ccxt 4.5.1__py2.py3-none-any.whl → 4.5.2__py2.py3-none-any.whl

ccxt/pro/vertex.py

@@ -1,948 +0,0 @@
-# -*- coding: utf-8 -*-
-
-# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
-# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
-
-import ccxt.async_support
-from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide
-from ccxt.base.types import Any, Bool, Int, Market, Order, OrderBook, Position, Str, Strings, Ticker, Trade
-from ccxt.async_support.base.ws.client import Client
-from typing import List
-from ccxt.base.errors import AuthenticationError
-from ccxt.base.errors import ArgumentsRequired
-from ccxt.base.errors import NotSupported
-from ccxt.base.precise import Precise
-
-
-class vertex(ccxt.async_support.vertex):
-
-    def describe(self) -> Any:
-        return self.deep_extend(super(vertex, self).describe(), {
-            'has': {
-                'ws': True,
-                'watchBalance': False,
-                'watchMyTrades': True,
-                'watchOHLCV': False,
-                'watchOrderBook': True,
-                'watchOrders': True,
-                'watchTicker': True,
-                'watchTickers': False,
-                'watchTrades': True,
-                'watchTradesForSymbols': False,
-                'watchPositions': True,
-            },
-            'urls': {
-                'api': {
-                    'ws': 'wss://gateway.prod.vertexprotocol.com/v1/subscribe',
-                },
-                'test': {
-                    'ws': 'wss://gateway.sepolia-test.vertexprotocol.com/v1/subscribe',
-                },
-            },
-            'requiredCredentials': {
-                'apiKey': False,
-                'secret': False,
-                'walletAddress': True,
-                'privateKey': True,
-            },
-            'options': {
-                'tradesLimit': 1000,
-                'ordersLimit': 1000,
-                'requestId': {},
-                'watchPositions': {
-                    'fetchPositionsSnapshot': True,  # or False
-                    'awaitPositionsSnapshot': True,  # whether to wait for the positions snapshot before providing updates
-                },
-                'ws': {
-                    'inflate': True,
-                    'options': {
-                        'headers': {
-                            'Sec-WebSocket-Extensions': 'permessage-deflate',  # requires permessage-deflate extension, maybe we can set self in client implementation when self.inflateis True
-                        },
-                    },
-                },
-            },
-            'streaming': {
-                # 'ping': self.ping,
-                'keepAlive': 30000,
-            },
-            '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):
-        url = self.urls['api']['ws']
-        requestId = self.request_id(url)
-        subscribe = {
-            'id': requestId,
-        }
-        request = self.extend(subscribe, message)
-        wsOptions = {
-            'headers': {
-                'Sec-WebSocket-Extensions': 'permessage-deflate',
-            },
-        }
-        self.options['ws'] = {
-            'options': wsOptions,
-        }
-        return await self.watch(url, messageHash, request, messageHash, subscribe)
-
-    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.vertexprotocol.com/developer-resources/api/subscriptions/streams
-
-        :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)
-        name = 'trade'
-        topic = market['id'] + '@' + name
-        request = {
-            'method': 'subscribe',
-            'stream': {
-                'type': name,
-                'product_id': self.parse_to_numeric(market['id']),
-            },
-        }
-        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):
-        #
-        # {
-        #     "type": "trade",
-        #     "timestamp": "1676151190656903000",  # timestamp of the event in nanoseconds
-        #     "product_id": 1,
-        #     "price": "1000",  # price the trade happened at, multiplied by 1e18
-        #     # both taker_qty and maker_qty have the same value
-        #     # set to filled amount(min amount of taker and maker) when matching against book
-        #     # set to matched amm base amount when matching against amm
-        #     "taker_qty": "1000",
-        #     "maker_qty": "1000",
-        #     "is_taker_buyer": True,
-        #     "is_maker_amm": True  # True when maker is amm
-        # }
-        #
-        topic = self.safe_string(message, 'type')
-        marketId = self.safe_string(message, 'product_id')
-        trade = self.parse_ws_trade(message)
-        symbol = trade['symbol']
-        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, marketId + '@' + topic)
-
-    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://docs.vertexprotocol.com/developer-resources/api/subscriptions/streams
-
-        :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 str [params.user]: user address, will default to self.walletAddress if not provided
-        :returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
-        """
-        if symbol is None:
-            raise ArgumentsRequired(self.id + ' watchMyTrades requires a symbol.')
