ccxt 4.4.65 → 4.4.68

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

@@ -0,0 +1,752 @@
+'use strict';
+
+var derive$1 = require('../derive.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+
+// ----------------------------------------------------------------------------
+// ----------------------------------------------------------------------------
+class derive extends derive$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': false,
+                'watchBalance': false,
+                'watchMyTrades': true,
+                'watchOHLCV': false,
+                'watchOrderBook': true,
+                'watchOrders': true,
+                'watchTicker': true,
+                'watchTickers': false,
+                'watchBidsAsks': false,
+                'watchTrades': true,
+                'watchTradesForSymbols': false,
+                'watchPositions': false,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://api.lyra.finance/ws',
+                },
+                'test': {
+                    'ws': 'wss://api-demo.lyra.finance/ws',
+                },
+            },
+            'options': {
+                'tradesLimit': 1000,
+                'ordersLimit': 1000,
+                'requestId': {},
+            },
+            'streaming': {
+                'keepAlive': 9000,
+            },
+            'exceptions': {
+                'ws': {
+                    'exact': {},
+                },
+            },
+        });
+    }
+    requestId(url) {
+        const options = this.safeValue(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, subscription) {
+        const url = this.urls['api']['ws'];
+        const requestId = this.requestId(url);
+        const request = this.extend(message, {
+            'id': requestId,
+        });
+        subscription = this.extend(subscription, {
+            'id': requestId,
+            'method': 'subscribe',
+        });
+        return await this.watch(url, messageHash, request, messageHash, subscription);
+    }
+    /**
+     * @method
+     * @name derive#watchOrderBook
+     * @see https://docs.derive.xyz/reference/orderbook-instrument_name-group-depth
+     * @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
+     */
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        if (limit === undefined) {
+            limit = 10;
+        }
+        const market = this.market(symbol);
+        const topic = 'orderbook.' + market['id'] + '.10.' + this.numberToString(limit);
+        const request = {
+            'method': 'subscribe',
+            'params': {
+                'channels': [
+                    topic,
+                ],
+            },
+        };
+        const subscription = {
+            'name': topic,
+            'symbol': symbol,
+            'limit': limit,
+            'params': params,
+        };
+        const orderbook = await this.watchPublic(topic, request, subscription);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        //
+        // {
+        //     method: 'subscription',
+        //     params: {
+        //       channel: 'orderbook.BTC-PERP.10.1',
+        //       data: {
+        //         timestamp: 1738331231506,
+        //         instrument_name: 'BTC-PERP',
+        //         publish_id: 628419,
+        //         bids: [ [ '104669', '40' ] ],
+        //         asks: [ [ '104736', '40' ] ]
+        //       }
+        //     }
+        // }
+        //
+        const params = this.safeDict(message, 'params');
+        const data = this.safeDict(params, 'data');
+        const marketId = this.safeString(data, 'instrument_name');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const topic = this.safeString(params, 'channel');
+        if (!(symbol in this.orderbooks)) {
+            const defaultLimit = this.safeInteger(this.options, 'watchOrderBookLimit', 1000);
+            const subscription = client.subscriptions[topic];
+            const limit = this.safeInteger(subscription, 'limit', defaultLimit);
+            this.orderbooks[symbol] = this.orderBook({}, limit);
+        }
+        const orderbook = this.orderbooks[symbol];
+        const timestamp = this.safeInteger(data, 'timestamp');
+        const snapshot = this.parseOrderBook(data, symbol, timestamp, 'bids', 'asks');
+        orderbook.reset(snapshot);
+        client.resolve(orderbook, topic);
+    }
+    /**
+     * @method
+     * @name derive#watchTicker
+     * @see https://docs.derive.xyz/reference/ticker-instrument_name-interval
+     * @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}
+     */
+    async watchTicker(symbol, params = {}) {
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const topic = 'ticker.' + market['id'] + '.100';
+        const request = {
+            'method': 'subscribe',
+            'params': {
+                'channels': [
+                    topic,
+                ],
+            },
+        };
+        const subscription = {
+            'name': topic,
+            'symbol': symbol,
+            'params': params,
+        };
+        return await this.watchPublic(topic, request, subscription);
+    }
+    handleTicker(client, message) {
+        //
+        // {
+        //     method: 'subscription',
+        //     params: {
