@jalmonter/ccxt
Version:
1,119 lines (1,117 loc) • 74.9 kB
JavaScript
'use strict';
var bitget$1 = require('../bitget.js');
var errors = require('../base/errors.js');
var Precise = require('../base/Precise.js');
var Cache = require('../base/ws/Cache.js');
var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
// ---------------------------------------------------------------------------
// ---------------------------------------------------------------------------
/**
* @class bitget
* @augments Exchange
* @description watching delivery future markets is not yet implemented (perpertual future / swap is implemented)
*/
class bitget extends bitget$1 {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'createOrderWs': false,
'editOrderWs': false,
'fetchOpenOrdersWs': false,
'fetchOrderWs': false,
'cancelOrderWs': false,
'cancelOrdersWs': false,
'cancelAllOrdersWs': false,
'watchBalance': true,
'watchMyTrades': true,
'watchOHLCV': true,
'watchOHLCVForSymbols': true,
'watchOrderBook': true,
'watchOrderBookForSymbols': true,
'watchOrders': true,
'watchTicker': true,
'watchTickers': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'watchPositions': true,
},
'urls': {
'api': {
'ws': {
'public': 'wss://ws.bitget.com/v2/ws/public',
'private': 'wss://ws.bitget.com/v2/ws/private',
},
},
},
'options': {
'tradesLimit': 1000,
'OHLCVLimit': 1000,
// WS timeframes differ from REST timeframes
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1H',
'4h': '4H',
'6h': '6H',
'12h': '12H',
'1d': '1D',
'1w': '1W',
},
},
'streaming': {
'ping': this.ping,
},
'exceptions': {
'ws': {
'exact': {
'30001': errors.BadRequest,
'30002': errors.AuthenticationError,
'30003': errors.BadRequest,
'30004': errors.AuthenticationError,
'30005': errors.AuthenticationError,
'30006': errors.RateLimitExceeded,
'30007': errors.RateLimitExceeded,
'30011': errors.AuthenticationError,
'30012': errors.AuthenticationError,
'30013': errors.AuthenticationError,
'30014': errors.BadRequest,
'30015': errors.AuthenticationError,
'30016': errors.BadRequest, // { event: 'error', code: 30016, msg: 'Param error' }
},
},
},
});
}
getInstType(market, params = {}) {
let instType = undefined;
if ((market['swap']) || (market['future'])) {
[instType, params] = this.handleProductTypeAndParams(market, params);
}
else {
instType = 'SPOT';
}
[instType, params] = this.handleOptionAndParams(params, 'getInstType', 'instType', instType);
return [instType, params];
}
async watchTicker(symbol, params = {}) {
/**
* @method
* @name bitget#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://www.bitget.com/api-doc/spot/websocket/public/Tickers-Channel
* @see https://www.bitget.com/api-doc/contract/websocket/public/Tickers-Channel
* @param {string} symbol unified symbol of the market to watch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const messageHash = 'ticker:' + symbol;
let instType = undefined;
[instType, params] = this.getInstType(market, params);
const args = {
'instType': instType,
'channel': 'ticker',
'instId': market['id'],
};
return await this.watchPublic(messageHash, args, params);
}
async watchTickers(symbols = undefined, params = {}) {
/**
* @method
* @name bitget#watchTickers
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://www.bitget.com/api-doc/spot/websocket/public/Tickers-Channel
* @see https://www.bitget.com/api-doc/contract/websocket/public/Tickers-Channel
* @param {string[]} symbols unified symbol of the market to watch the tickers for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const market = this.market(symbols[0]);
let instType = undefined;
[instType, params] = this.getInstType(market, params);
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketInner = this.market(symbol);
const args = {
'instType': instType,
'channel': 'ticker',
'instId': marketInner['id'],
};
topics.push(args);
messageHashes.push('ticker:' + symbol);
}
const tickers = await this.watchPublicMultiple(messageHashes, topics, params);
if (this.newUpdates) {
return tickers;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
