ccxt 4.2.77__py2.py3-none-any.whl → 4.4.48__py2.py3-none-any.whl

ccxt/pro/oxfun.py

@@ -0,0 +1,1054 @@
+# -*- 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
+import hashlib
+from ccxt.base.types import Balances, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, 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 ArgumentsRequired
+from ccxt.base.errors import BadRequest
+
+
+class oxfun(ccxt.async_support.oxfun):
+
+    def describe(self):
+        return self.deep_extend(super(oxfun, self).describe(), {
+            'has': {
+                'ws': True,
+                'watchTrades': True,
+                'watchTradesForSymbols': True,
+                'watchOrderBook': True,
+                'watchOrderBookForSymbols': True,
+                'watchOHLCV': True,
+                'watchOHLCVForSymbols': True,
+                'watchOrders': True,
+                'watchMyTrades': False,
+                'watchTicker': True,
+                'watchTickers': True,
+                'watchBidsAsks': True,
+                'watchBalance': True,
+                'createOrderWs': True,
+                'editOrderWs': True,
+                'cancelOrderWs': True,
+                'cancelOrdersWs': True,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://api.ox.fun/v2/websocket',
+                    'test': 'wss://stgapi.ox.fun/v2/websocket',
+                },
+            },
+            'options': {
+                'timeframes': {
+                    '1m': '60s',
+                    '3m': '180s',
+                    '5m': '300s',
+                    '15m': '900s',
+                    '30m': '1800s',
+                    '1h': '3600s',
+                    '2h': '7200s',
+                    '4h': '14400s',
+                    '6h': '21600s',
+                    '12h': '43200s',
+                    '1d': '86400s',
+                },
+                'watchOrderBook': {
+                    'channel': 'depth',  # depth, depthL5, depthL10, depthL25
+                },
+            },
+            'streaming': {
+                'ping': self.ping,
+                'keepAlive': 50000,
+            },
+        })
+
+    async def subscribe_multiple(self, messageHashes, argsArray, params={}):
+        url = self.urls['api']['ws']
+        request: dict = {
+            'op': 'subscribe',
+            'args': argsArray,
+        }
+        return await self.watch_multiple(url, messageHashes, self.extend(request, params), messageHashes)
+
+    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://docs.ox.fun/?json#trade
+
+        :param str symbol: unified market symbol of the market trades were made in
+        :param int [since]: the earliest time in ms to fetch orders for
+        :param int [limit]: the maximum number of trade structures to retrieve
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
+        :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
+        """
+        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 particular symbol
+
+        https://docs.ox.fun/?json#trade
+
+        :param str[] symbols:
+        :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
+        :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
+        :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols, None, False)
+        args = []
+        messageHashes = []
+        for i in range(0, len(symbols)):
+            symbol = symbols[i]
+            messageHash = 'trades' + ':' + symbol
+            messageHashes.append(messageHash)
+            marketId = self.market_id(symbol)
+            arg = 'trade:' + marketId
+            args.append(arg)
+        trades = await self.subscribe_multiple(messageHashes, args, params)
+        if self.newUpdates:
+            first = self.safe_dict(trades, 0, {})
+            tradeSymbol = self.safe_string(first, 'symbol')
+            limit = trades.getLimit(tradeSymbol, limit)
+        return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
+
+    def handle_trades(self, client: Client, message):
+        #
+        #     {
+        #         table: 'trade',
+        #         data: [
+        #             {
+        #                 side: 'SELL',
+        #                 quantity: '0.074',
+        #                 matchType: 'TAKER',
+        #                 price: '3079.5',
+        #                 marketCode: 'ETH-USD-SWAP-LIN',
+        #                 tradeId: '400017157974517783',
+        #                 timestamp: '1716124156643'
+        #             }
+        #         ]
+        #     }
+        #
+        data = self.safe_list(message, 'data', [])
+        for i in range(0, len(data)):
+            trade = self.safe_dict(data, i, {})
+            parsedTrade = self.parse_ws_trade(trade)
