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

ccxt/pro/coinbaseexchange.py

@@ -0,0 +1,895 @@
+# -*- 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
+import hashlib
+from ccxt.base.types import Int, Order, OrderBook, 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 BadSymbol
+
+
+class coinbaseexchange(ccxt.async_support.coinbaseexchange):
+
+    def describe(self):
+        return self.deep_extend(super(coinbaseexchange, self).describe(), {
+            'has': {
+                'ws': True,
+                'watchOHLCV': False,  # missing on the exchange side
+                'watchOrderBook': True,
+                'watchOrderBookForSymbols': True,
+                'watchTicker': True,
+                'watchTickers': True,
+                'watchTrades': True,
+                'watchTradesForSymbols': True,
+                'watchMyTradesForSymbols': True,
+                'watchBalance': False,
+                'watchStatus': False,  # for now
+                'watchOrders': True,
+                'watchOrdersForSymbols': True,
+                'watchMyTrades': True,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://ws-feed.exchange.coinbase.com',
+                },
+                'test': {
+                    'ws': 'wss://ws-feed-public.sandbox.exchange.coinbase.com',
+                },
+            },
+            'options': {
+                'tradesLimit': 1000,
+                'ordersLimit': 1000,
+                'myTradesLimit': 1000,
+            },
+        })
+
+    def authenticate(self):
+        self.check_required_credentials()
+        path = '/users/self/verify'
+        nonce = self.nonce()
+        payload = str(nonce) + 'GET' + path
+        signature = self.hmac(self.encode(payload), self.base64_to_binary(self.secret), hashlib.sha256, 'base64')
+        return {
+            'timestamp': nonce,
+            'key': self.apiKey,
+            'signature': signature,
+            'passphrase': self.password,
+        }
+
+    async def subscribe(self, name, symbol=None, messageHashStart=None, params={}):
+        await self.load_markets()
+        market = None
+        messageHash = messageHashStart
+        productIds = []
+        if symbol is not None:
+            market = self.market(symbol)
+            messageHash += ':' + market['id']
+            productIds.append(market['id'])
+        url = self.urls['api']['ws']
+        if 'signature' in params:
+            # need to distinguish between public trades and user trades
+            url = url + '?'
+        subscribe: dict = {
+            'type': 'subscribe',
+            'product_ids': productIds,
+            'channels': [
+                name,
+            ],
+        }
+        request = self.extend(subscribe, params)
+        return await self.watch(url, messageHash, request, messageHash)
+
+    async def subscribe_multiple(self, name, symbols=[], messageHashStart=None, params={}):
+        await self.load_markets()
+        market = None
+        symbols = self.market_symbols(symbols)
+        messageHashes = []
+        productIds = []
+        for i in range(0, len(symbols)):
+            symbol = symbols[i]
+            market = self.market(symbol)
+            productIds.append(market['id'])
+            messageHashes.append(messageHashStart + ':' + market['symbol'])
+        url = self.urls['api']['ws']
+        if 'signature' in params:
+            # need to distinguish between public trades and user trades
+            url = url + '?'