+        //       channel: 'ticker.BTC-PERP.100',
+        //       data: {
+        //         timestamp: 1738485104439,
+        //         instrument_ticker: {
+        //           instrument_type: 'perp',
+        //           instrument_name: 'BTC-PERP',
+        //           scheduled_activation: 1701840228,
+        //           scheduled_deactivation: '9223372036854775807',
+        //           is_active: true,
+        //           tick_size: '0.1',
+        //           minimum_amount: '0.01',
+        //           maximum_amount: '10000',
+        //           amount_step: '0.001',
+        //           mark_price_fee_rate_cap: '0',
+        //           maker_fee_rate: '0.0001',
+        //           taker_fee_rate: '0.0003',
+        //           base_fee: '0.1',
+        //           base_currency: 'BTC',
+        //           quote_currency: 'USD',
+        //           option_details: null,
+        //           perp_details: {
+        //             index: 'BTC-USD',
+        //             max_rate_per_hour: '0.004',
+        //             min_rate_per_hour: '-0.004',
+        //             static_interest_rate: '0.0000125',
+        //             aggregate_funding: '10581.779418721074588722',
+        //             funding_rate: '0.000024792239208858'
+        //           },
+        //           erc20_details: null,
+        //           base_asset_address: '0xDBa83C0C654DB1cd914FA2710bA743e925B53086',
+        //           base_asset_sub_id: '0',
+        //           pro_rata_fraction: '0',
+        //           fifo_min_allocation: '0',
+        //           pro_rata_amount_step: '0.1',
+        //           best_ask_amount: '0.131',
+        //           best_ask_price: '99898.6',
+        //           best_bid_amount: '0.056',
+        //           best_bid_price: '99889.1',
+        //           five_percent_bid_depth: '11.817',
+        //           five_percent_ask_depth: '9.116',
+        //           option_pricing: null,
+        //           index_price: '99883.8',
+        //           mark_price: '99897.52408421244763303548098',
+        //           stats: {
+        //             contract_volume: '92.395',
+        //             num_trades: '2924',
+        //             open_interest: '33.743468027373780786',
+        //             high: '102320.4',
+        //             low: '99064.3',
+        //             percent_change: '-0.021356',
+        //             usd_change: '-2178'
+        //           },
+        //           timestamp: 1738485165881,
+        //           min_price: '97939.1',
+        //           max_price: '101895.2'
+        //         }
+        //       }
+        //     }
+        // }
+        //
+        const params = this.safeDict(message, 'params');
+        const rawData = this.safeDict(params, 'data');
+        const data = this.safeDict(rawData, 'instrument_ticker');
+        const topic = this.safeValue(params, 'channel');
+        const ticker = this.parseTicker(data);
+        this.tickers[ticker['symbol']] = ticker;
+        client.resolve(ticker, topic);
+        return message;
+    }
+    /**
+     * @method
+     * @name derive#unWatchOrderBook
+     * @description unsubscribe from the orderbook channel
+     * @param {string} symbol unified symbol of the market to fetch the order book for
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {int} [params.limit] orderbook limit, default is undefined
+     * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+     */
+    async unWatchOrderBook(symbol, params = {}) {
+        await this.loadMarkets();
+        let limit = this.safeInteger(params, 'limit');
+        if (limit === undefined) {
+            limit = 10;
+        }
+        const market = this.market(symbol);
+        const topic = 'orderbook.' + market['id'] + '.10.' + this.numberToString(limit);
+        const messageHash = 'unwatch' + topic;
+        const request = {
+            'method': 'unsubscribe',
+            'params': {
+                'channels': [
+                    topic,
+                ],
+            },
+        };
+        const subscription = {
+            'name': topic,
+        };
+        return await this.unWatchPublic(messageHash, request, subscription);
+    }
+    /**
+     * @method
+     * @name derive#unWatchTrades
+     * @description unsubscribe from the trades channel
+     * @param {string} symbol unified symbol of the market to unwatch the trades for
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {any} status of the unwatch request
+     */
+    async unWatchTrades(symbol, params = {}) {
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const topic = 'trades.' + market['id'];
+        const messageHah = 'unwatch' + topic;
+        const request = {
+            'method': 'unsubscribe',
+            'params': {
+                'channels': [
+                    topic,
+                ],
+            },
+        };
+        const subscription = {
+            'name': topic,
+        };
+        return await this.unWatchPublic(messageHah, request, subscription);
+    }
+    async unWatchPublic(messageHash, message, subscription) {
+        const url = this.urls['api']['ws'];
+        const requestId = this.requestId(url);
+        const request = this.extend(message, {
