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

ccxt/pro/poloniexfutures.py

@@ -1,990 +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
-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 AuthenticationError
-from ccxt.base.errors import BadRequest
-from ccxt.base.errors import InvalidNonce
-
-
-class poloniexfutures(ccxt.async_support.poloniexfutures):
-
-    def describe(self):
-        return self.deep_extend(super(poloniexfutures, self).describe(), {
-            'has': {
-                'ws': True,
-                'cancelAllOrdersWs': False,
-                'cancelOrdersWs': False,
-                'cancelOrderWs': False,
-                'createOrderWs': False,
-                'editOrderWs': False,
-                'fetchBalanceWs': False,
-                'fetchOpenOrdersWs': False,
-                'fetchOrderWs': False,
-                'fetchTradesWs': False,
-                'watchOHLCV': False,
-                'watchOrderBook': True,
-                'watchTicker': True,
-                'watchTickers': False,
-                'watchTrades': True,
-                'watchBalance': True,
-                'watchOrders': True,
-                'watchMyTrades': False,
-                'watchPosition': None,
-                'watchPositions': False,
-            },
-            'urls': {
-                'api': {
-                    'ws': 'wss://futures-apiws.poloniex.com/endpoint',
-                },
-            },
-            'options': {
-                'tradesLimit': 1000,
-                'ordersLimit': 1000,
-                'watchTicker': {
-                    'method': '/contractMarket/ticker',  # can also be /contractMarket/snapshot
-                },
-                'watchOrders': {
-                    'method': '/contractMarket/tradeOrders',  # can also be /contractMarket/advancedOrders
-                },
-                'watchOrderBook': {
-                    'method': '/contractMarket/level2',  # can also be '/contractMarket/level3v2'
-                    'snapshotDelay': 5,
-                    'snapshotMaxRetries': 3,
-                },
-                'streamLimit': 5,  # called tunnels by poloniexfutures docs
-                'streamBySubscriptionsHash': {},
-                'streamIndex': -1,
-            },
-            'streaming': {
-                'keepAlive': 30000,
-                'maxPingPongMisses': 2.0,
-            },
-        })
-
-    async def negotiate(self, privateChannel, params={}):
-        connectId = 'private' if privateChannel else 'public'
-        urls = self.safe_value(self.options, 'urls', {})
-        if connectId in urls:
-            # return urls[connectId]
-            storedFuture = urls[connectId]
-            return await storedFuture
-        # we store an awaitable to the url
-        # so that multiple calls don't asynchronously
-        # fetch different urls and overwrite each other
-        urls[connectId] = self.spawn(self.negotiate_helper, privateChannel, params)
-        self.options['urls'] = urls
-        future = urls[connectId]
-        return await future
-
-    async def negotiate_helper(self, privateChannel, params={}):
-        response = None
-        connectId = 'private' if privateChannel else 'public'
-        try:
-            if privateChannel:
-                response = await self.privatePostBulletPrivate(params)
-                #
-                #     {
-                #         "code": "200000",
-                #         "data": {
-                #             "instanceServers": [
-                #                 {
-                #                     "pingInterval":  50000,
-                #                     "endpoint": "wss://push-private.kucoin.com/endpoint",
-                #                     "protocol": "websocket",
-                #                     "encrypt": True,
-                #                     "pingTimeout": 10000
-                #                 }
-                #             ],
-                #             "token": "2neAiuYvAU61ZDXANAGAsiL4-iAExhsBXZxftpOeh_55i3Ysy2q2LEsEWU64mdzUOPusi34M_wGoSf7iNyEWJ1UQy47YbpY4zVdzilNP-Bj3iXzrjjGlWtiYB9J6i9GjsxUuhPw3BlrzazF6ghq4Lzf7scStOz3KkxjwpsOBCH4=.WNQmhZQeUKIkh97KYgU0Lg=="
-                #         }
-                #     }
-                #
-            else:
-                response = await self.publicPostBulletPublic(params)
-            data = self.safe_value(response, 'data', {})
-            instanceServers = self.safe_value(data, 'instanceServers', [])
-            firstInstanceServer = self.safe_value(instanceServers, 0)
