ccxt-ir 4.3.46.0.2__py2.py3-none-any.whl → 4.5.0__py2.py3-none-any.whl

ccxt/pro/bitfinex2.py

@@ -1,1083 +0,0 @@
-# -*- 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, Order, OrderBook, Str, Ticker, 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 InvalidNonce
-from ccxt.base.precise import Precise
-
-
-class bitfinex2(ccxt.async_support.bitfinex2):
-
-    def describe(self):
-        return self.deep_extend(super(bitfinex2, self).describe(), {
-            'has': {
-                'ws': True,
-                'watchTicker': True,
-                'watchTickers': False,
-                'watchOrderBook': True,
-                'watchTrades': True,
-                'watchMyTrades': True,
-                'watchBalance': True,
-                'watchOHLCV': True,
-                'watchOrders': True,
-            },
-            'urls': {
-                'api': {
-                    'ws': {
-                        'public': 'wss://api-pub.bitfinex.com/ws/2',
-                        'private': 'wss://api.bitfinex.com/ws/2',
-                    },
-                },
-            },
-            'options': {
-                'watchOrderBook': {
-                    'prec': 'P0',
-                    'freq': 'F0',
-                },
-                'ordersLimit': 1000,
-                'checksum': True,
-            },
-        })
-
-    async def subscribe(self, channel, symbol, params={}):
-        await self.load_markets()
-        market = self.market(symbol)
-        marketId = market['id']
-        url = self.urls['api']['ws']['public']
-        client = self.client(url)
-        messageHash = channel + ':' + marketId
-        request: dict = {
-            'event': 'subscribe',
-            'channel': channel,
-            'symbol': marketId,
-        }
-        result = await self.watch(url, messageHash, self.deep_extend(request, params), messageHash, {'checksum': False})
-        checksum = self.safe_bool(self.options, 'checksum', True)
-        if checksum and not client.subscriptions[messageHash]['checksum'] and (channel == 'book'):
-            client.subscriptions[messageHash]['checksum'] = True
-            await client.send({
-                'event': 'conf',
-                'flags': 131072,
-            })
-        return result
-
-    async def subscribe_private(self, messageHash):
-        await self.load_markets()
-        await self.authenticate()
-        url = self.urls['api']['ws']['private']
-        return await self.watch(url, messageHash, None, 1)
-
-    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']
-        interval = self.safe_string(self.timeframes, timeframe, timeframe)
-        channel = 'candles'
-        key = 'trade:' + interval + ':' + market['id']
-        messageHash = channel + ':' + interval + ':' + market['id']
-        request: dict = {
-            'event': 'subscribe',
-            'channel': channel,
-            'key': key,
-        }
-        url = self.urls['api']['ws']['public']
-        # not using subscribe here because self message has a different format
-        ohlcv = await self.watch(url, messageHash, self.deep_extend(request, params), 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, subscription):
-        #
-        # initial snapshot
-        #   [
-        #       341527,  # channel id
-        #       [
-        #          [
-        #             1654705860000,  # timestamp
-        #             1802.6,  # open
-        #             1800.3,  # close
-        #             1802.8,  # high
-        #             1800.3,  # low
-        #             86.49588236  # volume
-        #          ],
-        #          [
-        #             1654705800000,
-        #             1803.6,
-        #             1802.6,
-        #             1804.9,
-        #             1802.3,
-        #             74.6348086
-        #          ],
-        #          [
-        #             1654705740000,
-        #             1802.5,
-        #             1803.2,
-        #             1804.4,
-        #             1802.4,
-        #             23.61801085
-        #          ]
-        #       ]
-        #   ]
-        #
-        # update
-        #   [
-        #       211171,
-        #       [
-        #          1654705680000,
-        #          1801,
-        #          1802.4,
-        #          1802.9,
-        #          1800.4,
-        #          23.91911091
-        #       ]
-        #   ]
-        #
-        data = self.safe_value(message, 1, [])
-        ohlcvs = None
-        first = self.safe_value(data, 0)
-        if isinstance(first, list):
-            # snapshot
-            ohlcvs = data
-        else:
-            # update
-            ohlcvs = [data]
-        channel = self.safe_value(subscription, 'channel')
-        key = self.safe_string(subscription, 'key')
-        keyParts = key.split(':')
-        interval = self.safe_string(keyParts, 1)
-        marketId = key
