# -*- 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

from ccxt.base.exchange import Exchange
import hashlib
import math
from ccxt.base.errors import ExchangeError
from ccxt.base.errors import AuthenticationError
from ccxt.base.errors import PermissionDenied
from ccxt.base.errors import AccountSuspended
from ccxt.base.errors import ArgumentsRequired
from ccxt.base.errors import BadRequest
from ccxt.base.errors import BadSymbol
from ccxt.base.errors import InsufficientFunds
from ccxt.base.errors import InvalidOrder
from ccxt.base.errors import OrderNotFound
from ccxt.base.errors import NotSupported
from ccxt.base.errors import RateLimitExceeded
from ccxt.base.errors import ExchangeNotAvailable
from ccxt.base.errors import InvalidNonce


class kucoin(Exchange):

    def describe(self):
        return self.deep_extend(super(kucoin, self).describe(), {
            'id': 'kucoin',
            'name': 'KuCoin',
            'countries': ['SC'],
            'rateLimit': 334,
            'version': 'v2',
            'certified': False,
            'pro': True,
            'comment': 'Platform 2.0',
            'has': {
                'CORS': False,
                'fetchStatus': True,
                'fetchTime': True,
                'fetchMarkets': True,
                'fetchCurrencies': True,
                'fetchTicker': True,
                'fetchTickers': True,
                'fetchOrderBook': True,
                'fetchOrder': True,
                'fetchClosedOrders': True,
                'fetchOpenOrders': True,
                'fetchDepositAddress': True,
                'createDepositAddress': True,
                'withdraw': True,
                'fetchDeposits': True,
                'fetchWithdrawals': True,
                'fetchBalance': True,
                'fetchTrades': True,
                'fetchMyTrades': True,
                'createOrder': True,
                'cancelOrder': True,
                'fetchAccounts': True,
                'fetchFundingFee': True,
                'fetchOHLCV': True,
                'fetchLedger': True,
            },
            'urls': {
                'logo': 'https://user-images.githubusercontent.com/51840849/87295558-132aaf80-c50e-11ea-9801-a2fb0c57c799.jpg',
                'referral': 'https://www.kucoin.com/?rcode=E5wkqe',
                'api': {
                    'public': 'https://openapi-v2.kucoin.com',
                    'private': 'https://openapi-v2.kucoin.com',
                },
                'test': {
                    'public': 'https://openapi-sandbox.kucoin.com',
                    'private': 'https://openapi-sandbox.kucoin.com',
                },
                'www': 'https://www.kucoin.com',
                'doc': [
                    'https://docs.kucoin.com',
                ],
            },
            'requiredCredentials': {
                'apiKey': True,
                'secret': True,
                'password': True,
            },
            'api': {
                'public': {
                    'get': [
                        'timestamp',
                        'status',
                        'symbols',
                        'markets',
                        'market/allTickers',
                        'market/orderbook/level{level}',
                        'market/orderbook/level2',
                        'market/orderbook/level2_20',
                        'market/orderbook/level2_100',
                        'market/orderbook/level3',
                        'market/histories',
                        'market/candles',
                        'market/stats',
                        'currencies',
                        'currencies/{currency}',
                        'prices',
                        'mark-price/{symbol}/current',
                        'margin/config',
                    ],
                    'post': [
                        'bullet-public',
                    ],
                },
                'private': {
                    'get': [
                        'accounts',
                        'accounts/{accountId}',
                        'accounts/{accountId}/ledgers',
                        'accounts/{accountId}/holds',
                        'accounts/transferable',
                        'sub/user',
                        'sub-accounts',
                        'sub-accounts/{subUserId}',
                        'deposit-addresses',
                        'deposits',
                        'hist-deposits',
                        'hist-orders',
                        'hist-withdrawals',
                        'withdrawals',
                        'withdrawals/quotas',
                        'orders',
                        'orders/{orderId}',
                        'limit/orders',
                        'fills',
                        'limit/fills',
                        'margin/account',
                        'margin/borrow',
                        'margin/borrow/outstanding',
                        'margin/borrow/borrow/repaid',
                        'margin/lend/active',
                        'margin/lend/done',
                        'margin/lend/trade/unsettled',
                        'margin/lend/trade/settled',
                        'margin/lend/assets',
                        'margin/market',
                        'margin/margin/trade/last',
