ccxt-ir 4.3.46.0.1__py2.py3-none-any.whl

ccxt/pro/bitget.py

@@ -0,0 +1,1692 @@
+# -*- coding: utf-8 -*-
+
+# 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
+
+import ccxt.async_support
+from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide, ArrayCacheByTimestamp
+import hashlib
+from ccxt.base.types import Balances, Int, Order, OrderBook, Position, Str, Strings, Ticker, Tickers, Trade
+from ccxt.async_support.base.ws.client import Client
+from typing import List
+from ccxt.base.errors import ExchangeError
+from ccxt.base.errors import AuthenticationError
+from ccxt.base.errors import ArgumentsRequired
+from ccxt.base.errors import BadRequest
+from ccxt.base.errors import RateLimitExceeded
+from ccxt.base.errors import InvalidNonce
+from ccxt.base.precise import Precise
+
+
+class bitget(ccxt.async_support.bitget):
+
+    def describe(self):
+        return self.deep_extend(super(bitget, self).describe(), {
+            'has': {
+                'ws': True,
+                'createOrderWs': False,
+                'editOrderWs': False,
+                'fetchOpenOrdersWs': False,
+                'fetchOrderWs': False,
+                'cancelOrderWs': False,
+                'cancelOrdersWs': False,
+                'cancelAllOrdersWs': False,
+                'watchBalance': True,
+                'watchMyTrades': True,
+                'watchOHLCV': True,
+                'watchOHLCVForSymbols': False,
+                'watchOrderBook': True,
+                'watchOrderBookForSymbols': True,
+                'watchOrders': True,
+                'watchTicker': True,
+                'watchTickers': True,
+                'watchTrades': True,
+                'watchTradesForSymbols': True,
+                'watchPositions': True,
+            },
+            'urls': {
+                'api': {
+                    'ws': {
+                        'public': 'wss://ws.bitget.com/v2/ws/public',
+                        'private': 'wss://ws.bitget.com/v2/ws/private',
+                    },
+                },
+            },
+            'options': {
+                'tradesLimit': 1000,
+                'OHLCVLimit': 1000,
+                # WS timeframes differ from REST timeframes
+                'timeframes': {
+                    '1m': '1m',
+                    '5m': '5m',
+                    '15m': '15m',
+                    '30m': '30m',
+                    '1h': '1H',
+                    '4h': '4H',
+                    '6h': '6H',
+                    '12h': '12H',
+                    '1d': '1D',
+                    '1w': '1W',
+                },
+            },
+            'streaming': {
+                'ping': self.ping,
+            },
+            'exceptions': {
+                'ws': {
+                    'exact': {
+                        '30001': BadRequest,  # {"event":"error","code":30001,"msg":"instType:sp,channel:candleNone,instId:BTCUSDT doesn't exist"}
+                        '30002': AuthenticationError,  # illegal request
+                        '30003': BadRequest,  # invalid op
+                        '30004': AuthenticationError,  # requires login
+                        '30005': AuthenticationError,  # login failed
+                        '30006': RateLimitExceeded,  # too many requests
+                        '30007': RateLimitExceeded,  # request over limit,connection close
+                        '30011': AuthenticationError,  # invalid ACCESS_KEY
+                        '30012': AuthenticationError,  # invalid ACCESS_PASSPHRASE
+                        '30013': AuthenticationError,  # invalid ACCESS_TIMESTAMP
+                        '30014': BadRequest,  # Request timestamp expired
+                        '30015': AuthenticationError,  # {event: 'error', code: 30015, msg: 'Invalid sign'}
+                        '30016': BadRequest,  # {event: 'error', code: 30016, msg: 'Param error'}
+                    },
+                    'broad': {},
+                },
+            },
+        })
+
+    def get_inst_type(self, market, params={}):
+        instType = None
+        if market is None:
+            instType, params = self.handleProductTypeAndParams(None, params)
+        elif (market['swap']) or (market['future']):
+            instType, params = self.handleProductTypeAndParams(market, params)
+        else:
+            instType = 'SPOT'
+        instypeAux = None
+        instypeAux, params = self.handle_option_and_params(params, 'getInstType', 'instType', instType)
+        instType = instypeAux
+        return [instType, params]
+
+    async def watch_ticker(self, symbol: str, params={}) -> Ticker:
+        """
+        watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+        :see: https://www.bitget.com/api-doc/spot/websocket/public/Tickers-Channel
+        :see: https://www.bitget.com/api-doc/contract/websocket/public/Tickers-Channel
+        :param str symbol: unified symbol of the market to watch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        market = self.market(symbol)
+        symbol = market['symbol']
+        messageHash = 'ticker:' + symbol
+        instType = None
+        instType, params = self.get_inst_type(market, params)
+        args: dict = {
+            'instType': instType,
+            'channel': 'ticker',
+            'instId': market['id'],
+        }
+        return await self.watch_public(messageHash, args, params)
+
+    async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+        :see: https://www.bitget.com/api-doc/spot/websocket/public/Tickers-Channel
+        :see: https://www.bitget.com/api-doc/contract/websocket/public/Tickers-Channel
+        :param str[] symbols: unified symbol of the market to watch the tickers for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols, None, False)
+        market = self.market(symbols[0])
+        instType = None
+        instType, params = self.get_inst_type(market, params)
+        topics = []
+        messageHashes = []
+        for i in range(0, len(symbols)):
+            symbol = symbols[i]
+            marketInner = self.market(symbol)
+            args: dict = {
+                'instType': instType,
+                'channel': 'ticker',
+                'instId': marketInner['id'],
+            }
+            topics.append(args)
+            messageHashes.append('ticker:' + symbol)
+        tickers = await self.watch_public_multiple(messageHashes, topics, params)
+        if self.newUpdates:
+            result: dict = {}
+            result[tickers['symbol']] = tickers
+            return result
+        return self.filter_by_array(self.tickers, 'symbol', symbols)
+
+    def handle_ticker(self, client: Client, message):
+        #
+        #     {
+        #         "action": "snapshot",
+        #         "arg": {
+        #             "instType": "SPOT",
+        #             "channel": "ticker",
+        #             "instId": "BTCUSDT"
+        #         },
+        #         "data": [
+        #             {
+        #                 "instId": "BTCUSDT",
+        #                 "lastPr": "43528.19",
+        #                 "open24h": "42267.78",
+        #                 "high24h": "44490.00",
+        #                 "low24h": "41401.53",
+        #                 "change24h": "0.03879",
+        #                 "bidPr": "43528",
+        #                 "askPr": "43528.01",
+        #                 "bidSz": "0.0334",
+        #                 "askSz": "0.1917",
+        #                 "baseVolume": "15002.4216",
+        #                 "quoteVolume": "648006446.7164",
+        #                 "openUtc": "44071.18",
+        #                 "changeUtc24h": "-0.01232",
+        #                 "ts": "1701842994338"
+        #             }
+        #         ],
+        #         "ts": 1701842994341
+        #     }
+        #
+        ticker = self.parse_ws_ticker(message)
+        symbol = ticker['symbol']
+        self.tickers[symbol] = ticker
+        messageHash = 'ticker:' + symbol
+        client.resolve(ticker, messageHash)
+
+    def parse_ws_ticker(self, message, market=None):
+        #
+        # spot
+        #
+        #     {
+        #         "action": "snapshot",
+        #         "arg": {
+        #             "instType": "SPOT",
+        #             "channel": "ticker",
+        #             "instId": "BTCUSDT"
+        #         },
+        #         "data": [
+        #             {
+        #                 "instId": "BTCUSDT",
