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

ccxt/pro/poloniex.py

@@ -0,0 +1,1166 @@
+# -*- 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
+import hashlib
+from ccxt.base.types import Balances, Int, Num, Order, OrderBook, OrderSide, OrderType, 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 InvalidOrder
+from ccxt.base.precise import Precise
+
+
+class poloniex(ccxt.async_support.poloniex):
+
+    def describe(self):
+        return self.deep_extend(super(poloniex, self).describe(), {
+            'has': {
+                'ws': True,
+                'watchOHLCV': True,
+                'watchOrderBook': True,
+                'watchTicker': True,
+                'watchTickers': True,
+                'watchTrades': True,
+                'watchBalance': True,
+                'watchStatus': False,
+                'watchOrders': True,
+                'watchMyTrades': True,
+                'createOrderWs': True,
+                'editOrderWs': False,
+                'fetchOpenOrdersWs': False,
+                'fetchOrderWs': False,
+                'cancelOrderWs': True,
+                'cancelOrdersWs': True,
+                'cancelAllOrdersWs': True,
+                'fetchTradesWs': False,
+                'fetchBalanceWs': False,
+            },
+            'urls': {
+                'api': {
+                    'ws': {
+                        'public': 'wss://ws.poloniex.com/ws/public',
+                        'private': 'wss://ws.poloniex.com/ws/private',
+                    },
+                },
+            },
+            'options': {
+                'createMarketBuyOrderRequiresPrice': True,
+                'tradesLimit': 1000,
+                'ordersLimit': 1000,
+                'OHLCVLimit': 1000,
+                'watchOrderBook': {
+                    'name': 'book_lv2',  # can also be 'book'
+                },
+                'connectionsLimit': 2000,  # 2000 public, 2000 private, 4000 total, only for subscribe events, unsubscribe not restricted
+                'requestsLimit': 500,  # per second, only for subscribe events, unsubscribe not restricted
+                'timeframes': {
+                    '1m': 'candles_minute_1',
+                    '5m': 'candles_minute_5',
+                    '10m': 'candles_minute_10',
+                    '15m': 'candles_minute_15',
+                    '30m': 'candles_minute_30',
+                    '1h': 'candles_hour_1',
+                    '2h': 'candles_hour_2',
+                    '4h': 'candles_hour_4',
+                    '6h': 'candles_hour_6',
+                    '12h': 'candles_hour_12',
+                    '1d': 'candles_day_1',
+                    '3d': 'candles_day_3',
+                    '1w': 'candles_week_1',
+                    '1M': 'candles_month_1',
+                },
+            },
+            'streaming': {
+                'keepAlive': 15000,
+                'ping': self.ping,
+            },
+        })
+
+    async def authenticate(self, params={}):
+        """
+         * @ignore
+        authenticates the user to access private web socket channels
+        :see: https://docs.poloniex.com/#authenticated-channels-market-data-authentication
+        :returns dict: response from exchange
+        """
+        self.check_required_credentials()
+        timestamp = self.number_to_string(self.milliseconds())
+        url = self.urls['api']['ws']['private']
+        messageHash = 'authenticated'
+        client = self.client(url)
+        future = self.safe_value(client.subscriptions, messageHash)
+        if future is None:
+            accessPath = '/ws'
+            requestString = 'GET\n' + accessPath + '\nsignTimestamp=' + timestamp
+            signature = self.hmac(self.encode(requestString), self.encode(self.secret), hashlib.sha256, 'base64')
+            request: dict = {
+                'event': 'subscribe',
+                'channel': ['auth'],
+                'params': {
+                    'key': self.apiKey,
+                    'signTimestamp': timestamp,
+                    'signature': signature,
+                    'signatureMethod': 'HmacSHA256',  # optional
+                    'signatureVersion': '2',          # optional
+                },
+            }
+            message = self.extend(request, params)
+            future = await self.watch(url, messageHash, message, messageHash)
+            #
+            #    {
+            #        "data": {
+            #            "success": True,
+            #            "ts": 1645597033915
+            #        },
+            #        "channel": "auth"
+            #    }
+            #
+            #    # Failure to return results
+            #
+            #    {
+            #        "data": {
+            #            "success": False,
+            #            "message": "Authentication failed!",
+            #            "ts": 1646276295075
+            #        },
+            #        "channel": "auth"
+            #    }
+            #
+            client.subscriptions[messageHash] = future
+        return future
+
+    async def subscribe(self, name: str, messageHash: str, isPrivate: bool, symbols: Strings = None, params={}):
+        """
+         * @ignore
+        Connects to a websocket channel
+        :param str name: name of the channel
+        :param boolean isPrivate: True for the authenticated url, False for the public url
+        :param str[]|None symbols: CCXT market symbols
+        :param dict [params]: extra parameters specific to the poloniex api
+        :returns dict: data from the websocket stream
+        """
+        publicOrPrivate = 'private' if isPrivate else 'public'
+        url = self.urls['api']['ws'][publicOrPrivate]
+        subscribe: dict = {
+            'event': 'subscribe',
+            'channel': [
+                name,
+            ],
+        }
+        marketIds = []
+        if self.is_empty(symbols):
+            marketIds.append('all')
+        else:
+            messageHash = messageHash + '::' + ','.join(symbols)
+            marketIds = self.market_ids(symbols)
+        if name != 'balances':
+            subscribe['symbols'] = marketIds
+        request = self.extend(subscribe, params)
+        return await self.watch(url, messageHash, request, messageHash)
+
+    async def trade_request(self, name: str, params={}):
+        """