                    ],
                    'post': [
                        'accounts',
                        'accounts/inner-transfer',
                        'accounts/sub-transfer',
                        'deposit-addresses',
                        'withdrawals',
                        'orders',
                        'orders/multi',
                        'margin/borrow',
                        'margin/repay/all',
                        'margin/repay/single',
                        'margin/lend',
                        'margin/toggle-auto-lend',
                        'bullet-private',
                    ],
                    'delete': [
                        'withdrawals/{withdrawalId}',
                        'orders',
                        'orders/{orderId}',
                        'margin/lend/{orderId}',
                    ],
                },
            },
            'timeframes': {
                '1m': '1min',
                '3m': '3min',
                '5m': '5min',
                '15m': '15min',
                '30m': '30min',
                '1h': '1hour',
                '2h': '2hour',
                '4h': '4hour',
                '6h': '6hour',
                '8h': '8hour',
                '12h': '12hour',
                '1d': '1day',
                '1w': '1week',
            },
            'exceptions': {
                'exact': {
                    'order not exist': OrderNotFound,
                    'order not exist.': OrderNotFound,  # duplicated error temporarily
                    'order_not_exist': OrderNotFound,  # {"code":"order_not_exist","msg":"order_not_exist"} ¯\_(ツ)_/¯
                    'order_not_exist_or_not_allow_to_cancel': InvalidOrder,  # {"code":"400100","msg":"order_not_exist_or_not_allow_to_cancel"}
                    'Order size below the minimum requirement.': InvalidOrder,  # {"code":"400100","msg":"Order size below the minimum requirement."}
                    'The withdrawal amount is below the minimum requirement.': ExchangeError,  # {"code":"400100","msg":"The withdrawal amount is below the minimum requirement."}
                    '400': BadRequest,
                    '401': AuthenticationError,
                    '403': NotSupported,
                    '404': NotSupported,
                    '405': NotSupported,
                    '429': RateLimitExceeded,
                    '500': ExchangeNotAvailable,  # Internal Server Error -- We had a problem with our server. Try again later.
                    '503': ExchangeNotAvailable,
                    '200004': InsufficientFunds,
                    '230003': InsufficientFunds,  # {"code":"230003","msg":"Balance insufficient!"}
                    '260100': InsufficientFunds,  # {"code":"260100","msg":"account.noBalance"}
                    '300000': InvalidOrder,
                    '400000': BadSymbol,
                    '400001': AuthenticationError,
                    '400002': InvalidNonce,
                    '400003': AuthenticationError,
                    '400004': AuthenticationError,
                    '400005': AuthenticationError,
                    '400006': AuthenticationError,
                    '400007': AuthenticationError,
                    '400008': NotSupported,
                    '400100': BadRequest,
                    '411100': AccountSuspended,
                    '415000': BadRequest,  # {"code":"415000","msg":"Unsupported Media Type"}
                    '500000': ExchangeError,
                },
                'broad': {
                    'Exceeded the access frequency': RateLimitExceeded,
                    'require more permission': PermissionDenied,
                },
            },
            'fees': {
                'trading': {
                    'tierBased': False,
                    'percentage': True,
                    'taker': 0.001,
                    'maker': 0.001,
                },
                'funding': {
                    'tierBased': False,
                    'percentage': False,
                    'withdraw': {},
                    'deposit': {},
                },
            },
            'commonCurrencies': {
                'HOT': 'HOTNOW',
                'EDGE': 'DADI',  # https://github.com/ccxt/ccxt/issues/5756
                'WAX': 'WAXP',
                'TRY': 'Trias',
            },
            'options': {
                'version': 'v1',
                'symbolSeparator': '-',
                'fetchMyTradesMethod': 'private_get_fills',
                'fetchBalance': {
                    'type': 'trade',  # or 'main'
                },
                # endpoint versions
                'versions': {
                    'public': {
                        'GET': {
                            'status': 'v1',
                            'market/orderbook/level{level}': 'v1',
                            'market/orderbook/level2': 'v2',
                            'market/orderbook/level2_20': 'v1',
                            'market/orderbook/level2_100': 'v1',
                        },
                    },
                    'private': {
                        'POST': {
                            'accounts/inner-transfer': 'v2',
                            'accounts/sub-transfer': 'v2',
                        },
                    },
                },
            },
        })

