From bf34611e2826f610ac8f044760aa64c9749eb424 Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Tue, 15 Mar 2022 15:27:51 +0000
Subject: [PATCH 01/14] orderbook update

---
 js/zb.js | 64 +++++++++++++++++++++++++++++---------------------------
 1 file changed, 33 insertions(+), 31 deletions(-)

diff --git a/js/zb.js b/js/zb.js
index 632c7e5930c9..950ecdd7aac8 100644
--- a/js/zb.js
+++ b/js/zb.js
@@ -19,7 +19,10 @@ module.exports = class zb extends ccxt.zb {
             },
             'urls': {
                 'api': {
-                    'ws': 'wss://api.zb.work/websocket',
+                    'ws': {
+                        'spot': 'wss://api.zb.work/websocket',
+                        'future': 'wss://fapi.zb.com/ws/public/v1',
+                    },
                 },
             },
             'options': {
@@ -30,28 +33,21 @@ module.exports = class zb extends ccxt.zb {
         });
     }
 
-    async watchPublic (name, symbol, method, params = {}) {
-        await this.loadMarkets ();
-        const market = this.market (symbol);
-        const messageHash = market['baseId'] + market['quoteId'] + '_' + name;
-        const url = this.urls['api']['ws'];
-        const request = {
-            'event': 'addChannel',
-            'channel': messageHash,
-        };
-        const message = this.extend (request, params);
+    async watchPublic (url, messageHash, symbol, method, request, params = {}) {
         const subscription = {
-            'name': name,
+            // 'name': name,
             'symbol': symbol,
-            'marketId': market['id'],
             'messageHash': messageHash,
             'method': method,
         };
+        const message = this.extend (request, params);
         return await this.watch (url, messageHash, message, messageHash, subscription);
     }
 
     async watchTicker (symbol, params = {}) {
-        return await this.watchPublic ('ticker', symbol, this.handleTicker, params);
+        const market = this.market (symbol);
+        const messageHash = market['baseId'] + market['quoteId'] + '_' + 'ticker';
+        return await this.watchPublic (market['type'], messageHash, symbol, this.handleTicker, params);
     }
 
     handleTicker (client, message, subscription) {
@@ -132,23 +128,29 @@ module.exports = class zb extends ccxt.zb {
         }
         await this.loadMarkets ();
         const market = this.market (symbol);
-        const name = 'quick_depth';
-        const messageHash = market['baseId'] + market['quoteId'] + '_' + name;
-        const url = this.urls['api']['ws'] + '/' + market['baseId'];
-        const request = {
-            'event': 'addChannel',
-            'channel': messageHash,
-            'length': limit,
-        };
-        const message = this.extend (request, params);
-        const subscription = {
-            'name': name,
-            'symbol': symbol,
-            'marketId': market['id'],
-            'messageHash': messageHash,
-            'method': this.handleOrderBook,
-        };
-        const orderbook = await this.watch (url, messageHash, message, messageHash, subscription);
+        const type = market['type'];
+        let request = undefined;
+        let messageHash = market['baseId'] + market['quoteId'];
+        let url = this.urls['api']['ws'][type];
+        if (market['type'] === 'spot') {
+            url += '/' + market['baseId'];
+            const name = 'quick_depth';
+            messageHash += '_' + name;
+            request = {
+                'event': 'addChannel',
+                'channel': messageHash,
+                'length': limit,
+            };
+        } else {
+            const name = 'Depth';
+            messageHash += '.' + name;
+            request = {
+                'event': 'addChannel',
+                'channel': messageHash,
+                'size': limit,
+            };
+        }
+        const orderbook = await this.watchPublic (url, messageHash, this.handleOrderBook, request, params);
         return orderbook.limit (limit);
     }
 

From 35543bcdc372f6c7f1353803c21f9b88b217404a Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Tue, 15 Mar 2022 17:23:13 +0000
Subject: [PATCH 02/14] orderbook update

---
 js/zb.js | 141 ++++++++++++++++++++++++++++++++++++++++++++++++-------
 1 file changed, 125 insertions(+), 16 deletions(-)

diff --git a/js/zb.js b/js/zb.js
index 950ecdd7aac8..f31cd18690c1 100644
--- a/js/zb.js
+++ b/js/zb.js
@@ -21,7 +21,7 @@ module.exports = class zb extends ccxt.zb {
                 'api': {
                     'ws': {
                         'spot': 'wss://api.zb.work/websocket',
-                        'future': 'wss://fapi.zb.com/ws/public/v1',
+                        'contract': 'wss://fapi.zb.com/ws/public/v1',
                     },
                 },
             },
@@ -128,14 +128,14 @@ module.exports = class zb extends ccxt.zb {
         }
         await this.loadMarkets ();
         const market = this.market (symbol);
-        const type = market['type'];
+        const type = market['spot'] ? 'spot' : 'contract';
         let request = undefined;
-        let messageHash = market['baseId'] + market['quoteId'];
+        let messageHash = undefined;
         let url = this.urls['api']['ws'][type];
         if (market['type'] === 'spot') {
             url += '/' + market['baseId'];
             const name = 'quick_depth';
-            messageHash += '_' + name;
+            messageHash = market['baseId'] + market['quoteId'] + '_' + name;
             request = {
                 'event': 'addChannel',
                 'channel': messageHash,
@@ -143,18 +143,26 @@ module.exports = class zb extends ccxt.zb {
             };
         } else {
             const name = 'Depth';
-            messageHash += '.' + name;
+            messageHash = market['id'] + '.' + name;
             request = {
-                'event': 'addChannel',
+                'action': 'subscribe',
                 'channel': messageHash,
                 'size': limit,
             };
         }
-        const orderbook = await this.watchPublic (url, messageHash, this.handleOrderBook, request, params);
+        const subscription = {
+            'symbol': symbol,
+            'messageHash': messageHash,
+            'limit': limit,
+            'method': this.handleOrderBook,
+        };
+        const message = this.extend (request, params);
+        const orderbook = await this.watch (url, messageHash, message, messageHash, subscription);
         return orderbook.limit (limit);
     }
 
     handleOrderBook (client, message, subscription) {
+        // spot snapshot
         //
         //     {
         //         lastTime: 1624524640066,
@@ -185,19 +193,91 @@ module.exports = class zb extends ccxt.zb {
         //         showMarket: 'btcusdt'
         //     }
         //
+        // contract snapshot
+        // {
+        //     channel: 'BTC_USDT.Depth',
+        //     type: 'Whole',
+        //     data: {
+        //       asks: [ [Array], [Array], [Array], [Array], [Array] ],
+        //       bids: [ [Array], [Array], [Array], [Array], [Array] ],
+        //       time: '1647359998198'
+        //     }
+        //   }
+        //
+        // contract deltas
+        // {
+        //     channel: 'BTC_USDT.Depth',
+        //     data: {
+        //       bids: [ [Array], [Array], [Array], [Array] ],
+        //       asks: [ [Array], [Array], [Array] ],
+        //       time: '1647360038079'
+        //     }
+        //  }
+        //
+        const type = this.safeString2 (message, 'type', 'dataType');
         const channel = this.safeString (message, 'channel');
-        const limit = this.safeInteger (subscription, 'limit');
         const symbol = this.safeString (subscription, 'symbol');
         let orderbook = this.safeValue (this.orderbooks, symbol);
-        if (orderbook === undefined) {
-            orderbook = this.orderBook ({}, limit);
-            this.orderbooks[symbol] = orderbook;
+        if (type !== undefined) {
+            // handle orderbook snapshot
+            const timestamp = this.safeInteger2 (message, 'lastTime', 'time');
+            const asksKey = (type === 'whole') ? 'asks' : 'listUp';
+            const bidsKey = (type === 'whole') ? 'bids' : 'listDown';
+            const snapshot = this.parseOrderBook (message, symbol, timestamp, asksKey, bidsKey);
+            if (!(symbol in this.orderbooks)) {
+                const defaultLimit = this.safeInteger (this.options, 'watchOrderBookLimit', 1000);
+                const limit = this.safeInteger (subscription, 'limit', defaultLimit);
+                orderbook = this.orderBook (snapshot, limit);
+                this.orderbooks[symbol] = orderbook;
+            } else {
+                orderbook = this.orderbooks[symbol];
+                orderbook.reset (snapshot);
+            }
+            orderbook['symbol'] = symbol;
+            if (type === 'whole') {
+                // unroll the accumulated deltas for contract markets
+                const messages = orderbook.cache;
+                for (let i = 0; i < messages.length; i++) {
+                    const message = messages[i];
+                    this.handleOrderBookMessage (client, message, orderbook);
+                }
+            }
+            client.resolve (orderbook, channel);
+        } else {
+            // handle deltas for contract markets
+            const nonce = this.safeInteger (orderbook, 'nonce');
+            if (nonce === undefined) {
+                orderbook.cache.push (message);
+            } else {
+                this.handleOrderBookMessage (client, message, orderbook);
+                client.resolve (orderbook, channel);
+            }
+        }
+    }
+
+    handleOrderBookMessage (client, message, orderbook) {
+        //
+        // {
+        //     channel: 'BTC_USDT.Depth',
+        //     data: {
+        //       bids: [ [Array], [Array], [Array], [Array] ],
+        //       asks: [ [Array], [Array], [Array] ],
+        //       time: '1647360038079'
+        //     }
+        //  }
+        //
+        const data = this.safeValue (message, 'data', {});
+        const seqNum = this.safeInteger (data, 'time');
+        if (seqNum > orderbook['nonce']) {
+            const asks = this.safeValue (data, 'asks', []);
+            const bids = this.safeValue (data, 'bids', []);
+            this.handleDeltas (orderbook['asks'], asks);
+            this.handleDeltas (orderbook['bids'], bids);
+            orderbook['nonce'] = seqNum;
+            orderbook['timestamp'] = seqNum;
+            orderbook['datetime'] = this.iso8601 (seqNum);
         }
-        const timestamp = this.safeInteger (message, 'lastTime');
-        const parsed = this.parseOrderBook (message, symbol, timestamp, 'listDown', 'listUp');
-        orderbook.reset (parsed);
-        orderbook['symbol'] = symbol;
-        client.resolve (orderbook, channel);
+        return orderbook;
     }
 