-        await self.load_markets()
-        userAddress = None
-        userAddress, params = self.handlePublicAddress('watchMyTrades', params)
-        market = self.market(symbol)
-        name = 'fill'
-        topic = market['id'] + '@' + name
-        request = {
-            'method': 'subscribe',
-            'stream': {
-                'type': name,
-                'product_id': self.parse_to_numeric(market['id']),
-                'subaccount': self.convertAddressToSender(userAddress),
-            },
-        }
-        message = self.extend(request, params)
-        trades = await self.watch_public(topic, message)
-        if self.newUpdates:
-            limit = trades.getLimit(symbol, limit)
-        return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True)
-
-    def handle_my_trades(self, client: Client, message):
-        #
-        # {
-        #     "type": "fill",
-        #     "timestamp": "1676151190656903000",  # timestamp of the event in nanoseconds
-        #     "product_id": 1,
-        #     # the subaccount that placed self order
-        #     "subaccount": "0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43746573743000000000000000",
-        #     # hash of the order that uniquely identifies it
-        #     "order_digest": "0xf4f7a8767faf0c7f72251a1f9e5da590f708fd9842bf8fcdeacbaa0237958fff",
-        #     # the amount filled, multiplied by 1e18
-        #     "filled_qty": "1000",
-        #     # the amount outstanding unfilled, multiplied by 1e18
-        #     "remaining_qty": "2000",
-        #     # the original order amount, multiplied by 1e18
-        #     "original_qty": "3000",
-        #     # fill price
-        #     "price": "24991000000000000000000",
-        #     # True for `taker`, False for `maker`
-        #     "is_taker": True,
-        #     "is_bid": True,
-        #     # True when matching against amm
-        #     "is_against_amm": True,
-        #     # an optional `order id` that can be provided when placing an order
-        #     "id": 100
-        # }
-        #
-        topic = self.safe_string(message, 'type')
-        marketId = self.safe_string(message, 'product_id')
-        if self.myTrades is None:
-            limit = self.safe_integer(self.options, 'tradesLimit', 1000)
-            self.myTrades = ArrayCacheBySymbolById(limit)
-        trades = self.myTrades
-        parsed = self.parse_ws_trade(message)
-        trades.append(parsed)
-        client.resolve(trades, marketId + '@' + topic)
-
-    def parse_ws_trade(self, trade, market=None):
-        #
-        # watchTrades
-        # {
-        #     "type": "trade",
-        #     "timestamp": "1676151190656903000",  # timestamp of the event in nanoseconds
-        #     "product_id": 1,
-        #     "price": "1000",  # price the trade happened at, multiplied by 1e18
-        #     # both taker_qty and maker_qty have the same value
-        #     # set to filled amount(min amount of taker and maker) when matching against book
-        #     # set to matched amm base amount when matching against amm
-        #     "taker_qty": "1000",
-        #     "maker_qty": "1000",
-        #     "is_taker_buyer": True,
-        #     "is_maker_amm": True  # True when maker is amm
-        # }
-        # watchMyTrades
-        # {
-        #     "type": "fill",
-        #     "timestamp": "1676151190656903000",  # timestamp of the event in nanoseconds
-        #     "product_id": 1,
-        #     # the subaccount that placed self order
-        #     "subaccount": "0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43746573743000000000000000",
-        #     # hash of the order that uniquely identifies it
-        #     "order_digest": "0xf4f7a8767faf0c7f72251a1f9e5da590f708fd9842bf8fcdeacbaa0237958fff",
-        #     # the amount filled, multiplied by 1e18
-        #     "filled_qty": "1000",
-        #     # the amount outstanding unfilled, multiplied by 1e18
-        #     "remaining_qty": "2000",
-        #     # the original order amount, multiplied by 1e18
-        #     "original_qty": "3000",
-        #     # fill price
-        #     "price": "24991000000000000000000",
-        #     # True for `taker`, False for `maker`
-        #     "is_taker": True,
