ccxt
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JavaScript
// ----------------------------------------------------------------------------
// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
// EDIT THE CORRESPONDENT .ts FILE INSTEAD
// ---------------------------------------------------------------------------
import bitgetRest from '../bitget.js';
import { AuthenticationError, BadRequest, ArgumentsRequired, ChecksumError, ExchangeError, RateLimitExceeded, UnsubscribeError } from '../base/errors.js';
import { Precise } from '../base/Precise.js';
import { ArrayCache, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
// ---------------------------------------------------------------------------
/**
* @class bitget
* @augments Exchange
* @description watching delivery future markets is not yet implemented (perpertual future & swap is implemented)
*/
export default class bitget extends bitgetRest {
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': false,
'watchOrderBook': true,
'watchOrderBookForSymbols': true,
'watchOrders': true,
'watchTicker': true,
'watchTickers': true,
'watchBidsAsks': 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',
},
'demo': {
'public': 'wss://wspap.bitget.com/v2/ws/public',
'private': 'wss://wspap.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',
},
'watchOrderBook': {
'checksum': true,
},
'watchTrades': {
'ignoreDuplicates': true,
},
},
'streaming': {
'ping': this.ping,
},
'exceptions': {
'ws': {
'exact': {
'30001': BadRequest,
'30002': AuthenticationError,
'30003': BadRequest,
'30004': AuthenticationError,
'30005': AuthenticationError,
'30006': RateLimitExceeded,
'30007': RateLimitExceeded,
'30011': AuthenticationError,
'30012': AuthenticationError,
'30013': AuthenticationError,
'30014': BadRequest,
'30015': AuthenticationError,
'30016': BadRequest, // { event: 'error', code: 30016, msg: 'Param error' }
},
'broad': {},
},
},
});
}
getInstType(market, params = {}) {
let instType = undefined;
if (market === undefined) {
[instType, params] = this.handleProductTypeAndParams(undefined, params);
}
else if ((market['swap']) || (market['future'])) {
[instType, params] = this.handleProductTypeAndParams(market, params);
}
else {
instType = 'SPOT';
}
let instypeAux = undefined;
[instypeAux, params] = this.handleOptionAndParams(params, 'getInstType', 'instType', instType);
instType = instypeAux;
return [instType, 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}
*/
async watchTicker(symbol, params = {}) {
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);
}
/**
* @method
* @name bitget#unWatchTicker
* @description unsubscribe from the ticker channel
* @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 unwatch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {any} status of the unwatch request
*/
async unWatchTicker(symbol, params = {}) {
await this.loadMarkets();
return await this.unWatchChannel(symbol, 'ticker', 'ticker', 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}
*/
async watchTickers(symbols = undefined, params = {}) {
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) {
const result = {};
result[tickers['symbol']] = tickers;
return result;
}
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
// }
//
this.handleBidAsk(client, message);
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.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);
}
/**
* @method
* @name bitget#watchBidsAsks
* @see https://www.bitget.com/api-doc/spot/websocket/public/Tickers-Channel
* @see https://www.bitget.com/api-doc/contract/websocket/public/Tickers-Channel
* @description watches best bid & ask for symbols
* @param {string[]} symbols 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 watchBidsAsks(symbols = undefined, params = {}) {
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('bidask:' + symbol);
}
const tickers = await this.watchPublicMultiple(messageHashes, topics, params);
if (this.newUpdates) {
const result = {};
result[tickers['symbol']] = tickers;
return result;
}
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
handleBidAsk(client, message) {
const ticker = this.parseWsBidAsk(message);
const symbol = ticker['symbol'];
this.bidsasks[symbol] = ticker;
const messageHash = 'bidask:' + symbol;
client.resolve(ticker, messageHash);
}
parseWsBidAsk(message, market = undefined) {
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);
return this.safeTicker({
'symbol': market['symbol'],
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeString(ticker, 'askPr'),
'askVolume': this.safeString(ticker, 'askSz'),
'bid': this.safeString(ticker, 'bidPr'),
'bidVolume': this.safeString(ticker, 'bidSz'),
'info': ticker,
}, market);
}
/**
* @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
*/
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
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);
}
/**
* @method
* @name bitget#unWatchOHLCV
* @description unsubscribe from the ohlcv channel
* @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 unwatch the ohlcv for
* @param {string} [timeframe] the period for the ratio, default is 1 minute
* @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 unWatchOHLCV(symbol, timeframe = '1m', params = {}) {
await this.loadMarkets();
const timeframes = this.safeDict(this.options, 'timeframes');
const interval = this.safeString(timeframes, timeframe);
const channel = 'candle' + interval;
return await this.unWatchChannel(symbol, channel, 'candles:' + timeframe, params);
}
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 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),
];
}
/**
* @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
*/
async watchOrderBook(symbol, limit = undefined, params = {}) {
return await this.watchOrderBookForSymbols([symbol], limit, params);
}
/**
* @method
* @name bitget#unWatchOrderBook
* @description unsubscribe from the orderbook channel
* @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 {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.limit] orderbook limit, default is undefined
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async unWatchOrderBook(symbol, params = {}) {
await this.loadMarkets();
let channel = 'books';
const limit = this.safeInteger(params, 'limit');
if ((limit === 1) || (limit === 5) || (limit === 15)) {
params = this.omit(params, 'limit');