handleTicker(client, message) {
//
// {
// "action": "snapshot",
// "arg": {
// "instType": "SPOT",
// "channel": "ticker",
// "instId": "BTCUSDT"
// },
// "data": [
// {
// "instId": "BTCUSDT",
// "lastPr": "43528.19",
// "open24h": "42267.78",
// "high24h": "44490.00",
// "low24h": "41401.53",
// "change24h": "0.03879",
// "bidPr": "43528",
// "askPr": "43528.01",
// "bidSz": "0.0334",
// "askSz": "0.1917",
// "baseVolume": "15002.4216",
// "quoteVolume": "648006446.7164",
// "openUtc": "44071.18",
// "changeUtc24h": "-0.01232",
// "ts": "1701842994338"
// }
// ],
// "ts": 1701842994341
// }
//
const ticker = this.parseWsTicker(message);
const symbol = ticker['symbol'];
this.tickers[symbol] = ticker;
const messageHash = 'ticker:' + symbol;
client.resolve(ticker, messageHash);
}
parseWsTicker(message, market = undefined) {
//
// spot
//
// {
// "action": "snapshot",
// "arg": {
// "instType": "SPOT",
// "channel": "ticker",
// "instId": "BTCUSDT"
// },
// "data": [
// {
// "instId": "BTCUSDT",
// "lastPr": "43528.19",
// "open24h": "42267.78",
// "high24h": "44490.00",
// "low24h": "41401.53",
// "change24h": "0.03879",
// "bidPr": "43528",
// "askPr": "43528.01",
// "bidSz": "0.0334",
// "askSz": "0.1917",
// "baseVolume": "15002.4216",
// "quoteVolume": "648006446.7164",
// "openUtc": "44071.18",
// "changeUtc24h": "-0.01232",
// "ts": "1701842994338"
// }
// ],
// "ts": 1701842994341
// }
//
// contract
//
// {
// "action": "snapshot",
// "arg": {
// "instType": "USDT-FUTURES",
// "channel": "ticker",
// "instId": "BTCUSDT"
// },
// "data": [
// {
// "instId": "BTCUSDT",
// "lastPr": "43480.4",
// "bidPr": "43476.3",
// "askPr": "43476.8",
// "bidSz": "0.1",
// "askSz": "3.055",
// "open24h": "42252.3",
// "high24h": "44518.2",
// "low24h": "41387.0",
// "change24h": "0.03875",
// "fundingRate": "0.000096",
// "nextFundingTime": "1701849600000",
// "markPrice": "43476.4",
// "indexPrice": "43478.4",
// "holdingAmount": "50670.787",
// "baseVolume": "120187.104",
// "quoteVolume": "5167385048.693",
// "openUtc": "44071.4",
// "symbolType": "1",
// "symbol": "BTCUSDT",
// "deliveryPrice": "0",
// "ts": "1701843962811"
// }
// ],
// "ts": 1701843962812
// }
//
const arg = this.safeValue(message, 'arg', {});
const data = this.safeValue(message, 'data', []);
const ticker = this.safeValue(data, 0, {});
const timestamp = this.safeInteger(ticker, 'ts');
const instType = this.safeString(arg, 'instType');
const marketType = (instType === 'SPOT') ? 'spot' : 'contract';
const marketId = this.safeString(ticker, 'instId');
market = this.safeMarket(marketId, market, undefined, marketType);
const close = this.safeString(ticker, 'lastPr');
const changeDecimal = this.safeString(ticker, 'change24h');
const change = Precise["default"].stringMul(changeDecimal, '100');
return this.safeTicker({
'symbol': market['symbol'],
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': this.safeString(ticker, 'high24h'),
'low': this.safeString(ticker, 'low24h'),
'bid': this.safeString(ticker, 'bidPr'),
'bidVolume': this.safeString(ticker, 'bidSz'),
'ask': this.safeString(ticker, 'askPr'),
'askVolume': this.safeString(ticker, 'askSz'),
'vwap': undefined,
'open': this.safeString(ticker, 'open24h'),
'close': close,
'last': close,
'previousClose': undefined,
'change': undefined,
'percentage': change,
'average': undefined,
'baseVolume': this.safeString(ticker, 'baseVolume'),
'quoteVolume': this.safeString(ticker, 'quoteVolume'),
'info': ticker,
}, market);
}
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitget#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, close price, and the volume of a market
* @see https://www.bitget.com/api-doc/spot/websocket/public/Candlesticks-Channel
* @see https://www.bitget.com/api-doc/contract/websocket/public/Candlesticks-Channel
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {int} [since] timestamp in ms of the earliest candle to fetch