-        #     "is_bid": True,
-        #     # True when matching against amm
-        #     "is_against_amm": True,
-        #     # an optional `order id` that can be provided when placing an order
-        #     "id": 100
-        # }
-        #
-        marketId = self.safe_string(trade, 'product_id')
-        market = self.safe_market(marketId, market)
-        symbol = market['symbol']
-        price = self.convertFromX18(self.safe_string(trade, 'price'))
-        amount = self.convertFromX18(self.safe_string_2(trade, 'taker_qty', 'filled_qty'))
-        cost = Precise.string_mul(price, amount)
-        timestamp = self.safe_integer_product(trade, 'timestamp', 0.000001)
-        takerOrMaker = None
-        isTaker = self.safe_bool(trade, 'is_taker')
-        if isTaker is not None:
-            takerOrMaker = 'taker' if (isTaker) else 'maker'
-        side = None
-        isBid = self.safe_bool(trade, 'is_bid')
-        if isBid is not None:
-            side = 'buy' if (isBid) else 'sell'
-        return self.safe_trade({
-            'id': None,
-            'timestamp': timestamp,
-            'datetime': self.iso8601(timestamp),
-            'symbol': symbol,
-            'side': side,
-            'price': price,
-            'amount': amount,
-            'cost': cost,
-            'order': self.safe_string_2(trade, 'digest', 'id'),
-            'takerOrMaker': takerOrMaker,
-            'type': None,
-            'fee': None,
-            'info': trade,
-        }, market)
-
-    async def watch_ticker(self, symbol: str, params={}) -> Ticker:
-        """
-
-        https://docs.vertexprotocol.com/developer-resources/api/subscriptions/streams
-
-        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 = 'best_bid_offer'
-        market = self.market(symbol)
-        topic = market['id'] + '@' + name
-        request = {
-            'method': 'subscribe',
-            'stream': {
-                'type': name,
-                'product_id': self.parse_to_numeric(market['id']),
-            },
-        }
-        message = self.extend(request, params)
-        return await self.watch_public(topic, message)
-
-    def parse_ws_ticker(self, ticker, market=None):
-        #
-        # {
-        #     "type": "best_bid_offer",
-        #     "timestamp": "1676151190656903000",  # timestamp of the event in nanoseconds
-        #     "product_id": 1,
-        #     "bid_price": "1000",  # the highest bid price, multiplied by 1e18
-        #     "bid_qty": "1000",  # quantity at the huighest bid, multiplied by 1e18.
-        #                        # i.e. if self is USDC with 6 decimals, one USDC
-        #                        # would be 1e12
-        #     "ask_price": "1000",  # lowest ask price
-        #     "ask_qty": "1000"  # quantity at the lowest ask
-        # }
-        #
-        timestamp = self.safe_integer_product(ticker, 'timestamp', 0.000001)
-        return self.safe_ticker({
-            'symbol': self.safe_symbol(None, market),
-            'timestamp': timestamp,
-            'datetime': self.iso8601(timestamp),
-            'high': self.safe_string(ticker, 'high'),
-            'low': self.safe_string(ticker, 'low'),
-            'bid': self.convertFromX18(self.safe_string(ticker, 'bid_price')),
-            'bidVolume': self.convertFromX18(self.safe_string(ticker, 'bid_qty')),
-            'ask': self.convertFromX18(self.safe_string(ticker, 'ask_price')),
-            'askVolume': self.convertFromX18(self.safe_string(ticker, 'ask_qty')),
-            'vwap': None,
-            'open': None,
-            'close': None,
-            'last': None,
-            'previousClose': None,
-            'change': None,
-            'percentage': None,
-            'average': None,
-            'baseVolume': None,
-            'quoteVolume': None,
-            'info': ticker,
-        }, market)
-
-    def handle_ticker(self, client: Client, message):
-        #
-        # {
-        #     "type": "best_bid_offer",
-        #     "timestamp": "1676151190656903000",  # timestamp of the event in nanoseconds
-        #     "product_id": 1,
-        #     "bid_price": "1000",  # the highest bid price, multiplied by 1e18
-        #     "bid_qty": "1000",  # quantity at the huighest bid, multiplied by 1e18.