+            symbol = self.safe_string(parsedTrade, 'symbol')
+            messageHash = 'trades:' + symbol
+            if not (symbol in self.trades):
+                tradesLimit = self.safe_integer(self.options, 'tradesLimit', 1000)
+                self.trades[symbol] = ArrayCache(tradesLimit)
+            stored = self.trades[symbol]
+            stored.append(parsedTrade)
+            client.resolve(stored, messageHash)
+
+    def parse_ws_trade(self, trade, market=None) -> Trade:
+        #
+        #     {
+        #         side: 'SELL',
+        #         quantity: '0.074',
+        #         matchType: 'TAKER',
+        #         price: '3079.5',
+        #         marketCode: 'ETH-USD-SWAP-LIN',
+        #         tradeId: '400017157974517783',
+        #         timestamp: '1716124156643'
+        #     }
+        #
+        marketId = self.safe_string(trade, 'marketCode')
+        market = self.safe_market(marketId, market)
+        timestamp = self.safe_integer(trade, 'timestamp')
+        return self.safe_trade({
+            'info': trade,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'symbol': market['symbol'],
+            'id': self.safe_string(trade, 'tradeId'),
+            'order': None,
+            'type': None,
+            'takerOrMaker': self.safe_string_lower(trade, 'matchType'),
+            'side': self.safe_string_lower(trade, 'side'),
+            'price': self.safe_number(trade, 'price'),
+            'amount': self.safe_number(trade, 'quantity'),
+            'cost': None,
+            'fee': None,
+        })
+
+    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://docs.ox.fun/?json#candles
+
+        :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
+        :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
+        :returns int[][]: A list of candles ordered, open, high, low, close, volume
+        """
+        await self.load_markets()
+        market = self.market(symbol)
+        timeframes = self.safe_dict(self.options, 'timeframes', {})
+        interval = self.safe_string(timeframes, timeframe, timeframe)
+        args = 'candles' + interval + ':' + market['id']
+        messageHash = 'ohlcv:' + symbol + ':' + timeframe
+        url = self.urls['api']['ws']
+        request: dict = {
+            'op': 'subscribe',
+            'args': [args],
+        }
+        ohlcvs = await self.watch(url, messageHash, self.extend(request, params), messageHash)
+        if self.newUpdates:
+            limit = ohlcvs.getLimit(symbol, limit)
+        return self.filter_by_since_limit(ohlcvs, since, limit, 0, True)
+
+    async def watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], since: Int = None, limit: Int = None, params={}):
+        """
+        watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+
+        https://docs.ox.fun/?json#candles
+
+        :param str[][] symbolsAndTimeframes: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
+        :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
+        :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
+        :returns int[][]: A list of candles ordered, open, high, low, close, volume
+        """
+        symbolsLength = len(symbolsAndTimeframes)
+        if symbolsLength == 0 or not isinstance(symbolsAndTimeframes[0], list):
+            raise ArgumentsRequired(self.id + " watchOHLCVForSymbols() requires a an array of symbols and timeframes, like  [['BTC/USDT:OX', '1m'], ['OX/USDT', '5m']]")
+        await self.load_markets()
+        args = []
+        messageHashes = []
+        timeframes = self.safe_dict(self.options, 'timeframes', {})
+        for i in range(0, len(symbolsAndTimeframes)):
+            symbolAndTimeframe = symbolsAndTimeframes[i]
+            sym = symbolAndTimeframe[0]
+            tf = symbolAndTimeframe[1]
+            marketId = self.market_id(sym)
+            interval = self.safe_string(timeframes, tf, tf)
+            arg = 'candles' + interval + ':' + marketId
+            args.append(arg)
+            messageHash = 'multi:ohlcv:' + sym + ':' + tf
+            messageHashes.append(messageHash)
+        symbol, timeframe, candles = await self.subscribe_multiple(messageHashes, args, params)
+        if self.newUpdates:
+            limit = candles.getLimit(symbol, limit)
+        filtered = self.filter_by_since_limit(candles, since, limit, 0, True)
+        return self.create_ohlcv_object(symbol, timeframe, filtered)
+
+    def handle_ohlcv(self, client: Client, message):
+        #
+        #     {
+        #         "table": "candles60s",
+        #         "data": [
+        #             {
+        #                 "marketCode": "BTC-USD-SWAP-LIN",
+        #                 "candle": [
+        #                     "1594313762698",  #timestamp
