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

ccxt/pro/wazirx.py

@@ -0,0 +1,749 @@
+# -*- 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 NotSupported
+
+
+class wazirx(ccxt.async_support.wazirx):
+
+    def describe(self):
+        return self.deep_extend(super(wazirx, self).describe(), {
+            'has': {
+                'ws': True,
+                'watchBalance': True,
+                'watchTicker': True,
+                'watchTickers': True,
+                'watchTrades': True,
+                'watchMyTrades': True,
+                'watchOrders': True,
+                'watchOrderBook': True,
+                'watchOHLCV': True,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://stream.wazirx.com/stream',
+                },
+            },
+            'options': {
+            },
+            'streaming': {
+            },
+            'exceptions': {
+            },
+            'api': {
+                'private': {
+                    'post': {
+                        'create_auth_token': 1,
+                    },
+                },
+            },
+        })
+
+    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.wazirx.com/#account-update
+        :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()
+        token = await self.authenticate(params)
+        messageHash = 'balance'
+        url = self.urls['api']['ws']
+        subscribe: dict = {
+            'event': 'subscribe',
+            'streams': ['outboundAccountPosition'],
+            'auth_key': token,
+        }
+        request = self.deep_extend(subscribe, params)
+        return await self.watch(url, messageHash, request, messageHash)
+
+    def handle_balance(self, client: Client, message):
+        #
+        #     {
+        #         "data":
+        #         {
+        #           "B": [
+        #             {
+        #               "a":"wrx",
+        #               "b":"2043856.426455209",
+        #               "l":"3001318.98"
+        #             }
+        #           ],
+        #           "E":1631683058909
+        #         },
+        #         "stream":"outboundAccountPosition"
+        #     }
+        #
+        data = self.safe_value(message, 'data', {})
+        balances = self.safe_value(data, 'B', [])
+        timestamp = self.safe_integer(data, 'E')
+        self.balance['info'] = balances
+        self.balance['timestamp'] = timestamp
+        self.balance['datetime'] = self.iso8601(timestamp)
+        for i in range(0, len(balances)):
+            balance = balances[i]
+            currencyId = self.safe_string(balance, 'a')
+            code = self.safe_currency_code(currencyId)
+            available = self.safe_string(balance, 'b')
+            locked = self.safe_string(balance, 'l')
+            account = self.account()
+            account['free'] = available
+            account['used'] = locked
+            self.balance[code] = account
+        self.balance = self.safe_balance(self.balance)
+        messageHash = 'balance'
+        client.resolve(self.balance, messageHash)
+
+    def parse_ws_trade(self, trade, market=None):
+        #
+        # trade
+        #     {
+        #         "E": 1631681323000,  Event time
+        #         "S": "buy",          Side
+        #         "a": 26946138,       Buyer order ID
+        #         "b": 26946169,       Seller order ID
+        #         "m": True,           Is buyer maker?
+        #         "p": "7.0",          Price
+        #         "q": "15.0",         Quantity
+        #         "s": "btcinr",       Symbol
+        #         "t": 17376030        Trade ID
+        #     }
+        # ownTrade
+        #     {
+        #         "E": 1631683058000,
+        #         "S": "ask",
+        #         "U": "inr",
+        #         "a": 114144050,
+        #         "b": 114144121,
+        #         "f": "0.2",
+        #         "m": True,
+        #         "o": 26946170,
+        #         "p": "5.0",
+        #         "q": "20.0",
+        #         "s": "btcinr",
+        #         "t": 17376032,
+        #         "w": "100.0"
+        #     }
+        #
+        timestamp = self.safe_integer(trade, 'E')
+        marketId = self.safe_string(trade, 's')
+        market = self.safe_market(marketId, market)
+        feeCost = self.safe_string(trade, 'f')
+        feeCurrencyId = self.safe_string(trade, 'U')
+        isMaker = self.safe_value(trade, 'm') is True
+        fee = None
+        if feeCost is not None:
+            fee = {
+                'cost': feeCost,
+                'currency': self.safe_currency_code(feeCurrencyId),
+                'rate': None,
+            }
+        return self.safe_trade({
+            'id': self.safe_string(trade, 't'),
+            'info': trade,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'symbol': market['symbol'],
+            'order': self.safe_string_n(trade, ['o']),
+            'type': None,
+            'side': self.safe_string(trade, 'S'),
+            'takerOrMaker': 'maker' if isMaker else 'taker',
+            'price': self.safe_string(trade, 'p'),
+            'amount': self.safe_string(trade, 'q'),
+            'cost': None,
+            'fee': fee,
+        }, market)
+
+    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.wazirx.com/#all-market-tickers-stream
+        :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()
+        market = self.market(symbol)
+        url = self.urls['api']['ws']
+        messageHash = 'ticker:' + market['symbol']