+        subscribe: dict = {
+            'type': 'subscribe',
+            'product_ids': productIds,
+            'channels': [
+                name,
+            ],
+        }
+        request = self.extend(subscribe, params)
+        return await self.watch_multiple(url, messageHashes, request, messageHashes)
+
+    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
+        :param str symbol: unified symbol of the market to fetch 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>`
+        """
+        name = 'ticker'
+        return await self.subscribe(name, symbol, name, 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
+        :param str[] [symbols]: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.channel]: the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbolsLength = len(symbols)
+        if symbolsLength == 0:
+            raise BadSymbol(self.id + ' watchTickers requires a non-empty symbols array')
+        channel = 'ticker'
+        messageHash = 'ticker'
+        ticker = await self.subscribe_multiple(channel, symbols, messageHash, params)
+        if self.newUpdates:
+            result: dict = {}
+            result[ticker['symbol']] = ticker
+            return result
+        return self.filter_by_array(self.tickers, 'symbol', symbols)
+
+    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
+        :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>`
+        """
+        await self.load_markets()
+        symbol = self.symbol(symbol)
+        name = 'matches'
+        trades = await self.subscribe(name, symbol, name, params)
+        if self.newUpdates:
+            limit = trades.getLimit(symbol, limit)
+        return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
+
+    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
+        :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 BadRequest(self.id + ' watchTradesForSymbols() requires a non-empty array of symbols')
+        await self.load_markets()
+        symbols = self.market_symbols(symbols)
+        name = 'matches'
+        trades = await self.subscribe_multiple(name, symbols, name, 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)
+
+    async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
+        """
+        watches information on multiple trades made by the user
+        :param str 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 dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
+        """
+        if symbol is None:
+            raise ArgumentsRequired(self.id + ' watchMyTrades() requires a symbol argument')
+        await self.load_markets()
+        symbol = self.symbol(symbol)
+        name = 'user'
+        messageHash = 'myTrades'
+        authentication = self.authenticate()
+        trades = await self.subscribe(name, symbol, messageHash, self.extend(params, authentication))
+        if self.newUpdates:
+            limit = trades.getLimit(symbol, limit)
+        return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
+
+    async def watch_my_trades_for_symbols(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
+        """
+        watches information on multiple trades made by the user
+        :param str[] symbols: unified symbol of the market to fetch trades for
+        :param int [since]: the earliest time in ms to fetch trades for
+        :param int [limit]: the maximum number of trade structures to retrieve
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
+        """
+        symbols = self.market_symbols(symbols, None, False)
+        await self.load_markets()
+        name = 'user'
+        messageHash = 'myTrades'
+        authentication = self.authenticate()
+        trades = await self.subscribe_multiple(name, symbols, messageHash, self.extend(params, authentication))
+        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)
+
+    async def watch_orders_for_symbols(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
+        """
+        watches information on multiple orders made by the user
+        :param str[] symbols: unified symbol of the market to fetch orders for
+        :param int [since]: the earliest time in ms to fetch orders for
+        :param int [limit]: the maximum number of trade structures to retrieve
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols, None, False)
+        name = 'user'
+        messageHash = 'orders'
+        authentication = self.authenticate()