+         * @ignore
+        Connects to a websocket channel
+        :param str name: name of the channel
+        :param str[]|None symbols: CCXT market symbols
+        :param dict [params]: extra parameters specific to the poloniex api
+        :returns dict: data from the websocket stream
+        """
+        url = self.urls['api']['ws']['private']
+        messageHash = str(self.nonce())
+        subscribe: dict = {
+            'id': messageHash,
+            'event': name,
+            'params': params,
+        }
+        return await self.watch(url, messageHash, subscribe, messageHash)
+
+    async def create_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}) -> Order:
+        """
+        :see: https://docs.poloniex.com/#authenticated-channels-trade-requests-create-order
+        create a trade order
+        :param str symbol: unified symbol of the market to create an order in
+        :param str type: 'market' or 'limit'
+        :param str side: 'buy' or 'sell'
+        :param float amount: how much of currency you want to trade in units of base currency
+        :param float [price]: the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
+        :param dict [params]: extra parameters specific to the poloniex api endpoint
+        :param str [params.timeInForce]: GTC(default), IOC, FOK
+        :param str [params.clientOrderId]: Maximum 64-character length.*
+        :param float [params.cost]: *spot market buy only* the quote quantity that can be used alternative for the amount
+         *
+         * EXCHANGE SPECIFIC PARAMETERS
+        :param str [params.amount]: quote units for the order
+        :param boolean [params.allowBorrow]: allow order to be placed by borrowing funds(Default: False)
+        :param str [params.stpMode]: self-trade prevention, defaults to expire_taker, none: enable self-trade; expire_taker: taker order will be canceled when self-trade happens
+        :param str [params.slippageTolerance]: used to control the maximum slippage ratio, the value range is greater than 0 and less than 1
+        :returns dict: an `order structure <https://github.com/ccxt/ccxt/wiki/Manual#order-structure>`
+        """
+        await self.load_markets()
+        await self.authenticate()
+        market = self.market(symbol)
+        uppercaseType = type.upper()
+        uppercaseSide = side.upper()
+        isPostOnly = self.is_post_only(uppercaseType == 'MARKET', uppercaseType == 'LIMIT_MAKER', params)
+        if isPostOnly:
+            uppercaseType = 'LIMIT_MAKER'
+        request: dict = {
+            'symbol': market['id'],
+            'side': side.upper(),
+            'type': type.upper(),
+        }
+        if (uppercaseType == 'MARKET') and (uppercaseSide == 'BUY'):
+            quoteAmount = None
+            createMarketBuyOrderRequiresPrice = True
+            createMarketBuyOrderRequiresPrice, params = self.handle_option_and_params(params, 'createOrder', 'createMarketBuyOrderRequiresPrice', True)
+            cost = self.safe_number(params, 'cost')
+            params = self.omit(params, 'cost')
+            if cost is not None:
+                quoteAmount = self.cost_to_precision(symbol, cost)
+            elif createMarketBuyOrderRequiresPrice:
+                if price is None:
+                    raise InvalidOrder(self.id + ' createOrder() requires the price argument for market buy orders to calculate the total cost to spend(amount * price), alternatively set the createMarketBuyOrderRequiresPrice option or param to False and pass the cost to spend(quote quantity) in the amount argument')
+                else:
+                    amountString = self.number_to_string(amount)
+                    priceString = self.number_to_string(price)
+                    costRequest = Precise.string_mul(amountString, priceString)
+                    quoteAmount = self.cost_to_precision(symbol, costRequest)
+            else:
+                quoteAmount = self.cost_to_precision(symbol, amount)
+            request['amount'] = quoteAmount
+        else:
+            request['quantity'] = self.amount_to_precision(market['symbol'], amount)
+            if price is not None:
+                request['price'] = self.price_to_precision(symbol, price)
+        return await self.trade_request('createOrder', self.extend(request, params))
+
+    async def cancel_order_ws(self, id: str, symbol: Str = None, params={}):
+        """
+        :see: https://docs.poloniex.com/#authenticated-channels-trade-requests-cancel-multiple-orders
+        cancel multiple orders
+        :param str id: order id
+        :param str [symbol]: unified market symbol
+        :param dict [params]: extra parameters specific to the poloniex api endpoint
+        :param str [params.clientOrderId]: client order id
+        :returns dict: an list of `order structures <https://github.com/ccxt/ccxt/wiki/Manual#order-structure>`
+        """
+        clientOrderId = self.safe_string(params, 'clientOrderId')
+        if clientOrderId is not None:
+            clientOrderIds = self.safe_value(params, 'clientOrderId', [])
+            params['clientOrderIds'] = self.array_concat(clientOrderIds, [clientOrderId])
+        return await self.cancel_orders_ws([id], symbol, params)
+
+    async def cancel_orders_ws(self, ids: List[str], symbol: Str = None, params={}):
+        """
+        :see: https://docs.poloniex.com/#authenticated-channels-trade-requests-cancel-multiple-orders
+        cancel multiple orders
+        :param str[] ids: order ids
+        :param str symbol: unified market symbol, default is None
+        :param dict [params]: extra parameters specific to the poloniex api endpoint
+        :param str[] [params.clientOrderIds]: client order ids
+        :returns dict: an list of `order structures <https://github.com/ccxt/ccxt/wiki/Manual#order-structure>`
+        """
+        await self.load_markets()
+        await self.authenticate()
+        request: dict = {
+            'orderIds': ids,
+        }
+        return await self.trade_request('cancelOrders', self.extend(request, params))
+
+    async def cancel_all_orders_ws(self, symbol: Str = None, params={}):
+        """
+        :see: https://docs.poloniex.com/#authenticated-channels-trade-requests-cancel-all-orders
+        cancel all open orders of a type. Only applicable to Option in Portfolio Margin mode, and MMP privilege is required.