-        marketId = marketId.replace('trade:', '')
-        marketId = marketId.replace(interval + ':', '')
-        market = self.safe_market(marketId)
-        timeframe = self.find_timeframe(interval)
-        symbol = market['symbol']
-        messageHash = channel + ':' + interval + ':' + marketId
-        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
-        ohlcvsLength = len(ohlcvs)
-        for i in range(0, ohlcvsLength):
-            ohlcv = ohlcvs[ohlcvsLength - i - 1]
-            parsed = self.parse_ohlcv(ohlcv, market)
-            stored.append(parsed)
-        client.resolve(stored, messageHash)
-
-    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>`
-        """
-        trades = await self.subscribe('trades', symbol, params)
-        if self.newUpdates:
-            limit = trades.getLimit(symbol, limit)
-        return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
-
-    async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
-        """
-        watches information on multiple trades made by the user
-        :param str symbol: unified market symbol of the market trades were made in
-        :param int [since]: the earliest time in ms to fetch trades for
-        :param int [limit]: the maximum number of trade structures to retrieve
-        :param dict [params]: extra parameters specific to the exchange API endpoint
-        :returns dict[]: a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
-        """
-        await self.load_markets()
-        messageHash = 'myTrade'
-        if symbol is not None:
-            market = self.market(symbol)
-            messageHash += ':' + market['id']
-        trades = await self.subscribe_private(messageHash)
-        if self.newUpdates:
-            limit = trades.getLimit(symbol, limit)
-        return self.filter_by_symbol_since_limit(trades, symbol, since, limit, 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
-        :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>`
-        """
-        return await self.subscribe('ticker', symbol, params)
-
-    def handle_my_trade(self, client: Client, message, subscription={}):
-        #
-        # trade execution
-        # [
-        #     0,
-        #     "te",  # or tu
-        #     [
-        #        1133411090,
-        #        "tLTCUST",
-        #        1655110144598,
-        #        97084883506,
-        #        0.1,
-        #        42.821,
-        #        "EXCHANGE MARKET",
-        #        42.799,
-        #        -1,
-        #        null,
-        #        null,
-        #        1655110144596
-        #     ]
-        # ]
-        #
-        name = 'myTrade'
-        data = self.safe_value(message, 2)
-        trade = self.parse_ws_trade(data)
-        symbol = trade['symbol']
-        market = self.market(symbol)
-        messageHash = name + ':' + market['id']
-        if self.myTrades is None:
-            limit = self.safe_integer(self.options, 'tradesLimit', 1000)
-            self.myTrades = ArrayCacheBySymbolById(limit)
-        tradesArray = self.myTrades
-        tradesArray.append(trade)
-        self.myTrades = tradesArray
-        # generic subscription
-        client.resolve(tradesArray, name)
-        # specific subscription
-        client.resolve(tradesArray, messageHash)
-
-    def handle_trades(self, client: Client, message, subscription):
-        #
-        # initial snapshot
-        #
-        #    [
-        #        188687,  # channel id
-        #        [
-        #          [1128060675, 1654701572690, 0.00217533, 1815.3],  # id, mts, amount, price
-        #          [1128060665, 1654701551231, -0.00280472, 1814.1],
-        #          [1128060664, 1654701550996, -0.00364444, 1814.1],
-        #          [1128060656, 1654701527730, -0.00265203, 1814.2],
-        #          [1128060647, 1654701505193, 0.00262395, 1815.2],
-        #          [1128060642, 1654701484656, -0.13411443, 1816],
-        #          [1128060641, 1654701484656, -0.00088557, 1816],
-        #          [1128060639, 1654701478326, -0.002, 1816],
-        #        ]
-        #    ]
-        # update
-        #
-        #    [
-        #        360141,
-        #        "te",
-        #        [
-        #            1128060969,  # id
-        #            1654702500098,  # mts
-        #            0.00325131,  # amount positive buy, negative sell
-        #            1818.5,  # price
-        #        ],
-        #    ]
-        #
-        #
-        channel = self.safe_value(subscription, 'channel')
-        marketId = self.safe_string(subscription, 'symbol')
-        market = self.safe_market(marketId)
-        messageHash = channel + ':' + marketId
-        tradesLimit = self.safe_integer(self.options, 'tradesLimit', 1000)
-        symbol = market['symbol']
-        stored = self.safe_value(self.trades, symbol)
-        if stored is None:
-            stored = ArrayCache(tradesLimit)
-            self.trades[symbol] = stored
