@kraken-crypto/ccxt
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A cryptocurrency trading API with more than 100 exchanges in JavaScript / TypeScript / Python / C# / PHP / Go
1,303 lines • 52.7 kB
JavaScript
// ---------------------------------------------------------------------------
import bitfinexRest from '../bitfinex.js';
import { Precise } from '../base/Precise.js';
import { ExchangeError, AuthenticationError, ChecksumError } from '../base/errors.js';
import { ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
import { sha384 } from '../static_dependencies/noble-hashes/sha512.js';
// ---------------------------------------------------------------------------
export default class bitfinex extends bitfinexRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchTicker': true,
'watchTickers': false,
'watchOrderBook': true,
'watchTrades': true,
'watchTradesForSymbols': false,
'watchMyTrades': true,
'watchBalance': true,
'watchOHLCV': true,
'watchOrders': true,
'unWatchTicker': true,
'unWatchTrades': true,
'unWatchOHLCV': true,
'unWatchOrderBook': true,
},
'urls': {
'api': {
'ws': {
'public': 'wss://api-pub.bitfinex.com/ws/2',
'private': 'wss://api.bitfinex.com/ws/2',
},
},
},
'options': {
'watchOrderBook': {
'prec': 'P0',
'freq': 'F0',
'checksum': true,
},
'ordersLimit': 1000,
},
});
}
async subscribe(channel, symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const marketId = market['id'];
const url = this.urls['api']['ws']['public'];
const client = this.client(url);
const messageHash = channel + ':' + marketId;
const request = {
'event': 'subscribe',
'channel': channel,
'symbol': marketId,
};
const result = await this.watch(url, messageHash, this.deepExtend(request, params), messageHash, { 'checksum': false });
const checksum = this.safeBool(this.options, 'checksum', true);
if (checksum && (channel === 'book')) {
const sub = client.subscriptions[messageHash];
if (sub && !sub['checksum']) {
client.subscriptions[messageHash]['checksum'] = true;
await client.send({
'event': 'conf',
'flags': 131072,
});
}
}
return result;
}
async unSubscribe(channel, topic, symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const marketId = market['id'];
const url = this.urls['api']['ws']['public'];
const client = this.client(url);
const subMessageHash = channel + ':' + marketId;
const messageHash = 'unsubscribe:' + channel + ':' + marketId;
const unSubTopic = 'unsubscribe' + ':' + topic + ':' + symbol;
const channelId = this.safeString(client.subscriptions, unSubTopic);
const request = {
'event': 'unsubscribe',
'chanId': channelId,
};
const unSubChanMsg = 'unsubscribe:' + channelId;
client.subscriptions[unSubChanMsg] = subMessageHash;
const subscription = {
'messageHashes': [messageHash],
'subMessageHashes': [subMessageHash],
'topic': topic,
'unsubscribe': true,
'symbols': [symbol],
};
return await this.watch(url, messageHash, this.deepExtend(request, params), messageHash, subscription);
}
async subscribePrivate(messageHash) {
await this.loadMarkets();
await this.authenticate();
const url = this.urls['api']['ws']['private'];
return await this.watch(url, messageHash, undefined, 1);
}
/**
* @method
* @name bitfinex#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @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
*/
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const interval = this.safeString(this.timeframes, timeframe, timeframe);
const channel = 'candles';
const key = 'trade:' + interval + ':' + market['id'];
const messageHash = channel + ':' + interval + ':' + market['id'];
const request = {
'event': 'subscribe',
'channel': channel,
'key': key,
};
const url = this.urls['api']['ws']['public'];
// not using subscribe here because this message has a different format
const ohlcv = await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
/**
* @method
* @name bitfinex#unWatchOHLCV
* @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {bool} true if successfully unsubscribed, false otherwise
*/
async unWatchOHLCV(symbol, timeframe = '1m', params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const interval = this.safeString(this.timeframes, timeframe, timeframe);
const channel = 'candles';
const subMessageHash = channel + ':' + interval + ':' + market['id'];
const messageHash = 'unsubscribe:' + subMessageHash;
const url = this.urls['api']['ws']['public'];
const client = this.client(url);
const subId = 'unsubscribe:trade:' + interval + ':' + market['id']; // trade here because we use the key
const channelId = this.safeString(client.subscriptions, subId);
const request = {
'event': 'unsubscribe',
'chanId': channelId,
};