+        :param str symbol: unified market symbol, only orders in the market of self symbol are cancelled when symbol is not None
+        :param dict [params]: extra parameters specific to the poloniex api endpoint
+        :returns dict[]: a list of `order structures <https://github.com/ccxt/ccxt/wiki/Manual#order-structure>`
+        """
+        await self.load_markets()
+        await self.authenticate()
+        return await self.trade_request('cancelAllOrders', params)
+
+    def handle_order_request(self, client: Client, message):
+        #
+        #    {
+        #        "id": "1234567",
+        #        "data": [{
+        #           "orderId": 205343650954092544,
+        #           "clientOrderId": "",
+        #           "message": "",
+        #           "code": 200
+        #        }]
+        #    }
+        #
+        messageHash = self.safe_string(message, 'id')
+        data = self.safe_value(message, 'data', [])
+        orders = []
+        for i in range(0, len(data)):
+            order = data[i]
+            parsedOrder = self.parse_ws_order(order)
+            orders.append(parsedOrder)
+        client.resolve(orders, messageHash)
+
+    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, and close price, and the volume of a market
+        :see: https://docs.poloniex.com/#public-channels-market-data-candlesticks
+        :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()
+        timeframes = self.safe_value(self.options, 'timeframes', {})
+        channel = self.safe_string(timeframes, timeframe, timeframe)
+        if channel is None:
+            raise BadRequest(self.id + ' watchOHLCV cannot take a timeframe of ' + timeframe)
+        ohlcv = await self.subscribe(channel, channel, False, [symbol], params)
+        if self.newUpdates:
+            limit = ohlcv.getLimit(symbol, limit)
+        return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
+
+    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://docs.poloniex.com/#public-channels-market-data-ticker
+        :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>`
+        """
+        await self.load_markets()
+        symbol = self.symbol(symbol)
+        tickers = await self.watch_tickers([symbol], params)
+        return self.safe_value(tickers, symbol)
+
+    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 a specific market
+        :see: https://docs.poloniex.com/#public-channels-market-data-ticker
+        :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>`
+        """
+        await self.load_markets()
+        name = 'ticker'
+        symbols = self.market_symbols(symbols)
+        newTickers = await self.subscribe(name, name, False, symbols, params)
+        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]:
+        """
+        get the list of most recent trades for a particular symbol
+        :see: https://docs.poloniex.com/#public-channels-market-data-trades
+        :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 = 'trades'
+        trades = await self.subscribe(name, name, False, [symbol], params)
+        if self.newUpdates:
+            limit = trades.getLimit(symbol, limit)
+        return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
+
+    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://docs.poloniex.com/#public-channels-market-data-book-level-2
+        :param str symbol: unified symbol of the market to fetch the order book for
+        :param int [limit]: not used by poloniex watchOrderBook
+        :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()
+        watchOrderBookOptions = self.safe_value(self.options, 'watchOrderBook')
+        name = self.safe_string(watchOrderBookOptions, 'name', 'book_lv2')
+        name, params = self.handle_option_and_params(params, 'method', 'name', name)
+        orderbook = await self.subscribe(name, name, False, [symbol], params)
+        return orderbook.limit()
+
+    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://docs.poloniex.com/#authenticated-channels-market-data-orders
+        :param str symbol: unified market symbol of the market orders were made in
+        :param int [since]: not used by poloniex watchOrders
+        :param int [limit]: not used by poloniex watchOrders
+        :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()
+        name = 'orders'
+        await self.authenticate()
+        if symbol is not None:
+            symbol = self.symbol(symbol)
+        symbols = None if (symbol is None) else [symbol]
+        orders = await self.subscribe(name, name, True, symbols, params)
+        if self.newUpdates:
+            limit = orders.getLimit(symbol, limit)
+        return self.filter_by_since_limit(orders, 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 using orders stream
+        :see: https://docs.poloniex.com/#authenticated-channels-market-data-orders
+        :param str symbol: unified market symbol of the market orders were made in
+        :param int [since]: not used by poloniex watchMyTrades
+        :param int [limit]: not used by poloniex watchMyTrades
+        :param dict [params]: extra parameters specific to the poloniex strean
+        :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
+        """
+        await self.load_markets()
+        name = 'orders'
+        messageHash = 'myTrades'
+        await self.authenticate()
+        if symbol is not None:
+            symbol = self.symbol(symbol)
+        symbols = None if (symbol is None) else [symbol]
+        trades = await self.subscribe(name, messageHash, True, symbols, params)
+        if self.newUpdates:
+            limit = trades.getLimit(symbol, limit)
+        return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
+
+    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://docs.poloniex.com/#authenticated-channels-market-data-balances
