ccxt-ir 4.3.46.0.3__py2.py3-none-any.whl → 4.5.1__py2.py3-none-any.whl

ccxt/pro/modetrade.py

@@ -0,0 +1,1271 @@
+# -*- 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, ArrayCacheBySymbolBySide, ArrayCacheByTimestamp
+from ccxt.base.types import Any, Balances, Bool, Int, Order, OrderBook, Position, Str, Strings, Ticker, Tickers, 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 NotSupported
+from ccxt.base.precise import Precise
+
+
+class modetrade(ccxt.async_support.modetrade):
+
+    def describe(self) -> Any:
+        return self.deep_extend(super(modetrade, self).describe(), {
+            'has': {
+                'ws': True,
+                'watchBalance': True,
+                'watchMyTrades': True,
+                'watchOHLCV': True,
+                'watchOrderBook': True,
+                'watchOrders': True,
+                'watchTicker': True,
+                'watchTickers': True,
+                'watchBidsAsks': True,
+                'watchTrades': True,
+                'watchTradesForSymbols': False,
+                'watchPositions': True,
+            },
+            'urls': {
+                'api': {
+                    'ws': {
+                        'public': 'wss://ws-evm.orderly.org/ws/stream',
+                        'private': 'wss://ws-private-evm.orderly.org/v2/ws/private/stream',
+                    },
+                },
+                'test': {
+                    'ws': {
+                        'public': 'wss://testnet-ws-evm.orderly.org/ws/stream',
+                        'private': 'wss://testnet-ws-private-evm.orderly.org/v2/ws/private/stream',
+                    },
+                },
+            },
+            'requiredCredentials': {
+                'apiKey': True,
+                'secret': True,
+                'accountId': True,
+            },
+            'options': {
+                'tradesLimit': 1000,
+                'ordersLimit': 1000,
+                'requestId': {},
+                'watchPositions': {
+                    'fetchPositionsSnapshot': True,  # or False
+                    'awaitPositionsSnapshot': True,  # whether to wait for the positions snapshot before providing updates
+                },
+            },
+            'streaming': {
+                'ping': self.ping,
+                'keepAlive': 10000,
+            },
+            'exceptions': {
+                'ws': {
+                    'exact': {
+                        'Auth is needed.': AuthenticationError,
+                    },
+                },
+            },
+        })
+
+    def request_id(self, url):
+        options = self.safe_dict(self.options, 'requestId', {})
+        previousValue = self.safe_integer(options, url, 0)
+        newValue = self.sum(previousValue, 1)
+        self.options['requestId'][url] = newValue
+        return newValue
+
+    async def watch_public(self, messageHash, message):
+        # the default id
+        id = 'OqdphuyCtYWxwzhxyLLjOWNdFP7sQt8RPWzmb5xY'
+        if self.accountId is not None:
+            id = self.accountId
+        url = self.urls['api']['ws']['public'] + '/' + id
+        requestId = self.request_id(url)
+        subscribe: dict = {
+            'id': requestId,
+        }
+        request = self.extend(subscribe, message)
+        return await self.watch(url, messageHash, request, messageHash, subscribe)
+
+    async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
+        """
+
+        https://orderly.network/docs/build-on-evm/evm-api/websocket-api/public/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
+        """
+        await self.load_markets()
+        name = 'orderbook'
+        market = self.market(symbol)
+        topic = market['id'] + '@' + name
+        request: dict = {
+            'event': 'subscribe',
+            'topic': topic,
+        }
+        message = self.extend(request, params)
+        orderbook = await self.watch_public(topic, message)
+        return orderbook.limit()
+
+    def handle_order_book(self, client: Client, message):
+        #
+        #     {
+        #         "topic": "PERP_BTC_USDC@orderbook",
+        #         "ts": 1650121915308,
+        #         "data": {
+        #             "symbol": "PERP_BTC_USDC",
+        #             "bids": [
+        #                 [
+        #                     0.30891,
+        #                     2469.98
+        #                 ]
+        #             ],
+        #             "asks": [
+        #                 [
+        #                     0.31075,
+        #                     2379.63
+        #                 ]
+        #             ]
+        #         }
+        #     }
+        #
+        data = self.safe_dict(message, 'data', {})
+        marketId = self.safe_string(data, 'symbol')
+        market = self.safe_market(marketId)
+        symbol = market['symbol']
+        topic = self.safe_string(message, 'topic')
+        if not (symbol in self.orderbooks):
+            self.orderbooks[symbol] = self.order_book()
+        orderbook = self.orderbooks[symbol]
+        timestamp = self.safe_integer(message, 'ts')
+        snapshot = self.parse_order_book(data, symbol, timestamp, 'bids', 'asks')
+        orderbook.reset(snapshot)
+        client.resolve(orderbook, topic)
+
+    async def watch_ticker(self, symbol: str, params={}) -> Ticker:
+        """
+
+        https://orderly.network/docs/build-on-evm/evm-api/websocket-api/public/24-hour-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>`
+        """
+        await self.load_markets()
+        name = 'ticker'
+        market = self.market(symbol)
+        symbol = market['symbol']
+        topic = market['id'] + '@' + name
+        request: dict = {
+            'event': 'subscribe',
+            'topic': topic,
+        }
+        message = self.extend(request, params)
+        return await self.watch_public(topic, message)
+
+    def parse_ws_ticker(self, ticker, market=None):
+        #
+        #     {