-        messageLength = len(message)
-        if messageLength == 2:
-            # initial snapshot
-            trades = self.safe_list(message, 1, [])
-            # needs to be reversed to make chronological order
-            length = len(trades)
-            for i in range(0, length):
-                index = length - i - 1
-                parsed = self.parse_ws_trade(trades[index], market)
-                stored.append(parsed)
-        else:
-            # update
-            type = self.safe_string(message, 1)
-            if type == 'tu':
-                # don't resolve for a duplicate update
-                # since te and tu updates are duplicated on the public stream
-                return
-            trade = self.safe_value(message, 2, [])
-            parsed = self.parse_ws_trade(trade, market)
-            stored.append(parsed)
-        client.resolve(stored, messageHash)
-
-    def parse_ws_trade(self, trade, market=None):
-        #
-        #    [
-        #        1128060969,  # id
-        #        1654702500098,  # mts
-        #        0.00325131,  # amount positive buy, negative sell
-        #        1818.5,  # price
-        #    ]
-        #
-        # trade execution
-        #
-        #    [
-        #        1133411090,  # id
-        #        "tLTCUST",  # symbol
-        #        1655110144598,  # create ms
-        #        97084883506,  # order id
-        #        0.1,  # amount
-        #        42.821,  # price
-        #        "EXCHANGE MARKET",  # order type
-        #        42.799,  # order price
-        #        -1,  # maker
-        #        null,  # fee
-        #        null,  # fee currency
-        #        1655110144596  # cid
-        #    ]
-        #
-        # trade update
-        #
-        #    [
-        #       1133411090,
-        #       "tLTCUST",
-        #       1655110144598,
-        #       97084883506,
-        #       0.1,
-        #       42.821,
-        #       "EXCHANGE MARKET",
-        #       42.799,
-        #       -1,
-        #       -0.0002,
-        #       "LTC",
-        #       1655110144596
-        #    ]
-        #
-        numFields = len(trade)
-        isPublic = numFields <= 8
-        marketId = self.safe_string(trade, 1) if (not isPublic) else None
-        market = self.safe_market(marketId, market)
-        createdKey = 1 if isPublic else 2
-        priceKey = 3 if isPublic else 5
-        amountKey = 2 if isPublic else 4
-        marketId = market['id']
-        type = self.safe_string(trade, 6)
-        if type is not None:
-            if type.find('LIMIT') > -1:
-                type = 'limit'
-            elif type.find('MARKET') > -1:
-                type = 'market'
-        orderId = self.safe_string(trade, 3) if (not isPublic) else None
-        id = self.safe_string(trade, 0)
-        timestamp = self.safe_integer(trade, createdKey)
-        price = self.safe_string(trade, priceKey)
-        amountString = self.safe_string(trade, amountKey)
-        amount = self.parse_number(Precise.string_abs(amountString))
-        side = None
-        if amount is not None:
-            side = 'buy' if Precise.string_gt(amountString, '0') else 'sell'
-        symbol = self.safe_symbol(marketId, market)
-        feeValue = self.safe_string(trade, 9)
-        fee = None
-        if feeValue is not None:
-            currencyId = self.safe_string(trade, 10)
-            code = self.safe_currency_code(currencyId)
-            fee = {
-                'cost': feeValue,
-                'currency': code,
-            }
-        maker = self.safe_integer(trade, 8)
-        takerOrMaker = None
-        if maker is not None:
-            takerOrMaker = 'taker' if (maker == -1) else 'maker'
-        return self.safe_trade({
-            'info': trade,
-            'timestamp': timestamp,
-            'datetime': self.iso8601(timestamp),
-            'symbol': symbol,
-            'id': id,
-            'order': orderId,
-            'type': type,
-            'takerOrMaker': takerOrMaker,
-            'side': side,
-            'price': price,
-            'amount': amount,
-            'cost': None,
-            'fee': fee,
-        }, market)
-
-    def handle_ticker(self, client: Client, message, subscription):
-        #
-        # [
-        #    340432,  # channel ID
-        #     [
-        #         236.62,        # 1 BID float Price of last highest bid
-        #         9.0029,        # 2 BID_SIZE float Size of the last highest bid
-        #         236.88,        # 3 ASK float Price of last lowest ask
-        #         7.1138,        # 4 ASK_SIZE float Size of the last lowest ask
-        #         -1.02,         # 5 DAILY_CHANGE float Amount that the last price has changed since yesterday
-        #         0,             # 6 DAILY_CHANGE_PERC float Amount that the price has changed expressed in percentage terms
-        #         236.52,        # 7 LAST_PRICE float Price of the last trade.