-            pingInterval = self.safe_integer(firstInstanceServer, 'pingInterval')
-            endpoint = self.safe_string(firstInstanceServer, 'endpoint')
-            token = self.safe_string(data, 'token')
-            result = endpoint + '?' + self.urlencode({
-                'token': token,
-                'privateChannel': privateChannel,
-                'connectId': connectId,
-            })
-            client = self.client(result)
-            client.keepAlive = pingInterval
-            return result
-        except Exception as e:
-            future = self.safe_value(self.options['urls'], connectId)
-            future.reject(e)
-            del self.options['urls'][connectId]
-        return None
-
-    def request_id(self):
-        requestId = self.sum(self.safe_integer(self.options, 'requestId', 0), 1)
-        self.options['requestId'] = requestId
-        return requestId
-
-    async def subscribe(self, name: str, isPrivate: bool, symbol: Str = None, subscription=None, params={}):
-        """
-         * @ignore
-        Connects to a websocket channel
-        :param str name: name of the channel and suscriptionHash
-        :param bool isPrivate: True for the authenticated url, False for the public url
-        :param str symbol: is required for all public channels, not required for private channels(except position)
-        :param dict subscription: subscription parameters
-        :param dict [params]: extra parameters specific to the poloniex api
-        :returns dict: data from the websocket stream
-        """
-        url = await self.negotiate(isPrivate)
-        if symbol is not None:
-            market = self.market(symbol)
-            marketId = market['id']
-            name += ':' + marketId
-        messageHash = name
-        tunnelId = await self.stream(url, messageHash)
-        requestId = self.request_id()
-        subscribe: dict = {
-            'id': requestId,
-            'type': 'subscribe',
-            'topic': name,                 # Subscribed topic. Some topics support subscribe to the data of multiple trading pairs through ",".
-            'privateChannel': isPrivate,   # Adopt the private channel or not. Set by default.
-            'response': True,              # Whether the server needs to return the receipt information of self subscription or not. Set by default.
-            'tunnelId': tunnelId,
-        }
-        subscriptionRequest: dict = {
-            'id': requestId,
-        }
-        if subscription is None:
-            subscription = subscriptionRequest
-        else:
-            subscription = self.extend(subscriptionRequest, subscription)
-        request = self.extend(subscribe, params)
-        return await self.watch(url, messageHash, request, name, subscriptionRequest)
-
-    def on_close(self, client, error):
-        self.options['streamBySubscriptionsHash'] = {}
-        super(poloniexfutures, self).on_close(client, error)
-
-    async def stream(self, url, subscriptionHash):
-        streamBySubscriptionsHash = self.safe_value(self.options, 'streamBySubscriptionsHash', {})
-        stream = self.safe_string(streamBySubscriptionsHash, subscriptionHash)
-        if stream is None:
-            streamIndex = self.safe_integer(self.options, 'streamIndex', -1)
-            streamLimit = self.safe_value(self.options, 'streamLimit')
-            streamIndex = streamIndex + 1
-            normalizedIndex = streamIndex % streamLimit
-            self.options['streamIndex'] = streamIndex
-            streamIndexString = self.number_to_string(normalizedIndex)
-            stream = 'stream-' + streamIndexString
-            self.options['streamBySubscriptionsHash'][subscriptionHash] = stream
-            messageHash = 'tunnel:' + stream
-            request: dict = {
-                'id': messageHash,
-                'type': 'openTunnel',
-                'newTunnelId': stream,
-                'response': True,
-            }
-            subscription: dict = {
-                'id': messageHash,
-                'method': self.handle_new_stream,
-            }
-            await self.watch(url, messageHash, request, messageHash, subscription)
-        return stream
-
-    def handle_order_book_subscription(self, client: Client, message, subscription):
-        symbol = self.safe_string(subscription, 'symbol')
-        limit = self.safe_integer(subscription, 'limit')
-        self.orderbooks[symbol] = self.order_book({}, limit)
-
-    def handle_subscription_status(self, client: Client, message):
-        #
-        #     {
-        #         "id": "1578090438322",
-        #         "type": "ack"