+        subscribeHash = 'tickers'
+        stream = '!' + 'ticker@arr'
+        subscribe: dict = {
+            'event': 'subscribe',
+            'streams': [stream],
+        }
+        request = self.deep_extend(subscribe, params)
+        return await self.watch(url, messageHash, request, subscribeHash)
+
+    async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+        :see: https://docs.wazirx.com/#all-market-tickers-stream
+        :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 `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols)
+        url = self.urls['api']['ws']
+        messageHash = 'tickers'
+        stream = '!' + 'ticker@arr'
+        subscribe: dict = {
+            'event': 'subscribe',
+            'streams': [stream],
+        }
+        request = self.deep_extend(subscribe, params)
+        tickers = await self.watch(url, messageHash, request, messageHash)
+        return self.filter_by_array(tickers, 'symbol', symbols, False)
+
+    def handle_ticker(self, client: Client, message):
+        #
+        #     {
+        #         "data":
+        #         [
+        #           {
+        #             "E":1631625534000,    # Event time
+        #             "T":"SPOT",           # Type
+        #             "U":"wrx",            # Quote unit
+        #             "a":"0.0",            # Best sell price
+        #             "b":"0.0",            # Best buy price
+        #             "c":"5.0",            # Last price
+        #             "h":"5.0",            # High price
+        #             "l":"5.0",            # Low price
+        #             "o":"5.0",            # Open price
+        #             "q":"0.0",            # Quantity
+        #             "s":"btcwrx",         # Symbol
+        #             "u":"btc"             # Base unit
+        #           }
+        #         ],
+        #         "stream":"not ticker@arr"
+        #     }
+        #
+        data = self.safe_value(message, 'data', [])
+        for i in range(0, len(data)):
+            ticker = data[i]
+            parsedTicker = self.parse_ws_ticker(ticker)
+            symbol = parsedTicker['symbol']
+            self.tickers[symbol] = parsedTicker
+            messageHash = 'ticker:' + symbol
+            client.resolve(parsedTicker, messageHash)
+        client.resolve(self.tickers, 'tickers')
+
+    def parse_ws_ticker(self, ticker, market=None):
+        #
+        #     {
+        #         "E":1631625534000,    # Event time
+        #         "T":"SPOT",           # Type
+        #         "U":"wrx",            # Quote unit
+        #         "a":"0.0",            # Best sell price
+        #         "b":"0.0",            # Best buy price
+        #         "c":"5.0",            # Last price
+        #         "h":"5.0",            # High price
+        #         "l":"5.0",            # Low price
+        #         "o":"5.0",            # Open price
+        #         "q":"0.0",            # Quantity
+        #         "s":"btcwrx",         # Symbol
+        #         "u":"btc"             # Base unit
+        #     }
+        #
+        marketId = self.safe_string(ticker, 's')
+        timestamp = self.safe_integer(ticker, 'E')
+        return self.safe_ticker({
+            'symbol': self.safe_symbol(marketId, market),
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'high': self.safe_string(ticker, 'h'),
+            'low': self.safe_string(ticker, 'l'),
+            'bid': self.safe_number(ticker, 'b'),
+            'bidVolume': None,
+            'ask': self.safe_number(ticker, 'a'),
+            'askVolume': None,
+            'vwap': None,
+            'open': self.safe_string(ticker, 'o'),
+            'close': None,
+            'last': self.safe_string(ticker, 'l'),
+            'previousClose': None,
+            'change': None,
+            'percentage': None,
+            'average': None,
+            'baseVolume': None,
+            'quoteVolume': self.safe_string(ticker, 'q'),
+            'info': ticker,
+        }, market)
+
+    async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
+        """
+        get the list of most recent trades for a particular symbol
+        :param str symbol: unified symbol of the market to fetch trades for
+        :param int [since]: timestamp in ms of the earliest trade to fetch
+        :param int [limit]: the maximum amount of trades to fetch
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
+        """
+        await self.load_markets()
+        market = self.market(symbol)
+        symbol = market['symbol']
+        messageHash = market['id'] + '@trades'
+        url = self.urls['api']['ws']
+        message: dict = {
+            'event': 'subscribe',
+            'streams': [messageHash],
+        }
+        request = self.extend(message, params)
+        trades = await self.watch(url, messageHash, request, messageHash)
+        if self.newUpdates:
+            limit = trades.getLimit(symbol, limit)
+        return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
+
+    def handle_trades(self, client: Client, message):
+        #
+        #     {
+        #         "data": {
+        #             "trades": [{
+        #                 "E": 1631681323000,  Event time
+        #                 "S": "buy",          Side
+        #                 "a": 26946138,       Buyer order ID
+        #                 "b": 26946169,       Seller order ID
+        #                 "m": True,           Is buyer maker?