+        #         "symbol": "PERP_BTC_USDC",
+        #         "open": 19441.5,
+        #         "close": 20147.07,
+        #         "high": 20761.87,
+        #         "low": 19320.54,
+        #         "volume": 2481.103,
+        #         "amount": 50037935.0286,
+        #         "count": 3689
+        #     }
+        #
+        return self.safe_ticker({
+            'symbol': self.safe_symbol(None, market),
+            'timestamp': None,
+            'datetime': None,
+            'high': self.safe_string(ticker, 'high'),
+            'low': self.safe_string(ticker, 'low'),
+            'bid': None,
+            'bidVolume': None,
+            'ask': None,
+            'askVolume': None,
+            'vwap': None,
+            'open': self.safe_string(ticker, 'open'),
+            'close': self.safe_string(ticker, 'close'),
+            'last': None,
+            'previousClose': None,
+            'change': None,
+            'percentage': None,
+            'average': None,
+            'baseVolume': self.safe_string(ticker, 'volume'),
+            'quoteVolume': self.safe_string(ticker, 'amount'),
+            'info': ticker,
+        }, market)
+
+    def handle_ticker(self, client: Client, message):
+        #
+        #     {
+        #         "topic": "PERP_BTC_USDC@ticker",
+        #         "ts": 1657120017000,
+        #         "data": {
+        #             "symbol": "PERP_BTC_USDC",
+        #             "open": 19441.5,
+        #             "close": 20147.07,
+        #             "high": 20761.87,
+        #             "low": 19320.54,
+        #             "volume": 2481.103,
+        #             "amount": 50037935.0286,
+        #             "count": 3689
+        #         }
+        #     }
+        #
+        data = self.safe_dict(message, 'data', {})
+        topic = self.safe_string(message, 'topic')
+        marketId = self.safe_string(data, 'symbol')
+        market = self.safe_market(marketId)
+        timestamp = self.safe_integer(message, 'ts')
+        data['date'] = timestamp
+        ticker = self.parse_ws_ticker(data, market)
+        ticker['symbol'] = market['symbol']
+        self.tickers[market['symbol']] = ticker
+        client.resolve(ticker, topic)
+        return message
+
+    async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+
+        https://orderly.network/docs/build-on-evm/evm-api/websocket-api/public/24-hour-tickers
+
+        watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+        :param str[] symbols: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols)
+        name = 'tickers'
+        topic = name
+        request: dict = {
+            'event': 'subscribe',
+            'topic': topic,
+        }
+        message = self.extend(request, params)
+        tickers = await self.watch_public(topic, message)
+        return self.filter_by_array(tickers, 'symbol', symbols)
+
+    def handle_tickers(self, client: Client, message):
+        #
+        #     {
+        #         "topic":"tickers",
+        #         "ts":1618820615000,
+        #         "data":[
+        #             {
+        #                 "symbol":"PERP_NEAR_USDC",
+        #                 "open":16.297,
+        #                 "close":17.183,
+        #                 "high":24.707,
+        #                 "low":11.997,
+        #                 "volume":0,
+        #                 "amount":0,
+        #                 "count":0
+        #             },
+        #         ...
+        #         ]
+        #     }
+        #
+        topic = self.safe_string(message, 'topic')
+        data = self.safe_list(message, 'data', [])
+        timestamp = self.safe_integer(message, 'ts')
+        result = []
+        for i in range(0, len(data)):
+            marketId = self.safe_string(data[i], 'symbol')
+            market = self.safe_market(marketId)
+            ticker = self.parse_ws_ticker(self.extend(data[i], {'date': timestamp}), market)
+            self.tickers[market['symbol']] = ticker
+            result.append(ticker)
+        client.resolve(result, topic)
+
+    async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+
+        https://orderly.network/docs/build-on-evm/evm-api/websocket-api/public/bbos
+
+        watches best bid & ask for symbols
+        :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)
+        name = 'bbos'
+        topic = name
+        request: dict = {
+            'event': 'subscribe',
+            'topic': topic,
+        }
+        message = self.extend(request, params)
+        tickers = await self.watch_public(topic, message)
+        return self.filter_by_array(tickers, 'symbol', symbols)
+
+    def handle_bid_ask(self, client: Client, message):
+        #
+        #     {
+        #       "topic": "bbos",
+        #       "ts": 1726212495000,
+        #       "data": [
+        #         {
+        #           "symbol": "PERP_BTC_USDC",
+        #           "ask": 0.16570,
+        #           "askSize": 4224,
+        #           "bid": 0.16553,
+        #           "bidSize": 6645
+        #         }
+        #       ]
+        #     }
+        #
+        topic = self.safe_string(message, 'topic')
+        data = self.safe_list(message, 'data', [])
+        timestamp = self.safe_integer(message, 'ts')
+        result = []
+        for i in range(0, len(data)):
+            ticker = self.parse_ws_bid_ask(self.extend(data[i], {'ts': timestamp}))
+            self.tickers[ticker['symbol']] = ticker
+            result.append(ticker)
+        client.resolve(result, topic)
+
+    def parse_ws_bid_ask(self, ticker, market=None):
+        marketId = self.safe_string(ticker, 'symbol')
+        market = self.safe_market(marketId, market)
+        symbol = self.safe_string(market, 'symbol')
+        timestamp = self.safe_integer(ticker, 'ts')
+        return self.safe_ticker({
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'ask': self.safe_string(ticker, 'ask'),