-        #                        # i.e. if self is USDC with 6 decimals, one USDC
-        #                        # would be 1e12
-        #     "ask_price": "1000",  # lowest ask price
-        #     "ask_qty": "1000"  # quantity at the lowest ask
-        # }
-        #
-        marketId = self.safe_string(message, 'product_id')
-        market = self.safe_market(marketId)
-        ticker = self.parse_ws_ticker(message, market)
-        ticker['symbol'] = market['symbol']
-        self.tickers[market['symbol']] = ticker
-        client.resolve(ticker, marketId + '@best_bid_offer')
-        return message
-
-    async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
-        """
-
-        https://docs.vertexprotocol.com/developer-resources/api/subscriptions/streams
-
-        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 = 'book_depth'
-        market = self.market(symbol)
-        messageHash = market['id'] + '@' + name
-        url = self.urls['api']['ws']
-        requestId = self.request_id(url)
-        request: dict = {
-            'id': requestId,
-            'method': 'subscribe',
-            'stream': {
-                'type': name,
-                'product_id': self.parse_to_numeric(market['id']),
-            },
-        }
-        subscription: dict = {
-            'id': str(requestId),
-            'name': name,
-            'symbol': symbol,
-            'method': self.handle_order_book_subscription,
-            'limit': limit,
-            'params': params,
-        }
-        message = self.extend(request, params)
-        orderbook = await self.watch(url, messageHash, message, messageHash, subscription)
-        return orderbook.limit()
-
-    def handle_order_book_subscription(self, client: Client, message, subscription):
-        defaultLimit = self.safe_integer(self.options, 'watchOrderBookLimit', 1000)
-        limit = self.safe_integer(subscription, 'limit', defaultLimit)
-        symbol = self.safe_string(subscription, 'symbol')  # watchOrderBook
-        if symbol in self.orderbooks:
-            del self.orderbooks[symbol]
-        self.orderbooks[symbol] = self.order_book({}, limit)
-        self.spawn(self.fetch_order_book_snapshot, client, message, subscription)
-
-    async def fetch_order_book_snapshot(self, client, message, subscription):
-        symbol = self.safe_string(subscription, 'symbol')
-        market = self.market(symbol)
-        messageHash = market['id'] + '@book_depth'
-        try:
-            defaultLimit = self.safe_integer(self.options, 'watchOrderBookLimit', 1000)
-            limit = self.safe_integer(subscription, 'limit', defaultLimit)
-            params = self.safe_value(subscription, 'params')
-            snapshot = await self.fetch_rest_order_book_safe(symbol, limit, params)
-            if self.safe_value(self.orderbooks, symbol) is None:
-                # if the orderbook is dropped before the snapshot is received
-                return
-            orderbook = self.orderbooks[symbol]
-            orderbook.reset(snapshot)
-            messages = orderbook.cache
-            for i in range(0, len(messages)):
-                messageItem = messages[i]
-                lastTimestamp = self.parse_to_int(Precise.string_div(self.safe_string(messageItem, 'last_max_timestamp'), '1000000'))
-                if lastTimestamp < orderbook['timestamp']:
-                    continue
-                else:
-                    self.handle_order_book_message(client, messageItem, orderbook)
-            self.orderbooks[symbol] = orderbook
-            client.resolve(orderbook, messageHash)
-        except Exception as e:
-            del client.subscriptions[messageHash]
-            client.reject(e, messageHash)
-
-    def handle_order_book(self, client: Client, message):
-        #
-        #
-        # the feed does not include a snapshot, just the deltas
-        #
-        # {
-        #     "type":"book_depth",
-        #     # book depth aggregates a number of events once every 50ms
-        #     # these are the minimum and maximum timestamps from