+        #                     "9633.1",        #open
+        #                     "9693.9",        #high
+        #                     "9238.1",        #low
+        #                     "9630.2",        #close
+        #                     "45247",         #volume in OX
+        #                     "5.3"            #volume in Contracts
+        #                 ]
+        #             }
+        #         ]
+        #     }
+        #
+        table = self.safe_string(message, 'table')
+        parts = table.split('candles')
+        timeframeId = self.safe_string(parts, 1, '')
+        timeframe = self.find_timeframe(timeframeId)
+        messageData = self.safe_list(message, 'data', [])
+        data = self.safe_dict(messageData, 0, {})
+        marketId = self.safe_string(data, 'marketCode')
+        market = self.safe_market(marketId)
+        symbol = self.safe_symbol(marketId, market)
+        if not (symbol in self.ohlcvs):
+            self.ohlcvs[symbol] = {}
+        if not (timeframe in self.ohlcvs[symbol]):
+            limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
+            self.ohlcvs[symbol][timeframe] = ArrayCacheByTimestamp(limit)
+        candle = self.safe_list(data, 'candle', [])
+        parsed = self.parse_ws_ohlcv(candle, market)
+        stored = self.ohlcvs[symbol][timeframe]
+        stored.append(parsed)
+        messageHash = 'ohlcv:' + symbol + ':' + timeframe
+        client.resolve(stored, messageHash)
+        # for multiOHLCV we need special object, to other "multi"
+        # methods, because OHLCV response item does not contain symbol
+        # or timeframe, thus otherwise it would be unrecognizable
+        messageHashForMulti = 'multi:' + messageHash
+        client.resolve([symbol, timeframe, stored], messageHashForMulti)
+
+    def parse_ws_ohlcv(self, ohlcv, market: Market = None) -> list:
+        #
+        #     [
+        #         "1594313762698",  #timestamp
+        #         "9633.1",        #open
+        #         "9693.9",        #high
+        #         "9238.1",        #low
+        #         "9630.2",        #close
+        #         "45247",         #volume in OX
+        #         "5.3"            #volume in Contracts
+        #     ]
+        #
+        return [
+            self.safe_integer(ohlcv, 0),
+            self.safe_number(ohlcv, 1),
+            self.safe_number(ohlcv, 2),
+            self.safe_number(ohlcv, 3),
+            self.safe_number(ohlcv, 4),
+            self.safe_number(ohlcv, 6),
+        ]
+
+    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
+
+        https://docs.ox.fun/?json#fixed-size-order-book
+        https://docs.ox.fun/?json#full-order-book
+
+        :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
+        """
+        return await self.watch_order_book_for_symbols([symbol], limit, params)
+
+    async def watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}) -> OrderBook:
+        """
+        watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
+
+        https://docs.ox.fun/?json#fixed-size-order-book
+        https://docs.ox.fun/?json#full-order-book
+
+        :param str[] symbols: unified array of symbols
+        :param int [limit]: the maximum amount of order book entries to return
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
+        :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols)
+        channel = 'depth'
+        options = self.safe_dict(self.options, 'watchOrderBook', {})
+        defaultChannel = self.safe_string(options, 'channel')
+        if defaultChannel is not None:
+            channel = defaultChannel
+        elif limit is not None:
+            if limit <= 5:
+                channel = 'depthL5'
+            elif limit <= 10:
+                channel = 'depthL10'
+            elif limit <= 25:
+                channel = 'depthL25'
+        args = []
+        messageHashes = []
+        for i in range(0, len(symbols)):
+            symbol = symbols[i]
+            messageHash = 'orderbook:' + symbol
+            messageHashes.append(messageHash)
+            marketId = self.market_id(symbol)
+            arg = channel + ':' + marketId
+            args.append(arg)
+        orderbook = await self.subscribe_multiple(messageHashes, args, params)
+        return orderbook.limit()
+
+    def handle_order_book(self, client: Client, message):
+        #
+        #     {
+        #         "table": "depth",
+        #         "data": {
+        #             "seqNum": "100170478917895032",
+        #             "asks": [
+        #                 [0.01, 100500],
+        #                 ...
+        #             ],
+        #             "bids": [
+        #                 [69.69696, 69],
+        #                 ...