+        #                 "lastPr": "43528.19",
+        #                 "open24h": "42267.78",
+        #                 "high24h": "44490.00",
+        #                 "low24h": "41401.53",
+        #                 "change24h": "0.03879",
+        #                 "bidPr": "43528",
+        #                 "askPr": "43528.01",
+        #                 "bidSz": "0.0334",
+        #                 "askSz": "0.1917",
+        #                 "baseVolume": "15002.4216",
+        #                 "quoteVolume": "648006446.7164",
+        #                 "openUtc": "44071.18",
+        #                 "changeUtc24h": "-0.01232",
+        #                 "ts": "1701842994338"
+        #             }
+        #         ],
+        #         "ts": 1701842994341
+        #     }
+        #
+        # contract
+        #
+        #     {
+        #         "action": "snapshot",
+        #         "arg": {
+        #             "instType": "USDT-FUTURES",
+        #             "channel": "ticker",
+        #             "instId": "BTCUSDT"
+        #         },
+        #         "data": [
+        #             {
+        #                 "instId": "BTCUSDT",
+        #                 "lastPr": "43480.4",
+        #                 "bidPr": "43476.3",
+        #                 "askPr": "43476.8",
+        #                 "bidSz": "0.1",
+        #                 "askSz": "3.055",
+        #                 "open24h": "42252.3",
+        #                 "high24h": "44518.2",
+        #                 "low24h": "41387.0",
+        #                 "change24h": "0.03875",
+        #                 "fundingRate": "0.000096",
+        #                 "nextFundingTime": "1701849600000",
+        #                 "markPrice": "43476.4",
+        #                 "indexPrice": "43478.4",
+        #                 "holdingAmount": "50670.787",
+        #                 "baseVolume": "120187.104",
+        #                 "quoteVolume": "5167385048.693",
+        #                 "openUtc": "44071.4",
+        #                 "symbolType": "1",
+        #                 "symbol": "BTCUSDT",
+        #                 "deliveryPrice": "0",
+        #                 "ts": "1701843962811"
+        #             }
+        #         ],
+        #         "ts": 1701843962812
+        #     }
+        #
+        arg = self.safe_value(message, 'arg', {})
+        data = self.safe_value(message, 'data', [])
+        ticker = self.safe_value(data, 0, {})
+        timestamp = self.safe_integer(ticker, 'ts')
+        instType = self.safe_string(arg, 'instType')
+        marketType = 'spot' if (instType == 'SPOT') else 'contract'
+        marketId = self.safe_string(ticker, 'instId')
+        market = self.safe_market(marketId, market, None, marketType)
+        close = self.safe_string(ticker, 'lastPr')
+        changeDecimal = self.safe_string(ticker, 'change24h')
+        change = Precise.string_mul(changeDecimal, '100')
+        return self.safe_ticker({
+            'symbol': market['symbol'],
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'high': self.safe_string(ticker, 'high24h'),
+            'low': self.safe_string(ticker, 'low24h'),
+            'bid': self.safe_string(ticker, 'bidPr'),
+            'bidVolume': self.safe_string(ticker, 'bidSz'),
+            'ask': self.safe_string(ticker, 'askPr'),
+            'askVolume': self.safe_string(ticker, 'askSz'),
+            'vwap': None,
+            'open': self.safe_string(ticker, 'open24h'),
+            'close': close,
+            'last': close,
+            'previousClose': None,
+            'change': None,
+            'percentage': change,
+            'average': None,
+            'baseVolume': self.safe_string(ticker, 'baseVolume'),
+            'quoteVolume': self.safe_string(ticker, 'quoteVolume'),
+            'info': ticker,
+        }, market)
+
+    async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
+        """
+        watches historical candlestick data containing the open, high, low, close price, and the volume of a market
+        :see: https://www.bitget.com/api-doc/spot/websocket/public/Candlesticks-Channel
+        :see: https://www.bitget.com/api-doc/contract/websocket/public/Candlesticks-Channel
+        :param str symbol: unified symbol of the market to fetch OHLCV data for
+        :param str 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 dict [params]: extra parameters specific to the exchange API endpoint
+        :returns int[][]: A list of candles ordered, open, high, low, close, volume
+        """
+        await self.load_markets()
+        market = self.market(symbol)
+        symbol = market['symbol']
+        timeframes = self.safe_value(self.options, 'timeframes')
+        interval = self.safe_string(timeframes, timeframe)
+        messageHash = 'candles:' + timeframe + ':' + symbol
+        instType = None
+        instType, params = self.get_inst_type(market, params)
+        args: dict = {
+            'instType': instType,
+            'channel': 'candle' + interval,
+            'instId': market['id'],
+        }
+        ohlcv = await self.watch_public(messageHash, args, params)
+        if self.newUpdates:
+            limit = ohlcv.getLimit(symbol, limit)
+        return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
+
+    def handle_ohlcv(self, client: Client, message):
+        #
+        #     {
+        #         "action": "snapshot",
+        #         "arg": {
+        #             "instType": "SPOT",
+        #             "channel": "candle1m",
+        #             "instId": "BTCUSDT"
+        #         },
+        #         "data": [
+        #             [
+        #                 "1701871620000",
+        #                 "44080.23",
+        #                 "44080.23",
+        #                 "44028.5",
+        #                 "44028.51",
+        #                 "9.9287",
+        #                 "437404.105512",
+        #                 "437404.105512"
+        #             ],
+        #             [
+        #                 "1701871680000",
+        #                 "44028.51",
+        #                 "44108.11",
+        #                 "44028.5",
+        #                 "44108.11",
+        #                 "17.139",
+        #                 "755436.870643",
+        #                 "755436.870643"
+        #             ],
+        #         ],
+        #         "ts": 1701901610417
+        #     }
+        #
+        arg = self.safe_value(message, 'arg', {})
+        instType = self.safe_string(arg, 'instType')
+        marketType = 'spot' if (instType == 'SPOT') else 'contract'
+        marketId = self.safe_string(arg, 'instId')
+        market = self.safe_market(marketId, None, None, marketType)
+        symbol = market['symbol']
+        self.ohlcvs[symbol] = self.safe_value(self.ohlcvs, symbol, {})
+        channel = self.safe_string(arg, 'channel')
+        interval = channel.replace('candle', '')
+        timeframes = self.safe_value(self.options, 'timeframes')
+        timeframe = self.find_timeframe(interval, timeframes)
+        stored = self.safe_value(self.ohlcvs[symbol], timeframe)
+        if stored is None:
+            limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
+            stored = ArrayCacheByTimestamp(limit)
+            self.ohlcvs[symbol][timeframe] = stored
+        data = self.safe_value(message, 'data', [])
+        for i in range(0, len(data)):
+            parsed = self.parse_ws_ohlcv(data[i], market)
+            stored.append(parsed)
+        messageHash = 'candles:' + timeframe + ':' + symbol
+        client.resolve(stored, messageHash)
+
+    def parse_ws_ohlcv(self, ohlcv, market=None) -> list:
+        #
+        #     [
+        #         "1701871620000",  # timestamp
+        #         "44080.23",  # open
+        #         "44080.23",  # high
+        #         "44028.5",  # low
+        #         "44028.51",  # close
+        #         "9.9287",  # base volume
+        #         "437404.105512",  # quote volume
+        #         "437404.105512"  # USDT volume
+        #     ]
+        #
+        volumeIndex = 6 if (market['inverse']) else 5
+        return [
+            self.safe_integer(ohlcv, 0),
+            self.safe_number(ohlcv, 1),
+            self.safe_number(ohlcv, 2),
+            self.safe_number(ohlcv, 3),
+            self.safe_number(ohlcv, 4),
+            self.safe_number(ohlcv, volumeIndex),
+        ]
+
