ccxt 4.2.76__py2.py3-none-any.whl → 4.4.48__py2.py3-none-any.whl

ccxt/pro/poloniex.py

@@ -10,9 +10,9 @@ from ccxt.base.types import Balances, Int, Num, Order, OrderBook, OrderSide, Ord
 from ccxt.async_support.base.ws.client import Client
 from typing import List
 from ccxt.base.errors import ExchangeError
+from ccxt.base.errors import AuthenticationError
 from ccxt.base.errors import BadRequest
 from ccxt.base.errors import InvalidOrder
-from ccxt.base.errors import AuthenticationError
 from ccxt.base.precise import Precise
 
 
@@ -27,6 +27,7 @@ class poloniex(ccxt.async_support.poloniex):
                 'watchTicker': True,
                 'watchTickers': True,
                 'watchTrades': True,
+                'watchTradesForSymbols': True,
                 'watchBalance': True,
                 'watchStatus': False,
                 'watchOrders': True,
@@ -84,9 +85,11 @@ class poloniex(ccxt.async_support.poloniex):
 
     async def authenticate(self, params={}):
         """
-         * @ignore
+ @ignore
         authenticates the user to access private web socket channels
-        :see: https://docs.poloniex.com/#authenticated-channels-market-data-authentication
+
+        https://api-docs.poloniex.com/spot/websocket/authentication
+
         :returns dict: response from exchange
         """
         self.check_required_credentials()
@@ -99,7 +102,7 @@ class poloniex(ccxt.async_support.poloniex):
             accessPath = '/ws'
             requestString = 'GET\n' + accessPath + '\nsignTimestamp=' + timestamp
             signature = self.hmac(self.encode(requestString), self.encode(self.secret), hashlib.sha256, 'base64')
-            request = {
+            request: dict = {
                 'event': 'subscribe',
                 'channel': ['auth'],
                 'params': {
@@ -111,7 +114,7 @@ class poloniex(ccxt.async_support.poloniex):
                 },
             }
             message = self.extend(request, params)
-            future = await self.watch(url, messageHash, message)
+            future = await self.watch(url, messageHash, message, messageHash)
             #
             #    {
             #        "data": {
@@ -137,17 +140,18 @@ class poloniex(ccxt.async_support.poloniex):
 
     async def subscribe(self, name: str, messageHash: str, isPrivate: bool, symbols: Strings = None, params={}):
         """
-         * @ignore
+ @ignore
         Connects to a websocket channel
         :param str name: name of the channel
+        :param str messageHash: unique identifier for the message
         :param boolean isPrivate: True for the authenticated url, False for the public url
-        :param str[]|None symbols: CCXT market symbols
+        :param str[] [symbols]: CCXT market symbols
         :param dict [params]: extra parameters specific to the poloniex api
         :returns dict: data from the websocket stream
         """
         publicOrPrivate = 'private' if isPrivate else 'public'
         url = self.urls['api']['ws'][publicOrPrivate]
-        subscribe = {
+        subscribe: dict = {
             'event': 'subscribe',
             'channel': [
                 name,
@@ -166,16 +170,15 @@ class poloniex(ccxt.async_support.poloniex):
 
     async def trade_request(self, name: str, params={}):
         """
-         * @ignore
+ @ignore
         Connects to a websocket channel
         :param str name: name of the channel
-        :param str[]|None symbols: CCXT market symbols
         :param dict [params]: extra parameters specific to the poloniex api
         :returns dict: data from the websocket stream
         """
         url = self.urls['api']['ws']['private']
         messageHash = str(self.nonce())
-        subscribe = {
+        subscribe: dict = {
             'id': messageHash,
             'event': name,
             'params': params,
@@ -184,19 +187,21 @@ class poloniex(ccxt.async_support.poloniex):
 