-        #     }
-        #
-        id = self.safe_string(message, 'id')
-        subscriptionsById = self.index_by(client.subscriptions, 'id')
-        subscription = self.safe_value(subscriptionsById, id, {})
-        method = self.safe_value(subscription, 'method')
-        if method is not None:
-            method(client, message, subscription)
-        return message
-
-    def handle_new_stream(self, client: Client, message, subscription):
-        #
-        #    {
-        #        "id": "1545910840805",
-        #        "type": "ack"
-        #    }
-        #
-        messageHash = self.safe_string(message, 'id')
-        client.resolve(message, messageHash)
-
-    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://futures-docs.poloniex.com/#get-real-time-symbol-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)
-        name = '/contractMarket/ticker'
-        return await self.subscribe(name, False, symbol, None, params)
-
-    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://futures-docs.poloniex.com/#full-matching-engine-data-level-3
-        :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()
-        options = self.safe_value(self.options, 'watchTrades')
-        name = self.safe_string(options, 'method', '/contractMarket/execution')  # can also be /contractMarket/snapshot
-        name, params = self.handle_option_and_params(params, 'method', 'name', name)
-        symbol = self.symbol(symbol)
-        trades = await self.subscribe(name, False, symbol, None, 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://futures-docs.poloniex.com/#level-2-market-data
-        :param str symbol: unified symbol of the market to fetch the order book for
-        :param int [limit]: not used by poloniexfutures watchOrderBook
-        :param dict [params]: extra parameters specific to the exchange API endpoint
-        :param str [params.method]: the method to use. Defaults to /contractMarket/level2 can also be /contractMarket/level3v2 to receive the raw stream of orders
-        :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
-        """
-        await self.load_markets()
-        options = self.safe_value(self.options, 'watchOrderBook')
-        name = self.safe_string(options, 'method', '/contractMarket/level2')  # can also be /contractMarket/level2, /contractMarket/level2Depth5:{symbol}, /contractMarket/level2Depth50:{symbol}
-        name, params = self.handle_option_and_params(params, 'method', 'name', name)
-        if name == '/contractMarket/level2' and limit is not None:
-            if limit != 5 and limit != 50:
-                raise BadRequest(self.id + ' watchOrderBook limit argument must be none, 5 or 50 if using method /contractMarket/level2')
-            name += 'Depth' + self.number_to_string(limit)
-        subscription: dict = {
-            'symbol': symbol,
-            'limit': limit,
-            'method': self.handle_order_book_subscription,
-        }
-        orderbook = await self.subscribe(name, False, symbol, subscription, 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://futures-docs.poloniex.com/#private-messages
-        :param str symbol: filter by 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
-        :param str [params.method]: the method to use will default to /contractMarket/tradeOrders. Set to /contractMarket/advancedOrders to watch stop orders
-        :returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
-        """
-        await self.load_markets()
-        options = self.safe_value(self.options, 'watchOrders')
-        name = self.safe_string(options, 'method', '/contractMarket/tradeOrders')
-        orders = await self.subscribe(name, True, None, None, params)
-        if self.newUpdates:
-            limit = orders.getLimit(symbol, limit)
-        orders = self.filter_by_symbol_since_limit(orders, symbol, since, limit)
-        length = len(orders)
-        if length == 0:
-            return await self.watch_orders(symbol, since, limit, params)
-        return orders
-
-    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://futures-docs.poloniex.com/#account-balance-events
-        :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 = '/contractAccount/wallet'
-        return await self.subscribe(name, True, None, None, params)
-
-    def handle_trade(self, client: Client, message):
-        #
-        #    {
-        #        "data": {
-        #            "makerUserId": "1410336",
-        #            "symbol": "BTCUSDTPERP",
-        #            "sequence": 267913,
-        #            "side": "buy",
-        #            "size": 2,