+        :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()
+        name = 'balances'
+        await self.authenticate()
+        return await self.subscribe(name, name, True, None, params)
+
+    def parse_ws_ohlcv(self, ohlcv, market=None) -> list:
+        #
+        #    {
+        #        "symbol": "BTC_USDT",
+        #        "amount": "840.7240416",
+        #        "high": "24832.35",
+        #        "quantity": "0.033856",
+        #        "tradeCount": 1,
+        #        "low": "24832.35",
+        #        "closeTime": 1676942519999,
+        #        "startTime": 1676942460000,
+        #        "close": "24832.35",
+        #        "open": "24832.35",
+        #        "ts": 1676942492072
+        #    }
+        #
+        return [
+            self.safe_integer(ohlcv, 'startTime'),
+            self.safe_number(ohlcv, 'open'),
+            self.safe_number(ohlcv, 'high'),
+            self.safe_number(ohlcv, 'low'),
+            self.safe_number(ohlcv, 'close'),
+            self.safe_number(ohlcv, 'quantity'),
+        ]
+
+    def handle_ohlcv(self, client: Client, message):
+        #
+        #    {
+        #        "channel": "candles_minute_1",
+        #        "data": [
+        #            {
+        #                "symbol": "BTC_USDT",
+        #                "amount": "840.7240416",
+        #                "high": "24832.35",
+        #                "quantity": "0.033856",
+        #                "tradeCount": 1,
+        #                "low": "24832.35",
+        #                "closeTime": 1676942519999,
+        #                "startTime": 1676942460000,
+        #                "close": "24832.35",
+        #                "open": "24832.35",
+        #                "ts": 1676942492072
+        #            }
+        #        ]
+        #    }
+        #
+        data = self.safe_value(message, 'data')
+        data = self.safe_value(data, 0)
+        channel = self.safe_string(message, 'channel')
+        marketId = self.safe_string(data, 'symbol')
+        symbol = self.safe_symbol(marketId)
+        market = self.safe_market(symbol)
+        timeframes = self.safe_value(self.options, 'timeframes', {})
+        timeframe = self.find_timeframe(channel, timeframes)
+        messageHash = channel + '::' + symbol
+        parsed = self.parse_ws_ohlcv(data, market)
+        self.ohlcvs[symbol] = self.safe_value(self.ohlcvs, symbol, {})
+        stored = self.safe_value(self.ohlcvs[symbol], timeframe)
+        if symbol is not None:
+            if stored is None:
+                limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
+                stored = ArrayCacheByTimestamp(limit)
+                self.ohlcvs[symbol][timeframe] = stored
+            stored.append(parsed)
+            client.resolve(stored, messageHash)
+        return message
+
+    def handle_trade(self, client: Client, message):
+        #
+        #    {
+        #        "channel": "trades",
+        #        "data": [
+        #            {
+        #                "symbol": "BTC_USDT",
+        #                "amount": "13.41634893",
+        #                "quantity": "0.000537",
+        #                "takerSide": "buy",
+        #                "createTime": 1676950548834,
+        #                "price": "24983.89",
+        #                "id": "62486976",
+        #                "ts": 1676950548839
+        #            }
+        #        ]
+        #    }
+        #
+        data = self.safe_value(message, 'data', [])
+        for i in range(0, len(data)):
+            item = data[i]
+            marketId = self.safe_string(item, 'symbol')
+            if marketId is not None:
+                trade = self.parse_ws_trade(item)
+                symbol = trade['symbol']
+                type = 'trades'
+                messageHash = type + '::' + symbol
+                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 parse_ws_trade(self, trade, market=None):
+        #
+        # handleTrade
+        #
+        #    {
+        #        "symbol": "BTC_USDT",
+        #        "amount": "13.41634893",
+        #        "quantity": "0.000537",
+        #        "takerSide": "buy",
+        #        "createTime": 1676950548834,
+        #        "price": "24983.89",
+        #        "id": "62486976",
+        #        "ts": 1676950548839
+        #    }
+        #
+        # private trade
+        #    {
+        #        "orderId":"186250258089635840",
+        #        "tradeId":"62036513",
+        #        "clientOrderId":"",
+        #        "accountType":"SPOT",
+        #        "eventType":"trade",
+        #        "symbol":"ADA_USDT",
+        #        "side":"SELL",
+        #        "type":"MARKET",
+        #        "price":"0",
+        #        "quantity":"3",
+        #        "state":"FILLED",
+        #        "createTime":1685371921891,
+        #        "tradeTime":1685371921908,
+        #        "tradePrice":"0.37694",
+        #        "tradeQty":"3",
+        #        "feeCurrency":"USDT",
+        #        "tradeFee":"0.00226164",
+        #        "tradeAmount":"1.13082",
+        #        "filledQuantity":"3",
+        #        "filledAmount":"1.13082",
+        #        "ts":1685371921945,
+        #        "source":"WEB",
+        #        "orderAmount":"0",
+        #        "matchRole":"TAKER"
+        #     }
+        #
+        marketId = self.safe_string(trade, 'symbol')
+        market = self.safe_market(marketId, market)
+        timestamp = self.safe_integer(trade, 'createTime')
+        takerMaker = self.safe_string_lower_2(trade, 'matchRole', 'taker')
+        return self.safe_trade({
+            'info': trade,
+            'id': self.safe_string_2(trade, 'id', 'tradeId'),
