Bitfinex (v2)¶
V2 Websockets¶
The code bellow is documented with complete examples of how to use the methods.
You should use a shared client object that is maintaned in your application while it is running.
Quickstart example¶
def my_candle_handler(message): # Here you can do stuff with the candle bar messages print(message) # You should only need to create and authenticate a client once. # Then simply reuse it later my_client = WssClient(key, secret) my_client.authenticate(print) my_client.subscribe_to_candles( symbol="BTCUSD", timeframe="1m", callback=my_candle_handler ) my_client.subscribe_to_candles( symbol="ETHUSD", timeframe="5m", callback=my_candle_handler ) my_client.start() # Wait a bit for the connection to go live import time time.sleep(5) # Then create a new order order_client_id = my_client.new_order( order_type="LIMIT", symbol="BTCUSD", amount=0.004, price=1000.0 )
WssClient - With Examples¶
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class
WssClient(key=None, secret=None, nonce_multiplier=1.0)[source]¶ Websocket client for bitfinex.
Parameters: Hint
Do not store your key or secret directly in the code. Use environment variables. and fetch them with
os.environ.get("BITFINEX_KEY")-
stop()[source]¶ Tries to close all connections and finally stops the reactor. Properly stops the program.
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authenticate(callback, filters=None)[source]¶ Method used to create an authenticated channel that both recieves account spesific messages and is used to send account spesific messages. So in order to be able to use the new_order method, you have to create a authenticated channel before starting the connection.
Parameters: - callback (func) – A function to use to handle incomming messages. This channel wil be handling all messages returned from operations like new_order or cancel_order, so make sure you handle all these messages.
- filters (List[str]) – A list of filter strings. See more information here: https://docs.bitfinex.com/v2/docs/ws-auth#section-channel-filters
Example
def handle_account_messages(message): print(message) # You should only need to create and authenticate a client once. # Then simply reuse it later my_client = WssClient(key, secret) my_client.authenticate( callback=handle_account_messages ) my_client.start()
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subscribe_to_ticker(symbol, callback)[source]¶ Subscribe to the passed symbol ticks data channel.
Parameters: - symbol (str) – Symbol to request data for.
- callback (func) – A function to use to handle incomming messages
Example
def my_handler(message): # Here you can do stuff with the messages print(message) # You should only need to create and authenticate a client once. # Then simply reuse it later my_client = WssClient(key, secret) my_client.authenticate(print) my_client.subscribe_to_ticker( symbol="BTCUSD", callback=my_handler ) my_client.start()
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subscribe_to_trades(symbol, callback)[source]¶ Subscribe to the passed symbol trades data channel.
Parameters: - symbol (str) – Symbol to request data for.
- callback (func) – A function to use to handle incomming messages
Example
def my_handler(message): # Here you can do stuff with the messages print(message) # You should only need to create and authenticate a client once. # Then simply reuse it later my_client = WssClient(key, secret) my_client.authenticate(print) my_client.subscribe_to_trades( symbol="BTCUSD", callback=my_handler ) my_client.start()
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subscribe_to_orderbook(symbol, precision, callback)[source]¶ Subscribe to the orderbook of a given symbol.
Parameters: Example
def my_handler(message): # Here you can do stuff with the messages print(message) # You should only need to create and authenticate a client once. # Then simply reuse it later my_client = WssClient(key, secret) my_client.subscribe_to_orderbook( symbol="BTCUSD", precision="P1", callback=my_handler ) my_client.start()
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subscribe_to_candles(symbol, timeframe, callback)[source]¶ Subscribe to the passed symbol’s OHLC data channel.
Parameters: Returns: The socket identifier.
Return type: Example
def my_candle_handler(message): # Here you can do stuff with the candle bar messages print(message) # You should only need to create and authenticate a client once. # Then simply reuse it later my_client = WssClient(key, secret) my_client.subscribe_to_candles( symbol="BTCUSD", timeframe="1m", callback=my_candle_handler ) my_client.subscribe_to_candles( symbol="ETHUSD", timeframe="5m", callback=my_candle_handler ) my_client.start()
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ping(channel='auth')[source]¶ Ping bitfinex.
Parameters: channel (str) – What channel id that should be pinged. Default “auth”. To get channel id’s use ´client._conns.keys()´.
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new_order_op(order_type, symbol, amount, price, price_trailing=None, price_aux_limit=None, price_oco_stop=None, hidden=0, flags=None, tif=None, set_cid=True)[source]¶ Create new order operation
Parameters: - order_type (str) – Order type. Must be one of: “LIMIT”, “STOP”, “MARKET”, “TRAILING STOP”, “FOK”, “STOP LIMIT” or equivelent with “EXCHANGE” prepended to it. All orders starting with EXCHANGE are made on the exchange wallet. Orders without it is made on the margin wallet and will start or change a position.
- symbol (str) – The currency symbol to be traded. e.g. BTCUSD
- amount (decimal str) – The amount to be traided.
- price (decimal str) – The price to buy at. Will be ignored for market orders.
- price_trailing (decimal string) – The trailing price
- price_aux_limit (decimal string) – Auxiliary Limit price (for STOP LIMIT)
- price_oco_stop (decimal string) – OCO stop price
- hidden (bool) – Whether or not to use the hidden order type.
- flags (list) – A list of integers for the different flags. Will be added together into a unique integer.
- tif (datetime string) –
- set_cid (bool) – wheter or not to set a cid.
Returns: A dict containing the order detials. Used in new_order and for creating multiorders.
Return type: Example
Note if you only want to create a new order, use the ´´new_order´´ method bellow. However if you want to submitt multiple order and cancel orders at the same time use this method to create order operations and send them with the
multi_ordermethod:# You should only need to create and authenticate a client once. # Then simply reuse it later my_client = WssClient(key, secret) my_client.authenticate() my_client.start() order_operation = my_client.new_order_op( order_type="LIMIT", symbol="BTCUSD", amount=0.004, price=1000.0 ) # Usefull to keep track of an order by its client id, for later # operations (like cancel order). clinet_id = order_operation["cid"] my_client.multi_order( operations=[order_operation] )
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new_order(order_type, symbol, amount, price, price_trailing=None, price_aux_limit=None, price_oco_stop=None, hidden=0, flags=None, tif=None, set_cid=True)[source]¶ Create new order.
Parameters: - order_type (str) – Order type. Must be one of: “LIMIT”, “STOP”, “MARKET”, “TRAILING STOP”, “FOK”, “STOP LIMIT” or equivelent with “EXCHANGE” prepended to it. All orders starting with EXCHANGE are made on the exchange wallet. Orders without it is made on the margin wallet and will start or change a position.
- symbol (str) – The currency symbol to be traded. e.g. BTCUSD
- amount (decimal string) – The amount to be traided.