-        #            "price": 28409.5,
-        #            "takerOrderId": "6426f9f15782c8000776995f",
-        #            "makerOrderId": "6426f9f141406b0008df976e",
-        #            "takerUserId": "1410880",
-        #            "tradeId": "6426f9f1de029f0001e334dd",
-        #            "ts": 1680275953739092500,
-        #        },
-        #        "subject": "match",
-        #        "topic": "/contractMarket/execution:BTCUSDTPERP",
-        #        "type": "message",
-        #    }
-        #
-        data = self.safe_value(message, 'data', {})
-        marketId = self.safe_string(data, 'symbol')
-        if marketId is not None:
-            trade = self.parse_ws_trade(data)
-            symbol = trade['symbol']
-            messageHash = '/contractMarket/execution:' + marketId
-            stored = self.safe_value(self.trades, symbol)
-            if stored is None:
-                tradesLimit = self.safe_integer(self.options, 'tradesLimit', 1000)
-                stored = ArrayCache(tradesLimit)
-                self.trades[symbol] = stored
-            stored.append(trade)
-            client.resolve(stored, messageHash)
-        return message
-
-    def parse_ws_trade(self, trade, market=None):
-        #
-        # handleTrade
-        #
-        #    {
-        #        "makerUserId": "1410880",
-        #        "symbol": "BTCUSDTPERP",
-        #        "sequence": 731390,
-        #        "side": "sell",
-        #        "size": 2,
-        #        "price": 29372.4,
-        #        "takerOrderId": "644ef0fdd64748000759218a",
-        #        "makerOrderId": "644ef0fd25f4a50007f12fc5",
-        #        "takerUserId": "1410880",
-        #        "tradeId": "644ef0fdde029f0001eec346",
-        #        "ts": 1682895101923194000
-        #    }
-        #
-        marketId = self.safe_string(trade, 'symbol')
-        market = self.safe_market(marketId, market)
-        timestamp = self.safe_integer_product(trade, 'ts', 0.000001)
-        return self.safe_trade({
-            'info': trade,
-            'id': self.safe_string(trade, 'tradeId'),
-            'symbol': self.safe_string(market, 'symbol'),
-            'timestamp': timestamp,
-            'datetime': self.iso8601(timestamp),
-            'order': self.safe_string_2(trade, 'takerOrderId', 'makerOrderId'),
-            'type': None,
-            'side': self.safe_string(trade, 'side'),
-            'takerOrMaker': None,
-            'price': self.safe_string(trade, 'price'),
-            'amount': self.safe_string_2(trade, 'matchSize', 'size'),
-            'cost': None,
-            'fee': None,
-        }, market)
-
-    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'),  # ? tradeQty?
-            '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):
-        #
-        #    {
-        #        "data": {
-        #          "symbol": "ADAUSDTPERP",
-        #          "orderType": "limit",
-        #          "side": "buy",
-        #          "canceledSize": "1",
-        #          "orderId": "642b4d4c0494cd0007c76813",
-        #          "type": "canceled",
-        #          "orderTime": "1680559436101909048",
-        #          "size": "1",
-        #          "filledSize": "0",
-        #          "marginType": 1,
-        #          "price": "0.25",
-        #          "remainSize": "0",
-        #          "clientOid": "112cbbf1-95a3-4917-957c-d3a87d81f853",
-        #          "status": "done",
-        #          "ts": 1680559677560686600
-        #        },
-        #        "subject": "orderChange",
-        #        "topic": "/contractMarket/tradeOrders",
-        #        "channelType": "private",
-        #        "type": "message",
-        #        "userId": "1139790"
-        #    }
-        # stop order
-        #    {
-        #        "data": {
-        #            "orderType": "stop",
-        #            "symbol": "BTCUSDTPERP",
-        #            "side": "buy",
-        #            "stopPriceType": "TP",
-        #            "orderId": "64514fe1850d2100074378f6",
-        #            "type": "open",
-        #            "createdAt": 1683050465847,
-        #            "stopPrice": "29000",
-        #            "size": 2,
-        #            "stop": "up",
-        #            "marginType": 0,
-        #            "orderPrice": "28552.9",
-        #            "ts": 1683050465847597300
-        #        },
-        #        "subject": "stopOrder",
-        #        "topic": "/contractMarket/advancedOrders",
-        #        "channelType": "private",
-        #        "id": "64514fe1850d2100074378fa",
