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

ccxt/pro/coinex.py

@@ -0,0 +1,1061 @@
+# -*- 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, ArrayCacheByTimestamp
+from ccxt.base.types import Balances, 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 BadRequest
+from ccxt.base.errors import NotSupported
+from ccxt.base.errors import ExchangeNotAvailable
+from ccxt.base.errors import RequestTimeout
+from ccxt.base.precise import Precise
+
+
+class coinex(ccxt.async_support.coinex):
+
+    def describe(self):
+        return self.deep_extend(super(coinex, self).describe(), {
+            'has': {
+                'ws': True,
+                'watchBalance': True,
+                'watchTicker': True,
+                'watchTickers': True,
+                'watchTrades': True,
+                'watchMyTrades': False,  # can query but can't subscribe
+                'watchOrders': True,
+                'watchOrderBook': True,
+                'watchOHLCV': True,  # only for swap markets
+                'fetchOHLCVWs': True,
+            },
+            'urls': {
+                'api': {
+                    'ws': {
+                        'spot': 'wss://socket.coinex.com/',
+                        'swap': 'wss://perpetual.coinex.com/',
+                    },
+                },
+            },
+            'options': {
+                'watchOHLCVWarning': True,
+                'timeframes': {
+                    '1m': 60,
+                    '3m': 180,
+                    '5m': 300,
+                    '15m': 900,
+                    '30m': 1800,
+                    '1h': 3600,
+                    '2h': 7200,
+                    '4h': 14400,
+                    '6h': 21600,
+                    '12h': 43200,
+                    '1d': 86400,
+                    '3d': 259200,
+                    '1w': 604800,
+                },
+                'account': 'spot',
+                'watchOrderBook': {
+                    'limits': [5, 10, 20, 50],
+                    'defaultLimit': 50,
+                    'aggregations': ['10', '1', '0', '0.1', '0.01'],
+                    'defaultAggregation': '0',
+                },
+            },
+            'streaming': {
+            },
+            'exceptions': {
+                'codes': {
+                    '1': BadRequest,  # Parameter error
+                    '2': ExchangeError,  # Internal error
+                    '3': ExchangeNotAvailable,  # Service unavailable
+                    '4': NotSupported,  # Method unavailable
+                    '5': RequestTimeout,  # Service timeout
+                    '6': AuthenticationError,  # Permission denied
+                },
+            },
+        })
+
+    def request_id(self):
+        requestId = self.sum(self.safe_integer(self.options, 'requestId', 0), 1)
+        self.options['requestId'] = requestId
+        return requestId
+
+    def handle_ticker(self, client: Client, message):
+        #
+        #  spot
+        #
+        #     {
+        #         "method": "state.update",
+        #         "params": [{
+        #             "BTCUSDT": {
+        #                 "last": "31577.89",
+        #                 "open": "29318.36",
+        #                 "close": "31577.89",
+        #                 "high": "32222.19",
+        #                 "low": "29317.21",
+        #                 "volume": "630.43024965",
+        #                 "sell_total": "13.66143951",
+        #                 "buy_total": "2.76410939",
+        #                 "period": 86400,
+        #                 "deal": "19457487.84611409070000000000"
+        #             }
+        #         }]
+        #     }
+        #
+        #  swap
+        #
+        #     {
+        #         "method": "state.update",
+        #         "params": [{
+        #             "BTCUSDT": {
+        #                 "period": 86400,
+        #                 "funding_time": 422,
+        #                 "position_amount": "285.6246",
+        #                 "funding_rate_last": "-0.00097933",
+        #                 "funding_rate_next": "0.00022519",
+        #                 "funding_rate_predict": "0.00075190",
+        #                 "insurance": "17474289.49925859030905338270",
+        #                 "last": "31570.08",
+        #                 "sign_price": "31568.09",
+        #                 "index_price": "31561.85000000",
+        #                 "open": "29296.11",
+        #                 "close": "31570.08",
+        #                 "high": "32463.40",
+        #                 "low": "29296.11",
+        #                 "volume": "8774.7318",
+        #                 "deal": "270675177.827928219109030017258398",
+        #                 "sell_total": "19.2230",
+        #                 "buy_total": "25.7814"
+        #             }
+        #         }]
+        #     }
+        #
+        defaultType = self.safe_string(self.options, 'defaultType')
+        params = self.safe_value(message, 'params', [])
+        rawTickers = self.safe_value(params, 0, {})
+        keys = list(rawTickers.keys())
+        newTickers = []
+        for i in range(0, len(keys)):
+            marketId = keys[i]
+            rawTicker = rawTickers[marketId]
+            symbol = self.safe_symbol(marketId, None, None, defaultType)