* @param {int} [limit] the maximum amount of candles to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const timeframes = this.safeValue(this.options, 'timeframes');
const interval = this.safeString(timeframes, timeframe);
const messageHash = 'candles:' + timeframe + ':' + symbol;
let instType = undefined;
[instType, params] = this.getInstType(market, params);
const args = {
'instType': instType,
'channel': 'candle' + interval,
'instId': market['id'],
};
const ohlcv = await this.watchPublic(messageHash, args, params);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleOHLCV(client, message) {
//
// {
// "action": "snapshot",
// "arg": {
// "instType": "SPOT",
// "channel": "candle1m",
// "instId": "BTCUSDT"
// },
// "data": [
// [
// "1701871620000",
// "44080.23",
// "44080.23",
// "44028.5",
// "44028.51",
// "9.9287",
// "437404.105512",
// "437404.105512"
// ],
// [
// "1701871680000",
// "44028.51",
// "44108.11",
// "44028.5",
// "44108.11",
// "17.139",
// "755436.870643",
// "755436.870643"
// ],
// ],
// "ts": 1701901610417
// }
//
const arg = this.safeValue(message, 'arg', {});
const instType = this.safeString(arg, 'instType');
const marketType = (instType === 'SPOT') ? 'spot' : 'contract';
const marketId = this.safeString(arg, 'instId');
const market = this.safeMarket(marketId, undefined, undefined, marketType);
const symbol = market['symbol'];
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
const channel = this.safeString(arg, 'channel');
const interval = channel.replace('candle', '');
const timeframes = this.safeValue(this.options, 'timeframes');
const timeframe = this.findTimeframe(interval, timeframes);
let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
stored = new Cache.ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
const data = this.safeValue(message, 'data', []);
for (let i = 0; i < data.length; i++) {
const parsed = this.parseWsOHLCV(data[i], market);
stored.append(parsed);
}
const messageHash = 'candles:' + timeframe + ':' + symbol;
client.resolve(stored, messageHash);
}
parseWsOHLCV(ohlcv, market = undefined) {
//
// [
// "1701871620000", // timestamp
// "44080.23", // open
// "44080.23", // high
// "44028.5", // low
// "44028.51", // close
// "9.9287", // base volume
// "437404.105512", // quote volume
// "437404.105512" // USDT volume
// ]
//
const volumeIndex = (market['inverse']) ? 6 : 5;
return [
this.safeInteger(ohlcv, 0),
this.safeNumber(ohlcv, 1),
this.safeNumber(ohlcv, 2),
this.safeNumber(ohlcv, 3),
this.safeNumber(ohlcv, 4),
this.safeNumber(ohlcv, volumeIndex),
];
}
async watchOrderBook(symbol, limit = undefined, params = {}) {
/**
* @method
* @name bitget#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://www.bitget.com/api-doc/spot/websocket/public/Depth-Channel
* @see https://www.bitget.com/api-doc/contract/websocket/public/Order-Book-Channel
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
return await this.watchOrderBookForSymbols([symbol], limit, params);
}
async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
/**
* @method
* @name bitget#watchOrderBookForSymbols
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://www.bitget.com/api-doc/spot/websocket/public/Depth-Channel
* @see https://www.bitget.com/api-doc/contract/websocket/public/Order-Book-Channel
* @param {string[]} symbols unified array of symbols
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
let channel = 'books';
let incrementalFeed = true;
if ((limit === 5) || (limit === 15)) {
channel += limit.toString();
incrementalFeed = false;
}
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
let instType = undefined;
[instType, params] = this.getInstType(market, params);
const args = {
'instType': instType,
'channel': channel,
'instId': market['id'],
};
topics.push(args);
messageHashes.push('orderbook:' + symbol);
}
const orderbook = await this.watchPublicMultiple(messageHashes, topics, params);
if (incrementalFeed) {
return orderbook.limit();
}
else {
return orderbook;
}
}
handleOrderBook(client, message) {
//
// {
// "action":"snapshot",
// "arg":{
// "instType":"SPOT",
// "channel":"books5",