+            'id': requestId,
+        });
+        subscription = this.extend(subscription, {
+            'id': requestId,
+            'method': 'unsubscribe',
+        });
+        return await this.watch(url, messageHash, request, messageHash, subscription);
+    }
+    handleOrderBookUnSubscription(client, topic) {
+        const parsedTopic = topic.split('.');
+        const marketId = this.safeString(parsedTopic, 1);
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        if (symbol in this.orderbooks) {
+            delete this.orderbooks[symbol];
+        }
+        if (topic in client.subscriptions) {
+            delete client.subscriptions[topic];
+        }
+        const error = new errors.UnsubscribeError(this.id + ' orderbook ' + symbol);
+        client.reject(error, topic);
+        client.resolve(error, 'unwatch' + topic);
+    }
+    handleTradesUnSubscription(client, topic) {
+        const parsedTopic = topic.split('.');
+        const marketId = this.safeString(parsedTopic, 1);
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        if (symbol in this.orderbooks) {
+            delete this.trades[symbol];
+        }
+        if (topic in client.subscriptions) {
+            delete client.subscriptions[topic];
+        }
+        const error = new errors.UnsubscribeError(this.id + ' trades ' + symbol);
+        client.reject(error, topic);
+        client.resolve(error, 'unwatch' + topic);
+    }
+    handleUnSubscribe(client, message) {
+        //
+        // {
+        //     id: 1,
+        //     result: {
+        //       status: { 'orderbook.BTC-PERP.10.10': 'ok' },
+        //       remaining_subscriptions: []
+        //     }
+        // }
+        //
+        const result = this.safeDict(message, 'result');
+        const status = this.safeDict(result, 'status');
+        if (status !== undefined) {
+            const topics = Object.keys(status);
+            for (let i = 0; i < topics.length; i++) {
+                const topic = topics[i];
+                if (topic.indexOf('orderbook') >= 0) {
+                    this.handleOrderBookUnSubscription(client, topic);
+                }
+                else if (topic.indexOf('trades') >= 0) {
+                    this.handleTradesUnSubscription(client, topic);
+                }
+            }
+        }
+        return message;
+    }
+    /**
+     * @method
+     * @name derive#watchTrades
+     * @description watches information on multiple trades made in a market
+     * @see https://docs.derive.xyz/reference/trades-instrument_name
+     * @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 watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const topic = 'trades.' + market['id'];
+        const request = {
+            'method': 'subscribe',
+            'params': {
+                'channels': [
+                    topic,
+                ],
+            },
+        };
+        const subscription = {
+            'name': topic,
+            'symbol': symbol,
+            'params': params,
+        };
+        const trades = await this.watchPublic(topic, request, subscription);
+        if (this.newUpdates) {
+            limit = trades.getLimit(market['symbol'], limit);
+        }
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
+    handleTrade(client, message) {
+        //
+        //
+        const params = this.safeDict(message, 'params');
+        const data = this.safeDict(params, 'data');
+        const topic = this.safeValue(params, 'channel');
+        const parsedTopic = topic.split('.');
+        const marketId = this.safeString(parsedTopic, 1);
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        let tradesArray = this.safeValue(this.trades, symbol);
+        if (tradesArray === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            tradesArray = new Cache.ArrayCache(limit);
+        }
+        for (let i = 0; i < data.length; i++) {
+            const trade = this.parseTrade(data[i]);
+            tradesArray.append(trade);
+        }
+        this.trades[symbol] = tradesArray;
+        client.resolve(tradesArray, topic);
+    }
+    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 now = this.milliseconds().toString();
+            const signature = this.signMessage(now, this.privateKey);
+            const contractWalletAddress = this.safeString(this.options, 'contractWalletAddress');
+            const request = {
+                'id': requestId,
+                'method': 'public/login',
+                'params': {
+                    'wallet': contractWalletAddress,
+                    'timestamp': now,
+                    'signature': signature,
+                },
+            };
+            // const subscription: Dict = {
+            //     'name': topic,
+            //     'symbol': symbol,
+            //     'params': params,
+            // };
+            const message = this.extend(request, params);
+            this.watch(url, messageHash, message, messageHash, message);
+        }
+        return await future;
+    }
+    async watchPrivate(messageHash, message, subscription) {
+        await this.authenticate();
+        const url = this.urls['api']['ws'];
+        const requestId = this.requestId(url);
+        const request = this.extend(message, {