+        orders = await self.subscribe_multiple(name, symbols, messageHash, self.extend(params, authentication))
+        if self.newUpdates:
+            first = self.safe_value(orders, 0)
+            tradeSymbol = self.safe_string(first, 'symbol')
+            limit = orders.getLimit(tradeSymbol, limit)
+        return self.filter_by_since_limit(orders, since, limit, 'timestamp', True)
+
+    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
+        :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
+        :returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        if symbol is None:
+            raise BadSymbol(self.id + ' watchMyTrades requires a symbol')
+        await self.load_markets()
+        symbol = self.symbol(symbol)
+        name = 'user'
+        messageHash = 'orders'
+        authentication = self.authenticate()
+        orders = await self.subscribe(name, symbol, messageHash, self.extend(params, authentication))
+        if self.newUpdates:
+            limit = orders.getLimit(symbol, limit)
+        return self.filter_by_since_limit(orders, since, limit, 'timestamp', True)
+
+    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
+        :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
+        """
+        symbolsLength = len(symbols)
+        if symbolsLength == 0:
+            raise BadRequest(self.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols')
+        name = 'level2'
+        await self.load_markets()
+        symbols = self.market_symbols(symbols)
+        marketIds = self.market_ids(symbols)
+        messageHashes = []
+        for i in range(0, symbolsLength):
+            marketId = marketIds[i]
+            messageHashes.append(name + ':' + marketId)
+        url = self.urls['api']['ws']
+        subscribe: dict = {
+            'type': 'subscribe',
+            'product_ids': marketIds,
+            'channels': [
+                name,
+            ],
+        }
+        request = self.extend(subscribe, params)
+        subscription: dict = {
+            'messageHash': name,
+            'symbols': symbols,
+            'marketIds': marketIds,
+            'limit': limit,
+        }
+        authentication = self.authenticate()
+        orderbook = await self.watch_multiple(url, messageHashes, self.extend(request, authentication), messageHashes, subscription)
+        return orderbook.limit()
+
+    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
+        :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
+        """
+        name = 'level2'
+        await self.load_markets()
+        market = self.market(symbol)
+        symbol = market['symbol']
+        messageHash = name + ':' + market['id']
+        url = self.urls['api']['ws']
+        subscribe: dict = {
+            'type': 'subscribe',
+            'product_ids': [
+                market['id'],
+            ],
+            'channels': [
+                name,
+            ],
+        }
+        request = self.extend(subscribe, params)
+        subscription: dict = {
+            'messageHash': messageHash,
+            'symbol': symbol,
+            'marketId': market['id'],
+            'limit': limit,
+        }
+        authentication = self.authenticate()
+        orderbook = await self.watch(url, messageHash, self.extend(request, authentication), messageHash, subscription)
+        return orderbook.limit()
+
+    def handle_trade(self, client: Client, message):
+        #
+        #     {
+        #         "type": "match",
+        #         "trade_id": 82047307,
+        #         "maker_order_id": "0f358725-2134-435e-be11-753912a326e0",
+        #         "taker_order_id": "252b7002-87a3-425c-ac73-f5b9e23f3caf",
+        #         "side": "sell",
+        #         "size": "0.00513192",
+        #         "price": "9314.78",
+        #         "product_id": "BTC-USD",
+        #         "sequence": 12038915443,
+        #         "time": "2020-01-31T20:03:41.158814Z"
+        #     }
+        #
+        marketId = self.safe_string(message, 'product_id')
+        if marketId is not None:
+            trade = self.parse_ws_trade(message)
+            symbol = trade['symbol']
+            # the exchange sends type = 'match'
+            # but requires 'matches' upon subscribing
+            # therefore we resolve 'matches' here instead of 'match'
+            type = 'matches'
+            messageHash = type + ':' + marketId