const unSubChanMsg = 'unsubscribe:' + channelId;
client.subscriptions[unSubChanMsg] = subMessageHash;
const subscription = {
'messageHashes': [messageHash],
'subMessageHashes': [subMessageHash],
'topic': 'ohlcv',
'unsubscribe': true,
'symbols': [symbol],
};
return await this.watch(url, messageHash, this.deepExtend(request, params), messageHash, subscription);
}
handleOHLCV(client, message, subscription) {
//
// initial snapshot
// [
// 341527, // channel id
// [
// [
// 1654705860000, // timestamp
// 1802.6, // open
// 1800.3, // close
// 1802.8, // high
// 1800.3, // low
// 86.49588236 // volume
// ],
// [
// 1654705800000,
// 1803.6,
// 1802.6,
// 1804.9,
// 1802.3,
// 74.6348086
// ],
// [
// 1654705740000,
// 1802.5,
// 1803.2,
// 1804.4,
// 1802.4,
// 23.61801085
// ]
// ]
// ]
//
// update
// [
// 211171,
// [
// 1654705680000,
// 1801,
// 1802.4,
// 1802.9,
// 1800.4,
// 23.91911091
// ]
// ]
//
const data = this.safeValue(message, 1, []);
let ohlcvs = undefined;
const first = this.safeValue(data, 0);
if (Array.isArray(first)) {
// snapshot
ohlcvs = data;
}
else {
// update
ohlcvs = [data];
}
const channel = this.safeValue(subscription, 'channel');
const key = this.safeString(subscription, 'key');
const keyParts = key.split(':');
const interval = this.safeString(keyParts, 1);
let marketId = key;
marketId = marketId.replace('trade:', '');
marketId = marketId.replace(interval + ':', '');
const market = this.safeMarket(marketId);
const timeframe = this.findTimeframe(interval);
const symbol = market['symbol'];
const messageHash = channel + ':' + interval + ':' + marketId;
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;
}
const ohlcvsLength = ohlcvs.length;
for (let i = 0; i < ohlcvsLength; i++) {
const ohlcv = ohlcvs[ohlcvsLength - i - 1];
const parsed = this.parseOHLCV(ohlcv, market);
stored.append(parsed);
}
client.resolve(stored, messageHash);
}
/**
* @method
* @name bitfinex#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} [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}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
const trades = await this.subscribe('trades', symbol, params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
/**
* @method
* @name bitfinex#unWatchTrades
* @description unWatches the list of most recent trades for a particular symbol
* @param {string} symbol unified symbol of the market to fetch trades for
* @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}
*/
async unWatchTrades(symbol, params = {}) {
return await this.unSubscribe('trades', 'trades', symbol, params);
}
/**
* @method
* @name bitfinex#watchMyTrades
* @description watches information on multiple trades made by the user
* @param {string} symbol unified market symbol of the market trades were made in
* @param {int} [since] the earliest time in ms to fetch trades for
* @param {int} [limit] the maximum number of trade structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let messageHash = 'myTrade';
if (symbol !== undefined) {
const market = this.market(symbol);
messageHash += ':' + market['id'];
}
const trades = await this.subscribePrivate(messageHash);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
/**
* @method
* @name bitfinex#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 exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTicker(symbol, params = {}) {
return await this.subscribe('ticker', symbol, params);
}
/**
* @method
* @name bitfinex#unWatchTicker
* @description unWatches 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 exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async unWatchTicker(symbol, params = {}) {
return await this.unSubscribe('ticker', 'ticker', symbol, params);
}
handleMyTrade(client, message, subscription = {}) {
//
// trade execution
// [
// 0,
// "te", // or tu
// [
// 1133411090,
// "tLTCUST",
// 1655110144598,
// 97084883506,
// 0.1,
// 42.821,
// "EXCHANGE MARKET",
// 42.799,
// -1,
// null,
// null,
// 1655110144596
// ]
// ]
//
const name = 'myTrade';
const data = this.safeValue(message, 2);
const trade = this.parseWsTrade(data);
const symbol = trade['symbol'];
const market = this.market(symbol);
const messageHash = name + ':' + market['id'];
if (this.myTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
this.myTrades = new ArrayCacheBySymbolById(limit);
}
const tradesArray = this.myTrades;
tradesArray.append(trade);
this.myTrades = tradesArray;
// generic subscription
client.resolve(tradesArray, name);
// specific subscription
client.resolve(tradesArray, messageHash);
}
handleTrades(client, message, subscription) {
//
// initial snapshot
//
// [
// 188687, // channel id
// [