-        #        "type": "message",
-        #        "userId": "1160396"
-        #    }
-        #
-        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
-        messageHash = '/contractMarket/tradeOrders'
-        parsed = self.parse_ws_order(data)
-        orders.append(parsed)
-        client.resolve(orders, messageHash)
-        return message
-
-    def parse_order_status(self, status: str, type: str):
-        """
-         * @ignore
-        :param str status: "match", "open", "done"
-        :param str type: "open", "match", "filled", "canceled", "update"
-        :returns str:
-        """
-        types: dict = {
-            'canceled': 'canceled',
-            'cancel': 'canceled',
-            'filled': 'closed',
-        }
-        parsedStatus = self.safe_string(types, type)
-        if parsedStatus is None:
-            statuses: dict = {
-                'open': 'open',
-                'match': 'open',
-                'done': 'closed',
-            }
-            parsedStatus = self.safe_string(statuses, status, status)
-        return parsedStatus
-
-    def parse_ws_order(self, order, market=None):
-        #
-        #    {
-        #        "symbol": "ADAUSDTPERP",
-        #        "orderType": "limit",
-        #        "side": "buy",
-        #        "canceledSize": "1",
-        #        "orderId": "642b4d4c0494cd0007c76813",
-        #        "type": "canceled",
-        #        "orderTime": "1680559436101909048",
-        #        "size": "1",
-        #        "filledSize": "0",
-        #        "marginType": 1,
-        #        "price": "0.25",
-        #        "remainSize": "0",
-        #        "clientOid": "112cbbf1-95a3-4917-957c-d3a87d81f853",
-        #        "status": "done",
-        #        "ts": 1680559677560686600
-        #    }
-        # stop
-        #    {
-        #        "orderType": "stop",
-        #        "symbol": "BTCUSDTPERP",
-        #        "side": "buy",
-        #        "stopPriceType": "TP",
-        #        "orderId": "64514fe1850d2100074378f6",
-        #        "type": "open",
-        #        "createdAt": 1683050465847,
-        #        "stopPrice": "29000",
-        #        "size": 2,
-        #        "stop": "up",
-        #        "marginType": 0,
-        #        "orderPrice": "28552.9",
-        #        "ts": 1683050465847597300
-        #    }
-        #
-        id = self.safe_string(order, 'orderId')
-        clientOrderId = self.safe_string(order, 'clientOid')
-        marketId = self.safe_string(order, 'symbol')
-        timestamp = self.safe_integer_product_2(order, 'orderTime', 'ts', 0.000001)
-        status = self.safe_string(order, 'status')
-        messageType = self.safe_string(order, 'type')
-        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, 'orderType'),
-            'timeInForce': None,
-            'postOnly': None,
-            'side': self.safe_string(order, 'side'),
-            'price': self.safe_string_2(order, 'price', 'orderPrice'),
-            'stopPrice': self.safe_string(order, 'stopPrice'),
-            'triggerPrice': None,
-            'amount': self.safe_string(order, 'size'),
-            'cost': None,
-            'average': None,
-            'filled': self.safe_string(order, 'filledSize'),
-            'remaining': self.safe_string(order, 'remainSize'),
-            'status': self.parse_order_status(status, messageType),
-            'fee': None,
-            'trades': None,
-        })
-
-    def handle_ticker(self, client: Client, message):
-        #
-        #    {
-        #        "subject": "ticker",
-        #        "topic": "/contractMarket/ticker:BTCUSDTPERP",
-        #        "data": {
-        #            "symbol": "BTCUSDTPERP",                   # Market of the symbol
-        #            "sequence": 45,                            # Sequence number which is used to judge the continuity of the pushed messages
-        #            "side": "sell",                            # Transaction side of the last traded taker order
-        #            "price": 3600.00,                          # Filled price
-        #            "size": 16,                                # Filled quantity
-        #            "tradeId": "5c9dcf4170744d6f5a3d32fb",     # Order ID
-        #            "bestBidSize": 795,                        # Best bid size
-        #            "bestBidPrice": 3200.00,                   # Best bid
-        #            "bestAskPrice": 3600.00,                   # Best ask size
-        #            "bestAskSize": 284,                        # Best ask