- price (decimal string) – The price to buy at. Will be ignored for market orders.
- price_trailing (decimal string) – The trailing price
- price_aux_limit (decimal string) – Auxiliary Limit price (for STOP LIMIT)
- price_oco_stop (decimal string) – OCO stop price
- hidden (bool) – Whether or not to use the hidden order type.
- flags (list) – A list of integers for the different flags. Will be added together into a unique integer.
- tif (datetime string) –
- set_cid (bool) – wheter or not to set a cid.
Returns: Order client id (cid). The CID is also a mts date stamp of when the order was created.
Return type: Example
# You should only need to create and authenticate a client once. # Then simply reuse it later my_client = WssClient(key, secret) my_client.authenticate() my_client.start() order_client_id = my_client.new_order( order_type="LIMIT", symbol="BTCUSD", amount=0.004, price=1000.0 )
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multi_order(operations)[source]¶ Multi order operation.
Parameters: operations (list) – a list of operations. Read more here: https://bitfinex.readme.io/v2/reference#ws-input-order-multi-op Hint. you can use the self.new_order_op() for easy new order operation creation. Returns: A list of all the client ids created for each order. Returned in the order they are given to the method. Return type: list Example
# You should only need to create and authenticate a client once. # Then simply reuse it later from bitfinex import utils my_client = WssClient(key, secret) my_client.authenticate() my_client.start() example_order_cid_to_cancel = 153925861909296 # docs: http://bit.ly/2BVqwW6 cancel_order_operation = { 'cid': example_order_cid_to_cancel, 'cid_date': utils.cid_to_date(example_order_cid_to_cancel) } new_order_operation = my_client.new_order_op( order_type="LIMIT", symbol="BTCUSD", amount="0.004", price="1000.0" ) order_client_id = my_client.multi_order([ cancel_order_operation, new_order_operation ])
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cancel_order(order_id)[source]¶ Cancel order
Parameters: order_id (int, str) – Order id created by Bitfinex Example
# You should only need to create and authenticate a client once. # Then simply reuse it later my_client = WssClient(key, secret) my_client.authenticate() my_client.start() my_client.cancel_order( order_id=1234 )
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cancel_order_cid(order_cid, order_date)[source]¶ Cancel order using the client id and the date of the cid. Both are returned from the new_order command from this library.
Parameters: Example
# You should only need to create and authenticate a client once. # Then simply reuse it later my_client = WssClient(key, secret) my_client.authenticate() my_client.start() # order_cid created by this library is always a milliseconds # time stamp. So you can just divide it by 1000 to get the timestamp. my_client.cancel_order( order_cid=1538911910035, order_date=( datetime.utcfromtimestamp( 1538911910035/1000.0 ).strftime("%Y-%m-%d") ) )
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update_order(**order_settings)[source]¶ Update order using the order id
Parameters: - id (int64) – Order ID
- gid (int32) – Group Order ID
- price (decimal string) – Price
- amount (decimal string) – Amount
- delta (decimal string) – Change of amount
- price_aux_limit (decimal string) – Auxiliary limit price
- price_trailing (decimal string) – Trailing price delta
- tif (datetime string) – Time-In-Force: datetime for automatic order cancellation (ie. 2020-01-01 10:45:23)
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calc(*calculations)[source]¶ This message will be used by clients to trigger specific calculations, so we don’t end up in calculating data that is not usually needed.
You can request calculations to the websocket server that sends you the same message, with the required fields.
List items must be one of the following:
- margin_sym_SYMBOL (e.g. margin_sym_tBTCUSD)
- funding_sym_SYMBOL
- position_SYMBOL
- wallet_WALLET-TYPE_CURRENCY
Parameters: *calculations (list) – list of calculations wanted Returns: Data is returned over the auth channel. See the abbreviation glossary: https://docs.bitfinex.com/v2/docs/abbreviations-glossary Return type: None Examples
# You should only need to create and authenticate a client once. # Then simply reuse it later my_client = WssClient(key, secret) my_client.authenticate(print) my_client.start() my_client.calc(["margin_sym_tBTCUSD", "funding_sym_fUSD"]) my_client.calc(["margin_sym_tBTCUSD"]) my_client.calc(["position_tBTCUSD"]) my_client.calc(["wallet_exachange_USD"])
Note
Calculations are on demand, so no more streaming of unnecessary data. Websocket server allows up to 30 calculations per batch. If the client sends too many concurrent requests (or tries to spam) requests, it will receive an error and potentially a disconnection. The Websocket server performs a maximum of 8 calculations per second per client.
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V2 REST¶
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class
Client(key=None, secret=None, nonce_multiplier=1.0)[source]¶ Client for the bitfinex.com API REST V2. Link for official bitfinex documentation :
Parameters: Examples
bfx_client = Client(key,secret) bfx_client = Client(key,secret,2.0)
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platform_status()[source]¶ Bitfinex platform_status reference
Get the current status of the platform. Maintenance periods last for just few minutes and might be necessary from time to time during upgrades of core components of our infrastructure. Even if rare it is important to have a way to notify users. For a real-time notification we suggest to use websockets and listen to events 20060/20061
Returns: - 1 = operative
- 0 = maintenance
Return type: int Example
bfx_client.platform_status()
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tickers(symbol_list)[source]¶ -
The ticker is a high level overview of the state of the market. It shows you the current best bid and ask, as well as the last trade price.It also includes information such as daily volume and how much the price has moved over the last day.
Parameters: symbol_list (list) – The symbols you want information about as a comma separated list, or ALL for every symbol. Returns: [ # on trading pairs (ex. tBTCUSD) [ SYMBOL, BID, BID_SIZE, ASK, ASK_SIZE, DAILY_CHANGE, DAILY_CHANGE_PERC, LAST_PRICE, VOLUME, HIGH, LOW ], # on funding currencies (ex. fUSD) [ SYMBOL, FRR, BID, BID_SIZE, BID_PERIOD, ASK, ASK_SIZE, ASK_PERIOD, DAILY_CHANGE, DAILY_CHANGE_PERC, LAST_PRICE, VOLUME, HIGH, LOW ], ... ]
Return type: list Note
Field Type Description FRR float Flash Return Rate - average of all fixed rate funding over the last hour BID float Price of last highest bid BID_PERIOD int Bid period covered in days BID_SIZE float Sum of the 25 highest bid sizes ASK float Price of last lowest ask ASK_PERIOD int Ask period covered in days ASK_SIZE float Sum of the 25 lowest ask sizes DAILY_CHANGE float Amount that the last price has changed since yesterday DAILY_CHANGE_PERC float Amount that the price has changed expressed in percentage terms LAST_PRICE float Price of the last trade VOLUME float Daily volume HIGH float Daily high LOW float Daily low Examples
bfx_client.tickers(['tIOTUSD', 'fIOT']) bfx_client.tickers(['tBTCUSD']) bfx_client.tickers(['ALL'])
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ticker(symbol)[source]¶ -
The ticker is a high level overview of the state of the market.It shows you the current best bid and ask, as well as the last trade price.It also includes information such as daily volume and how much the price has moved over the last day.
