bitfinex-api-py/docs/ws_v2.md

bfxapi

This module is used to interact with the bitfinex api

bfxapi.client

This module exposes the core bitfinex clients which includes both a websocket client and a rest interface client

Client

Client(self, API_KEY=None, API_SECRET=None, rest_host='https://api-pub.bitfinex.com/v2', ws_host='wss://api-pub.bitfinex.com/ws/2', create_event_emitter=None, logLevel='INFO', dead_man_switch=False, ws_capacity=25, *args, **kwargs)

The bfx client exposes rest and websocket objects

BfxWebsocket

BfxWebsocket(self, API_KEY=None, API_SECRET=None, host='wss://api-pub.bitfinex.com/ws/2', manageOrderBooks=False, dead_man_switch=False, ws_capacity=25, logLevel='INFO', parse_float=<class 'float'>, *args, **kwargs)

More complex websocket that heavily relies on the btfxwss module. This websocket requires authentication and is capable of handling orders. https://github.com/Crypto-toolbox/btfxwss

Emitter events:

• all (array|Object): listen for all messages coming through
• connected: () called when a connection is made
• disconnected: () called when a connection is ended (A reconnect attempt may follow)
• stopped: () called when max amount of connection retries is met and the socket is closed
• authenticated (): called when the websocket passes authentication
• notification (Notification): incoming account notification
• error (array): error from the websocket
• order_closed (Order, Trade): when an order has been closed
• order_new (Order, Trade): when an order has been created but not closed. Note: will not be called if order is executed and filled instantly
• order_confirmed (Order, Trade): When an order has been submitted and received
• wallet_snapshot (array[Wallet]): Initial wallet balances (Fired once)
• order_snapshot (array[Order]): Initial open orders (Fired once)
• positions_snapshot (array): Initial open positions (Fired once)
• wallet_update (Wallet): changes to the balance of wallets
• status_update (Object): new platform status info
• seed_candle (Object): initial past candle to prime strategy
• seed_trade (Object): initial past trade to prime strategy
• funding_offer_snapshot (array): opening funding offer balances
• funding_loan_snapshot (array): opening funding loan balances
• funding_credit_snapshot (array): opening funding credit balances
• balance_update (array): when the state of a balance is changed
• new_trade (array): a new trade on the market has been executed
• trade_update (array): a trade on the market has been updated
• new_candle (array): a new candle has been produced
• margin_info_updates (array): new margin information has been broadcasted
• funding_info_updates (array): new funding information has been broadcasted
• order_book_snapshot (array): initial snapshot of the order book on connection
• order_book_update (array): a new order has been placed into the ordebrook
• subscribed (Subscription): a new channel has been subscribed to
• unsubscribed (Subscription): a channel has been un-subscribed

enable_flag

BfxWebsocket.enable_flag(self, flag)

Enable flag on websocket connection

Attributes

• flag (int): int flag value

subscribe_order_book

BfxWebsocket.subscribe_order_book(self, symbol)

Subscribe to an orderbook data feed

Attributes

• @param symbol: the trading symbol i.e 'tBTCUSD'

subscribe_candles

BfxWebsocket.subscribe_candles(self, symbol, timeframe)

Subscribe to a candle data feed

Attributes

• @param symbol: the trading symbol i.e 'tBTCUSD'
• @param timeframe: resolution of the candle i.e 15m, 1h

subscribe_trades

BfxWebsocket.subscribe_trades(self, symbol)

Subscribe to a trades data feed

Attributes

• @param symbol: the trading symbol i.e 'tBTCUSD'

subscribe_ticker

BfxWebsocket.subscribe_ticker(self, symbol)

Subscribe to a ticker data feed

Attributes

• @param symbol: the trading symbol i.e 'tBTCUSD'

subscribe_derivative_status

BfxWebsocket.subscribe_derivative_status(self, symbol)

Subscribe to a status data feed

Attributes

• @param symbol: the trading symbol i.e 'tBTCUSD'

subscribe

BfxWebsocket.subscribe(self, *args, **kwargs)