+            'symbol': self.safe_string(market, 'symbol'),
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'order': self.safe_string(trade, 'orderId'),
+            'type': self.safe_string_lower(trade, 'type'),
+            'side': self.safe_string_lower_2(trade, 'takerSide', 'side'),
+            'takerOrMaker': takerMaker,
+            'price': self.omit_zero(self.safe_string_2(trade, 'tradePrice', 'price')),
+            'amount': self.omit_zero(self.safe_string_2(trade, 'filledQuantity', 'quantity')),
+            'cost': self.safe_string_2(trade, 'amount', 'filledAmount'),
+            'fee': {
+                'rate': None,
+                'cost': self.safe_string(trade, 'tradeFee'),
+                'currency': self.safe_string(trade, 'feeCurrency'),
+            },
+        }, market)
+
+    def parse_status(self, status):
+        statuses: dict = {
+            'NEW': 'open',
+            'PARTIALLY_FILLED': 'open',
+            'FILLED': 'closed',
+            'PENDING_CANCEL': 'open',
+            'PARTIALLY_CANCELED': 'open',
+            'CANCELED': 'canceled',
+            # FAILED
+        }
+        return self.safe_string(statuses, status, status)
+
+    def parse_ws_order_trade(self, trade, market=None):
+        #
+        #    {
+        #        "symbol": "BTC_USDT",
+        #        "type": "LIMIT",
+        #        "quantity": "1",
+        #        "orderId": "32471407854219264",
+        #        "tradeFee": "0",
+        #        "clientOrderId": "",
+        #        "accountType": "SPOT",
+        #        "feeCurrency": "",
+        #        "eventType": "place",
+        #        "source": "API",
+        #        "side": "BUY",
+        #        "filledQuantity": "0",
+        #        "filledAmount": "0",
+        #        "matchRole": "MAKER",
+        #        "state": "NEW",
+        #        "tradeTime": 0,
+        #        "tradeAmount": "0",
+        #        "orderAmount": "0",
+        #        "createTime": 1648708186922,
+        #        "price": "47112.1",
+        #        "tradeQty": "0",
+        #        "tradePrice": "0",
+        #        "tradeId": "0",
+        #        "ts": 1648708187469
+        #    }
+        #
+        timestamp = self.safe_integer(trade, 'tradeTime')
+        marketId = self.safe_string(trade, 'symbol')
+        return self.safe_trade({
+            'info': trade,
+            'id': self.safe_string(trade, 'tradeId'),
+            'symbol': self.safe_symbol(marketId, market),
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'order': self.safe_string(trade, 'orderId'),
+            'type': self.safe_string_lower(trade, 'type'),
+            'side': self.safe_string(trade, 'side'),
+            'takerOrMaker': self.safe_string_lower(trade, 'matchRole'),
+            'price': self.safe_string(trade, 'price'),
+            'amount': self.safe_string(trade, 'tradeAmount'),
+            'cost': None,
+            'fee': {
+                'rate': None,
+                'cost': self.safe_string(trade, 'tradeFee'),
+                'currency': self.safe_string(trade, 'feeCurrency'),
+            },
+        }, market)
+
+    def handle_order(self, client: Client, message):
+        #
+        # Order is created
+        #
+        #    {
+        #        "channel": "orders",
+        #        "data": [
+        #            {
+        #                "symbol": "BTC_USDT",
+        #                "type": "LIMIT",
+        #                "quantity": "1",
+        #                "orderId": "32471407854219264",
+        #                "tradeFee": "0",
+        #                "clientOrderId": "",
+        #                "accountType": "SPOT",
+        #                "feeCurrency": "",
+        #                "eventType": "place",
+        #                "source": "API",
+        #                "side": "BUY",
+        #                "filledQuantity": "0",
+        #                "filledAmount": "0",
+        #                "matchRole": "MAKER",
+        #                "state": "NEW",
+        #                "tradeTime": 0,
+        #                "tradeAmount": "0",
+        #                "orderAmount": "0",
+        #                "createTime": 1648708186922,
+        #                "price": "47112.1",
+        #                "tradeQty": "0",
+        #                "tradePrice": "0",
+        #                "tradeId": "0",
+        #                "ts": 1648708187469
+        #            }
+        #        ]
+        #    }
+        #
+        data = self.safe_value(message, 'data', [])
+        orders = self.orders
+        if orders is None:
+            limit = self.safe_integer(self.options, 'ordersLimit')
+            orders = ArrayCacheBySymbolById(limit)
+            self.orders = orders
+        marketIds = []
+        for i in range(0, len(data)):
+            order = self.safe_value(data, i)
+            marketId = self.safe_string(order, 'symbol')
+            eventType = self.safe_string(order, 'eventType')
+            if marketId is not None:
+                symbol = self.safe_symbol(marketId)
+                orderId = self.safe_string(order, 'orderId')
+                clientOrderId = self.safe_string(order, 'clientOrderId')
+                if eventType == 'place' or eventType == 'canceled':
+                    parsed = self.parse_ws_order(order)
+                    orders.append(parsed)
+                else:
+                    previousOrders = self.safe_value(orders.hashmap, symbol, {})
+                    previousOrder = self.safe_value_2(previousOrders, orderId, clientOrderId)
+                    trade = self.parse_ws_trade(order)
+                    self.handle_my_trades(client, trade)
+                    if previousOrder['trades'] is None:
+                        previousOrder['trades'] = []