     async def create_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}) -> Order:
         """
-        :see: https://docs.poloniex.com/#authenticated-channels-trade-requests-create-order
+
+        https://api-docs.poloniex.com/spot/websocket/trade-request#create-order
+
         create a trade order
         :param str symbol: unified symbol of the market to create an order in
         :param str type: 'market' or 'limit'
         :param str side: 'buy' or 'sell'
         :param float amount: how much of currency you want to trade in units of base currency
-        :param float [price]: the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
+        :param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
         :param dict [params]: extra parameters specific to the poloniex api endpoint
         :param str [params.timeInForce]: GTC(default), IOC, FOK
         :param str [params.clientOrderId]: Maximum 64-character length.*
         :param float [params.cost]: *spot market buy only* the quote quantity that can be used alternative for the amount
-         *
-         * EXCHANGE SPECIFIC PARAMETERS
+
+ EXCHANGE SPECIFIC PARAMETERS
         :param str [params.amount]: quote units for the order
         :param boolean [params.allowBorrow]: allow order to be placed by borrowing funds(Default: False)
         :param str [params.stpMode]: self-trade prevention, defaults to expire_taker, none: enable self-trade; expire_taker: taker order will be canceled when self-trade happens
@@ -211,7 +216,7 @@ class poloniex(ccxt.async_support.poloniex):
         isPostOnly = self.is_post_only(uppercaseType == 'MARKET', uppercaseType == 'LIMIT_MAKER', params)
         if isPostOnly:
             uppercaseType = 'LIMIT_MAKER'
-        request = {
+        request: dict = {
             'symbol': market['id'],
             'side': side.upper(),
             'type': type.upper(),
@@ -243,7 +248,9 @@ class poloniex(ccxt.async_support.poloniex):
 
     async def cancel_order_ws(self, id: str, symbol: Str = None, params={}):
         """
-        :see: https://docs.poloniex.com/#authenticated-channels-trade-requests-cancel-multiple-orders
+
+        https://api-docs.poloniex.com/spot/websocket/trade-request#cancel-multiple-orders
+
         cancel multiple orders
         :param str id: order id
         :param str [symbol]: unified market symbol
@@ -259,7 +266,9 @@ class poloniex(ccxt.async_support.poloniex):
 
     async def cancel_orders_ws(self, ids: List[str], symbol: Str = None, params={}):
         """
-        :see: https://docs.poloniex.com/#authenticated-channels-trade-requests-cancel-multiple-orders
+
+        https://api-docs.poloniex.com/spot/websocket/trade-request#cancel-multiple-orders
+
         cancel multiple orders
         :param str[] ids: order ids
         :param str symbol: unified market symbol, default is None
@@ -269,14 +278,16 @@ class poloniex(ccxt.async_support.poloniex):
         """
         await self.load_markets()
         await self.authenticate()
-        request = {
+        request: dict = {
             'orderIds': ids,
         }
         return await self.trade_request('cancelOrders', self.extend(request, params))
 
     async def cancel_all_orders_ws(self, symbol: Str = None, params={}):
         """
-        :see: https://docs.poloniex.com/#authenticated-channels-trade-requests-cancel-all-orders
+
+        https://api-docs.poloniex.com/spot/websocket/trade-request#cancel-all-orders
+
         cancel all open orders of a type. Only applicable to Option in Portfolio Margin mode, and MMP privilege is required.
         :param str symbol: unified market symbol, only orders in the market of self symbol are cancelled when symbol is not None
         :param dict [params]: extra parameters specific to the poloniex api endpoint
@@ -298,7 +309,7 @@ class poloniex(ccxt.async_support.poloniex):
         #        }]
         #    }
         #
-        messageHash = self.safe_integer(message, 'id')
+        messageHash = self.safe_string(message, 'id')
         data = self.safe_value(message, 'data', [])
         orders = []
         for i in range(0, len(data)):
@@ -310,7 +321,9 @@ class poloniex(ccxt.async_support.poloniex):
     async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
         """
         watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
-        :see: https://docs.poloniex.com/#public-channels-market-data-candlesticks
+
+        https://api-docs.poloniex.com/spot/websocket/market-data#candlesticks
+
         :param str symbol: unified symbol of the market to fetch OHLCV data for
         :param str timeframe: the length of time each candle represents
         :param int [since]: timestamp in ms of the earliest candle to fetch
@@ -331,7 +344,9 @@ class poloniex(ccxt.async_support.poloniex):
     async def watch_ticker(self, symbol: str, params={}) -> Ticker:
         """
         watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
-        :see: https://docs.poloniex.com/#public-channels-market-data-ticker
+
+        https://api-docs.poloniex.com/spot/websocket/market-data#ticker
+
         :param str symbol: unified symbol of the market to fetch the ticker for
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
@@ -344,8 +359,10 @@ class poloniex(ccxt.async_support.poloniex):
     async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
         """
         watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
-        :see: https://docs.poloniex.com/#public-channels-market-data-ticker
-        :param str symbol: unified symbol of the market to fetch the ticker for
+
+        https://api-docs.poloniex.com/spot/websocket/market-data#ticker
+
+        :param str[] symbols:
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
         """
@@ -360,25 +377,59 @@ class poloniex(ccxt.async_support.poloniex):
     async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """
         get the list of most recent trades for a particular symbol
-        :see: https://docs.poloniex.com/#public-channels-market-data-trades
+
+        https://api-docs.poloniex.com/spot/websocket/market-data#trades
+
         :param str symbol: unified symbol of the market to fetch trades for
         :param int [since]: timestamp in ms of the earliest trade to fetch
         :param int [limit]: the maximum amount of trades to fetch
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
         """
+        return await self.watch_trades_for_symbols([symbol], since, limit, params)
+
+    async def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Trade]:
+        """
+        get the list of most recent trades for a list of symbols
+
+        https://api-docs.poloniex.com/spot/websocket/market-data#trades
+
+        :param str[] symbols: unified symbol of the market to fetch trades for
+        :param int [since]: timestamp in ms of the earliest trade to fetch
+        :param int [limit]: the maximum amount of trades to fetch
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
+        """
         await self.load_markets()
-        symbol = self.symbol(symbol)
+        symbols = self.market_symbols(symbols, None, False, True, True)
         name = 'trades'
-        trades = await self.subscribe(name, name, False, [symbol], params)
+        url = self.urls['api']['ws']['public']
+        marketIds = self.market_ids(symbols)
+        subscribe: dict = {
+            'event': 'subscribe',
+            'channel': [
+                name,
+            ],
+            'symbols': marketIds,
+        }
+        request = self.extend(subscribe, params)
+        messageHashes = []
+        if symbols is not None:
+            for i in range(0, len(symbols)):
+                messageHashes.append(name + '::' + symbols[i])
+        trades = await self.watch_multiple(url, messageHashes, request, messageHashes)
         if self.newUpdates:
-            limit = trades.getLimit(symbol, limit)
+            first = self.safe_value(trades, 0)
+            tradeSymbol = self.safe_string(first, 'symbol')
+            limit = trades.getLimit(tradeSymbol, limit)
         return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
 
