ccxt 4.5.0 → 4.5.2

package/js/src/pro/vertex.js

@@ -1,999 +0,0 @@
-// ----------------------------------------------------------------------------
-
-// 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,
-                'watchTradesForSymbols': false,
-                '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
-                },
-                'ws': {
-                    'inflate': true,
-                    'options': {
-                        'headers': {
-                            'Sec-WebSocket-Extensions': 'permessage-deflate', // requires permessage-deflate extension, maybe we can set this in client implementation when inflate is true
-                        },
-                    },
-                },
-            },
-            '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);
-        const wsOptions = {
-            'headers': {
-                'Sec-WebSocket-Extensions': 'permessage-deflate',
-            },
-        };
-        this.options['ws'] = {
-            'options': wsOptions,
-        };
-        return await this.watch(url, messageHash, request, messageHash, subscribe);
-    }
-    /**
-     * @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}
-     */
-    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        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);
-    }
-    /**
-     * @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}
-     */
-    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        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 = this.safeIntegerProduct(trade, 'timestamp', 0.000001);
-        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);
-    }
-    /**
-     * @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}
-     */
-    async watchTicker(symbol, params = {}) {
-        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 = this.safeIntegerProduct(ticker, 'timestamp', 0.000001);
-        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;
-    }
-    /**
-     * @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
-     */
-    async watchOrderBook(symbol, limit = undefined, params = {}) {
-        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;
-    }
-    /**
-     * @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 since
-     * @param limit
-     * @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}
-     */
-    async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
-        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.handleOption('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);
-    }
-    /**
-     * @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}
-     */
-    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        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 remainingString = this.convertFromX18(this.safeString(order, 'amount'));
-        const remaining = this.parseToNumeric(remainingString);
-        let status = this.parseWsOrderStatus(this.safeString(order, 'reason'));
-        if (Precise.stringEq(remainingString, '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);
-        }
-    }
-}