-        #         5191.36754297,  # 8 VOLUME float Daily volume
-        #         250.01,        # 9 HIGH float Daily high
-        #         220.05,        # 10 LOW float Daily low
-        #     ]
-        #  ]
-        #
-        ticker = self.safe_value(message, 1)
-        marketId = self.safe_string(subscription, 'symbol')
-        market = self.safe_market(marketId)
-        symbol = self.safe_symbol(marketId)
-        parsed = self.parse_ws_ticker(ticker, market)
-        channel = 'ticker'
-        messageHash = channel + ':' + marketId
-        self.tickers[symbol] = parsed
-        client.resolve(parsed, messageHash)
-
-    def parse_ws_ticker(self, ticker, market=None):
-        #
-        #     [
-        #         236.62,        # 1 BID float Price of last highest bid
-        #         9.0029,        # 2 BID_SIZE float Size of the last highest bid
-        #         236.88,        # 3 ASK float Price of last lowest ask
-        #         7.1138,        # 4 ASK_SIZE float Size of the last lowest ask
-        #         -1.02,         # 5 DAILY_CHANGE float Amount that the last price has changed since yesterday
-        #         0,             # 6 DAILY_CHANGE_PERC float Amount that the price has changed expressed in percentage terms
-        #         236.52,        # 7 LAST_PRICE float Price of the last trade.
-        #         5191.36754297,  # 8 VOLUME float Daily volume
-        #         250.01,        # 9 HIGH float Daily high
-        #         220.05,        # 10 LOW float Daily low
-        #     ]
-        #
-        market = self.safe_market(None, market)
-        symbol = market['symbol']
-        last = self.safe_string(ticker, 6)
-        change = self.safe_string(ticker, 4)
-        return self.safe_ticker({
-            'symbol': symbol,
-            'timestamp': None,
-            'datetime': None,
-            'high': self.safe_string(ticker, 8),
-            'low': self.safe_string(ticker, 9),
-            'bid': self.safe_string(ticker, 0),
-            'bidVolume': self.safe_string(ticker, 1),
-            'ask': self.safe_string(ticker, 2),
-            'askVolume': self.safe_string(ticker, 3),
-            'vwap': None,
-            'open': None,
-            'close': last,
-            'last': last,
-            'previousClose': None,
-            'change': change,
-            'percentage': self.safe_string(ticker, 5),
-            'average': None,
-            'baseVolume': self.safe_string(ticker, 7),
-            'quoteVolume': None,
-            'info': ticker,
-        }, market)
-
-    async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
-        """
-        watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
-        :param str symbol: unified symbol of the market to fetch the order book for
-        :param int [limit]: the maximum amount of order book entries to return
-        :param dict [params]: extra parameters specific to the exchange API endpoint
-        :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
-        """
-        if limit is not None:
-            if (limit != 25) and (limit != 100):
-                raise ExchangeError(self.id + ' watchOrderBook limit argument must be None, 25 or 100')
-        options = self.safe_value(self.options, 'watchOrderBook', {})
-        prec = self.safe_string(options, 'prec', 'P0')
-        freq = self.safe_string(options, 'freq', 'F0')
-        request: dict = {
-            'prec': prec,  # string, level of price aggregation, 'P0', 'P1', 'P2', 'P3', 'P4', default P0
-            'freq': freq,  # string, frequency of updates 'F0' = realtime, 'F1' = 2 seconds, default is 'F0'
-        }
-        if limit is not None:
-            request['len'] = limit  # string, number of price points, '25', '100', default = '25'
-        orderbook = await self.subscribe('book', symbol, self.deep_extend(request, params))
-        return orderbook.limit()
-
-    def handle_order_book(self, client: Client, message, subscription):
-        #
-        # first message(snapshot)
-        #
-        #     [
-        #         18691,  # channel id
-        #         [
-        #             [7364.8, 10, 4.354802],  # price, count, size > 0 = bid
-        #             [7364.7, 1, 0.00288831],
-        #             [7364.3, 12, 0.048],
-        #             [7364.9, 3, -0.42028976],  # price, count, size < 0 = ask
-        #             [7365, 1, -0.25],
-        #             [7365.5, 1, -0.00371937],
-        #         ]
-        #     ]
-        #
-        # subsequent updates
-        #
-        #     [
-        #         358169,  # channel id
-        #         [
-        #            1807.1,  # price
-        #            0,  # cound
-        #            1  # size
-        #         ]
-        #     ]
-        #
-        marketId = self.safe_string(subscription, 'symbol')
-        symbol = self.safe_symbol(marketId)
-        channel = 'book'
-        messageHash = channel + ':' + marketId
-        prec = self.safe_string(subscription, 'prec', 'P0')
-        isRaw = (prec == 'R0')
-        # if it is an initial snapshot
-        if not (symbol in self.orderbooks):