-        #            "ts": 1553846081210004941                  # Filled time - nanosecond
-        #        },
-        #        "type": "message",
-        #    }
-        #
-        #    {
-        #        "topic": "/contractMarket/snapshot:BTCUSDTPERP",
-        #        "subject": "snapshot.24h",
-        #        "data": {
-        #            "volume": 30449670,            #24h Volume
-        #            "turnover": 845169919063,      #24h Turnover
-        #            "lastPrice": 3551,           #Last price
-        #            "priceChgPct": 0.0043,         #24h Change
-        #            "ts": 1547697294838004923      #Snapshot time(nanosecond)
-        #        }
-        #    }
-        #
-        data = self.safe_value(message, 'data', {})
-        messageHash = self.safe_string(message, 'topic')
-        symbol = self.get_symbol_from_topic(messageHash)
-        if symbol is not None:
-            ticker = self.parse_ticker(data)
-            self.tickers[symbol] = ticker
-            client.resolve(ticker, messageHash)
-        return message
-
-    def handle_l3_order_book(self, client: Client, message):
-        #
-        #    {
-        #        "data": {
-        #            "symbol": "BTCUSDTPERP",
-        #            "sequence": 1679593048010,
-        #            "orderId": "6426fec8586b9500089d64d8",
-        #            "clientOid": "14e6ee8e-8757-462c-84db-ed12c2b62f55",
-        #            "ts": 1680277192127513900
-        #        },
-        #        "subject": "received",
-        #        "topic": "/contractMarket/level3v2:BTCUSDTPERP",
-        #        "type": "message"
-        #    }
-        #
-        #    {
-        #        "data": {
-        #            "symbol": "BTCUSDTPERP",
-        #            "sequence": 1679593047982,
-        #            "side": "sell",
-        #            "orderTime": "1680277191900131371",
-        #            "size": "1",
-        #            "orderId": "6426fec7d32b6e000790268b",
-        #            "price": "28376.4",
-        #            "ts": 1680277191939042300
-        #        },
-        #        "subject": "open",
-        #        "topic": "/contractMarket/level3v2:BTCUSDTPERP",
-        #        "type": "message"
-        #    }
-        #
-        #    {
-        #        "data": {
-        #            "symbol": "BTCUSDTPERP",
-        #            "reason": "canceled",   # or "filled"
-        #            "sequence": 1679593047983,
-        #            "orderId": "6426fec74026fa0008e7046f",
-        #            "ts": 1680277191949842000
-        #        },
-        #        "subject": "done",
-        #        "topic": "/contractMarket/level3v2:BTCUSDTPERP",
-        #        "type": "message"
-        #    }
-        #
-        messageHash = self.safe_string(message, 'topic')
-        subject = self.safe_string(message, 'subject')
-        if subject == 'received':
-            return
-        # At the time of writting self, there is no implementation to easily convert each order into the orderbook so raw messages are returned
-        client.resolve(message, messageHash)
-
-    def handle_level_2(self, client: Client, message):
-        #    {
-        #        "subject": "level2",
-        #        "topic": "/contractMarket/level2:BTCUSDTPERP",
-        #        "type": "message",
-        #        "data": {
-        #            "sequence": 18,                   # Sequence number which is used to judge the continuity of pushed messages
-        #            "change": "5000.0,sell,83"        # Price, side, quantity
-        #            "timestamp": 1551770400000
-        #        }
-        #    }
-        topic = self.safe_string(message, 'topic')
-        isSnapshot = topic.find('Depth') >= 0
-        if isSnapshot:
-            self.hande_l2_snapshot(client, message)
-            return
-        self.handle_l2_order_book(client, message)
-
-    def handle_l2_order_book(self, client: Client, message):
-        #
-        #    {
-        #        "id": 1545910660740,
-        #        "type": "subscribe",
-        #        "topic": "/contractMarket/level2:BTCUSDTPERP",
-        #        "response": True
-        #    }
-        #
-        #    {
-        #        "subject": "level2",
-        #        "topic": "/contractMarket/level2:BTCUSDTPERP",
-        #        "type": "message",
-        #        "data": {
-        #            "sequence": 18,                   # Sequence number which is used to judge the continuity of pushed messages
-        #            "change": "5000.0,sell,83"        # Price, side, quantity
-        #            "timestamp": 1551770400000