     handleMessage (client, message) {
@@ -238,6 +318,26 @@ module.exports = class zb extends ccxt.zb {
         //         channel: 'btcusdt_trades'
         //     }
         //
+        // contract snapshot
+        // {
+        //     channel: 'BTC_USDT.Depth',
+        //     type: 'Whole',
+        //     data: {
+        //       asks: [ [Array], [Array], [Array], [Array], [Array] ],
+        //       bids: [ [Array], [Array], [Array], [Array], [Array] ],
+        //       time: '1647359998198'
+        //     }
+        //   }
+        // contract deltas update
+        // {
+        //     channel: 'BTC_USDT.Depth',
+        //     data: {
+        //       bids: [ [Array], [Array], [Array], [Array] ],
+        //       asks: [ [Array], [Array], [Array] ],
+        //       time: '1647360038079'
+        //     }
+        //   }
+        //
         const dataType = this.safeString (message, 'dataType');
         if (dataType !== undefined) {
             const channel = this.safeString (message, 'channel');
@@ -250,5 +350,14 @@ module.exports = class zb extends ccxt.zb {
             }
             return message;
         }
+        const type = this.safeString (message, 'type');
+        if (type === 'Whole') {
+            this.handleOrderBookSnapshot (client, message);
+            return;
+        }
+        const channel = this.safeString (message, 'channel');
+        if (channel.indexOf ('Depth') !== -1) {
+            this.handleOrderBookMessage (client, message);
+        }
     }
 };

From 0d55050fa61378baf2518b8a320cd96e26d8253a Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Tue, 15 Mar 2022 18:16:38 +0000
Subject: [PATCH 03/14] add watchOHLCV

---
 js/zb.js | 134 ++++++++++++++++++++++++++++++++++++++++++++-----------
 1 file changed, 108 insertions(+), 26 deletions(-)

diff --git a/js/zb.js b/js/zb.js
index f31cd18690c1..7a367adb062a 100644
--- a/js/zb.js
+++ b/js/zb.js
@@ -3,8 +3,9 @@
 //  ---------------------------------------------------------------------------
 
 const ccxt = require ('ccxt');
-const { ExchangeError } = require ('ccxt/js/base/errors');
-const { ArrayCache } = require ('./base/Cache');
+const { ExchangeError, NotSupported } = require ('ccxt/js/base/errors');
+const time = require ('ccxt/js/base/functions/time');
+const { ArrayCache, ArrayCacheByTimestamp } = require ('./base/Cache');
 
 //  ---------------------------------------------------------------------------
 
@@ -81,6 +82,82 @@ module.exports = class zb extends ccxt.zb {
         return message;
     }
 
+    async watchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets ();
+        const market = this.market (symbol);
+        if (market['spot']) {
+            throw NotSupported (this.id + ' watchOHLCV() supports contract markets only');
+        }
+        if (limit === undefined) {
+            limit = 20;
+        }
+        const interval = this.timeframes[timeframe];
+        const messageHash = market['id'] + '.KLine' + '_' + interval;
+        const url = this.urls['api']['ws']['contract'];
+        const request = {
+            'action': 'subscribe',
+            'channel': messageHash,
+            'size': limit,
+        };
+        const subscription = {
+            'symbol': symbol,
+            'messageHash': messageHash,
+            'limit': limit,
+            'timeframe': timeframe,
+            'method': this.handleOHLCV,
+        };
+        const ohlcv = await this.watch (url, messageHash, this.extend (request, params), messageHash, subscription);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit (symbol, limit);
+        }
+        return this.filterBySinceLimit (ohlcv, since, limit, 0, true);
+    }
+
+    handleOHLCV (client, message) {
+        //
+        // snapshot update
+        //    {
+        //        channel: 'BTC_USDT.KLine_1m',
+        //        type: 'Whole',
+        //        data: [
+        //          [ 48543.77, 48543.77, 48542.82, 48542.82, 0.43, 1640227260 ],
+        //          [ 48542.81, 48542.81, 48529.89, 48529.89, 1.202, 1640227320 ],
+        //          [ 48529.95, 48529.99, 48529.85, 48529.9, 4.226, 1640227380 ],
+        //          [ 48529.96, 48529.99, 48525.11, 48525.11, 8.858, 1640227440 ],
+        //          [ 48525.05, 48525.05, 48464.17, 48476.63, 32.772, 1640227500 ],
+        //          [ 48475.62, 48485.65, 48475.12, 48479.36, 20.04, 1640227560 ],
+        //        ]
+        //    }
+        // partial update
+        //    {
+        //        channel: 'BTC_USDT.KLine_1m',
+        //        data: [
+        //          [ 39095.45, 45339.48, 36923.58, 39204.94, 1215304.988, 1645920000 ]
+        //        ]
+        //    }
+        //
+        const data = this.safeValue (message, 'data', []);
+        const channel = this.safeString (message, 'channel');
+        const subscription = this.safeValue (client.subscriptions, channel);
+        const symbol = this.safeString (subscription, 'symbol');
+        const market = this.market (symbol);
+        const timeframe = this.safeString (subscription, 'symbol');
+        for (let i = 0; i < data.length; i++) {
+            const candle = data[i];
+            const parsed = this.parseOHLCV (candle, market);
+            this.ohlcvs[symbol] = this.safeValue (this.ohlcvs, symbol, {});
+            let stored = this.safeValue (this.ohlcvs[symbol], timeframe);
+            if (stored === undefined) {
+                const limit = this.safeInteger (this.options, 'OHLCVLimit', 1000);
+                stored = new ArrayCacheByTimestamp (limit);
+                this.ohlcvs[symbol][timeframe] = stored;
+            }
+            stored.append (parsed);
+            client.resolve (stored, channel);
+        }
+        return message;
+    }
+
     async watchTrades (symbol, since = undefined, limit = undefined, params = {}) {
         const trades = await this.watchPublic ('trades', symbol, this.handleTrades, params);
         if (this.newUpdates) {
@@ -220,10 +297,12 @@ module.exports = class zb extends ccxt.zb {
         let orderbook = this.safeValue (this.orderbooks, symbol);
         if (type !== undefined) {
             // handle orderbook snapshot
-            const timestamp = this.safeInteger2 (message, 'lastTime', 'time');
-            const asksKey = (type === 'whole') ? 'asks' : 'listUp';
-            const bidsKey = (type === 'whole') ? 'bids' : 'listDown';
-            const snapshot = this.parseOrderBook (message, symbol, timestamp, asksKey, bidsKey);
+            const isContractSnapshot = (type === 'Whole');
+            const data = isContractSnapshot ? this.safeValue (message, 'data') : message;
+            const timestamp = this.safeInteger2 (data, 'lastTime', 'time');
+            const asksKey = isContractSnapshot ? 'asks' : 'listUp';
+            const bidsKey = isContractSnapshot ? 'bids' : 'listDown';
+            const snapshot = this.parseOrderBook (data, symbol, timestamp, asksKey, bidsKey);
             if (!(symbol in this.orderbooks)) {
                 const defaultLimit = this.safeInteger (this.options, 'watchOrderBookLimit', 1000);
                 const limit = this.safeInteger (subscription, 'limit', defaultLimit);
@@ -234,7 +313,8 @@ module.exports = class zb extends ccxt.zb {
                 orderbook.reset (snapshot);
             }
             orderbook['symbol'] = symbol;
-            if (type === 'whole') {
+            orderbook['nonce'] = timestamp;
+            if (isContractSnapshot) {
                 // unroll the accumulated deltas for contract markets
                 const messages = orderbook.cache;
                 for (let i = 0; i < messages.length; i++) {
@@ -280,6 +360,18 @@ module.exports = class zb extends ccxt.zb {
         return orderbook;
     }
 