+            'id': requestId,
+        });
+        subscription = this.extend(subscription, {
+            'id': requestId,
+            'method': 'subscribe',
+        });
+        return await this.watch(url, messageHash, request, messageHash, subscription);
+    }
+    /**
+     * @method
+     * @name derive#watchOrders
+     * @see https://docs.derive.xyz/reference/subaccount_id-orders
+     * @description watches information on multiple orders made by the user
+     * @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.subaccount_id] *required* the subaccount id
+     * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+     */
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        let subaccountId = undefined;
+        [subaccountId, params] = this.handleDeriveSubaccountId('watchOrders', params);
+        const topic = this.numberToString(subaccountId) + '.orders';
+        let messageHash = topic;
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            symbol = market['symbol'];
+            messageHash += ':' + symbol;
+        }
+        const request = {
+            'method': 'subscribe',
+            'params': {
+                'channels': [
+                    topic,
+                ],
+            },
+        };
+        const subscription = {
+            'name': topic,
+            'params': params,
+        };
+        const message = this.extend(request, params);
+        const orders = await this.watchPrivate(messageHash, message, subscription);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    handleOrder(client, message) {
+        //
+        // {
+        //     method: 'subscription',
+        //     params: {
+        //         channel: '130837.orders',
+        //         data: [
+        //             {
+        //                 subaccount_id: 130837,
+        //                 order_id: '1f44c564-5658-4b69-b8c4-4019924207d5',
+        //                 instrument_name: 'BTC-PERP',
+        //                 direction: 'buy',
+        //                 label: 'test1234',
+        //                 quote_id: null,
+        //                 creation_timestamp: 1738578974146,
+        //                 last_update_timestamp: 1738578974146,
+        //                 limit_price: '10000',
+        //                 amount: '0.01',
+        //                 filled_amount: '0',
+        //                 average_price: '0',
+        //                 order_fee: '0',
+        //                 order_type: 'limit',
+        //                 time_in_force: 'post_only',
+        //                 order_status: 'untriggered',
+        //                 max_fee: '219',
+        //                 signature_expiry_sec: 1746354973,
+        //                 nonce: 1738578973570,
+        //                 signer: '0x30CB7B06AdD6749BbE146A6827502B8f2a79269A',
+        //                 signature: '0xc6927095f74a0d3b1aeef8c0579d120056530479f806e9d2e6616df742a8934c69046361beae833b32b25c0145e318438d7d1624bb835add956f63aa37192f571c',
+        //                 cancel_reason: '',
+        //                 mmp: false,
+        //                 is_transfer: false,
+        //                 replaced_order_id: null,
+        //                 trigger_type: 'stoploss',
+        //                 trigger_price_type: 'mark',
+        //                 trigger_price: '102800',
+        //                 trigger_reject_message: null
+        //             }
+        //         ]
+        //     }
+        // }
+        //
+        const params = this.safeDict(message, 'params');
+        const topic = this.safeString(params, 'channel');
+        const rawOrders = this.safeList(params, 'data');
+        for (let i = 0; i < rawOrders.length; i++) {
+            const data = rawOrders[i];
+            const parsed = this.parseOrder(data);
+            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 Cache.ArrayCacheBySymbolById(limit);
+                }
+                const cachedOrders = this.orders;
+                const orders = this.safeValue(cachedOrders.hashmap, symbol, {});
+                const order = this.safeValue(orders, orderId);
+                if (order !== undefined) {
+                    const fee = this.safeValue(order, 'fee');
+                    if (fee !== undefined) {
+                        parsed['fee'] = fee;
+                    }
+                    const fees = this.safeValue(order, 'fees');
+                    if (fees !== undefined) {
+                        parsed['fees'] = fees;
+                    }
+                    parsed['trades'] = this.safeValue(order, 'trades');
+                    parsed['timestamp'] = this.safeInteger(order, 'timestamp');
+                    parsed['datetime'] = this.safeString(order, 'datetime');
+                }
+                cachedOrders.append(parsed);
+                const messageHashSymbol = topic + ':' + symbol;
+                client.resolve(this.orders, messageHashSymbol);
+            }
+        }
+        client.resolve(this.orders, topic);
+    }
+    /**
+     * @method
+     * @name derive#watchMyTrades
+     * @see https://docs.derive.xyz/reference/subaccount_id-trades
+     * @description watches information on multiple trades made by the user