Parameters: symbol (str) – The symbol you want information about. You can find the list of valid symbols by calling the symbols method Returns: # on trading pairs (ex. tBTCUSD) [ BID, BID_SIZE, ASK, ASK_SIZE, DAILY_CHANGE, DAILY_CHANGE_PERC, LAST_PRICE, VOLUME, HIGH, LOW ] # on funding currencies (ex. fUSD) [ FRR, BID, BID_SIZE, BID_PERIOD, ASK, ASK_SIZE, ASK_PERIOD, DAILY_CHANGE, DAILY_CHANGE_PERC, LAST_PRICE, VOLUME, HIGH, LOW ]
Return type: list Examples
bfx_client.ticker('tIOTUSD') bfx_client.ticker('fIOT') bfx_client.ticker('tBTCUSD')
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trades(symbol, **kwargs)[source]¶ -
The trades endpoint allows the retrieval of past public trades and includes details such as price, size, and time. Optional parameters can be used to limit the number of results; you can specify a start and end timestamp, a limit, and a sorting method.
Parameters: - symbol (str) –
The symbol you want information about. You can find the list of valid symbols by calling the symbols method
- start (string) – Millisecond start time for /hist ( ex : 1568123933000)
- end (string) – Millisecond end time for /hist (ex : 1570578740000)
- sort – set to 1 for oldest > newest records , -1 for reverse
- limit – Limit of retrieved records. (Max: 10000)
Returns: // on trading pairs (ex. tBTCUSD) [ [ ID, MTS, AMOUNT, PRICE ] ] // on funding currencies (ex. fUSD) [ [ ID, MTS, AMOUNT, RATE, PERIOD ] ] //trading [[388063448,1567526214876,1.918524,10682]] //funding [[124486873,1567526287066,-210.69675707,0.00034369,2]]
Return type: Examples
bfx_client.trades('tIOTUSD') bfx_client.trades('fIOT') bfx_client.trades('tBTCUSD', limit=1, sort=-1)
- symbol (str) –
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book(symbol, precision='P0', **kwargs)[source]¶ -
The Order Book channel allow you to keep track of the state of the Bitfinex order book. It is provided on a price aggregated basis, with customizable precision.
Parameters: Returns: // on trading pairs (ex. tBTCUSD) [ [ PRICE, COUNT, AMOUNT ], ... ] // on funding currencies (ex. fUSD) [ [ RATE, PERIOD, COUNT, AMOUNT ], ... ] // on raw books (precision of R0) // on trading currencies: [ [ ORDER_ID, PRICE, AMOUNT ], ... ] // on funding currencies: [ [ ORDER_ID, PERIOD, RATE, AMOUNT ], ... ] //trading [[8744.9,2,0.45603413],[8745,8,-3.64426815]] //funding [[0.0003301,30,1,-3862.874],[0.00027999,2,2,1843.05088178]] //raw books //trading [[34006738527,8744.9,0.25603413],[34005496171,8745,-0.2]] //funding [[645902785,30,0.0003301,-3862.874],[649139359,2,0.0003168747915,52.36]]
Return type: Examples
bfx_client.book('tIOTUSD') bfx_client.book('fIOT') bfx_client.book('tBTCUSD')
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stats(key, size, symbol, side='', section='last', **kwargs)[source]¶ -
Various statistics about the requested pair.
Parameters: - Key (str) – Allowed values: “funding.size”, “credits.size”, “credits.size.sym”, “pos.size”
- Size (str) – Available values: ‘1m’
- Symbol (str) – The symbol you want information about.
- Side (str) – Available values: “long”, “short”
- Section (str) – Available values: “last”, “hist”
- start (Options str) – Millisecond start time for /hist ( ex : 1568123933000)
- end (Options str) – Millisecond end time for /hist (ex : 1570578740000)
- sort (Options str) – set to 1 for oldest > newest records , -1 for reverse
- limit (Options str) – Limit of retrieved records. (Max: 10000)
Returns: // response with Section = "last" [ MTS, VALUE ] // response with Section = "hist" [ [ MTS, VALUE ], ... ] //pos size [[1573554000000,25957.94278561],[1573553940000,25964.29056204]] //funding size [[1573560420000,374049888.4504578],[1573560360000,373962908.58560276]] //credits size [[1573560420000,369005353.5945115],[1573560360000,368918780.2238935]] //credits size sym [[1573560480000,141144084.0479222],[1573560420000,141144084.0479222]]
Return type: Examples
bfx_client.stats('funding.size', '1m', 'fUSD', section="hist", limit=1) bfx_client.stats('pos.size', '1m', 'tBTCUSD', side="long", section="hist", limit=1) bfx_client.stats('credits.size', '1m', 'fUSD', section="hist", limit=1) bfx_client.stats('credits.size.sym', '1m', 'fUSD:tBTCUSD', section="hist", limit=1)
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candles(timeframe, symbol, section, period='', **kwargs)[source]¶ -
Provides a way to access charting candle info
Parameters: - timeframe (str) – Available values: ‘1m’, ‘5m’, ‘15m’, ‘30m’, ‘1h’, ‘3h’, ‘6h’, ‘12h’, ‘1D’, ‘7D’, ‘14D’, ‘1M’
- symbol (str) – The symbol you want information about. (eg : tBTCUSD, tETHUSD, fUSD, fBTC)
- section (str) – Available values: “last”, “hist”
- period (str) – Funding period. Only required for funding candles. Enter after the symbol (trade:1m:fUSD:p30/hist).
- limit (int) – Number of candles requested (Max: 10000)
- start (str) – Filter start (ms)
- end (str) – Filter end (ms)
- sort (int) – if = 1 it sorts results returned with old > new
Returns: # response with Section = "last" [ MTS, OPEN, CLOSE, HIGH, LOW, VOLUME ] # response with Section = "hist" [ [ MTS, OPEN, CLOSE, HIGH, LOW, VOLUME ], ... ]
Return type: Examples
# 1 minute candles bfx_client.candles("1m", "tBTCUSD", "hist") # 1 hour candles , limit to 1 candle bfx_client.candles("1h", "tBTCUSD", "hist", limit='1') bfx_client.candles("1h", "tBTCUSD", "last") # funding candles bfx_client.candles("1m", "fUSD", "hist", period="p30", limit=1)
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configs(action: str, obj=None, detail=None)[source]¶ -
Fetch currency and symbol site configuration data.
A variety of types of config data can be fetched by constructing a path with an Action, Object, and conditionally a Detail value.
