# -*- 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, ArrayCacheByTimestamp
from ccxt.base.types import Balances, Int, Order, OrderBook, Position, Str, Strings, Ticker, Tickers, Trade
from ccxt.async_support.base.ws.client import Client
from typing import List
from ccxt.base.errors import ExchangeError
from ccxt.base.errors import ArgumentsRequired


class kucoinfutures(ccxt.async_support.kucoinfutures):

    def describe(self):
        return self.deep_extend(super(kucoinfutures, self).describe(), {
            'has': {
                'ws': True,
                'watchLiquidations': False,
                'watchLiquidatinsForSymbols': False,
                'watchMyLiquidations': None,
                'watchMyLiquidationsForSymbols': None,
                'watchTicker': True,
                'watchTickers': True,
                'watchBidsAsks': True,
                'watchTrades': True,
                'watchOHLCV': True,
                'watchOrderBook': True,
                'watchOrders': True,
                'watchBalance': True,
                'watchPosition': True,
                'watchPositions': False,
                'watchPositionForSymbols': False,
                'watchTradesForSymbols': True,
                'watchOrderBookForSymbols': True,
            },
            'options': {
                'timeframes': {
                    '1m': '1min',
                    '3m': '1min',
                    '5m': '5min',
                    '15m': '15min',
                    '30m': '30min',
                    '1h': '1hour',
                    '2h': '2hour',
                    '4h': '4hour',
                    '8h': '8hour',
                    '12h': '12hour',
                    '1d': '1day',
                    '1w': '1week',
                    '1M': '1month',
                },
                'accountsByType': {
                    'swap': 'future',
                    'cross': 'margin',
                    # 'spot': ,
                    # 'margin': ,
                    # 'main': ,
                    # 'funding': ,
                    # 'future': ,
                    # 'mining': ,
                    # 'trade': ,
                    # 'contract': ,
                    # 'pool': ,
                },
                'tradesLimit': 1000,
                'watchOrderBook': {
                    'snapshotDelay': 20,
                    'snapshotMaxRetries': 3,
                },
                'watchPosition': {
                    'fetchPositionSnapshot': True,  # or False
                    'awaitPositionSnapshot': True,  # whether to wait for the position snapshot before providing updates
                },
            },
            'streaming': {
                # kucoin does not support built-in ws protocol-level ping-pong
                # instead it requires a custom json-based text ping-pong
                # https://docs.kucoin.com/#ping
                'ping': self.ping,
            },
        })

    async def negotiate(self, privateChannel, params={}):
        connectId = 'private' if privateChannel else 'public'
        urls = self.safe_value(self.options, 'urls', {})
        spawaned = self.safe_value(urls, connectId)
        if spawaned is not None:
            return await spawaned
        # we store an awaitable to the url
        # so that multiple calls don't asynchronously
        # fetch different urls and overwrite each other
        urls[connectId] = self.spawn(self.negotiate_helper, privateChannel, params)  # we have to wait here otherwsie in c# will not work
        self.options['urls'] = urls
        future = urls[connectId]
        return await future

    async def negotiate_helper(self, privateChannel, params={}):
        response = None
        connectId = 'private' if privateChannel else 'public'
        try:
            if privateChannel:
                response = await self.futuresPrivatePostBulletPrivate(params)
                #
                #     {
                #         "code": "200000",
                #         "data": {
                #             "instanceServers": [
                #                 {
                #                     "pingInterval":  50000,
                #                     "endpoint": "wss://push-private.kucoin.com/endpoint",
                #                     "protocol": "websocket",
                #                     "encrypt": True,
                #                     "pingTimeout": 10000
                #                 }
                #             ],
                #             "token": "2neAiuYvAU61ZDXANAGAsiL4-iAExhsBXZxftpOeh_55i3Ysy2q2LEsEWU64mdzUOPusi34M_wGoSf7iNyEWJ1UQy47YbpY4zVdzilNP-Bj3iXzrjjGlWtiYB9J6i9GjsxUuhPw3BlrzazF6ghq4Lzf7scStOz3KkxjwpsOBCH4=.WNQmhZQeUKIkh97KYgU0Lg=="
                #         }
                #     }
                #
            else:
                response = await self.futuresPublicPostBulletPublic(params)
            data = self.safe_value(response, 'data', {})
            instanceServers = self.safe_value(data, 'instanceServers', [])
            firstInstanceServer = self.safe_value(instanceServers, 0)
            pingInterval = self.safe_integer(firstInstanceServer, 'pingInterval')
            endpoint = self.safe_string(firstInstanceServer, 'endpoint')
            token = self.safe_string(data, 'token')
            result = endpoint + '?' + self.urlencode({
                'token': token,
                'privateChannel': privateChannel,
                'connectId': connectId,
            })
            client = self.client(result)
            client.keepAlive = pingInterval
            return result
        except Exception as e:
            future = self.safe_value(self.options['urls'], connectId)
            future.reject(e)
            del self.options['urls'][connectId]
        return None