+            'askVolume': self.safe_string(ticker, 'askSize'),
+            'bid': self.safe_string(ticker, 'bid'),
+            'bidVolume': self.safe_string(ticker, 'bidSize'),
+            'info': ticker,
+        }, market)
+
+    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
+
+        https://orderly.network/docs/build-on-evm/evm-api/websocket-api/public/k-line
+
+        :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()
+        if (timeframe != '1m') and (timeframe != '5m') and (timeframe != '15m') and (timeframe != '30m') and (timeframe != '1h') and (timeframe != '1d') and (timeframe != '1w') and (timeframe != '1M'):
+            raise NotSupported(self.id + ' watchOHLCV timeframe argument must be 1m, 5m, 15m, 30m, 1h, 1d, 1w, 1M')
+        market = self.market(symbol)
+        interval = self.safe_string(self.timeframes, timeframe, timeframe)
+        name = 'kline'
+        topic = market['id'] + '@' + name + '_' + interval
+        request: dict = {
+            'event': 'subscribe',
+            'topic': topic,
+        }
+        message = self.extend(request, params)
+        ohlcv = await self.watch_public(topic, message)
+        if self.newUpdates:
+            limit = ohlcv.getLimit(market['symbol'], limit)
+        return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
+
+    def handle_ohlcv(self, client: Client, message):
+        #
+        #     {
+        #         "topic":"PERP_BTC_USDC@kline_1m",
+        #         "ts":1618822432146,
+        #         "data":{
+        #             "symbol":"PERP_BTC_USDC",
+        #             "type":"1m",
+        #             "open":56948.97,
+        #             "close":56891.76,
+        #             "high":56948.97,
+        #             "low":56889.06,
+        #             "volume":44.00947568,
+        #             "amount":2504584.9,
+        #             "startTime":1618822380000,
+        #             "endTime":1618822440000
+        #         }
+        #     }
+        #
+        data = self.safe_dict(message, 'data', {})
+        topic = self.safe_string(message, 'topic')
+        marketId = self.safe_string(data, 'symbol')
+        market = self.safe_market(marketId)
+        symbol = market['symbol']
+        interval = self.safe_string(data, 'type')
+        timeframe = self.find_timeframe(interval)
+        parsed = [
+            self.safe_integer(data, 'startTime'),
+            self.safe_number(data, 'open'),
+            self.safe_number(data, 'high'),
+            self.safe_number(data, 'low'),
+            self.safe_number(data, 'close'),
+            self.safe_number(data, 'volume'),
+        ]
+        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
+        ohlcvCache = self.ohlcvs[symbol][timeframe]
+        ohlcvCache.append(parsed)
+        client.resolve(ohlcvCache, topic)
+
+    async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
+        """
+        watches information on multiple trades made in a market
+
+        https://orderly.network/docs/build-on-evm/evm-api/websocket-api/public/trade
+
+        :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 <https://docs.ccxt.com/#/?id=trade-structure>`
+        """
+        await self.load_markets()
+        market = self.market(symbol)
+        symbol = market['symbol']
+        topic = market['id'] + '@trade'
+        request: dict = {
+            'event': 'subscribe',
+            'topic': topic,
+        }
+        message = self.extend(request, params)
+        trades = await self.watch_public(topic, message)
+        if self.newUpdates:
+            limit = trades.getLimit(market['symbol'], limit)
+        return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True)
+
+    def handle_trade(self, client: Client, message):
+        #
+        # {
+        #     "topic":"PERP_ADA_USDC@trade",
+        #     "ts":1618820361552,
+        #     "data":{
+        #         "symbol":"PERP_ADA_USDC",
+        #         "price":1.27988,
+        #         "size":300,
+        #         "side":"BUY",
+        #     }
+        # }
+        #
+        topic = self.safe_string(message, 'topic')
+        timestamp = self.safe_integer(message, 'ts')
+        data = self.safe_dict(message, 'data', {})
+        marketId = self.safe_string(data, 'symbol')
+        market = self.safe_market(marketId)
+        symbol = market['symbol']
+        trade = self.parse_ws_trade(self.extend(data, {'timestamp': timestamp}), market)
+        if not (symbol in self.trades):
+            limit = self.safe_integer(self.options, 'tradesLimit', 1000)
+            stored = ArrayCache(limit)
+            self.trades[symbol] = stored
+        trades = self.trades[symbol]
+        trades.append(trade)
+        self.trades[symbol] = trades
+        client.resolve(trades, topic)
+
+    def parse_ws_trade(self, trade, market=None):
+        #
+        #     {
+        #         "symbol":"PERP_ADA_USDC",
+        #         "timestamp":1618820361552,
+        #         "price":1.27988,
+        #         "size":300,
+        #         "side":"BUY",
+        #     }
+        # private stream
+        #     {
+        #         symbol: 'PERP_XRP_USDC',
+        #         clientOrderId: '',
+        #         orderId: 1167632251,
+        #         type: 'MARKET',
+        #         side: 'BUY',
+        #         quantity: 20,
+        #         price: 0,
+        #         tradeId: '1715179456664012',
+        #         executedPrice: 0.5276,
+        #         executedQuantity: 20,
+        #         fee: 0.006332,
+        #         feeAsset: 'USDC',
+        #         totalExecutedQuantity: 20,
+        #         avgPrice: 0.5276,
+        #         averageExecutedPrice: 0.5276,
+        #         status: 'FILLED',
+        #         reason: '',
+        #         totalFee: 0.006332,
+        #         visible: 0,
+        #         visibleQuantity: 0,
+        #         timestamp: 1715179456660,
+        #         orderTag: 'CCXT',
+        #         createdTime: 1715179456656,