// "instId":"BTCUSDT"
// },
// "data":[
// {
// "asks":[
// ["21041.11","0.0445"],
// ["21041.16","0.0411"],
// ["21041.21","0.0421"],
// ["21041.26","0.0811"],
// ["21041.65","1.9465"]
// ],
// "bids":[
// ["21040.76","0.0417"],
// ["21040.71","0.0434"],
// ["21040.66","0.1141"],
// ["21040.61","0.3004"],
// ["21040.60","1.3357"]
// ],
// "checksum": -1367582038,
// "ts":"1656413855484"
// }
// ]
// }
//
const arg = this.safeValue(message, 'arg');
const channel = this.safeString(arg, 'channel');
const instType = this.safeString(arg, 'instType');
const marketType = (instType === 'SPOT') ? 'spot' : 'contract';
const marketId = this.safeString(arg, 'instId');
const market = this.safeMarket(marketId, undefined, undefined, marketType);
const symbol = market['symbol'];
const messageHash = 'orderbook:' + symbol;
const data = this.safeValue(message, 'data');
const rawOrderBook = this.safeValue(data, 0);
const timestamp = this.safeInteger(rawOrderBook, 'ts');
const incrementalBook = channel === 'books';
let storedOrderBook = undefined;
if (incrementalBook) {
storedOrderBook = this.safeValue(this.orderbooks, symbol);
if (storedOrderBook === undefined) {
storedOrderBook = this.countedOrderBook({});
storedOrderBook['symbol'] = symbol;
}
const asks = this.safeValue(rawOrderBook, 'asks', []);
const bids = this.safeValue(rawOrderBook, 'bids', []);
this.handleDeltas(storedOrderBook['asks'], asks);
this.handleDeltas(storedOrderBook['bids'], bids);
storedOrderBook['timestamp'] = timestamp;
storedOrderBook['datetime'] = this.iso8601(timestamp);
const checksum = this.safeValue(this.options, 'checksum', true);
const isSnapshot = this.safeString(message, 'action') === 'snapshot'; // snapshot does not have a checksum
if (!isSnapshot && checksum) {
const storedAsks = storedOrderBook['asks'];
const storedBids = storedOrderBook['bids'];
const asksLength = storedAsks.length;
const bidsLength = storedBids.length;
const payloadArray = [];
for (let i = 0; i < 25; i++) {
if (i < bidsLength) {
payloadArray.push(storedBids[i][2][0]);
payloadArray.push(storedBids[i][2][1]);
}
if (i < asksLength) {
payloadArray.push(storedAsks[i][2][0]);
payloadArray.push(storedAsks[i][2][1]);
}
}
const payload = payloadArray.join(':');
const calculatedChecksum = this.crc32(payload, true);
const responseChecksum = this.safeInteger(rawOrderBook, 'checksum');
if (calculatedChecksum !== responseChecksum) {
const error = new errors.InvalidNonce(this.id + ' invalid checksum');
client.reject(error, messageHash);
}
}
}
else {
storedOrderBook = this.parseOrderBook(rawOrderBook, symbol, timestamp);
}
this.orderbooks[symbol] = storedOrderBook;
client.resolve(storedOrderBook, messageHash);
}
handleDelta(bookside, delta) {
const bidAsk = this.parseBidAsk(delta, 0, 1);
// we store the string representations in the orderbook for checksum calculation
// this simplifies the code for generating checksums as we do not need to do any complex number transformations
bidAsk.push(delta);
bookside.storeArray(bidAsk);
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitget#watchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://www.bitget.com/api-doc/spot/websocket/public/Trades-Channel
* @see https://www.bitget.com/api-doc/contract/websocket/public/New-Trades-Channel
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitget#watchTradesForSymbols
* @description get the list of most recent trades for a particular symbol
* @see https://www.bitget.com/api-doc/spot/websocket/public/Trades-Channel
* @see https://www.bitget.com/api-doc/contract/websocket/public/New-Trades-Channel
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new errors.ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
}
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
let instType = undefined;
[instType, params] = this.getInstType(market, params);
const args = {
'instType': instType,
'channel': 'trade',
'instId': market['id'],
};
topics.push(args);
messageHashes.push('trade:' + symbol);
}
const trades = await this.watchPublicMultiple(messageHashes, topics, params);