+    async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
+        """
+        watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
+        :see: https://www.bitget.com/api-doc/spot/websocket/public/Depth-Channel
+        :see: https://www.bitget.com/api-doc/contract/websocket/public/Order-Book-Channel
+        :param str 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 dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
+        """
+        return await self.watch_order_book_for_symbols([symbol], limit, params)
+
+    async def watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}) -> OrderBook:
+        """
+        watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
+        :see: https://www.bitget.com/api-doc/spot/websocket/public/Depth-Channel
+        :see: https://www.bitget.com/api-doc/contract/websocket/public/Order-Book-Channel
+        :param str[] symbols: unified array of symbols
+        :param int [limit]: the maximum amount of order book entries to return
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols)
+        channel = 'books'
+        incrementalFeed = True
+        if (limit == 1) or (limit == 5) or (limit == 15):
+            channel += str(limit)
+            incrementalFeed = False
+        topics = []
+        messageHashes = []
+        for i in range(0, len(symbols)):
+            symbol = symbols[i]
+            market = self.market(symbol)
+            instType = None
+            instType, params = self.get_inst_type(market, params)
+            args: dict = {
+                'instType': instType,
+                'channel': channel,
+                'instId': market['id'],
+            }
+            topics.append(args)
+            messageHashes.append('orderbook:' + symbol)
+        orderbook = await self.watch_public_multiple(messageHashes, topics, params)
+        if incrementalFeed:
+            return orderbook.limit()
+        else:
+            return orderbook
+
+    def handle_order_book(self, client: Client, message):
+        #
+        #   {
+        #       "action":"snapshot",
+        #       "arg":{
+        #          "instType":"SPOT",
+        #          "channel":"books5",
+        #          "instId":"BTCUSDT"
+        #       },
+        #       "data":[
+        #          {
+        #             "asks":[
+        #                ["21041.11","0.0445"],
+        #                ["21041.16","0.0411"],
+        #                ["21041.21","0.0421"],
+        #                ["21041.26","0.0811"],
+        #                ["21041.65","1.9465"]
+        #             ],
+        #             "bids":[
+        #                ["21040.76","0.0417"],
+        #                ["21040.71","0.0434"],
+        #                ["21040.66","0.1141"],
+        #                ["21040.61","0.3004"],
+        #                ["21040.60","1.3357"]
+        #             ],
+        #             "checksum": -1367582038,
+        #             "ts":"1656413855484"
+        #          }
+        #       ]
+        #   }
+        #
+        arg = self.safe_value(message, 'arg')
+        channel = self.safe_string(arg, 'channel')
+        instType = self.safe_string(arg, 'instType')
+        marketType = 'spot' if (instType == 'SPOT') else 'contract'
+        marketId = self.safe_string(arg, 'instId')
+        market = self.safe_market(marketId, None, None, marketType)
+        symbol = market['symbol']
+        messageHash = 'orderbook:' + symbol
+        data = self.safe_value(message, 'data')
+        rawOrderBook = self.safe_value(data, 0)
+        timestamp = self.safe_integer(rawOrderBook, 'ts')
+        incrementalBook = channel == 'books'
+        if incrementalBook:
+            # storedOrderBook = self.safe_value(self.orderbooks, symbol)
+            if not (symbol in self.orderbooks):
+                # ob = self.order_book({})
+                ob = self.counted_order_book({})
+                ob['symbol'] = symbol
+                self.orderbooks[symbol] = ob
+            storedOrderBook = self.orderbooks[symbol]
+            asks = self.safe_value(rawOrderBook, 'asks', [])
+            bids = self.safe_value(rawOrderBook, 'bids', [])
+            self.handle_deltas(storedOrderBook['asks'], asks)
+            self.handle_deltas(storedOrderBook['bids'], bids)
+            storedOrderBook['timestamp'] = timestamp
+            storedOrderBook['datetime'] = self.iso8601(timestamp)
+            checksum = self.safe_bool(self.options, 'checksum', True)
+            isSnapshot = self.safe_string(message, 'action') == 'snapshot'  # snapshot does not have a checksum
+            if not isSnapshot and checksum:
+                storedAsks = storedOrderBook['asks']
+                storedBids = storedOrderBook['bids']
+                asksLength = len(storedAsks)
+                bidsLength = len(storedBids)
+                payloadArray = []
+                for i in range(0, 25):
+                    if i < bidsLength:
+                        payloadArray.append(storedBids[i][2][0])
+                        payloadArray.append(storedBids[i][2][1])
+                    if i < asksLength:
+                        payloadArray.append(storedAsks[i][2][0])
+                        payloadArray.append(storedAsks[i][2][1])
+                payload = ':'.join(payloadArray)
+                calculatedChecksum = self.crc32(payload, True)
+                responseChecksum = self.safe_integer(rawOrderBook, 'checksum')
+                if calculatedChecksum != responseChecksum:
+                    error = InvalidNonce(self.id + ' invalid checksum')
+                    del client.subscriptions[messageHash]
+                    del self.orderbooks[symbol]
+                    client.reject(error, messageHash)
+                    return
+        else:
+            orderbook = self.order_book({})
+            parsedOrderbook = self.parse_order_book(rawOrderBook, symbol, timestamp)
+            orderbook.reset(parsedOrderbook)
+            self.orderbooks[symbol] = orderbook
+        client.resolve(self.orderbooks[symbol], messageHash)
+
+    def handle_delta(self, bookside, delta):
+        bidAsk = self.parse_bid_ask(delta, 0, 1)
+        # we store the string representations in the orderbook for checksum calculation
+        # self simplifies the code for generating checksums do not need to do any complex number transformations
+        bidAsk.append(delta)
+        bookside.storeArray(bidAsk)
+
+    def handle_deltas(self, bookside, deltas):
+        for i in range(0, len(deltas)):
+            self.handle_delta(bookside, deltas[i])
+
+    async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
+        """
+        get the list of most recent trades for a particular symbol
+        :see: https://www.bitget.com/api-doc/spot/websocket/public/Trades-Channel
+        :see: https://www.bitget.com/api-doc/contract/websocket/public/New-Trades-Channel
+        :param str 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
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
+        """
+        return await self.watch_trades_for_symbols([symbol], since, limit, params)
+
+    async def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Trade]:
+        """
+        get the list of most recent trades for a particular symbol
+        :see: https://www.bitget.com/api-doc/spot/websocket/public/Trades-Channel
+        :see: https://www.bitget.com/api-doc/contract/websocket/public/New-Trades-Channel
+        :param str 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
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
+        """
+        symbolsLength = len(symbols)
+        if symbolsLength == 0:
+            raise ArgumentsRequired(self.id + ' watchTradesForSymbols() requires a non-empty array of symbols')
+        await self.load_markets()
+        symbols = self.market_symbols(symbols)
+        topics = []
+        messageHashes = []
+        for i in range(0, len(symbols)):
+            symbol = symbols[i]
+            market = self.market(symbol)
+            instType = None
+            instType, params = self.get_inst_type(market, params)
+            args: dict = {
+                'instType': instType,
+                'channel': 'trade',
+                'instId': market['id'],
+            }
+            topics.append(args)
+            messageHashes.append('trade:' + symbol)
+        trades = await self.watch_public_multiple(messageHashes, topics, params)
+        if self.newUpdates:
+            first = self.safe_value(trades, 0)