+        #         maker: False
+        #     }
+        #
+        marketId = self.safe_string(trade, 'symbol')
+        market = self.safe_market(marketId, market)
+        symbol = market['symbol']
+        price = self.safe_string_2(trade, 'executedPrice', 'price')
+        amount = self.safe_string_2(trade, 'executedQuantity', 'size')
+        cost = Precise.string_mul(price, amount)
+        side = self.safe_string_lower(trade, 'side')
+        timestamp = self.safe_integer(trade, 'timestamp')
+        takerOrMaker = None
+        maker = self.safe_bool(trade, 'maker')
+        if maker is not None:
+            takerOrMaker = 'maker' if maker else 'taker'
+        fee = None
+        feeValue = self.safe_string(trade, 'fee')
+        if feeValue is not None:
+            fee = {
+                'cost': feeValue,
+                'currency': self.safe_currency_code(self.safe_string(trade, 'feeAsset')),
+            }
+        return self.safe_trade({
+            'id': self.safe_string(trade, 'tradeId'),
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'symbol': symbol,
+            'side': side,
+            'price': price,
+            'amount': amount,
+            'cost': cost,
+            'order': self.safe_string(trade, 'orderId'),
+            'takerOrMaker': takerOrMaker,
+            'type': self.safe_string_lower(trade, 'type'),
+            'fee': fee,
+            'info': trade,
+        }, market)
+
+    def handle_auth(self, client: Client, message):
+        #
+        #     {
+        #         "event": "auth",
+        #         "success": True,
+        #         "ts": 1657463158812
+        #     }
+        #
+        messageHash = 'authenticated'
+        success = self.safe_value(message, 'success')
+        if success:
+            # client.resolve(message, messageHash)
+            future = self.safe_value(client.futures, 'authenticated')
+            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['authenticated']
+
+    async def authenticate(self, params={}):
+        self.check_required_credentials()
+        url = self.urls['api']['ws']['private'] + '/' + self.accountId
+        client = self.client(url)
+        messageHash = 'authenticated'
+        event = 'auth'
+        future = client.future(messageHash)
+        authenticated = self.safe_value(client.subscriptions, messageHash)
+        if authenticated is None:
+            ts = str(self.nonce())
+            auth = ts
+            secret = self.secret
+            if secret.find('ed25519:') >= 0:
+                parts = secret.split('ed25519:')
+                secret = parts[1]
+            signature = self.eddsa(self.encode(auth), self.base58_to_binary(secret), 'ed25519')
+            request: dict = {
+                'event': event,
+                'params': {
+                    'orderly_key': self.apiKey,
+                    'sign': signature,
+                    'timestamp': ts,
+                },
+            }
+            message = self.extend(request, params)
+            self.watch(url, messageHash, message, messageHash)
+        return await future
+
+    async def watch_private(self, messageHash, message, params={}):
+        await self.authenticate(params)
+        url = self.urls['api']['ws']['private'] + '/' + self.accountId
+        requestId = self.request_id(url)
+        subscribe: dict = {
+            'id': requestId,
+        }
+        request = self.extend(subscribe, message)
+        return await self.watch(url, messageHash, request, messageHash, subscribe)
+
+    async def watch_private_multiple(self, messageHashes, message, params={}):
+        await self.authenticate(params)
+        url = self.urls['api']['ws']['private'] + '/' + self.accountId
+        requestId = self.request_id(url)
+        subscribe: dict = {
+            'id': requestId,
+        }
+        request = self.extend(subscribe, message)
+        return await self.watch_multiple(url, messageHashes, request, messageHashes, subscribe)
+
+    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
+
+        https://orderly.network/docs/build-on-evm/evm-api/websocket-api/private/execution-report
+        https://orderly.network/docs/build-on-evm/evm-api/websocket-api/private/algo-execution-report
+
+        :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
+        :param bool [params.trigger]: True if trigger order
+        :returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        await self.load_markets()
+        trigger = self.safe_bool_2(params, 'stop', 'trigger', False)
+        topic = 'algoexecutionreport' if (trigger) else 'executionreport'
+        params = self.omit(params, ['stop', 'trigger'])
+        messageHash = topic
+        if symbol is not None:
+            market = self.market(symbol)
+            symbol = market['symbol']
+            messageHash += ':' + symbol
+        request: dict = {
+            'event': 'subscribe',
+            'topic': topic,
+        }
+        message = self.extend(request, params)
+        orders = await self.watch_private(messageHash, message)
+        if self.newUpdates:
+            limit = orders.getLimit(symbol, limit)
+        return self.filter_by_symbol_since_limit(orders, symbol, since, limit, 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
+
+        https://orderly.network/docs/build-on-evm/evm-api/websocket-api/private/execution-report
+        https://orderly.network/docs/build-on-evm/evm-api/websocket-api/private/algo-execution-report
+
+        :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
+        :param bool [params.trigger]: True if trigger order
+        :returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        await self.load_markets()
+        trigger = self.safe_bool_2(params, 'stop', 'trigger', False)
+        topic = 'algoexecutionreport' if (trigger) else 'executionreport'
+        params = self.omit(params, 'stop')
+        messageHash = 'myTrades'
+        if symbol is not None:
+            market = self.market(symbol)
+            symbol = market['symbol']
+            messageHash += ':' + symbol
+        request: dict = {
+            'event': 'subscribe',
+            'topic': topic,
+        }
+        message = self.extend(request, params)
+        orders = await self.watch_private(messageHash, message)
+        if self.newUpdates:
+            limit = orders.getLimit(symbol, limit)
+        return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
+
+    def parse_ws_order(self, order, market=None):
+        #
+        #     {
+        #         "symbol": "PERP_BTC_USDT",
+        #         "clientOrderId": 0,
+        #         "orderId": 52952826,
+        #         "type": "LIMIT",
+        #         "side": "SELL",
+        #         "quantity": 0.01,
+        #         "price": 22000,
+        #         "tradeId": 0,
+        #         "executedPrice": 0,
+        #         "executedQuantity": 0,
+        #         "fee": 0,
+        #         "feeAsset": "USDT",
+        #         "totalExecutedQuantity": 0,
+        #         "status": "NEW",
+        #         "reason": '',
+        #         "orderTag": "default",
+        #         "totalFee": 0,
+        #         "visible": 0.01,
+        #         "timestamp": 1657515556799,
+        #         "reduceOnly": False,
+        #         "maker": False
+        #     }
+        # algo order
+        #     {
+        #         "symbol":"PERP_MATIC_USDC",
+        #         "rootAlgoOrderId":123,
+        #         "parentAlgoOrderId":123,
+        #         "algoOrderId":123,
+        #         "orderTag":"some tags",
+        #         "algoType": "STOP",
+        #         "clientOrderId":"client_id",
+        #         "type":"LIMIT",
+        #         "side":"BUY",
+        #         "quantity":7029.0,
+        #         "price":0.7699,
+        #         "tradeId":0,
+        #         "triggerTradePrice":0,
+        #         "triggerTime":1234567,
+        #         "triggered": False,
+        #         "activated": False,
+        #         "executedPrice":0.0,
+        #         "executedQuantity":0.0,
+        #         "fee":0.0,
+        #         "feeAsset":"USDC",
+        #         "totalExecutedQuantity":0.0,
+        #         "averageExecutedQuantity":0.0,
+        #         "avgPrice":0,
+        #         "triggerPrice":0.0,
+        #         "triggerPriceType":"STOP",
+        #         "isActivated": False,
+        #         "status":"NEW",
+        #         "rootAlgoStatus": "FILLED",
+        #         "algoStatus": "FILLED",
+        #         "reason":"",
+        #         "totalFee":0.0,
+        #         "visible": 7029.0,
+        #         "visibleQuantity":7029.0,
+        #         "timestamp":1704679472448,
+        #         "maker":false,
+        #         "isMaker":false,
+        #         "createdTime":1704679472448
+        #     }
+        #
+        orderId = self.safe_string(order, 'orderId')
+        marketId = self.safe_string(order, 'symbol')
+        market = self.market(marketId)
+        symbol = market['symbol']
+        timestamp = self.safe_integer(order, 'timestamp')
+        fee = {
+            'cost': self.safe_string(order, 'totalFee'),
+            'currency': self.safe_string(order, 'feeAsset'),
+        }
+        priceString = self.safe_string(order, 'price')
+        price = self.safe_number(order, 'price')
+        avgPrice = self.safe_number(order, 'avgPrice')
+        if Precise.string_eq(priceString, '0') and (avgPrice is not None):
+            price = avgPrice
+        amount = self.safe_string(order, 'quantity')
+        side = self.safe_string_lower(order, 'side')
+        type = self.safe_string_lower(order, 'type')
+        filled = self.safe_number(order, 'totalExecutedQuantity')
+        totalExecQuantity = self.safe_string(order, 'totalExecutedQuantity')
+        remaining = amount
+        if Precise.string_ge(amount, totalExecQuantity):
+            remaining = Precise.string_sub(remaining, totalExecQuantity)
+        rawStatus = self.safe_string(order, 'status')
+        status = self.parse_order_status(rawStatus)
+        trades = None
+        clientOrderId = self.safe_string(order, 'clientOrderId')
+        triggerPrice = self.safe_number(order, 'triggerPrice')
+        return self.safe_order({
+            'info': order,
+            'symbol': symbol,
+            'id': orderId,
+            'clientOrderId': clientOrderId,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'lastTradeTimestamp': timestamp,
+            'type': type,
+            'timeInForce': None,
+            'postOnly': None,
+            'side': side,
+            'price': price,
+            'stopPrice': triggerPrice,
+            'triggerPrice': triggerPrice,
+            'amount': amount,
+            'cost': None,
+            'average': None,
+            'filled': filled,
+            'remaining': remaining,
+            'status': status,
+            'fee': fee,
+            'trades': trades,
+        })
+
+    def handle_order_update(self, client: Client, message):
+        #
+        #     {
+        #         "topic": "executionreport",
+        #         "ts": 1657515556799,
+        #         "data": {
+        #             "symbol": "PERP_BTC_USDT",
+        #             "clientOrderId": 0,
+        #             "orderId": 52952826,
+        #             "type": "LIMIT",
+        #             "side": "SELL",
+        #             "quantity": 0.01,
+        #             "price": 22000,
+        #             "tradeId": 0,
+        #             "executedPrice": 0,
+        #             "executedQuantity": 0,
+        #             "fee": 0,
+        #             "feeAsset": "USDT",
+        #             "totalExecutedQuantity": 0,
+        #             "status": "NEW",
+        #             "reason": '',
+        #             "orderTag": "default",
+        #             "totalFee": 0,
+        #             "visible": 0.01,