+        #             ],
+        #             "checksum": 261021645,
+        #             "marketCode": "OX-USDT",
+        #             "timestamp": 1716204786184
+        #         },
+        #         "action": "partial"
+        #     }
+        #
+        data = self.safe_dict(message, 'data', {})
+        marketId = self.safe_string(data, 'marketCode')
+        symbol = self.safe_symbol(marketId)
+        timestamp = self.safe_integer(data, 'timestamp')
+        messageHash = 'orderbook:' + symbol
+        if not (symbol in self.orderbooks):
+            self.orderbooks[symbol] = self.order_book({})
+        orderbook = self.orderbooks[symbol]
+        snapshot = self.parse_order_book(data, symbol, timestamp, 'asks', 'bids')
+        orderbook.reset(snapshot)
+        orderbook['nonce'] = self.safe_integer(data, 'seqNum')
+        self.orderbooks[symbol] = orderbook
+        client.resolve(orderbook, messageHash)
+
+    async def watch_ticker(self, symbol: str, params={}) -> Ticker:
+        """
+
+        https://docs.ox.fun/?json#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
+        :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        ticker = await self.watch_tickers([symbol], params)
+        return self.safe_value(ticker, symbol)
+
+    async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+
+        https://docs.ox.fun/?json#ticker
+
+        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
+        :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        allSymbols = (symbols is None)
+        sym = symbols
+        args = []
+        if allSymbols:
+            sym = self.symbols
+            args.append('ticker:all')
+        messageHashes = []
+        for i in range(0, len(sym)):
+            symbol = sym[i]
+            messageHash = 'tickers' + ':' + symbol
+            messageHashes.append(messageHash)
+            marketId = self.market_id(symbol)
+            if not allSymbols:
+                args.append('ticker:' + marketId)
+        newTicker = await self.subscribe_multiple(messageHashes, args, params)
+        if self.newUpdates:
+            result = {}
+            result[newTicker['symbol']] = newTicker
+            return result
+        return self.filter_by_array(self.tickers, 'symbol', symbols)
+
+    def handle_ticker(self, client: Client, message):
+        #
+        #     {
+        #         "table": "ticker",
+        #         "data": [
+        #             {
+        #                 "last": "3088.6",
+        #                 "open24h": "3087.2",
+        #                 "high24h": "3142.0",
+        #                 "low24h": "3053.9",
+        #                 "volume24h": "450512672.1800",
+        #                 "currencyVolume24h": "1458.579",
+        #                 "openInterest": "3786.801",
+        #                 "marketCode": "ETH-USD-SWAP-LIN",
+        #                 "timestamp": "1716212747050",
+        #                 "lastQty": "0.813",
+        #                 "markPrice": "3088.6",
+        #                 "lastMarkPrice": "3088.6",
+        #                 "indexPrice": "3086.5"
+        #             },
+        #             ...
+        #         ]
+        #     }
+        #
+        data = self.safe_list(message, 'data', [])
+        for i in range(0, len(data)):
+            rawTicker = self.safe_dict(data, i, {})
+            ticker = self.parse_ticker(rawTicker)
+            symbol = ticker['symbol']
+            messageHash = 'tickers:' + symbol
+            self.tickers[symbol] = ticker
+            client.resolve(ticker, messageHash)
+
+    async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+
+        https://docs.ox.fun/?json#best-bid-ask
+
+        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, None, False)
+        messageHashes = []
+        args = []
+        for i in range(0, len(symbols)):
+            market = self.market(symbols[i])
+            args.append('bestBidAsk:' + market['id'])
+            messageHashes.append('bidask:' + market['symbol'])
+        newTickers = await self.subscribe_multiple(messageHashes, args, params)
+        if self.newUpdates:
+            tickers: dict = {}
+            tickers[newTickers['symbol']] = newTickers
+            return tickers
+        return self.filter_by_array(self.bidsasks, 'symbol', symbols)
+
+    def handle_bid_ask(self, client: Client, message):
+        #
+        #     {
+        #       "table": "bestBidAsk",
+        #       "data": {
+        #         "ask": [
+        #           19045.0,
+        #           1.0
+        #         ],
+        #         "checksum": 3790706311,
+        #         "marketCode": "BTC-USD-SWAP-LIN",
+        #         "bid": [
+        #           19015.0,
+        #           1.0
+        #         ],
+        #         "timestamp": "1665456882928"
+        #       }
+        #     }
+        #
+        data = self.safe_dict(message, 'data', {})
+        parsedTicker = self.parse_ws_bid_ask(data)
+        symbol = parsedTicker['symbol']
+        self.bidsasks[symbol] = parsedTicker
+        messageHash = 'bidask:' + symbol
+        client.resolve(parsedTicker, messageHash)
+
+    def parse_ws_bid_ask(self, ticker, market=None):
+        marketId = self.safe_string(ticker, 'marketCode')
+        market = self.safe_market(marketId, market)
+        symbol = self.safe_string(market, 'symbol')