    def nonce(self):
        return self.milliseconds()

    def load_time_difference(self, params={}):
        response = self.publicGetTimestamp(params)
        after = self.milliseconds()
        kucoinTime = self.safe_integer(response, 'data')
        self.options['timeDifference'] = int(after - kucoinTime)
        return self.options['timeDifference']

    def fetch_time(self, params={}):
        response = self.publicGetTimestamp(params)
        #
        #     {
        #         "code":"200000",
        #         "msg":"success",
        #         "data":1546837113087
        #     }
        #
        return self.safe_integer(response, 'data')

    def fetch_status(self, params={}):
        response = self.publicGetStatus(params)
        #
        #     {
        #         "code":"200000",
        #         "data":{
        #             "msg":"",
        #             "status":"open"
        #         }
        #     }
        #
        data = self.safe_value(response, 'data', {})
        status = self.safe_value(data, 'status')
        if status is not None:
            status = 'ok' if (status == 'open') else 'maintenance'
            self.status = self.extend(self.status, {
                'status': status,
                'updated': self.milliseconds(),
            })
        return self.status

    def fetch_markets(self, params={}):
        response = self.publicGetSymbols(params)
        #
        #     {
        #         quoteCurrency: 'BTC',
        #         symbol: 'KCS-BTC',
        #         quoteMaxSize: '9999999',
        #         quoteIncrement: '0.000001',
        #         baseMinSize: '0.01',
        #         quoteMinSize: '0.00001',
        #         enableTrading: True,
        #         priceIncrement: '0.00000001',
        #         name: 'KCS-BTC',
        #         baseIncrement: '0.01',
        #         baseMaxSize: '9999999',
        #         baseCurrency: 'KCS'
        #     }
        #
        data = response['data']
        result = []
        for i in range(0, len(data)):
            market = data[i]
            id = self.safe_string(market, 'symbol')
            baseId, quoteId = id.split('-')
            base = self.safe_currency_code(baseId)
            quote = self.safe_currency_code(quoteId)
            symbol = base + '/' + quote
            active = self.safe_value(market, 'enableTrading')
            baseMaxSize = self.safe_float(market, 'baseMaxSize')
            baseMinSize = self.safe_float(market, 'baseMinSize')
            quoteMaxSize = self.safe_float(market, 'quoteMaxSize')
            quoteMinSize = self.safe_float(market, 'quoteMinSize')
            # quoteIncrement = self.safe_float(market, 'quoteIncrement')
            precision = {
                'amount': self.precision_from_string(self.safe_string(market, 'baseIncrement')),
                'price': self.precision_from_string(self.safe_string(market, 'priceIncrement')),
            }
            limits = {
                'amount': {
                    'min': baseMinSize,
                    'max': baseMaxSize,
                },
                'price': {
                    'min': self.safe_float(market, 'priceIncrement'),
                    'max': quoteMaxSize / baseMinSize,
                },
                'cost': {
                    'min': quoteMinSize,
                    'max': quoteMaxSize,
                },
            }
            result.append({
                'id': id,
                'symbol': symbol,
                'baseId': baseId,
                'quoteId': quoteId,
                'base': base,
                'quote': quote,
                'active': active,
                'precision': precision,
                'limits': limits,
                'info': market,
            })
        return result

    def fetch_currencies(self, params={}):
        response = self.publicGetCurrencies(params)
        #
        #     {
        #         precision: 10,
        #         name: 'KCS',
        #         fullName: 'KCS shares',
        #         currency: 'KCS'
        #     }
        #
        responseData = response['data']
        result = {}
        for i in range(0, len(responseData)):
            entry = responseData[i]
            id = self.safe_string(entry, 'currency')
            name = self.safe_string(entry, 'fullName')
            code = self.safe_currency_code(id)
            precision = self.safe_integer(entry, 'precision')
            result[code] = {
                'id': id,
                'name': name,
                'code': code,
                'precision': precision,
                'info': entry,
                'active': None,
                'fee': None,
                'limits': self.limits,
            }
        return result

    def fetch_accounts(self, params={}):
        response = self.privateGetAccounts(params)
        #
        #     {
        #         code: "200000",
        #         data: [
        #             {
        #                 balance: "0.00009788",
        #                 available: "0.00009788",
        #                 holds: "0",
        #                 currency: "BTC",
        #                 id: "5c6a4fd399a1d81c4f9cc4d0",
        #                 type: "trade"
        #             },
        #             {
        #                 balance: "0.00000001",
        #                 available: "0.00000001",
        #                 holds: "0",
        #                 currency: "ETH",
        #                 id: "5c6a49ec99a1d819392e8e9f",
        #                 type: "trade"
        #             }
        #         ]
        #     }
        #
        data = self.safe_value(response, 'data')
        result = []
        for i in range(0, len(data)):
            account = data[i]
            accountId = self.safe_string(account, 'id')
            currencyId = self.safe_string(account, 'currency')
            code = self.safe_currency_code(currencyId)
            type = self.safe_string(account, 'type')  # main or trade
            result.append({
                'id': accountId,
                'type': type,
                'currency': code,
                'info': account,
            })
        return result

    def fetch_funding_fee(self, code, params={}):
        currencyId = self.currency_id(code)
        request = {
            'currency': currencyId,
        }
        response = self.privateGetWithdrawalsQuotas(self.extend(request, params))
        data = response['data']
        withdrawFees = {}
        withdrawFees[code] = self.safe_float(data, 'withdrawMinFee')
        return {
            'info': response,
            'withdraw': withdrawFees,
            'deposit': {},
        }

    def parse_ticker(self, ticker, market=None):
        #
        #     {
        #         symbol: "ETH-BTC",
        #         high: "0.019518",
        #         vol: "7997.82836194",
        #         last: "0.019329",
        #         low: "0.019",
        #         buy: "0.019329",
        #         sell: "0.01933",
        #         changePrice: "-0.000139",
        #         time:  1580553706304,
        #         averagePrice: "0.01926386",
        #         changeRate: "-0.0071",
        #         volValue: "154.40791568183474"
        #     }
        #
        #     {
        #         "trading": True,
        #         "symbol": "KCS-BTC",
        #         "buy": 0.00011,
        #         "sell": 0.00012,
        #         "sort": 100,
        #         "volValue": 3.13851792584,   #total
        #         "baseCurrency": "KCS",
        #         "market": "BTC",
        #         "quoteCurrency": "BTC",
        #         "symbolCode": "KCS-BTC",
        #         "datetime": 1548388122031,
        #         "high": 0.00013,
        #         "vol": 27514.34842,
        #         "low": 0.0001,
        #         "changePrice": -1.0e-5,
        #         "changeRate": -0.0769,
        #         "lastTradedPrice": 0.00012,
        #         "board": 0,
        #         "mark": 0
        #     }
        #
        percentage = self.safe_float(ticker, 'changeRate')
        if percentage is not None:
            percentage = percentage * 100
        last = self.safe_float_2(ticker, 'last', 'lastTradedPrice')
        symbol = None
        marketId = self.safe_string(ticker, 'symbol')
        if marketId is not None:
            if marketId in self.markets_by_id:
                market = self.markets_by_id[marketId]
                symbol = market['symbol']
            else:
                baseId, quoteId = marketId.split('-')
                base = self.safe_currency_code(baseId)
                quote = self.safe_currency_code(quoteId)
                symbol = base + '/' + quote
        if symbol is None:
            if market is not None:
                symbol = market['symbol']
        baseVolume = self.safe_float(ticker, 'vol')
        quoteVolume = self.safe_float(ticker, 'volValue')
        vwap = self.vwap(baseVolume, quoteVolume)
        timestamp = self.safe_integer_2(ticker, 'time', 'datetime')
        return {
            'symbol': symbol,
            'timestamp': timestamp,
            'datetime': self.iso8601(timestamp),
            'high': self.safe_float(ticker, 'high'),
            'low': self.safe_float(ticker, 'low'),
            'bid': self.safe_float(ticker, 'buy'),
            'bidVolume': None,
            'ask': self.safe_float(ticker, 'sell'),
            'askVolume': None,
            'vwap': vwap,
            'open': self.safe_float(ticker, 'open'),
            'close': last,
            'last': last,
            'previousClose': None,
            'change': self.safe_float(ticker, 'changePrice'),
            'percentage': percentage,
            'average': self.safe_float(ticker, 'averagePrice'),
            'baseVolume': baseVolume,
            'quoteVolume': quoteVolume,
            'info': ticker,
        }