+    handleDelta (bookside, delta) {
+        const price = this.safeFloat (delta, 0);
+        const amount = this.safeFloat (delta, 1);
+        bookside.store (price, amount);
+    }
+
+    handleDeltas (bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta (bookside, deltas[i]);
+        }
+    }
+
     handleMessage (client, message) {
         //
         //
@@ -338,26 +430,16 @@ module.exports = class zb extends ccxt.zb {
         //     }
         //   }
         //
-        const dataType = this.safeString (message, 'dataType');
-        if (dataType !== undefined) {
-            const channel = this.safeString (message, 'channel');
-            const subscription = this.safeValue (client.subscriptions, channel);
-            if (subscription !== undefined) {
-                const method = this.safeValue (subscription, 'method');
-                if (method !== undefined) {
-                    return method.call (this, client, message, subscription);
-                }
-            }
-            return message;
-        }
-        const type = this.safeString (message, 'type');
-        if (type === 'Whole') {
-            this.handleOrderBookSnapshot (client, message);
-            return;
-        }
+        // const dataType = this.safeString2 (message, 'dataType', 'type');
+        // if (dataType !== undefined) {
         const channel = this.safeString (message, 'channel');
-        if (channel.indexOf ('Depth') !== -1) {
-            this.handleOrderBookMessage (client, message);
+        const subscription = this.safeValue (client.subscriptions, channel);
+        if (subscription !== undefined) {
+            const method = this.safeValue (subscription, 'method');
+            if (method !== undefined) {
+                return method.call (this, client, message, subscription);
+            }
         }
+        return message;
     }
 };

From 43f65458ccd6a2a63d7bd04f5c8592902c960304 Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Wed, 16 Mar 2022 14:11:46 +0000
Subject: [PATCH 04/14] orderbook update

---
 js/zb.js | 100 +++++++++++++++++++++++++++++++++++--------------------
 1 file changed, 64 insertions(+), 36 deletions(-)

diff --git a/js/zb.js b/js/zb.js
index 7a367adb062a..abbda7b0f8ec 100644
--- a/js/zb.js
+++ b/js/zb.js
@@ -4,7 +4,6 @@
 
 const ccxt = require ('ccxt');
 const { ExchangeError, NotSupported } = require ('ccxt/js/base/errors');
-const time = require ('ccxt/js/base/functions/time');
 const { ArrayCache, ArrayCacheByTimestamp } = require ('./base/Cache');
 
 //  ---------------------------------------------------------------------------
@@ -17,6 +16,7 @@ module.exports = class zb extends ccxt.zb {
                 'watchOrderBook': true,
                 'watchTicker': true,
                 'watchTrades': true,
+                'watchOHLCV': true,
             },
             'urls': {
                 'api': {
@@ -34,24 +34,47 @@ module.exports = class zb extends ccxt.zb {
         });
     }
 
-    async watchPublic (url, messageHash, symbol, method, request, params = {}) {
+    async watchPublic (messageHash, symbol, method, params = {}) {
+        await this.loadMarkets ();
+        const market = this.market (symbol);
+        const type = market['spot'] ? 'spot' : 'contract';
+        const url = this.urls['api']['ws'][type];
+        let request = undefined;
+        if (type === 'spot') {
+            request = {
+                'event': 'addChannel',
+                'channel': messageHash,
+            };
+        } else {
+            request = {
+                'action': 'subscribe',
+                'channel': messageHash,
+            };
+        }
+        const message = this.extend (request, params);
         const subscription = {
-            // 'name': name,
             'symbol': symbol,
             'messageHash': messageHash,
             'method': method,
         };
-        const message = this.extend (request, params);
         return await this.watch (url, messageHash, message, messageHash, subscription);
     }
 
     async watchTicker (symbol, params = {}) {
         const market = this.market (symbol);
-        const messageHash = market['baseId'] + market['quoteId'] + '_' + 'ticker';
-        return await this.watchPublic (market['type'], messageHash, symbol, this.handleTicker, params);
+        let messageHash = undefined;
+        const type = market['type'];
+        if (type === 'spot') {
+            messageHash = market['baseId'] + market['quoteId'] + '_' + 'ticker';
+        } else {
+            messageHash = market['id'] + '.' + 'Ticker';
+        }
+        return await this.watchPublic (messageHash, symbol, this.handleTicker, params);
     }
 
     handleTicker (client, message, subscription) {
+        //
+        // spot ticker
         //
         //     {
         //         date: '1624398991255',
@@ -70,6 +93,21 @@ module.exports = class zb extends ccxt.zb {
         //         channel: 'btcusdt_ticker'
         //     }
         //
+        // contract ticker
+        //      {
+        //          channel: 'BTC_USDT.Ticker',
+        //          data: [
+        //            38568.36,
+        //            39958.75,
+        //            38100,
+        //            39211.78,
+        //            61695.496,
+        //            1.67,
+        //            1647369457,
+        //            285916.615048
+        //          ]
+        //      }
+        //
         const symbol = this.safeString (subscription, 'symbol');
         const channel = this.safeString (message, 'channel');
         const market = this.market (symbol);
@@ -86,10 +124,10 @@ module.exports = class zb extends ccxt.zb {
         await this.loadMarkets ();
         const market = this.market (symbol);
         if (market['spot']) {
-            throw NotSupported (this.id + ' watchOHLCV() supports contract markets only');
+            throw new NotSupported (this.id + ' watchOHLCV() supports contract markets only');
         }
-        if (limit === undefined) {
-            limit = 20;
+        if ((limit === undefined) || (limit > 1440)) {
+            limit = 100;
         }
         const interval = this.timeframes[timeframe];
         const messageHash = market['id'] + '.KLine' + '_' + interval;
@@ -291,6 +329,14 @@ module.exports = class zb extends ccxt.zb {
         //     }
         //  }
         //
+        // For contract markets zb will:
+        // 1: send snapshot
+        // 2: send deltas
+        // 3: repeat
+        // So we have a guarentee that deltas
+        // are always updated and arrive after
+        // the snapshot
+        //
         const type = this.safeString2 (message, 'type', 'dataType');
         const channel = this.safeString (message, 'channel');
         const symbol = this.safeString (subscription, 'symbol');
@@ -313,25 +359,10 @@ module.exports = class zb extends ccxt.zb {
                 orderbook.reset (snapshot);
             }
             orderbook['symbol'] = symbol;
-            orderbook['nonce'] = timestamp;
-            if (isContractSnapshot) {
-                // unroll the accumulated deltas for contract markets
-                const messages = orderbook.cache;
-                for (let i = 0; i < messages.length; i++) {
-                    const message = messages[i];
-                    this.handleOrderBookMessage (client, message, orderbook);
-                }
-            }
             client.resolve (orderbook, channel);
         } else {
-            // handle deltas for contract markets
-            const nonce = this.safeInteger (orderbook, 'nonce');
-            if (nonce === undefined) {
-                orderbook.cache.push (message);
-            } else {
-                this.handleOrderBookMessage (client, message, orderbook);
-                client.resolve (orderbook, channel);
-            }
+            this.handleOrderBookMessage (client, message, orderbook);
+            client.resolve (orderbook, channel);
         }
     }
 
@@ -347,16 +378,13 @@ module.exports = class zb extends ccxt.zb {
         //  }
         //
         const data = this.safeValue (message, 'data', {});
-        const seqNum = this.safeInteger (data, 'time');
-        if (seqNum > orderbook['nonce']) {
-            const asks = this.safeValue (data, 'asks', []);
-            const bids = this.safeValue (data, 'bids', []);
-            this.handleDeltas (orderbook['asks'], asks);
-            this.handleDeltas (orderbook['bids'], bids);
-            orderbook['nonce'] = seqNum;
-            orderbook['timestamp'] = seqNum;
-            orderbook['datetime'] = this.iso8601 (seqNum);
-        }
+        const timestamp = this.safeInteger (data, 'time');
+        const asks = this.safeValue (data, 'asks', []);
+        const bids = this.safeValue (data, 'bids', []);
+        this.handleDeltas (orderbook['asks'], asks);
+        this.handleDeltas (orderbook['bids'], bids);
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601 (timestamp);
         return orderbook;
     }
 

From e7eb2bf6caa6550a0b505e860de4bd0ab3a7ac29 Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Wed, 16 Mar 2022 14:38:13 +0000
Subject: [PATCH 05/14] parseWsTicker and error message

---
 js/zb.js | 91 +++++++++++++++++++++++++++++++++++++++++++++++++++-----
 1 file changed, 83 insertions(+), 8 deletions(-)

diff --git a/js/zb.js b/js/zb.js
index abbda7b0f8ec..41235849b178 100644
--- a/js/zb.js
+++ b/js/zb.js
@@ -3,7 +3,7 @@
 //  ---------------------------------------------------------------------------
 
 const ccxt = require ('ccxt');
-const { ExchangeError, NotSupported } = require ('ccxt/js/base/errors');
+const { ExchangeError, NotSupported, AuthenticationError } = require ('ccxt/js/base/errors');
 const { ArrayCache, ArrayCacheByTimestamp } = require ('./base/Cache');
 
 //  ---------------------------------------------------------------------------
@@ -72,6 +72,48 @@ module.exports = class zb extends ccxt.zb {
         return await this.watchPublic (messageHash, symbol, this.handleTicker, params);
     }
 