    def request_id(self):
        requestId = self.sum(self.safe_integer(self.options, 'requestId', 0), 1)
        self.options['requestId'] = requestId
        return requestId

    async def subscribe(self, url, messageHash, subscriptionHash, subscription, params={}):
        requestId = str(self.request_id())
        request: dict = {
            'id': requestId,
            'type': 'subscribe',
            'topic': subscriptionHash,
            'response': True,
        }
        message = self.extend(request, params)
        subscriptionRequest: dict = {
            'id': requestId,
        }
        if subscription is None:
            subscription = subscriptionRequest
        else:
            subscription = self.extend(subscriptionRequest, subscription)
        return await self.watch(url, messageHash, message, subscriptionHash, subscription)

    async def subscribe_multiple(self, url, messageHashes, topic, subscriptionHashes, subscriptionArgs, params={}):
        requestId = str(self.request_id())
        request: dict = {
            'id': requestId,
            'type': 'subscribe',
            'topic': topic,
            'response': True,
        }
        return await self.watch_multiple(url, messageHashes, self.extend(request, params), subscriptionHashes, subscriptionArgs)

    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://www.kucoin.com/docs/websocket/futures-trading/public-channels/get-ticker
        :param str symbol: unified symbol of the market to fetch the ticker for
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
        """
        await self.load_markets()
        market = self.market(symbol)
        symbol = market['symbol']
        params['callerMethodName'] = 'watchTicker'
        tickers = await self.watch_tickers([symbol], params)
        return tickers[symbol]

    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 all markets of a specific list
        :param str[] symbols: unified symbol of the market to fetch the ticker for
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
        """
        await self.load_markets()
        ticker = await self.watch_multi_request('watchTickers', '/contractMarket/ticker:', symbols, params)
        if self.newUpdates:
            tickers: dict = {}
            tickers[ticker['symbol']] = ticker
            return tickers
        return self.filter_by_array(self.tickers, 'symbol', symbols)

    def handle_ticker(self, client: Client, message):
        #
        # ticker(v1)
        #
        #    {
        #     "subject": "ticker",
        #     "topic": "/contractMarket/ticker:XBTUSDM",
        #     "data": {
        #         "symbol": "XBTUSDM",  #Market of the symbol
        #         "sequence": 45,  #Sequence number which is used to judge the continuity of the pushed messages
        #         "side": "sell",  #Transaction side of the last traded taker order
        #         "price": "3600.0",  #Filled price
        #         "size": 16,  #Filled quantity
        #         "tradeId": "5c9dcf4170744d6f5a3d32fb",  #Order ID
        #         "bestBidSize": 795,  #Best bid size
        #         "bestBidPrice": "3200.0",  #Best bid
        #         "bestAskPrice": "3600.0",  #Best ask size
        #         "bestAskSize": 284,  #Best ask
        #         "ts": 1553846081210004941  #Filled time - nanosecond
        #     }
        #    }
        #
        data = self.safe_value(message, 'data', {})
        marketId = self.safe_value(data, 'symbol')
        market = self.safe_market(marketId, None, '-')
        ticker = self.parse_ticker(data, market)
        self.tickers[market['symbol']] = ticker
        client.resolve(ticker, self.get_message_hash('ticker', market['symbol']))

    async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
        """
        :see: https://www.kucoin.com/docs/websocket/futures-trading/public-channels/get-ticker-v2
        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>`
        """
        ticker = await self.watch_multi_request('watchBidsAsks', '/contractMarket/tickerV2:', symbols, params)
        if self.newUpdates:
            tickers: dict = {}
            tickers[ticker['symbol']] = ticker
            return tickers
        return self.filter_by_array(self.bidsasks, 'symbol', symbols)

    async def watch_multi_request(self, methodName, channelName: str, symbols: Strings = None, params={}):
        await self.load_markets()
        methodName, params = self.handle_param_string(params, 'callerMethodName', methodName)
        isBidsAsks = (methodName == 'watchBidsAsks')
        symbols = self.market_symbols(symbols, None, False, True, False)
        length = len(symbols)
        if length > 100:
            raise ArgumentsRequired(self.id + ' ' + methodName + '() accepts a maximum of 100 symbols')
        messageHashes = []
        for i in range(0, len(symbols)):
            symbol = symbols[i]
            market = self.market(symbol)
            prefix = 'bidask' if isBidsAsks else 'ticker'
            messageHashes.append(self.get_message_hash(prefix, market['symbol']))
        url = await self.negotiate(False)
        marketIds = self.market_ids(symbols)
        joined = ','.join(marketIds)
        requestId = str(self.request_id())
        request: dict = {
            'id': requestId,
            'type': 'subscribe',
            'topic': channelName + joined,
            'response': True,
        }
        subscription: dict = {
            'id': requestId,
        }
        return await self.watch_multiple(url, messageHashes, self.extend(request, params), messageHashes, subscription)