    def fetch_tickers(self, symbols=None, params={}):
        self.load_markets()
        response = self.publicGetMarketAllTickers(params)
        #
        #     {
        #         "code": "200000",
        #         "data": {
        #             "date": 1550661940645,
        #             "ticker": [
        #                 'buy': '0.00001168',
        #                 'changePrice': '-0.00000018',
        #                 'changeRate': '-0.0151',
        #                 'datetime': 1550661146316,
        #                 'high': '0.0000123',
        #                 'last': '0.00001169',
        #                 'low': '0.00001159',
        #                 'sell': '0.00001182',
        #                 'symbol': 'LOOM-BTC',
        #                 'vol': '44399.5669'
        #             },
        #         ]
        #     }
        #
        data = self.safe_value(response, 'data', {})
        tickers = self.safe_value(data, 'ticker', [])
        result = {}
        for i in range(0, len(tickers)):
            ticker = self.parse_ticker(tickers[i])
            symbol = self.safe_string(ticker, 'symbol')
            if symbol is not None:
                result[symbol] = ticker
        return self.filter_by_array(result, 'symbol', symbols)

    def fetch_ticker(self, symbol, params={}):
        self.load_markets()
        market = self.market(symbol)
        request = {
            'symbol': market['id'],
        }
        response = self.publicGetMarketStats(self.extend(request, params))
        #
        #     {
        #         "code": "200000",
        #         "data": {
        #             'buy': '0.00001168',
        #             'changePrice': '-0.00000018',
        #             'changeRate': '-0.0151',
        #             'datetime': 1550661146316,
        #             'high': '0.0000123',
        #             'last': '0.00001169',
        #             'low': '0.00001159',
        #             'sell': '0.00001182',
        #             'symbol': 'LOOM-BTC',
        #             'vol': '44399.5669'
        #         },
        #     }
        #
        return self.parse_ticker(response['data'], market)

    def parse_ohlcv(self, ohlcv, market=None):
        #
        #     [
        #         "1545904980",             # Start time of the candle cycle
        #         "0.058",                  # opening price
        #         "0.049",                  # closing price
        #         "0.058",                  # highest price
        #         "0.049",                  # lowest price
        #         "0.018",                  # base volume
        #         "0.000945",               # quote volume
        #     ]
        #
        return [
            self.safe_timestamp(ohlcv, 0),
            self.safe_float(ohlcv, 1),
            self.safe_float(ohlcv, 3),
            self.safe_float(ohlcv, 4),
            self.safe_float(ohlcv, 2),
            self.safe_float(ohlcv, 5),
        ]

    def fetch_ohlcv(self, symbol, timeframe='15m', since=None, limit=None, params={}):
        self.load_markets()
        market = self.market(symbol)
        marketId = market['id']
        request = {
            'symbol': marketId,
            'type': self.timeframes[timeframe],
        }
        duration = self.parse_timeframe(timeframe) * 1000
        endAt = self.milliseconds()  # required param
        if since is not None:
            request['startAt'] = int(int(math.floor(since / 1000)))
            if limit is None:
                # https://docs.kucoin.com/#get-klines
                # https://docs.kucoin.com/#details
                # For each query, the system would return at most 1500 pieces of data.
                # To obtain more data, please page the data by time.
                limit = self.safe_integer(self.options, 'fetchOHLCVLimit', 1500)
            endAt = self.sum(since, limit * duration)
        elif limit is not None:
            since = endAt - limit * duration
            request['startAt'] = int(int(math.floor(since / 1000)))
        request['endAt'] = int(int(math.floor(endAt / 1000)))
        response = self.publicGetMarketCandles(self.extend(request, params))
        #
        #     {
        #         "code":"200000",
        #         "data":[
        #             ["1591517700","0.025078","0.025069","0.025084","0.025064","18.9883256","0.4761861079404"],
        #             ["1591516800","0.025089","0.025079","0.025089","0.02506","99.4716622","2.494143499081"],
        #             ["1591515900","0.025079","0.02509","0.025091","0.025068","59.83701271","1.50060885172798"],
        #         ]
        #     }
        #
        data = self.safe_value(response, 'data', [])
        return self.parse_ohlcvs(data, market, timeframe, since, limit)