Multiple sets of parameters may be passed, in a single request, to fetch multiple parts of the sites currency and symbol configuration data.
Parameters: - action (str) – Valid action values: : ‘map’, ‘list’, ‘info’, ‘fees’
- Object (str) –
Valid object values for the map action: ‘currency’, ‘tx’.
Valid object values for the list action: ‘currency’, ‘pair’, ‘competitions’.
Valid object values for the info action: ‘pair’
Valid object values for the fees action: none
- Detail (str) –
The detail parameter is only required for the below action:object values:
A map:currency request requires one of the following detail values: ‘sym’, ‘label’, ‘unit’, ‘undl’, ‘pool’, ‘explorer’.
A map:tx request requires the following detail value: ‘method’.
A list:pair request requires one of the following detail values: ‘exchange’, ‘margin’
Returns: []Return type: Examples
bfx_client.configs("fees") bfx_client.configs("map","currency","sym")
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configs_list(cfg_list: list)[source]¶ -
Instead of performing a request for each configuration item it is possible to fetch multiple configurations in a single request.
Parameters: cfg_list (list) – Contains a list of dictionaries that have the following keys : action, obj, detail Returns: []Return type: list Examples
bfx_client = Client("key", "secret") cfgs = [ { "action": "fees" }, { "action": "map", "obj": "currency", "detail": "sym" } ] bfx_client.configs_list(cfgs)
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status(status_type, keys, **kwargs)[source]¶ -
Endpoint used to receive different types of platform information - currently supports derivatives pair status only.
Parameters: - status_type (string) – Path parameter. The status message type. Valid values: deriv
- keys (string) – The key or keys (Separate by commas) of the pairs to fetch status information. To fetch information for all pairs use the key value ‘ALL’, (ex: tBTCF0:USTF0 or tETHF0:USTF0)
- start (string) – Millisecond start time for /hist ( ex : 1568123933000)
- end (string) – Millisecond end time for /hist (ex : 1570578740000)
- sort – set to 1 for oldest > newest records , -1 for reverse
- limit – Limit of retrieved records. (Max: 10000)
Returns: [ [ KEY, MTS, PLACEHOLDER, DERIV_PRICE, SPOT_PRICE, PLACEHOLDER, INSURANCE_FUND_BALANCE, PLACEHOLDER, NEXT_FUNDING_EVT_TIMESTAMP_MS, NEXT_FUNDING_ACCRUED, NEXT_FUNDING_STEP, PLACEHOLDER, CURRENT_FUNDING, PLACEHOLDER, PLACEHOLDER, MARK_PRICE, PLACEHOLDER, PLACEHOLDER, OPEN_INTEREST ] ]
Return type: Examples
bfx_client.status("deriv","ALL") bfx_client.status("deriv","tBTCF0:USTF0") bfx_client.status("deriv", "tBTCF0:USTF0",start="1580020000000",end="1580058375000")
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liquidation_feed(**kwargs)[source]¶ Bitfinex Liquidation Feed reference
Endpoint to retrieve liquidations. By default it will retrieve the most recent liquidations, but time-specific data can be retrieved using timestamps.
Parameters: - start (Optional int) – Millisecond start time
- end (Optional int) – Millisecond end time
- limit (Optional int) – Number of records (Max: 10000)
- sort (Optional int) – if = 1 it sorts results returned with old > new
Returns: [ [ ['pos', POS_ID, MTS, PLACEHOLDER, SYMBOL, AMOUNT, BASE_PRICE, PLACEHOLDER, IS_MATCH, IS_MARKET_SOLD, PLACEHOLDER, PRICE_ACQUIRED], ['pos', ...,] ] ]
Return type: Examples
bfx_client.liquidation_feed(start="1580020000000",end="1580058375000"); bfx_client.liquidation_feed()
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leaderboards(key, timeframe, symbol, section='hist', **kwargs)[source]¶ Bitfinex Liquidation Feed reference
The leaderboards endpoint allows you to retrieve leaderboard standings for unrealized profit (period delta), unrealized profit (inception), volume, and realized profit.
Parameters: - key (str) – Allowed values: “plu_diff” for unrealized profit (period delta); “plu” for unrealized profit (inception); “vol” for volume; “plr” for realized profit
- timeframe (str) – Available values: “3h”, “1w”, “1M” - see bitfinex documentation for available time frames per key
- symbol (str) –
- The symbol you want information about. (e.g. tBTCUSD, tETHUSD, tGLOBAL:USD)
- see bitfinex documentation for available symbols per key
- section (str) – available values : hist
- start (Optional int) – Millisecond start time
- end (Optional int) – Millisecond end time
- limit (Optional int) – Number of records (Max: 10000)
- sort (Optional int) – if = 1 it sorts results returned with old > new
Returns: [[ MTS, PLACEHOLDER, USERNAME, RANKING, PLACEHOLDER, PLACEHOLDER, VALUE, PLACEHOLDER PLACEHOLDER TWITTER_HANDLE ], [ ... ] ]
Return type: Examples
bfx_client.liquidation_feed(start="1580020000000",end="1580058375000"); bfx_client.liquidation_feed()
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market_average_price(**kwargs)[source]¶ Bitfinex market average price reference
Calculate the average execution rate for Trading or Margin funding.
Parameters: Returns: [RATE_AVG, AMOUNT]
Return type: Example
bfx_client.market_average_price(symbol="tBTCUSD", amount="100", period="1m")
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foreign_exchange_rate(**kwargs)[source]¶ Bitfinex foreign exchange rate reference
Parameters: Returns: [ CURRENT_RATE ]
Return type: Example
bfx_client.foreign_exchange_rate(ccy1="IOT", ccy2="USD")
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wallets_balance()[source]¶ Bitfinex wallets balance reference
Get account wallets
Returns: [ [ WALLET_TYPE, CURRENCY, BALANCE, UNSETTLED_INTEREST, BALANCE_AVAILABLE, ... ], ... ]
Return type: list Example
bfx_client.wallets_balance()
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wallets_history(**kwargs)[source]¶ Get account wallet balances for a specific point in time using the “end” param.
Get account wallets historic balance
Returns: [ [ WALLET_TYPE, CURRENCY, BALANCE, UNSETTLED_INTEREST, BALANCE_AVAILABLE, PLACEHOLDER, MTS_UPDATE ], ... ] [["margin","BTC",0.00111839,0,null,null,1521244800000],["margin","USD",0.02024216,0,null,null,1544054400000],["funding","ETH",0.15158373,0,null,null,1527379200000]]
Return type: list Example
bfx_client.wallets_balance()
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active_orders(trade_pair='')[source]¶ Bitfinex active orders reference
Fetch active orders using rest api v2
Parameters: symbol (Optional str) – The symbol you want information about.