+                    previousOrder['trades'].append(trade)
+                    previousOrder['lastTradeTimestamp'] = trade['timestamp']
+                    totalCost = '0'
+                    totalAmount = '0'
+                    previousOrderTrades = previousOrder['trades']
+                    for j in range(0, len(previousOrderTrades)):
+                        previousOrderTrade = previousOrderTrades[j]
+                        cost = self.number_to_string(previousOrderTrade['cost'])
+                        amount = self.number_to_string(previousOrderTrade['amount'])
+                        totalCost = Precise.string_add(totalCost, cost)
+                        totalAmount = Precise.string_add(totalAmount, amount)
+                    if Precise.string_gt(totalAmount, '0'):
+                        previousOrder['average'] = self.parse_number(Precise.string_div(totalCost, totalAmount))
+                    previousOrder['cost'] = self.parse_number(totalCost)
+                    if previousOrder['filled'] is not None:
+                        tradeAmount = self.number_to_string(trade['amount'])
+                        previousOrderFilled = self.number_to_string(previousOrder['filled'])
+                        previousOrderFilled = Precise.string_add(previousOrderFilled, tradeAmount)
+                        previousOrder['filled'] = previousOrderFilled
+                        if previousOrder['amount'] is not None:
+                            previousOrderAmount = self.number_to_string(previousOrder['amount'])
+                            previousOrder['remaining'] = self.parse_number(Precise.string_sub(previousOrderAmount, previousOrderFilled))
+                    if previousOrder['fee'] is None:
+                        previousOrder['fee'] = {
+                            'rate': None,
+                            'cost': 0,
+                            'currency': trade['fee']['currency'],
+                        }
+                    if (previousOrder['fee']['cost'] is not None) and (trade['fee']['cost'] is not None):
+                        stringOrderCost = self.number_to_string(previousOrder['fee']['cost'])
+                        stringTradeCost = self.number_to_string(trade['fee']['cost'])
+                        previousOrder['fee']['cost'] = Precise.string_add(stringOrderCost, stringTradeCost)
+                    rawState = self.safe_string(order, 'state')
+                    state = self.parse_status(rawState)
+                    previousOrder['status'] = state
+                    # update the newUpdates count
+                    orders.append(previousOrder)
+                marketIds.append(marketId)
+        for i in range(0, len(marketIds)):
+            marketId = marketIds[i]
+            market = self.market(marketId)
+            symbol = market['symbol']
+            messageHash = 'orders::' + symbol
+            client.resolve(orders, messageHash)
+        client.resolve(orders, 'orders')
+        return message
+
+    def parse_ws_order(self, order, market=None):
+        #
+        #    {
+        #        "symbol": "BTC_USDT",
+        #        "type": "LIMIT",
+        #        "quantity": "1",
+        #        "orderId": "32471407854219264",
+        #        "tradeFee": "0",
+        #        "clientOrderId": "",
+        #        "accountType": "SPOT",
+        #        "feeCurrency": "",
+        #        "eventType": "place",
+        #        "source": "API",
+        #        "side": "BUY",
+        #        "filledQuantity": "0",
+        #        "filledAmount": "0",
+        #        "matchRole": "MAKER",
+        #        "state": "NEW",
+        #        "tradeTime": 0,
+        #        "tradeAmount": "0",
+        #        "orderAmount": "0",
+        #        "createTime": 1648708186922,
+        #        "price": "47112.1",
+        #        "tradeQty": "0",
+        #        "tradePrice": "0",
+        #        "tradeId": "0",
+        #        "ts": 1648708187469
+        #    }
+        #
+        id = self.safe_string(order, 'orderId')
+        clientOrderId = self.safe_string(order, 'clientOrderId')
+        marketId = self.safe_string(order, 'symbol')
+        timestamp = self.safe_string(order, 'ts')
+        filledAmount = self.safe_string(order, 'filledAmount')
+        status = self.safe_string(order, 'state')
+        trades = None
+        if not Precise.string_eq(filledAmount, '0'):
+            trades = []
+            trade = self.parse_ws_order_trade(order)
+            trades.append(trade)
+        return self.safe_order({
+            'info': order,
+            'symbol': self.safe_symbol(marketId, market),
+            'id': id,
+            'clientOrderId': clientOrderId,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'lastTradeTimestamp': None,
+            'type': self.safe_string(order, 'type'),
+            'timeInForce': None,
+            'postOnly': None,
+            'side': self.safe_string(order, 'side'),
+            'price': self.safe_string(order, 'price'),
+            'stopPrice': None,
+            'triggerPrice': None,
+            'amount': self.safe_string(order, 'quantity'),
+            'cost': None,
+            'average': None,
+            'filled': filledAmount,
+            'remaining': self.safe_string(order, 'remaining_size'),
+            'status': self.parse_status(status),
+            'fee': {
+                'rate': None,
+                'cost': self.safe_string(order, 'tradeFee'),
+                'currency': self.safe_string(order, 'feeCurrency'),
+            },
+            'trades': trades,
+        })
+
+    def handle_ticker(self, client: Client, message):
+        #
+        #    {
+        #        "channel": "ticker",
+        #        "data": [
+        #            {
+        #                "symbol": "BTC_USDT",