+            tradeSymbol = self.safe_string(first, 'symbol')
+            limit = trades.getLimit(tradeSymbol, limit)
+        return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
+
+    def handle_trades(self, client: Client, message):
+        #
+        #     {
+        #         "action": "snapshot",
+        #         "arg": {"instType": "SPOT", "channel": "trade", "instId": "BTCUSDT"},
+        #         "data": [
+        #             {
+        #                 "ts": "1701910980366",
+        #                 "price": "43854.01",
+        #                 "size": "0.0535",
+        #                 "side": "buy",
+        #                 "tradeId": "1116461060594286593"
+        #             },
+        #         ],
+        #         "ts": 1701910980730
+        #     }
+        #
+        arg = self.safe_value(message, 'arg', {})
+        instType = self.safe_string(arg, 'instType')
+        marketType = 'spot' if (instType == 'SPOT') else 'contract'
+        marketId = self.safe_string(arg, 'instId')
+        market = self.safe_market(marketId, None, None, marketType)
+        symbol = market['symbol']
+        stored = self.safe_value(self.trades, symbol)
+        if stored is None:
+            limit = self.safe_integer(self.options, 'tradesLimit', 1000)
+            stored = ArrayCache(limit)
+            self.trades[symbol] = stored
+        data = self.safe_list(message, 'data', [])
+        length = len(data)
+        # fix chronological order by reversing
+        for i in range(0, length):
+            index = length - i - 1
+            rawTrade = data[index]
+            parsed = self.parse_ws_trade(rawTrade, market)
+            stored.append(parsed)
+        messageHash = 'trade:' + symbol
+        client.resolve(stored, messageHash)
+
+    def parse_ws_trade(self, trade, market=None):
+        #
+        #     {
+        #         "ts": "1701910980366",
+        #         "price": "43854.01",
+        #         "size": "0.0535",
+        #         "side": "buy",
+        #         "tradeId": "1116461060594286593"
+        #     }
+        # swap private
+        #
+        #            {
+        #               "orderId": "1169142761031114781",
+        #               "tradeId": "1169142761312637004",
+        #               "symbol": "LTCUSDT",
+        #               "orderType": "market",
+        #               "side": "buy",
+        #               "price": "80.87",
+        #               "baseVolume": "0.1",
+        #               "quoteVolume": "8.087",
+        #               "profit": "0",
+        #               "tradeSide": "open",
+        #               "posMode": "hedge_mode",
+        #               "tradeScope": "taker",
+        #               "feeDetail": [
+        #                  {
+        #                     "feeCoin": "USDT",
+        #                     "deduction": "no",
+        #                     "totalDeductionFee": "0",
+        #                     "totalFee": "-0.0048522"
+        #                  }
+        #               ],
+        #               "cTime": "1714471276596",
+        #               "uTime": "1714471276596"
+        #            }
+        # spot private
+        #        {
+        #           "orderId": "1169142457356959747",
+        #           "tradeId": "1169142457636958209",
+        #           "symbol": "LTCUSDT",
+        #           "orderType": "market",
+        #           "side": "buy",
+        #           "priceAvg": "81.069",
+        #           "size": "0.074",
+        #           "amount": "5.999106",
+        #           "tradeScope": "taker",
+        #           "feeDetail": [
+        #              {
+        #                 "feeCoin": "LTC",
+        #                 "deduction": "no",
+        #                 "totalDeductionFee": "0",
+        #                 "totalFee": "0.000074"
+        #              }
+        #           ],
+        #           "cTime": "1714471204194",
+        #           "uTime": "1714471204194"
+        #        }
+        #
+        instId = self.safe_string_2(trade, 'symbol', 'instId')
+        posMode = self.safe_string(trade, 'posMode')
+        defaultType = 'contract' if (posMode is not None) else 'spot'
+        if market is None:
+            market = self.safe_market(instId, None, None, defaultType)
+        timestamp = self.safe_integer_n(trade, ['uTime', 'cTime', 'ts'])
+        feeDetail = self.safe_list(trade, 'feeDetail', [])
+        first = self.safe_dict(feeDetail, 0)
+        fee = None
+        if first is not None:
+            feeCurrencyId = self.safe_string(first, 'feeCoin')
+            feeCurrencyCode = self.safe_currency_code(feeCurrencyId)
+            fee = {
+                'cost': Precise.string_abs(self.safe_string(first, 'totalFee')),
+                'currency': feeCurrencyCode,
+            }
+        return self.safe_trade({
+            'info': trade,
+            'id': self.safe_string(trade, 'tradeId'),
+            'order': self.safe_string(trade, 'orderId'),
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'symbol': market['symbol'],
+            'type': self.safe_string(trade, 'orderType'),
+            'side': self.safe_string(trade, 'side'),
+            'takerOrMaker': self.safe_string(trade, 'tradeScope'),
+            'price': self.safe_string_2(trade, 'priceAvg', 'price'),
+            'amount': self.safe_string_2(trade, 'size', 'baseVolume'),
+            'cost': self.safe_string_2(trade, 'amount', 'quoteVolume'),
+            'fee': fee,
+        }, market)
+
+    async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
+        """
+        watch all open positions
+        :see: https://www.bitget.com/api-doc/contract/websocket/private/Positions-Channel
+        :param str[]|None symbols: list of unified market symbols
+        :param dict params: extra parameters specific to the exchange API endpoint
+        :param str [params.instType]: one of 'USDT-FUTURES', 'USDC-FUTURES', 'COIN-FUTURES', 'SUSDT-FUTURES', 'SUSDC-FUTURES' or 'SCOIN-FUTURES', default is 'USDT-FUTURES'
+        :returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
+        """
+        await self.load_markets()
+        market = None
+        messageHash = ''
+        subscriptionHash = 'positions'
+        instType = 'USDT-FUTURES'
+        symbols = self.market_symbols(symbols)
+        if not self.is_empty(symbols):
+            market = self.get_market_from_symbols(symbols)
+            instType, params = self.get_inst_type(market, params)
+        messageHash = instType + ':positions' + messageHash
+        args: dict = {
+            'instType': instType,
+            'channel': 'positions',
+            'instId': 'default',
+        }
+        newPositions = await self.watch_private(messageHash, subscriptionHash, args, params)
+        if self.newUpdates:
+            return newPositions
+        return self.filter_by_symbols_since_limit(newPositions, symbols, since, limit, True)
+
+    def handle_positions(self, client: Client, message):
+        #
+        #     {
+        #         "action": "snapshot",
+        #         "arg": {
+        #             "instType": "USDT-FUTURES",
+        #             "channel": "positions",
+        #             "instId": "default"
+        #         },
+        #         "data": [
+        #             {
+        #                 "posId": "926036334386778112",
+        #                 "instId": "BTCUSDT",
+        #                 "marginCoin": "USDT",
+        #                 "marginSize": "2.19245",
+        #                 "marginMode": "crossed",
+        #                 "holdSide": "long",
+        #                 "posMode": "hedge_mode",
+        #                 "total": "0.001",
+        #                 "available": "0.001",
+        #                 "frozen": "0",
+        #                 "openPriceAvg": "43849",
+        #                 "leverage": 20,
+        #                 "achievedProfits": "0",
+        #                 "unrealizedPL": "-0.0032",
+        #                 "unrealizedPLR": "-0.00145955438",
+        #                 "liquidationPrice": "17629.684814834",
+        #                 "keepMarginRate": "0.004",
+        #                 "marginRate": "0.007634649185",
+        #                 "cTime": "1652331666985",
+        #                 "uTime": "1701913016923",
+        #                 "autoMargin": "off"
+        #             },
+        #             ...