    def handle_bid_ask(self, client: Client, message):
        #
        # arrives one symbol dict
        #
        # {
        #   "subject": "tickerV2",
        #   "topic": "/contractMarket/tickerV2:XBTUSDM",
        #   "data": {
        #     "symbol": "XBTUSDM",  #Market of the symbol
        #     "bestBidSize": 795,  # Best bid size
        #     "bestBidPrice": 3200.0,  # Best bid
        #     "bestAskPrice": 3600.0,  # Best ask
        #     "bestAskSize": 284,  # Best ask size
        #     "ts": 1553846081210004941  # Filled time - nanosecond
        #   }
        # }
        #
        parsedTicker = self.parse_ws_bid_ask(message)
        symbol = parsedTicker['symbol']
        self.bidsasks[symbol] = parsedTicker
        client.resolve(parsedTicker, self.get_message_hash('bidask', symbol))

    def parse_ws_bid_ask(self, ticker, market=None):
        data = self.safe_dict(ticker, 'data', {})
        marketId = self.safe_string(data, 'symbol')
        market = self.safe_market(marketId, market)
        symbol = self.safe_string(market, 'symbol')
        timestamp = self.safe_integer_product(data, 'ts', 0.000001)
        return self.safe_ticker({
            'symbol': symbol,
            'timestamp': timestamp,
            'datetime': self.iso8601(timestamp),
            'ask': self.safe_number(data, 'bestAskPrice'),
            'askVolume': self.safe_number(data, 'bestAskSize'),
            'bid': self.safe_number(data, 'bestBidPrice'),
            'bidVolume': self.safe_number(data, 'bestBidSize'),
            'info': ticker,
        }, market)

    async def watch_position(self, symbol: Str = None, params={}) -> Position:
        """
        watch open positions for a specific symbol
        :see: https://docs.kucoin.com/futures/#position-change-events
        :param str|None symbol: unified market symbol
        :param dict params: extra parameters specific to the exchange API endpoint
        :returns dict: a `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
        """
        if symbol is None:
            raise ArgumentsRequired(self.id + ' watchPosition() requires a symbol argument')
        await self.load_markets()
        url = await self.negotiate(True)
        market = self.market(symbol)
        topic = '/contract/position:' + market['id']
        request: dict = {
            'privateChannel': True,
        }
        messageHash = 'position:' + market['symbol']
        client = self.client(url)
        self.set_position_cache(client, symbol)
        fetchPositionSnapshot = self.handle_option('watchPosition', 'fetchPositionSnapshot', True)
        awaitPositionSnapshot = self.safe_bool('watchPosition', 'awaitPositionSnapshot', True)
        currentPosition = self.get_current_position(symbol)
        if fetchPositionSnapshot and awaitPositionSnapshot and currentPosition is None:
            snapshot = await client.future('fetchPositionSnapshot:' + symbol)
            return snapshot
        return await self.subscribe(url, messageHash, topic, None, self.extend(request, params))

    def get_current_position(self, symbol):
        if self.positions is None:
            return None
        cache = self.positions.hashmap
        symbolCache = self.safe_value(cache, symbol, {})
        values = list(symbolCache.values())
        return self.safe_value(values, 0)

    def set_position_cache(self, client: Client, symbol: str):
        fetchPositionSnapshot = self.handle_option('watchPosition', 'fetchPositionSnapshot', False)
        if fetchPositionSnapshot:
            messageHash = 'fetchPositionSnapshot:' + symbol
            if not (messageHash in client.futures):
                client.future(messageHash)
                self.spawn(self.load_position_snapshot, client, messageHash, symbol)

    async def load_position_snapshot(self, client, messageHash, symbol):
        position = await self.fetch_position(symbol)
        self.positions = ArrayCacheBySymbolById()
        cache = self.positions
        cache.append(position)
        # don't remove the future from the .futures cache
        future = client.futures[messageHash]
        future.resolve(cache)
        client.resolve(position, 'position:' + symbol)