-            limit = self.safe_integer(subscription, 'len')
-            if isRaw:
-                # raw order books
-                self.orderbooks[symbol] = self.indexed_order_book({}, limit)
-            else:
-                # P0, P1, P2, P3, P4
-                self.orderbooks[symbol] = self.counted_order_book({}, limit)
-            orderbook = self.orderbooks[symbol]
-            if isRaw:
-                deltas = message[1]
-                for i in range(0, len(deltas)):
-                    delta = deltas[i]
-                    delta2 = delta[2]
-                    size = -delta2 if (delta2 < 0) else delta2
-                    side = 'asks' if (delta2 < 0) else 'bids'
-                    bookside = orderbook[side]
-                    idString = self.safe_string(delta, 0)
-                    price = self.safe_float(delta, 1)
-                    bookside.storeArray([price, size, idString])
-            else:
-                deltas = message[1]
-                for i in range(0, len(deltas)):
-                    delta = deltas[i]
-                    amount = self.safe_number(delta, 2)
-                    counter = self.safe_number(delta, 1)
-                    price = self.safe_number(delta, 0)
-                    size = -amount if (amount < 0) else amount
-                    side = 'asks' if (amount < 0) else 'bids'
-                    bookside = orderbook[side]
-                    bookside.storeArray([price, size, counter])
-            orderbook['symbol'] = symbol
-            client.resolve(orderbook, messageHash)
-        else:
-            orderbook = self.orderbooks[symbol]
-            deltas = message[1]
-            orderbookItem = self.orderbooks[symbol]
-            if isRaw:
-                price = self.safe_string(deltas, 1)
-                deltas2 = deltas[2]
-                size = -deltas2 if (deltas2 < 0) else deltas2
-                side = 'asks' if (deltas2 < 0) else 'bids'
-                bookside = orderbookItem[side]
-                # price = 0 means that you have to remove the order from your book
-                amount = size if Precise.string_gt(price, '0') else '0'
-                idString = self.safe_string(deltas, 0)
-                bookside.storeArray([self.parse_number(price), self.parse_number(amount), idString])
-            else:
-                amount = self.safe_string(deltas, 2)
-                counter = self.safe_string(deltas, 1)
-                price = self.safe_string(deltas, 0)
-                size = Precise.string_neg(amount) if Precise.string_lt(amount, '0') else amount
-                side = 'asks' if Precise.string_lt(amount, '0') else 'bids'
-                bookside = orderbookItem[side]
-                bookside.storeArray([self.parse_number(price), self.parse_number(size), self.parse_number(counter)])
-            client.resolve(orderbook, messageHash)
-
-    def handle_checksum(self, client: Client, message, subscription):
-        #
-        # [173904, "cs", -890884919]
-        #
-        marketId = self.safe_string(subscription, 'symbol')
-        symbol = self.safe_symbol(marketId)
-        channel = 'book'
-        messageHash = channel + ':' + marketId
-        book = self.safe_value(self.orderbooks, symbol)
-        if book is None:
-            return
-        depth = 25  # covers the first 25 bids and asks
-        stringArray = []
-        bids = book['bids']
-        asks = book['asks']
-        prec = self.safe_string(subscription, 'prec', 'P0')
-        isRaw = (prec == 'R0')
-        idToCheck = 2 if isRaw else 0
-        # pepperoni pizza from bitfinex
-        for i in range(0, depth):
-            bid = self.safe_value(bids, i)
-            ask = self.safe_value(asks, i)
-            if bid is not None:
-                stringArray.append(self.number_to_string(bids[i][idToCheck]))
-                stringArray.append(self.number_to_string(bids[i][1]))
-            if ask is not None:
-                stringArray.append(self.number_to_string(asks[i][idToCheck]))
-                aski1 = asks[i][1]
-                stringArray.append(self.number_to_string(-aski1))
-        payload = ':'.join(stringArray)
-        localChecksum = self.crc32(payload, True)
-        responseChecksum = self.safe_integer(message, 2)
-        if responseChecksum != localChecksum:
-            error = InvalidNonce(self.id + ' invalid checksum')
-            del client.subscriptions[messageHash]
-            del self.orderbooks[symbol]
-            client.reject(error, messageHash)
-
-    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
-        :param str [params.type]: spot or contract if not provided self.options['defaultType'] is used
-        :returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
-        """
-        await self.load_markets()
-        balanceType = self.safe_string(params, 'wallet', 'exchange')  # exchange, margin
-        params = self.omit(params, 'wallet')
-        messageHash = 'balance:' + balanceType
-        return await self.subscribe_private(messageHash)
-
-    def handle_balance(self, client: Client, message, subscription):
-        #
-        # snapshot(exchange + margin together)