if (this.newUpdates) {
const first = this.safeValue(trades, 0);
const tradeSymbol = this.safeString(first, 'symbol');
limit = trades.getLimit(tradeSymbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
handleTrades(client, message) {
//
// {
// "action": "snapshot",
// "arg": { "instType": "SPOT", "channel": "trade", "instId": "BTCUSDT" },
// "data": [
// {
// "ts": "1701910980366",
// "price": "43854.01",
// "size": "0.0535",
// "side": "buy",
// "tradeId": "1116461060594286593"
// },
// ],
// "ts": 1701910980730
// }
//
const arg = this.safeValue(message, 'arg', {});
const instType = this.safeString(arg, 'instType');
const marketType = (instType === 'SPOT') ? 'spot' : 'contract';
const marketId = this.safeString(arg, 'instId');
const market = this.safeMarket(marketId, undefined, undefined, marketType);
const symbol = market['symbol'];
let stored = this.safeValue(this.trades, symbol);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
stored = new Cache.ArrayCache(limit);
this.trades[symbol] = stored;
}
const data = this.safeValue(message, 'data', []);
for (let j = 0; j < data.length; j++) {
const rawTrade = data[j];
const parsed = this.parseWsTrade(rawTrade, market);
stored.append(parsed);
}
const messageHash = 'trade:' + symbol;
client.resolve(stored, messageHash);
}
parseWsTrade(trade, market = undefined) {
//
// {
// "ts": "1701910980366",
// "price": "43854.01",
// "size": "0.0535",
// "side": "buy",
// "tradeId": "1116461060594286593"
// }
//
market = this.safeMarket(undefined, market);
const timestamp = this.safeInteger(trade, 'ts');
return this.safeTrade({
'info': trade,
'id': this.safeString(trade, 'tradeId'),
'order': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': market['symbol'],
'type': undefined,
'side': this.safeString(trade, 'side'),
'takerOrMaker': undefined,
'price': this.safeString(trade, 'price'),
'amount': this.safeString(trade, 'size'),
'cost': undefined,
'fee': undefined,
}, market);
}
async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitget#watchPositions
* @description watch all open positions
* @see https://www.bitget.com/api-doc/contract/websocket/private/Positions-Channel
* @param {string[]|undefined} symbols list of unified market symbols
* @param {object} params extra parameters specific to the exchange API endpoint
* @param {string} [params.instType] one of 'USDT-FUTURES', 'USDC-FUTURES', 'COIN-FUTURES', 'SUSDT-FUTURES', 'SUSDC-FUTURES' or 'SCOIN-FUTURES', default is 'USDT-FUTURES'
* @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
*/
await this.loadMarkets();
let market = undefined;
let messageHash = '';
const subscriptionHash = 'positions';
let instType = 'USDT-FUTURES';
symbols = this.marketSymbols(symbols);
if (!this.isEmpty(symbols)) {
market = this.getMarketFromSymbols(symbols);
[instType, params] = this.getInstType(market, params);
}
messageHash = instType + ':positions' + messageHash;
const args = {
'instType': instType,
'channel': 'positions',
'instId': 'default',
};
const newPositions = await this.watchPrivate(messageHash, subscriptionHash, args, params);
if (this.newUpdates) {
return newPositions;
}
return this.filterBySymbolsSinceLimit(newPositions, symbols, since, limit, true);
}
handlePositions(client, message) {
//
// {
// "action": "snapshot",
// "arg": {
// "instType": "USDT-FUTURES",
// "channel": "positions",
// "instId": "default"
// },
// "data": [
// {
// "posId": "926036334386778112",
// "instId": "BTCUSDT",
// "marginCoin": "USDT",
// "marginSize": "2.19245",
// "marginMode": "crossed",
// "holdSide": "long",
// "posMode": "hedge_mode",
// "total": "0.001",
// "available": "0.001",
// "frozen": "0",
// "openPriceAvg": "43849",
// "leverage": 20,
// "achievedProfits": "0",
// "unrealizedPL": "-0.0032",
// "unrealizedPLR": "-0.00145955438",
// "liquidationPrice": "17629.684814834",
// "keepMarginRate": "0.004",
// "marginRate": "0.007634649185",
// "cTime": "1652331666985",
// "uTime": "1701913016923",
// "autoMargin": "off"
// },
// ...