+            tradesArray = self.safe_value(self.trades, symbol)
+            if tradesArray is None:
+                tradesLimit = self.safe_integer(self.options, 'tradesLimit', 1000)
+                tradesArray = ArrayCache(tradesLimit)
+                self.trades[symbol] = tradesArray
+            tradesArray.append(trade)
+            client.resolve(tradesArray, messageHash)
+        return message
+
+    def handle_my_trade(self, client: Client, message):
+        marketId = self.safe_string(message, 'product_id')
+        if marketId is not None:
+            trade = self.parse_ws_trade(message)
+            type = 'myTrades'
+            messageHash = type + ':' + marketId
+            tradesArray = self.myTrades
+            if tradesArray is None:
+                limit = self.safe_integer(self.options, 'myTradesLimit', 1000)
+                tradesArray = ArrayCacheBySymbolById(limit)
+                self.myTrades = tradesArray
+            tradesArray.append(trade)
+            client.resolve(tradesArray, messageHash)
+        return message
+
+    def parse_ws_trade(self, trade, market=None):
+        #
+        # private trades
+        # {
+        #     "type": "match",
+        #     "trade_id": 10,
+        #     "sequence": 50,
+        #     "maker_order_id": "ac928c66-ca53-498f-9c13-a110027a60e8",
+        #     "taker_order_id": "132fb6ae-456b-4654-b4e0-d681ac05cea1",
+        #     "time": "2014-11-07T08:19:27.028459Z",
+        #     "product_id": "BTC-USD",
+        #     "size": "5.23512",
+        #     "price": "400.23",
+        #     "side": "sell",
+        #     "taker_user_id: "5844eceecf7e803e259d0365",
+        #     "user_id": "5844eceecf7e803e259d0365",
+        #     "taker_profile_id": "765d1549-9660-4be2-97d4-fa2d65fa3352",
+        #     "profile_id": "765d1549-9660-4be2-97d4-fa2d65fa3352",
+        #     "taker_fee_rate": "0.005"
+        # }
+        #
+        # {
+        #     "type": "match",
+        #     "trade_id": 10,
+        #     "sequence": 50,
+        #     "maker_order_id": "ac928c66-ca53-498f-9c13-a110027a60e8",
+        #     "taker_order_id": "132fb6ae-456b-4654-b4e0-d681ac05cea1",
+        #     "time": "2014-11-07T08:19:27.028459Z",
+        #     "product_id": "BTC-USD",
+        #     "size": "5.23512",
+        #     "price": "400.23",
+        #     "side": "sell",
+        #     "maker_user_id: "5844eceecf7e803e259d0365",
+        #     "maker_id": "5844eceecf7e803e259d0365",
+        #     "maker_profile_id": "765d1549-9660-4be2-97d4-fa2d65fa3352",
+        #     "profile_id": "765d1549-9660-4be2-97d4-fa2d65fa3352",
+        #     "maker_fee_rate": "0.001"
+        # }
+        #
+        # public trades
+        # {
+        #     "type": "received",
+        #     "time": "2014-11-07T08:19:27.028459Z",
+        #     "product_id": "BTC-USD",
+        #     "sequence": 10,
+        #     "order_id": "d50ec984-77a8-460a-b958-66f114b0de9b",
+        #     "size": "1.34",
+        #     "price": "502.1",
+        #     "side": "buy",
+        #     "order_type": "limit"
+        # }
+        parsed = super(coinbaseexchange, self).parse_trade(trade)
+        feeRate = None
+        isMaker = False
+        if 'maker_fee_rate' in trade:
+            isMaker = True
+            parsed['takerOrMaker'] = 'maker'
+            feeRate = self.safe_number(trade, 'maker_fee_rate')
+        else:
+            parsed['takerOrMaker'] = 'taker'
+            feeRate = self.safe_number(trade, 'taker_fee_rate')
+            # side always represents the maker side of the trade
+            # so if we're taker, we invert it
+            currentSide = parsed['side']
+            parsed['side'] = self.safe_string({
+                'buy': 'sell',
+                'sell': 'buy',
+            }, currentSide, currentSide)
+        idKey = 'maker_order_id' if isMaker else 'taker_order_id'
+        parsed['order'] = self.safe_string(trade, idKey)
+        market = self.market(parsed['symbol'])
+        feeCurrency = market['quote']
+        feeCost = None
+        if (parsed['cost'] is not None) and (feeRate is not None):
+            cost = self.safe_number(parsed, 'cost')
+            feeCost = cost * feeRate
+        parsed['fee'] = {
+            'rate': feeRate,
+            'cost': feeCost,
+            'currency': feeCurrency,
+        }
+        return parsed
+
+    def parse_ws_order_status(self, status):
+        statuses: dict = {
