, size, counter]);
                 }
             }
+            orderbook['symbol'] = symbol;
             client.resolve(orderbook, messageHash);
         }
         else {
             const orderbook = this.orderbooks[symbol];
+            const deltas = message[1];
+            const orderbookItem = this.orderbooks[symbol];
             if (isRaw) {
-                const id = this.safeString(message, 1);
-                const price = this.safeString(message, 2);
-                const message3 = message[3];
-                const size = (message3 < 0) ? -message3 : message3;
-                const side = (message3 < 0) ? 'asks' : 'bids';
-                const bookside = orderbook[side];
+                const price = this.safeString(deltas, 1);
+                const deltas2 = deltas[2];
+                const size = (deltas2 < 0) ? -deltas2 : deltas2;
+                const side = (deltas2 < 0) ? 'asks' : 'bids';
+                const bookside = orderbookItem[side];
                 // price = 0 means that you have to remove the order from your book
                 const amount = Precise.stringGt(price, '0') ? size : '0';
-                bookside.storeArray([this.parseNumber(price), this.parseNumber(amount), id]);
+                const idString = this.safeString(deltas, 0);
+                bookside.storeArray([this.parseNumber(price), this.parseNumber(amount), idString]);
             }
             else {
-                const message3Value = message[3];
-                const size = (message3Value < 0) ? -message3Value : message3Value;
-                const side = (message3Value < 0) ? 'asks' : 'bids';
-                const countedBookSide = orderbook[side];
-                countedBookSide.storeArray([message[1], size, message[2]]);
+                const amount = this.safeString(deltas, 2);
+                const counter = this.safeString(deltas, 1);
+                const price = this.safeString(deltas, 0);
+                const size = Precise.stringLt(amount, '0') ? Precise.stringNeg(amount) : amount;
+                const side = Precise.stringLt(amount, '0') ? 'asks' : 'bids';
+                const bookside = orderbookItem[side];
+                bookside.storeArray([this.parseNumber(price), this.parseNumber(size), this.parseNumber(counter)]);
             }
             client.resolve(orderbook, messageHash);
         }
     }
-    handleHeartbeat(client, message) {
+    handleChecksum(client, message, subscription) {
         //
-        // every second (approx) if no other updates are sent
+        // [ 173904, "cs", -890884919 ]
         //
-        //     { "event": "heartbeat" }
+        const marketId = this.safeString(subscription, 'symbol');
+        const symbol = this.safeSymbol(marketId);
+        const channel = 'book';
+        const messageHash = channel + ':' + marketId;
+        const book = this.safeValue(this.orderbooks, symbol);
+        if (book === undefined) {
+            return;
+        }
+        const depth = 25; // covers the first 25 bids and asks
+        const stringArray = [];
+        const bids = book['bids'];
+        const asks = book['asks'];
+        const prec = this.safeString(subscription, 'prec', 'P0');
+        const isRaw = (prec === 'R0');
+        const idToCheck = isRaw ? 2 : 0;
+        // pepperoni pizza from bitfinex
+        for (let i = 0; i < depth; i++) {
+            const bid = this.safeValue(bids, i);
+            const ask = this.safeValue(asks, i);
+            if (bid !== undefined) {
+                stringArray.push(this.numberToString(bids[i][idToCheck]));
+                stringArray.push(this.numberToString(bids[i][1]));
+            }
+            if (ask !== undefined) {
+                stringArray.push(this.numberToString(asks[i][idToCheck]));
+                const aski1 = asks[i][1];
+                stringArray.push(this.numberToString(-aski1));
+            }
+        }
+        const payload = stringArray.join(':');
+        const localChecksum = this.crc32(payload, true);
+        const responseChecksum = this.safeInteger(message, 2);
+        if (responseChecksum !== localChecksum) {
+            delete client.subscriptions[messageHash];
+            delete this.orderbooks[symbol];
+            const checksum = this.handleOption('watchOrderBook', 'checksum', true);
+            if (checksum) {
+                const error = new ChecksumError(this.id + ' ' + this.orderbookChecksumMessage(symbol));
+                client.reject(error, messageHash);
+            }
+        }
+    }
+    /**
+     * @method
+     * @name bitfinex#watchBalance
+     * @description watch balance and get the amount of funds available for trading or funds locked in orders
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {str} [params.type] spot or contract if not provided this.options['defaultType'] is used
+     * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
+     */
+    async watchBalance(params = {}) {
+        await this.loadMarkets();
+        const balanceType = this.safeString(params, 'wallet', 'exchange'); // exchange, margin
+        params = this.omit(params, 'wallet');
+        const messageHash = 'balance:' + balanceType;