+            market = self.safe_market(marketId, None, None, defaultType)
+            parsedTicker = self.parse_ws_ticker(rawTicker, market)
+            self.tickers[symbol] = parsedTicker
+            newTickers.append(parsedTicker)
+        messageHashes = self.find_message_hashes(client, 'tickers::')
+        for i in range(0, len(messageHashes)):
+            messageHash = messageHashes[i]
+            parts = messageHash.split('::')
+            symbolsString = parts[1]
+            symbols = symbolsString.split(',')
+            tickers = self.filter_by_array(newTickers, 'symbol', symbols)
+            tickersSymbols = list(tickers.keys())
+            numTickers = len(tickersSymbols)
+            if numTickers > 0:
+                client.resolve(tickers, messageHash)
+        client.resolve(newTickers, 'tickers')
+
+    def parse_ws_ticker(self, ticker, market=None):
+        #
+        #  spot
+        #
+        #     {
+        #         "last": "31577.89",
+        #         "open": "29318.36",
+        #         "close": "31577.89",
+        #         "high": "32222.19",
+        #         "low": "29317.21",
+        #         "volume": "630.43024965",
+        #         "sell_total": "13.66143951",
+        #         "buy_total": "2.76410939",
+        #         "period": 86400,
+        #         "deal": "19457487.84611409070000000000"
+        #     }
+        #
+        #  swap
+        #
+        #     {
+        #         "period": 86400,
+        #         "funding_time": 422,
+        #         "position_amount": "285.6246",
+        #         "funding_rate_last": "-0.00097933",
+        #         "funding_rate_next": "0.00022519",
+        #         "funding_rate_predict": "0.00075190",
+        #         "insurance": "17474289.49925859030905338270",
+        #         "last": "31570.08",
+        #         "sign_price": "31568.09",
+        #         "index_price": "31561.85000000",
+        #         "open": "29296.11",
+        #         "close": "31570.08",
+        #         "high": "32463.40",
+        #         "low": "29296.11",
+        #         "volume": "8774.7318",
+        #         "deal": "270675177.827928219109030017258398",
+        #         "sell_total": "19.2230",
+        #         "buy_total": "25.7814"
+        #     }
+        #
+        defaultType = self.safe_string(self.options, 'defaultType')
+        return self.safe_ticker({
+            'symbol': self.safe_symbol(None, market, None, defaultType),
+            'timestamp': None,
+            'datetime': None,
+            'high': self.safe_string(ticker, 'high'),
+            'low': self.safe_string(ticker, 'low'),
+            'bid': None,
+            'bidVolume': self.safe_string(ticker, 'buy_total'),
+            'ask': None,
+            'askVolume': self.safe_string(ticker, 'sell_total'),
+            'vwap': None,
+            'open': self.safe_string(ticker, 'open'),
+            'close': self.safe_string(ticker, 'close'),
+            'last': self.safe_string(ticker, 'last'),
+            'previousClose': None,
+            'change': None,
+            'percentage': None,
+            'average': None,
+            'baseVolume': self.safe_string(ticker, 'volume'),
+            'quoteVolume': self.safe_string(ticker, 'deal'),
+            'info': ticker,
+        }, market)
+
+    async def watch_balance(self, params={}) -> Balances:
+        """
+        watch balance and get the amount of funds available for trading or funds locked in orders
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
+        """
+        await self.load_markets()
+        await self.authenticate(params)
+        messageHash = 'balance'
+        type = None
+        type, params = self.handle_market_type_and_params('watchBalance', None, params)
+        url = self.urls['api']['ws'][type]
+        currencies = list(self.currencies_by_id.keys())
+        subscribe: dict = {
+            'method': 'asset.subscribe',
+            'params': currencies,
+            'id': self.request_id(),
+        }
+        request = self.deep_extend(subscribe, params)
+        return await self.watch(url, messageHash, request, messageHash)
+
+    def handle_balance(self, client: Client, message):
+        #
+        #     {
+        #         "method": "asset.update",
+        #         "params": [
+        #             {
+        #                 "BTC": {
+        #                     "available": "250",
+        #                     "frozen": "10",
+        #                 }
+        #             }
+        #         ],
+        #         "id": null
+        #     }
+        #
+        params = self.safe_value(message, 'params', [])
+        first = self.safe_value(params, 0, {})
+        self.balance['info'] = first
+        currencies = list(first.keys())
+        for i in range(0, len(currencies)):
+            currencyId = currencies[i]
+            code = self.safe_currency_code(currencyId)
+            available = self.safe_string(first[currencyId], 'available')
+            frozen = self.safe_string(first[currencyId], 'frozen')
+            account = self.account()
+            account['free'] = available
+            account['used'] = frozen
+            self.balance[code] = account
+            self.balance = self.safe_balance(self.balance)