+        #                 "p": "7.0",          Price
+        #                 "q": "15.0",         Quantity
+        #                 "s": "btcinr",       Symbol
+        #                 "t": 17376030        Trade ID
+        #             }]
+        #         },
+        #         "stream": "btcinr@trades"
+        #     }
+        #
+        data = self.safe_value(message, 'data', {})
+        rawTrades = self.safe_value(data, 'trades', [])
+        messageHash = self.safe_string(message, 'stream')
+        split = messageHash.split('@')
+        marketId = self.safe_string(split, 0)
+        market = self.safe_market(marketId)
+        symbol = self.safe_symbol(marketId, market)
+        trades = self.safe_value(self.trades, symbol)
+        if trades is None:
+            limit = self.safe_integer(self.options, 'tradesLimit', 1000)
+            trades = ArrayCache(limit)
+            self.trades[symbol] = trades
+        for i in range(0, len(rawTrades)):
+            parsedTrade = self.parse_ws_trade(rawTrades[i], market)
+            trades.append(parsedTrade)
+        client.resolve(trades, messageHash)
+
+    async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
+        """
+        watch trades by user
+        :see: https://docs.wazirx.com/#trade-update
+        :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()
+        token = await self.authenticate(params)
+        if symbol is not None:
+            market = self.market(symbol)
+            symbol = market['symbol']
+        url = self.urls['api']['ws']
+        messageHash = 'myTrades'
+        message: dict = {
+            'event': 'subscribe',
+            'streams': ['ownTrade'],
+            'auth_key': token,
+        }
+        request = self.deep_extend(message, params)
+        trades = await self.watch(url, messageHash, request, messageHash)
+        if self.newUpdates:
+            limit = trades.getLimit(symbol, limit)
+        return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True)
+
+    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
+        :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']
+        url = self.urls['api']['ws']
+        messageHash = 'ohlcv:' + symbol + ':' + timeframe
+        stream = market['id'] + '@kline_' + timeframe
+        message: dict = {
+            'event': 'subscribe',
+            'streams': [stream],
+        }
+        request = self.deep_extend(message, params)
+        ohlcv = await self.watch(url, messageHash, request, messageHash)
+        if self.newUpdates:
+            limit = ohlcv.getLimit(symbol, limit)
+        return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
+
+    def handle_ohlcv(self, client: Client, message):
+        #
+        #     {
+        #         "data": {
+        #           "E":1631683058904,      Event time
+        #           "s": "btcinr",          Symbol
+        #           "t": 1638747660000,     Kline start time
+        #           "T": 1638747719999,     Kline close time
+        #           "i": "1m",              Interval
+        #           "o": "0.0010",          Open price
+        #           "c": "0.0020",          Close price
+        #           "h": "0.0025",          High price
+        #           "l": "0.0015",          Low price
+        #           "v": "1000",            Base asset volume
+        #         },
+        #         "stream": "btcinr@kline_1m"
+        #     }
+        #
+        data = self.safe_value(message, 'data', {})
+        marketId = self.safe_string(data, 's')
+        market = self.safe_market(marketId)
+        symbol = self.safe_symbol(marketId, market)
+        timeframe = self.safe_string(data, 'i')
+        self.ohlcvs[symbol] = self.safe_value(self.ohlcvs, symbol, {})
+        stored = self.safe_value(self.ohlcvs[symbol], timeframe)
+        if stored is None:
+            limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
+            stored = ArrayCacheByTimestamp(limit)
+            self.ohlcvs[symbol][timeframe] = stored
+        parsed = self.parse_ws_ohlcv(data, market)
+        stored.append(parsed)
+        messageHash = 'ohlcv:' + symbol + ':' + timeframe
+        client.resolve(stored, messageHash)
+
+    def parse_ws_ohlcv(self, ohlcv, market=None) -> list:
+        #
+        #    {
+        #        "E":1631683058904,      Event time
+        #        "s": "btcinr",          Symbol
+        #        "t": 1638747660000,     Kline start time
+        #        "T": 1638747719999,     Kline close time
+        #        "i": "1m",              Interval
+        #        "o": "0.0010",          Open price
+        #        "c": "0.0020",          Close price
+        #        "h": "0.0025",          High price
+        #        "l": "0.0015",          Low price
+        #        "v": "1000",            Base asset volume
+        #    }
+        #
+        return [
+            self.safe_integer(ohlcv, 't'),
+            self.safe_number(ohlcv, 'o'),