Returns: [ [ ID, GID, CID, SYMBOL, MTS_CREATE, MTS_UPDATE, AMOUNT, AMOUNT_ORIG, TYPE, TYPE_PREV, _PLACEHOLDER, _PLACEHOLDER, FLAGS, STATUS, _PLACEHOLDER, _PLACEHOLDER, PRICE, PRICE_AVG, PRICE_TRAILING, PRICE_AUX_LIMIT, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, HIDDEN, PLACED_ID, ... ], ... ]
Return type: list Examples
bfx_client.active_orders("tIOTUSD") bfx_client.active_orders()
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submit_order(order_type, symbol, price, amount, **kwargs)[source]¶ Bitfinex submit order reference
Submit an Order.
Parameters: - order_type (str) – The type of the order: LIMIT, MARKET, STOP, STOP LIMIT, TRAILING STOP, EXCHANGE MARKET, EXCHANGE LIMIT, EXCHANGE STOP, EXCHANGE STOP LIMIT, EXCHANGE TRAILING STOP, FOK, EXCHANGE FOK, IOC, EXCHANGE IOC.
- symbol (str) – Symbol for desired pair (ex : ‘tBTCUSD’)
- price (str) – Price of order
- amount (str) – Amount of order (positive for buy, negative for sell)
- gid (Optional int32) – (optional) Group id for the order
- cid (Optional int32) – Client id, Should be unique in the day (UTC) (not enforced)
- flags (Optional int32) – flags
- lev (int32) – Set the leverage for a derivative order, supported by derivative symbol orders only. The value should be between 1 and 100 inclusive. The field is optional, if omitted the default leverage value of 10 will be used.
- price_trailing (str) – The trailing price for a trailing stop order
- price_aux_limit (str) – Auxiliary Limit price (for STOP LIMIT)
- price_oco_stop (str) – One cancels other stop price
- tif (str) – Time-In-Force: datetime for automatic order cancellation (ie. 2020-01-01 10:45:23) )
- meta (The meta object allows you to pass along an affiliate code inside the object) –
- example: meta: {aff_code: “AFF_CODE_HERE”}
Returns: [ MTS, TYPE, MESSAGE_ID, null, [[ ID, GID, CID, SYMBOL, MTS_CREATE, MTS_UPDATE, AMOUNT, AMOUNT_ORIG, TYPE, TYPE_PREV, MTS_TIF, _PLACEHOLDER, FLAGS, ORDER_STATUS, _PLACEHOLDER, _PLACEHOLDER, PRICE, PRICE_AVG, PRICE_TRAILING, PRICE_AUX_LIMIT, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, HIDDEN, PLACED_ID, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, ROUTING, _PLACEHOLDER, _PLACEHOLDER, META ], ] CODE, STATUS, TEXT ] [1567590617.442,"on-req",null,null,[[30630788061,null,1567590617439,"tBTCUSD", 1567590617439,1567590617439,0.001,0.001,"LIMIT",null,null,null,0,"ACTIVE", null,null,15,0,0,0,null,null,null,0,null,null,null,null,"API>BFX",null,null,null]], null,"SUCCESS","Submitting 1 orders."]
Return type: Examples
Submit order to sell 100 leo at 2$ bfx_client.submit_order("EXCHANGE LIMIT", "tLEOUSD", "2.0", "-100"); Submit order to sell 100 leo at 2$ with client id 1829 and make the order hidden bfx_client.submit_order("EXCHANGE LIMIT", "tLEOUSD", "2.0", "-100", cid=1729, flags=64);
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order_update(order_id, **kwargs)[source]¶ Bitfinex order update reference
Update an existing order, can be used to update margin, exchange, and derivative orders.
Parameters: - order_id (int32) – Order ID (Can be retrieved by calling the Retrieve Orders endpoint)
- cid (Optional int32) – Client id, Should be unique in the day (UTC) (not enforced)
- cid_date – Client Order ID Date format must be YYYY-MM-DD
- gid (Optional int32) – (optional) Group id for the order
- amount (str) – Amount of order (positive for buy, negative for sell)
- price (str) – Price of order
- flags (Optional int32) –
- lev (int32) – Set the leverage for a derivative order, supported by derivative symbol orders only. The value should be between 1 and 100 inclusive. The field is optional, if omitted the default leverage value of 10 will be used.
- delta (string) – Change of amount
- price_aux_limit (str) – Auxiliary Limit price (for STOP LIMIT)
- price_trailing (str) – The trailing price for a trailing stop order
- tif (str) – Time-In-Force: datetime for automatic order cancellation (ie. 2020-01-01 10:45:23) )
Returns: [ MTS, TYPE, MESSAGE_ID, null, [ ID, GID, CID, SYMBOL, MTS_CREATE, MTS_UPDATE, AMOUNT, AMOUNT_ORIG, TYPE, TYPE_PREV, MTS_TIF, _PLACEHOLDER, FLAGS, ORDER_STATUS, _PLACEHOLDER, _PLACEHOLDER, PRICE, PRICE_AVG, PRICE_TRAILING, PRICE_AUX_LIMIT, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, HIDDEN, PLACED_ID, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, ROUTING, _PLACEHOLDER, _PLACEHOLDER, META ], CODE, STATUS, TEXT ] [1568110298859,"ou-req",null,null,[30854813589,null,1568109670135,"tBTCUSD", 1568109673000,1568109866000,0.002,0.002,"LIMIT","LIMIT",null,null,0,"ACTIVE", null,null,20,0,0,0,null,null,null,0,0,null,null,null,"API>BFX",null,null,null], null,"SUCCESS","Submitting update to limit buy order for 0.002 BTC."]
Return type: Examples
[38646826900, None, 1580627473757, 'tLEOUSD', 1580627474000, 1580627474000, -100, -100, 'EXCHANGE LIMIT', None, None, None, 0, 'ACTIVE', None, None, 2, 0, 0, 0, None, None, None, 0, 0, None, None, None, 'BFX', None, None, None], [38648166834, None, 1580629128587, 'tLEOUSD', 1580629129000, 1580629129000, -100, -100, 'EXCHANGE LIMIT', None, None, None, 0, 'ACTIVE', None, None, 2, 0, 0, 0, None, None, None, 0, 0, None, None, None, 'API>BFX', None, None, {'aff_code': 'b2UR2iQr'}] bfx_client.order_update(38646826900, price="2.01") bfx_client.order_update(38646826900, amount="-99") bfx_client.order_update(38646826900, price="2.02", amount="-98", flags=64)
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cancel_order(**kwargs)[source]¶ Bitfinex cancel order reference
Cancel an existing order, can be used to cancel margin, exchange, and derivative orders. You can cancel the order by the Internal Order ID or using a Client Order ID (supplied by you). The Client Order ID is unique per day, so you also have to provide the date of the order as a date string in this format YYYY-MM-DD.