+        return await this.subscribePrivate(messageHash);
+    }
+    handleBalance(client, message, subscription) {
+        //
+        // snapshot (exchange + margin together)
+        //   [
+        //       0,
+        //       "ws",
+        //       [
+        //           [
+        //               "exchange",
+        //               "LTC",
+        //               0.05479727,
+        //               0,
+        //               null,
+        //               "Trading fees for 0.05 LTC (LTCUST) @ 51.872 on BFX (0.2%)",
+        //               null,
+        //           ]
+        //           [
+        //               "margin",
+        //               "USTF0",
+        //               11.960650700086292,
+        //               0,
+        //               null,
+        //               "Trading fees for 0.1 LTCF0 (LTCF0:USTF0) @ 51.844 on BFX (0.065%)",
+        //               null,
+        //           ],
+        //       ],
+        //   ]
         //
-        const event = this.safeString(message, 'event');
-        client.resolve(message, event);
+        // spot
+        //   [
+        //       0,
+        //       "wu",
+        //       [
+        //         "exchange",
+        //         "LTC", // currency
+        //         0.06729727, // wallet balance
+        //         0, // unsettled balance
+        //         0.06729727, // available balance might be null
+        //         "Exchange 0.4 LTC for UST @ 65.075",
+        //         {
+        //           "reason": "TRADE",
+        //           "order_id": 96596397973,
+        //           "order_id_oppo": 96596632735,
+        //           "trade_price": "65.075",
+        //           "trade_amount": "-0.4",
+        //           "order_cid": 1654636218766,
+        //           "order_gid": null
+        //         }
+        //       ]
+        //   ]
+        //
+        // margin
+        //
+        //   [
+        //       "margin",
+        //       "USTF0",
+        //       11.960650700086292, // total
+        //       0,
+        //       6.776250700086292, // available
+        //       "Trading fees for 0.1 LTCF0 (LTCF0:USTF0) @ 51.844 on BFX (0.065%)",
+        //       null
+        //   ]
+        //
+        const updateType = this.safeValue(message, 1);
+        let data = undefined;
+        if (updateType === 'ws') {
+            data = this.safeValue(message, 2);
+        }
+        else {
+            data = [this.safeValue(message, 2)];
+        }
+        const updatedTypes = {};
+        for (let i = 0; i < data.length; i++) {
+            const rawBalance = data[i];
+            const currencyId = this.safeString(rawBalance, 1);
+            const code = this.safeCurrencyCode(currencyId);
+            const balance = this.parseWsBalance(rawBalance);
+            const balanceType = this.safeString(rawBalance, 0);
+            const oldBalance = this.safeValue(this.balance, balanceType, {});
+            oldBalance[code] = balance;
+            oldBalance['info'] = message;
+            this.balance[balanceType] = this.safeBalance(oldBalance);
+            updatedTypes[balanceType] = true;
+        }
+        const updatesKeys = Object.keys(updatedTypes);
+        for (let i = 0; i < updatesKeys.length; i++) {
+            const type = updatesKeys[i];
+            const messageHash = 'balance:' + type;
+            client.resolve(this.balance[type], messageHash);
+        }
     }
-    handleSystemStatus(client, message) {
+    parseWsBalance(balance) {
         //
-        // todo: answer the question whether handleSystemStatus should be renamed
-        // and unified as handleStatus for any usage pattern that
-        // involves system status and maintenance updates
+        //     [
+        //         "exchange",
+        //         "LTC",
+        //         0.05479727, // balance
+        //         0,
+        //         null, // available null if not calculated yet
+        //         "Trading fees for 0.05 LTC (LTCUST) @ 51.872 on BFX (0.2%)",
+        //         null,
+        //     ]
+        //
+        const totalBalance = this.safeString(balance, 2);
+        const availableBalance = this.safeString(balance, 4);
+        const account = this.account();
+        if (availableBalance !== undefined) {
+            account['free'] = availableBalance;
+        }
+        account['total'] = totalBalance;
+        return account;
+    }
+    handleSystemStatus(client, message) {
         //
         //     {
         //         "event": "info",
@@ -415,57 +852,47 @@ export default class bitfinex extends bitfinexRest {
     async authenticate(params = {}) {
         const url = this.urls['api']['ws']['private'];
         const client = this.client(url);
-        const future = client.future('authenticated');
-        const method = 'auth';
-        const authenticated = this.safeValue(client.subscriptions, method);
+        const messageHash = 'authenticated';
+        const future = client.future(messageHash);
+        const authenticated = this.safeValue(client.subscriptions, messageHash);
         if (authenticated === undefined) {
             const nonce = this.milliseconds();
             const payload = 'AUTH' + nonce.toString();