-        #        }
-        #    }
-        #
-        data = self.safe_value(message, 'data', {})
-        messageHash = self.safe_string(message, 'topic', '')
-        symbol = self.get_symbol_from_topic(messageHash)
-        orderBook = self.safe_value(self.orderbooks, symbol)
-        if orderBook is None:
-            self.orderbooks[symbol] = self.order_book({})
-            orderBook = self.orderbooks[symbol]
-            orderBook['symbol'] = symbol
-        nonce = self.safe_integer(orderBook, 'nonce')
-        if nonce is None:
-            cacheLength = len(orderBook.cache)
-            snapshotDelay = self.handle_option('watchOrderBook', 'snapshotDelay', 5)
-            if cacheLength == snapshotDelay:
-                limit = 0
-                self.spawn(self.load_order_book, client, messageHash, symbol, limit, {})
-            orderBook.cache.append(data)
-            return
-        try:
-            self.handle_delta(orderBook, data)
-            client.resolve(orderBook, messageHash)
-        except Exception as e:
-            del self.orderbooks[symbol]
-            client.reject(e, messageHash)
-
-    def hande_l2_snapshot(self, client: Client, message):
-        #
-        #    {
-        #        "type": "message",
-        #        "topic": "/contractMarket/level2Depth5:BTCUSDTPERP",
-        #        "subject": "level2",
-        #        "data": {
-        #            "asks": [
-        #                ["9993", "3"],
-        #                ["9992", "3"],
-        #                ["9991", "47"],
-        #                ["9990", "32"],
-        #                ["9989", "8"]
-        #            ],
-        #            "bids": [
-        #                ["9988", "56"],
-        #                ["9987", "15"],
-        #                ["9986", "100"],
-        #                ["9985", "10"],
-        #                ["9984", "10"]
-        #            ],
-        #            "timestamp": 1682993050531,
-        #        }
-        #    }
-        #
-        data = self.safe_value(message, 'data', {})
-        messageHash = self.safe_string(message, 'topic', '')
-        symbol = self.get_symbol_from_topic(messageHash)
-        timestamp = self.safe_integer(data, 'timestamp')
-        snapshot = self.parse_order_book(data, symbol, timestamp, 'bids', 'asks')
-        orderbook = self.order_book(snapshot)
-        self.orderbooks[symbol] = orderbook
-        client.resolve(orderbook, messageHash)
-
-    def get_symbol_from_topic(self, topic: str):
-        splitTopic = topic.split(':')
-        marketId = self.safe_string(splitTopic, 1)
-        return self.safe_symbol(marketId)
-
-    def get_cache_index(self, orderbook, cache):
-        firstDelta = self.safe_value(cache, 0)
-        nonce = self.safe_integer(orderbook, 'nonce')
-        firstDeltaSequence = self.safe_integer(firstDelta, 'sequence')
-        if firstDeltaSequence > nonce + 1:
-            return -1
-        for i in range(0, len(cache)):
-            delta = cache[i]
-            sequence = self.safe_integer(delta, 'sequence')
-            if nonce == sequence - 1:
-                return i
-        return len(cache)
-
-    def handle_delta(self, orderbook, delta):
-        #
-        #    {
-        #      sequence: 123677914,
-        #      lastSequence: 123677913,
-        #      change: '80.36,buy,4924',
-        #      changes: ['80.19,buy,0',"80.15,buy,10794"],
-        #      timestamp: 1715643483528
-        #    },
-        #
-        sequence = self.safe_integer(delta, 'sequence')
-        lastSequence = self.safe_integer(delta, 'lastSequence')
-        nonce = self.safe_integer(orderbook, 'nonce')
-        if nonce > sequence:
-            return
-        if nonce != lastSequence:
-            raise InvalidNonce(self.id + ' watchOrderBook received an out-of-order nonce')
-        changes = self.safe_list(delta, 'changes')
-        for i in range(0, len(changes)):
-            change = changes[i]
-            splitChange = change.split(',')
-            price = self.safe_number(splitChange, 0)
-            side = self.safe_string(splitChange, 1)
-            size = self.safe_number(splitChange, 2)
-            orderBookSide = orderbook['bids'] if (side == 'buy') else orderbook['asks']
-            orderBookSide.store(price, size)
-        timestamp = self.safe_integer(delta, 'timestamp')
-        orderbook['timestamp'] = timestamp
-        orderbook['datetime'] = self.iso8601(timestamp)
-        orderbook['nonce'] = sequence
-
-    def handle_balance(self, client: Client, message):
-        #
-        #    {
