bitfinexcomBitfinex WSv2 Trading API for Node.JS - Bitcoin, Ethereum, Ripple and more
A Node.JS reference implementation of the Bitfinex API
Features
- Official implementation
- REST v2 API
- WebSockets v2 API
- WebSockets v1 API
Installation
npm i --save bitfinex-api-nodeQuickstart
const { WSv2 } = require('bitfinex-api-node')
const ws = new WSv2({ transform: true })
// do something with ws clientDocs
Refer to the docs/
folder for JSDoc-generated HTML documentation, and the examples/
folder for executable examples covering common use cases.
Official API documentation at https://docs.bitfinex.com/v2/reference
Examples
Sending an order & tracking status:
const ws = bfx.ws()
ws.on('error', (err) => console.log(err))
ws.on('open', ws.auth.bind(ws))
ws.once('auth', () => {
const o = new Order({
cid: Date.now(),
symbol: 'tETHUSD',
amount: 0.1,
type: Order.type.MARKET
}, ws)
// Enable automatic updates
o.registerListeners()
o.on('update', () => {
console.log(`order updated: ${o.serialize()}`)
})
o.on('close', () => {
console.log(`order closed: ${o.status}`)
ws.close()
})
o.submit().then(() => {
console.log(`submitted order ${o.id}`)
}).catch((err) => {
console.error(err)
ws.close()
})
})
ws.open()Cancel all open orders
const ws = bfx.ws(2)
ws.on('error', (err) => console.log(err))
ws.on('open', ws.auth.bind(ws))
ws.onOrderSnapshot({}, (orders) => {
if (orders.length === 0) {
console.log('no open orders')
return
}
console.log(`recv ${orders.length} open orders`)
ws.cancelOrders(orders).then(() => {
console.log('cancelled orders')
})
})
ws.open()Subscribe to trades by pair
const ws = bfx.ws(2)
ws.on('error', (err) => console.log(err))
ws.on('open', () => {
ws.subscribeTrades('BTCUSD')
})
ws.onTrades({ symbol: 'tBTCUSD' }, (trades) => {
console.log(`trades: ${JSON.stringify(trades)}`)
})
ws.onTradeEntry({ symbol: 'tBTCUSD' }, (trades) => {
console.log(`te: ${JSON.stringify(trades)}`)
})
ws.open()Version 2.0.0 Breaking changes
constructor takes only an options object now, including the API keys
Old:
new BFX(API_KEY, API_SECRET, { version: 2 })since 2.0.0:
new BFX({ apiKey: '', apiSecret: '' })trade and orderbook snapshots are emitted as nested lists
To make dealing with snapshots better predictable, snapshots are emitted as an array.
normalized orderbooks for R0
Lists of raw orderbooks (R0) are ordered in the same order as P0, P1,
P2, P3
Testing
npm testFAQ
Order Creation Limits
The base limit per-user is 1,000 orders per 5 minute interval, and is shared between all account API connections. It increases proportionally to your trade volume based on the following formula:
1000 + (TOTAL_PAIRS_PLATFORM * 60 * 5) / (250000000 / USER_VOL_LAST_30d)
Where TOTAL_PAIRS_PLATFORM is the number of pairs shared between
Ethfinex/Bitfinex (currently ~101) and USER_VOL_LAST_30d is in USD.
'on' Packet Guarantees
No; if your order fills immediately, the first packet referencing the order
will be an oc signaling the order has closed. If the order fills partially
immediately after creation, an on packet will arrive with a status of
PARTIALLY FILLED...
For example, if you submit a LIMIT buy for 0.2 BTC and it is added to the
order book, an on packet will arrive via ws2. After a partial fill of 0.1
BTC, an ou packet will arrive, followed by a final oc after the remaining
0.1 BTC fills.
On the other hand, if the order fills immediately for 0.2 BTC, you will only
receive an oc packet.
Nonce too small
I make multiple parallel request and I receive an error that the nonce is too small. What does it mean?
Nonces are used to guard against replay attacks. When multiple HTTP requests arrive at the API with the wrong nonce, e.g. because of an async timing issue, the API will reject the request.
If you need to go parallel, you have to use multiple API keys right now.
te vs tu Messages
A te packet is sent first to the client immediately after a trade has been
matched & executed, followed by a tu message once it has completed processing.
During times of high load, the tu message may be noticably delayed, and as
such only the te message should be used for a realtime feed.
Sequencing
If you enable sequencing on v2 of the WS API, each incoming packet will have a
public sequence number at the end, along with an auth sequence number in the
case of channel 0 packets. The public seq numbers increment on each packet,
and the auth seq numbers increment on each authenticated action (new orders,
etc). These values allow you to verify that no packets have been missed/dropped,
since they always increase monotonically.
Differences Between R* and P* Order Books
Order books with precision R0 are considered 'raw' and contain entries for
each order submitted to the book, whereas P* books contain entries for each
price level (which aggregate orders).
Contributing
- Fork it
- Create your feature branch (
git checkout -b my-new-feature) - Commit your changes (
git commit -am 'Add some feature') - Push to the branch (
git push origin my-new-feature) - Create a new Pull Request