-        #     # events that contributed to self response
-        #     "min_timestamp": "1683805381879572835",
-        #     "max_timestamp": "1683805381879572835",
-        #     # the max_timestamp of the last book_depth event for self product
-        #     "last_max_timestamp": "1683805381771464799",
-        #     "product_id":1,
-        #     # changes to the bid side of the book in the form of [[price, new_qty]]
-        #     "bids":[["21594490000000000000000","51007390115411548"]],
-        #     # changes to the ask side of the book in the form of [[price, new_qty]]
-        #     "asks":[["21694490000000000000000","0"],["21695050000000000000000","0"]]
-        # }
-        #
-        marketId = self.safe_string(message, 'product_id')
-        market = self.safe_market(marketId)
-        symbol = market['symbol']
-        if not (symbol in self.orderbooks):
-            self.orderbooks[symbol] = self.order_book()
-        orderbook = self.orderbooks[symbol]
-        timestamp = self.safe_integer(orderbook, 'timestamp')
-        if timestamp is None:
-            # Buffer the events you receive from the stream.
-            orderbook.cache.append(message)
-        else:
-            lastTimestamp = self.parse_to_int(Precise.string_div(self.safe_string(message, 'last_max_timestamp'), '1000000'))
-            if lastTimestamp > timestamp:
-                self.handle_order_book_message(client, message, orderbook)
-                client.resolve(orderbook, marketId + '@book_depth')
-
-    def handle_order_book_message(self, client: Client, message, orderbook):
-        timestamp = self.parse_to_int(Precise.string_div(self.safe_string(message, 'last_max_timestamp'), '1000000'))
-        # convert from X18
-        data = {
-            'bids': [],
-            'asks': [],
-        }
-        bids = self.safe_list(message, 'bids', [])
-        for i in range(0, len(bids)):
-            bid = bids[i]
-            data['bids'].append([
-                self.convertFromX18(bid[0]),
-                self.convertFromX18(bid[1]),
-            ])
-        asks = self.safe_list(message, 'asks', [])
-        for i in range(0, len(asks)):
-            ask = asks[i]
-            data['asks'].append([
-                self.convertFromX18(ask[0]),
-                self.convertFromX18(ask[1]),
-            ])
-        self.handle_deltas(orderbook['asks'], self.safe_list(data, 'asks', []))
-        self.handle_deltas(orderbook['bids'], self.safe_list(data, 'bids', []))
-        orderbook['timestamp'] = timestamp
-        orderbook['datetime'] = self.iso8601(timestamp)
-        return orderbook
-
-    def handle_delta(self, bookside, delta):
-        price = self.safe_float(delta, 0)
-        amount = self.safe_float(delta, 1)
-        bookside.store(price, amount)
-
-    def handle_deltas(self, bookside, deltas):
-        for i in range(0, len(deltas)):
-            self.handle_delta(bookside, deltas[i])
-
-    def handle_subscription_status(self, client: Client, message):
-        #
-        #     {
-        #         "result": null,
-        #         "id": 1574649734450
-        #     }
-        #
-        id = self.safe_string(message, 'id')
-        subscriptionsById = self.index_by(client.subscriptions, 'id')
-        subscription = self.safe_value(subscriptionsById, id, {})
-        method = self.safe_value(subscription, 'method')
-        if method is not None:
-            method(client, message, subscription)
-        return message
-
-    async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
-        """
-
-        https://docs.vertexprotocol.com/developer-resources/api/subscriptions/streams
-
-        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 str [params.user]: user address, will default to self.walletAddress if not provided
-        :returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
-        """
-        await self.load_markets()
-        symbols = self.market_symbols(symbols)
-        if not self.is_empty(symbols):
-            if len(symbols) > 1:
-                raise NotSupported(self.id + ' watchPositions require only one symbol.')