    def handle_position(self, client: Client, message):
        #
        # Position Changes Caused Operations
        #    {
        #        "type": "message",
        #        "userId": "5c32d69203aa676ce4b543c7",  # Deprecated, will detele later
        #        "channelType": "private",
        #        "topic": "/contract/position:XBTUSDM",
        #        "subject": "position.change",
        #        "data": {
        #            "realisedGrossPnl": 0E-8,  #Accumulated realised profit and loss
        #            "symbol": "XBTUSDM",  #Symbol
        #            "crossMode": False,  #Cross mode or not
        #            "liquidationPrice": 1000000.0,  #Liquidation price
        #            "posLoss": 0E-8,  #Manually added margin amount
        #            "avgEntryPrice": 7508.22,  #Average entry price
        #            "unrealisedPnl": -0.00014735,  #Unrealised profit and loss
        #            "markPrice": 7947.83,  #Mark price
        #            "posMargin": 0.00266779,  #Position margin
        #            "autoDeposit": False,  #Auto deposit margin or not
        #            "riskLimit": 100000,  #Risk limit
        #            "unrealisedCost": 0.00266375,  #Unrealised value
        #            "posComm": 0.00000392,  #Bankruptcy cost
        #            "posMaint": 0.00001724,  #Maintenance margin
        #            "posCost": 0.00266375,  #Position value
        #            "maintMarginReq": 0.005,  #Maintenance margin rate
        #            "bankruptPrice": 1000000.0,  #Bankruptcy price
        #            "realisedCost": 0.00000271,  #Currently accumulated realised position value
        #            "markValue": 0.00251640,  #Mark value
        #            "posInit": 0.00266375,  #Position margin
        #            "realisedPnl": -0.00000253,  #Realised profit and losts
        #            "maintMargin": 0.00252044,  #Position margin
        #            "realLeverage": 1.06,  #Leverage of the order
        #            "changeReason": "positionChange",  #changeReason:marginChange、positionChange、liquidation、autoAppendMarginStatusChange、adl
        #            "currentCost": 0.00266375,  #Current position value
        #            "openingTimestamp": 1558433191000,  #Open time
        #            "currentQty": -20,  #Current position
        #            "delevPercentage": 0.52,  #ADL ranking percentile
        #            "currentComm": 0.00000271,  #Current commission
        #            "realisedGrossCost": 0E-8,  #Accumulated reliased gross profit value
        #            "isOpen": True,  #Opened position or not
        #            "posCross": 1.2E-7,  #Manually added margin
        #            "currentTimestamp": 1558506060394,  #Current timestamp
        #            "unrealisedRoePcnt": -0.0553,  #Rate of return on investment
        #            "unrealisedPnlPcnt": -0.0553,  #Position profit and loss ratio
        #            "settleCurrency": "XBT"  #Currency used to clear and settle the trades
        #        }
        #    }
        # Position Changes Caused by Mark Price
        #    {
        #        "userId": "5cd3f1a7b7ebc19ae9558591",  # Deprecated, will detele later
        #        "topic": "/contract/position:XBTUSDM",
        #        "subject": "position.change",
        #          "data": {
        #              "markPrice": 7947.83,                   #Mark price
        #              "markValue": 0.00251640,                 #Mark value
        #              "maintMargin": 0.00252044,              #Position margin
        #              "realLeverage": 10.06,                   #Leverage of the order
        #              "unrealisedPnl": -0.00014735,           #Unrealised profit and lost
        #              "unrealisedRoePcnt": -0.0553,           #Rate of return on investment
        #              "unrealisedPnlPcnt": -0.0553,            #Position profit and loss ratio
        #              "delevPercentage": 0.52,             #ADL ranking percentile
        #              "currentTimestamp": 1558087175068,      #Current timestamp
        #              "settleCurrency": "XBT"                 #Currency used to clear and settle the trades
        #          }
        #    }
        #  Funding Settlement
        #    {
        #        "userId": "xbc453tg732eba53a88ggyt8c",  # Deprecated, will detele later
        #        "topic": "/contract/position:XBTUSDM",
        #        "subject": "position.settlement",
        #        "data": {
        #            "fundingTime": 1551770400000,          #Funding time
        #            "qty": 100,                            #Position siz
        #            "markPrice": 3610.85,                 #Settlement price
        #            "fundingRate": -0.002966,             #Funding rate
        #            "fundingFee": -296,                   #Funding fees
        #            "ts": 1547697294838004923,             #Current time(nanosecond)
        #            "settleCurrency": "XBT"                #Currency used to clear and settle the trades
        #        }
        #    }
        # Adjustmet result of risk limit level
        #     {
        #         "userId": "xbc453tg732eba53a88ggyt8c",
        #         "topic": "/contract/position:ADAUSDTM",
        #         "subject": "position.adjustRiskLimit",
        #         "data": {
        #           "success": True,  # Successful or not
        #           "riskLimitLevel": 1,  # Current risk limit level
        #           "msg": ""  # Failure reason
        #         }
        #     }
        #
        topic = self.safe_string(message, 'topic', '')
        parts = topic.split(':')
        marketId = self.safe_string(parts, 1)
        symbol = self.safe_symbol(marketId, None, '')
        cache = self.positions
        currentPosition = self.get_current_position(symbol)
        messageHash = 'position:' + symbol
        data = self.safe_value(message, 'data', {})
        newPosition = self.parse_position(data)
        keys = list(newPosition.keys())
        for i in range(0, len(keys)):
            key = keys[i]
            if newPosition[key] is None:
                del newPosition[key]
        position = self.extend(currentPosition, newPosition)
        cache.append(position)
        client.resolve(position, messageHash)