+            'filled': 'closed',
+            'canceled': 'canceled',
+        }
+        return self.safe_string(statuses, status, 'open')
+
+    def handle_order(self, client: Client, message):
+        #
+        # Order is created
+        #
+        #     {
+        #         "type": "received",
+        #         "side": "sell",
+        #         "product_id": "BTC-USDC",
+        #         "time": "2021-03-05T16:42:21.878177Z",
+        #         "sequence": 5641953814,
+        #         "profile_id": "774ee0ce-fdda-405f-aa8d-47189a14ba0a",
+        #         "user_id": "54fc141576dcf32596000133",
+        #         "order_id": "11838707-bf9c-4d65-8cec-b57c9a7cab42",
+        #         "order_type": "limit",
+        #         "size": "0.0001",
+        #         "price": "50000",
+        #         "client_oid": "a317abb9-2b30-4370-ebfe-0deecb300180"
+        #     }
+        #
+        #     {
+        #         "type": "received",
+        #         "time": "2014-11-09T08:19:27.028459Z",
+        #         "product_id": "BTC-USD",
+        #         "sequence": 12,
+        #         "order_id": "dddec984-77a8-460a-b958-66f114b0de9b",
+        #         "funds": "3000.234",
+        #         "side": "buy",
+        #         "order_type": "market"
+        #     }
+        #
+        # Order is on the order book
+        #
+        #     {
+        #         "type": "open",
+        #         "side": "sell",
+        #         "product_id": "BTC-USDC",
+        #         "time": "2021-03-05T16:42:21.878177Z",
+        #         "sequence": 5641953815,
+        #         "profile_id": "774ee0ce-fdda-405f-aa8d-47189a14ba0a",
+        #         "user_id": "54fc141576dcf32596000133",
+        #         "price": "50000",
+        #         "order_id": "11838707-bf9c-4d65-8cec-b57c9a7cab42",
+        #         "remaining_size": "0.0001"
+        #     }
+        #
+        # Order is partially or completely filled
+        #
+        #     {
+        #         "type": "match",
+        #         "side": "sell",
+        #         "product_id": "BTC-USDC",
+        #         "time": "2021-03-05T16:37:13.396107Z",
+        #         "sequence": 5641897876,
+        #         "profile_id": "774ee0ce-fdda-405f-aa8d-47189a14ba0a",
+        #         "user_id": "54fc141576dcf32596000133",
+        #         "trade_id": 5455505,
+        #         "maker_order_id": "e5f5754d-70a3-4346-95a6-209bcb503629",
+        #         "taker_order_id": "88bf7086-7b15-40ff-8b19-ab4e08516d69",
+        #         "size": "0.00021019",
+        #         "price": "47338.46",
+        #         "taker_profile_id": "774ee0ce-fdda-405f-aa8d-47189a14ba0a",
+        #         "taker_user_id": "54fc141576dcf32596000133",
+        #         "taker_fee_rate": "0.005"
+        #     }
+        #
+        # Order is canceled / closed
+        #
+        #     {
+        #         "type": "done",
+        #         "side": "buy",
+        #         "product_id": "BTC-USDC",
+        #         "time": "2021-03-05T16:37:13.396107Z",
+        #         "sequence": 5641897877,
+        #         "profile_id": "774ee0ce-fdda-405f-aa8d-47189a14ba0a",
+        #         "user_id": "54fc141576dcf32596000133",
+        #         "order_id": "88bf7086-7b15-40ff-8b19-ab4e08516d69",
+        #         "reason": "filled"
+        #     }
+        #
+        currentOrders = self.orders
+        if currentOrders is None:
+            limit = self.safe_integer(self.options, 'ordersLimit', 1000)
+            currentOrders = ArrayCacheBySymbolById(limit)
+            self.orders = currentOrders
+        type = self.safe_string(message, 'type')
+        marketId = self.safe_string(message, 'product_id')
+        if marketId is not None:
+            messageHash = 'orders:' + marketId
+            symbol = self.safe_symbol(marketId)
+            orderId = self.safe_string(message, 'order_id')
+            makerOrderId = self.safe_string(message, 'maker_order_id')
+            takerOrderId = self.safe_string(message, 'taker_order_id')
+            orders = self.orders
+            previousOrders = self.safe_value(orders.hashmap, symbol, {})
+            previousOrder = self.safe_value(previousOrders, orderId)
+            if previousOrder is None:
+                previousOrder = self.safe_value_2(previousOrders, makerOrderId, takerOrderId)
+            if previousOrder is None:
+                parsed = self.parse_ws_order(message)