// ]
// "ts": 1701913043767
// }
//
const arg = this.safeValue(message, 'arg', {});
const instType = this.safeString(arg, 'instType', '');
if (this.positions === undefined) {
this.positions = {};
}
if (!(instType in this.positions)) {
this.positions[instType] = new Cache.ArrayCacheBySymbolBySide();
}
const cache = this.positions[instType];
const rawPositions = this.safeValue(message, 'data', []);
const dataLength = rawPositions.length;
if (dataLength === 0) {
return;
}
const newPositions = [];
for (let i = 0; i < rawPositions.length; i++) {
const rawPosition = rawPositions[i];
const marketId = this.safeString(rawPosition, 'instId');
const market = this.safeMarket(marketId, undefined, undefined, 'contract');
const position = this.parseWsPosition(rawPosition, market);
newPositions.push(position);
cache.append(position);
}
const messageHashes = this.findMessageHashes(client, instType + ':positions::');
for (let i = 0; i < messageHashes.length; i++) {
const messageHash = messageHashes[i];
const parts = messageHash.split('::');
const symbolsString = parts[1];
const symbols = symbolsString.split(',');
const positions = this.filterByArray(newPositions, 'symbol', symbols, false);
if (!this.isEmpty(positions)) {
client.resolve(positions, messageHash);
}
}
client.resolve(newPositions, instType + ':positions');
}
parseWsPosition(position, market = undefined) {
//
// {
// "posId": "926036334386778112",
// "instId": "BTCUSDT",
// "marginCoin": "USDT",
// "marginSize": "2.19245",
// "marginMode": "crossed",
// "holdSide": "long",
// "posMode": "hedge_mode",
// "total": "0.001",
// "available": "0.001",
// "frozen": "0",
// "openPriceAvg": "43849",
// "leverage": 20,
// "achievedProfits": "0",
// "unrealizedPL": "-0.0032",
// "unrealizedPLR": "-0.00145955438",
// "liquidationPrice": "17629.684814834",
// "keepMarginRate": "0.004",
// "marginRate": "0.007634649185",
// "cTime": "1652331666985",
// "uTime": "1701913016923",
// "autoMargin": "off"
// }
//
const marketId = this.safeString(position, 'instId');
const marginModeId = this.safeString(position, 'marginMode');
const marginMode = this.getSupportedMapping(marginModeId, {
'crossed': 'cross',
'isolated': 'isolated',
});
const hedgedId = this.safeString(position, 'posMode');
const hedged = (hedgedId === 'hedge_mode') ? true : false;
const timestamp = this.safeInteger2(position, 'uTime', 'cTime');
const percentageDecimal = this.safeString(position, 'unrealizedPLR');
const percentage = Precise["default"].stringMul(percentageDecimal, '100');
let contractSize = undefined;
if (market !== undefined) {
contractSize = market['contractSize'];
}
return this.safePosition({
'info': position,
'id': this.safeString(position, 'posId'),
'symbol': this.safeSymbol(marketId, market, undefined, 'contract'),
'notional': undefined,
'marginMode': marginMode,
'liquidationPrice': this.safeNumber(position, 'liquidationPrice'),
'entryPrice': this.safeNumber(position, 'openPriceAvg'),
'unrealizedPnl': this.safeNumber(position, 'unrealizedPL'),
'percentage': this.parseNumber(percentage),
'contracts': this.safeNumber(position, 'total'),
'contractSize': contractSize,
'markPrice': undefined,
'side': this.safeString(position, 'holdSide'),
'hedged': hedged,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'maintenanceMargin': undefined,
'maintenanceMarginPercentage': this.safeNumber(position, 'keepMarginRate'),
'collateral': undefined,
'initialMargin': undefined,
'initialMarginPercentage': undefined,
'leverage': this.safeNumber(position, 'leverage'),