// [ 1128060675, 1654701572690, 0.00217533, 1815.3 ], // id, mts, amount, price
// [ 1128060665, 1654701551231, -0.00280472, 1814.1 ],
// [ 1128060664, 1654701550996, -0.00364444, 1814.1 ],
// [ 1128060656, 1654701527730, -0.00265203, 1814.2 ],
// [ 1128060647, 1654701505193, 0.00262395, 1815.2 ],
// [ 1128060642, 1654701484656, -0.13411443, 1816 ],
// [ 1128060641, 1654701484656, -0.00088557, 1816 ],
// [ 1128060639, 1654701478326, -0.002, 1816 ],
// ]
// ]
// update
//
// [
// 360141,
// "te",
// [
// 1128060969, // id
// 1654702500098, // mts
// 0.00325131, // amount positive buy, negative sell
// 1818.5, // price
// ],
// ]
//
//
const channel = this.safeValue(subscription, 'channel');
const marketId = this.safeString(subscription, 'symbol');
const market = this.safeMarket(marketId);
const messageHash = channel + ':' + marketId;
const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
const symbol = market['symbol'];
let stored = this.safeValue(this.trades, symbol);
if (stored === undefined) {
stored = new ArrayCache(tradesLimit);
this.trades[symbol] = stored;
}
const messageLength = message.length;
if (messageLength === 2) {
// initial snapshot
const trades = this.safeList(message, 1, []);
// needs to be reversed to make chronological order
const length = trades.length;
for (let i = 0; i < length; i++) {
const index = length - i - 1;
const parsed = this.parseWsTrade(trades[index], market);
stored.append(parsed);
}
}
else {
// update
const type = this.safeString(message, 1);
if (type === 'tu') {
// don't resolve for a duplicate update
// since te and tu updates are duplicated on the public stream
return;
}
const trade = this.safeValue(message, 2, []);
const parsed = this.parseWsTrade(trade, market);
stored.append(parsed);
}
client.resolve(stored, messageHash);
}
parseWsTrade(trade, market = undefined) {
//
// [
// 1128060969, // id
// 1654702500098, // mts
// 0.00325131, // amount positive buy, negative sell
// 1818.5, // price
// ]
//
// trade execution
//
// [
// 1133411090, // id
// "tLTCUST", // symbol
// 1655110144598, // create ms
// 97084883506, // order id
// 0.1, // amount
// 42.821, // price
// "EXCHANGE MARKET", // order type
// 42.799, // order price
// -1, // maker
// null, // fee
// null, // fee currency
// 1655110144596 // cid
// ]
//
// trade update
//
// [
// 1133411090,
// "tLTCUST",
// 1655110144598,
// 97084883506,
// 0.1,
// 42.821,
// "EXCHANGE MARKET",
// 42.799,
// -1,
// -0.0002,
// "LTC",
// 1655110144596
// ]
//
const numFields = trade.length;
const isPublic = numFields <= 8;
let marketId = (!isPublic) ? this.safeString(trade, 1) : undefined;
market = this.safeMarket(marketId, market);
const createdKey = isPublic ? 1 : 2;
const priceKey = isPublic ? 3 : 5;
const amountKey = isPublic ? 2 : 4;
marketId = market['id'];
let type = this.safeString(trade, 6);
if (type !== undefined) {
if (type.indexOf('LIMIT') > -1) {
type = 'limit';
}
else if (type.indexOf('MARKET') > -1) {
type = 'market';
}
}
const orderId = (!isPublic) ? this.safeString(trade, 3) : undefined;
const id = this.safeString(trade, 0);
const timestamp = this.safeInteger(trade, createdKey);
const price = this.safeString(trade, priceKey);
const amountString = this.safeString(trade, amountKey);
const amount = this.parseNumber(Precise.stringAbs(amountString));
let side = undefined;
if (amount !== undefined) {
side = Precise.stringGt(amountString, '0') ? 'buy' : 'sell';
}
const symbol = this.safeSymbol(marketId, market);
const feeValue = this.safeString(trade, 9);
let fee = undefined;
if (feeValue !== undefined) {
const currencyId = this.safeString(trade, 10);
const code = this.safeCurrencyCode(currencyId);
fee = {
'cost': feeValue,
'currency': code,
};
}
const maker = this.safeInteger(trade, 8);
let takerOrMaker = undefined;
if (maker !== undefined) {
takerOrMaker = (maker === -1) ? 'taker' : 'maker';
}
return this.safeTrade({
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'id': id,
'order': orderId,
'type': type,
'takerOrMaker': takerOrMaker,
'side': side,
'price': price,
'amount': amount,
'cost': undefined,
'fee': fee,
}, market);
}
handleTicker(client, message, subscription) {
//
// [
// 340432, // channel ID
// [
// 236.62, // 1 BID float Price of last highest bid
// 9.0029, // 2 BID_SIZE float Size of the last highest bid
// 236.88, // 3 ASK float Price of last lowest ask
// 7.1138, // 4 ASK_SIZE float Size of the last lowest ask
// -1.02, // 5 DAILY_CHANGE float Amount that the last price has changed since yesterday
// 0, // 6 DAILY_CHANGE_PERC float Amount that the price has changed expressed in percentage terms
// 236.52, // 7 LAST_PRICE float Price of the last trade.