+        timestamp = self.safe_integer(ticker, 'timestamp')
+        ask = self.safe_list(ticker, 'ask', [])
+        bid = self.safe_list(ticker, 'bid', [])
+        return self.safe_ticker({
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'ask': self.safe_number(ask, 0),
+            'askVolume': self.safe_number(ask, 1),
+            'bid': self.safe_number(bid, 0),
+            'bidVolume': self.safe_number(bid, 1),
+            'info': ticker,
+        }, market)
+
+    async def watch_balance(self, params={}) -> Balances:
+        """
+
+        https://docs.ox.fun/?json#balance-channel
+
+        watch balance and get the amount of funds available for trading or funds locked in orders
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
+        :returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
+        """
+        await self.load_markets()
+        self.authenticate()
+        args = 'balance:all'
+        messageHash = 'balance'
+        url = self.urls['api']['ws']
+        request: dict = {
+            'op': 'subscribe',
+            'args': [args],
+        }
+        return await self.watch(url, messageHash, self.extend(request, params), messageHash)
+
+    def handle_balance(self, client, message):
+        #
+        #     {
+        #         "table": "balance",
+        #         "accountId": "106464",
+        #         "timestamp": "1716549132780",
+        #         "tradeType": "PORTFOLIO",
+        #         "data": [
+        #             {
+        #                 "instrumentId": "xOX",
+        #                 "total": "23.375591220",
+        #                 "available": "23.375591220",
+        #                 "reserved": "0",
+        #                 "quantityLastUpdated": "1716509744262",
+        #                 "locked": "0"
+        #             },
+        #             ...
+        #         ]
+        #     }
+        #
+        balances = self.safe_list(message, 'data')
+        timestamp = self.safe_integer(message, 'timestamp')
+        self.balance['info'] = message
+        self.balance['timestamp'] = timestamp
+        self.balance['datetime'] = self.iso8601(timestamp)
+        for i in range(0, len(balances)):
+            balance = self.safe_dict(balances, i, {})
+            currencyId = self.safe_string(balance, 'instrumentId')
+            code = self.safe_currency_code(currencyId)
+            if not (code in self.balance):
+                self.balance[code] = self.account()
+            account = self.balance[code]
+            account['total'] = self.safe_string(balance, 'total')
+            account['used'] = self.safe_string(balance, 'reserved')
+            account['free'] = self.safe_string(balance, 'available')
+            self.balance[code] = account
+        self.balance = self.safe_balance(self.balance)
+        client.resolve(self.balance, 'balance')
+
+    async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
+        """
+
+        https://docs.ox.fun/?json#position-channel
+
+        watch all open positions
+        :param str[]|None symbols: list of unified market symbols
+ @param since
+ @param limit
+        :param dict params: extra parameters specific to the exchange API endpoint
+        :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
+        :returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
+        """
+        await self.load_markets()
+        await self.authenticate()
+        allSymbols = (symbols is None)
+        sym = symbols
+        args = []
+        if allSymbols:
+            sym = self.symbols
+            args.append('position:all')
+        messageHashes = []
+        for i in range(0, len(sym)):
+            symbol = sym[i]
+            messageHash = 'positions' + ':' + symbol
+            messageHashes.append(messageHash)
+            marketId = self.market_id(symbol)
+            if not allSymbols:
+                args.append('position:' + marketId)
+        newPositions = await self.subscribe_multiple(messageHashes, args, params)
+        if self.newUpdates:
+            return newPositions
+        return self.filter_by_symbols_since_limit(self.positions, symbols, since, limit, True)
+
+    def handle_positions(self, client: Client, message):
+        #
+        #     {
+        #         "table": "position",
+        #         "accountId": "106464",
+        #         "timestamp": "1716550771582",
+        #         "data": [
+        #             {
+        #                 "instrumentId": "ETH-USD-SWAP-LIN",
+        #                 "quantity": "0.01",
+        #                 "lastUpdated": "1716550757299",
+        #                 "contractValCurrency": "ETH",
+        #                 "entryPrice": "3709.6",
+        #                 "positionPnl": "-5.000",
+        #                 "estLiquidationPrice": "743.4",
+        #                 "margin": "0",
+        #                 "leverage": "0"
+        #             }
+        #         ]
+        #     }
+        #
+        if self.positions is None:
+            self.positions = ArrayCacheBySymbolBySide()
+        cache = self.positions
+        data = self.safe_list(message, 'data', [])
+        for i in range(0, len(data)):
+            rawPosition = self.safe_dict(data, i, {})
+            position = self.parse_ws_position(rawPosition)
+            symbol = position['symbol']