    def create_deposit_address(self, code, params={}):
        self.load_markets()
        currencyId = self.currency_id(code)
        request = {'currency': currencyId}
        response = self.privatePostDepositAddresses(self.extend(request, params))
        # BCH {"code":"200000","data":{"address":"bitcoincash:qza3m4nj9rx7l9r0cdadfqxts6f92shvhvr5ls4q7z","memo":""}}
        # BTC {"code":"200000","data":{"address":"36SjucKqQpQSvsak9A7h6qzFjrVXpRNZhE","memo":""}}
        data = self.safe_value(response, 'data', {})
        address = self.safe_string(data, 'address')
        # BCH/BSV is returned with a "bitcoincash:" prefix, which we cut off here and only keep the address
        if address is not None:
            address = address.replace('bitcoincash:', '')
        tag = self.safe_string(data, 'memo')
        self.check_address(address)
        return {
            'info': response,
            'currency': code,
            'address': address,
            'tag': tag,
        }

    def fetch_deposit_address(self, code, params={}):
        self.load_markets()
        currencyId = self.currency_id(code)
        request = {'currency': currencyId}
        response = self.privateGetDepositAddresses(self.extend(request, params))
        # BCH {"code":"200000","data":{"address":"bitcoincash:qza3m4nj9rx7l9r0cdadfqxts6f92shvhvr5ls4q7z","memo":""}}
        # BTC {"code":"200000","data":{"address":"36SjucKqQpQSvsak9A7h6qzFjrVXpRNZhE","memo":""}}
        data = self.safe_value(response, 'data', {})
        address = self.safe_string(data, 'address')
        # BCH/BSV is returned with a "bitcoincash:" prefix, which we cut off here and only keep the address
        if address is not None:
            address = address.replace('bitcoincash:', '')
        tag = self.safe_string(data, 'memo')
        self.check_address(address)
        return {
            'info': response,
            'currency': code,
            'address': address,
            'tag': tag,
        }

    def fetch_l3_order_book(self, symbol, limit=None, params={}):
        return self.fetch_order_book(symbol, limit, {'level': 3})

    def fetch_order_book(self, symbol, limit=None, params={}):
        level = self.safe_integer(params, 'level', 2)
        levelLimit = str(level)
        if levelLimit == '2':
            if limit is not None:
                if (limit != 20) and (limit != 100):
                    raise ExchangeError(self.id + ' fetchOrderBook limit argument must be None, 20 or 100')
                levelLimit += '_' + str(limit)
        self.load_markets()
        marketId = self.market_id(symbol)
        request = {'symbol': marketId, 'level': levelLimit}
        response = self.publicGetMarketOrderbookLevelLevel(self.extend(request, params))
        #
        # 'market/orderbook/level2'
        # 'market/orderbook/level2_20'
        # 'market/orderbook/level2_100'
        #
        #     {
        #         "code":"200000",
        #         "data":{
        #             "sequence":"1583235112106",
        #             "asks":[
        #                 # ...
        #                 ["0.023197","12.5067468"],
        #                 ["0.023194","1.8"],
        #                 ["0.023191","8.1069672"]
        #             ],
        #             "bids":[
        #                 ["0.02319","1.6000002"],
        #                 ["0.023189","2.2842325"],
        #             ],
        #             "time":1586584067274
        #         }
        #     }
        #
        # 'market/orderbook/level3'
        #
        #     {
        #         "code":"200000",
        #         "data":{
        #             "sequence":"1583731857120",
        #             "asks":[
        #                 # id, price, size, timestamp in nanoseconds
        #                 ["5e915f8acd26670009675300","6925.7","0.2","1586585482194286069"],
        #                 ["5e915f8ace35a200090bba48","6925.7","0.001","1586585482229569826"],
        #                 ["5e915f8a8857740009ca7d33","6926","0.00001819","1586585482149148621"],
        #             ],
        #             "bids":[
        #                 ["5e915f8acca406000ac88194","6925.6","0.05","1586585482384384842"],
        #                 ["5e915f93cd26670009676075","6925.6","0.08","1586585491334914600"],
        #                 ["5e915f906aa6e200099b49f6","6925.4","0.2","1586585488941126340"],
        #             ],
        #             "time":1586585492487
        #         }
        #     }
        #
        data = self.safe_value(response, 'data', {})
        timestamp = self.safe_integer(data, 'time')
        orderbook = self.parse_order_book(data, timestamp, 'bids', 'asks', level - 2, level - 1)
        orderbook['nonce'] = self.safe_integer(data, 'sequence')
        return orderbook