// 5191.36754297, // 8 VOLUME float Daily volume
// 250.01, // 9 HIGH float Daily high
// 220.05, // 10 LOW float Daily low
// ]
// ]
//
const ticker = this.safeValue(message, 1);
const marketId = this.safeString(subscription, 'symbol');
const market = this.safeMarket(marketId);
const symbol = this.safeSymbol(marketId);
const parsed = this.parseWsTicker(ticker, market);
const channel = 'ticker';
const messageHash = channel + ':' + marketId;
this.tickers[symbol] = parsed;
client.resolve(parsed, messageHash);
}
parseWsTicker(ticker, market = undefined) {
//
// [
// 236.62, // 1 BID float Price of last highest bid
// 9.0029, // 2 BID_SIZE float Size of the last highest bid
// 236.88, // 3 ASK float Price of last lowest ask
// 7.1138, // 4 ASK_SIZE float Size of the last lowest ask
// -1.02, // 5 DAILY_CHANGE float Amount that the last price has changed since yesterday
// 0, // 6 DAILY_CHANGE_PERC float Amount that the price has changed expressed in percentage terms
// 236.52, // 7 LAST_PRICE float Price of the last trade.
// 5191.36754297, // 8 VOLUME float Daily volume
// 250.01, // 9 HIGH float Daily high
// 220.05, // 10 LOW float Daily low
// ]
//
market = this.safeMarket(undefined, market);
const symbol = market['symbol'];
const last = this.safeString(ticker, 6);
const change = this.safeString(ticker, 4);
return this.safeTicker({
'symbol': symbol,
'timestamp': undefined,
'datetime': undefined,
'high': this.safeString(ticker, 8),
'low': this.safeString(ticker, 9),
'bid': this.safeString(ticker, 0),
'bidVolume': this.safeString(ticker, 1),
'ask': this.safeString(ticker, 2),
'askVolume': this.safeString(ticker, 3),
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': this.safeString(ticker, 5),
'average': undefined,
'baseVolume': this.safeString(ticker, 7),
'quoteVolume': undefined,
'info': ticker,
}, market);
}
/**
* @method
* @name bitfinex#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} [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
*/
async watchOrderBook(symbol, limit = undefined, params = {}) {
if (limit !== undefined) {
if ((limit !== 25) && (limit !== 100)) {
throw new ExchangeError(this.id + ' watchOrderBook limit argument must be undefined, 25 or 100');
}
}
const options = this.safeValue(this.options, 'watchOrderBook', {});
const prec = this.safeString(options, 'prec', 'P0');
const freq = this.safeString(options, 'freq', 'F0');
const request = {
'prec': prec,
'freq': freq, // string, frequency of updates 'F0' = realtime, 'F1' = 2 seconds, default is 'F0'
};
if (limit !== undefined) {
request['len'] = limit; // string, number of price points, '25', '100', default = '25'
}
const orderbook = await this.subscribe('book', symbol, this.deepExtend(request, params));
return orderbook.limit();
}
handleOrderBook(client, message, subscription) {
//
// first message (snapshot)
//
// [
// 18691, // channel id
// [
// [ 7364.8, 10, 4.354802 ], // price, count, size > 0 = bid
// [ 7364.7, 1, 0.00288831 ],
// [ 7364.3, 12, 0.048 ],
// [ 7364.9, 3, -0.42028976 ], // price, count, size < 0 = ask
// [ 7365, 1, -0.25 ],
// [ 7365.5, 1, -0.00371937 ],
// ]
// ]
//
// subsequent updates
//
// [
// 358169, // channel id
// [
// 1807.1, // price
// 0, // cound
// 1 // size
// ]
// ]
//
const marketId = this.safeString(subscription, 'symbol');
const symbol = this.safeSymbol(marketId);
const channel = 'book';
const messageHash = channel + ':' + marketId;
const prec = this.safeString(subscription, 'prec', 'P0');
const isRaw = (prec === 'R0');
// if it is an initial snapshot
if (!(symbol in this.orderbooks)) {
const limit = this.safeInteger(subscription, 'len');
if (isRaw) {
// raw order books
this.orderbooks[symbol] = this.indexedOrderBook({}, limit);
}
else {
// P0, P1, P2, P3, P4
this.orderbooks[symbol] = this.countedOrderBook({}, limit);
}
const orderbook = this.orderbooks[symbol];
if (isRaw) {
const deltas = message[1];
for (let i = 0; i < deltas.length; i++) {
const delta = deltas[i];