+        messageHash = 'balance'
+        client.resolve(self.balance, messageHash)
+
+    def handle_trades(self, client: Client, message):
+        #
+        #     {
+        #         "method": "deals.update",
+        #         "params": [
+        #             "BTCUSD",
+        #             [{
+        #                 "type": "sell",
+        #                 "time": 1496458040.059284,
+        #                 "price ": "46444.74",
+        #                 "id": 29433,
+        #                 "amount": "0.00120000"
+        #             }]
+        #         ],
+        #         "id": null
+        #     }
+        #
+        params = self.safe_value(message, 'params', [])
+        marketId = self.safe_string(params, 0)
+        trades = self.safe_value(params, 1, [])
+        defaultType = self.safe_string(self.options, 'defaultType')
+        market = self.safe_market(marketId, None, None, defaultType)
+        symbol = market['symbol']
+        messageHash = 'trades:' + 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
+        for i in range(0, len(trades)):
+            trade = trades[i]
+            parsed = self.parse_ws_trade(trade, market)
+            stored.append(parsed)
+        self.trades[symbol] = stored
+        client.resolve(self.trades[symbol], messageHash)
+
+    def parse_ws_trade(self, trade, market=None):
+        #
+        #     {
+        #         "type": "sell",
+        #         "time": 1496458040.059284,
+        #         "price ": "46444.74",
+        #         "id": 29433,
+        #         "amount": "0.00120000"
+        #     }
+        #
+        timestamp = self.safe_timestamp(trade, 'time')
+        defaultType = self.safe_string(self.options, 'defaultType')
+        return self.safe_trade({
+            'id': self.safe_string(trade, 'id'),
+            'info': trade,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'symbol': self.safe_symbol(None, market, None, defaultType),
+            'order': None,
+            'type': None,
+            'side': self.safe_string(trade, 'type'),
+            'takerOrMaker': None,
+            'price': self.safe_string(trade, 'price'),
+            'amount': self.safe_string(trade, 'amount'),
+            'cost': None,
+            'fee': None,
+        }, market)
+
+    def handle_ohlcv(self, client: Client, message):
+        #
+        #  spot
+        #     {
+        #         "error": null,
+        #         "result": [
+        #           [
+        #             1673846940,
+        #             "21148.74",
+        #             "21148.38",
+        #             "21148.75",
+        #             "21138.66",
+        #             "1.57060173",
+        #             "33214.9138778914"
+        #           ],
+        #         ]
+        #         "id": 1,
+        #     }
+        #  swap
+        #     {
+        #         "method": "kline.update",
+        #         "params": [
+        #             [
+        #                 1654019640,   # timestamp
+        #                 "32061.99",   # open
+        #                 "32061.28",   # close
+        #                 "32061.99",   # high
+        #                 "32061.28",   # low
+        #                 "0.1285",     # amount base
+        #                 "4119.943736"  # amount quote
+        #             ]
+        #         ],
+        #         "id": null
+        #     }
+        #
+        candles = self.safe_value_2(message, 'params', 'result', [])
+        messageHash = 'ohlcv'
+        id = self.safe_string(message, 'id')
+        ohlcvs = self.parse_ohlcvs(candles)
+        if id is not None:
+            # spot subscription response
+            client.resolve(ohlcvs, messageHash)
+            return
+        keys = list(self.ohlcvs.keys())
+        keysLength = len(keys)
+        if keysLength == 0:
+            self.ohlcvs['unknown'] = {}
+            limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
+            stored = ArrayCacheByTimestamp(limit)
+            self.ohlcvs['unknown']['unknown'] = stored
+        ohlcv = self.ohlcvs['unknown']['unknown']
+        for i in range(0, len(ohlcvs)):
+            candle = ohlcvs[i]
+            ohlcv.append(candle)
+        client.resolve(ohlcv, messageHash)
+
+    async def watch_ticker(self, symbol: str, params={}) -> Ticker:
+        """
+        :see: https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket007_state_subscribe
+        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>`
+        """
+        tickers = await self.watch_tickers([symbol], params)
+        return self.safe_value(tickers, symbol)
+
+    async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        :see: https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket007_state_subscribe
+        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
+        :returns dict: a dictionary of `ticker structures <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols)
+        type = None
+        type, params = self.handle_market_type_and_params('watchTickers', None, params)
+        url = self.urls['api']['ws'][type]
+        messageHash = 'tickers'
+        if symbols is not None:
+            messageHash = 'tickers::' + ','.join(symbols)
+        subscribe: dict = {
+            'method': 'state.subscribe',