+        #                "startTime": 1677280800000,
+        #                "open": "23154.32",
+        #                "high": "23212.21",
+        #                "low": "22761.01",
+        #                "close": "23148.86",
+        #                "quantity": "105.179566",
+        #                "amount": "2423161.17436702",
+        #                "tradeCount": 17582,
+        #                "dailyChange": "-0.0002",
+        #                "markPrice": "23151.09",
+        #                "closeTime": 1677367197924,
+        #                "ts": 1677367251090
+        #            }
+        #        ]
+        #    }
+        #
+        data = self.safe_value(message, 'data', [])
+        newTickers: dict = {}
+        for i in range(0, len(data)):
+            item = data[i]
+            marketId = self.safe_string(item, 'symbol')
+            if marketId is not None:
+                ticker = self.parse_ticker(item)
+                symbol = ticker['symbol']
+                self.tickers[symbol] = ticker
+                newTickers[symbol] = ticker
+        messageHashes = self.find_message_hashes(client, 'ticker::')
+        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)
+            if not self.is_empty(tickers):
+                client.resolve(tickers, messageHash)
+        client.resolve(newTickers, 'ticker')
+        return message
+
+    def handle_order_book(self, client: Client, message):
+        #
+        # snapshot
+        #
+        #    {
+        #        "channel": "book_lv2",
+        #        "data": [
+        #            {
+        #                "symbol": "BTC_USDT",
+        #                "createTime": 1677368876253,
+        #                "asks": [
+        #                    ["5.65", "0.02"],
+        #                    ...
+        #                ],
+        #                "bids": [
+        #                    ["6.16", "0.6"],
+        #                    ...
+        #                ],
+        #                "lastId": 164148724,
+        #                "id": 164148725,
+        #                "ts": 1677368876316
+        #            }
+        #        ],
+        #        "action": "snapshot"
+        #    }
+        #
+        # update
+        #
+        #    {
+        #        "channel": "book_lv2",
+        #        "data": [
+        #            {
+        #                "symbol": "BTC_USDT",
+        #                "createTime": 1677368876882,
+        #                "asks": [
+        #                    ["6.35", "3"]
+        #                ],
+        #                "bids": [
+        #                    ["5.65", "0.02"]
+        #                ],
+        #                "lastId": 164148725,
+        #                "id": 164148726,
+        #                "ts": 1677368876890
+        #            }
+        #        ],
+        #        "action": "update"
+        #    }
+        #
+        data = self.safe_value(message, 'data', [])
+        type = self.safe_string(message, 'action')
+        snapshot = type == 'snapshot'
+        update = type == 'update'
+        for i in range(0, len(data)):
+            item = data[i]
+            marketId = self.safe_string(item, 'symbol')
+            market = self.safe_market(marketId)
+            symbol = market['symbol']
+            name = 'book_lv2'
+            messageHash = name + '::' + symbol
+            subscription = self.safe_value(client.subscriptions, messageHash, {})
+            limit = self.safe_integer(subscription, 'limit')
+            timestamp = self.safe_integer(item, 'ts')
+            asks = self.safe_value(item, 'asks')
+            bids = self.safe_value(item, 'bids')
+            if snapshot or update:
+                if snapshot:
+                    self.orderbooks[symbol] = self.order_book({}, limit)
+                orderbook = self.orderbooks[symbol]
+                if bids is not None:
+                    for j in range(0, len(bids)):
+                        bid = self.safe_value(bids, j)
+                        price = self.safe_number(bid, 0)
+                        amount = self.safe_number(bid, 1)
+                        bidsSide = orderbook['bids']
+                        bidsSide.store(price, amount)
+                if asks is not None:
+                    for j in range(0, len(asks)):
+                        ask = self.safe_value(asks, j)
+                        price = self.safe_number(ask, 0)
+                        amount = self.safe_number(ask, 1)
+                        asksSide = orderbook['asks']
+                        asksSide.store(price, amount)
+                orderbook['symbol'] = symbol
+                orderbook['timestamp'] = timestamp
+                orderbook['datetime'] = self.iso8601(timestamp)
+                client.resolve(orderbook, messageHash)
+
+    def handle_balance(self, client: Client, message):
+        #
+        #    {
+        #       "channel": "balances",
+        #       "data": [
+        #            {
+        #                "changeTime": 1657312008411,
+        #                "accountId": "1234",
+        #                "accountType": "SPOT",
+        #                "eventType": "place_order",
+        #                "available": "9999999983.668",
+        #                "currency": "BTC",
+        #                "id": 60018450912695040,
+        #                "userId": 12345,
+        #                "hold": "16.332",
+        #                "ts": 1657312008443
+        #            }
+        #        ]
+        #    }
+        #
+        data = self.safe_value(message, 'data', [])
+        messageHash = 'balances'
+        self.balance = self.parse_ws_balance(data)
+        client.resolve(self.balance, messageHash)
+
+    def parse_ws_balance(self, response):