+        #             "timestamp": 1657515556799,
+        #             "maker": False
+        #         }
+        #     }
+        #
+        topic = self.safe_string(message, 'topic')
+        data = self.safe_value(message, 'data')
+        if isinstance(data, list):
+            # algoexecutionreport
+            for i in range(0, len(data)):
+                order = data[i]
+                tradeId = self.omit_zero(self.safe_string(data, 'tradeId'))
+                if tradeId is not None:
+                    self.handle_my_trade(client, order)
+                self.handle_order(client, order, topic)
+        else:
+            # executionreport
+            tradeId = self.omit_zero(self.safe_string(data, 'tradeId'))
+            if tradeId is not None:
+                self.handle_my_trade(client, data)
+            self.handle_order(client, data, topic)
+
+    def handle_order(self, client: Client, message, topic):
+        parsed = self.parse_ws_order(message)
+        symbol = self.safe_string(parsed, 'symbol')
+        orderId = self.safe_string(parsed, 'id')
+        if symbol is not None:
+            if self.orders is None:
+                limit = self.safe_integer(self.options, 'ordersLimit', 1000)
+                self.orders = ArrayCacheBySymbolById(limit)
+            cachedOrders = self.orders
+            orders = self.safe_dict(cachedOrders.hashmap, symbol, {})
+            order = self.safe_dict(orders, orderId)
+            if order is not None:
+                fee = self.safe_value(order, 'fee')
+                if fee is not None:
+                    parsed['fee'] = fee
+                fees = self.safe_list(order, 'fees')
+                if fees is not None:
+                    parsed['fees'] = fees
+                parsed['trades'] = self.safe_list(order, 'trades')
+                parsed['timestamp'] = self.safe_integer(order, 'timestamp')
+                parsed['datetime'] = self.safe_string(order, 'datetime')
+            cachedOrders.append(parsed)
+            client.resolve(self.orders, topic)
+            messageHashSymbol = topic + ':' + symbol
+            client.resolve(self.orders, messageHashSymbol)
+
+    def handle_my_trade(self, client: Client, message):
+        #
+        # {
+        #     symbol: 'PERP_XRP_USDC',
+        #     clientOrderId: '',
+        #     orderId: 1167632251,
+        #     type: 'MARKET',
+        #     side: 'BUY',
+        #     quantity: 20,
+        #     price: 0,
+        #     tradeId: '1715179456664012',
+        #     executedPrice: 0.5276,
+        #     executedQuantity: 20,
+        #     fee: 0.006332,
+        #     feeAsset: 'USDC',
+        #     totalExecutedQuantity: 20,
+        #     avgPrice: 0.5276,
+        #     averageExecutedPrice: 0.5276,
+        #     status: 'FILLED',
+        #     reason: '',
+        #     totalFee: 0.006332,
+        #     visible: 0,
+        #     visibleQuantity: 0,
+        #     timestamp: 1715179456660,
+        #     orderTag: 'CCXT',
+        #     createdTime: 1715179456656,
+        #     maker: False
+        # }
+        #
+        messageHash = 'myTrades'
+        marketId = self.safe_string(message, 'symbol')
+        market = self.safe_market(marketId)
+        symbol = market['symbol']
+        trade = self.parse_ws_trade(message, market)
+        trades = self.myTrades
+        if trades is None:
+            limit = self.safe_integer(self.options, 'tradesLimit', 1000)
+            trades = ArrayCacheBySymbolById(limit)
+            self.myTrades = trades
+        trades.append(trade)
+        client.resolve(trades, messageHash)
+        symbolSpecificMessageHash = messageHash + ':' + symbol
+        client.resolve(trades, symbolSpecificMessageHash)
+
+    async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
+        """
+
+        https://orderly.network/docs/build-on-evm/evm-api/websocket-api/private/position-push
+
+        watch all open positions
+        :param str[] [symbols]: list of unified market symbols
+ @param since timestamp in ms of the earliest position to fetch
+ @param limit the maximum number of positions to fetch
+        :param dict params: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
+        """
+        await self.load_markets()
+        messageHashes = []
+        symbols = self.market_symbols(symbols)
+        if not self.is_empty(symbols):
+            for i in range(0, len(symbols)):
+                symbol = symbols[i]
+                messageHashes.append('positions::' + symbol)
+        else:
+            messageHashes.append('positions')
+        url = self.urls['api']['ws']['private'] + '/' + self.accountId
+        client = self.client(url)
+        self.set_positions_cache(client, symbols)
+        fetchPositionsSnapshot = self.handle_option('watchPositions', 'fetchPositionsSnapshot', True)
+        awaitPositionsSnapshot = self.handle_option('watchPositions', 'awaitPositionsSnapshot', True)
+        if fetchPositionsSnapshot and awaitPositionsSnapshot and self.positions is None:
+            snapshot = await client.future('fetchPositionsSnapshot')
+            return self.filter_by_symbols_since_limit(snapshot, symbols, since, limit, True)
+        request: dict = {
+            'event': 'subscribe',
+            'topic': 'position',
+        }
+        newPositions = await self.watch_private_multiple(messageHashes, request, params)
+        if self.newUpdates:
+            return newPositions
+        return self.filter_by_symbols_since_limit(self.positions, symbols, since, limit, True)
+
+    def set_positions_cache(self, client: Client, type, symbols: Strings = None):
+        fetchPositionsSnapshot = self.handle_option('watchPositions', 'fetchPositionsSnapshot', False)
+        if fetchPositionsSnapshot:
+            messageHash = 'fetchPositionsSnapshot'
+            if not (messageHash in client.futures):
+                client.future(messageHash)
+                self.spawn(self.load_positions_snapshot, client, messageHash)