Parameters: - order_id (int32) – Order ID (Can be retrieved by calling the Retrieve Orders endpoint)
- cid (int32) – Client id, Should be unique in the day (UTC) (not enforced)
- cid_date – Client Order ID Date format must be YYYY-MM-DD
Returns: [ MTS, TYPE, MESSAGE_ID, null, [ ID, GID, CID, SYMBOL, MTS_CREATE, MTS_UPDATE, AMOUNT, AMOUNT_ORIG, TYPE, TYPE_PREV, MTS_TIF, _PLACEHOLDER, FLAGS, ORDER_STATUS, _PLACEHOLDER, _PLACEHOLDER, PRICE, PRICE_AVG, PRICE_TRAILING, PRICE_AUX_LIMIT, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, HIDDEN, PLACED_ID, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, ROUTING, _PLACEHOLDER, _PLACEHOLDER, META ] CODE, STATUS, TEXT ] [1568298355648,"oc-req",null,null,[30937950333,null,1568298279766,"tBTCUSD", 1568298281000,1568298281000,0.001,0.001,"LIMIT",null,null,null,0,"ACTIVE", null,null,15,0,0,0,null,null,null,0,0,null,null,null,"API>BFX",null,null, null],null,"SUCCESS","Submitted for cancellation; waiting for confirmation (ID: 30937950333)."]
Return type: Examples
bfx_client.cancel_order(id=38646826900) bfx_client.cancel_order(cid=1729, date="2020-02-04") Canceling by clientid did not work at the time this was written 04/02/2020
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get_order_op(op, **kwargs)[source]¶ utility method to create new order operation
It supports the creation of operations for new order, update order, cancel order, multiple cancel order
Parameters: - op (Enum(Operation)) – Operation must be imported from utils
- kwargs (key value parameters for the operation you want created) –
Returns: [ OPERATION, { ORDER_TYPE, ID, ... } ] ['on', {'order_type': 'EXCHANGE_LIMIT', 'symbol': 'tLEOUSD', 'price': '3', 'amount': '10'}] ['ou', {'id': 124342, 'amount': '10'}] ['oc', {'id': 124342}] ['oc_multi', {'id': [124342, 32432]}]
Return type: Examples
from bitfinex import ClientV2 as Client2 from bitfinex.utils import Operation as Op bfx_client = Client2('', '') bfx_client.get_order_op( Op.NEW, type="EXCHANGE_LIMIT", symbol="tLEOUSD", price="3", amount="10" ) bfx_client.get_order_op( Op.UPDATE, id=124342, amount="10" ) bfx_client.get_order_op( Op.CANCEL, id=124342 ) bfx_client.get_order_op( Op.MULTI_CANCEL, id=[124342, 32432] )
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order_multi_op(order_ops)[source]¶ Bitfinex order multi reference
Send Multiple order-related operations. Please note the sent object has only one property with a value of an array of arrays detailing each order operation.
Parameters: - order_type (str) – The type of the order: LIMIT, MARKET, STOP, STOP LIMIT, TRAILING STOP, EXCHANGE MARKET, EXCHANGE LIMIT, EXCHANGE STOP, EXCHANGE STOP LIMIT, EXCHANGE TRAILING STOP, FOK, EXCHANGE FOK, IOC, EXCHANGE IOC.
- symbol (str) – Symbol for desired pair (ex : ‘tBTCUSD’)
- price (str) – Price of order
- amount (str) – Amount of order (positive for buy, negative for sell)
- gid (Optional int32) – (optional) Group id for the order
- cid (Optional int32) – Client id, Should be unique in the day (UTC) (not enforced)
- flags (Optional int32) –
- lev (int32) – Set the leverage for a derivative order, supported by derivative symbol orders only. The value should be between 1 and 100 inclusive. The field is optional, if omitted the default leverage value of 10 will be used.
- price_trailing (str) – The trailing price for a trailing stop order
- price_aux_limit (str) – Auxiliary Limit price (for STOP LIMIT)
- price_oco_stop (str) – One cancels other stop price
- tif (str) – Time-In-Force: datetime for automatic order cancellation (ie. 2020-01-01 10:45:23) )
- cid_date (str) – Client Order Id Data
- all (int) – Cancel all open orders if value is set to: 1
Returns: list
:: –
- [
MTS, TYPE, MESSAGE_ID, null,
- [
ID, GID, CID, SYMBOL, MTS_CREATE, MTS_UPDATE, AMOUNT, AMOUNT_ORIG, TYPE, TYPE_PREV, MTS_TIF, _PLACEHOLDER, FLAGS, ORDER_STATUS, _PLACEHOLDER, _PLACEHOLDER, PRICE, PRICE_AVG, PRICE_TRAILING, PRICE_AUX_LIMIT, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, HIDDEN, PLACED_ID, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, ROUTING, _PLACEHOLDER, _PLACEHOLDER, META
]
CODE, STATUS, TEXT
]
[1568298355648,”oc-req”,null,null,[30937950333,null,1568298279766,”tBTCUSD”, 1568298281000,1568298281000,0.001,0.001,”LIMIT”,null,null,null,0,”ACTIVE”, null,null,15,0,0,0,null,null,null,0,0,null,null,null,”API>BFX”,null,null,null], null,”SUCCESS”,”Submitted for cancellation; waiting for confirmation (ID: 30937950333).”]
Examples
order_op = bfx_client.get_order_op( Op.MULTI_CANCEL, id=[38646826900, 38648166834] ) ops = [order_op] order_op = bfx_client.get_order_op( Op.NEW, type="EXCHANGE LIMIT", symbol="tLEOUSD", price="3", amount="-10" ) ops.append(order_op) resp = bfx_client.order_multi_op(ops) print(resp)
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cancel_order_multi(**kwargs)[source]¶ Bitfinex cancel order multi reference
Cancel multiple orders simultaneously.
Orders can be canceled based on the Order ID, the combination of Client Order ID and Client Order Date, or the Group Order ID. Alternatively, the body param ‘all’ can be used with a value of 1 to cancel all orders.