Subscribe to a new channel

Attributes

• @param channel_name: the name of the channel i.e 'books', 'candles'
• @param symbol: the trading symbol i.e 'tBTCUSD'
• @param timeframe: sepecifies the data timeframe between each candle (only required for the candles channel)

unsubscribe

BfxWebsocket.unsubscribe(self, *args, **kwargs)

Unsubscribe from the channel with the given chanId

Attributes

• @param onComplete: function called when the bitfinex websocket resoponds with a signal that confirms the subscription has been unsubscribed to

resubscribe

BfxWebsocket.resubscribe(self, *args, **kwargs)

Unsubscribes and then subscribes to the channel with the given Id

This function is mostly used to force the channel to produce a fresh snapshot.

unsubscribe_all

BfxWebsocket.unsubscribe_all(self, *args, **kwargs)

Unsubscribe from all channels.

resubscribe_all

BfxWebsocket.resubscribe_all(self, *args, **kwargs)

Unsubscribe and then subscribe to all channels

submit_order

BfxWebsocket.submit_order(self, *args, **kwargs)

Submit a new order

Attributes

• @param gid: assign the order to a group identifier

• @param symbol: the name of the symbol i.e 'tBTCUSD

• @param price: the price you want to buy/sell at (must be positive)

• @param amount: order size: how much you want to buy/sell, a negative amount indicates a sell order and positive a buy order

• @param market_type Order.Type: please see Order.Type enum amount decimal string Positive for buy, Negative for sell

• @param hidden: if True, order should be hidden from orderbooks

• @param price_trailing: decimal trailing price

• @param price_aux_limit: decimal auxiliary Limit price (only for STOP LIMIT)

• @param oco_stop_price: set the oco stop price (requires oco = True)

• @param close: if True, close position if position present

• @param reduce_only: if True, ensures that the executed order does not flip the opened position

• @param post_only: if True, ensures the limit order will be added to the order book and not match with a pre-existing order

• @param oco: cancels other order option allows you to place a pair of orders stipulating that if one order is executed fully or partially, then the other is automatically canceled

• @param time_in_force: datetime for automatic order cancellation ie. 2020-01-01 10:45:23

• @param leverage: the amount of leverage to apply to the order as an integer

• @param onConfirm: function called when the bitfinex websocket receives signal that the order was confirmed

• @param onClose: function called when the bitfinex websocket receives signal that the order was closed due to being filled or cancelled

update_order

BfxWebsocket.update_order(self, *args, **kwargs)

Update an existing order

Attributes

• @param orderId: the id of the order that you want to update
• @param price: the price you want to buy/sell at (must be positive)
• @param amount: order size: how much you want to buy/sell, a negative amount indicates a sell order and positive a buy order
• @param delta: change of amount
• @param price_trailing: decimal trailing price
• @param price_aux_limit: decimal auxiliary Limit price (only for STOP LIMIT)
• @param hidden: if True, order should be hidden from orderbooks
• @param close: if True, close position if position present
• @param reduce_only: if True, ensures that the executed order does not flip the opened position
• @param post_only: if True, ensures the limit order will be added to the order book and not match with a pre-existing order
• @param time_in_force: datetime for automatic order cancellation ie. 2020-01-01 10:45:23
• @param leverage: the amount of leverage to apply to the order as an integer
• @param onConfirm: function called when the bitfinex websocket receives signal that the order was confirmed
• @param onClose: function called when the bitfinex websocket receives signal that the order was closed due to being filled or cancelled

cancel_order

BfxWebsocket.cancel_order(self, *args, **kwargs)

Cancel an existing open order

Attributes

• @param orderId: the id of the order that you want to update
• @param onConfirm: function called when the bitfinex websocket receives signal that the order was confirmed
• @param onClose: function called when the bitfinex websocket receives signal that the order was closed due to being filled or cancelled

cancel_order_group

BfxWebsocket.cancel_order_group(self, *args, **kwargs)

Cancel a set of orders using a single group id.

cancel_all_orders

BfxWebsocket.cancel_all_orders(self, *args, **kwargs)

Cancel all existing open orders

This function closes all open orders.

cancel_order_multi

BfxWebsocket.cancel_order_multi(self, *args, **kwargs)

Cancel existing open orders as a batch

Attributes

• @param ids: an array of order ids
• @param gids: an array of group ids