             const signature = this.hmac(this.encode(payload), this.encode(this.secret), sha384, 'hex');
+            const event = 'auth';
             const request = {
                 'apiKey': this.apiKey,
                 'authSig': signature,
                 'authNonce': nonce,
                 'authPayload': payload,
-                'event': method,
-                'filter': [
-                    'trading',
-                    'wallet',
-                ],
+                'event': event,
             };
-            this.spawn(this.watch, url, method, request, 1);
+            const message = this.extend(request, params);
+            this.watch(url, messageHash, message, messageHash);
         }
         return await future;
     }
     handleAuthenticationMessage(client, message) {
+        const messageHash = 'authenticated';
         const status = this.safeString(message, 'status');
         if (status === 'OK') {
             // we resolve the future here permanently so authentication only happens once
-            const future = this.safeValue(client.futures, 'authenticated');
+            const future = this.safeValue(client.futures, messageHash);
             future.resolve(true);
         }
         else {
             const error = new AuthenticationError(this.json(message));
-            client.reject(error, 'authenticated');
+            client.reject(error, messageHash);
             // allows further authentication attempts
-            const method = this.safeString(message, 'event');
-            if (method in client.subscriptions) {
-                delete client.subscriptions[method];
+            if (messageHash in client.subscriptions) {
+                delete client.subscriptions[messageHash];
             }
         }
     }
-    async watchOrder(id, symbol = undefined, params = {}) {
-        await this.loadMarkets();
-        const url = this.urls['api']['ws']['private'];
-        await this.authenticate();
-        return await this.watch(url, id, undefined, 1);
-    }
     /**
      * @method
      * @name bitfinex#watchOrders
      * @description watches information on multiple orders made by the user
-     * @see https://docs.bitfinex.com/v1/reference/ws-auth-order-updates
-     * @see https://docs.bitfinex.com/v1/reference/ws-auth-order-snapshots
      * @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
@@ -474,12 +901,12 @@ export default class bitfinex extends bitfinexRest {
      */
     async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
         await this.loadMarkets();
-        await this.authenticate();
+        let messageHash = 'orders';
         if (symbol !== undefined) {
-            symbol = this.symbol(symbol);
+            const market = this.market(symbol);
+            messageHash += ':' + market['id'];
         }
-        const url = this.urls['api']['ws']['private'];
-        const orders = await this.watch(url, 'os', undefined, 1);
+        const orders = await this.subscribePrivate(messageHash);
         if (this.newUpdates) {
             limit = orders.getLimit(symbol, limit);
         }
@@ -487,111 +914,159 @@ export default class bitfinex extends bitfinexRest {
     }
     handleOrders(client, message, subscription) {
         //
-        // order snapshot
-        //
-        //     [
-        //         0,
-        //         "os",
-        //         [
-        //             [
-        //                 45287766631,
-        //                 "ETHUST",
-        //                 -0.07,
-        //                 -0.07,
-        //                 "EXCHANGE LIMIT",
-        //                 "ACTIVE",
-        //                 210,
-        //                 0,
-        //                 "2020-05-16T13:17:46Z",
-        //                 0,
-        //                 0,
-        //                 0
-        //             ]
-        //         ]
-        //     ]
-        //
-        // order cancel
-        //
-        //     [
-        //         0,
-        //         "oc",
-        //         [
-        //             45287766631,
-        //             "ETHUST",
-        //             -0.07,
-        //             -0.07,
-        //             "EXCHANGE LIMIT",
-        //             "CANCELED",
-        //             210,
-        //             0,
-        //             "2020-05-16T13:17:46Z",
-        //             0,
-        //             0,
-        //             0,
-        //         ]
-        //     ]
+        // limit order
+        //    [
+        //        0,
+        //        "on", // ou or oc
+        //        [
+        //           96923856256, // order id
+        //           null, // gid
+        //           1655029337026, // cid
+        //           "tLTCUST", // symbol
+        //           1655029337027, // created timestamp
+        //           1655029337029, // updated timestamp
+        //           0.1, // amount
+        //           0.1, // amount_orig
+        //           "EXCHANGE LIMIT", // order type
+        //           null, // type_prev
+        //           null, // mts_tif
+        //           null, // placeholder
+        //           0, // flags
+        //           "ACTIVE", // status