+     * @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.subaccount_id] *required* the subaccount id
+     * @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 subaccountId = undefined;
+        [subaccountId, params] = this.handleDeriveSubaccountId('watchMyTrades', params);
+        const topic = this.numberToString(subaccountId) + '.trades';
+        let messageHash = topic;
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            symbol = market['symbol'];
+            messageHash += ':' + symbol;
+        }
+        const request = {
+            'method': 'subscribe',
+            'params': {
+                'channels': [
+                    topic,
+                ],
+            },
+        };
+        const subscription = {
+            'name': topic,
+            'params': params,
+        };
+        const message = this.extend(request, params);
+        const trades = await this.watchPrivate(messageHash, message, subscription);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
+    handleMyTrade(client, message) {
+        //
+        //
+        let myTrades = this.myTrades;
+        if (myTrades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            myTrades = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const params = this.safeDict(message, 'params');
+        const topic = this.safeString(params, 'channel');
+        const rawTrades = this.safeList(params, 'data');
+        for (let i = 0; i < rawTrades.length; i++) {
+            const trade = this.parseTrade(message);
+            myTrades.append(trade);
+            client.resolve(myTrades, topic);
+            const messageHash = topic + trade['symbol'];
+            client.resolve(myTrades, messageHash);
+        }
+    }
+    handleErrorMessage(client, message) {
+        //
+        // {
+        //     id: '690c6276-0fc6-4121-aafa-f28bf5adedcb',
+        //     error: { code: -32600, message: 'Invalid Request' }
+        // }
+        //
+        if (!('error' in message)) {
+            return false;
+        }
+        const errorMessage = this.safeDict(message, 'error');
+        const errorCode = this.safeString(errorMessage, 'code');
+        try {
+            if (errorCode !== undefined) {
+                const feedback = this.id + ' ' + this.json(message);
+                this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
+                throw new errors.ExchangeError(feedback);
+            }
+            return false;
+        }
+        catch (error) {
+            if (error instanceof errors.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 = {
+            'orderbook': this.handleOrderBook,
+            'ticker': this.handleTicker,
+            'trades': this.handleTrade,
+            'orders': this.handleOrder,
+            'mytrades': this.handleMyTrade,
+        };
+        let event = undefined;
+        const params = this.safeDict(message, 'params');
+        if (params !== undefined) {
+            const channel = this.safeString(params, 'channel');
+            if (channel !== undefined) {
+                const parsedChannel = channel.split('.');
+                if ((channel.indexOf('orders') >= 0) || channel.indexOf('trades') > 0) {
+                    event = this.safeString(parsedChannel, 1);
+                    // {subaccounr_id}.trades
+                    if (event === 'trades') {
+                        event = 'mytrades';
+                    }
+                }
+                else {
+                    event = this.safeString(parsedChannel, 0);
+                }
+            }
+        }
+        const method = this.safeValue(methods, event);
+        if (method !== undefined) {
+            method.call(this, client, message);
+            return;
+        }
+        if ('id' in message) {
+            const id = this.safeString(message, 'id');
+            const subscriptionsById = this.indexBy(client.subscriptions, 'id');
+            const subscription = this.safeValue(subscriptionsById, id, {});
+            if ('method' in subscription) {
+                if (subscription['method'] === 'public/login') {
+                    this.handleAuth(client, message);
+                }
+                else if (subscription['method'] === 'unsubscribe') {
+                    this.handleUnSubscribe(client, message);
+                }
+                // could handleSubscribe
+            }
+        }
+    }
+    handleAuth(client, message) {
+        //
+        // {
+        //     id: 1,
+        //     result: [ 130837 ]
+        // }
+        //
+        const messageHash = 'authenticated';
+        const ids = this.safeList(message, 'result');
+        if (ids.length > 0) {
+            // client.resolve (message, messageHash);
+            const future = this.safeValue(client.futures, 'authenticated');
+            future.resolve(true);
+        }
+        else {
+            const error = new errors.AuthenticationError(this.json(message));
+            client.reject(error, messageHash);
+            // allows further authentication attempts
+            if (messageHash in client.subscriptions) {
+                delete client.subscriptions['authenticated'];
+            }
+        }
+    }
+}
+
+module.exports = derive;