+        #         ]
+        #         "ts": 1701913043767
+        #     }
+        #
+        arg = self.safe_value(message, 'arg', {})
+        instType = self.safe_string(arg, 'instType', '')
+        if self.positions is None:
+            self.positions = {}
+        if not (instType in self.positions):
+            self.positions[instType] = ArrayCacheBySymbolBySide()
+        cache = self.positions[instType]
+        rawPositions = self.safe_value(message, 'data', [])
+        dataLength = len(rawPositions)
+        if dataLength == 0:
+            return
+        newPositions = []
+        for i in range(0, len(rawPositions)):
+            rawPosition = rawPositions[i]
+            marketId = self.safe_string(rawPosition, 'instId')
+            market = self.safe_market(marketId, None, None, 'contract')
+            position = self.parse_ws_position(rawPosition, market)
+            newPositions.append(position)
+            cache.append(position)
+        messageHashes = self.find_message_hashes(client, instType + ':positions::')
+        for i in range(0, len(messageHashes)):
+            messageHash = messageHashes[i]
+            parts = messageHash.split('::')
+            symbolsString = parts[1]
+            symbols = symbolsString.split(',')
+            positions = self.filter_by_array(newPositions, 'symbol', symbols, False)
+            if not self.is_empty(positions):
+                client.resolve(positions, messageHash)
+        client.resolve(newPositions, instType + ':positions')
+
+    def parse_ws_position(self, position, market=None):
+        #
+        #     {
+        #         "posId": "926036334386778112",
+        #         "instId": "BTCUSDT",
+        #         "marginCoin": "USDT",
+        #         "marginSize": "2.19245",
+        #         "marginMode": "crossed",
+        #         "holdSide": "long",
+        #         "posMode": "hedge_mode",
+        #         "total": "0.001",
+        #         "available": "0.001",
+        #         "frozen": "0",
+        #         "openPriceAvg": "43849",
+        #         "leverage": 20,
+        #         "achievedProfits": "0",
+        #         "unrealizedPL": "-0.0032",
+        #         "unrealizedPLR": "-0.00145955438",
+        #         "liquidationPrice": "17629.684814834",
+        #         "keepMarginRate": "0.004",
+        #         "marginRate": "0.007634649185",
+        #         "cTime": "1652331666985",
+        #         "uTime": "1701913016923",
+        #         "autoMargin": "off"
+        #     }
+        #
+        marketId = self.safe_string(position, 'instId')
+        marginModeId = self.safe_string(position, 'marginMode')
+        marginMode = self.get_supported_mapping(marginModeId, {
+            'crossed': 'cross',
+            'isolated': 'isolated',
+        })
+        hedgedId = self.safe_string(position, 'posMode')
+        hedged = True if (hedgedId == 'hedge_mode') else False
+        timestamp = self.safe_integer_2(position, 'uTime', 'cTime')
+        percentageDecimal = self.safe_string(position, 'unrealizedPLR')
+        percentage = Precise.string_mul(percentageDecimal, '100')
+        contractSize = None
+        if market is not None:
+            contractSize = market['contractSize']
+        return self.safe_position({
+            'info': position,
+            'id': self.safe_string(position, 'posId'),
+            'symbol': self.safe_symbol(marketId, market, None, 'contract'),
+            'notional': None,
+            'marginMode': marginMode,
+            'liquidationPrice': self.safe_number(position, 'liquidationPrice'),
+            'entryPrice': self.safe_number(position, 'openPriceAvg'),
+            'unrealizedPnl': self.safe_number(position, 'unrealizedPL'),
+            'percentage': self.parse_number(percentage),
+            'contracts': self.safe_number(position, 'total'),
+            'contractSize': contractSize,
+            'markPrice': None,
+            'side': self.safe_string(position, 'holdSide'),
+            'hedged': hedged,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'maintenanceMargin': None,
+            'maintenanceMarginPercentage': self.safe_number(position, 'keepMarginRate'),
+            'collateral': None,
+            'initialMargin': None,
+            'initialMarginPercentage': None,
+            'leverage': self.safe_number(position, 'leverage'),
+            'marginRatio': self.safe_number(position, 'marginRate'),
+        })
+
+    async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
+        """
+        watches information on multiple orders made by the user
+        :see: https://www.bitget.com/api-doc/spot/websocket/private/Order-Channel
+        :see: https://www.bitget.com/api-doc/contract/websocket/private/Order-Channel
+        :see: https://www.bitget.com/api-doc/contract/websocket/private/Plan-Order-Channel
+        :see: https://www.bitget.com/api-doc/margin/cross/websocket/private/Cross-Orders
+        :see: https://www.bitget.com/api-doc/margin/isolated/websocket/private/Isolate-Orders
+        :param str 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 dict [params]: extra parameters specific to the exchange API endpoint
+        :param boolean [params.stop]: *contract only* set to True for watching trigger orders
+        :param str [params.marginMode]: 'isolated' or 'cross' for watching spot margin orders]
+        :param str [params.type]: 'spot', 'swap'
+        :param str [params.subType]: 'linear', 'inverse'
+        :returns dict[]: a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
+        """
+        await self.load_markets()
+        market = None
+        marketId = None
+        isTrigger = None
+        isTrigger, params = self.is_trigger_order(params)
+        messageHash = 'triggerOrder' if (isTrigger) else 'order'
+        subscriptionHash = 'order:trades'
+        if symbol is not None:
+            market = self.market(symbol)
+            symbol = market['symbol']
+            marketId = market['id']
+            messageHash = messageHash + ':' + symbol
+        productType = self.safe_string(params, 'productType')
+        type = None
+        type, params = self.handle_market_type_and_params('watchOrders', market, params)
+        subType = None
+        subType, params = self.handle_sub_type_and_params('watchOrders', market, params, 'linear')
+        if (type == 'spot' or type == 'margin') and (symbol is None):
+            raise ArgumentsRequired(self.id + ' watchOrders requires a symbol argument for ' + type + ' markets.')
+        if (productType is None) and (type != 'spot') and (symbol is None):
+            messageHash = messageHash + ':' + subType
+        elif productType == 'USDT-FUTURES':
+            messageHash = messageHash + ':linear'
+        elif productType == 'COIN-FUTURES':
+            messageHash = messageHash + ':inverse'
+        elif productType == 'USDC-FUTURES':
+            messageHash = messageHash + ':usdcfutures'  # non unified channel
+        instType = None
+        instType, params = self.get_inst_type(market, params)
+        if type == 'spot':
+            subscriptionHash = subscriptionHash + ':' + symbol
+        if isTrigger:
+            subscriptionHash = subscriptionHash + ':stop'  # we don't want to re-use the same subscription hash for stop orders
+        instId = marketId if (type == 'spot' or type == 'margin') else 'default'  # different from other streams here the 'rest' id is required for spot markets, contract markets require default here
+        channel = 'orders-algo' if isTrigger else 'orders'
+        marginMode = None
+        marginMode, params = self.handle_margin_mode_and_params('watchOrders', params)
+        if marginMode is not None:
+            instType = 'MARGIN'
+            messageHash = messageHash + ':' + marginMode
+            if marginMode == 'isolated':
+                channel = 'orders-isolated'
+            else:
+                channel = 'orders-crossed'
+        subscriptionHash = subscriptionHash + ':' + instType
+        args: dict = {
+            'instType': instType,
+            'channel': channel,
+            'instId': instId,
+        }
+        orders = await self.watch_private(messageHash, subscriptionHash, args, params)
+        if self.newUpdates:
+            limit = orders.getLimit(symbol, limit)
+        return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
+
+    def handle_order(self, client: Client, message):
+        #
+        # spot
+        #
+        #     {
+        #         "action": "snapshot",
+        #         "arg": {"instType": "SPOT", "channel": "orders", "instId": "BTCUSDT"},
+        #         "data": [
+        #             # see all examples in parseWsOrder
+        #         ],
+        #         "ts": 1701923297285
+        #     }
+        #
+        # contract
+        #
+        #     {
+        #         "action": "snapshot",
+        #         "arg": {"instType": "USDT-FUTURES", "channel": "orders", "instId": "default"},
+        #         "data": [
+        #             # see all examples in parseWsOrder
+        #         ],
+        #         "ts": 1701920595879
+        #     }
+        #
+        # isolated and cross margin
+        #
+        #     {
+        #         "action": "snapshot",
+        #         "arg": {"instType": "MARGIN", "channel": "orders-crossed", "instId": "BTCUSDT"},
+        #         "data": [
+        #             # see examples in parseWsOrder
+        #         ],
+        #         "ts": 1701923982497
+        #     }
+        #
+        arg = self.safe_dict(message, 'arg', {})
+        channel = self.safe_string(arg, 'channel')
+        instType = self.safe_string(arg, 'instType')
+        argInstId = self.safe_string(arg, 'instId')
+        marketType = None
+        if instType == 'SPOT':
+            marketType = 'spot'
+        elif instType == 'MARGIN':
+            marketType = 'spot'
+        else:
+            marketType = 'contract'
+        isLinearSwap = (instType == 'USDT-FUTURES')
+        isInverseSwap = (instType == 'COIN-FUTURES')
+        isUSDCFutures = (instType == 'USDC-FUTURES')
+        data = self.safe_value(message, 'data', [])
+        if self.orders is None:
+            limit = self.safe_integer(self.options, 'ordersLimit', 1000)
+            self.orders = ArrayCacheBySymbolById(limit)
+            self.triggerOrders = ArrayCacheBySymbolById(limit)
+        isTrigger = (channel == 'orders-algo') or (channel == 'ordersAlgo')
+        stored = self.triggerOrders if isTrigger else self.orders
+        messageHash = 'triggerOrder' if isTrigger else 'order'
+        marketSymbols: dict = {}
+        for i in range(0, len(data)):
+            order = data[i]
+            marketId = self.safe_string(order, 'instId', argInstId)
+            market = self.safe_market(marketId, None, None, marketType)
+            parsed = self.parse_ws_order(order, market)
+            stored.append(parsed)
+            symbol = parsed['symbol']
+            marketSymbols[symbol] = True
+        keys = list(marketSymbols.keys())
+        for i in range(0, len(keys)):
+            symbol = keys[i]
+            innerMessageHash = messageHash + ':' + symbol
+            if channel == 'orders-crossed':
+                innerMessageHash = innerMessageHash + ':cross'
+            elif channel == 'orders-isolated':
+                innerMessageHash = innerMessageHash + ':isolated'
+            client.resolve(stored, innerMessageHash)
+        client.resolve(stored, messageHash)
+        if isLinearSwap:
+            client.resolve(stored, 'order:linear')
+        if isInverseSwap:
+            client.resolve(stored, 'order:inverse')
+        if isUSDCFutures:
+            client.resolve(stored, 'order:usdcfutures')
+
+    def parse_ws_order(self, order, market=None):
+        #
+        # spot
+        #
+        #   {
+        #         instId: 'EOSUSDT',
+        #         orderId: '1171779081105780739',
+        #         price: '0.81075',  # limit price, field not present for market orders
+        #         clientOid: 'a2330139-1d04-4d78-98be-07de3cfd1055',
+        #         notional: '5.675250',  # self is not cost! but notional
+        #         newSize: '7.0000',  # self is not cost! quanity(for limit order or market sell) or cost(for market buy order)
+        #         size: '5.6752',  # self is not cost, neither quanity, but notional! self field for "spot" can be ignored at all
+        #         # Note: for limit order(even filled) we don't have cost value in response, only in market order
+        #         orderType: 'limit',  # limit, market
+        #         force: 'gtc',
+        #         side: 'buy',
+        #         accBaseVolume: '0.0000',  # in case of 'filled', self would be set(for limit orders, self is the only indicator of the amount filled)
+        #         priceAvg: '0.00000',  # in case of 'filled', self would be set
+        #         status: 'live',  # live, filled, partially_filled
+        #         cTime: '1715099824215',
+        #         uTime: '1715099824215',
+        #         feeDetail: [],
+        #         enterPointSource: 'API'
+        #                   #### trigger order has these additional fields:  ####
+        #         "triggerPrice": "35100",
+        #         "price": "35100",  # self is same price
+        #         "executePrice": "35123",  # self is limit price
+        #         "triggerType": "fill_price",
+        #         "planType": "amount",
+        #                   #### in case order had a partial fill:  ####
+        #         fillPrice: '35123',
+        #         tradeId: '1171775539946528779',
+        #         baseVolume: '7',  # field present in market order
+        #         fillTime: '1715098979937',
+        #         fillFee: '-0.0069987',
+        #         fillFeeCoin: 'BTC',
+        #         tradeScope: 'T',
+        #    }
+        #
+        # contract
+        #
+        #     {
+        #         accBaseVolume: '0',  # total amount filled during lifetime for order
+        #         cTime: '1715065875539',
+        #         clientOid: '1171636690041344003',
+        #         enterPointSource: 'API',
+        #         feeDetail: [{
+        #             "feeCoin": "USDT",
+        #             "fee": "-0.162003"
+        #         }],
+        #         force: 'gtc',
+        #         instId: 'SEOSSUSDT',
+        #         leverage: '10',
+        #         marginCoin: 'USDT',
+        #         marginMode: 'crossed',
+        #         notionalUsd: '10.4468',
+        #         orderId: '1171636690028761089',
+        #         orderType: 'market',
+        #         posMode: 'hedge_mode',  # one_way_mode, hedge_mode
+        #         posSide: 'short',  # short, long, net
+        #         price: '0',  # zero for market order
+        #         reduceOnly: 'no',
+        #         side: 'sell',
+        #         size: '13',  # self is contracts amount
+        #         status: 'live',  # live, filled, cancelled
+        #         tradeSide: 'open',
+        #         uTime: '1715065875539'
+        #                   #### when filled order is incoming, these additional fields are present too:  ###
+        #         baseVolume: '9',  # amount filled for the incoming update/trade
+        #         accBaseVolume: '13',  # i.e. 9 has been filled from 13 amount(self value is same as 'size')
+        #         fillFee: '-0.0062712',
+        #         fillFeeCoin: 'SUSDT',
+        #         fillNotionalUsd: '10.452',
+        #         fillPrice: '0.804',
+        #         fillTime: '1715065875605',
+        #         pnl: '0',
+        #         priceAvg: '0.804',
+        #         tradeId: '1171636690314407937',
+        #         tradeScope: 'T',
+        #                   #### trigger order has these additional fields:
+        #         "triggerPrice": "0.800000000",
+        #         "price": "0.800000000",  # <-- self is same price, actual limit-price is not present in initial response
+        #         "triggerType": "mark_price",
+        #         "triggerTime": "1715082796679",
+        #         "planType": "pl",
+        #         "actualSize": "0.000000000",
+        #         "stopSurplusTriggerType": "fill_price",
+        #         "stopLossTriggerType": "fill_price",
+        #     }
+        #
+        # isolated and cross margin
+        #
+        #     {
+        #         enterPointSource: "web",
+        #         feeDetail: [
+        #           {
+        #             feeCoin: "AAVE",
+        #             deduction: "no",
+        #             totalDeductionFee: "0",
+        #             totalFee: "-0.00010740",
+        #           },
+        #         ],
+        #         force: "gtc",
+        #         orderType: "limit",
+        #         price: "93.170000000",
+        #         fillPrice: "93.170000000",
+        #         baseSize: "0.110600000",  # total amount of order
+        #         quoteSize: "10.304602000",  # total cost of order(independently if order is filled or pending)
+        #         baseVolume: "0.107400000",  # filled amount of order(during order's lifecycle, and not for self specific incoming update)
+        #         fillTotalAmount: "10.006458000",  # filled cost of order(during order's lifecycle, and not for self specific incoming update)
+        #         side: "buy",
+        #         status: "partially_filled",
+        #         cTime: "1717875017306",
+        #         clientOid: "b57afe789a06454e9c560a2aab7f7201",
+        #         loanType: "auto-loan",
+        #         orderId: "1183419084588060673",
+        #       }
+        #
+        isSpot = not ('posMode' in order)
+        isMargin = ('loanType' in order)
+        marketId = self.safe_string(order, 'instId')
+        market = self.safe_market(marketId, market)
+        timestamp = self.safe_integer(order, 'cTime')
+        symbol = market['symbol']
+        rawStatus = self.safe_string(order, 'status')
+        orderFee = self.safe_value(order, 'feeDetail', [])
+        fee = self.safe_value(orderFee, 0)
+        feeAmount = self.safe_string(fee, 'fee')
+        feeObject = None
+        if feeAmount is not None:
+            feeCurrency = self.safe_string(fee, 'feeCoin')
+            feeObject = {
+                'cost': self.parse_number(Precise.string_abs(feeAmount)),
+                'currency': self.safe_currency_code(feeCurrency),
+            }
+        triggerPrice = self.safe_number(order, 'triggerPrice')
+        isTriggerOrder = (triggerPrice is not None)
+        price = None
+        if not isTriggerOrder:
+            price = self.safe_number(order, 'price')
+        elif isSpot and isTriggerOrder:
+            # for spot trigger order, limit price is self
+            price = self.safe_number(order, 'executePrice')
+        avgPrice = self.omit_zero(self.safe_string_2(order, 'priceAvg', 'fillPrice'))
+        side = self.safe_string(order, 'side')
+        type = self.safe_string(order, 'orderType')
+        accBaseVolume = self.omit_zero(self.safe_string(order, 'accBaseVolume'))
+        newSizeValue = self.omit_zero(self.safe_string(order, 'newSize'))
+        isMarketOrder = (type == 'market')
+        isBuy = (side == 'buy')
+        totalAmount = None
+        filledAmount = None
+        cost = None
+        remaining = None
+        totalFilled = self.safe_string(order, 'accBaseVolume')
+        if isSpot:
+            if isMargin:
+                totalAmount = self.safe_string(order, 'baseSize')
+                totalFilled = self.safe_string(order, 'baseVolume')
+                cost = self.safe_string(order, 'fillTotalAmount')
+            else:
+                partialFillAmount = self.safe_string(order, 'baseVolume')
+                if partialFillAmount is not None:
+                    filledAmount = partialFillAmount
+                else:
+                    filledAmount = totalFilled
+                if isMarketOrder:
+                    if isBuy:
+                        totalAmount = accBaseVolume
+                        cost = newSizeValue
+                    else:
+                        totalAmount = newSizeValue
+                        # we don't have cost for market-sell order
+                else:
+                    totalAmount = self.safe_string(order, 'newSize')
+                    # we don't have cost for limit order
+        else:
+            # baseVolume should not be used for "amount" for contracts !