-        #        "data": {
-        #          "currency": "USDT",
-        #          "availableBalance": "4.0000000000",
-        #          "timestamp": "1680557568670"
-        #        },
-        #        "subject": "availableBalance.change",
-        #        "topic": "/contractAccount/wallet",
-        #        "channelType": "private",
-        #        "id": "642b4600cae86800074b5ab7",
-        #        "type": "message",
-        #        "userId": "1139790"
-        #    }
-        #
-        #    {
-        #        "data": {
-        #          "currency": "USDT",
-        #          "orderMargin": "0.0000000000",
-        #          "timestamp": "1680558743307"
-        #        },
-        #        "subject": "orderMargin.change",
-        #        "topic": "/contractAccount/wallet",
-        #        "channelType": "private",
-        #        "id": "642b4a97b58e360007c3a237",
-        #        "type": "message",
-        #        "userId": "1139790"
-        #    }
-        #
-        data = self.safe_value(message, 'data', [])
-        messageHash = '/contractAccount/wallet'
-        currencyId = self.safe_string(data, 'currency')
-        currency = self.currency(currencyId)
-        code = currency['code']
-        self.balance[code] = self.parse_ws_balance(data)
-        client.resolve(self.balance[code], messageHash)
-        return message
-
-    def parse_ws_balance(self, response):
-        #
-        #    {
-        #        "currency": "USDT",
-        #        "availableBalance": "4.0000000000",
-        #        "timestamp": "1680557568670"
-        #    }
-        #
-        #    {
-        #        "currency": "USDT",
-        #        "orderMargin": "0.0000000000",
-        #        "timestamp": "1680558743307"
-        #    }
-        #
-        timestamp = self.safe_integer(response, 'timestamp')
-        result: dict = {
-            'info': response,
-            'timestamp': timestamp,
-            'datetime': self.iso8601(timestamp),
-        }
-        currencyId = self.safe_string(response, 'currency')
-        code = self.safe_currency_code(currencyId)
-        newAccount = self.account()
-        newAccount['free'] = self.safe_string(response, 'availableBalance')
-        result[code] = newAccount
-        return self.safe_balance(result)
-
-    def handle_system_status(self, client: Client, message):
-        #
-        #     {
-        #         "id": "1578090234088",  # connectId
-        #         "type": "welcome",
-        #     }
-        #
-        return message
-
-    def handle_subject(self, client: Client, message):
-        subject = self.safe_string(message, 'subject')
-        methods: dict = {
-            'auth': self.handle_authenticate,
-            'received': self.handle_l3_order_book,
-            'open': self.handle_l3_order_book,
-            'update': self.handle_l3_order_book,
-            'done': self.handle_l3_order_book,
-            'level2': self.handle_level_2,
-            'ticker': self.handle_ticker,
-            'snapshot.24h': self.handle_ticker,
-            'match': self.handle_trade,
-            'orderChange': self.handle_order,
-            'stopOrder': self.handle_order,
-            'availableBalance.change': self.handle_balance,
-            'orderMargin.change': self.handle_balance,
-        }
-        method = self.safe_value(methods, subject)
-        if method is not None:
-            method(client, message)
-
-    def ping(self, client: Client):
-        id = str(self.request_id())
-        return {
-            'id': id,
-            'type': 'ping',
-        }
-
-    def handle_pong(self, client: Client, message):
-        client.lastPong = self.milliseconds()
-        return message
-
-    def handle_error_message(self, client: Client, message):
-        #
-        #    {
-        #        "code": 404,
-        #        "data": "tunnel stream-0 is not exist",
-        #        "id": "3",
-        #        "type": "error"
-        #    }
-        #
-        client.reject(message)
-
-    def handle_message(self, client: Client, message):
-        type = self.safe_string(message, 'type')
-        methods: dict = {
-            'welcome': self.handle_system_status,
-            'ack': self.handle_subscription_status,
-            'message': self.handle_subject,
-            'pong': self.handle_pong,
-            'error': self.handle_error_message,
-        }
-        method = self.safe_value(methods, type)
-        if method is not None:
-            method(client, message)
-
-    def handle_authenticate(self, 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