channel += limit.toString();
}
return await this.unWatchChannel(symbol, channel, 'orderbook', params);
}
async unWatchChannel(symbol, channel, messageHashTopic, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const messageHash = 'unsubscribe:' + messageHashTopic + ':' + market['symbol'];
let instType = undefined;
[instType, params] = this.getInstType(market, params);
const args = {
'instType': instType,
'channel': channel,
'instId': market['id'],
};
return await this.unWatchPublic(messageHash, args, 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
*/
async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
let channel = 'books';
let incrementalFeed = true;
if ((limit === 1) || (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';
if (incrementalBook) {
// storedOrderBook = this.safeValue (this.orderbooks, symbol);
if (!(symbol in this.orderbooks)) {
// const ob = this.orderBook ({});
const ob = this.countedOrderBook({});
ob['symbol'] = symbol;
this.orderbooks[symbol] = ob;
}
const storedOrderBook = this.orderbooks[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.handleOption('watchOrderBook', '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) {
// if (messageHash in client.subscriptions) {
// // delete client.subscriptions[messageHash];
// // delete this.orderbooks[symbol];
// }
this.spawn(this.handleCheckSumError, client, symbol, messageHash);
return;
}
}
}
else {
const orderbook = this.orderBook({});
const parsedOrderbook = this.parseOrderBook(rawOrderBook, symbol, timestamp);
orderbook.reset(parsedOrderbook);
this.orderbooks[symbol] = orderbook;
}
client.resolve(this.orderbooks[symbol], messageHash);
}
async handleCheckSumError(client, symbol, messageHash) {
await this.unWatchOrderBook(symbol);
const error = new ChecksumError(this.id + ' ' + this.orderbookChecksumMessage(symbol));
client.reject(error, 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]);
}
}
/**
* @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}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
return await this.watchTradesForSymbols([symbol], since, limit, 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[]} symbols 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 watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new 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);
}
const result = this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
if (this.handleOption('watchTrades', 'ignoreDuplicates', true)) {
let filtered = this.removeRepeatedTradesFromArray(result);
filtered = this.sortBy(filtered, 'timestamp');
return filtered;
}
return result;
}
/**
* @method
* @name bitget#unWatchTrades
* @description unsubscribe from the trades channel
* @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 unwatch the trades for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {any} status of the unwatch request
*/
async unWatchTrades(symbol, params = {}) {
await this.loadMarkets();
return await this.unWatchChannel(symbol, 'trade', 'trade', params);
}
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 ArrayCache(limit);
this.trades[symbol] = stored;
}
const data = this.safeList(message, 'data', []);
const length = data.length;
// fix chronological order by reversing
for (let i = 0; i < length; i++) {
const index = length - i - 1;
const rawTrade = data[index];
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"
// }
// swap private
//
// {
// "orderId": "1169142761031114781",
// "tradeId": "1169142761312637004",
// "symbol": "LTCUSDT",
// "orderType": "market",
// "side": "buy",
// "price": "80.87",
// "baseVolume": "0.1",
// "quoteVolume": "8.087",
// "profit": "0",
// "tradeSide": "open",
// "posMode": "hedge_mode",
// "tradeScope": "taker",
// "feeDetail": [
// {
// "feeCoin": "USDT",
// "deduction": "no",
// "totalDeductionFee": "0",
// "totalFee": "-0.0048522"
// }
// ],
// "cTime": "1714471276596",
// "uTime": "1714471276596"
// }
// spot private
// {
// "orderId": "1169142457356959747",
// "tradeId": "1169142457636958209",
// "symbol": "LTCUSDT",
// "orderType": "market",
// "side": "buy",
// "priceAvg": "81.069",
// "size": "0.074",
// "amount": "5.999106",
// "tradeScope": "taker",
// "feeDetail": [
// {
// "feeCoin": "LTC",
// "deduction": "no",
// "totalDeductionFee": "0",
// "totalFee": "0.000074"
// }
// ],
// "cTime": "1714471204194",
// "uTime": "1714471204194"
// }
//
const instId = this.safeString2(trade, 'symbol', 'instId');
const posMode = this.safeString(trade, 'posMode');
const defaultType = (posMode !== undefined) ? 'contract' : 'spot';
if (market === undefined) {
market = this.safeMarket(instId, undefined, undefined, defaultType);
}
const timestamp = this.safeIntegerN(trade, ['uTime', 'cTime', 'ts']);
const feeDetail = this.safeList(trade, 'feeDetail', []);
const first = this.safeDict(feeDetail, 0);
let fee = undefined;
if (first !== undefined) {
const feeCurrencyId = this.safeString(first, 'feeCoin');
const feeCurrencyCode = this.safeCurrencyCode(feeCurrencyId);
fee = {
'cost': Precise.stringAbs(this.safeString(first, 'totalFee')),
'currency': feeCurrencyCode,
};
}
return this.safeTrade({
'info': trade,
'id': this.safeString(trade, 'tradeId'),
'order': this.safeString(trade, 'orderId'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': market['symbol'],
'type': this.safeString(trade, 'orderType'),
'side': this.safeString(trade, 'side'),
'takerOrMaker': this.safeString(trade, 'tradeScope'),
'price': this.safeString2(trade, 'priceAvg', 'price'),
'amount': this.safeString2(trade, 'size', 'baseVolume'),
'cost': this.safeString2(trade, 'amount', 'quoteVolume'),
'fee': fee,
}, market);
}
/**
* @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 {int} [since] the earliest time in ms to fetch positions for
* @param {int} [limit] the maximum number of positions to retrieve
* @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}
*/
async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
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 = {};
}
const action = this.safeString(message, 'action');
if (!(instType in this.positions) || (action === 'snapshot')) {
this.positions[instType] = new ArrayCacheBySymbolBySide();
}
const cache = this.positions[instType];
const rawPositions = this.safeValue(message, 'data', []);
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.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':