     async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
         """
         watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
-        :see: https://docs.poloniex.com/#public-channels-market-data-book-level-2
+
+        https://api-docs.poloniex.com/spot/websocket/market-data#book-level-2
+
         :param str symbol: unified symbol of the market to fetch the order book for
         :param int [limit]: not used by poloniex watchOrderBook
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -394,7 +445,9 @@ class poloniex(ccxt.async_support.poloniex):
     async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
         watches information on multiple orders made by the user
-        :see: https://docs.poloniex.com/#authenticated-channels-market-data-orders
+
+        https://api-docs.poloniex.com/spot/websocket/order
+
         :param str symbol: unified market symbol of the market orders were made in
         :param int [since]: not used by poloniex watchOrders
         :param int [limit]: not used by poloniex watchOrders
@@ -415,7 +468,9 @@ class poloniex(ccxt.async_support.poloniex):
     async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """
         watches information on multiple trades made by the user using orders stream
-        :see: https://docs.poloniex.com/#authenticated-channels-market-data-orders
+
+        https://api-docs.poloniex.com/spot/websocket/order
+
         :param str symbol: unified market symbol of the market orders were made in
         :param int [since]: not used by poloniex watchMyTrades
         :param int [limit]: not used by poloniex watchMyTrades
@@ -437,7 +492,9 @@ class poloniex(ccxt.async_support.poloniex):
     async def watch_balance(self, params={}) -> Balances:
         """
         watch balance and get the amount of funds available for trading or funds locked in orders
-        :see: https://docs.poloniex.com/#authenticated-channels-market-data-balances
+
+        https://api-docs.poloniex.com/spot/websocket/balance
+
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
         """
@@ -606,8 +663,8 @@ class poloniex(ccxt.async_support.poloniex):
             'type': self.safe_string_lower(trade, 'type'),
             'side': self.safe_string_lower_2(trade, 'takerSide', 'side'),
             'takerOrMaker': takerMaker,
-            'price': self.omit_zero(self.safe_number_2(trade, 'tradePrice', 'price')),
-            'amount': self.omit_zero(self.safe_number_2(trade, 'filledQuantity', 'quantity')),
+            'price': self.omit_zero(self.safe_string_2(trade, 'tradePrice', 'price')),
+            'amount': self.omit_zero(self.safe_string_2(trade, 'filledQuantity', 'quantity')),
             'cost': self.safe_string_2(trade, 'amount', 'filledAmount'),
             'fee': {
                 'rate': None,
@@ -617,7 +674,7 @@ class poloniex(ccxt.async_support.poloniex):
         }, market)
 