    def create_order(self, symbol, type, side, amount, price=None, params={}):
        self.load_markets()
        marketId = self.market_id(symbol)
        # required param, cannot be used twice
        clientOrderId = self.safe_string_2(params, 'clientOid', 'clientOrderId', self.uuid())
        params = self.omit(params, ['clientOid', 'clientOrderId'])
        request = {
            'clientOid': clientOrderId,
            'side': side,
            'symbol': marketId,
            'type': type,
        }
        if type != 'market':
            request['price'] = self.price_to_precision(symbol, price)
            request['size'] = self.amount_to_precision(symbol, amount)
        else:
            if self.safe_value(params, 'quoteAmount'):
                # used to create market order by quote amount - https://github.com/ccxt/ccxt/issues/4876
                request['funds'] = self.amount_to_precision(symbol, amount)
            else:
                request['size'] = self.amount_to_precision(symbol, amount)
        response = self.privatePostOrders(self.extend(request, params))
        #
        #     {
        #         code: '200000',
        #         data: {
        #             "orderId": "5bd6e9286d99522a52e458de"
        #         }
        #    }
        #
        data = self.safe_value(response, 'data', {})
        timestamp = self.milliseconds()
        id = self.safe_string(data, 'orderId')
        order = {
            'id': id,
            'clientOrderId': clientOrderId,
            'info': data,
            'timestamp': timestamp,
            'datetime': self.iso8601(timestamp),
            'lastTradeTimestamp': None,
            'symbol': symbol,
            'type': type,
            'side': side,
            'price': price,
            'amount': None,
            'cost': None,
            'average': None,
            'filled': None,
            'remaining': None,
            'status': None,
            'fee': None,
            'trades': None,
        }
        if not self.safe_value(params, 'quoteAmount'):
            order['amount'] = amount
        return order

    def cancel_order(self, id, symbol=None, params={}):
        request = {'orderId': id}
        response = self.privateDeleteOrdersOrderId(self.extend(request, params))
        return response

    def fetch_orders_by_status(self, status, symbol=None, since=None, limit=None, params={}):
        self.load_markets()
        request = {
            'status': status,
        }
        market = None
        if symbol is not None:
            market = self.market(symbol)
            request['symbol'] = market['id']
        if since is not None:
            request['startAt'] = since
        if limit is not None:
            request['pageSize'] = limit
        response = self.privateGetOrders(self.extend(request, params))
        #
        #     {
        #         code: '200000',
        #         data: {
        #             "currentPage": 1,
        #             "pageSize": 1,
        #             "totalNum": 153408,
        #             "totalPage": 153408,
        #             "items": [
        #                 {
        #                     "id": "5c35c02703aa673ceec2a168",   #orderid
        #                     "symbol": "BTC-USDT",   #symbol
        #                     "opType": "DEAL",      # operation type,deal is pending order,cancel is cancel order
        #                     "type": "limit",       # order type,e.g. limit,markrt,stop_limit.
        #                     "side": "buy",         # transaction direction,include buy and sell
        #                     "price": "10",         # order price
        #                     "size": "2",           # order quantity
        #                     "funds": "0",          # order funds
        #                     "dealFunds": "0.166",  # deal funds
        #                     "dealSize": "2",       # deal quantity
        #                     "fee": "0",            # fee
        #                     "feeCurrency": "USDT",  # charge fee currency
        #                     "stp": "",             # self trade prevention,include CN,CO,DC,CB
        #                     "stop": "",            # stop type
        #                     "stopTriggered": False,  # stop order is triggered
        #                     "stopPrice": "0",      # stop price
        #                     "timeInForce": "GTC",  # time InForce,include GTC,GTT,IOC,FOK
        #                     "postOnly": False,     # postOnly
        #                     "hidden": False,       # hidden order
        #                     "iceberg": False,      # iceberg order
        #                     "visibleSize": "0",    # display quantity for iceberg order
        #                     "cancelAfter": 0,      # cancel orders time，requires timeInForce to be GTT
        #                     "channel": "IOS",      # order source
        #                     "clientOid": "",       # user-entered order unique mark
        #                     "remark": "",          # remark
        #                     "tags": "",            # tag order source
        #                     "isActive": False,     # status before unfilled or uncancelled
        #                     "cancelExist": False,   # order cancellation transaction record
        #                     "createdAt": 1547026471000  # time
        #                 },
        #             ]
        #         }
        #    }
        responseData = self.safe_value(response, 'data', {})
        orders = self.safe_value(responseData, 'items', [])
        return self.parse_orders(orders, market, since, limit)

    def fetch_closed_orders(self, symbol=None, since=None, limit=None, params={}):
        return self.fetch_orders_by_status('done', symbol, since, limit, params)

    def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}):
        return self.fetch_orders_by_status('active', symbol, since, limit, params)

    def fetch_order(self, id, symbol=None, params={}):
        self.load_markets()
        # a special case for None ids
        # otherwise a wrong endpoint for all orders will be triggered
        # https://github.com/ccxt/ccxt/issues/7234
        if id is None:
            raise InvalidOrder(self.id + ' fetchOrder requires an order id')
        request = {
            'orderId': id,
        }
        market = None
        if symbol is not None:
            market = self.market(symbol)
        response = self.privateGetOrdersOrderId(self.extend(request, params))
        responseData = self.safe_value(response, 'data')
        return self.parse_order(responseData, market)