'marginRatio': this.safeNumber(position, 'marginRate'),
});
}
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitget#watchOrders
* @description watches information on multiple orders made by the user
* @see https://www.bitget.com/api-doc/spot/websocket/private/Order-Channel
* @see https://www.bitget.com/api-doc/contract/websocket/private/Order-Channel
* @see https://www.bitget.com/api-doc/contract/websocket/private/Plan-Order-Channel
* @see https://www.bitget.com/api-doc/margin/cross/websocket/private/Cross-Orders
* @see https://www.bitget.com/api-doc/margin/isolated/websocket/private/Isolate-Orders
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.stop] *contract only* set to true for watching trigger orders
* @param {string} [params.marginMode] 'isolated' or 'cross' for watching spot margin orders
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
*/
await this.loadMarkets();
let market = undefined;
let marketId = undefined;
const isStop = this.safeValue(params, 'stop', false);
params = this.omit(params, 'stop');
let messageHash = (isStop) ? 'triggerOrder' : 'order';
let subscriptionHash = 'order:trades';
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
marketId = market['id'];
messageHash = messageHash + ':' + symbol;
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchOrders', market, params);
if ((type === 'spot') && (symbol === undefined)) {
throw new errors.ArgumentsRequired(this.id + ' watchOrders requires a symbol argument for ' + type + ' markets.');
}
if (isStop && type === 'spot') {
throw new errors.NotSupported(this.id + ' watchOrders does not support stop orders for ' + type + ' markets.');
}
let instType = undefined;
[instType, params] = this.getInstType(market, params);
if (type === 'spot') {
subscriptionHash = subscriptionHash + ':' + symbol;
}
if (isStop) {
subscriptionHash = subscriptionHash + ':stop'; // we don't want to re-use the same subscription hash for stop orders
}
const instId = (type === 'spot') ? marketId : 'default'; // different from other streams here the 'rest' id is required for spot markets, contract markets require default here
let channel = isStop ? 'orders-algo' : 'orders';
let marginMode = undefined;
[marginMode, params] = this.handleMarginModeAndParams('watchOrders', params);
if (marginMode !== undefined) {
instType = 'MARGIN';
if (marginMode === 'isolated') {
channel = 'orders-isolated';
}
else {
channel = 'orders-crossed';
}
}
const args = {
'instType': instType,
'channel': channel,
'instId': instId,
};
const orders = await this.watchPrivate(messageHash, subscriptionHash, args, params);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
handleOrder(client, message, subscription = undefined) {
//
// spot
//
// {
// "action": "snapshot",
// "arg": { "instType": "SPOT", "channel": "orders", "instId": "BTCUSDT" },
// "data": [
// {
// "instId": "BTCUSDT",
// "orderId": "1116512721422422017",
// "clientOid": "798d1425-d31d-4ada-a51b-ec701e00a1d9",
// "price": "35000.00",
// "size": "7.0000",
// "notional": "7.000000",
// "orderType": "limit",
// "force": "gtc",
// "side": "buy",
// "accBaseVolume": "0.0000",
// "priceAvg": "0.00",
// "status": "live",
// "cTime": "1701923297267",
// "uTime": "1701923297267",
// "feeDetail": [],
// "enterPointSource": "WEB"
// }
// ],
// "ts": 1701923297285
// }
//
// contract
//
// {
// "action": "snapshot",
// "arg": { "instType": "USDT-FUTURES", "channel": "orders", "instId": "default" },
// "data": [
// {
// "accBaseVolume": "0",