+            self.safe_number(ohlcv, 'c'),
+            self.safe_number(ohlcv, 'h'),
+            self.safe_number(ohlcv, 'l'),
+            self.safe_number(ohlcv, 'v'),
+        ]
+
+    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.wazirx.com/#depth-stream
+        :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']
+        url = self.urls['api']['ws']
+        messageHash = 'orderbook:' + symbol
+        stream = market['id'] + '@depth'
+        subscribe: dict = {
+            'event': 'subscribe',
+            'streams': [stream],
+        }
+        request = self.deep_extend(subscribe, params)
+        orderbook = await self.watch(url, messageHash, request, messageHash)
+        return orderbook.limit()
+
+    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):
+        #
+        #     {
+        #         "data": {
+        #             "E": 1659475095000,
+        #             "a": [
+        #                 ["23051.0", "1.30141"],
+        #             ],
+        #             "b": [
+        #                 ["22910.0", "1.30944"],
+        #             ],
+        #             "s": "btcusdt"
+        #         },
+        #         "stream": "btcusdt@depth"
+        #     }
+        #
+        data = self.safe_value(message, 'data', {})
+        timestamp = self.safe_integer(data, 'E')
+        marketId = self.safe_string(data, 's')
+        market = self.safe_market(marketId)
+        symbol = market['symbol']
+        messageHash = 'orderbook:' + symbol
+        # currentOrderBook = self.safe_value(self.orderbooks, symbol)
+        if not (symbol in self.orderbooks):
+            snapshot = self.parse_order_book(data, symbol, timestamp, 'b', 'a')
+            self.orderbooks[symbol] = self.order_book(snapshot)
+        else:
+            orderbook = self.orderbooks[symbol]
+            asks = self.safe_list(data, 'a', [])
+            bids = self.safe_list(data, 'b', [])
+            self.handle_deltas(orderbook['asks'], asks)
+            self.handle_deltas(orderbook['bids'], bids)
+            orderbook['nonce'] = timestamp
+            orderbook['timestamp'] = timestamp
+            orderbook['datetime'] = self.iso8601(timestamp)
+            self.orderbooks[symbol] = orderbook
+        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()
+        if symbol is not None:
+            market = self.market(symbol)
+            symbol = market['symbol']
+        token = await self.authenticate(params)
+        messageHash = 'orders'
+        message: dict = {
+            'event': 'subscribe',
+            'streams': ['orderUpdate'],
+            'auth_key': token,
+        }
+        url = self.urls['api']['ws']
+        request = self.deep_extend(message, params)
+        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_order(self, client: Client, message):
+        #
+        #     {
+        #         "data": {
+        #             "E": 1631683058904,
+        #             "O": 1631683058000,
+        #             "S": "ask",
+        #             "V": "70.0",
+        #             "X": "wait",
+        #             "i": 26946170,
+        #             "m": True,
+        #             "o": "sell",
+        #             "p": "5.0",
+        #             "q": "70.0",
+        #             "s": "wrxinr",
+        #             "v": "0.0"
+        #         },
+        #         "stream": "orderUpdate"
+        #     }
+        #
+        order = self.safe_value(message, 'data', {})
+        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):
+        #
+        #     {
+        #         "E": 1631683058904,
+        #         "O": 1631683058000,
+        #         "S": "ask",
+        #         "V": "70.0",
+        #         "X": "wait",
+        #         "i": 26946170,
+        #         "m": True,
+        #         "o": "sell",
+        #         "p": "5.0",
+        #         "q": "70.0",
+        #         "s": "wrxinr",
+        #         "v": "0.0"
+        #     }
+        #
+        timestamp = self.safe_integer(order, 'O')
+        marketId = self.safe_string(order, 's')
+        status = self.safe_string(order, 'X')
+        market = self.safe_market(marketId)
+        return self.safe_order({
+            'info': order,
+            'id': self.safe_string(order, 'i'),
+            'clientOrderId': self.safe_string(order, 'c'),
+            'datetime': self.iso8601(timestamp),
+            'timestamp': timestamp,
+            'lastTradeTimestamp': None,
+            'symbol': market['symbol'],
+            'type': 'limit' if self.safe_value(order, 'm') else 'market',
+            'timeInForce': None,
+            'postOnly': None,
+            'side': self.safe_string(order, 'o'),
+            'price': self.safe_string(order, 'p'),
+            'stopPrice': None,
+            'triggerPrice': None,
+            'amount': self.safe_string(order, 'V'),
+            'filled': None,