Parameters: - id (list) – Order ID (Can be retrieved by calling the Retrieve Orders endpoint)
- cid (int32) – Client id, Should be unique in the day (UTC) (not enforced)
- cid_date (str) – Client Order ID Date format must be YYYY-MM-DD
- gid (int) – Group Order ID
- all (int) – Cancel all open orders if value is set to: 1 (Trading and Derivatives)
Returns: [[ ID, GID, CID, SYMBOL, MTS_CREATE, MTS_UPDATE, AMOUNT, AMOUNT_ORIG, TYPE, TYPE_PREV, MTS_TIF, _PLACEHOLDER, FLAGS, ORDER_STATUS, _PLACEHOLDER, _PLACEHOLDER, PRICE, PRICE_AVG, PRICE_TRAILING, PRICE_AUX_LIMIT, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, HIDDEN, PLACED_ID, _PLACEHOLDER, _PLACEHOLDER, ROUTING, _PLACEHOLDER, _PLACEHOLDER, META ], [ID, ...] ], CODE, STATUS, TEXT ] [1568711312683,"oc_multi-req",null,null,[[31123704044,null,1568711144715,"tBTCUSD", 1568711147000,1568711147000,0.001,0.001,"LIMIT",null,null,null,0,"ACTIVE",null, null,15,0,0,0,null,null,null,0,0,null,null,null,"API>BFX",null,null,null], [31123725368,null,1568711155664,"tBTCUSD",1568711158000,1568711158000,0.001,0.001, "LIMIT",null,null,null,0,"ACTIVE",null,null,15,0,0,0,null,null,null,0,0,null,null, null,"API>BFX",null,null,null]],null,"SUCCESS","Submitting 2 order cancellations."]
Return type: Examples
bfx_client.cancel_order_multi(id=[39259104169, 39271246477]) bfx_client.cancel_order_multi(cid=[[1729, "2020-02-10"], [1729, "2020-02-02"]]) bfx_client.cancel_order_multi(all=1) Canceling using cid did not work at the time this was written 11/02/2020
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orders_history(trade_pair=None, **kwargs)[source]¶ Bitfinex orders history reference
Returns the most recent closed or canceled orders up to circa two weeks ago
Parameters: Returns: [ [ ID, GID, CID, SYMBOL, MTS_CREATE, MTS_UPDATE, AMOUNT, AMOUNT_ORIG, TYPE, TYPE_PREV, MTS_TIF, _PLACEHOLDER, FLAGS, ORDER_STATUS, _PLACEHOLDER, _PLACEHOLDER, PRICE, PRICE_AVG, PRICE_TRAILING, PRICE_AUX_LIMIT, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, HIDDEN, PLACED_ID, _PLACEHOLDER, _PLACEHOLDER, ROUTING, _PLACEHOLDER, _PLACEHOLDER, META ], ... ] [[33961681942,"1227",1337,"tBTCUSD",1573482478000,1573485373000,0.001,0.001, "EXCHANGE LIMIT",null,null,null,"0","CANCELED",null,null,15,0,0,0,null,null,null, 0,0,null,null,null,"API>BFX",null,null,null],[33950998276,null,1573476812756, "tBTCUSD",1573476813000,1573485371000,0.0026,0.0026,"LIMIT",null,null,null,"0", "CANCELED",null,null,8000,0,0,0,null,null,null,0,0,null,null,null,"BFX", null,null,null]]
Return type: Example
bfx_client.orders_history("tIOTUSD") bfx_client.orders_history(id=[29889265065,29865773141])
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order_trades(trade_pair, order_id)[source]¶ Bitfinex order trades reference
Get Trades generated by an Order
Parameters: Returns: [ [ ID, PAIR, MTS_CREATE, ORDER_ID, EXEC_AMOUNT, EXEC_PRICE, _PLACEHOLDER, _PLACEHOLDER, MAKER, FEE, FEE_CURRENCY, ... ], ... ]
Return type: Example
bfx_client.order_trades("tIOTUSD", 14395751815)
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trades_history(trade_pair=None, **kwargs)[source]¶ Bitfinex trades history reference
List of trades
Parameters: - trade_pair (Optional str) –
The symbol you want information about. Omit for all symbols
- start (Optional int) – Millisecond start time
- end (Optional int) – Millisecond end time
- limit (Optional int) – Number of records
- sort (Optional int) – set to 1 to get results in ascending order
Returns: [ [ ID, PAIR, MTS_CREATE, ORDER_ID, EXEC_AMOUNT, EXEC_PRICE, ORDER_TYPE, ORDER_PRICE, MAKER, FEE, FEE_CURRENCY, ... ], ... ]
Return type: Examples
bfx_client.trades_history('tIOTUSD', limit=10) TH = BTFXCLIENT.trades_history("tIOTUSD") for trade in TH: print(trade)
- trade_pair (Optional str) –
-
ledgers(currency='', **kwargs)[source]¶ -
View your past ledger entries.
Parameters: - Currency (str) – Currency (BTC, …)
- start (Optional int) – Millisecond start time
- end (Optional int) – Millisecond end time
- limit (Optional int) – Number of records
Returns: [ [ ID, CURRENCY, MTS, AMOUNT, BALANCE, DESCRIPTION ], ... ]
Return type: Example
bfx_client.ledgers('IOT')
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margin_info(tradepair='base')[source]¶ Bitfinex margin info reference
Get account margin info
Parameters: key (str) – “base” | SYMBOL Returns: # margin base [ "base", [ USER_PL, USER_SWAPS, MARGIN_BALANCE, MARGIN_NET, ... ] ] # margin symbol [ SYMBOL, [ TRADABLE_BALANCE, GROSS_BALANCE, BUY, SELL, ... ] ]
Return type: list Examples
bfx_client.margin_info() bfx_client.margin_info('base') bfx_client.margin_info('tIOTUSD')
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active_positions()[source]¶ -
Get active positions
Returns: [ [ SYMBOL, STATUS, AMOUNT, BASE_PRICE, MARGIN_FUNDING, MARGIN_FUNDING_TYPE, PL, PL_PERC, PRICE_LIQ, LEVERAGE ... ], ... ]
Return type: list Example
bfx_client.active_positions()
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positions_history(**kwargs)[source]¶ Bitfinex positions history reference
Return the positions of a user between two dates
Parameters: - start (Optional int) – Millisecond start time
- end (Optional int) – Millisecond end time
- limit (Optional int) – Number of records
Returns: [ [ SYMBOL, STATUS, AMOUNT, BASE_PRICE, MARGIN_FUNDING, MARGIN_FUNDING_TYPE, PL, PL_PERC, PRICE_LIQ, LEVERAGE, ID, MTS_CREATE, MTS_UPDATE ], ... ]
Return type: Examples
positions = bfx_client.positions_history(limit=10) for position in positions: print(position)
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positions_audit(**kwargs)[source]¶ Bitfinex positions audit reference
Return and audit of the positions of a user that correspond to the ids send
Parameters: - id (Optional list of ints) – List of position IDs to audit
- start (Optional int) – Millisecond start time
- end (Optional int) – Millisecond end time
- limit (Optional int) – Number of records
Returns: [ [ SYMBOL, STATUS, AMOUNT, BASE_PRICE, MARGIN_FUNDING, MARGIN_FUNDING_TYPE, PL, PL_PERC, PRICE_LIQ, LEVERAGE, ID, MTS_CREATE, MTS_UPDATE, TYPE, COLLATERAL, COLLATERAL_MIN, META ], ... ]
Return type: Examples
positions = bfx_client.positions_audit([1, 2, 3]) for position in positions: print(position)
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funding_offers(symbol='')[source]¶ Bitfinex funding offers reference
Get active funding offers.