+            'id': self.request_id(),
+            'params': [],
+        }
+        request = self.deep_extend(subscribe, params)
+        newTickers = await self.watch(url, messageHash, request, messageHash)
+        if self.newUpdates:
+            return newTickers
+        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]:
+        """
+        :see: https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket012_deal_subcribe
+        :see: https://viabtc.github.io/coinex_api_en_doc/futures/#docsfutures002_websocket019_deal_subcribe
+        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()
+        market = self.market(symbol)
+        type = None
+        type, params = self.handle_market_type_and_params('watchTrades', market, params)
+        url = self.urls['api']['ws'][type]
+        messageHash = 'trades:' + symbol
+        subscriptionHash = 'trades'
+        subscribedSymbols = self.safe_value(self.options, 'watchTradesSubscriptions', [])
+        subscribedSymbols.append(market['id'])
+        message: dict = {
+            'method': 'deals.subscribe',
+            'params': subscribedSymbols,
+            'id': self.request_id(),
+        }
+        self.options['watchTradesSubscriptions'] = subscribedSymbols
+        request = self.deep_extend(message, params)
+        trades = await self.watch(url, messageHash, request, subscriptionHash)
+        return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
+
+    async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
+        """
+        :see: https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket017_depth_subscribe_multi
+        :see: https://viabtc.github.io/coinex_api_en_doc/futures/#docsfutures002_websocket011_depth_subscribe_multi
+        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
+        """
+        await self.load_markets()
+        market = self.market(symbol)
+        symbol = market['symbol']
+        type = None
+        type, params = self.handle_market_type_and_params('watchOrderBook', market, params)
+        url = self.urls['api']['ws'][type]
+        name = 'orderbook'
+        messageHash = name + ':' + symbol
+        options = self.safe_value(self.options, 'watchOrderBook', {})
+        limits = self.safe_value(options, 'limits', [])
+        if limit is None:
+            limit = self.safe_value(options, 'defaultLimit', 50)
+        if not self.in_array(limit, limits):
+            raise NotSupported(self.id + ' watchOrderBook() limit must be one of ' + ', '.join(limits))
+        defaultAggregation = self.safe_string(options, 'defaultAggregation', '0')
+        aggregations = self.safe_value(options, 'aggregations', [])
+        aggregation = self.safe_string(params, 'aggregation', defaultAggregation)
+        if not self.in_array(aggregation, aggregations):
+            raise NotSupported(self.id + ' watchOrderBook() aggregation must be one of ' + ', '.join(aggregations))
+        params = self.omit(params, 'aggregation')
+        watchOrderBookSubscriptions = self.safe_value(self.options, 'watchOrderBookSubscriptions', {})
+        watchOrderBookSubscriptions[symbol] = [market['id'], limit, aggregation, True]
+        subscribe: dict = {
+            'method': 'depth.subscribe_multi',
+            'id': self.request_id(),
+            'params': list(watchOrderBookSubscriptions.values()),
+        }
+        self.options['watchOrderBookSubscriptions'] = watchOrderBookSubscriptions
+        subscriptionHash = self.hash(self.encode(self.json(watchOrderBookSubscriptions)), 'sha256')
+        request = self.deep_extend(subscribe, params)
+        orderbook = await self.watch(url, messageHash, request, subscriptionHash, request)
+        return orderbook.limit()
+
+    async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
+        """
+        :see: https://viabtc.github.io/coinex_api_en_doc/futures/#docsfutures002_websocket023_kline_subscribe
+        watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+        :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']
+        type = None
+        type, params = self.handle_market_type_and_params('watchOHLCV', market, params)
+        if type != 'swap':
+            raise NotSupported(self.id + ' watchOHLCV() is only supported for swap markets. Try using fetchOHLCV() instead')
+        url = self.urls['api']['ws'][type]
+        messageHash = 'ohlcv'
+        watchOHLCVWarning = self.safe_bool(self.options, 'watchOHLCVWarning', True)
+        client = self.safe_value(self.clients, url, {})
+        clientSub = self.safe_value(client, 'subscriptions', {})
+        existingSubscription = self.safe_value(clientSub, messageHash)
+        subSymbol = self.safe_string(existingSubscription, 'symbol')
+        subTimeframe = self.safe_string(existingSubscription, 'timeframe')
+        # due to nature of coinex response can only watch one symbol at a time
+        if watchOHLCVWarning and existingSubscription is not None and (subSymbol != symbol or subTimeframe != timeframe):
+            raise ExchangeError(self.id + ' watchOHLCV() can only watch one symbol and timeframe at a time. To supress self warning set watchOHLCVWarning to False in options')
+        timeframes = self.safe_value(self.options, 'timeframes', {})
+        subscribe: dict = {