    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.kucoin.com/futures/#execution-data
        :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 particular symbol
        :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>`
        """
        symbolsLength = len(symbols)
        if symbolsLength == 0:
            raise ArgumentsRequired(self.id + ' watchTradesForSymbols() requires a non-empty array of symbols')
        await self.load_markets()
        symbols = self.market_symbols(symbols)
        url = await self.negotiate(False)
        symbols = self.market_symbols(symbols)
        marketIds = self.market_ids(symbols)
        topic = '/contractMarket/execution:' + ','.join(marketIds)
        subscriptionHashes = []
        messageHashes = []
        for i in range(0, len(symbols)):
            symbol = symbols[i]
            marketId = marketIds[i]
            messageHashes.append('trades:' + symbol)
            subscriptionHashes.append('/contractMarket/execution:' + marketId)
        trades = await self.subscribe_multiple(url, messageHashes, topic, subscriptionHashes, None, params)
        if self.newUpdates:
            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)

    def handle_trade(self, client: Client, message):
        #
        #    {
        #        "type": "message",
        #        "topic": "/contractMarket/execution:ADAUSDTM",
        #        "subject": "match",
        #        "data": {
        #            "makerUserId": "62286a4d720edf0001e81961",
        #            "symbol": "ADAUSDTM",
        #            "sequence": 41320766,
        #            "side": "sell",
        #            "size": 2,
        #            "price": 0.35904,
        #            "takerOrderId": "636dd9da9857ba00010cfa44",
        #            "makerOrderId": "636dd9c8df149d0001e62bc8",
        #            "takerUserId": "6180be22b6ab210001fa3371",
        #            "tradeId": "636dd9da0000d400d477eca7",
        #            "ts": 1668143578987357700
        #        }
        #    }
        #
        data = self.safe_value(message, 'data', {})
        trade = self.parse_trade(data)
        symbol = trade['symbol']
        trades = self.safe_value(self.trades, symbol)
        if trades is None:
            limit = self.safe_integer(self.options, 'tradesLimit', 1000)
            trades = ArrayCache(limit)
            self.trades[symbol] = trades
        trades.append(trade)
        messageHash = 'trades:' + symbol
        client.resolve(trades, messageHash)
        return message

    async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
        """
        :see: https://www.kucoin.com/docs/websocket/futures-trading/public-channels/klines
        watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
        :param str symbol: unified symbol of the market to fetch OHLCV data for
        :param str timeframe: the length of time each candle represents
        :param int [since]: timestamp in ms of the earliest candle to fetch
        :param int [limit]: the maximum amount of candles to fetch
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :returns int[][]: A list of candles ordered, open, high, low, close, volume
        """
        await self.load_markets()
        symbol = self.symbol(symbol)
        url = await self.negotiate(False)
        marketId = self.market_id(symbol)
        timeframes = self.safe_dict(self.options, 'timeframes')
        timeframeId = self.safe_string(timeframes, timeframe, timeframe)
        topic = '/contractMarket/limitCandle:' + marketId + '_' + timeframeId
        messageHash = 'ohlcv::' + symbol + '_' + timeframe
        ohlcv = await self.subscribe(url, messageHash, topic, None, params)
        if self.newUpdates:
            limit = ohlcv.getLimit(symbol, limit)
        return self.filter_by_since_limit(ohlcv, since, limit, 0, True)

    def handle_ohlcv(self, client: Client, message):
        #
        #    {
        #        "topic":"/contractMarket/limitCandle:LTCUSDTM_1min",
        #        "type":"message",
        #        "data":{
        #            "symbol":"LTCUSDTM",
        #            "candles":[
        #                "1715470980",
        #                "81.38",
        #                "81.38",
        #                "81.38",
        #                "81.38",
        #                "61.0",
        #                "61"
        #            ],
        #            "time":1715470994801
        #        },
        #        "subject":"candle.stick"
        #    }
        #
        topic = self.safe_string(message, 'topic')
        parts = topic.split('_')
        timeframeId = self.safe_string(parts, 1)
        data = self.safe_dict(message, 'data')
        timeframes = self.safe_dict(self.options, 'timeframes')
        timeframe = self.find_timeframe(timeframeId, timeframes)
        marketId = self.safe_string(data, 'symbol')
        symbol = self.safe_symbol(marketId)
        messageHash = 'ohlcv::' + symbol + '_' + timeframe
        ohlcv = self.safe_list(data, 'candles')
        parsed = [
            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),  # Note value 5 is incorrect and will be fixed in subsequent versions of kucoin
        ]
        self.ohlcvs[symbol] = self.safe_dict(self.ohlcvs, symbol, {})
        if not (timeframe in self.ohlcvs[symbol]):
            limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
            self.ohlcvs[symbol][timeframe] = ArrayCacheByTimestamp(limit)
        stored = self.ohlcvs[symbol][timeframe]
        stored.append(parsed)
        client.resolve(stored, messageHash)