-        else:
-            raise ArgumentsRequired(self.id + ' watchPositions require one symbol.')
-        userAddress = None
-        userAddress, params = self.handlePublicAddress('watchPositions', params)
-        url = self.urls['api']['ws']
-        client = self.client(url)
-        self.set_positions_cache(client, symbols, params)
-        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)
-        name = 'position_change'
-        market = self.market(symbols[0])
-        topic = market['id'] + '@' + name
-        request = {
-            'method': 'subscribe',
-            'stream': {
-                'type': name,
-                'product_id': self.parse_to_numeric(market['id']),
-                'subaccount': self.convertAddressToSender(userAddress),
-            },
-        }
-        message = self.extend(request, params)
-        newPositions = await self.watch_public(topic, message)
-        if self.newUpdates:
-            limit = newPositions.getLimit(symbols[0], limit)
-        return self.filter_by_symbols_since_limit(self.positions, symbols, since, limit, True)
-
-    def set_positions_cache(self, client: Client, symbols: Strings = None, params={}):
-        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, symbols, params)
-        else:
-            self.positions = ArrayCacheBySymbolBySide()
-
-    async def load_positions_snapshot(self, client, messageHash, symbols, params):
-        positions = await self.fetch_positions(symbols, params)
-        self.positions = ArrayCacheBySymbolBySide()
-        cache = self.positions
-        for i in range(0, len(positions)):
-            position = positions[i]
-            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):
-        #
-        # {
-        #     "type":"position_change",
-        #     "timestamp": "1676151190656903000",  # timestamp of event in nanoseconds
-        #     "product_id":1,
-        #      # whether self is a position change for the LP token for self product
-        #     "is_lp":false,
-        #     # subaccount who's position changed
-        #     "subaccount":"0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43706d00000000000000000000",
-        #     # new amount for self product
-        #     "amount":"51007390115411548",
-        #     # new quote balance for self product; zero for everything except non lp perps
-        #     # the negative of the entry cost of the perp
-        #     "v_quote_amount":"0"
-        # }
-        #
-        if self.positions is None:
-            self.positions = ArrayCacheBySymbolBySide()
-        cache = self.positions
-        topic = self.safe_string(message, 'type')
-        marketId = self.safe_string(message, 'product_id')
-        market = self.safe_market(marketId)
-        position = self.parse_ws_position(message, market)
-        cache.append(position)
-        client.resolve(position, marketId + '@' + topic)
-
-    def parse_ws_position(self, position, market=None):
-        #
-        # {
-        #     "type":"position_change",
-        #     "timestamp": "1676151190656903000",  # timestamp of event in nanoseconds
-        #     "product_id":1,
-        #      # whether self is a position change for the LP token for self product
-        #     "is_lp":false,
-        #     # subaccount who's position changed
-        #     "subaccount":"0x7a5ec2748e9065794491a8d29dcf3f9edb8d7c43706d00000000000000000000",
-        #     # new amount for self product
-        #     "amount":"51007390115411548",
-        #     # new quote balance for self product; zero for everything except non lp perps
-        #     # the negative of the entry cost of the perp
-        #     "v_quote_amount":"0"
-        # }
-        #
-        marketId = self.safe_string(position, 'product_id')
-        market = self.safe_market(marketId)
-        contractSize = self.convertFromX18(self.safe_string(position, 'amount'))
-        side = 'buy'
-        if Precise.string_lt(contractSize, '1'):
-            side = 'sell'
-        timestamp = self.parse_to_int(Precise.string_div(self.safe_string(position, 'timestamp'), '1000000'))
-        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': None,
-            'notional': None,
-            'leverage': None,
-            'unrealizedPnl': None,
-            'contracts': None,
-            'contractSize': self.parse_number(contractSize),
-            'marginRatio': None,
-            'liquidationPrice': None,
-            'markPrice': None,
-            'lastPrice': None,
-            'collateral': None,
-            'marginMode': 'cross',
-            'marginType': None,
-            'side': side,
-            'percentage': None,
-            'hedged': None,