-        #   [
-        #       0,
-        #       "ws",
-        #       [
-        #           [
-        #               "exchange",
-        #               "LTC",
-        #               0.05479727,
-        #               0,
-        #               null,
-        #               "Trading fees for 0.05 LTC(LTCUST) @ 51.872 on BFX(0.2%)",
-        #               null,
-        #           ]
-        #           [
-        #               "margin",
-        #               "USTF0",
-        #               11.960650700086292,
-        #               0,
-        #               null,
-        #               "Trading fees for 0.1 LTCF0(LTCF0:USTF0) @ 51.844 on BFX(0.065%)",
-        #               null,
-        #           ],
-        #       ],
-        #   ]
-        #
-        # spot
-        #   [
-        #       0,
-        #       "wu",
-        #       [
-        #         "exchange",
-        #         "LTC",  # currency
-        #         0.06729727,  # wallet balance
-        #         0,  # unsettled balance
-        #         0.06729727,  # available balance might be null
-        #         "Exchange 0.4 LTC for UST @ 65.075",
-        #         {
-        #           "reason": "TRADE",
-        #           "order_id": 96596397973,
-        #           "order_id_oppo": 96596632735,
-        #           "trade_price": "65.075",
-        #           "trade_amount": "-0.4",
-        #           "order_cid": 1654636218766,
-        #           "order_gid": null
-        #         }
-        #       ]
-        #   ]
-        #
-        # margin
-        #
-        #   [
-        #       "margin",
-        #       "USTF0",
-        #       11.960650700086292,  # total
-        #       0,
-        #       6.776250700086292,  # available
-        #       "Trading fees for 0.1 LTCF0(LTCF0:USTF0) @ 51.844 on BFX(0.065%)",
-        #       null
-        #   ]
-        #
-        updateType = self.safe_value(message, 1)
-        data = None
-        if updateType == 'ws':
-            data = self.safe_value(message, 2)
-        else:
-            data = [self.safe_value(message, 2)]
-        updatedTypes: dict = {}
-        for i in range(0, len(data)):
-            rawBalance = data[i]
-            currencyId = self.safe_string(rawBalance, 1)
-            code = self.safe_currency_code(currencyId)
-            balance = self.parse_ws_balance(rawBalance)
-            balanceType = self.safe_string(rawBalance, 0)
-            oldBalance = self.safe_value(self.balance, balanceType, {})
-            oldBalance[code] = balance
-            oldBalance['info'] = message
-            self.balance[balanceType] = self.safe_balance(oldBalance)
-            updatedTypes[balanceType] = True
-        updatesKeys = list(updatedTypes.keys())
-        for i in range(0, len(updatesKeys)):
-            type = updatesKeys[i]
-            messageHash = 'balance:' + type
-            client.resolve(self.balance[type], messageHash)
-
-    def parse_ws_balance(self, balance):
-        #
-        #     [
-        #         "exchange",
-        #         "LTC",
-        #         0.05479727,  # balance
-        #         0,
-        #         null,  # available null if not calculated yet
-        #         "Trading fees for 0.05 LTC(LTCUST) @ 51.872 on BFX(0.2%)",
-        #         null,
-        #     ]
-        #
-        totalBalance = self.safe_string(balance, 2)
-        availableBalance = self.safe_string(balance, 4)
-        account = self.account()
-        if availableBalance is not None:
-            account['free'] = availableBalance
-        account['total'] = totalBalance
-        return account
-
-    def handle_system_status(self, client: Client, message):
-        #
-        #     {
-        #         "event": "info",
-        #         "version": 2,
-        #         "serverId": "e293377e-7bb7-427e-b28c-5db045b2c1d1",
-        #         "platform": {status: 1},  # 1 for operative, 0 for maintenance
-        #     }
-        #
-        return message
-
-    def handle_subscription_status(self, client: Client, message):
-        #
-        #     {
-        #         "event": "subscribed",
-        #         "channel": "book",
-        #         "chanId": 67473,
-        #         "symbol": "tBTCUSD",
-        #         "prec": "P0",
-        #         "freq": "F0",
-        #         "len": "25",
-        #         "pair": "BTCUSD"
-        #     }
-        #
-        channelId = self.safe_string(message, 'chanId')
-        client.subscriptions[channelId] = message
-        return message
-
-    async def authenticate(self, params={}):
-        url = self.urls['api']['ws']['private']
-        client = self.client(url)
-        messageHash = 'authenticated'
-        future = client.future(messageHash)
-        authenticated = self.safe_value(client.subscriptions, messageHash)
-        if authenticated is None:
-            nonce = self.milliseconds()
-            payload = 'AUTH' + str(nonce)
-            signature = self.hmac(self.encode(payload), self.encode(self.secret), hashlib.sha384, 'hex')
-            event = 'auth'
-            request: dict = {