+            filledAmount = self.safe_string(order, 'baseVolume')
+            totalAmount = self.safe_string(order, 'size')
+            cost = self.safe_string(order, 'fillNotionalUsd')
+        remaining = Precise.string_sub(totalAmount, totalFilled)
+        return self.safe_order({
+            'info': order,
+            'symbol': symbol,
+            'id': self.safe_string(order, 'orderId'),
+            'clientOrderId': self.safe_string(order, 'clientOid'),
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'lastTradeTimestamp': self.safe_integer(order, 'uTime'),
+            'type': type,
+            'timeInForce': self.safe_string_upper(order, 'force'),
+            'postOnly': None,
+            'side': side,
+            'price': price,
+            'triggerPrice': triggerPrice,
+            'amount': totalAmount,
+            'cost': cost,
+            'average': avgPrice,
+            'filled': filledAmount,
+            'remaining': remaining,
+            'status': self.parse_ws_order_status(rawStatus),
+            'fee': feeObject,
+            'trades': None,
+        }, market)
+
+    def parse_ws_order_status(self, status):
+        statuses: dict = {
+            'live': 'open',
+            'partially_filled': 'open',
+            'filled': 'closed',
+            'cancelled': 'canceled',
+            'not_trigger': 'open',
+        }
+        return self.safe_string(statuses, status, status)
+
+    async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
+        """
+        watches trades made by the user
+        :see: https://www.bitget.com/api-doc/contract/websocket/private/Order-Channel
+        :param str symbol: unified market symbol
+        :param int [since]: the earliest time in ms to fetch trades for
+        :param int [limit]: the maximum number of trades structures to retrieve
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
+        """
+        await self.load_markets()
+        market = None
+        messageHash = 'myTrades'
+        if symbol is not None:
+            market = self.market(symbol)
+            symbol = market['symbol']
+            messageHash = messageHash + ':' + symbol
+        instType = None
+        instType, params = self.get_inst_type(market, params)
+        subscriptionHash = 'fill:' + instType
+        args: dict = {
+            'instType': instType,
+            'channel': 'fill',
+            'instId': 'default',
+        }
+        trades = await self.watch_private(messageHash, subscriptionHash, args, params)
+        if self.newUpdates:
+            limit = trades.getLimit(symbol, limit)
+        return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True)
+
+    def handle_my_trades(self, client: Client, message):
+        #
+        # spot
+        # {
+        #     "action": "snapshot",
+        #     "arg": {
+        #        "instType": "SPOT",
+        #        "channel": "fill",
+        #        "instId": "default"
+        #     },
+        #     "data": [
+        #        {
+        #           "orderId": "1169142457356959747",
+        #           "tradeId": "1169142457636958209",
+        #           "symbol": "LTCUSDT",
+        #           "orderType": "market",
+        #           "side": "buy",
+        #           "priceAvg": "81.069",
+        #           "size": "0.074",
+        #           "amount": "5.999106",
+        #           "tradeScope": "taker",
+        #           "feeDetail": [
+        #              {
+        #                 "feeCoin": "LTC",
+        #                 "deduction": "no",
+        #                 "totalDeductionFee": "0",
+        #                 "totalFee": "0.000074"
+        #              }
+        #           ],
+        #           "cTime": "1714471204194",
+        #           "uTime": "1714471204194"
+        #        }
+        #     ],
+        #     "ts": 1714471204270
+        # }
+        # swap
+        #     {
+        #         "action": "snapshot",
+        #         "arg": {
+        #            "instType": "USDT-FUTURES",
+        #            "channel": "fill",
+        #            "instId": "default"
+        #         },
+        #         "data": [
+        #            {
+        #               "orderId": "1169142761031114781",
+        #               "tradeId": "1169142761312637004",
+        #               "symbol": "LTCUSDT",
+        #               "orderType": "market",
+        #               "side": "buy",
+        #               "price": "80.87",
+        #               "baseVolume": "0.1",
+        #               "quoteVolume": "8.087",
+        #               "profit": "0",
+        #               "tradeSide": "open",
+        #               "posMode": "hedge_mode",
+        #               "tradeScope": "taker",
+        #               "feeDetail": [
+        #                  {
+        #                     "feeCoin": "USDT",
+        #                     "deduction": "no",
+        #                     "totalDeductionFee": "0",
+        #                     "totalFee": "-0.0048522"
+        #                  }
+        #               ],
+        #               "cTime": "1714471276596",
+        #               "uTime": "1714471276596"
+        #            }
+        #         ],
+        #         "ts": 1714471276629
+        #     }
+        #
+        if self.myTrades is None:
+            limit = self.safe_integer(self.options, 'tradesLimit', 1000)
+            self.myTrades = ArrayCache(limit)
+        stored = self.myTrades
+        data = self.safe_list(message, 'data', [])
+        length = len(data)
+        messageHash = 'myTrades'
+        for i in range(0, length):
+            trade = data[i]
+            parsed = self.parse_ws_trade(trade)
+            stored.append(parsed)
+            symbol = parsed['symbol']
+            symbolSpecificMessageHash = 'myTrades:' + symbol
+            client.resolve(stored, symbolSpecificMessageHash)
+        client.resolve(stored, messageHash)
+
+    async def watch_balance(self, params={}) -> Balances:
+        """
+        watch balance and get the amount of funds available for trading or funds locked in orders
+        :see: https://www.bitget.com/api-doc/spot/websocket/private/Account-Channel
+        :see: https://www.bitget.com/api-doc/contract/websocket/private/Account-Channel
+        :see: https://www.bitget.com/api-doc/margin/cross/websocket/private/Margin-Cross-Account-Assets
+        :see: https://www.bitget.com/api-doc/margin/isolated/websocket/private/Margin-isolated-account-assets
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.type]: spot or contract if not provided self.options['defaultType'] is used
+        :param str [params.instType]: one of 'SPOT', 'MARGIN', 'USDT-FUTURES', 'USDC-FUTURES', 'COIN-FUTURES', 'SUSDT-FUTURES', 'SUSDC-FUTURES' or 'SCOIN-FUTURES'
+        :param str [params.marginMode]: 'isolated' or 'cross' for watching spot margin balances
+        :returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
+        """
+        type = None
+        type, params = self.handle_market_type_and_params('watchBalance', None, params)
+        marginMode = None
+        marginMode, params = self.handle_margin_mode_and_params('watchBalance', params)
+        instType = None
+        channel = 'account'
+        if (type == 'swap') or (type == 'future'):
+            instType = 'USDT-FUTURES'
+        elif marginMode is not None:
+            instType = 'MARGIN'
+            if marginMode == 'isolated':
+                channel = 'account-isolated'
+            else:
+                channel = 'account-crossed'
+        else:
+            instType = 'SPOT'
+        instType, params = self.handle_option_and_params(params, 'watchBalance', 'instType', instType)
+        args: dict = {
+            'instType': instType,
+            'channel': channel,
+            'coin': 'default',
+        }
+        messageHash = 'balance:' + instType.lower()
+        return await self.watch_private(messageHash, messageHash, args, params)
+
+    def handle_balance(self, client: Client, message):
+        #
+        # spot
+        #
+        #     {
+        #         "action": "snapshot",
+        #         "arg": {"instType": "SPOT", "channel": "account", "coin": "default"},
+        #         "data": [
+        #             {
+        #                 "coin": "USDT",
+        #                 "available": "19.1430952856087",
+        #                 "frozen": "7",
+        #                 "locked": "0",
+        #                 "limitAvailable": "0",
+        #                 "uTime": "1701931970487"
+        #             },
+        #         ],
+        #         "ts": 1701931970487
+        #     }
+        #
+        # swap
+        #
+        #     {
+        #         "action": "snapshot",
+        #         "arg": {"instType": "USDT-FUTURES", "channel": "account", "coin": "default"},
+        #         "data": [
+        #             {
+        #                 "marginCoin": "USDT",
+        #                 "frozen": "5.36581500",
+        #                 "available": "26.14309528",