+            'method': 'kline.subscribe',
+            'id': self.request_id(),
+            'params': [
+                market['id'],
+                self.safe_integer(timeframes, timeframe),
+            ],
+        }
+        subscription: dict = {
+            'symbol': symbol,
+            'timeframe': timeframe,
+        }
+        request = self.deep_extend(subscribe, params)
+        ohlcvs = await self.watch(url, messageHash, request, messageHash, subscription)
+        if self.newUpdates:
+            limit = ohlcvs.getLimit(symbol, limit)
+        return self.filter_by_since_limit(ohlcvs, since, limit, 0)
+
+    async def fetch_ohlcv_ws(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
+        """
+        :see: https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket005_kline_query
+        query historical candlestick data containing the open, high, low, and close price, and the volume of a market
+        :param str symbol: unified symbol of the market to query OHLCV data for
+        :param str timeframe: the length of time each candle represents
+        :param int|None since: timestamp in ms of the earliest candle to fetch
+        :param int|None limit: the maximum amount of candles to fetch
+        :param dict params: extra parameters specific to the exchange API endpoint
+        :param int|None params['end']: the end time for spot markets, self.seconds() is set
+        :returns int[][]: A list of candles ordered, open, high, low, close, volume
+        """
+        await self.load_markets()
+        market = self.market(symbol)
+        type, query = self.handle_market_type_and_params('fetchOHLCV', market, params)
+        url = self.urls['api']['ws'][type]
+        symbol = market['symbol']
+        messageHash = 'ohlcv'
+        timeframes = self.safe_value(self.options, 'timeframes', {})
+        timeframe = self.safe_string(timeframes, timeframe, timeframe)
+        if since is None:
+            since = 1640995200  # January 1, 2022
+        id = self.request_id()
+        subscribe: dict = {
+            'method': 'kline.query',
+            'params': [
+                market['id'],
+                self.parse_to_int(since / 1000),
+                self.safe_integer(params, 'end', self.seconds()),
+                self.parse_to_int(timeframe),
+            ],
+            'id': id,
+        }
+        subscription: dict = {
+            'id': id,
+            'future': messageHash,
+        }
+        subscriptionHash = id
+        request = self.deep_extend(subscribe, query)
+        ohlcvs = await self.watch(url, messageHash, request, subscriptionHash, subscription)
+        return self.filter_by_since_limit(ohlcvs, since, limit, 0)
+
+    def handle_delta(self, bookside, delta):
+        bidAsk = self.parse_bid_ask(delta, 0, 1)
+        bookside.storeArray(bidAsk)
+
+    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):
+        #
+        #     {
+        #         "method": "depth.update",
+        #         "params": [
+        #             False,
+        #             {
+        #                 "asks": [
+        #                     ["46350.52", "1.07871851"],
+        #                     ...
+        #                 ],
+        #                 "bids": [
+        #                     ["46349.61", "0.04000000"],
+        #                     ...
+        #                 ],
+        #                 "last": "46349.93",
+        #                 "time": 1639987469166,
+        #                 "checksum": 1533284725
+        #             },
+        #             "BTCUSDT"
+        #         ],
+        #         "id": null
+        #     }
+        #
+        isSwap = client.url.find('perpetual') >= 0
+        marketType = 'swap' if isSwap else 'spot'
+        params = self.safe_value(message, 'params', [])
+        fullOrderBook = self.safe_value(params, 0)
+        orderbook = self.safe_value(params, 1)
+        marketId = self.safe_string(params, 2)
+        market = self.safe_market(marketId, None, None, marketType)
+        symbol = market['symbol']
+        name = 'orderbook'
+        messageHash = name + ':' + symbol
+        timestamp = self.safe_integer(orderbook, 'time')
+        currentOrderBook = self.safe_value(self.orderbooks, symbol)
+        if fullOrderBook:
+            snapshot = self.parse_order_book(orderbook, symbol, timestamp)
+            if currentOrderBook is None:
+                orderbook = self.order_book(snapshot)
+                self.orderbooks[symbol] = orderbook
+            else:
+                orderbook = self.orderbooks[symbol]
+                orderbook.reset(snapshot)
+        else:
+            asks = self.safe_value(orderbook, 'asks', [])
+            bids = self.safe_value(orderbook, 'bids', [])
+            self.handle_deltas(currentOrderBook['asks'], asks)
+            self.handle_deltas(currentOrderBook['bids'], bids)
+            currentOrderBook['nonce'] = timestamp
+            currentOrderBook['timestamp'] = timestamp
+            currentOrderBook['datetime'] = self.iso8601(timestamp)
+            self.orderbooks[symbol] = currentOrderBook
+        # self.checkOrderBookChecksum(self.orderbooks[symbol])
+        client.resolve(self.orderbooks[symbol], messageHash)
+
+    async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