    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
         *   1. After receiving the websocket Level 2 data flow, cache the data.
         *   2. Initiate a REST request to get the snapshot data of Level 2 order book.
         *   3. Playback the cached Level 2 data flow.
         *   4. Apply the new Level 2 data flow to the local snapshot to ensure that the sequence of the new Level 2 update lines up with the sequence of the previous Level 2 data. Discard all the message prior to that sequence, and then playback the change to snapshot.
         *   5. Update the level2 full data based on sequence according to the size. If the price is 0, ignore the messages and update the sequence. If the size=0, update the sequence and remove the price of which the size is 0 out of level 2. For other cases, please update the price.
         *   6. If the sequence of the newly pushed message does not line up to the sequence of the last message, you could pull through REST Level 2 message request to get the updated messages. Please note that the difference between the start and end parameters cannot exceed 500.
        :see: https://docs.kucoin.com/futures/#level-2-market-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
        """
        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
        :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
        :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
        """
        symbolsLength = len(symbols)
        if symbolsLength == 0:
            raise ArgumentsRequired(self.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols')
        if limit is not None:
            if (limit != 20) and (limit != 100):
                raise ExchangeError(self.id + " watchOrderBook 'limit' argument must be None, 20 or 100")
        await self.load_markets()
        symbols = self.market_symbols(symbols)
        marketIds = self.market_ids(symbols)
        url = await self.negotiate(False)
        topic = '/contractMarket/level2:' + ','.join(marketIds)
        subscriptionArgs: dict = {
            'limit': limit,
        }
        subscriptionHashes = []
        messageHashes = []
        for i in range(0, len(symbols)):
            symbol = symbols[i]
            marketId = marketIds[i]
            messageHashes.append('orderbook:' + symbol)
            subscriptionHashes.append('/contractMarket/level2:' + marketId)
        orderbook = await self.subscribe_multiple(url, messageHashes, topic, subscriptionHashes, subscriptionArgs, params)
        return orderbook.limit()

    def handle_delta(self, orderbook, delta):
        orderbook['nonce'] = self.safe_integer(delta, 'sequence')
        timestamp = self.safe_integer(delta, 'timestamp')
        orderbook['timestamp'] = timestamp
        orderbook['datetime'] = self.iso8601(timestamp)
        change = self.safe_value(delta, 'change', {})
        splitChange = change.split(',')
        price = self.safe_number(splitChange, 0)
        side = self.safe_string(splitChange, 1)
        quantity = self.safe_number(splitChange, 2)
        type = 'bids' if (side == 'buy') else 'asks'
        value = [price, quantity]
        if type == 'bids':
            storedBids = orderbook['bids']
            storedBids.storeArray(value)
        else:
            storedAsks = orderbook['asks']
            storedAsks.storeArray(value)

    def handle_deltas(self, bookside, deltas):
        for i in range(0, len(deltas)):
            self.handle_delta(bookside, deltas[i])

    def handle_order_book(self, client: Client, message):
        #
        # initial snapshot is fetched with ccxt's fetchOrderBook
        # the feed does not include a snapshot, just the deltas
        #
        #    {
        #        "type": "message",
        #        "topic": "/contractMarket/level2:ADAUSDTM",
        #        "subject": "level2",
        #        "data": {
        #            "sequence": 1668059586457,
        #            "change": "0.34172,sell,456",  # type, side, quantity
        #            "timestamp": 1668573023223
        #        }
        #    }
        #
        data = self.safe_value(message, 'data')
        topic = self.safe_string(message, 'topic')
        topicParts = topic.split(':')
        marketId = self.safe_string(topicParts, 1)
        symbol = self.safe_symbol(marketId, None, '-')
        messageHash = 'orderbook:' + symbol
        if not (symbol in self.orderbooks):
            subscriptionArgs = self.safe_dict(client.subscriptions, topic, {})
            limit = self.safe_integer(subscriptionArgs, 'limit')
            self.orderbooks[symbol] = self.order_book({}, limit)
        storedOrderBook = self.orderbooks[symbol]
        nonce = self.safe_integer(storedOrderBook, 'nonce')
        deltaEnd = self.safe_integer(data, 'sequence')
        if nonce is None:
            cacheLength = len(storedOrderBook.cache)
            topicPartsNew = topic.split(':')
            topicSymbol = self.safe_string(topicPartsNew, 1)
            topicChannel = self.safe_string(topicPartsNew, 0)
            subscriptions = list(client.subscriptions.keys())
            subscription = None
            for i in range(0, len(subscriptions)):
                key = subscriptions[i]
                if (key.find(topicSymbol) >= 0) and (key.find(topicChannel) >= 0):
                    subscription = client.subscriptions[key]
                    break
            limit = self.safe_integer(subscription, 'limit')
            snapshotDelay = self.handle_option('watchOrderBook', 'snapshotDelay', 5)
            if cacheLength == snapshotDelay:
                self.spawn(self.load_order_book, client, messageHash, symbol, limit, {})
            storedOrderBook.cache.append(data)
            return
        elif nonce >= deltaEnd:
            return
        self.handle_delta(storedOrderBook, data)
        client.resolve(storedOrderBook, messageHash)