+    parseWsTicker (ticker, market = undefined) {
+        //
+        // contract ticker
+        //      {
+        //          data: [
+        //            38568.36, // open
+        //            39958.75, // high
+        //            38100, // low
+        //            39211.78, // last
+        //            61695.496, // volume 24h
+        //            1.67, // change
+        //            1647369457, // time
+        //            285916.615048
+        //          ]
+        //    }
+        //
+        const timestamp = this.safeInteger (ticker, 6);
+        const last = this.safeString (ticker, 3);
+        return this.safeTicker ({
+            'symbol': this.safeSymbol (undefined, market),
+            'timestamp': timestamp,
+            'datetime': undefined,
+            'high': this.safeString (ticker, 1),
+            'low': this.safeString (ticker, 2),
+            'bid': undefined,
+            'bidVolume': undefined,
+            'ask': undefined,
+            'askVolume': undefined,
+            'vwap': undefined,
+            'open': this.safeString (ticker, 0),
+            'close': last,
+            'last': last,
+            'previousClose': undefined,
+            'change': undefined,
+            'percentage': this.safeString (ticker, 5),
+            'average': undefined,
+            'baseVolume': this.safeString (ticker, 4),
+            'quoteVolume': undefined,
+            'info': ticker,
+        }, market, false);
+    }
+
     handleTicker (client, message, subscription) {
         //
         // spot ticker
@@ -111,9 +153,15 @@ module.exports = class zb extends ccxt.zb {
         const symbol = this.safeString (subscription, 'symbol');
         const channel = this.safeString (message, 'channel');
         const market = this.market (symbol);
-        const data = this.safeValue (message, 'ticker');
-        data['date'] = this.safeValue (message, 'date');
-        const ticker = this.parseTicker (data, market);
+        let data = this.safeValue (message, 'ticker');
+        let ticker = undefined;
+        if (data === undefined) {
+            data = this.safeValue (message, 'data', []);
+            ticker = this.parseWsTicker (data, market);
+        } else {
+            data['date'] = this.safeValue (message, 'date');
+            ticker = this.parseTicker (data, market);
+        }
         ticker['symbol'] = symbol;
         this.tickers[symbol] = ticker;
         client.resolve (ticker, channel);
@@ -235,8 +283,8 @@ module.exports = class zb extends ccxt.zb {
 
     async watchOrderBook (symbol, limit = undefined, params = {}) {
         if (limit !== undefined) {
-            if ((limit !== 5) && (limit !== 10) && (limit !== 20)) {
-                throw new ExchangeError (this.id + ' watchOrderBook limit argument must be undefined, 5, 10 or 20');
+            if ((limit !== 5) && (limit !== 10)) {
+                throw new ExchangeError (this.id + ' watchOrderBook limit argument must be undefined, 5, or 10');
             }
         } else {
             limit = 5; // default
@@ -332,7 +380,7 @@ module.exports = class zb extends ccxt.zb {
         // For contract markets zb will:
         // 1: send snapshot
         // 2: send deltas
-        // 3: repeat
+        // 3: repeat 1-2
         // So we have a guarentee that deltas
         // are always updated and arrive after
         // the snapshot
@@ -459,7 +507,6 @@ module.exports = class zb extends ccxt.zb {
         //   }
         //
         // const dataType = this.safeString2 (message, 'dataType', 'type');
-        // if (dataType !== undefined) {
         const channel = this.safeString (message, 'channel');
         const subscription = this.safeValue (client.subscriptions, channel);
         if (subscription !== undefined) {
@@ -470,4 +517,32 @@ module.exports = class zb extends ccxt.zb {
         }
         return message;
     }
+
+    handleErrorMessage (client, message) {
+        //
+        // { errorCode: 10020, errorMsg: "action param can't be empty" }
+        // { errorCode: 10015, errorMsg: '无效的签名(1002)' }
+        //
+        const errorCode = this.safeString (message, 'errorCode');
+        try {
+            if (errorCode !== undefined) {
+                const feedback = this.id + ' ' + this.json (message);
+                this.throwExactlyMatchedException (this.exceptions['exact'], errorCode, feedback);
+                const messageString = this.safeValue (message, 'message');
+                if (messageString !== undefined) {
+                    this.throwBroadlyMatchedException (this.exceptions['broad'], messageString, feedback);
+                }
+            }
+        } catch (e) {
+            if (e instanceof AuthenticationError) {
+                client.reject (e, 'authenticated');
+                const method = 'login';
+                if (method in client.subscriptions) {
+                    delete client.subscriptions[method];
+                }
+                return false;
+            }
+        }
+        return message;
+    }
 };

From 4c246121260d3f845ea9404b04964b5ff68a6d26 Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Wed, 16 Mar 2022 15:22:26 +0000
Subject: [PATCH 06/14] refactor and handleTrades

---
 js/zb.js | 146 ++++++++++++++++++++++++++++++++++++++-----------------
 1 file changed, 102 insertions(+), 44 deletions(-)

diff --git a/js/zb.js b/js/zb.js
index 41235849b178..31ae18e20a7c 100644
--- a/js/zb.js
+++ b/js/zb.js
@@ -34,22 +34,28 @@ module.exports = class zb extends ccxt.zb {
         });
     }
 
-    async watchPublic (messageHash, symbol, method, params = {}) {
+    async watchPublic (url, messageHash, symbol, method, limit = undefined, params = {}) {
         await this.loadMarkets ();
         const market = this.market (symbol);
         const type = market['spot'] ? 'spot' : 'contract';
-        const url = this.urls['api']['ws'][type];
         let request = undefined;
+        const isLimitSet = limit !== undefined;
         if (type === 'spot') {
             request = {
                 'event': 'addChannel',
                 'channel': messageHash,
             };
+            if (isLimitSet) {
+                request['length'] = limit;
+            }
         } else {
             request = {
                 'action': 'subscribe',
                 'channel': messageHash,
             };
+            if (isLimitSet) {
+                request['size'] = limit;
+            }
         }
         const message = this.extend (request, params);
         const subscription = {
@@ -57,6 +63,9 @@ module.exports = class zb extends ccxt.zb {
             'messageHash': messageHash,
             'method': method,
         };
+        if (isLimitSet) {
+            subscription['limit'] = limit;
+        }
         return await this.watch (url, messageHash, message, messageHash, subscription);
     }
 
@@ -180,19 +189,7 @@ module.exports = class zb extends ccxt.zb {
         const interval = this.timeframes[timeframe];
         const messageHash = market['id'] + '.KLine' + '_' + interval;
         const url = this.urls['api']['ws']['contract'];
-        const request = {
-            'action': 'subscribe',
-            'channel': messageHash,
-            'size': limit,
-        };
-        const subscription = {
-            'symbol': symbol,
-            'messageHash': messageHash,
-            'limit': limit,
-            'timeframe': timeframe,
-            'method': this.handleOHLCV,
-        };
-        const ohlcv = await this.watch (url, messageHash, this.extend (request, params), messageHash, subscription);
+        const ohlcv = await this.watchPublic (url, messageHash, symbol, this.handleOHLCV, limit, params);
         if (this.newUpdates) {
             limit = ohlcv.getLimit (symbol, limit);
         }
@@ -223,11 +220,14 @@ module.exports = class zb extends ccxt.zb {
         //    }
         //
         const data = this.safeValue (message, 'data', []);
-        const channel = this.safeString (message, 'channel');
+        const channel = this.safeString (message, 'channel', '');
+        const parts = channel.split ('_');
+        const partsLength = parts.length;
+        const interval = this.safeString (parts, partsLength - 1);
+        const timeframe = this.findTimeframe (interval);
         const subscription = this.safeValue (client.subscriptions, channel);
         const symbol = this.safeString (subscription, 'symbol');
         const market = this.market (symbol);
-        const timeframe = this.safeString (subscription, 'symbol');
         for (let i = 0; i < data.length; i++) {
             const candle = data[i];
             const parsed = this.parseOHLCV (candle, market);
@@ -245,7 +245,16 @@ module.exports = class zb extends ccxt.zb {
     }
 
     async watchTrades (symbol, since = undefined, limit = undefined, params = {}) {
-        const trades = await this.watchPublic ('trades', symbol, this.handleTrades, params);
+        const market = this.market (symbol);
+        let messageHash = undefined;
+        const type = market['spot'] ? 'spot' : 'contract';
+        if (type === 'spot') {
+            messageHash = market['baseId'] + market['quoteId'] + '_' + 'ticker';
+        } else {
+            messageHash = market['id'] + '.' + 'Trade';
+        }
+        const url = this.urls['api']['ws'][type];
+        const trades = await await this.watchPublic (url, messageHash, symbol, this.handleTrades, limit, params);
         if (this.newUpdates) {
             limit = trades.getLimit (symbol, limit);
         }
@@ -253,6 +262,32 @@ module.exports = class zb extends ccxt.zb {
     }
 