     def parse_status(self, status):
-        statuses = {
+        statuses: dict = {
             'NEW': 'open',
             'PARTIALLY_FILLED': 'open',
             'FILLED': 'closed',
@@ -880,7 +937,7 @@ class poloniex(ccxt.async_support.poloniex):
         #    }
         #
         data = self.safe_value(message, 'data', [])
-        newTickers = {}
+        newTickers: dict = {}
         for i in range(0, len(data)):
             item = data[i]
             marketId = self.safe_string(item, 'symbol')
@@ -1032,7 +1089,7 @@ class poloniex(ccxt.async_support.poloniex):
         #
         firstBalance = self.safe_value(response, 0, {})
         timestamp = self.safe_integer(firstBalance, 'ts')
-        result = {
+        result: dict = {
             'info': response,
             'timestamp': timestamp,
             'datetime': self.iso8601(timestamp),
@@ -1070,7 +1127,7 @@ class poloniex(ccxt.async_support.poloniex):
         event = self.safe_string(message, 'event')
         if event == 'pong':
             client.lastPong = self.milliseconds()
-        methods = {
+        methods: dict = {
             'candles_minute_1': self.handle_ohlcv,
             'candles_minute_5': self.handle_ohlcv,
             'candles_minute_10': self.handle_ohlcv,
@@ -1100,13 +1157,7 @@ class poloniex(ccxt.async_support.poloniex):
         if type == 'auth':
             self.handle_authenticate(client, message)
         elif type is None:
-            data = self.safe_value(message, 'data')
-            item = self.safe_value(data, 0)
-            orderId = self.safe_string(item, 'orderId')
-            if orderId == '0':
-                self.handle_error_message(client, item)
-            else:
-                self.handle_order_request(client, message)
+            self.handle_order_request(client, message)
         else:
             data = self.safe_value(message, 'data', [])
             dataLength = len(data)
@@ -1131,12 +1182,40 @@ class poloniex(ccxt.async_support.poloniex):
         #       "event": "error",
         #       "message": "Platform in maintenance mode"
         #    }
+        #    {
+        #       "id":"1722386782048",
+        #       "data":[
+        #          {
+        #             "orderId":0,
+        #             "clientOrderId":null,
+        #             "message":"available insufficient",
+        #             "code":21721
+        #          }
+        #       ]
+        #    }
         #
+        id = self.safe_string(message, 'id')
         event = self.safe_string(message, 'event')
-        orderId = self.safe_string(message, 'orderId')
+        data = self.safe_list(message, 'data')
+        first = self.safe_dict(data, 0)
+        orderId = self.safe_string(first, 'orderId')
         if (event == 'error') or (orderId == '0'):
-            error = self.safe_string(message, 'message')
-            raise ExchangeError(self.id + ' error: ' + self.json(error))
+            try:
+                error = self.safe_string(first, 'message')
+                code = self.safe_string(first, 'code')
+                feedback = self.id + ' ' + self.json(message)
+                self.throw_exactly_matched_exception(self.exceptions['exact'], code, feedback)
+                self.throw_broadly_matched_exception(self.exceptions['broad'], error, feedback)
+                raise ExchangeError(feedback)
+            except Exception as e:
+                if isinstance(e, AuthenticationError):
+                    messageHash = 'authenticated'
+                    client.reject(e, messageHash)
+                    if messageHash in client.subscriptions:
+                        del client.subscriptions[messageHash]
+                else:
+                    client.reject(e, id)
+                return True
         return False
 
     def handle_authenticate(self, client: Client, message):
@@ -1160,7 +1239,7 @@ class poloniex(ccxt.async_support.poloniex):
                 del client.subscriptions[messageHash]
         return message
 
-    def ping(self, client):
+    def ping(self, client: Client):
         return {
             'event': 'ping',
         }

ccxt/pro/poloniexfutures.py

@@ -8,9 +8,9 @@ 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 ExchangeError
-from ccxt.base.errors import BadRequest
 from ccxt.base.errors import AuthenticationError
+from ccxt.base.errors import BadRequest
+from ccxt.base.errors import ChecksumError
 
 
 class poloniexfutures(ccxt.async_support.poloniexfutures):
@@ -33,6 +33,7 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
                 'watchTicker': True,
                 'watchTickers': False,
                 'watchTrades': True,
+                'watchTradesForSymbols': False,
                 'watchBalance': True,
                 'watchOrders': True,
                 'watchMyTrades': False,
@@ -57,6 +58,7 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
                     'method': '/contractMarket/level2',  # can also be '/contractMarket/level3v2'
                     'snapshotDelay': 5,
                     'snapshotMaxRetries': 3,
+                    'checksum': True,
                 },
                 'streamLimit': 5,  # called tunnels by poloniexfutures docs
                 'streamBySubscriptionsHash': {},
@@ -135,7 +137,7 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
 