    def get_cache_index(self, orderbook, cache):
        firstDelta = self.safe_value(cache, 0)
        nonce = self.safe_integer(orderbook, 'nonce')
        firstDeltaStart = self.safe_integer(firstDelta, 'sequence')
        if nonce < firstDeltaStart - 1:
            return -1
        for i in range(0, len(cache)):
            delta = cache[i]
            deltaStart = self.safe_integer(delta, 'sequence')
            if nonce < deltaStart - 1:
                return i
        return len(cache)

    def handle_system_status(self, client: Client, message):
        #
        # todo: answer the question whether handleSystemStatus should be renamed
        # and unified for any usage pattern that
        # involves system status and maintenance updates
        #
        #     {
        #         "id": "1578090234088",  # connectId
        #         "type": "welcome",
        #     }
        #
        return message

    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.kucoin.com/futures/#trade-orders-according-to-the-market
        :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>`
        """
        await self.load_markets()
        url = await self.negotiate(True)
        topic = '/contractMarket/tradeOrders'
        request: dict = {
            'privateChannel': True,
        }
        messageHash = 'orders'
        if symbol is not None:
            market = self.market(symbol)
            symbol = market['symbol']
            messageHash = messageHash + ':' + symbol
        orders = await self.subscribe(url, messageHash, topic, None, self.extend(request, params))
        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):
        statuses: dict = {
            'open': 'open',
            'filled': 'closed',
            'match': 'open',
            'update': 'open',
            'canceled': 'canceled',
        }
        return self.safe_string(statuses, status, status)

    def parse_ws_order(self, order, market=None):
        #
        #         "symbol": "XCAD-USDT",
        #     {
        #         "orderType": "limit",
        #         "side": "buy",
        #         "orderId": "6249167327218b000135e749",
        #         "type": "canceled",
        #         "orderTime": 1648957043065280224,
        #         "size": "100.452",
        #         "filledSize": "0",
        #         "price": "2.9635",
        #         "clientOid": "buy-XCAD-USDT-1648957043010159",
        #         "remainSize": "0",
        #         "status": "done",
        #         "ts": 1648957054031001037
        #     }
        #
        id = self.safe_string(order, 'orderId')
        clientOrderId = self.safe_string(order, 'clientOid')
        orderType = self.safe_string_lower(order, 'orderType')
        price = self.safe_string(order, 'price')
        filled = self.safe_string(order, 'filledSize')
        amount = self.safe_string(order, 'size')
        rawType = self.safe_string(order, 'type')
        status = self.parse_ws_order_status(rawType)
        timestamp = self.safe_integer_product(order, 'orderTime', 0.000001)
        marketId = self.safe_string(order, 'symbol')
        market = self.safe_market(marketId, market)
        symbol = market['symbol']
        side = self.safe_string_lower(order, 'side')
        return self.safe_order({
            'info': order,
            'symbol': symbol,
            'id': id,
            'clientOrderId': clientOrderId,
            'timestamp': timestamp,
            'datetime': self.iso8601(timestamp),
            'lastTradeTimestamp': None,
            'type': orderType,
            'timeInForce': None,
            'postOnly': None,
            'side': side,
            'price': price,
            'stopPrice': None,
            'amount': amount,
            'cost': None,
            'average': None,
            'filled': filled,
            'remaining': None,
            'status': status,
            'fee': None,
            'trades': None,
        }, market)

    def handle_order(self, client: Client, message):
        messageHash = 'orders'
        data = self.safe_value(message, 'data')
        parsed = self.parse_ws_order(data)
        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_value(cachedOrders.hashmap, symbol, {})
            order = self.safe_value(orders, orderId)
            if order is not None:
                # todo add others to calculate average etc
                stopPrice = self.safe_value(order, 'stopPrice')
                if stopPrice is not None:
                    parsed['stopPrice'] = stopPrice
                if order['status'] == 'closed':
                    parsed['status'] = 'closed'
            cachedOrders.append(parsed)
            client.resolve(self.orders, messageHash)
            symbolSpecificMessageHash = messageHash + ':' + symbol
            client.resolve(self.orders, symbolSpecificMessageHash)

    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.kucoin.com/futures/#account-balance-events
        :param dict [params]: extra parameters specific to the exchange API endpoint
        :returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
        """
        await self.load_markets()
        url = await self.negotiate(True)
        topic = '/contractAccount/wallet'
        request: dict = {
            'privateChannel': True,
        }
        subscription: dict = {
            'method': self.handle_balance_subscription,
        }
        messageHash = 'balance'
        return await self.subscribe(url, messageHash, topic, subscription, self.extend(request, params))