+            messageHash = 'positions:' + symbol
+            cache.append(position)
+            client.resolve(position, messageHash)
+
+    def parse_ws_position(self, position, market: Market = None):
+        #
+        #     {
+        #         "instrumentId": "ETH-USD-SWAP-LIN",
+        #         "quantity": "0.01",
+        #         "lastUpdated": "1716550757299",
+        #         "contractValCurrency": "ETH",
+        #         "entryPrice": "3709.6",
+        #         "positionPnl": "-5.000",
+        #         "estLiquidationPrice": "743.4",
+        #         "margin": "0",  # Currently always reports 0
+        #         "leverage": "0"  # Currently always reports 0
+        #     }
+        #
+        marketId = self.safe_string(position, 'instrumentId')
+        market = self.safe_market(marketId, market)
+        return self.safe_position({
+            'info': position,
+            'id': None,
+            'symbol': market['symbol'],
+            'notional': None,
+            'marginMode': 'cross',
+            'liquidationPrice': self.safe_number(position, 'estLiquidationPrice'),
+            'entryPrice': self.safe_number(position, 'entryPrice'),
+            'unrealizedPnl': self.safe_number(position, 'positionPnl'),
+            'realizedPnl': None,
+            'percentage': None,
+            'contracts': self.safe_number(position, 'quantity'),
+            'contractSize': None,
+            'markPrice': None,
+            'lastPrice': None,
+            'side': None,
+            'hedged': None,
+            'timestamp': None,
+            'datetime': None,
+            'lastUpdateTimestamp': self.safe_integer(position, 'lastUpdated'),
+            'maintenanceMargin': None,
+            'maintenanceMarginPercentage': None,
+            'collateral': None,
+            'initialMargin': None,
+            'initialMarginPercentage': None,
+            'leverage': None,
+            'marginRatio': None,
+            'stopLossPrice': None,
+            'takeProfitPrice': None,
+        })
+
+    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://docs.ox.fun/?json#order-channel
+
+        :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 int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
+        :returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        await self.load_markets()
+        await self.authenticate()
+        messageHash = 'orders'
+        args = 'order:'
+        market = self.safe_market(symbol)
+        if symbol is None:
+            args += 'all'
+        else:
+            messageHash += ':' + symbol
+            args += ':' + market['id']
+        request: dict = {
+            'op': 'subscribe',
+            'args': [
+                args,
+            ],
+        }
+        url = self.urls['api']['ws']
+        orders = await self.watch(url, messageHash, request, messageHash)
+        if self.newUpdates:
+            limit = orders.getLimit(symbol, limit)
+        return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
+
+    def handle_orders(self, client: Client, message):
+        #
+        #     {
+        #         "table": "order",
+        #         "data": [
+        #             {
+        #                 "accountId": "106464",
+        #                 "clientOrderId": "1716713676233",
+        #                 "orderId": "1000116921319",
+        #                 "price": "1000.0",
+        #                 "quantity": "0.01",
+        #                 "amount": "0.0",
+        #                 "side": "BUY",
+        #                 "status": "OPEN",
+        #                 "marketCode": "ETH-USD-SWAP-LIN",
+        #                 "timeInForce": "MAKER_ONLY",
+        #                 "timestamp": "1716713677834",
+        #                 "remainQuantity": "0.01",
+        #                 "limitPrice": "1000.0",
+        #                 "notice": "OrderOpened",
+        #                 "orderType": "LIMIT",
+        #                 "isTriggered": "false",
+        #                 "displayQuantity": "0.01"
+        #             }
+        #         ]
+        #     }
+        #
+        data = self.safe_list(message, 'data', [])
+        messageHash = 'orders'
+        if self.orders is None:
+            limit = self.safe_integer(self.options, 'ordersLimit', 1000)
+            self.orders = ArrayCacheBySymbolById(limit)
+        orders = self.orders
+        for i in range(0, len(data)):
+            order = self.safe_dict(data, i, {})
+            parsedOrder = self.parse_order(order)
+            orders.append(parsedOrder)
+            messageHash += ':' + parsedOrder['symbol']
+            client.resolve(self.orders, messageHash)
+
+    async def create_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}) -> Order:
+        """
+
+        https://docs.ox.fun/?json#order-commands
+
+        create a trade order
+        :param str symbol: unified symbol of the market to create an order in
+        :param str type: 'market', 'limit', 'STOP_LIMIT' or 'STOP_MARKET'
+        :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 fulfilled, in units of the quote currency, ignored in market orders
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param int [params.clientOrderId]: a unique id for the order
+        :param int [params.timestamp]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected.