+        #
+        #    [
+        #        {
+        #            "changeTime": 1657312008411,
+        #            "accountId": "1234",
+        #            "accountType": "SPOT",
+        #            "eventType": "place_order",
+        #            "available": "9999999983.668",
+        #            "currency": "BTC",
+        #            "id": 60018450912695040,
+        #            "userId": 12345,
+        #            "hold": "16.332",
+        #            "ts": 1657312008443
+        #        }
+        #    ]
+        #
+        firstBalance = self.safe_value(response, 0, {})
+        timestamp = self.safe_integer(firstBalance, 'ts')
+        result: dict = {
+            'info': response,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+        }
+        for i in range(0, len(response)):
+            balance = self.safe_value(response, i)
+            currencyId = self.safe_string(balance, 'currency')
+            code = self.safe_currency_code(currencyId)
+            newAccount = self.account()
+            newAccount['free'] = self.safe_string(balance, 'available')
+            newAccount['used'] = self.safe_string(balance, 'hold')
+            result[code] = newAccount
+        return self.safe_balance(result)
+
+    def handle_my_trades(self, client: Client, parsedTrade):
+        # emulated using the orders' stream
+        messageHash = 'myTrades'
+        symbol = parsedTrade['symbol']
+        if self.myTrades is None:
+            limit = self.safe_integer(self.options, 'tradesLimit', 1000)
+            self.myTrades = ArrayCacheBySymbolById(limit)
+        trades = self.myTrades
+        trades.append(parsedTrade)
+        client.resolve(trades, messageHash)
+        symbolMessageHash = messageHash + ':' + symbol
+        client.resolve(trades, symbolMessageHash)
+
+    def handle_pong(self, client: Client):
+        client.lastPong = self.milliseconds()
+
+    def handle_message(self, client: Client, message):
+        if self.handle_error_message(client, message):
+            return
+        type = self.safe_string(message, 'channel')
+        event = self.safe_string(message, 'event')
+        if event == 'pong':
+            client.lastPong = self.milliseconds()
+        methods: dict = {
+            'candles_minute_1': self.handle_ohlcv,
+            'candles_minute_5': self.handle_ohlcv,
+            'candles_minute_10': self.handle_ohlcv,
+            'candles_minute_15': self.handle_ohlcv,
+            'candles_minute_30': self.handle_ohlcv,
+            'candles_hour_1': self.handle_ohlcv,
+            'candles_hour_2': self.handle_ohlcv,
+            'candles_hour_4': self.handle_ohlcv,
+            'candles_hour_6': self.handle_ohlcv,
+            'candles_hour_12': self.handle_ohlcv,
+            'candles_day_1': self.handle_ohlcv,
+            'candles_day_3': self.handle_ohlcv,
+            'candles_week_1': self.handle_ohlcv,
+            'candles_month_1': self.handle_ohlcv,
+            'book': self.handle_order_book,
+            'book_lv2': self.handle_order_book,
+            'ticker': self.handle_ticker,
+            'trades': self.handle_trade,
+            'orders': self.handle_order,
+            'balances': self.handle_balance,
+            'createOrder': self.handle_order_request,
+            'cancelOrder': self.handle_order_request,
+            'cancelAllOrders': self.handle_order_request,
+            'auth': self.handle_authenticate,
+        }
+        method = self.safe_value(methods, type)
+        if type == 'auth':
+            self.handle_authenticate(client, message)
+        elif type is None:
+            data = self.safe_value(message, 'data')
+            item = self.safe_value(data, 0)
+            orderId = self.safe_string(item, 'orderId')
+            if orderId == '0':
+                self.handle_error_message(client, item)
+            else:
+                self.handle_order_request(client, message)
+        else:
+            data = self.safe_value(message, 'data', [])
+            dataLength = len(data)
+            if dataLength > 0:
+                method(client, message)
+
+    def handle_error_message(self, client: Client, message):
+        #
+        #    {
+        #        message: 'Invalid channel value ["ordersss"]',
+        #        event: 'error'
+        #    }
+        #
+        #    {
+        #        "orderId": 0,
+        #        "clientOrderId": null,
+        #        "message": "Currency trade disabled",
+        #        "code": 21352
+        #    }
+        #
+        #    {
+        #       "event": "error",
+        #       "message": "Platform in maintenance mode"
+        #    }
+        #
+        event = self.safe_string(message, 'event')
+        orderId = self.safe_string(message, 'orderId')
+        if (event == 'error') or (orderId == '0'):
+            error = self.safe_string(message, 'message')
+            raise ExchangeError(self.id + ' error: ' + self.json(error))
+        return False
+
+    def handle_authenticate(self, client: Client, message):
+        #
+        #    {
+        #        "success": True,
+        #        "ret_msg": '',
+        #        "op": "auth",
+        #        "conn_id": "ce3dpomvha7dha97tvp0-2xh"
+        #    }
+        #
+        data = self.safe_value(message, 'data')
+        success = self.safe_value(data, 'success')
+        messageHash = 'authenticated'
+        if success:
+            client.resolve(message, messageHash)
+        else:
+            error = AuthenticationError(self.id + ' ' + self.json(message))
+            client.reject(error, messageHash)
+            if messageHash in client.subscriptions:
+                del client.subscriptions[messageHash]
+        return message
+
+    def ping(self, client):
+        return {
+            'event': 'ping',
+        }