-            'stopLossPrice': None,
-            'takeProfitPrice': None,
-        })
-
-    def handle_auth(self, client: Client, message):
-        #
-        # {result: null, id: 1}
-        #
-        messageHash = 'authenticated'
-        error = self.safe_string(message, 'error')
-        if error is None:
-            # client.resolve(message, messageHash)
-            future = self.safe_value(client.futures, 'authenticated')
-            future.resolve(True)
-        else:
-            authError = AuthenticationError(self.json(message))
-            client.reject(authError, messageHash)
-            # allows further authentication attempts
-            if messageHash in client.subscriptions:
-                del client.subscriptions['authenticated']
-
-    def build_ws_authentication_sig(self, message, chainId, verifyingContractAddress):
-        messageTypes = {
-            'StreamAuthentication': [
-                {'name': 'sender', 'type': 'bytes32'},
-                {'name': 'expiration', 'type': 'uint64'},
-            ],
-        }
-        return self.buildSig(chainId, messageTypes, message, verifyingContractAddress)
-
-    async def authenticate(self, params={}):
-        self.check_required_credentials()
-        url = self.urls['api']['ws']
-        client = self.client(url)
-        messageHash = 'authenticated'
-        future = client.future(messageHash)
-        authenticated = self.safe_value(client.subscriptions, messageHash)
-        if authenticated is None:
-            requestId = self.request_id(url)
-            contracts = await self.queryContracts()
-            chainId = self.safe_string(contracts, 'chain_id')
-            verifyingContractAddress = self.safe_string(contracts, 'endpoint_addr')
-            now = self.nonce()
-            nonce = now + 90000
-            authentication = {
-                'sender': self.convertAddressToSender(self.walletAddress),
-                'expiration': nonce,
-            }
-            request = {
-                'id': requestId,
-                'method': 'authenticate',
-                'tx': {
-                    'sender': authentication['sender'],
-                    'expiration': self.number_to_string(authentication['expiration']),
-                },
-                'signature': self.build_ws_authentication_sig(authentication, chainId, verifyingContractAddress),
-            }
-            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']
-        requestId = self.request_id(url)
-        subscribe = {
-            'id': requestId,
-        }
-        request = self.extend(subscribe, message)
-        return await self.watch(url, messageHash, request, messageHash, 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://docs.vertexprotocol.com/developer-resources/api/subscriptions/streams
-
-        :param str symbol: unified market symbol of the market orders were made in
-        :param int [since]: the earliest time in ms to fetch orders for
-        :param int [limit]: the maximum number of order structures to retrieve
-        :param dict [params]: extra parameters specific to the exchange API endpoint
-        :returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
-        """
-        if symbol is None:
-            raise ArgumentsRequired(self.id + ' watchOrders requires a symbol.')
-        self.check_required_credentials()
-        await self.load_markets()
-        name = 'order_update'
-        market = self.market(symbol)
-        topic = market['id'] + '@' + name
-        request = {
-            'method': 'subscribe',
-            'stream': {
-                'type': name,
-                'subaccount': self.convertAddressToSender(self.walletAddress),
-                'product_id': self.parse_to_numeric(market['id']),
-            },
-        }
-        message = self.extend(request, params)
-        orders = await self.watch_private(topic, 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_status(self, status):
-        if status is not None:
-            statuses = {
-                'filled': 'open',
-                'placed': 'open',
-                'cancelled': 'canceled',
-            }
-            return self.safe_string(statuses, status, status)
-        return status
-
-    def parse_ws_order(self, order, market: Market = None) -> Order:
-        #
-        # {
-        #     "type": "order_update",
-        #     # timestamp of the event in nanoseconds
-        #     "timestamp": "1695081920633151000",
-        #     "product_id": 1,
-        #     # order digest
-        #     "digest": "0xf7712b63ccf70358db8f201e9bf33977423e7a63f6a16f6dab180bdd580f7c6c",
-        #     # remaining amount to be filled.