+                orders.append(parsed)
+                client.resolve(orders, messageHash)
+            else:
+                sequence = self.safe_integer(message, 'sequence')
+                previousInfo = self.safe_value(previousOrder, 'info', {})
+                previousSequence = self.safe_integer(previousInfo, 'sequence')
+                if (previousSequence is None) or (sequence > previousSequence):
+                    if type == 'match':
+                        trade = self.parse_ws_trade(message)
+                        if previousOrder['trades'] is None:
+                            previousOrder['trades'] = []
+                        previousOrder['trades'].append(trade)
+                        previousOrder['lastTradeTimestamp'] = trade['timestamp']
+                        totalCost = 0
+                        totalAmount = 0
+                        trades = previousOrder['trades']
+                        for i in range(0, len(trades)):
+                            tradeEntry = trades[i]
+                            totalCost = self.sum(totalCost, tradeEntry['cost'])
+                            totalAmount = self.sum(totalAmount, tradeEntry['amount'])
+                        if totalAmount > 0:
+                            previousOrder['average'] = totalCost / totalAmount
+                        previousOrder['cost'] = totalCost
+                        if previousOrder['filled'] is not None:
+                            previousOrder['filled'] += trade['amount']
+                            if previousOrder['amount'] is not None:
+                                previousOrder['remaining'] = previousOrder['amount'] - previousOrder['filled']
+                        if previousOrder['fee'] is None:
+                            previousOrder['fee'] = {
+                                'cost': 0,
+                                'currency': trade['fee']['currency'],
+                            }
+                        if (previousOrder['fee']['cost'] is not None) and (trade['fee']['cost'] is not None):
+                            previousOrder['fee']['cost'] = self.sum(previousOrder['fee']['cost'], trade['fee']['cost'])
+                        # update the newUpdates count
+                        orders.append(previousOrder)
+                        client.resolve(orders, messageHash)
+                    elif (type == 'received') or (type == 'done'):
+                        info = self.extend(previousOrder['info'], message)
+                        order = self.parse_ws_order(info)
+                        keys = list(order.keys())
+                        # update the reference
+                        for i in range(0, len(keys)):
+                            key = keys[i]
+                            if order[key] is not None:
+                                previousOrder[key] = order[key]
+                        # update the newUpdates count
+                        orders.append(previousOrder)
+                        client.resolve(orders, messageHash)
+
+    def parse_ws_order(self, order, market=None):
+        id = self.safe_string(order, 'order_id')
+        clientOrderId = self.safe_string(order, 'client_oid')
+        marketId = self.safe_string(order, 'product_id')
+        symbol = self.safe_symbol(marketId)
+        side = self.safe_string(order, 'side')
+        price = self.safe_number(order, 'price')
+        amount = self.safe_number_2(order, 'size', 'funds')
+        time = self.safe_string(order, 'time')
+        timestamp = self.parse8601(time)
+        reason = self.safe_string(order, 'reason')
+        status = self.parse_ws_order_status(reason)
+        orderType = self.safe_string(order, 'order_type')
+        remaining = self.safe_number(order, 'remaining_size')
+        type = self.safe_string(order, 'type')
+        filled = None
+        if (amount is not None) and (remaining is not None):
+            filled = amount - remaining
+        elif type == 'received':
+            filled = 0
+            if amount is not None:
+                remaining = amount - filled
+        return self.safe_order({
+            'info': order,
+            'symbol': symbol,
+            'id': id,
+            'clientOrderId': clientOrderId,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'lastTradeTimestamp': None,
+            'type': orderType,
+            'timeInForce': None,
+            'postOnly': None,
+            'side': side,