const delta2 = delta[2];
const size = (delta2 < 0) ? -delta2 : delta2;
const side = (delta2 < 0) ? 'asks' : 'bids';
const bookside = orderbook[side];
const idString = this.safeString(delta, 0);
const price = this.safeFloat(delta, 1);
bookside.storeArray([price, size, idString]);
}
}
else {
const deltas = message[1];
for (let i = 0; i < deltas.length; i++) {
const delta = deltas[i];
const amount = this.safeNumber(delta, 2);
const counter = this.safeNumber(delta, 1);
const price = this.safeNumber(delta, 0);
const size = (amount < 0) ? -amount : amount;
const side = (amount < 0) ? 'asks' : 'bids';
const bookside = orderbook[side];
bookside.storeArray([price, size, counter]);
}
}
orderbook['symbol'] = symbol;
client.resolve(orderbook, messageHash);
}
else {
const orderbook = this.orderbooks[symbol];
const deltas = message[1];
const orderbookItem = this.orderbooks[symbol];
if (isRaw) {
const price = this.safeString(deltas, 1);
const deltas2 = deltas[2];
const size = (deltas2 < 0) ? -deltas2 : deltas2;
const side = (deltas2 < 0) ? 'asks' : 'bids';
const bookside = orderbookItem[side];
// price = 0 means that you have to remove the order from your book
const amount = Precise.stringGt(price, '0') ? size : '0';
const idString = this.safeString(deltas, 0);
bookside.storeArray([this.parseNumber(price), this.parseNumber(amount), idString]);
}
else {
const amount = this.safeString(deltas, 2);
const counter = this.safeString(deltas, 1);
const price = this.safeString(deltas, 0);
const size = Precise.stringLt(amount, '0') ? Precise.stringNeg(amount) : amount;
const side = Precise.stringLt(amount, '0') ? 'asks' : 'bids';
const bookside = orderbookItem[side];
bookside.storeArray([this.parseNumber(price), this.parseNumber(size), this.parseNumber(counter)]);
}
client.resolve(orderbook, messageHash);
}
}
handleChecksum(client, message, subscription) {
//
// [ 173904, "cs", -890884919 ]
//
const marketId = this.safeString(subscription, 'symbol');
const symbol = this.safeSymbol(marketId);
const channel = 'book';
const messageHash = channel + ':' + marketId;
const book = this.safeValue(this.orderbooks, symbol);
if (book === undefined) {
return;
}
const depth = 25; // covers the first 25 bids and asks
const stringArray = [];
const bids = book['bids'];
const asks = book['asks'];
const prec = this.safeString(subscription, 'prec', 'P0');
const isRaw = (prec === 'R0');
const idToCheck = isRaw ? 2 : 0;
// pepperoni pizza from bitfinex
for (let i = 0; i < depth; i++) {
const bid = this.safeValue(bids, i);
const ask = this.safeValue(asks, i);
if (bid !== undefined) {
stringArray.push(this.numberToString(bids[i][idToCheck]));
stringArray.push(this.numberToString(bids[i][1]));
}
if (ask !== undefined) {
stringArray.push(this.numberToString(asks[i][idToCheck]));
const aski1 = asks[i][1];
stringArray.push(this.numberToString(-aski1));
}
}
const payload = stringArray.join(':');
const localChecksum = this.crc32(payload, true);
const responseChecksum = this.safeInteger(message, 2);
if (responseChecksum !== localChecksum) {
delete client.subscriptions[messageHash];
delete this.orderbooks[symbol];
const checksum = this.handleOption('watchOrderBook', 'checksum', true);
if (checksum) {
const error = new ChecksumError(this.id + ' ' + this.orderbookChecksumMessage(symbol));
client.reject(error, messageHash);
}
}
}
/**
* @method
* @name bitfinex#watchBalance
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {str} [params.type] spot or contract if not provided this.options['defaultType'] is used
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async watchBalance(params = {}) {
await this.loadMarkets();
const balanceType = this.safeString(params, 'wallet', 'exchange'); // exchange, margin
params = this.omit(params, 'wallet');
const messageHash = 'balance:' + balanceType;
return await this.subscribePrivate(messageHash);
}
handleBalance(client, message, subscription) {
//
// snapshot (exchange + margin together)
// [
// 0,
// "ws",
// [
// [