// "cTime": "1701920553759",
// "clientOid": "1116501214318198793",
// "enterPointSource": "WEB",
// "feeDetail": [{
// "feeCoin": "USDT",
// "fee": "-0.162003"
// }],
// "force": "gtc",
// "instId": "BTCUSDT",
// "leverage": "20",
// "marginCoin": "USDT",
// "marginMode": "isolated",
// "notionalUsd": "105",
// "orderId": "1116501214293032964",
// "orderType": "limit",
// "posMode": "hedge_mode",
// "posSide": "long",
// "price": "35000",
// "reduceOnly": "no",
// "side": "buy",
// "size": "0.003",
// "status": "canceled",
// "tradeSide": "open",
// "uTime": "1701920595866"
// }
// ],
// "ts": 1701920595879
// }
//
// trigger
//
// {
// "action": "snapshot",
// "arg": {
// "instType": "USDT-FUTURES",
// "channel": "orders-algo",
// "instId": "default"
// },
// "data": [
// {
// "instId": "BTCUSDT",
// "orderId": "1116508960750899201",
// "clientOid": "1116508960750899200",
// "triggerPrice": "35000.000000000",
// "triggerType": "mark_price",
// "triggerTime": "1701922464373",
// "planType": "pl",
// "price": "35000.000000000",
// "size": "0.001000000",
// "actualSize": "0.000000000",
// "orderType": "limit",
// "side": "buy",
// "tradeSide": "open",
// "posSide": "long",
// "marginCoin": "USDT",
// "status": "cancelled",
// "posMode": "hedge_mode",
// "enterPointSource": "api",
// "stopSurplusTriggerType": "fill_price",
// "stopLossTriggerType": "fill_price",
// "cTime": "1701922400653",
// "uTime": "1701922464373"
// }
// ],
// "ts": 1701922464417
// }
//
// isolated and cross margin
//
// {
// "action": "snapshot",
// "arg": { "instType": "MARGIN", "channel": "orders-crossed", "instId": "BTCUSDT" },
// "data": [
// {
// "enterPointSource": "web",
// "force": "gtc",
// "orderType": "limit",
// "price": "35000.000000000",
// "quoteSize": "10.500000000",
// "side": "buy",
// "status": "live",
// "baseSize": "0.000300000",
// "cTime": "1701923982427",
// "clientOid": "4902047879864dc980c4840e9906db4e",
// "fillPrice": "0.000000000",
// "baseVolume": "0.000000000",
// "fillTotalAmount": "0.000000000",
// "loanType": "auto-loan-and-repay",
// "orderId": "1116515595178356737"
// }
// ],
// "ts": 1701923982497
// }
//
const arg = this.safeValue(message, 'arg', {});
const channel = this.safeString(arg, 'channel');
const instType = this.safeString(arg, 'instType');
let marketType = undefined;
if (instType === 'SPOT') {
marketType = 'spot';
}
else if (instType === 'MARGIN') {
marketType = 'spot';
}
else {
marketType = 'contract';
}
const data = this.safeValue(message, 'data', []);
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new Cache.ArrayCacheBySymbolById(limit);
this.triggerOrders = new Cache.ArrayCacheBySymbolById(limit);
}
const stored = (channel === 'ordersAlgo') ? this.triggerOrders : this.orders;
const messageHash = (channel === 'ordersAlgo') ? 'triggerOrder' : 'order';
const marketSymbols = {};
for (let i = 0; i < data.length; i++) {
const order = data[i];
const marketId = this.safeString(order, 'instId');
const market = this.safeMarket(marketId, undefined, undefined, marketType);
const parsed = this.parseWsOrder(order, market);
stored.append(parsed);
const symbol = parsed['symbol'];
marketSymbols[symbol] = true;
}
const keys = Object.keys(marketSymbols);
for (let i = 0; i < keys.length; i++) {
const symbol = keys[i];
const innerMessageHash = messageHash + ':' + symbol;
client.resolve(stored, innerMessageHash);
}
client.resolve(stored, messageHash);
}
parseWsOrder(order, market = undefined) {
//
// spot
//
// {
//