+        await self.load_markets()
+        await self.authenticate(params)
+        messageHash = 'orders'
+        market = None
+        type, query = self.handle_market_type_and_params('watchOrders', market, params)
+        message: dict = {
+            'method': 'order.subscribe',
+            'id': self.request_id(),
+        }
+        if symbol is not None:
+            market = self.market(symbol)
+            symbol = market['symbol']
+            message['params'] = [market['id']]
+            messageHash += ':' + symbol
+        else:
+            message['params'] = []
+        url = self.urls['api']['ws'][type]
+        request = self.deep_extend(message, query)
+        orders = await self.watch(url, messageHash, request, messageHash, request)
+        if self.newUpdates:
+            limit = orders.getLimit(symbol, limit)
+        return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
+
+    def handle_orders(self, client: Client, message):
+        #
+        #  spot
+        #
+        #      {
+        #          "method": "order.update",
+        #          "params": [
+        #              1,
+        #              {
+        #                  "id": 77782469357,
+        #                  "type": 1,
+        #                  "side": 2,
+        #                  "user": 1849116,
+        #                  "account": 0,
+        #                  "option": 2,
+        #                  "ctime": 1653961043.048967,
+        #                  "mtime": 1653961043.048967,
+        #                  "market": "BTCUSDT",
+        #                  "source": "web",
+        #                  "client_id": '',
+        #                  "price": "1.00",
+        #                  "amount": "1.00000000",
+        #                  "taker_fee": "0.0020",
+        #                  "maker_fee": "0.0020",
+        #                  "left": "1.00000000",
+        #                  "deal_stock": "0",
+        #                  "deal_money": "0",
+        #                  "money_fee": "0",
+        #                  "stock_fee": "0",
+        #                  "asset_fee": "0",
+        #                  "fee_discount": "1",
+        #                  "last_deal_amount": "0",
+        #                  "last_deal_price": "0",
+        #                  "last_deal_time": 0,
+        #                  "last_deal_id": 0,
+        #                  "last_role": 0,
+        #                  "fee_asset": null,
+        #                  "stop_id": 0
+        #              }
+        #          ],
+        #          "id": null
+        #      }
+        #
+        #  swap
+        #
+        #      {
+        #          "method": "order.update",
+        #          "params": [
+        #              1,
+        #              {
+        #                  "order_id": 23423462821,
+        #                  "position_id": 0,
+        #                  "stop_id": 0,
+        #                  "market": "BTCUSDT",
+        #                  "type": 1,
+        #                  "side": 2,
+        #                  "target": 0,
+        #                  "effect_type": 1,
+        #                  "user_id": 1849116,
+        #                  "create_time": 1653961509.25049,
+        #                  "update_time": 1653961509.25049,
+        #                  "source": "web",
+        #                  "price": "1.00",
+        #                  "amount": "1.0000",
+        #                  "taker_fee": "0.00050",
+        #                  "maker_fee": "0.00030",
+        #                  "left": "1.0000",
+        #                  "deal_stock": "0.00000000000000000000",
+        #                  "deal_fee": "0.00000000000000000000",
+        #                  "deal_profit": "0.00000000000000000000",
+        #                  "last_deal_amount": "0.00000000000000000000",
+        #                  "last_deal_price": "0.00000000000000000000",
+        #                  "last_deal_time": 0,
+        #                  "last_deal_id": 0,
+        #                  "last_deal_type": 0,
+        #                  "last_deal_role": 0,
+        #                  "client_id": '',
+        #                  "fee_asset": '',
+        #                  "fee_discount": "0.00000000000000000000",
+        #                  "deal_asset_fee": "0.00000000000000000000",
+        #                  "leverage": "3",
+        #                  "position_type": 2
+        #              }
+        #          ],
+        #          "id": null
+        #      }
+        #
+        params = self.safe_value(message, 'params', [])
+        order = self.safe_value(params, 1, {})
+        parsedOrder = self.parse_ws_order(order)
+        if self.orders is None:
+            limit = self.safe_integer(self.options, 'ordersLimit', 1000)
+            self.orders = ArrayCacheBySymbolById(limit)
+        orders = self.orders
+        orders.append(parsedOrder)
+        messageHash = 'orders'
+        client.resolve(self.orders, messageHash)
+        messageHash += ':' + parsedOrder['symbol']
+        client.resolve(self.orders, messageHash)
+
+    def parse_ws_order(self, order, market=None):
+        #
+        #  spot
+        #
+        #       {
+        #           "id": 77782469357,
+        #           "type": 1,