-        #     # will be `0` if the order is either fully filled or cancelled.
-        #     "amount": "82000000000000000",
-        #     # any of: "filled", "cancelled", "placed"
-        #     "reason": "filled"
-        #     # an optional `order id` that can be provided when placing an order
-        #     "id": 100
-        # }
-        #
-        marketId = self.safe_string(order, 'product_id')
-        timestamp = self.parse_to_int(Precise.string_div(self.safe_string(order, 'timestamp'), '1000000'))
-        remainingString = self.convertFromX18(self.safe_string(order, 'amount'))
-        remaining = self.parse_to_numeric(remainingString)
-        status = self.parse_ws_order_status(self.safe_string(order, 'reason'))
-        if Precise.string_eq(remainingString, '0') and status == 'open':
-            status = 'closed'
-        market = self.safe_market(marketId, market)
-        symbol = market['symbol']
-        return self.safe_order({
-            'info': order,
-            'id': self.safe_string_2(order, 'digest', 'id'),
-            'clientOrderId': None,
-            'timestamp': timestamp,
-            'datetime': self.iso8601(timestamp),
-            'lastTradeTimestamp': None,
-            'lastUpdateTimestamp': None,
-            'symbol': symbol,
-            'type': None,
-            'timeInForce': None,
-            'postOnly': None,
-            'reduceOnly': None,
-            'side': None,
-            'price': None,
-            'triggerPrice': None,
-            'amount': None,
-            'cost': None,
-            'average': None,
-            'filled': None,
-            'remaining': remaining,
-            'status': status,
-            'fee': None,
-            'trades': None,
-        }, market)
-
-    def handle_order_update(self, client: Client, message):
-        #
-        # {
-        #     "type": "order_update",
-        #     # timestamp of the event in nanoseconds
-        #     "timestamp": "1695081920633151000",
-        #     "product_id": 1,
-        #     # order digest
-        #     "digest": "0xf7712b63ccf70358db8f201e9bf33977423e7a63f6a16f6dab180bdd580f7c6c",
-        #     # remaining amount to be filled.
-        #     # will be `0` if the order is either fully filled or cancelled.
-        #     "amount": "82000000000000000",
-        #     # any of: "filled", "cancelled", "placed"
-        #     "reason": "filled"
-        #     # an optional `order id` that can be provided when placing an order
-        #     "id": 100
-        # }
-        #
-        topic = self.safe_string(message, 'type')
-        marketId = self.safe_string(message, 'product_id')
-        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:
-                parsed['timestamp'] = self.safe_integer(order, 'timestamp')
-                parsed['datetime'] = self.safe_string(order, 'datetime')
-            cachedOrders.append(parsed)
-            client.resolve(self.orders, marketId + '@' + topic)
-
-    def handle_error_message(self, client: Client, message) -> Bool:
-        #
-        # {
-        #     result: null,
-        #     error: 'error parsing request: missing field `expiration`',
-        #     id: 0
-        # }
-        #
-        errorMessage = self.safe_string(message, 'error')
-        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 = {
-            'trade': self.handle_trade,
-            'best_bid_offer': self.handle_ticker,
-            'book_depth': self.handle_order_book,
-            'fill': self.handle_my_trades,
-            'position_change': self.handle_positions,
-            'order_update': self.handle_order_update,
-        }
-        event = self.safe_string(message, 'type')
-        method = self.safe_value(methods, event)
-        if method is not None:
-            method(client, message)
-            return
-        requestId = self.safe_string(message, 'id')
-        if requestId is not None:
-            self.handle_subscription_status(client, message)
-            return
-        # check whether it's authentication
-        auth = self.safe_value(client.futures, 'authenticated')
-        if auth is not None:
-            self.handle_auth(client, message)