+        else:
+            self.positions = ArrayCacheBySymbolBySide()
+
+    async def load_positions_snapshot(self, client, messageHash):
+        positions = await self.fetch_positions()
+        self.positions = ArrayCacheBySymbolBySide()
+        cache = self.positions
+        for i in range(0, len(positions)):
+            position = positions[i]
+            contracts = self.safe_string(position, 'contracts', '0')
+            if Precise.string_gt(contracts, '0'):
+                cache.append(position)
+        # don't remove the future from the .futures cache
+        future = client.futures[messageHash]
+        future.resolve(cache)
+        client.resolve(cache, 'positions')
+
+    def handle_positions(self, client, message):
+        #
+        #    {
+        #        "topic":"position",
+        #        "ts":1705292345255,
+        #        "data":{
+        #           "positions":[
+        #              {
+        #                     "symbol":"PERP_ETH_USDC",
+        #                     "positionQty":3.1408,
+        #                     "costPosition":5706.51952,
+        #                     "lastSumUnitaryFunding":0.804,
+        #                     "sumUnitaryFundingVersion":0,
+        #                     "pendingLongQty":0.0,
+        #                     "pendingShortQty":-1.0,
+        #                     "settlePrice":1816.9,
+        #                     "averageOpenPrice":1804.51490427,
+        #                     "unsettledPnl":-2.79856,
+        #                     "pnl24H":-338.90179488,
+        #                     "fee24H":4.242423,
+        #                     "markPrice":1816.2,
+        #                     "estLiqPrice":0.0,
+        #                     "version":179967,
+        #                     "imrwithOrders":0.1,
+        #                     "mmrwithOrders":0.05,
+        #                     "mmr":0.05,
+        #                     "imr":0.1,
+        #                     "timestamp":1685154032762
+        #              }
+        #           ]
+        #        }
+        #    }
+        #
+        data = self.safe_dict(message, 'data', {})
+        rawPositions = self.safe_list(data, 'positions', [])
+        if self.positions is None:
+            self.positions = ArrayCacheBySymbolBySide()
+        cache = self.positions
+        newPositions = []
+        for i in range(0, len(rawPositions)):
+            rawPosition = rawPositions[i]
+            marketId = self.safe_string(rawPosition, 'symbol')
+            market = self.safe_market(marketId)
+            position = self.parse_ws_position(rawPosition, market)
+            newPositions.append(position)
+            cache.append(position)
+            messageHash = 'positions::' + market['symbol']
+            client.resolve(position, messageHash)
+        client.resolve(newPositions, 'positions')
+
+    def parse_ws_position(self, position, market=None):
+        #
+        #     {
+        #         "symbol":"PERP_ETH_USDC",
+        #         "positionQty":3.1408,
+        #         "costPosition":5706.51952,
+        #         "lastSumUnitaryFunding":0.804,
+        #         "sumUnitaryFundingVersion":0,
+        #         "pendingLongQty":0.0,
+        #         "pendingShortQty":-1.0,
+        #         "settlePrice":1816.9,
+        #         "averageOpenPrice":1804.51490427,
+        #         "unsettledPnl":-2.79856,
+        #         "pnl24H":-338.90179488,
+        #         "fee24H":4.242423,
+        #         "markPrice":1816.2,
+        #         "estLiqPrice":0.0,
+        #         "version":179967,
+        #         "imrwithOrders":0.1,
+        #         "mmrwithOrders":0.05,
+        #         "mmr":0.05,
+        #         "imr":0.1,
+        #         "timestamp":1685154032762
+        #     }
+        #
+        contract = self.safe_string(position, 'symbol')
+        market = self.safe_market(contract, market)
+        size = self.safe_string(position, 'positionQty')
+        side: Str = None
+        if Precise.string_gt(size, '0'):
+            side = 'long'
+        else:
+            side = 'short'
+        contractSize = self.safe_string(market, 'contractSize')
+        markPrice = self.safe_string(position, 'markPrice')
+        timestamp = self.safe_integer(position, 'timestamp')
+        entryPrice = self.safe_string(position, 'averageOpenPrice')
+        unrealisedPnl = self.safe_string(position, 'unsettledPnl')
+        size = Precise.string_abs(size)
+        notional = Precise.string_mul(size, markPrice)
+        return self.safe_position({
+            'info': position,
+            'id': None,
+            'symbol': self.safe_string(market, 'symbol'),
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'lastUpdateTimestamp': None,
+            'initialMargin': None,
+            'initialMarginPercentage': None,
+            'maintenanceMargin': None,
+            'maintenanceMarginPercentage': None,
+            'entryPrice': self.parse_number(entryPrice),
+            'notional': self.parse_number(notional),
+            'leverage': None,
+            'unrealizedPnl': self.parse_number(unrealisedPnl),
+            'contracts': self.parse_number(size),
+            'contractSize': self.parse_number(contractSize),
+            'marginRatio': None,
+            'liquidationPrice': self.safe_number(position, 'estLiqPrice'),
+            'markPrice': self.parse_number(markPrice),
+            'lastPrice': None,
+            'collateral': None,
+            'marginMode': 'cross',
+            'marginType': None,
+            'side': side,
+            'percentage': None,
+            'hedged': None,
+            'stopLossPrice': None,
+            'takeProfitPrice': None,
+        })
+
+    async def watch_balance(self, params={}) -> Balances:
+        """
+        watch balance and get the amount of funds available for trading or funds locked in orders
+
+        https://orderly.network/docs/build-on-evm/evm-api/websocket-api/private/balance