    def handle_balance(self, client: Client, message):
        #
        #    {
        #        "id": "6375553193027a0001f6566f",
        #        "type": "message",
        #        "topic": "/contractAccount/wallet",
        #        "userId": "613a896885d8660006151f01",
        #        "channelType": "private",
        #        "subject": "availableBalance.change",
        #        "data": {
        #            "currency": "USDT",
        #            "holdBalance": "0.0000000000",
        #            "availableBalance": "14.0350281903",
        #            "timestamp": "1668633905657"
        #        }
        #    }
        #
        data = self.safe_value(message, 'data', {})
        self.balance['info'] = data
        currencyId = self.safe_string(data, 'currency')
        code = self.safe_currency_code(currencyId)
        account = self.account()
        account['free'] = self.safe_string(data, 'availableBalance')
        account['used'] = self.safe_string(data, 'holdBalance')
        self.balance[code] = account
        self.balance = self.safe_balance(self.balance)
        client.resolve(self.balance, 'balance')

    def handle_balance_subscription(self, client: Client, message, subscription):
        self.spawn(self.fetch_balance_snapshot, client, message)

    async def fetch_balance_snapshot(self, client, message):
        await self.load_markets()
        self.check_required_credentials()
        messageHash = 'balance'
        selectedType = self.safe_string_2(self.options, 'watchBalance', 'defaultType', 'swap')  # spot, margin, main, funding, future, mining, trade, contract, pool
        params: dict = {
            'type': selectedType,
        }
        snapshot = await self.fetch_balance(params)
        #
        #    {
        #        "info": {
        #            "code": "200000",
        #            "data": {
        #                "accountEquity": 0.0350281903,
        #                "unrealisedPNL": 0,
        #                "marginBalance": 0.0350281903,
        #                "positionMargin": 0,
        #                "orderMargin": 0,
        #                "frozenFunds": 0,
        #                "availableBalance": 0.0350281903,
        #                "currency": "USDT"
        #            }
        #        },
        #        "timestamp": None,
        #        "datetime": None,
        #        "USDT": {
        #            "free": 0.0350281903,
        #            "used": 0,
        #            "total": 0.0350281903
        #        },
        #        "free": {
        #            "USDT": 0.0350281903
        #        },
        #        "used": {
        #            "USDT": 0
        #        },
        #        "total": {
        #            "USDT": 0.0350281903
        #        }
        #    }
        #
        keys = list(snapshot.keys())
        for i in range(0, len(keys)):
            code = keys[i]
            if code != 'free' and code != 'used' and code != 'total' and code != 'timestamp' and code != 'datetime' and code != 'info':
                self.balance[code] = snapshot[code]
        self.balance['info'] = self.safe_value(snapshot, 'info', {})
        client.resolve(self.balance, messageHash)

    def handle_subject(self, client: Client, message):
        #
        #    {
        #        "type": "message",
        #        "topic": "/contractMarket/level2:ADAUSDTM",
        #        "subject": "level2",
        #        "data": {
        #            "sequence": 1668059586457,
        #            "change": "0.34172,sell,456",  # type, side, quantity
        #            "timestamp": 1668573023223
        #        }
        #    }
        #
        subject = self.safe_string(message, 'subject')
        methods: dict = {
            'level2': self.handle_order_book,
            'ticker': self.handle_ticker,
            'candle.stick': self.handle_ohlcv,
            'tickerV2': self.handle_bid_ask,
            'availableBalance.change': self.handle_balance,
            'match': self.handle_trade,
            'orderChange': self.handle_order,
            'orderUpdated': self.handle_order,
            'position.change': self.handle_position,
            'position.settlement': self.handle_position,
            'position.adjustRiskLimit': self.handle_position,
        }
        method = self.safe_value(methods, subject)
        if method is not None:
            method(client, message)

    def get_message_hash(self, elementName: str, symbol: Str = None):
        # elementName can be 'ticker', 'bidask', ...
        if symbol is not None:
            return elementName + '@' + symbol
        else:
            return elementName + 's@all'

    def ping(self, client):
        # kucoin does not support built-in ws protocol-level ping-pong
        # instead it requires a custom json-based text ping-pong
        # https://docs.kucoin.com/#ping
        id = str(self.request_id())
        return {
            'id': id,
            'type': 'ping',
        }

    def handle_pong(self, client: Client, message):
        # https://docs.kucoin.com/#ping
        client.lastPong = self.milliseconds()
        return message

    def handle_error_message(self, client: Client, message):
        #
        #    {
        #        "id": "64d8732c856851144bded10d",
        #        "type": "error",
        #        "code": 401,
        #        "data": "token is expired"
        #    }
        #
        data = self.safe_string(message, 'data', '')
        if data == 'token is expired':
            type = 'public'
            if client.url.find('connectId=private') >= 0:
                type = 'private'
            self.options['urls'][type] = None
        self.handle_errors(None, None, client.url, None, None, data, message, None, None)

    def handle_message(self, client: Client, message):
        type = self.safe_string(message, 'type')
        methods: dict = {
            # 'heartbeat': self.handleHeartbeat,
            'welcome': self.handle_system_status,
            'message': self.handle_subject,
            'pong': self.handle_pong,
            'error': self.handle_error_message,
        }
        method = self.safe_value(methods, type)
        if method is not None:
            method(client, message)