    def parse_order(self, order, market=None):
        #
        # fetchOpenOrders, fetchClosedOrders
        #
        #     {
        #         "id": "5c35c02703aa673ceec2a168",   #orderid
        #         "symbol": "BTC-USDT",   #symbol
        #         "opType": "DEAL",      # operation type,deal is pending order,cancel is cancel order
        #         "type": "limit",       # order type,e.g. limit,markrt,stop_limit.
        #         "side": "buy",         # transaction direction,include buy and sell
        #         "price": "10",         # order price
        #         "size": "2",           # order quantity
        #         "funds": "0",          # order funds
        #         "dealFunds": "0.166",  # deal funds
        #         "dealSize": "2",       # deal quantity
        #         "fee": "0",            # fee
        #         "feeCurrency": "USDT",  # charge fee currency
        #         "stp": "",             # self trade prevention,include CN,CO,DC,CB
        #         "stop": "",            # stop type
        #         "stopTriggered": False,  # stop order is triggered
        #         "stopPrice": "0",      # stop price
        #         "timeInForce": "GTC",  # time InForce,include GTC,GTT,IOC,FOK
        #         "postOnly": False,     # postOnly
        #         "hidden": False,       # hidden order
        #         "iceberg": False,      # iceberg order
        #         "visibleSize": "0",    # display quantity for iceberg order
        #         "cancelAfter": 0,      # cancel orders time，requires timeInForce to be GTT
        #         "channel": "IOS",      # order source
        #         "clientOid": "",       # user-entered order unique mark
        #         "remark": "",          # remark
        #         "tags": "",            # tag order source
        #         "isActive": False,     # status before unfilled or uncancelled
        #         "cancelExist": False,   # order cancellation transaction record
        #         "createdAt": 1547026471000  # time
        #     }
        #
        symbol = None
        marketId = self.safe_string(order, 'symbol')
        if marketId is not None:
            if marketId in self.markets_by_id:
                market = self.markets_by_id[marketId]
                symbol = market['symbol']
            else:
                baseId, quoteId = marketId.split('-')
                base = self.safe_currency_code(baseId)
                quote = self.safe_currency_code(quoteId)
                symbol = base + '/' + quote
            market = self.safe_value(self.markets_by_id, marketId)
        if symbol is None:
            if market is not None:
                symbol = market['symbol']
        orderId = self.safe_string(order, 'id')
        type = self.safe_string(order, 'type')
        timestamp = self.safe_integer(order, 'createdAt')
        datetime = self.iso8601(timestamp)
        price = self.safe_float(order, 'price')
        side = self.safe_string(order, 'side')
        feeCurrencyId = self.safe_string(order, 'feeCurrency')
        feeCurrency = self.safe_currency_code(feeCurrencyId)
        feeCost = self.safe_float(order, 'fee')
        amount = self.safe_float(order, 'size')
        filled = self.safe_float(order, 'dealSize')
        cost = self.safe_float(order, 'dealFunds')
        remaining = amount - filled
        # bool
        isActive = self.safe_value(order, 'isActive', False)
        cancelExist = self.safe_value(order, 'cancelExist', False)
        status = 'open' if isActive else 'closed'
        status = 'canceled' if cancelExist else status
        fee = {
            'currency': feeCurrency,
            'cost': feeCost,
        }
        if type == 'market':
            if price == 0.0:
                if (cost is not None) and (filled is not None):
                    if (cost > 0) and (filled > 0):
                        price = cost / filled
        clientOrderId = self.safe_string(order, 'clientOid')
        return {
            'id': orderId,
            'clientOrderId': clientOrderId,
            'symbol': symbol,
            'type': type,
            'side': side,
            'amount': amount,
            'price': price,
            'cost': cost,
            'filled': filled,
            'remaining': remaining,
            'timestamp': timestamp,
            'datetime': datetime,
            'fee': fee,
            'status': status,
            'info': order,
            'lastTradeTimestamp': None,
            'average': None,
            'trades': None,
        }

    def fetch_my_trades(self, symbol=None, since=None, limit=None, params={}):
        self.load_markets()
        request = {}
        market = None
        if symbol is not None:
            market = self.market(symbol)
            request['symbol'] = market['id']
        if limit is not None:
            request['pageSize'] = limit
        method = self.options['fetchMyTradesMethod']
        parseResponseData = False
        if method == 'private_get_fills':
            # does not return trades earlier than 2019-02-18T00:00:00Z
            if since is not None:
                # only returns trades up to one week after the since param
                request['startAt'] = since
        elif method == 'private_get_limit_fills':
            # does not return trades earlier than 2019-02-18T00:00:00Z
            # takes no params
            # only returns first 1000 trades(not only "in the last 24 hours" as stated in the docs)
            parseResponseData = True
        elif method == 'private_get_hist_orders':
            # despite that self endpoint is called `HistOrders`
            # it returns historical trades instead of orders
            # returns trades earlier than 2019-02-18T00:00:00Z only
            if since is not None:
                request['startAt'] = int(since / 1000)
        else:
            raise ExchangeError(self.id + ' invalid fetchClosedOrder method')
        response = getattr(self, method)(self.extend(request, params))
        #
        #     {
        #         "currentPage": 1,
        #         "pageSize": 50,
        #         "totalNum": 1,
        #         "totalPage": 1,
        #         "items": [
        #             {
        #                 "symbol":"BTC-USDT",       # symbol
        #                 "tradeId":"5c35c02709e4f67d5266954e",        # trade id
        #                 "orderId":"5c35c02703aa673ceec2a168",        # order id
        #                 "counterOrderId":"5c1ab46003aa676e487fa8e3",  # counter order id
        #                 "side":"buy",              # transaction direction,include buy and sell
        #                 "liquidity":"taker",       # include taker and maker
        #                 "forceTaker":true,         # forced to become taker
        #                 "price":"0.083",           # order price
        #                 "size":"0.8424304",        # order quantity
        #                 "funds":"0.0699217232",    # order funds
        #                 "fee":"0",                 # fee
        #                 "feeRate":"0",             # fee rate
        #                 "feeCurrency":"USDT",      # charge fee currency
        #                 "stop":"",                 # stop type
        #                 "type":"limit",            # order type, e.g. limit, market, stop_limit.
        #                 "createdAt":1547026472000  # time
        #             },
        #             #------------------------------------------------------
        #             # v1(historical) trade response structure
        #             {
        #                 "symbol": "SNOV-ETH",
        #                 "dealPrice": "0.0000246",
        #                 "dealValue": "0.018942",
        #                 "amount": "770",
        #                 "fee": "0.00001137",
        #                 "side": "sell",
        #                 "createdAt": 1540080199
        #                 "id":"5c4d389e4c8c60413f78e2e5",
        #             }
        #         ]
        #     }
        #
        data = self.safe_value(response, 'data', {})
        trades = None
        if parseResponseData:
            trades = data
        else:
            trades = self.safe_value(data, 'items', [])
        return self.parse_trades(trades, market, since, limit)