-                'apiKey': self.apiKey,
-                'authSig': signature,
-                'authNonce': nonce,
-                'authPayload': payload,
-                'event': event,
-            }
-            message = self.extend(request, params)
-            self.watch(url, messageHash, message, messageHash)
-        return await future
-
-    def handle_authentication_message(self, client: Client, message):
-        messageHash = 'authenticated'
-        status = self.safe_string(message, 'status')
-        if status == 'OK':
-            # we resolve the future here permanently so authentication only happens once
-            future = self.safe_value(client.futures, messageHash)
-            future.resolve(True)
-        else:
-            error = AuthenticationError(self.json(message))
-            client.reject(error, messageHash)
-            # allows further authentication attempts
-            if messageHash in client.subscriptions:
-                del client.subscriptions[messageHash]
-
-    async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
-        """
-        watches information on multiple orders made by the user
-        :param str symbol: unified market symbol of the market orders were made in
-        :param int [since]: the earliest time in ms to fetch orders for
-        :param int [limit]: the maximum number of order structures to retrieve
-        :param dict [params]: extra parameters specific to the exchange API endpoint
-        :returns dict[]: a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
-        """
-        await self.load_markets()
-        messageHash = 'orders'
-        if symbol is not None:
-            market = self.market(symbol)
-            messageHash += ':' + market['id']
-        orders = await self.subscribe_private(messageHash)
-        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, subscription):
-        #
-        # limit order
-        #    [
-        #        0,
-        #        "on",  # ou or oc
-        #        [
-        #           96923856256,  # order id
-        #           null,  # gid
-        #           1655029337026,  # cid
-        #           "tLTCUST",  # symbol
-        #           1655029337027,  # created timestamp
-        #           1655029337029,  # updated timestamp
-        #           0.1,  # amount
-        #           0.1,  # amount_orig
-        #           "EXCHANGE LIMIT",  # order type
-        #           null,  # type_prev
-        #           null,  # mts_tif
-        #           null,  # placeholder
-        #           0,  # flags
-        #           "ACTIVE",  # status
-        #           null,
-        #           null,
-        #           30,  # price
-        #           0,  # price average
-        #           0,  # price_trailling
-        #           0,  # price_aux_limit
-        #           null,
-        #           null,
-        #           null,
-        #           0,  # notify
-        #           0,
-        #           null,
-        #           null,
-        #           null,
-        #           "BFX",
-        #           null,
-        #           null,
-        #        ]
-        #    ]
-        #
-        data = self.safe_value(message, 2, [])
-        messageType = self.safe_string(message, 1)
-        if self.orders is None:
-            limit = self.safe_integer(self.options, 'ordersLimit', 1000)
-            self.orders = ArrayCacheBySymbolById(limit)
-        orders = self.orders
-        symbolIds: dict = {}
-        if messageType == 'os':
-            snapshotLength = len(data)
-            if snapshotLength == 0:
-                return
-            for i in range(0, len(data)):
-                value = data[i]
-                parsed = self.parse_ws_order(value)
-                symbol = parsed['symbol']
-                symbolIds[symbol] = True
-                orders.append(parsed)
-        else:
-            parsed = self.parse_ws_order(data)
-            orders.append(parsed)
-            symbol = parsed['symbol']
-            symbolIds[symbol] = True
-        name = 'orders'
-        client.resolve(self.orders, name)
-        keys = list(symbolIds.keys())
-        for i in range(0, len(keys)):
-            symbol = keys[i]
-            market = self.market(symbol)
-            messageHash = name + ':' + market['id']
-            client.resolve(self.orders, messageHash)
-
-    def parse_ws_order_status(self, status):
-        statuses: dict = {
-            'ACTIVE': 'open',
-            'CANCELED': 'canceled',
-            'EXECUTED': 'closed',
-            'PARTIALLY': 'open',
-        }
-        return self.safe_string(statuses, status, status)
-
-    def parse_ws_order(self, order, market=None):
-        #
-        #   [
-        #       97084883506,  # order id
-        #       null,
-        #       1655110144596,  # clientOrderId
-        #       "tLTCUST",  # symbol
-        #       1655110144596,  # created timestamp
-        #       1655110144598,  # updated timestamp
-        #       0,  # amount
-        #       0.1,  # amount_orig negative if sell order
-        #       "EXCHANGE MARKET",  # type