+        :param int [params.recvWindow]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected. If timestamp is provided without recvWindow, then a default recvWindow of 1000ms is used.
+        :param float [params.cost]: the quote quantity that can be used alternative for the amount for market buy orders
+        :param float [params.triggerPrice]: The price at which a trigger order is triggered at
+        :param float [params.limitPrice]: Limit price for the STOP_LIMIT order
+        :param bool [params.postOnly]: if True, the order will only be posted if it will be a maker order
+        :param str [params.timeInForce]: GTC(default), IOC, FOK, PO, MAKER_ONLY or MAKER_ONLY_REPRICE(reprices order to the best maker only price if the specified price were to lead to a taker trade)
+        :param str [params.selfTradePreventionMode]: NONE, EXPIRE_MAKER, EXPIRE_TAKER or EXPIRE_BOTH for more info check here {@link https://docs.ox.fun/?json#self-trade-prevention-modes}
+        :param str [params.displayQuantity]: for an iceberg order, pass both quantity and displayQuantity fields in the order request
+        :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        await self.load_markets()
+        await self.authenticate()
+        messageHash = str(self.nonce())
+        request: dict = {
+            'op': 'placeorder',
+            'tag': messageHash,
+        }
+        params = self.omit(params, 'tag')
+        orderRequest: dict = self.create_order_request(symbol, type, side, amount, price, params)
+        timestamp = self.safe_integer(orderRequest, 'timestamp')
+        if timestamp is None:
+            orderRequest['timestamp'] = self.milliseconds()
+        request['data'] = orderRequest
+        url = self.urls['api']['ws']
+        return await self.watch(url, messageHash, request, messageHash)
+
+    async def edit_order_ws(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}) -> Order:
+        """
+        edit a trade order
+
+        https://docs.ox.fun/?json#modify-order
+
+        :param str id: order id
+        :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 the currency you want to trade in units of the base currency
+        :param float|None [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 exchange API endpoint
+        :param int [params.timestamp]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected.
+        :param int [params.recvWindow]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected. If timestamp is provided without recvWindow, then a default recvWindow of 1000ms is used.
+        :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        await self.load_markets()
+        await self.authenticate()
+        messageHash = str(self.nonce())
+        request: dict = {
+            'op': 'modifyorder',
+            'tag': messageHash,
+        }
+        params = self.omit(params, 'tag')
+        orderRequest: dict = self.create_order_request(symbol, type, side, amount, price, params)
+        orderRequest = self.extend(orderRequest, {'orderId': id})
+        timestamp = self.safe_integer(orderRequest, 'timestamp')
+        if timestamp is None:
+            orderRequest['timestamp'] = self.milliseconds()
+        request['data'] = orderRequest
+        url = self.urls['api']['ws']
+        return await self.watch(url, messageHash, request, messageHash)
+
+    def handle_place_orders(self, client: Client, message):
+        #
+        #     {
+        #         "event": "placeorder",
+        #         "submitted": True,
+        #         "tag": "1716934577",
+        #         "timestamp": "1716932973899",
+        #         "data": {
+        #             "marketCode": "ETH-USD-SWAP-LIN",
+        #             "side": "BUY",
+        #             "orderType": "LIMIT",
+        #             "quantity": "0.010",
+        #             "timeInForce": "GTC",
+        #             "price": "400.0",
+        #             "limitPrice": "400.0",
+        #             "orderId": "1000117429736",
+        #             "source": 13
+        #         }
+        #     }
+        #
+        #
+        # Failure response format
+        #     {
+        #         "event": "placeorder",
+        #         "submitted": False,
+        #         "message": "JSON data format is invalid",
+        #         "code": "20009",
+        #         "timestamp": "1716932877381"
+        #     }
+        #
+        messageHash = self.safe_string(message, 'tag')
+        submitted = self.safe_bool(message, 'submitted')
+        # filter out partial errors
+        if not submitted:
+            method = self.safe_string(message, 'event')
+            stringMsg = self.json(message)
+            code = self.safe_integer(message, 'code')
+            self.handle_errors(code, None, client.url, method, None, stringMsg, message, None, None)
+        data = self.safe_value(message, 'data', {})
+        order = self.parse_order(data)
+        client.resolve(order, messageHash)
+
+    async def cancel_order_ws(self, id: str, symbol: Str = None, params={}) -> Order:
+        """
+
+        https://docs.ox.fun/?json#cancel-order
+
+        cancels an open order
+        :param str id: order id
+        :param str symbol: unified market symbol, default is None