+        //           null,
+        //           null,
+        //           30, // price
+        //           0, // price average
+        //           0, // price_trailling
+        //           0, // price_aux_limit
+        //           null,
+        //           null,
+        //           null,
+        //           0, // notify
+        //           0,
+        //           null,
+        //           null,
+        //           null,
+        //           "BFX",
+        //           null,
+        //           null,
+        //        ]
+        //    ]
         //
         const data = this.safeValue(message, 2, []);
         const messageType = this.safeString(message, 1);
+        if (this.orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            this.orders = new ArrayCacheBySymbolById(limit);
+        }
+        const orders = this.orders;
+        const symbolIds = {};
         if (messageType === 'os') {
+            const snapshotLength = data.length;
+            if (snapshotLength === 0) {
+                return;
+            }
             for (let i = 0; i < data.length; i++) {
                 const value = data[i];
-                this.handleOrder(client, value);
+                const parsed = this.parseWsOrder(value);
+                const symbol = parsed['symbol'];
+                symbolIds[symbol] = true;
+                orders.append(parsed);
             }
         }
         else {
-            this.handleOrder(client, data);
+            const parsed = this.parseWsOrder(data);
+            orders.append(parsed);
+            const symbol = parsed['symbol'];
+            symbolIds[symbol] = true;
         }
-        if (this.orders !== undefined) {
-            client.resolve(this.orders, 'os');
+        const name = 'orders';
+        client.resolve(this.orders, name);
+        const keys = Object.keys(symbolIds);
+        for (let i = 0; i < keys.length; i++) {
+            const symbol = keys[i];
+            const market = this.market(symbol);
+            const messageHash = name + ':' + market['id'];
+            client.resolve(this.orders, messageHash);
         }
     }
     parseWsOrderStatus(status) {
         const statuses = {
             'ACTIVE': 'open',
             'CANCELED': 'canceled',
+            'EXECUTED': 'closed',
+            'PARTIALLY': 'open',
         };
         return this.safeString(statuses, status, status);
     }
-    handleOrder(client, order) {
-        // [ 45287766631,
-        //     "ETHUST",
-        //     -0.07,
-        //     -0.07,
-        //     "EXCHANGE LIMIT",
-        //     "CANCELED",
-        //     210,
-        //     0,
-        //     "2020-05-16T13:17:46Z",
-        //     0,
-        //     0,
-        //     0 ]
+    parseWsOrder(order, market = undefined) {
+        //
+        //   [
+        //       97084883506, // order id
+        //       null,
+        //       1655110144596, // clientOrderId
+        //       "tLTCUST", // symbol
+        //       1655110144596, // created timestamp
+        //       1655110144598, // updated timestamp
+        //       0, // amount
+        //       0.1, // amount_orig negative if sell order
+        //       "EXCHANGE MARKET", // type
+        //       null,
+        //       null,
+        //       null,
+        //       0,
+        //       "EXECUTED @ 42.821(0.1)", // status
+        //       null,
+        //       null,
+        //       42.799, // price
+        //       42.821, // price average
+        //       0, // price trailling
+        //       0, // price_aux_limit
+        //       null,
+        //       null,
+        //       null,
+        //       0,
+        //       0,
+        //       null,
+        //       null,
+        //       null,
+        //       "BFX",
+        //       null,
+        //       null,
+        //       {}
+        //   ]
+        //
         const id = this.safeString(order, 0);
-        const marketId = this.safeString(order, 1);
+        const clientOrderId = this.safeString(order, 1);
+        const marketId = this.safeString(order, 3);
         const symbol = this.safeSymbol(marketId);
-        let amount = this.safeString(order, 2);
-        let remaining = this.safeString(order, 3);
+        market = this.safeMarket(symbol);
+        let amount = this.safeString(order, 7);
         let side = 'buy';
         if (Precise.stringLt(amount, '0')) {
             amount = Precise.stringAbs(amount);
-            remaining = Precise.stringAbs(remaining);
             side = 'sell';
         }
-        let type = this.safeString(order, 4);
+        const remaining = Precise.stringAbs(this.safeString(order, 6));
+        let type = this.safeString(order, 8);
         if (type.indexOf('LIMIT') > -1) {
             type = 'limit';
         }
         else if (type.indexOf('MARKET') > -1) {
             type = 'market';
         }
-        const status = this.parseWsOrderStatus(this.safeString(order, 5));
-        const price = this.safeString(order, 6);
-        const rawDatetime = this.safeString(order, 8);
-        const timestamp = this.parse8601(rawDatetime);
-        const parsed = this.safeOrder({
+        const rawState = this.safeString(order, 13);