    def fetch_trades(self, symbol, since=None, limit=None, params={}):
        self.load_markets()
        market = self.market(symbol)
        request = {
            'symbol': market['id'],
        }
        if since is not None:
            request['startAt'] = int(math.floor(since / 1000))
        if limit is not None:
            request['pageSize'] = limit
        response = self.publicGetMarketHistories(self.extend(request, params))
        #
        #     {
        #         "code": "200000",
        #         "data": [
        #             {
        #                 "sequence": "1548764654235",
        #                 "side": "sell",
        #                 "size":"0.6841354",
        #                 "price":"0.03202",
        #                 "time":1548848575203567174
        #             }
        #         ]
        #     }
        #
        trades = self.safe_value(response, 'data', [])
        return self.parse_trades(trades, market, since, limit)

    def parse_trade(self, trade, market=None):
        #
        # fetchTrades(public)
        #
        #     {
        #         "sequence": "1548764654235",
        #         "side": "sell",
        #         "size":"0.6841354",
        #         "price":"0.03202",
        #         "time":1548848575203567174
        #     }
        #
        #     {
        #         sequence: '1568787654360',
        #         symbol: 'BTC-USDT',
        #         side: 'buy',
        #         size: '0.00536577',
        #         price: '9345',
        #         takerOrderId: '5e356c4a9f1a790008f8d921',
        #         time: '1580559434436443257',
        #         type: 'match',
        #         makerOrderId: '5e356bffedf0010008fa5d7f',
        #         tradeId: '5e356c4aeefabd62c62a1ece'
        #     }
        #
        # fetchMyTrades(private) v2
        #
        #     {
        #         "symbol":"BTC-USDT",
        #         "tradeId":"5c35c02709e4f67d5266954e",
        #         "orderId":"5c35c02703aa673ceec2a168",
        #         "counterOrderId":"5c1ab46003aa676e487fa8e3",
        #         "side":"buy",
        #         "liquidity":"taker",
        #         "forceTaker":true,
        #         "price":"0.083",
        #         "size":"0.8424304",
        #         "funds":"0.0699217232",
        #         "fee":"0",
        #         "feeRate":"0",
        #         "feeCurrency":"USDT",
        #         "stop":"",
        #         "type":"limit",
        #         "createdAt":1547026472000
        #     }
        #
        # fetchMyTrades v2 alternative format since 2019-05-21 https://github.com/ccxt/ccxt/pull/5162
        #
        #     {
        #         symbol: "OPEN-BTC",
        #         forceTaker:  False,
        #         orderId: "5ce36420054b4663b1fff2c9",
        #         fee: "0",
        #         feeCurrency: "",
        #         type: "",
        #         feeRate: "0",
        #         createdAt: 1558417615000,
        #         size: "12.8206",
        #         stop: "",
        #         price: "0",
        #         funds: "0",
        #         tradeId: "5ce390cf6e0db23b861c6e80"
        #     }
        #
        # fetchMyTrades(private) v1(historical)
        #
        #     {
        #         "symbol": "SNOV-ETH",
        #         "dealPrice": "0.0000246",
        #         "dealValue": "0.018942",
        #         "amount": "770",
        #         "fee": "0.00001137",
        #         "side": "sell",
        #         "createdAt": 1540080199
        #         "id":"5c4d389e4c8c60413f78e2e5",
        #     }
        #
        symbol = None
        marketId = self.safe_string(trade, 'symbol')
        if marketId is not None:
            if marketId in self.markets_by_id:
                market = self.markets_by_id[marketId]
                symbol = market['symbol']
            else:
                baseId, quoteId = marketId.split('-')
                base = self.safe_currency_code(baseId)
                quote = self.safe_currency_code(quoteId)
                symbol = base + '/' + quote
        if symbol is None:
            if market is not None:
                symbol = market['symbol']
        id = self.safe_string_2(trade, 'tradeId', 'id')
        orderId = self.safe_string(trade, 'orderId')
        takerOrMaker = self.safe_string(trade, 'liquidity')
        amount = self.safe_float_2(trade, '…