+        #           "side": 2,
+        #           "user": 1849116,
+        #           "account": 0,
+        #           "option": 2,
+        #           "ctime": 1653961043.048967,
+        #           "mtime": 1653961043.048967,
+        #           "market": "BTCUSDT",
+        #           "source": "web",
+        #           "client_id": '',
+        #           "price": "1.00",
+        #           "amount": "1.00000000",
+        #           "taker_fee": "0.0020",
+        #           "maker_fee": "0.0020",
+        #           "left": "1.00000000",
+        #           "deal_stock": "0",
+        #           "deal_money": "0",
+        #           "money_fee": "0",
+        #           "stock_fee": "0",
+        #           "asset_fee": "0",
+        #           "fee_discount": "1",
+        #           "last_deal_amount": "0",
+        #           "last_deal_price": "0",
+        #           "last_deal_time": 0,
+        #           "last_deal_id": 0,
+        #           "last_role": 0,
+        #           "fee_asset": null,
+        #           "stop_id": 0
+        #       }
+        #
+        #  swap
+        #
+        #      {
+        #          "order_id": 23423462821,
+        #          "position_id": 0,
+        #          "stop_id": 0,
+        #          "market": "BTCUSDT",
+        #          "type": 1,
+        #          "side": 2,
+        #          "target": 0,
+        #          "effect_type": 1,
+        #          "user_id": 1849116,
+        #          "create_time": 1653961509.25049,
+        #          "update_time": 1653961509.25049,
+        #          "source": "web",
+        #          "price": "1.00",
+        #          "amount": "1.0000",
+        #          "taker_fee": "0.00050",
+        #          "maker_fee": "0.00030",
+        #          "left": "1.0000",
+        #          "deal_stock": "0.00000000000000000000",
+        #          "deal_fee": "0.00000000000000000000",
+        #          "deal_profit": "0.00000000000000000000",
+        #          "last_deal_amount": "0.00000000000000000000",
+        #          "last_deal_price": "0.00000000000000000000",
+        #          "last_deal_time": 0,
+        #          "last_deal_id": 0,
+        #          "last_deal_type": 0,
+        #          "last_deal_role": 0,
+        #          "client_id": '',
+        #          "fee_asset": '',
+        #          "fee_discount": "0.00000000000000000000",
+        #          "deal_asset_fee": "0.00000000000000000000",
+        #          "leverage": "3",
+        #          "position_type": 2
+        #      }
+        #
+        #  order.update_stop
+        #
+        #       {
+        #           "id": 78006745870,
+        #           "type": 1,
+        #           "side": 2,
+        #           "user": 1849116,
+        #           "account": 1,
+        #           "option": 70,
+        #           "direction": 1,
+        #           "ctime": 1654171725.131976,
+        #           "mtime": 1654171725.131976,
+        #           "market": "BTCUSDT",
+        #           "source": "web",
+        #           "client_id": '',
+        #           "stop_price": "1.00",
+        #           "price": "1.00",
+        #           "amount": "1.00000000",
+        #           "taker_fee": "0.0020",
+        #           "maker_fee": "0.0020",
+        #           "fee_discount": "1",
+        #           "fee_asset": null,
+        #           "status": 0
+        #       }
+        #
+        timestamp = self.safe_timestamp_2(order, 'update_time', 'mtime')
+        marketId = self.safe_string(order, 'market')
+        typeCode = self.safe_string(order, 'type')
+        type = self.safe_string({
+            '1': 'limit',
+            '2': 'market',
+        }, typeCode)
+        sideCode = self.safe_string(order, 'side')
+        side = self.safe_string({
+            '1': 'sell',
+            '2': 'buy',
+        }, sideCode)
+        remaining = self.safe_string(order, 'left')
+        amount = self.safe_string(order, 'amount')
+        status = self.safe_string(order, 'status')
+        defaultType = self.safe_string(self.options, 'defaultType')
+        market = self.safe_market(marketId, market, None, defaultType)
+        cost = self.safe_string(order, 'deal_money')
+        filled = self.safe_string(order, 'deal_stock')
+        average = None
+        if market['swap']:
+            leverage = self.safe_string(order, 'leverage')
+            cost = Precise.string_div(filled, leverage)
+            average = Precise.string_div(filled, amount)
+            filled = None
+        fee = None
+        feeCost = self.omit_zero(self.safe_string(order, 'money_fee'))
+        if feeCost is not None:
+            feeCurrencyId = self.safe_string(order, 'fee_asset', market['quote'])
+            fee = {
+                'currency': self.safe_currency_code(feeCurrencyId),
+                'cost': feeCost,
+            }
+        return self.safe_order({
+            'info': order,
+            'id': self.safe_string_2(order, 'order_id', 'id'),
+            'clientOrderId': self.safe_string(order, 'client_id'),
+            'datetime': self.iso8601(timestamp),
+            'timestamp': timestamp,
+            'lastTradeTimestamp': self.safe_timestamp(order, 'last_deal_time'),
+            'symbol': market['symbol'],