// "exchange",
// "LTC",
// 0.05479727,
// 0,
// null,
// "Trading fees for 0.05 LTC (LTCUST) @ 51.872 on BFX (0.2%)",
// null,
// ]
// [
// "margin",
// "USTF0",
// 11.960650700086292,
// 0,
// null,
// "Trading fees for 0.1 LTCF0 (LTCF0:USTF0) @ 51.844 on BFX (0.065%)",
// null,
// ],
// ],
// ]
//
// spot
// [
// 0,
// "wu",
// [
// "exchange",
// "LTC", // currency
// 0.06729727, // wallet balance
// 0, // unsettled balance
// 0.06729727, // available balance might be null
// "Exchange 0.4 LTC for UST @ 65.075",
// {
// "reason": "TRADE",
// "order_id": 96596397973,
// "order_id_oppo": 96596632735,
// "trade_price": "65.075",
// "trade_amount": "-0.4",
// "order_cid": 1654636218766,
// "order_gid": null
// }
// ]
// ]
//
// margin
//
// [
// "margin",
// "USTF0",
// 11.960650700086292, // total
// 0,
// 6.776250700086292, // available
// "Trading fees for 0.1 LTCF0 (LTCF0:USTF0) @ 51.844 on BFX (0.065%)",
// null
// ]
//
const updateType = this.safeValue(message, 1);
let data = undefined;
if (updateType === 'ws') {
data = this.safeValue(message, 2);
}
else {
data = [this.safeValue(message, 2)];
}
const updatedTypes = {};
for (let i = 0; i < data.length; i++) {
const rawBalance = data[i];
const currencyId = this.safeString(rawBalance, 1);
const code = this.safeCurrencyCode(currencyId);
const balance = this.parseWsBalance(rawBalance);
const balanceType = this.safeString(rawBalance, 0);
const oldBalance = this.safeValue(this.balance, balanceType, {});
oldBalance[code] = balance;
oldBalance['info'] = message;
this.balance[balanceType] = this.safeBalance(oldBalance);
updatedTypes[balanceType] = true;
}
const updatesKeys = Object.keys(updatedTypes);
for (let i = 0; i < updatesKeys.length; i++) {
const type = updatesKeys[i];
const messageHash = 'balance:' + type;
client.resolve(this.balance[type], messageHash);
}
}
parseWsBalance(balance) {
//
// [
// "exchange",
// "LTC",
// 0.05479727, // balance
// 0,
// null, // available null if not calculated yet
// "Trading fees for 0.05 LTC (LTCUST) @ 51.872 on BFX (0.2%)",
// null,
// ]
//
const totalBalance = this.safeString(balance, 2);
const availableBalance = this.safeString(balance, 4);
const account = this.account();
if (availableBalance !== undefined) {
account['free'] = availableBalance;
}
account['total'] = totalBalance;
return account;
}
handleSystemStatus(client, message) {
//
// {
// "event": "info",
// "version": 2,
// "serverId": "e293377e-7bb7-427e-b28c-5db045b2c1d1",
// "platform": { status: 1 }, // 1 for operative, 0 for maintenance
// }
//
return message;
}
handleUnsubscriptionStatus(client, message) {
//
// {
// "event": "unsubscribed",
// "status": "OK",
// "chanId": CHANNEL_ID
// }
//
const channelId = this.safeString(message, 'chanId');
const unSubChannel = 'unsubscribe:' + channelId;
const subMessageHash = this.safeString(client.subscriptions, unSubChannel);
const subscription = this.safeDict(client.subscriptions, 'unsubscribe:' + subMessageHash);
delete client.subscriptions[unSubChannel];
const messageHashes = this.safeList(subscription, 'messageHashes', []);
const subMessageHashes = this.safeList(subscription, 'subMessageHashes', []);
for (let i = 0; i < messageHashes.length; i++) {
const messageHash = messageHashes[i];
const subHash = subMessageHashes[i];
this.cleanUnsubscription(client, subHash, messageHash);
}
this.cleanCache(subscription);
return true;
}
handleSubscriptionStatus(client, message) {
//
// {
// "event": "subscribed",
// "channel": "book",
// "chanId": 67473,
// "symbol": "tBTCUSD",
// "prec": "P0",
// "freq": "F0",
// "len": "25",
// "pair": "BTCUSD"
// }
//
// {
// event: 'subscribed',
// channel: 'candles',
// chanId: 128306,
// key: 'trade:1m:tBTCUST'
// }
//
const channelId = this.safeString(message, 'chanId');
client.subscriptions[channelId] = message;
// store the opposite direction too for unWatch
const mappings = {
'book': 'orderbook',
'candles': 'ohlcv',
'ticker': 'ticker',
'trades': 'trades',
};