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: an list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        if symbol is None:
+            raise ArgumentsRequired(self.id + ' cancelOrderWs() requires a symbol argument')
+        await self.load_markets()
+        await self.authenticate()
+        messageHash = str(self.nonce())
+        data: dict = {
+            'marketCode': self.market_id(symbol),
+            'orderId': id,
+        }
+        request: dict = {
+            'op': 'cancelorder',
+            'tag': messageHash,
+            'data': data,
+        }
+        url = self.urls['api']['ws']
+        return await self.watch(url, messageHash, request, messageHash)
+
+    async def cancel_orders_ws(self, ids: List[str], symbol: Str = None, params={}):
+        """
+
+        https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-mass-cancel-order
+
+        cancel multiple orders
+        :param str[] ids: order ids
+        :param str symbol: unified market symbol, default is None
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: an list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
+        """
+        idsLength: number = len(ids)
+        if idsLength > 20:
+            raise BadRequest(self.id + ' cancelOrdersWs() accepts up to 20 ids at a time')
+        if symbol is None:
+            raise ArgumentsRequired(self.id + ' cancelOrdersWs() requires a symbol argument')
+        await self.load_markets()
+        await self.authenticate()
+        messageHash = str(self.nonce())
+        marketId = self.market_id(symbol)
+        dataArray = []
+        for i in range(0, idsLength):
+            data: dict = {
+                'instId': marketId,
+                'ordId': ids[i],
+            }
+            dataArray.append(data)
+        request: dict = {
+            'op': 'cancelorders',
+            'tag': messageHash,
+            'dataArray': dataArray,
+        }
+        url = self.urls['api']['ws']
+        return await self.watch(url, messageHash, self.deep_extend(request, params), messageHash)
+
+    async def authenticate(self, params={}):
+        url = self.urls['api']['ws']
+        client = self.client(url)
+        messageHash = 'authenticated'
+        future = client.future(messageHash)
+        authenticated = self.safe_dict(client.subscriptions, messageHash)
+        if authenticated is None:
+            self.check_required_credentials()
+            timestamp = self.milliseconds()
+            payload = str(timestamp) + 'GET/auth/self/verify'
+            signature = self.hmac(self.encode(payload), self.encode(self.secret), hashlib.sha256, 'base64')
+            request: dict = {
+                'op': 'login',
+                'data': {
+                    'apiKey': self.apiKey,
+                    'timestamp': timestamp,
+                    'signature': signature,
+                },
+            }
+            message = self.extend(request, params)
+            self.watch(url, messageHash, message, messageHash)
+        return await future
+
+    def handle_authentication_message(self, client: Client, message):
+        authenticated = self.safe_bool(message, 'success', False)
+        messageHash = 'authenticated'
+        if authenticated:
+            # we resolve the future here permanently so authentication only happens once
+            future = self.safe_dict(client.futures, messageHash)
+            future.resolve(True)
+        else:
+            error = AuthenticationError(self.json(message))
+            client.reject(error, messageHash)
+            if messageHash in client.subscriptions:
+                del client.subscriptions[messageHash]
+
+    def ping(self, client: Client):
+        return 'ping'
+
+    def handle_pong(self, client: Client, message):
+        client.lastPong = self.milliseconds()
+        return message
+
+    def handle_message(self, client: Client, message):
+        if message == 'pong':
+            self.handle_pong(client, message)
+            return
+        table = self.safe_string(message, 'table')
+        data = self.safe_list(message, 'data', [])
+        event = self.safe_string(message, 'event')
+        if (table is not None) and (data is not None):
+            if table == 'trade':
+                self.handle_trades(client, message)
+            if table == 'ticker':
+                self.handle_ticker(client, message)
+            if table.find('candles') > -1:
+                self.handle_ohlcv(client, message)
+            if table.find('depth') > -1:
+                self.handle_order_book(client, message)
+            if table.find('balance') > -1:
+                self.handle_balance(client, message)
+            if table.find('position') > -1:
+                self.handle_positions(client, message)
+            if table.find('order') > -1:
+                self.handle_orders(client, message)
+            if table == 'bestBidAsk':
+                self.handle_bid_ask(client, message)
+        else:
+            if event == 'login':
+                self.handle_authentication_message(client, message)
+            if (event == 'placeorder') or (event == 'modifyorder') or (event == 'cancelorder'):
+                self.handle_place_orders(client, message)