+            'price': price,
+            'stopPrice': None,
+            'triggerPrice': None,
+            'amount': amount,
+            'cost': None,
+            'average': None,
+            'filled': filled,
+            'remaining': remaining,
+            'status': status,
+            'fee': None,
+            'trades': None,
+        })
+
+    def handle_ticker(self, client: Client, message):
+        #
+        #     {
+        #         "type": "ticker",
+        #         "sequence": 12042642428,
+        #         "product_id": "BTC-USD",
+        #         "price": "9380.55",
+        #         "open_24h": "9450.81000000",
+        #         "volume_24h": "9611.79166047",
+        #         "low_24h": "9195.49000000",
+        #         "high_24h": "9475.19000000",
+        #         "volume_30d": "327812.00311873",
+        #         "best_bid": "9380.54",
+        #         "best_ask": "9380.55",
+        #         "side": "buy",
+        #         "time": "2020-02-01T01:40:16.253563Z",
+        #         "trade_id": 82062566,
+        #         "last_size": "0.41969131"
+        #     }
+        #
+        marketId = self.safe_string(message, 'product_id')
+        if marketId is not None:
+            ticker = self.parse_ticker(message)
+            symbol = ticker['symbol']
+            self.tickers[symbol] = ticker
+            messageHash = 'ticker:' + symbol
+            idMessageHash = 'ticker:' + marketId
+            client.resolve(ticker, messageHash)
+            client.resolve(ticker, idMessageHash)
+        return message
+
+    def parse_ticker(self, ticker, market=None) -> Ticker:
+        #
+        #     {
+        #         "type": "ticker",
+        #         "sequence": 7388547310,
+        #         "product_id": "BTC-USDT",
+        #         "price": "22345.67",
+        #         "open_24h": "22308.13",
+        #         "volume_24h": "470.21123644",
+        #         "low_24h": "22150",
+        #         "high_24h": "22495.15",
+        #         "volume_30d": "25713.98401605",
+        #         "best_bid": "22345.67",
+        #         "best_bid_size": "0.10647825",
+        #         "best_ask": "22349.68",
+        #         "best_ask_size": "0.03131702",
+        #         "side": "sell",
+        #         "time": "2023-03-04T03:37:20.799258Z",
+        #         "trade_id": 11586478,
+        #         "last_size": "0.00352175"
+        #     }
+        #
+        type = self.safe_string(ticker, 'type')
+        if type is None:
+            return super(coinbaseexchange, self).parse_ticker(ticker, market)
+        marketId = self.safe_string(ticker, 'product_id')
+        symbol = self.safe_symbol(marketId, market, '-')
+        timestamp = self.parse8601(self.safe_string(ticker, 'time'))
+        last = self.safe_string(ticker, 'price')
+        return self.safe_ticker({
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'high': self.safe_string(ticker, 'high_24h'),
+            'low': self.safe_string(ticker, 'low_24h'),
+            'bid': self.safe_string(ticker, 'best_bid'),
+            'bidVolume': self.safe_string(ticker, 'best_bid_size'),
+            'ask': self.safe_string(ticker, 'best_ask'),
+            'askVolume': self.safe_string(ticker, 'best_ask_size'),
+            'vwap': None,
+            'open': self.safe_string(ticker, 'open_24h'),
+            'close': last,
+            'last': last,
+            'previousClose': None,
+            'change': None,
+            'percentage': None,
+            'average': None,
+            'baseVolume': self.safe_string(ticker, 'volume_24h'),
+            'quoteVolume': None,
+            'info': ticker,
+        })
+
+    def handle_delta(self, bookside, delta):
+        price = self.safe_number(delta, 0)
+        amount = self.safe_number(delta, 1)
+        bookside.store(price, amount)
+
+    def handle_deltas(self, bookside, deltas):
+        for i in range(0, len(deltas)):
+            self.handle_delta(bookside, deltas[i])
+
+    def handle_order_book(self, client: Client, message):
+        #
+        # first message(snapshot)
+        #
+        #     {
+        #         "type": "snapshot",
+        #         "product_id": "BTC-USD",
+        #         "bids": [
+        #             ["10101.10", "0.45054140"]
+        #         ],
+        #         "asks": [
+        #             ["10102.55", "0.57753524"]
+        #         ]
+        #     }