+            'type': type,
+            'timeInForce': None,
+            'postOnly': None,
+            'side': side,
+            'price': self.safe_string(order, 'price'),
+            'stopPrice': self.safe_string(order, 'stop_price'),
+            'triggerPrice': self.safe_string(order, 'stop_price'),
+            'amount': amount,
+            'filled': filled,
+            'remaining': remaining,
+            'cost': cost,
+            'average': average,
+            'status': self.parse_ws_order_status(status),
+            'fee': fee,
+            'trades': None,
+        }, market)
+
+    def parse_ws_order_status(self, status):
+        statuses: dict = {
+            '0': 'pending',
+            '1': 'ok',
+        }
+        return self.safe_string(statuses, status, status)
+
+    def handle_message(self, client: Client, message):
+        error = self.safe_value(message, 'error')
+        if error is not None:
+            raise ExchangeError(self.id + ' ' + self.json(error))
+        method = self.safe_string(message, 'method')
+        handlers: dict = {
+            'state.update': self.handle_ticker,
+            'asset.update': self.handle_balance,
+            'deals.update': self.handle_trades,
+            'depth.update': self.handle_order_book,
+            'order.update': self.handle_orders,
+            'kline.update': self.handle_ohlcv,
+            'order.update_stop': self.handle_orders,
+        }
+        handler = self.safe_value(handlers, method)
+        if handler is not None:
+            handler(client, message)
+            return
+        self.handle_subscription_status(client, message)
+
+    def handle_authentication_message(self, client: Client, message):
+        #
+        #     {
+        #         "error": null,
+        #         "result": {
+        #             "status": "success"
+        #         },
+        #         "id": 1
+        #     }
+        #
+        messageHashSpot = 'authenticated:spot'
+        messageHashSwap = 'authenticated:swap'
+        # client.resolve(message, messageHashSpot)
+        # client.resolve(message, messageHashSwap)
+        spotFuture = self.safe_value(client.futures, messageHashSpot)
+        spotFuture.resolve(True)
+        swapFutures = self.safe_value(client.futures, messageHashSwap)
+        swapFutures.resolve(True)
+        return message
+
+    def handle_subscription_status(self, client: Client, message):
+        id = self.safe_integer(message, 'id')
+        subscription = self.safe_value(client.subscriptions, id)
+        if subscription is not None:
+            futureIndex = self.safe_string(subscription, 'future')
+            if futureIndex == 'ohlcv':
+                self.handle_ohlcv(client, message)
+                return
+            future = self.safe_value(client.futures, futureIndex)
+            if future is not None:
+                future.resolve(True)
+            del client.subscriptions[id]
+
+    async def authenticate(self, params={}):
+        type = None
+        type, params = self.handle_market_type_and_params('authenticate', None, params)
+        url = self.urls['api']['ws'][type]
+        client = self.client(url)
+        time = self.milliseconds()
+        isSpot = (type == 'spot')
+        spotMessageHash = 'authenticated:spot'
+        swapMessageHash = 'authenticated:swap'
+        messageHash = spotMessageHash if isSpot else swapMessageHash
+        future = client.future(messageHash)
+        authenticated = self.safe_value(client.subscriptions, messageHash)
+        if type == 'spot':
+            if authenticated is not None:
+                return await future
+            requestId = self.request_id()
+            subscribe: dict = {
+                'id': requestId,
+                'future': spotMessageHash,
+            }
+            signData = 'access_id=' + self.apiKey + '&tonce=' + self.number_to_string(time) + '&secret_key=' + self.secret
+            hash = self.hash(self.encode(signData), 'md5')
+            request: dict = {
+                'method': 'server.sign',
+                'params': [
+                    self.apiKey,
+                    hash.upper(),
+                    time,
+                ],
+                'id': requestId,
+            }
+            self.watch(url, messageHash, request, requestId, subscribe)
+            client.subscriptions[messageHash] = True
+            return await future
+        else:
+            if authenticated is not None:
+                return await future
+            requestId = self.request_id()
+            subscribe: dict = {
+                'id': requestId,
+                'future': swapMessageHash,
+            }
+            signData = 'access_id=' + self.apiKey + '&timestamp=' + self.number_to_string(time) + '&secret_key=' + self.secret
+            hash = self.hash(self.encode(signData), 'sha256', 'hex')
+            request: dict = {
+                'method': 'server.sign',
+                'params': [
+                    self.apiKey,
+                    hash.lower(),
+                    time,
+                ],
+                'id': requestId,
+            }
+            self.watch(url, messageHash, request, requestId, subscribe)
+            client.subscriptions[messageHash] = True
+            return await future