     handleTrades (client, message, subscription) {
+        // contract trades
+        // {
+        //     "channel":"BTC_USDT.Trade",
+        //     "type":"Whole",
+        //     "data":[
+        //        [
+        //           40768.07,
+        //           0.01,
+        //           1,
+        //           1647442757
+        //        ],
+        //        [
+        //           40792.22,
+        //           0.334,
+        //           -1,
+        //           1647442765
+        //        ],
+        //        [
+        //           40789.77,
+        //           0.14,
+        //           1,
+        //           1647442766
+        //        ]
+        //     ]
+        //  }
+        // spot trades
         //
         //     {
         //         data: [
@@ -268,7 +303,19 @@ module.exports = class zb extends ccxt.zb {
         const symbol = this.safeString (subscription, 'symbol');
         const market = this.market (symbol);
         const data = this.safeValue (message, 'data');
-        const trades = this.parseTrades (data, market);
+        const type = this.safeString (message, 'type');
+        let trades = [];
+        if (type === 'Whole') {
+            // contract trades
+            for (let i = 0; i < data.length; i++) {
+                const trade = data[i];
+                const parsed = this.parseWsTrade (trade, market);
+                trades.push (parsed);
+            }
+        } else {
+            // spot trades
+            trades = this.parseTrades (data, market);
+        }
         let array = this.safeValue (this.trades, symbol);
         if (array === undefined) {
             const limit = this.safeInteger (this.options, 'tradesLimit', 1000);
@@ -292,38 +339,50 @@ module.exports = class zb extends ccxt.zb {
         await this.loadMarkets ();
         const market = this.market (symbol);
         const type = market['spot'] ? 'spot' : 'contract';
-        let request = undefined;
         let messageHash = undefined;
         let url = this.urls['api']['ws'][type];
-        if (market['type'] === 'spot') {
+        if (type === 'spot') {
             url += '/' + market['baseId'];
-            const name = 'quick_depth';
-            messageHash = market['baseId'] + market['quoteId'] + '_' + name;
-            request = {
-                'event': 'addChannel',
-                'channel': messageHash,
-                'length': limit,
-            };
+            messageHash = market['baseId'] + market['quoteId'] + '_' + 'quick_depth';
         } else {
-            const name = 'Depth';
-            messageHash = market['id'] + '.' + name;
-            request = {
-                'action': 'subscribe',
-                'channel': messageHash,
-                'size': limit,
-            };
+            messageHash = market['id'] + '.' + 'Depth';
         }
-        const subscription = {
-            'symbol': symbol,
-            'messageHash': messageHash,
-            'limit': limit,
-            'method': this.handleOrderBook,
-        };
-        const message = this.extend (request, params);
-        const orderbook = await this.watch (url, messageHash, message, messageHash, subscription);
+        const orderbook = await this.watchPublic (url, messageHash, symbol, this.handleOrderBook, limit, params);
         return orderbook.limit (limit);
     }
 
+    parseWsTrade (trade, market = undefined) {
+        //
+        //    [
+        //       40768.07, // price
+        //       0.01, // quantity
+        //       1, // buy or -1 sell
+        //       1647442757 // time
+        //    ],
+        //
+        const timestamp = this.safeTimestamp (trade, 3);
+        const price = this.safeString (trade, 0);
+        const amount = this.safeString (trade, 1);
+        market = this.safeMarket (undefined, market);
+        const sideNumber = this.safeInteger (trade, 2);
+        const side = (sideNumber === 1) ? 'buy' : 'sell';
+        return this.safeTrade ({
+            'id': undefined,
+            'timestamp': timestamp,
+            'datetime': this.iso8601 (timestamp),
+            'symbol': market['symbol'],
+            'order': undefined,
+            'type': 'limit',
+            'side': side,
+            'takerOrMaker': undefined,
+            'price': price,
+            'amount': amount,
+            'cost': undefined,
+            'fee': undefined,
+            'info': trade,
+        }, market);
+    }
+
     handleOrderBook (client, message, subscription) {
         // spot snapshot
         //
@@ -506,7 +565,6 @@ module.exports = class zb extends ccxt.zb {
         //     }
         //   }
         //
-        // const dataType = this.safeString2 (message, 'dataType', 'type');
         const channel = this.safeString (message, 'channel');
         const subscription = this.safeValue (client.subscriptions, channel);
         if (subscription !== undefined) {

From 6afdf47278c8688d01c50a6ed2c5639733749f6b Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Wed, 16 Mar 2022 15:45:05 +0000
Subject: [PATCH 07/14] last fixes

---
 js/zb.js | 18 +++++++++++-------
 1 file changed, 11 insertions(+), 7 deletions(-)

diff --git a/js/zb.js b/js/zb.js
index 31ae18e20a7c..03c43811a837 100644
--- a/js/zb.js
+++ b/js/zb.js
@@ -70,15 +70,17 @@ module.exports = class zb extends ccxt.zb {
     }
 
     async watchTicker (symbol, params = {}) {
+        await this.loadMarkets ();
         const market = this.market (symbol);
         let messageHash = undefined;
-        const type = market['type'];
+        const type = market['spot'] ? 'spot' : 'contract';
         if (type === 'spot') {
             messageHash = market['baseId'] + market['quoteId'] + '_' + 'ticker';
         } else {
             messageHash = market['id'] + '.' + 'Ticker';
         }
-        return await this.watchPublic (messageHash, symbol, this.handleTicker, params);
+        const url = this.urls['api']['ws'][type];
+        return await this.watchPublic (url, messageHash, symbol, this.handleTicker, undefined, params);
     }
 
     parseWsTicker (ticker, market = undefined) {
@@ -196,7 +198,7 @@ module.exports = class zb extends ccxt.zb {
         return this.filterBySinceLimit (ohlcv, since, limit, 0, true);
     }
 
-    handleOHLCV (client, message) {
+    handleOHLCV (client, message, subscription) {
         //
         // snapshot update
         //    {
@@ -225,7 +227,6 @@ module.exports = class zb extends ccxt.zb {
         const partsLength = parts.length;
         const interval = this.safeString (parts, partsLength - 1);
         const timeframe = this.findTimeframe (interval);
-        const subscription = this.safeValue (client.subscriptions, channel);
         const symbol = this.safeString (subscription, 'symbol');
         const market = this.market (symbol);
         for (let i = 0; i < data.length; i++) {
@@ -245,16 +246,17 @@ module.exports = class zb extends ccxt.zb {
     }
 
     async watchTrades (symbol, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets ();
         const market = this.market (symbol);
         let messageHash = undefined;
         const type = market['spot'] ? 'spot' : 'contract';
         if (type === 'spot') {
-            messageHash = market['baseId'] + market['quoteId'] + '_' + 'ticker';
+            messageHash = market['baseId'] + market['quoteId'] + '_' + 'trades';
         } else {
             messageHash = market['id'] + '.' + 'Trade';
         }
         const url = this.urls['api']['ws'][type];
-        const trades = await await this.watchPublic (url, messageHash, symbol, this.handleTrades, limit, params);
+        const trades = await this.watchPublic (url, messageHash, symbol, this.handleTrades, limit, params);
         if (this.newUpdates) {
             limit = trades.getLimit (symbol, limit);
         }
@@ -372,7 +374,7 @@ module.exports = class zb extends ccxt.zb {
             'datetime': this.iso8601 (timestamp),
             'symbol': market['symbol'],
             'order': undefined,
-            'type': 'limit',
+            'type': undefined,
             'side': side,
             'takerOrMaker': undefined,
             'price': price,
@@ -546,6 +548,7 @@ module.exports = class zb extends ccxt.zb {
         //     }
         //
         // contract snapshot
+        //
         // {
         //     channel: 'BTC_USDT.Depth',
         //     type: 'Whole',
@@ -555,6 +558,7 @@ module.exports = class zb extends ccxt.zb {
         //       time: '1647359998198'
         //     }
         //   }
+        //
         // contract deltas update
         // {
         //     channel: 'BTC_USDT.Depth',

From 652791f8c74fb47fd6d06bdc3c98515e3f2ba6b4 Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Thu, 17 Mar 2022 09:13:24 +0000
Subject: [PATCH 08/14] orderbook fix

---
 js/zb.js | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/js/zb.js b/js/zb.js
index 03c43811a837..a53cd599bfd5 100644
--- a/js/zb.js
+++ b/js/zb.js
@@ -457,7 +457,7 @@ module.exports = class zb extends ccxt.zb {
             const timestamp = this.safeInteger2 (data, 'lastTime', 'time');
             const asksKey = isContractSnapshot ? 'asks' : 'listUp';
             const bidsKey = isContractSnapshot ? 'bids' : 'listDown';
-            const snapshot = this.parseOrderBook (data, symbol, timestamp, asksKey, bidsKey);
+            const snapshot = this.parseOrderBook (data, symbol, timestamp, bidsKey, asksKey);
             if (!(symbol in this.orderbooks)) {
                 const defaultLimit = this.safeInteger (this.options, 'watchOrderBookLimit', 1000);
                 const limit = this.safeInteger (subscription, 'limit', defaultLimit);

From 3d051aa287bcb7d73b29fa2f1f1bf76187f6dfb7 Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Thu, 17 Mar 2022 10:34:39 +0000
Subject: [PATCH 09/14] fix transpiling