     async def subscribe(self, name: str, isPrivate: bool, symbol: Str = None, subscription=None, params={}):
         """
-         * @ignore
+ @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
@@ -152,7 +154,7 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
         messageHash = name
         tunnelId = await self.stream(url, messageHash)
         requestId = self.request_id()
-        subscribe = {
+        subscribe: dict = {
             'id': requestId,
             'type': 'subscribe',
             'topic': name,                 # Subscribed topic. Some topics support subscribe to the data of multiple trading pairs through ",".
@@ -160,7 +162,7 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
             'response': True,              # Whether the server needs to return the receipt information of self subscription or not. Set by default.
             'tunnelId': tunnelId,
         }
-        subscriptionRequest = {
+        subscriptionRequest: dict = {
             'id': requestId,
         }
         if subscription is None:
@@ -187,13 +189,13 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
             stream = 'stream-' + streamIndexString
             self.options['streamBySubscriptionsHash'][subscriptionHash] = stream
             messageHash = 'tunnel:' + stream
-            request = {
+            request: dict = {
                 'id': messageHash,
                 'type': 'openTunnel',
                 'newTunnelId': stream,
                 'response': True,
             }
-            subscription = {
+            subscription: dict = {
                 'id': messageHash,
                 'method': self.handle_new_stream,
             }
@@ -233,7 +235,9 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
     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
+
+        https://api-docs.poloniex.com/futures/websocket/public#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>`
@@ -246,7 +250,9 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
     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
+
+        https://api-docs.poloniex.com/futures/websocket/public#full-matching-engine-datalevel-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
@@ -266,7 +272,9 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
     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
+
+        https://api-docs.poloniex.com/futures/websocket/public#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
@@ -281,7 +289,7 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
             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 = {
+        subscription: dict = {
             'symbol': symbol,
             'limit': limit,
             'method': self.handle_order_book_subscription,
@@ -292,7 +300,9 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
     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
+
+        https://api-docs.poloniex.com/futures/websocket/user-messages#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
@@ -315,7 +325,9 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
     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
+
+        https://api-docs.poloniex.com/futures/websocket/user-messages#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>`
         """
@@ -512,19 +524,19 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
 
     def parse_order_status(self, status: str, type: str):
         """
-         * @ignore
+ @ignore
         :param str status: "match", "open", "done"
         :param str type: "open", "match", "filled", "canceled", "update"
         :returns str:
         """
-        types = {
+        types: dict = {
             'canceled': 'canceled',
             'cancel': 'canceled',
             'filled': 'closed',
         }
         parsedStatus = self.safe_string(types, type)
         if parsedStatus is None:
-            statuses = {
+            statuses: dict = {
                 'open': 'open',
                 'match': 'open',
                 'done': 'closed',
@@ -809,26 +821,35 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
     def handle_delta(self, orderbook, delta):
         #
         #    {
-        #        "sequence": 18,                   # Sequence number which is used to judge the continuity of pushed messages
-        #        "change": "5000.0,sell,83"        # Price, side, quantity
-        #        "timestamp": 1551770400000
-        #    }
+        #      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 - 1:
-            raise ExchangeError(self.id + ' watchOrderBook received an out-of-order nonce')
-        change = self.safe_string(delta, 'change')
-        splitChange = change.split(',')
-        price = self.safe_number(splitChange, 0)
-        side = self.safe_string(splitChange, 1)
-        size = self.safe_number(splitChange, 2)
+        if nonce > sequence:
+            return
+        if nonce != lastSequence:
+            checksum = self.handle_option('watchOrderBook', 'checksum', True)
+            if checksum:
+                raise ChecksumError(self.id + ' ' + self.orderbook_checksum_message(''))
+        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
-        orderBookSide = orderbook['bids'] if (side == 'buy') else orderbook['asks']
-        orderBookSide.store(price, size)
 
     def handle_balance(self, client: Client, message):
         #
@@ -884,7 +905,7 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
         #    }
         #
         timestamp = self.safe_integer(response, 'timestamp')
-        result = {
+        result: dict = {
             'info': response,
             'timestamp': timestamp,
             'datetime': self.iso8601(timestamp),
@@ -907,7 +928,7 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
 
     def handle_subject(self, client: Client, message):
         subject = self.safe_string(message, 'subject')
-        methods = {
+        methods: dict = {
             'auth': self.handle_authenticate,
             'received': self.handle_l3_order_book,
             'open': self.handle_l3_order_book,
@@ -950,7 +971,7 @@ class poloniexfutures(ccxt.async_support.poloniexfutures):
 
     def handle_message(self, client: Client, message):
         type = self.safe_string(message, 'type')
-        methods = {
+        methods: dict = {
             'welcome': self.handle_system_status,
             'ack': self.handle_subscription_status,
             'message': self.handle_subject,