+        #
+        # subsequent updates
+        #
+        #     {
+        #         "type": "l2update",
+        #         "product_id": "BTC-USD",
+        #         "time": "2019-08-14T20:42:27.265Z",
+        #         "changes": [
+        #             ["buy", "10101.80000000", "0.162567"]
+        #         ]
+        #     }
+        #
+        type = self.safe_string(message, 'type')
+        marketId = self.safe_string(message, 'product_id')
+        market = self.safe_market(marketId, None, '-')
+        symbol = market['symbol']
+        name = 'level2'
+        messageHash = name + ':' + marketId
+        subscription = self.safe_value(client.subscriptions, messageHash, {})
+        limit = self.safe_integer(subscription, 'limit')
+        if type == 'snapshot':
+            self.orderbooks[symbol] = self.order_book({}, limit)
+            orderbook = self.orderbooks[symbol]
+            self.handle_deltas(orderbook['asks'], self.safe_value(message, 'asks', []))
+            self.handle_deltas(orderbook['bids'], self.safe_value(message, 'bids', []))
+            orderbook['timestamp'] = None
+            orderbook['datetime'] = None
+            orderbook['symbol'] = symbol
+            client.resolve(orderbook, messageHash)
+        elif type == 'l2update':
+            orderbook = self.orderbooks[symbol]
+            timestamp = self.parse8601(self.safe_string(message, 'time'))
+            changes = self.safe_value(message, 'changes', [])
+            sides: dict = {
+                'sell': 'asks',
+                'buy': 'bids',
+            }
+            for i in range(0, len(changes)):
+                change = changes[i]
+                key = self.safe_string(change, 0)
+                side = self.safe_string(sides, key)
+                price = self.safe_number(change, 1)
+                amount = self.safe_number(change, 2)
+                bookside = orderbook[side]
+                bookside.store(price, amount)
+            orderbook['timestamp'] = timestamp
+            orderbook['datetime'] = self.iso8601(timestamp)
+            client.resolve(orderbook, messageHash)
+
+    def handle_subscription_status(self, client: Client, message):
+        #
+        #     {
+        #         "type": "subscriptions",
+        #         "channels": [
+        #             {
+        #                 "name": "level2",
+        #                 "product_ids": ["ETH-BTC"]
+        #             }
+        #         ]
+        #     }
+        #
+        return message
+
+    def handle_error_message(self, client: Client, message):
+        #
+        #     {
+        #         "type": "error",
+        #         "message": "error message",
+        #         /* ..."""
+        #     }
+        #
+        # auth error
+        #
+        #     {
+        #         "type": "error",
+        #         "message": "Authentication Failed",
+        #         "reason": "{"message":"Invalid API Key"}"
+        #     }
+        #
+        errMsg = self.safe_string(message, 'message')
+        reason = self.safe_string(message, 'reason')
+        try:
+            if errMsg == 'Authentication Failed':
+                raise AuthenticationError('Authentication failed: ' + reason)
+            else:
+                raise ExchangeError(self.id + ' ' + reason)
+        except Exception as error:
+            client.reject(error)
+            return True
+
+    def handle_message(self, client: Client, message):
+        type = self.safe_string(message, 'type')
+        methods: dict = {
+            'snapshot': self.handle_order_book,
+            'l2update': self.handle_order_book,
+            'subscribe': self.handle_subscription_status,
+            'ticker': self.handle_ticker,
+            'received': self.handle_order,
+            'open': self.handle_order,
+            'change': self.handle_order,
+            'done': self.handle_order,
+            'error': self.handle_error_message,
+        }
+        length = len(client.url) - 0
+        authenticated = client.url[length - 1] == '?'
+        method = self.safe_value(methods, type)
+        if method is None:
+            if type == 'match':
+                if authenticated:
+                    self.handle_my_trade(client, message)
+                    self.handle_order(client, message)
+                else:
+                    self.handle_trade(client, message)
+        else:
+            method(client, message)