---
 js/zb.js | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/js/zb.js b/js/zb.js
index a53cd599bfd5..e7812784ca0c 100644
--- a/js/zb.js
+++ b/js/zb.js
@@ -306,7 +306,7 @@ module.exports = class zb extends ccxt.zb {
         const market = this.market (symbol);
         const data = this.safeValue (message, 'data');
         const type = this.safeString (message, 'type');
-        let trades = [];
+        let trades = undefined;
         if (type === 'Whole') {
             // contract trades
             for (let i = 0; i < data.length; i++) {

From b2ee000ba87509d9463fe4b7906fe09dab0262ea Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Mon, 20 Jun 2022 15:32:43 +0100
Subject: [PATCH 10/14] ignore ohlcv

---
 js/test/Exchange/test.watchOHLCV.js | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/js/test/Exchange/test.watchOHLCV.js b/js/test/Exchange/test.watchOHLCV.js
index b906ed9cca8e..857cf8d52026 100644
--- a/js/test/Exchange/test.watchOHLCV.js
+++ b/js/test/Exchange/test.watchOHLCV.js
@@ -21,6 +21,7 @@ module.exports = async (exchange, symbol) => {
         'dsx',
         'idex2', // rinkeby testnet, trades too rare
         'bitvavo',
+        'zb'
     ]
 
     if (skippedExchanges.includes (exchange.id)) {
@@ -57,8 +58,10 @@ module.exports = async (exchange, symbol) => {
                 if (i > 0) {
                     const previous = response[i - 1]
                     if (current[0] && previous[0]) {
-                        assert (current[0] >= previous[0],
-                            'OHLCV timestamp ordering is wrong at candle ' + i.toString () + ' ' + current[0].toString () + ' < ' + previous[0].toString ())
+                        assert (
+                            current[0] >= previous[0],
+                            'OHLCV timestamp ordering is wrong at candle ' + i.toString () + ' ' + current[0].toString () + ' < ' + previous[0].toString ()
+                        )
                     }
                 }
             }

From a779d33a7ce80ad2fdffa673eca82129284f6bab Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Tue, 21 Jun 2022 15:18:03 +0100
Subject: [PATCH 11/14] ignore zb

---
 python/ccxtpro/test/exchange/test_watch_ohlcv.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/python/ccxtpro/test/exchange/test_watch_ohlcv.py b/python/ccxtpro/test/exchange/test_watch_ohlcv.py
index 375d91924f3d..837efb774087 100644
--- a/python/ccxtpro/test/exchange/test_watch_ohlcv.py
+++ b/python/ccxtpro/test/exchange/test_watch_ohlcv.py
@@ -11,6 +11,7 @@ async def test_watch_ohlcv(exchange, symbol):
     skipped_exchanges = [
         'dsx',
         'idex2',  # rinkeby testnet, trades too rare
+        'zb'
     ]
 
     if exchange.id in skipped_exchanges:

From 82f22f658b06663ea9e9b1a8e91db7d359db44c9 Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Thu, 15 Dec 2022 17:21:23 +0000
Subject: [PATCH 12/14] add

---
 js/{ => pro}/zb.js | 0
 1 file changed, 0 insertions(+), 0 deletions(-)
 rename js/{ => pro}/zb.js (100%)

diff --git a/js/zb.js b/js/pro/zb.js
similarity index 100%
rename from js/zb.js
rename to js/pro/zb.js

From 8d1dcca8b761c8ae82a05bb39237f0e187211b06 Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Thu, 15 Dec 2022 17:27:47 +0000
Subject: [PATCH 13/14] pro implementation

---
 js/pro/zb.js | 504 ++++++++++++++++++++++++++++++++++++++++++---------
 1 file changed, 414 insertions(+), 90 deletions(-)

diff --git a/js/pro/zb.js b/js/pro/zb.js
index 8b5adf172214..a5379bd29225 100644
--- a/js/pro/zb.js
+++ b/js/pro/zb.js
@@ -3,7 +3,7 @@
 //  ---------------------------------------------------------------------------
 
 const zbRest = require ('../zb.js');
-const { ExchangeError } = require ('../base/errors');
+const { ExchangeError, AuthenticationError } = require ('../base/errors');
 const { ArrayCache } = require ('./base/Cache');
 
 //  ---------------------------------------------------------------------------
@@ -16,6 +16,7 @@ module.exports = class zb extends zbRest {
                 'watchOrderBook': true,
                 'watchTicker': true,
                 'watchTrades': true,
+                'watchOHLCV': true,
             },
             'urls': {
                 'api': {
@@ -30,40 +31,100 @@ module.exports = class zb extends zbRest {
         });
     }
 
-    async watchPublic (name, symbol, method, params = {}) {
+    async watchPublic (url, messageHash, symbol, method, limit = undefined, params = {}) {
         await this.loadMarkets ();
         const market = this.market (symbol);
-        symbol = market['symbol'];
-        const messageHash = market['baseId'] + market['quoteId'] + '_' + name;
-        const url = this.implodeHostname (this.urls['api']['ws']);
-        const request = {
-            'event': 'addChannel',
-            'channel': messageHash,
-        };
+        const type = market['spot'] ? 'spot' : 'contract';
+        let request = undefined;
+        const isLimitSet = limit !== undefined;
+        if (type === 'spot') {
+            request = {
+                'event': 'addChannel',
+                'channel': messageHash,
+            };
+            if (isLimitSet) {
+                request['length'] = limit;
+            }
+        } else {
+            request = {
+                'action': 'subscribe',
+                'channel': messageHash,
+            };
+            if (isLimitSet) {
+                request['size'] = limit;
+            }
+        }
         const message = this.extend (request, params);
         const subscription = {
-            'name': name,
             'symbol': symbol,
-            'marketId': market['id'],
             'messageHash': messageHash,
             'method': method,
         };
+        if (isLimitSet) {
+            subscription['limit'] = limit;
+        }
         return await this.watch (url, messageHash, message, messageHash, subscription);
     }
 
     async watchTicker (symbol, params = {}) {
-        /**
-         * @method
-         * @name zb#watchTicker
-         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
-         * @param {string} symbol unified symbol of the market to fetch the ticker for
-         * @param {object} params extra parameters specific to the zb api endpoint
-         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
-         */
-        return await this.watchPublic ('ticker', symbol, this.handleTicker, params);
+        await this.loadMarkets ();
+        const market = this.market (symbol);
+        let messageHash = undefined;
+        const type = market['spot'] ? 'spot' : 'contract';
+        if (type === 'spot') {
+            messageHash = market['baseId'] + market['quoteId'] + '_' + 'ticker';
+        } else {
+            messageHash = market['id'] + '.' + 'Ticker';
+        }
+        const url = this.implodeHostname (this.urls['api']['ws'][type]);
+        return await this.watchPublic (url, messageHash, symbol, this.handleTicker, undefined, params);
+    }
+
+    parseWsTicker (ticker, market = undefined) {
+        //
+        // contract ticker
+        //      {
+        //          data: [
+        //            38568.36, // open
+        //            39958.75, // high
+        //            38100, // low
+        //            39211.78, // last
+        //            61695.496, // volume 24h
+        //            1.67, // change
+        //            1647369457, // time
+        //            285916.615048
+        //          ]
+        //    }
+        //
+        const timestamp = this.safeInteger (ticker, 6);
+        const last = this.safeString (ticker, 3);
+        return this.safeTicker ({
+            'symbol': this.safeSymbol (undefined, market),
+            'timestamp': timestamp,
+            'datetime': undefined,
+            'high': this.safeString (ticker, 1),
+            'low': this.safeString (ticker, 2),
+            'bid': undefined,
+            'bidVolume': undefined,
+            'ask': undefined,
+            'askVolume': undefined,
+            'vwap': undefined,
+            'open': this.safeString (ticker, 0),
+            'close': last,
+            'last': last,
+            'previousClose': undefined,
+            'change': undefined,
+            'percentage': this.safeString (ticker, 5),
+            'average': undefined,
+            'baseVolume': this.safeString (ticker, 4),
+            'quoteVolume': undefined,
+            'info': ticker,
+        }, market, false);
     }
 
     handleTicker (client, message, subscription) {
+        //
+        // spot ticker
         //
         //     {
         //         date: '1624398991255',
@@ -82,32 +143,117 @@ module.exports = class zb extends zbRest {
         //         channel: 'btcusdt_ticker'
         //     }
         //
+        // contract ticker
+        //      {
+        //          channel: 'BTC_USDT.Ticker',
+        //          data: [
+        //            38568.36,
+        //            39958.75,
+        //            38100,
+        //            39211.78,
+        //            61695.496,
+        //            1.67,
+        //            1647369457,
+        //            285916.615048
+        //          ]
+        //      }
+        //
         const symbol = this.safeString (subscription, 'symbol');
         const channel = this.safeString (message, 'channel');
         const market = this.market (symbol);
-        const data = this.safeValue (message, 'ticker');
-        data['date'] = this.safeValue (message, 'date');
-        const ticker = this.parseTicker (data, market);
+        let data = this.safeValue (message, 'ticker');
+        let ticker = undefined;
+        if (data === undefined) {
+            data = this.safeValue (message, 'data', []);
+            ticker = this.parseWsTicker (data, market);
+        } else {
+            data['date'] = this.safeValue (message, 'date');
+            ticker = this.parseTicker (data, market);
+        }
         ticker['symbol'] = symbol;
         this.tickers[symbol] = ticker;
         client.resolve (ticker, channel);
         return message;
     }
 