+        const stateParts = rawState.split(' ');
+        const trimmedStatus = this.safeString(stateParts, 0);
+        const status = this.parseWsOrderStatus(trimmedStatus);
+        const price = this.safeString(order, 16);
+        const timestamp = this.safeInteger2(order, 5, 4);
+        const average = this.safeString(order, 17);
+        const stopPrice = this.omitZero(this.safeString(order, 18));
+        return this.safeOrder({
             'info': order,
             'id': id,
-            'clientOrderId': undefined,
+            'clientOrderId': clientOrderId,
             'timestamp': timestamp,
             'datetime': this.iso8601(timestamp),
             'lastTradeTimestamp': undefined,
@@ -599,9 +1074,9 @@ export default class bitfinex extends bitfinexRest {
             'type': type,
             'side': side,
             'price': price,
-            'stopPrice': undefined,
-            'triggerPrice': undefined,
-            'average': undefined,
+            'stopPrice': stopPrice,
+            'triggerPrice': stopPrice,
+            'average': average,
             'amount': amount,
             'remaining': remaining,
             'filled': undefined,
@@ -609,60 +1084,74 @@ export default class bitfinex extends bitfinexRest {
             'fee': undefined,
             'cost': undefined,
             'trades': undefined,
-        });
-        if (this.orders === undefined) {
-            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
-            this.orders = new ArrayCacheBySymbolById(limit);
-        }
-        const orders = this.orders;
-        orders.append(parsed);
-        client.resolve(parsed, id);
-        return parsed;
+        }, market);
     }
     handleMessage(client, message) {
+        const channelId = this.safeString(message, 0);
+        //
+        //     [
+        //         1231,
+        //         "hb",
+        //     ]
+        //
+        // auth message
+        //    {
+        //        "event": "auth",
+        //        "status": "OK",
+        //        "chanId": 0,
+        //        "userId": 3159883,
+        //        "auth_id": "ac7108e7-2f26-424d-9982-c24700dc02ca",
+        //        "caps": {
+        //          "orders": { read: 1, write: 1 },
+        //          "account": { read: 1, write: 1 },
+        //          "funding": { read: 1, write: 1 },
+        //          "history": { read: 1, write: 0 },
+        //          "wallets": { read: 1, write: 1 },
+        //          "withdraw": { read: 0, write: 1 },
+        //          "positions": { read: 1, write: 1 },
+        //          "ui_withdraw": { read: 0, write: 0 }
+        //        }
+        //    }
+        //
         if (Array.isArray(message)) {
-            const channelId = this.safeString(message, 0);
-            //
-            //     [
-            //         1231,
-            //         "hb",
-            //     ]
-            //
             if (message[1] === 'hb') {
                 return; // skip heartbeats within subscription channels for now
             }
             const subscription = this.safeValue(client.subscriptions, channelId, {});
             const channel = this.safeString(subscription, 'channel');
             const name = this.safeString(message, 1);
-            const methods = {
+            const publicMethods = {
                 'book': this.handleOrderBook,
-                // 'ohlc': this.handleOHLCV,
+                'cs': this.handleChecksum,
+                'candles': this.handleOHLCV,
                 'ticker': this.handleTicker,
                 'trades': this.handleTrades,
+            };
+            const privateMethods = {
                 'os': this.handleOrders,
+                'ou': this.handleOrders,
                 'on': this.handleOrders,
                 'oc': this.handleOrders,
+                'wu': this.handleBalance,
+                'ws': this.handleBalance,
+                'tu': this.handleMyTrade,
             };
-            const method = this.safeValue2(methods, channel, name);
+            let method = undefined;
+            if (channelId === '0') {
+                method = this.safeValue(privateMethods, name);
+            }
+            else {
+                method = this.safeValue2(publicMethods, name, channel);
+            }
             if (method !== undefined) {
                 method.call(this, client, message, subscription);
             }
         }
         else {
-            // todo add bitfinex handleErrorMessage
-            //
-            //     {
-            //         "event": "info",
-            //         "version": 2,
-            //         "serverId": "e293377e-7bb7-427e-b28c-5db045b2c1d1",
-            //         "platform": { status: 1 }, // 1 for operative, 0 for maintenance
-            //     }
-            //
             const event = this.safeString(message, 'event');
             if (event !== undefined) {
                 const methods = {
                     'info': this.handleSystemStatus,
-                    // 'book': 'handleOrderBook',
                     'subscribed': this.handleSubscriptionStatus,
                     'auth': this.handleAuthenticationMessage,
                 };