+
+        :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()
+        topic = 'balance'
+        messageHash = topic
+        request: dict = {
+            'event': 'subscribe',
+            'topic': topic,
+        }
+        message = self.extend(request, params)
+        return await self.watch_private(messageHash, message)
+
+    def handle_balance(self, client, message):
+        #
+        #     {
+        #         "topic":"balance",
+        #         "ts":1651836695254,
+        #         "data":{
+        #             "balances":{
+        #                 "USDC":{
+        #                     "holding":5555815.47398272,
+        #                     "frozen":0,
+        #                     "interest":0,
+        #                     "pendingShortQty":0,
+        #                     "pendingExposure":0,
+        #                     "pendingLongQty":0,
+        #                     "pendingLongExposure":0,
+        #                     "version":894,
+        #                     "staked":51370692,
+        #                     "unbonding":0,
+        #                     "vault":0,
+        #                     "averageOpenPrice":0.00000574,
+        #                     "pnl24H":0,
+        #                     "fee24H":0.01914,
+        #                     "markPrice":0.31885
+        #                 }
+        #             }
+        #         }
+        #     }
+        #
+        data = self.safe_dict(message, 'data', {})
+        balances = self.safe_dict(data, 'balances', {})
+        keys = list(balances.keys())
+        ts = self.safe_integer(message, 'ts')
+        self.balance['info'] = data
+        self.balance['timestamp'] = ts
+        self.balance['datetime'] = self.iso8601(ts)
+        for i in range(0, len(keys)):
+            key = keys[i]
+            value = balances[key]
+            code = self.safe_currency_code(key)
+            account = self.balance[code] if (code in self.balance) else self.account()
+            total = self.safe_string(value, 'holding')
+            used = self.safe_string(value, 'frozen')
+            account['total'] = total
+            account['used'] = used
+            account['free'] = Precise.string_sub(total, used)
+            self.balance[code] = account
+        self.balance = self.safe_balance(self.balance)
+        client.resolve(self.balance, 'balance')
+
+    def handle_error_message(self, client: Client, message) -> Bool:
+        #
+        # {"id":"1","event":"subscribe","success":false,"ts":1710780997216,"errorMsg":"Auth is needed."}
+        #
+        if not ('success' in message):
+            return False
+        success = self.safe_bool(message, 'success')
+        if success:
+            return False
+        errorMessage = self.safe_string(message, 'errorMsg')
+        try:
+            if errorMessage is not None:
+                feedback = self.id + ' ' + self.json(message)
+                self.throw_exactly_matched_exception(self.exceptions['exact'], errorMessage, feedback)
+            return False
+        except Exception as error:
+            if isinstance(error, AuthenticationError):
+                messageHash = 'authenticated'
+                client.reject(error, messageHash)
+                if messageHash in client.subscriptions:
+                    del client.subscriptions[messageHash]
+            else:
+                client.reject(error)
+            return True
+
+    def handle_message(self, client: Client, message):
+        if self.handle_error_message(client, message):
+            return
+        methods: dict = {
+            'ping': self.handle_ping,
+            'pong': self.handle_pong,
+            'subscribe': self.handle_subscribe,
+            'orderbook': self.handle_order_book,
+            'ticker': self.handle_ticker,
+            'tickers': self.handle_tickers,
+            'kline': self.handle_ohlcv,
+            'trade': self.handle_trade,
+            'auth': self.handle_auth,
+            'executionreport': self.handle_order_update,
+            'algoexecutionreport': self.handle_order_update,
+            'position': self.handle_positions,
+            'balance': self.handle_balance,
+            'bbos': self.handle_bid_ask,
+        }
+        event = self.safe_string(message, 'event')
+        method = self.safe_value(methods, event)
+        if method is not None:
+            method(client, message)
+            return
+        topic = self.safe_string(message, 'topic')
+        if topic is not None:
+            method = self.safe_value(methods, topic)
+            if method is not None:
+                method(client, message)
+                return
+            splitTopic = topic.split('@')
+            splitLength = len(splitTopic)
+            if splitLength == 2:
+                name = self.safe_string(splitTopic, 1)
+                method = self.safe_value(methods, name)
+                if method is not None:
+                    method(client, message)
+                    return
+                splitName = name.split('_')
+                splitNameLength = len(splitTopic)
+                if splitNameLength == 2:
+                    method = self.safe_value(methods, self.safe_string(splitName, 0))
+                    if method is not None:
+                        method(client, message)
+
+    def ping(self, client: Client):
+        return {'event': 'ping'}
+
+    def handle_ping(self, client: Client, message):
+        return {'event': 'pong'}
+
+    def handle_pong(self, client: Client, message):
+        #
+        # {event: "pong", ts: 1614667590000}
+        #
+        client.lastPong = self.milliseconds()
+        return message
+
+    def handle_subscribe(self, client: Client, message):
+        #
+        #     {
+        #         "id": "666888",
+        #         "event": "subscribe",
+        #         "success": True,
+        #         "ts": 1657117712212
+        #     }
+        #
+        return message