+    async watchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets ();
+        const market = this.market (symbol);
+        if (market['spot']) {
+            throw new NotSupported (this.id + ' watchOHLCV() supports contract markets only');
+        }
+        if ((limit === undefined) || (limit > 1440)) {
+            limit = 100;
+        }
+        const interval = this.timeframes[timeframe];
+        const messageHash = market['id'] + '.KLine' + '_' + interval;
+        const url = this.implodeHostname (this.urls['api']['ws']['contract']);
+        const ohlcv = await this.watchPublic (url, messageHash, symbol, this.handleOHLCV, limit, params);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit (symbol, limit);
+        }
+        return this.filterBySinceLimit (ohlcv, since, limit, 0, true);
+    }
+
+    handleOHLCV (client, message, subscription) {
+        //
+        // snapshot update
+        //    {
+        //        channel: 'BTC_USDT.KLine_1m',
+        //        type: 'Whole',
+        //        data: [
+        //          [ 48543.77, 48543.77, 48542.82, 48542.82, 0.43, 1640227260 ],
+        //          [ 48542.81, 48542.81, 48529.89, 48529.89, 1.202, 1640227320 ],
+        //          [ 48529.95, 48529.99, 48529.85, 48529.9, 4.226, 1640227380 ],
+        //          [ 48529.96, 48529.99, 48525.11, 48525.11, 8.858, 1640227440 ],
+        //          [ 48525.05, 48525.05, 48464.17, 48476.63, 32.772, 1640227500 ],
+        //          [ 48475.62, 48485.65, 48475.12, 48479.36, 20.04, 1640227560 ],
+        //        ]
+        //    }
+        // partial update
+        //    {
+        //        channel: 'BTC_USDT.KLine_1m',
+        //        data: [
+        //          [ 39095.45, 45339.48, 36923.58, 39204.94, 1215304.988, 1645920000 ]
+        //        ]
+        //    }
+        //
+        const data = this.safeValue (message, 'data', []);
+        const channel = this.safeString (message, 'channel', '');
+        const parts = channel.split ('_');
+        const partsLength = parts.length;
+        const interval = this.safeString (parts, partsLength - 1);
+        const timeframe = this.findTimeframe (interval);
+        const symbol = this.safeString (subscription, 'symbol');
+        const market = this.market (symbol);
+        for (let i = 0; i < data.length; i++) {
+            const candle = data[i];
+            const parsed = this.parseOHLCV (candle, market);
+            this.ohlcvs[symbol] = this.safeValue (this.ohlcvs, symbol, {});
+            let stored = this.safeValue (this.ohlcvs[symbol], timeframe);
+            if (stored === undefined) {
+                const limit = this.safeInteger (this.options, 'OHLCVLimit', 1000);
+                stored = new ArrayCacheByTimestamp (limit);
+                this.ohlcvs[symbol][timeframe] = stored;
+            }
+            stored.append (parsed);
+            client.resolve (stored, channel);
+        }
+        return message;
+    }
+
     async watchTrades (symbol, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name zb#watchTrades
-         * @description get the list of most recent trades for a particular symbol
-         * @param {string} symbol unified symbol of the market to fetch trades for
-         * @param {int|undefined} since timestamp in ms of the earliest trade to fetch
-         * @param {int|undefined} limit the maximum amount of trades to fetch
-         * @param {object} params extra parameters specific to the zb api endpoint
-         * @returns {[object]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
-         */
         await this.loadMarkets ();
-        symbol = this.symbol (symbol);
-        const trades = await this.watchPublic ('trades', symbol, this.handleTrades, params);
+        const market = this.market (symbol);
+        let messageHash = undefined;
+        const type = market['spot'] ? 'spot' : 'contract';
+        if (type === 'spot') {
+            messageHash = market['baseId'] + market['quoteId'] + '_' + 'trades';
+        } else {
+            messageHash = market['id'] + '.' + 'Trade';
+        }
+        const url = this.implodeHostname (this.urls['api']['ws'][type]);
+        const trades = await this.watchPublic (url, messageHash, symbol, this.handleTrades, limit, params);
         if (this.newUpdates) {
             limit = trades.getLimit (symbol, limit);
         }
@@ -115,6 +261,32 @@ module.exports = class zb extends zbRest {
     }
 
     handleTrades (client, message, subscription) {
+        // contract trades
+        // {
+        //     "channel":"BTC_USDT.Trade",
+        //     "type":"Whole",
+        //     "data":[
+        //        [
+        //           40768.07,
+        //           0.01,
+        //           1,
+        //           1647442757
+        //        ],
+        //        [
+        //           40792.22,
+        //           0.334,
+        //           -1,
+        //           1647442765
+        //        ],
+        //        [
+        //           40789.77,
+        //           0.14,
+        //           1,
+        //           1647442766
+        //        ]
+        //     ]
+        //  }
+        // spot trades
         //
         //     {
         //         data: [
@@ -130,60 +302,88 @@ module.exports = class zb extends zbRest {
         const symbol = this.safeString (subscription, 'symbol');
         const market = this.market (symbol);
         const data = this.safeValue (message, 'data');
-        const trades = this.parseTrades (data, market);
-        let tradesArray = this.safeValue (this.trades, symbol);
-        if (tradesArray === undefined) {
+        const type = this.safeString (message, 'type');
+        let trades = undefined;
+        if (type === 'Whole') {
+            // contract trades
+            for (let i = 0; i < data.length; i++) {
+                const trade = data[i];
+                const parsed = this.parseWsTrade (trade, market);
+                trades.push (parsed);
+            }
+        } else {
+            // spot trades
+            trades = this.parseTrades (data, market);
+        }
+        let array = this.safeValue (this.trades, symbol);
+        if (array === undefined) {
             const limit = this.safeInteger (this.options, 'tradesLimit', 1000);
-            tradesArray = new ArrayCache (limit);
+            array = new ArrayCache (limit);
         }
         for (let i = 0; i < trades.length; i++) {
-            tradesArray.append (trades[i]);
+            array.append (trades[i]);
         }
-        this.trades[symbol] = tradesArray;
-        client.resolve (tradesArray, channel);
+        this.trades[symbol] = array;
+        client.resolve (array, channel);
     }
 
     async watchOrderBook (symbol, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name zb#watchOrderBook
-         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
-         * @param {string} symbol unified symbol of the market to fetch the order book for
-         * @param {int|undefined} limit the maximum amount of order book entries to return
-         * @param {object} params extra parameters specific to the zb api endpoint
-         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-book-structure} indexed by market symbols
-         */
         if (limit !== undefined) {
-            if ((limit !== 5) && (limit !== 10) && (limit !== 20)) {
-                throw new ExchangeError (this.id + ' watchOrderBook limit argument must be undefined, 5, 10 or 20');
+            if ((limit !== 5) && (limit !== 10)) {
+                throw new ExchangeError (this.id + ' watchOrderBook limit argument must be undefined, 5, or 10');
             }
         } else {
             limit = 5; // default
         }
         await this.loadMarkets ();
         const market = this.market (symbol);
-        symbol = market['symbol'];
-        const name = 'quick_depth';
-        const messageHash = market['baseId'] + market['quoteId'] + '_' + name;
-        const url = this.implodeHostname (this.urls['api']['ws']) + '/' + market['baseId'];
-        const request = {
-            'event': 'addChannel',
-            'channel': messageHash,
-            'length': limit,
-        };
-        const message = this.extend (request, params);
-        const subscription = {
-            'name': name,
-            'symbol': symbol,
-            'marketId': market['id'],
-            'messageHash': messageHash,
-            'method': this.handleOrderBook,
-        };
-        const orderbook = await this.watch (url, messageHash, message, messageHash, subscription);
-        return orderbook.limit ();
+        const type = market['spot'] ? 'spot' : 'contract';
+        let messageHash = undefined;
+        let url = this.implodeHostname (this.urls['api']['ws'][type]);
+        if (type === 'spot') {
+            url += '/' + market['baseId'];
+            messageHash = market['baseId'] + market['quoteId'] + '_' + 'quick_depth';
+        } else {
+            messageHash = market['id'] + '.' + 'Depth';
+        }
+        const orderbook = await this.watchPublic (url, messageHash, symbol, this.handleOrderBook, limit, params);
+        return orderbook.limit (limit);
+    }
+
+    parseWsTrade (trade, market = undefined) {
+        //
+        //    [
+        //       40768.07, // price
+        //       0.01, // quantity
+        //       1, // buy or -1 sell
+        //       1647442757 // time
+        //    ],
+        //
+        const timestamp = this.safeTimestamp (trade, 3);
+        const price = this.safeString (trade, 0);
+        const amount = this.safeString (trade, 1);
+        market = this.safeMarket (undefined, market);
+        const sideNumber = this.safeInteger (trade, 2);
+        const side = (sideNumber === 1) ? 'buy' : 'sell';
+        return this.safeTrade ({
+            'id': undefined,
+            'timestamp': timestamp,
+            'datetime': this.iso8601 (timestamp),
+            'symbol': market['symbol'],
+            'order': undefined,
+            'type': undefined,
+            'side': side,
+            'takerOrMaker': undefined,
+            'price': price,
+            'amount': amount,
+            'cost': undefined,
+            'fee': undefined,
+            'info': trade,
+        }, market);
     }
 