+            'remaining': self.safe_string(order, 'q'),
+            'cost': None,
+            'average': self.safe_string(order, 'v'),
+            'status': self.parse_order_status(status),
+            'fee': None,
+            'trades': None,
+        }, market)
+
+    def handle_my_trades(self, client: Client, message):
+        #
+        #     {
+        #         "data": {
+        #             "E": 1631683058000,
+        #             "S": "ask",
+        #             "U": "usdt",
+        #             "a": 114144050,
+        #             "b": 114144121,
+        #             "f": "0.2",
+        #             "ga": "0.0",
+        #             "gc": "usdt",
+        #             "m": True,
+        #             "o": 26946170,
+        #             "p": "5.0",
+        #             "q": "20.0",
+        #             "s": "btcusdt",
+        #             "t": 17376032,
+        #             "w": "100.0"
+        #         },
+        #         "stream": "ownTrade"
+        #     }
+        #
+        trade = self.safe_value(message, 'data', {})
+        messageHash = 'myTrades'
+        myTrades = None
+        if self.myTrades is None:
+            limit = self.safe_integer(self.options, 'tradesLimit', 1000)
+            myTrades = ArrayCacheBySymbolById(limit)
+            self.myTrades = myTrades
+        else:
+            myTrades = self.myTrades
+        parsedTrade = self.parse_ws_trade(trade)
+        myTrades.append(parsedTrade)
+        client.resolve(myTrades, messageHash)
+
+    def handle_connected(self, client: Client, message):
+        #
+        #     {
+        #         "data": {
+        #             "timeout_duration": 1800
+        #         },
+        #         "event": "connected"
+        #     }
+        #
+        return message
+
+    def handle_subscribed(self, client: Client, message):
+        #
+        #     {
+        #         "data": {
+        #             "streams": ["not ticker@arr"]
+        #         },
+        #         "event": "subscribed",
+        #         "id": 0
+        #     }
+        #
+        return message
+
+    def handle_error(self, client: Client, message):
+        #
+        #     {
+        #         "data": {
+        #             "code": 400,
+        #             "message": "Invalid request: streams must be an array"
+        #         },
+        #         "event": "error",
+        #         "id": 0
+        #     }
+        #
+        #     {
+        #         "message": "HeartBeat message not received, closing the connection",
+        #         "status": "error"
+        #     }
+        #
+        raise ExchangeError(self.id + ' ' + self.json(message))
+
+    def handle_message(self, client: Client, message):
+        status = self.safe_string(message, 'status')
+        if status == 'error':
+            self.handle_error(client, message)
+            return
+        event = self.safe_string(message, 'event')
+        eventHandlers: dict = {
+            'error': self.handle_error,
+            'connected': self.handle_connected,
+            'subscribed': self.handle_subscribed,
+        }
+        eventHandler = self.safe_value(eventHandlers, event)
+        if eventHandler is not None:
+            eventHandler(client, message)
+            return
+        stream = self.safe_string(message, 'stream', '')
+        streamHandlers: dict = {
+            'ticker@arr': self.handle_ticker,
+            '@depth': self.handle_order_book,
+            '@kline': self.handle_ohlcv,
+            '@trades': self.handle_trades,
+            'outboundAccountPosition': self.handle_balance,
+            'orderUpdate': self.handle_order,
+            'ownTrade': self.handle_my_trades,
+        }
+        streams = list(streamHandlers.keys())
+        for i in range(0, len(streams)):
+            streamContains = stream.find(streams[i]) > -1
+            if streamContains:
+                handler = streamHandlers[streams[i]]
+                handler(client, message)
+                return
+        raise NotSupported(self.id + ' self message type is not supported yet. Message: ' + self.json(message))
+
+    async def authenticate(self, params={}):
+        url = self.urls['api']['ws']
+        client = self.client(url)
+        messageHash = 'authenticated'
+        now = self.milliseconds()
+        subscription = self.safe_value(client.subscriptions, messageHash)
+        expires = self.safe_integer(subscription, 'expires')
+        if subscription is None or now > expires:
+            subscription = await self.privatePostCreateAuthToken()
+            subscription['expires'] = now + self.safe_integer(subscription, 'timeout_duration') * 1000
+            #
+            #     {
+            #         "auth_key": "Xx***dM",
+            #         "timeout_duration": 900
+            #     }
+            #
+            client.subscriptions[messageHash] = subscription
+        return self.safe_string(subscription, 'auth_key')