const unifiedChannel = this.safeString(mappings, this.safeString(message, 'channel'));
if ('key' in message) {
// handle ohlcv differently because the message is different
const key = this.safeString(message, 'key');
const subKeyId = 'unsubscribe:' + key;
client.subscriptions[subKeyId] = channelId;
}
else {
const marketId = this.safeString(message, 'symbol');
const symbol = this.safeSymbol(marketId);
if (unifiedChannel !== undefined) {
const subId = 'unsubscribe:' + unifiedChannel + ':' + symbol;
client.subscriptions[subId] = channelId;
}
}
return message;
}
async authenticate(params = {}) {
const url = this.urls['api']['ws']['private'];
const client = this.client(url);
const messageHash = 'authenticated';
const future = client.reusableFuture(messageHash);
const authenticated = this.safeValue(client.subscriptions, messageHash);
if (authenticated === undefined) {
const nonce = this.milliseconds();
const payload = 'AUTH' + nonce.toString();
const signature = this.hmac(this.encode(payload), this.encode(this.secret), sha384, 'hex');
const event = 'auth';
const request = {
'apiKey': this.apiKey,
'authSig': signature,
'authNonce': nonce,
'authPayload': payload,
'event': event,
};
const message = this.extend(request, params);
this.watch(url, messageHash, message, messageHash);
}
return await future;
}
handleAuthenticationMessage(client, message) {
const messageHash = 'authenticated';
const status = this.safeString(message, 'status');
if (status === 'OK') {
// we resolve the future here permanently so authentication only happens once
const future = this.safeValue(client.futures, messageHash);
future.resolve(true);
}
else {
const error = new AuthenticationError(this.json(message));
client.reject(error, messageHash);
// allows further authentication attempts
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
}
/**
* @method
* @name bitfinex#watchOrders
* @description watches information on multiple orders made by the user
* @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
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let messageHash = 'orders';
if (symbol !== undefined) {
const market = this.market(symbol);
messageHash += ':' + market['id'];
}
const orders = await this.subscribePrivate(messageHash);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
handleOrders(client, message, subscription) {
//
// limit order
// [
// 0,
// "on", // ou or oc
// [
// 96923856256, // order id
// null, // gid
// 1655029337026, // cid
// "tLTCUST", // symbol
// 1655029337027, // created timestamp
// 1655029337029, // updated timestamp
// 0.1, // amount
// 0.1, // amount_orig
// "EXCHANGE LIMIT", // order type
// null, // type_prev
// null, // mts_tif
// null, // placeholder
// 0, // flags
// "ACTIVE", // status
// null,
// null,
// 30, // price
// 0, // price average
// 0, // price_trailling
// 0, // price_aux_limit
// null,
// null,
// null,
// 0, // notify
// 0,
// null,
// null,
// null,
// "BFX",
// null,
// null,
// ]
// ]
//
const data = this.safeValue(message, 2, []);
const messageType = this.safeString(message, 1);
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById(limit);
}
const orders = this.orders;
const symbolIds = {};
if (messageType === 'os') {
const snapshotLength = data.length;
if (snapshotLength === 0) {
return;
}
for (let i = 0; i < data.length; i++) {
const value = data[i];
const parsed = this.parseWsOrder(value);
const symbol = parsed['symbol'];
symbolIds[symbol] = true;
orders.append(parsed);
}
}
else {
const parsed = this.parseWsOrder(data);
orders.append(parsed);
const symbol = parsed['symbol'];
symbolIds[symbol] = true;
}
const name = 'orders';
client.resolve(this.orders, name);
const keys = Object.keys(symbolIds);
for (let i = 0; i < keys.length; i++) {
const symbol = keys[i];
const market = this.market(symbol);
const messageHash = name + ':' + market['id'];
client.resolve(this.orders, messageHash);
}
}
parseWsOrderStatus(status) {
const statuses = {
'ACTIVE': 'open',