+        #                 "maxOpenPosAvailable": "20.77728028",
+        #                 "maxTransferOut": "20.77728028",
+        #                 "equity": "26.14309528",
+        #                 "usdtEquity": "26.143095285166"
+        #             }
+        #         ],
+        #         "ts": 1701932570822
+        #     }
+        #
+        # margin
+        #
+        #     {
+        #         "action": "snapshot",
+        #         "arg": {"instType": "MARGIN", "channel": "account-crossed", "coin": "default"},
+        #         "data": [
+        #             {
+        #                 "uTime": "1701933110544",
+        #                 "id": "1096916799926710272",
+        #                 "coin": "USDT",
+        #                 "available": "16.24309528",
+        #                 "borrow": "0.00000000",
+        #                 "frozen": "9.90000000",
+        #                 "interest": "0.00000000",
+        #                 "coupon": "0.00000000"
+        #             }
+        #         ],
+        #         "ts": 1701933110544
+        #     }
+        #
+        data = self.safe_value(message, 'data', [])
+        for i in range(0, len(data)):
+            rawBalance = data[i]
+            currencyId = self.safe_string_2(rawBalance, 'coin', 'marginCoin')
+            code = self.safe_currency_code(currencyId)
+            account = self.balance[code] if (code in self.balance) else self.account()
+            borrow = self.safe_string(rawBalance, 'borrow')
+            if borrow is not None:
+                interest = self.safe_string(rawBalance, 'interest')
+                account['debt'] = Precise.string_add(borrow, interest)
+            freeQuery = 'maxTransferOut' if ('maxTransferOut' in rawBalance) else 'available'
+            account['free'] = self.safe_string(rawBalance, freeQuery)
+            account['total'] = self.safe_string(rawBalance, 'equity')
+            account['used'] = self.safe_string(rawBalance, 'frozen')
+            self.balance[code] = account
+        self.balance = self.safe_balance(self.balance)
+        arg = self.safe_value(message, 'arg')
+        instType = self.safe_string_lower(arg, 'instType')
+        messageHash = 'balance:' + instType
+        client.resolve(self.balance, messageHash)
+
+    async def watch_public(self, messageHash, args, params={}):
+        url = self.urls['api']['ws']['public']
+        request: dict = {
+            'op': 'subscribe',
+            'args': [args],
+        }
+        message = self.extend(request, params)
+        return await self.watch(url, messageHash, message, messageHash)
+
+    async def watch_public_multiple(self, messageHashes, argsArray, params={}):
+        url = self.urls['api']['ws']['public']
+        request: dict = {
+            'op': 'subscribe',
+            'args': argsArray,
+        }
+        message = self.extend(request, params)
+        return await self.watch_multiple(url, messageHashes, message, messageHashes)
+
+    async def authenticate(self, params={}):
+        self.check_required_credentials()
+        url = self.urls['api']['ws']['private']
+        client = self.client(url)
+        messageHash = 'authenticated'
+        future = client.future(messageHash)
+        authenticated = self.safe_value(client.subscriptions, messageHash)
+        if authenticated is None:
+            timestamp = str(self.seconds())
+            auth = timestamp + 'GET' + '/user/verify'
+            signature = self.hmac(self.encode(auth), self.encode(self.secret), hashlib.sha256, 'base64')
+            operation = 'login'
+            request: dict = {
+                'op': operation,
+                'args': [
+                    {
+                        'apiKey': self.apiKey,
+                        'passphrase': self.password,
+                        'timestamp': timestamp,
+                        'sign': signature,
+                    },
+                ],
+            }
+            message = self.extend(request, params)
+            self.watch(url, messageHash, message, messageHash)
+        return await future
+
+    async def watch_private(self, messageHash, subscriptionHash, args, params={}):
+        await self.authenticate()
+        url = self.urls['api']['ws']['private']
+        request: dict = {
+            'op': 'subscribe',
+            'args': [args],
+        }
+        message = self.extend(request, params)
+        return await self.watch(url, messageHash, message, subscriptionHash)
+
+    def handle_authenticate(self, client: Client, message):
+        #
+        #  {event: "login", code: 0}
+        #
+        messageHash = 'authenticated'
+        future = self.safe_value(client.futures, messageHash)
+        future.resolve(True)
+
+    def handle_error_message(self, client: Client, message):
+        #
+        #    {event: "error", code: 30015, msg: "Invalid sign"}
+        #
+        event = self.safe_string(message, 'event')
+        try:
+            if event == 'error':
+                code = self.safe_string(message, 'code')
+                feedback = self.id + ' ' + self.json(message)
+                self.throw_exactly_matched_exception(self.exceptions['ws']['exact'], code, feedback)
+                msg = self.safe_string(message, 'msg', '')
+                self.throw_broadly_matched_exception(self.exceptions['ws']['broad'], msg, feedback)
+                raise ExchangeError(feedback)
+            return False
+        except Exception as e:
+            if isinstance(e, AuthenticationError):
+                messageHash = 'authenticated'
+                client.reject(e, messageHash)
+                if messageHash in client.subscriptions:
+                    del client.subscriptions[messageHash]
+            else:
+                # Note: if error happens on a subscribe event, user will have to close exchange to resubscribe. Issue  #19041
+                client.reject(e)
+            return True
+
+    def handle_message(self, client: Client, message):
+        #
+        #   {
+        #       "action": "snapshot",
+        #       "arg": {instType: 'SPOT', channel: "ticker", instId: "BTCUSDT"},
+        #       "data": [
+        #         {
+        #           "instId": "BTCUSDT",
+        #           "last": "21150.53",
+        #           "open24h": "20759.65",
+        #           "high24h": "21202.29",
+        #           "low24h": "20518.82",
+        #           "bestBid": "21150.500000",
+        #           "bestAsk": "21150.600000",
+        #           "baseVolume": "25402.1961",
+        #           "quoteVolume": "530452554.2156",
+        #           "ts": 1656408934044,
+        #           "labeId": 0
+        #         }
+        #       ]
+        #   }
+        # pong message
+        #    "pong"
+        #
+        # login
+        #
+        #     {event: "login", code: 0}
+        #
+        # subscribe
+        #
+        #    {
+        #        "event": "subscribe",
+        #        "arg": {instType: 'SPOT', channel: "account", instId: "default"}
+        #    }
+        #
+        if self.handle_error_message(client, message):
+            return
+        content = self.safe_string(message, 'message')
+        if content == 'pong':
+            self.handle_pong(client, message)
+            return
+        if message == 'pong':
+            self.handle_pong(client, message)
+            return
+        event = self.safe_string(message, 'event')
+        if event == 'login':
+            self.handle_authenticate(client, message)
+            return
+        if event == 'subscribe':
+            self.handle_subscription_status(client, message)
+            return
+        methods: dict = {
+            'ticker': self.handle_ticker,
+            'trade': self.handle_trades,
+            'fill': self.handle_my_trades,
+            'orders': self.handle_order,
+            'ordersAlgo': self.handle_order,
+            'orders-algo': self.handle_order,
+            'orders-crossed': self.handle_order,
+            'orders-isolated': self.handle_order,
+            'account': self.handle_balance,
+            'positions': self.handle_positions,
+            'account-isolated': self.handle_balance,
+            'account-crossed': self.handle_balance,
+        }
+        arg = self.safe_value(message, 'arg', {})
+        topic = self.safe_value(arg, 'channel', '')
+        method = self.safe_value(methods, topic)
+        if method is not None:
+            method(client, message)
+        if topic.find('candle') >= 0:
+            self.handle_ohlcv(client, message)
+        if topic.find('books') >= 0:
+            self.handle_order_book(client, message)
+
+    def ping(self, client):
+        return 'ping'
+
+    def handle_pong(self, client: Client, message):
+        client.lastPong = self.milliseconds()
+        return message
+
+    def handle_subscription_status(self, client: Client, message):
+        #
+        #    {
+        #        "event": "subscribe",
+        #        "arg": {instType: 'SPOT', channel: "account", instId: "default"}
+        #    }
+        #
+        return message