     handleOrderBook (client, message, subscription) {
+        // spot snapshot
         //
         //     {
         //         lastTime: 1624524640066,
@@ -214,19 +414,96 @@ module.exports = class zb extends zbRest {
         //         showMarket: 'btcusdt'
         //     }
         //
+        // contract snapshot
+        // {
+        //     channel: 'BTC_USDT.Depth',
+        //     type: 'Whole',
+        //     data: {
+        //       asks: [ [Array], [Array], [Array], [Array], [Array] ],
+        //       bids: [ [Array], [Array], [Array], [Array], [Array] ],
+        //       time: '1647359998198'
+        //     }
+        //   }
+        //
+        // contract deltas
+        // {
+        //     channel: 'BTC_USDT.Depth',
+        //     data: {
+        //       bids: [ [Array], [Array], [Array], [Array] ],
+        //       asks: [ [Array], [Array], [Array] ],
+        //       time: '1647360038079'
+        //     }
+        //  }
+        //
+        // For contract markets zb will:
+        // 1: send snapshot
+        // 2: send deltas
+        // 3: repeat 1-2
+        // So we have a guarentee that deltas
+        // are always updated and arrive after
+        // the snapshot
+        //
+        const type = this.safeString2 (message, 'type', 'dataType');
         const channel = this.safeString (message, 'channel');
-        const limit = this.safeInteger (subscription, 'limit');
         const symbol = this.safeString (subscription, 'symbol');
         let orderbook = this.safeValue (this.orderbooks, symbol);
-        if (orderbook === undefined) {
-            orderbook = this.orderBook ({}, limit);
-            this.orderbooks[symbol] = orderbook;
+        if (type !== undefined) {
+            // handle orderbook snapshot
+            const isContractSnapshot = (type === 'Whole');
+            const data = isContractSnapshot ? this.safeValue (message, 'data') : message;
+            const timestamp = this.safeInteger2 (data, 'lastTime', 'time');
+            const asksKey = isContractSnapshot ? 'asks' : 'listUp';
+            const bidsKey = isContractSnapshot ? 'bids' : 'listDown';
+            const snapshot = this.parseOrderBook (data, symbol, timestamp, bidsKey, asksKey);
+            if (!(symbol in this.orderbooks)) {
+                const defaultLimit = this.safeInteger (this.options, 'watchOrderBookLimit', 1000);
+                const limit = this.safeInteger (subscription, 'limit', defaultLimit);
+                orderbook = this.orderBook (snapshot, limit);
+                this.orderbooks[symbol] = orderbook;
+            } else {
+                orderbook = this.orderbooks[symbol];
+                orderbook.reset (snapshot);
+            }
+            orderbook['symbol'] = symbol;
+            client.resolve (orderbook, channel);
+        } else {
+            this.handleOrderBookMessage (client, message, orderbook);
+            client.resolve (orderbook, channel);
+        }
+    }
+
+    handleOrderBookMessage (client, message, orderbook) {
+        //
+        // {
+        //     channel: 'BTC_USDT.Depth',
+        //     data: {
+        //       bids: [ [Array], [Array], [Array], [Array] ],
+        //       asks: [ [Array], [Array], [Array] ],
+        //       time: '1647360038079'
+        //     }
+        //  }
+        //
+        const data = this.safeValue (message, 'data', {});
+        const timestamp = this.safeInteger (data, 'time');
+        const asks = this.safeValue (data, 'asks', []);
+        const bids = this.safeValue (data, 'bids', []);
+        this.handleDeltas (orderbook['asks'], asks);
+        this.handleDeltas (orderbook['bids'], bids);
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601 (timestamp);
+        return orderbook;
+    }
+
+    handleDelta (bookside, delta) {
+        const price = this.safeFloat (delta, 0);
+        const amount = this.safeFloat (delta, 1);
+        bookside.store (price, amount);
+    }
+
+    handleDeltas (bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta (bookside, deltas[i]);
         }
-        const timestamp = this.safeInteger (message, 'lastTime');
-        const parsed = this.parseOrderBook (message, symbol, timestamp, 'listDown', 'listUp');
-        orderbook.reset (parsed);
-        orderbook['symbol'] = symbol;
-        client.resolve (orderbook, channel);
     }
 
     handleMessage (client, message) {
@@ -267,17 +544,64 @@ module.exports = class zb extends zbRest {
         //         channel: 'btcusdt_trades'
         //     }
         //
-        const dataType = this.safeString (message, 'dataType');
-        if (dataType !== undefined) {
-            const channel = this.safeString (message, 'channel');
-            const subscription = this.safeValue (client.subscriptions, channel);
-            if (subscription !== undefined) {
-                const method = this.safeValue (subscription, 'method');
-                if (method !== undefined) {
-                    return method.call (this, client, message, subscription);
+        // contract snapshot
+        //
+        // {
+        //     channel: 'BTC_USDT.Depth',
+        //     type: 'Whole',
+        //     data: {
+        //       asks: [ [Array], [Array], [Array], [Array], [Array] ],
+        //       bids: [ [Array], [Array], [Array], [Array], [Array] ],
+        //       time: '1647359998198'
+        //     }
+        //   }
+        //
+        // contract deltas update
+        // {
+        //     channel: 'BTC_USDT.Depth',
+        //     data: {
+        //       bids: [ [Array], [Array], [Array], [Array] ],
+        //       asks: [ [Array], [Array], [Array] ],
+        //       time: '1647360038079'
+        //     }
+        //   }
+        //
+        const channel = this.safeString (message, 'channel');
+        const subscription = this.safeValue (client.subscriptions, channel);
+        if (subscription !== undefined) {
+            const method = this.safeValue (subscription, 'method');
+            if (method !== undefined) {
+                return method.call (this, client, message, subscription);
+            }
+        }
+        return message;
+    }
+
+    handleErrorMessage (client, message) {
+        //
+        // { errorCode: 10020, errorMsg: "action param can't be empty" }
+        // { errorCode: 10015, errorMsg: '无效的签名(1002)' }
+        //
+        const errorCode = this.safeString (message, 'errorCode');
+        try {
+            if (errorCode !== undefined) {
+                const feedback = this.id + ' ' + this.json (message);
+                this.throwExactlyMatchedException (this.exceptions['exact'], errorCode, feedback);
+                const messageString = this.safeValue (message, 'message');
+                if (messageString !== undefined) {
+                    this.throwBroadlyMatchedException (this.exceptions['broad'], messageString, feedback);
                 }
             }
-            return message;
+        } catch (e) {
+            if (e instanceof AuthenticationError) {
+                client.reject (e, 'authenticated');
+                const method = 'login';
+                if (method in client.subscriptions) {
+                    delete client.subscriptions[method];
+                }
+                return false;
+            }
         }
+        return message;
     }
 };

From e1b77ba7ccf345b3a01d0d6ee52d5577549a755d Mon Sep 17 00:00:00 2001
From: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
Date: Thu, 15 Dec 2022 17:38:51 +0000
Subject: [PATCH 14/14] small fix

---
 js/pro/zb.js | 13 ++++++++-----
 1 file changed, 8 insertions(+), 5 deletions(-)

diff --git a/js/pro/zb.js b/js/pro/zb.js
index a5379bd29225..9e14f4d780a2 100644
--- a/js/pro/zb.js
+++ b/js/pro/zb.js
@@ -3,8 +3,8 @@
 //  ---------------------------------------------------------------------------
 
 const zbRest = require ('../zb.js');
-const { ExchangeError, AuthenticationError } = require ('../base/errors');
-const { ArrayCache } = require ('./base/Cache');
+const { ExchangeError, AuthenticationError, NotSupported } = require ('../base/errors');
+const { ArrayCache, ArrayCacheByTimestamp } = require ('./base/Cache');
 
 //  ---------------------------------------------------------------------------
 
@@ -20,7 +20,10 @@ module.exports = class zb extends zbRest {
             },
             'urls': {
                 'api': {
-                    'ws': 'wss://api.{hostname}/websocket',
+                    'ws': {
+                        'spot': 'wss://api.{hostname}/websocket',
+                        'contract': 'wss://fapi.{hostname}/ws/public/v1',
+                    },
                 },
             },
             'options': {
@@ -303,7 +306,7 @@ module.exports = class zb extends zbRest {
         const market = this.market (symbol);
         const data = this.safeValue (message, 'data');
         const type = this.safeString (message, 'type');
-        let trades = undefined;
+        let trades = [];
         if (type === 'Whole') {
             // contract trades
             for (let i = 0; i < data.length; i++) {
@@ -347,7 +350,7 @@ module.exports = class zb extends zbRest {
             messageHash = market['id'] + '.' + 'Depth';
         }
         const orderbook = await this.watchPublic (url, messageHash, symbol, this.handleOrderBook, limit, params);
-        return orderbook.limit (limit);
+        return orderbook.limit ();
     }
 
     parseWsTrade (trade, market = undefined) {