'CANCELED': 'canceled',
'EXECUTED': 'closed',
'PARTIALLY': 'open',
};
return this.safeString(statuses, status, status);
}
parseWsOrder(order, market = undefined) {
//
// [
// 97084883506, // order id
// null,
// 1655110144596, // clientOrderId
// "tLTCUST", // symbol
// 1655110144596, // created timestamp
// 1655110144598, // updated timestamp
// 0, // amount
// 0.1, // amount_orig negative if sell order
// "EXCHANGE MARKET", // type
// null,
// null,
// null,
// 0,
// "EXECUTED @ 42.821(0.1)", // status
// null,
// null,
// 42.799, // price
// 42.821, // price average
// 0, // price trailling
// 0, // price_aux_limit
// null,
// null,
// null,
// 0,
// 0,
// null,
// null,
// null,
// "BFX",
// null,
// null,
// {}
// ]
//
const id = this.safeString(order, 0);
const clientOrderId = this.safeString(order, 1);
const marketId = this.safeString(order, 3);
const symbol = this.safeSymbol(marketId);
market = this.safeMarket(symbol);
let amount = this.safeString(order, 7);
let side = 'buy';
if (Precise.stringLt(amount, '0')) {
amount = Precise.stringAbs(amount);
side = 'sell';
}
const remaining = Precise.stringAbs(this.safeString(order, 6));
let type = this.safeString(order, 8);
if (type.indexOf('LIMIT') > -1) {
type = 'limit';
}
else if (type.indexOf('MARKET') > -1) {
type = 'market';
}
const rawState = this.safeString(order, 13);
const stateParts = rawState.split(' ');
const trimmedStatus = this.safeString(stateParts, 0);
const status = this.parseWsOrderStatus(trimmedStatus);
const price = this.safeString(order, 16);
const timestamp = this.safeInteger2(order, 5, 4);
const average = this.safeString(order, 17);
const stopPrice = this.omitZero(this.safeString(order, 18));
return this.safeOrder({
'info': order,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': undefined,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'stopPrice': stopPrice,
'triggerPrice': stopPrice,
'average': average,
'amount': amount,
'remaining': remaining,
'filled': undefined,
'status': status,
'fee': undefined,
'cost': undefined,
'trades': undefined,
}, market);
}
handleMessage(client, message) {
const channelId = this.safeString(message, 0);
//
// [
// 1231,
// "hb",
// ]
//
// auth message
// {
// "event": "auth",
// "status": "OK",
// "chanId": 0,
// "userId": 3159883,
// "auth_id": "ac7108e7-2f26-424d-9982-c24700dc02ca",
// "caps": {
// "orders": { read: 1, write: 1 },
// "account": { read: 1, write: 1 },
// "funding": { read: 1, write: 1 },
// "history": { read: 1, write: 0 },
// "wallets": { read: 1, write: 1 },
// "withdraw": { read: 0, write: 1 },
// "positions": { read: 1, write: 1 },
// "ui_withdraw": { read: 0, write: 0 }
// }
// }
//
if (Array.isArray(message)) {
if (message[1] === 'hb') {
return; // skip heartbeats within subscription channels for now
}
const subscription = this.safeValue(client.subscriptions, channelId, {});
const channel = this.safeString(subscription, 'channel');
const name = this.safeString(message, 1);
const publicMethods = {
'book': this.handleOrderBook,
'cs': this.handleChecksum,
'candles': this.handleOHLCV,
'ticker': this.handleTicker,
'trades': this.handleTrades,
};
const privateMethods = {
'os': this.handleOrders,
'ou': this.handleOrders,
'on': this.handleOrders,
'oc': this.handleOrders,
'wu': this.handleBalance,
'ws': this.handleBalance,
'tu': this.handleMyTrade,
};
let method = undefined;
if (channelId === '0') {
method = this.safeValue(privateMethods, name);
}
else {
method = this.safeValue2(publicMethods, name, channel);
}
if (method !== undefined) {
method.call(this, client, message, subscription);
}
}
else {
const event = this.safeString(message, 'event');
if (event !== undefined) {
const methods = {
'info': this.handleSystemStatus,
'subscribed': this.handleSubscriptionStatus,
'unsubscribed': this.handleUnsubscriptionStatus,
'auth': this.handleAuthenticationMessage,
};
const method = this.safeValue(methods, event);
if (method !== undefined) {
method.call(this, client, message);
}
}
}
}
}