-        #       null,
-        #       null,
-        #       null,
-        #       0,
-        #       "EXECUTED @ 42.821(0.1)",  # status
-        #       null,
-        #       null,
-        #       42.799,  # price
-        #       42.821,  # price average
-        #       0,  # price trailling
-        #       0,  # price_aux_limit
-        #       null,
-        #       null,
-        #       null,
-        #       0,
-        #       0,
-        #       null,
-        #       null,
-        #       null,
-        #       "BFX",
-        #       null,
-        #       null,
-        #       {}
-        #   ]
-        #
-        id = self.safe_string(order, 0)
-        clientOrderId = self.safe_string(order, 1)
-        marketId = self.safe_string(order, 3)
-        symbol = self.safe_symbol(marketId)
-        market = self.safe_market(symbol)
-        amount = self.safe_string(order, 7)
-        side = 'buy'
-        if Precise.string_lt(amount, '0'):
-            amount = Precise.string_abs(amount)
-            side = 'sell'
-        remaining = Precise.string_abs(self.safe_string(order, 6))
-        type = self.safe_string(order, 8)
-        if type.find('LIMIT') > -1:
-            type = 'limit'
-        elif type.find('MARKET') > -1:
-            type = 'market'
-        rawState = self.safe_string(order, 13)
-        stateParts = rawState.split(' ')
-        trimmedStatus = self.safe_string(stateParts, 0)
-        status = self.parse_ws_order_status(trimmedStatus)
-        price = self.safe_string(order, 16)
-        timestamp = self.safe_integer_2(order, 5, 4)
-        average = self.safe_string(order, 17)
-        stopPrice = self.omit_zero(self.safe_string(order, 18))
-        return self.safe_order({
-            'info': order,
-            'id': id,
-            'clientOrderId': clientOrderId,
-            'timestamp': timestamp,
-            'datetime': self.iso8601(timestamp),
-            'lastTradeTimestamp': None,
-            'symbol': symbol,
-            'type': type,
-            'side': side,
-            'price': price,
-            'stopPrice': stopPrice,
-            'triggerPrice': stopPrice,
-            'average': average,
-            'amount': amount,
-            'remaining': remaining,
-            'filled': None,
-            'status': status,
-            'fee': None,
-            'cost': None,
-            'trades': None,
-        }, market)
-
-    def handle_message(self, client: Client, message):
-        channelId = self.safe_string(message, 0)
-        #
-        #     [
-        #         1231,
-        #         "hb",
-        #     ]
-        #
-        # auth message
-        #    {
-        #        "event": "auth",
-        #        "status": "OK",
-        #        "chanId": 0,
-        #        "userId": 3159883,
-        #        "auth_id": "ac7108e7-2f26-424d-9982-c24700dc02ca",
-        #        "caps": {
-        #          "orders": {read: 1, write: 1},
-        #          "account": {read: 1, write: 1},
-        #          "funding": {read: 1, write: 1},
-        #          "history": {read: 1, write: 0},
-        #          "wallets": {read: 1, write: 1},
-        #          "withdraw": {read: 0, write: 1},
-        #          "positions": {read: 1, write: 1},
-        #          "ui_withdraw": {read: 0, write: 0}
-        #        }
-        #    }
-        #
-        if isinstance(message, list):
-            if message[1] == 'hb':
-                return  # skip heartbeats within subscription channels for now
-            subscription = self.safe_value(client.subscriptions, channelId, {})
-            channel = self.safe_string(subscription, 'channel')
-            name = self.safe_string(message, 1)
-            publicMethods: dict = {
-                'book': self.handle_order_book,
-                'cs': self.handle_checksum,
-                'candles': self.handle_ohlcv,
-                'ticker': self.handle_ticker,
-                'trades': self.handle_trades,
-            }
-            privateMethods: dict = {
-                'os': self.handle_orders,
-                'ou': self.handle_orders,
-                'on': self.handle_orders,
-                'oc': self.handle_orders,
-                'wu': self.handle_balance,
-                'ws': self.handle_balance,
-                'tu': self.handle_my_trade,
-            }
-            method = None
-            if channelId == '0':
-                method = self.safe_value(privateMethods, name)
-            else:
-                method = self.safe_value_2(publicMethods, name, channel)
-            if method is not None:
-                method(client, message, subscription)
-        else:
-            event = self.safe_string(message, 'event')
-            if event is not None:
-                methods: dict = {
-                    'info': self.handle_system_status,
-                    'subscribed': self.handle_subscription_status,
-                    'auth': self.handle_authentication_message,
-                }
-                method = self.safe_value(methods, event)
-                if method is not None:
-                    method(client, message)