Parameters: symbol (str) – The symbol you want information about.
Returns: [ [ ID, SYMBOL, MTS_CREATED, MTS_UPDATED, AMOUNT, AMOUNT_ORIG, TYPE, _PLACEHOLDER, _PLACEHOLDER, FLAGS, STATUS, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, RATE, PERIOD, NOTIFY, HIDDEN, _PLACEHOLDER, RENEW, ... ], ... ]
Return type: list Examples
bfx_client.funding_offers() bfx_client.funding_offers("fIOT")
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funding_offers_history(symbol='', **kwargs)[source]¶ Bitfinex funding offers hist reference
Get past inactive funding offers. Limited to last 3 days.
Parameters: Returns: [ [ ID, SYMBOL, MTS_CREATED, MTS_UPDATED, AMOUNT, AMOUNT_ORIG, TYPE, _PLACEHOLDER, _PLACEHOLDER, FLAGS, STATUS, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, RATE, PERIOD, NOTIFY, HIDDEN, _PLACEHOLDER, RENEW, ... ], ... ]
Return type: Examples
bfx_client.funding_offers_history() bfx_client.funding_offers_history('fOMG')
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funding_loans(symbol='')[source]¶ Bitfinex funding loans reference
Funds not used in active positions
Parameters: symbol (str) – The symbol you want information about.
Returns: [ [ ID, SYMBOL, SIDE, MTS_CREATE, MTS_UPDATE, AMOUNT, FLAGS, STATUS, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, RATE, PERIOD, MTS_OPENING, MTS_LAST_PAYOUT, NOTIFY, HIDDEN, _PLACEHOLDER, RENEW, _PLACEHOLDER, NO_CLOSE, ... ], ... ]
Return type: list Example
bfx_client.funding_loans('fOMG')
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funding_loans_history(symbol='', **kwargs)[source]¶ Bitfinex funding loans history reference
Inactive funds not used in positions. Limited to last 3 days.
Parameters: Returns: [ [ ID, SYMBOL, SIDE, MTS_CREATE, MTS_UPDATE, AMOUNT, FLAGS, STATUS, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, RATE, PERIOD, MTS_OPENING, MTS_LAST_PAYOUT, NOTIFY, HIDDEN, _PLACEHOLDER, RENEW, _PLACEHOLDER, NO_CLOSE, ... ], ... ]
Return type: Example
bfx_client.funding_loans_history('fOMG')
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funding_credits(symbol='')[source]¶ Bitfinex funding credits reference
Funds used in active positions
Parameters: symbol (str) – The symbol you want information about.
Returns: [ [ ID, SYMBOL, SIDE, MTS_CREATE, MTS_UPDATE, AMOUNT, FLAGS, STATUS, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, RATE, PERIOD, MTS_OPENING, MTS_LAST_PAYOUT, NOTIFY, HIDDEN, _PLACEHOLDER, RENEW, _PLACEHOLDER, NO_CLOSE, ... ], ... ]
Return type: list Example
bfx_client.funding_credits('fUSD')
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funding_credits_history(symbol='', **kwargs)[source]¶ Bitfinex funding credits history reference
Inactive funds used in positions. Limited to last 3 days.
Parameters: Returns: [ [ ID, SYMBOL, SYMBOL, MTS_CREATE, MTS_UPDATE, AMOUNT, FLAGS, STATUS, _PLACEHOLDER, _PLACEHOLDER, _PLACEHOLDER, RATE, PERIOD, MTS_OPENING, MTS_LAST_PAYOUT, NOTIFY, HIDDEN, _PLACEHOLDER, RENEW, _PLACEHOLDER, NO_CLOSE, POSITION_PAIR, ... ], ... ]
Return type: Example
bfx_client.funding_credits_history('fUSD')
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funding_trades(symbol='', **kwargs)[source]¶ Bitfinex funding trades hitory reference
Get funding trades
Parameters: Returns: [ [ ID, CURRENCY, MTS_CREATE, OFFER_ID, AMOUNT, RATE, PERIOD, MAKER, ... ], ... ]
Return type: Example
bfx_client.funding_trades('fUSD')
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funding_info(tradepair)[source]¶ Bitfinex funding info reference
Get account funding info
Parameters: symbol (str) – The symbol you want information about.
Returns: [ "sym", SYMBOL, [ YIELD_LOAN, YIELD_LEND, DURATION_LOAN, DURATION_LEND, ... ], ... ]
Return type: list Example
bfx_client.funding_info('fIOT')
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transfer_between_wallets(from_wallet, to_wallet, **kwargs)[source]¶ -
Post transfer between wallets
Parameters: - from_wallet (str) – Select the wallet from which to transfer (exchange, margin, funding (can also use the old labels which are exchange, trading and deposit respectively))
- to_wallet (str) – Select the wallet from which to transfer (exchange, margin, funding (can also use the old labels which are exchange, trading and deposit respectively))
- currency (str) –
- the currency that you would like to transfer (USD, UST, BTC, ...) (Select) –
- currency_to (str) – (optional) Select the currency that you would like to exchange to (USTF0 === USDT for derivatives pairs)
- amount (str) – Select the amount to transfer
- email_dst (str) – (optional) Allows transfer of funds to a sub- or master-account identified by the associated email address
Returns: list –
- ::
- [
MTS, TYPE, MESSAGE_ID, null, [
MTS_UPDATE, WALLET_FROM, WALLET_TO, _PLACEHOLDER, CURRENCY, CURRENCY_TO, _PLACEHOLDER, AMOUNT
] CODE, STATUS, TEXT
]
//Transfer
[1568736745789,”acc_tf”,null,null,[1568736745790,”margin”,”exchange”,null,”USD”,null,null,50],null, – “SUCCESS”,”50.0 US Dollar transferred from Margin to Exchange”]
//Transfer and conversion to USDT0
[1574173088379,”acc_tf”,null,null,[1574173088379,”exchange”,”margin”,null,”UST”,”USTF0”,null,200],null,
”SUCCESS”,”200.0 Tether USDt transfered from Exchange to Margin”]
Example
- ::
- bfx_client.transfer_between_wallets(from_wallet=’margin’,
- to_wallet=’exchange’, currency=’USTF0’, currency_to=’UST’ amount=’1.31’)
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movements(currency='', **kwargs)[source]¶ -
View your past deposits/withdrawals.
Parameters: - currency (str) – Currency (BTC, …)
- start (Optional int) – Millisecond start time
- end (Optional int) – Millisecond end time
- limit (Optional int) – Number of records, default & max: 25
Returns: [ [ ID, CURRENCY, CURRENCY_NAME, null, null, MTS_STARTED, MTS_UPDATED, null, null, STATUS, null, null, AMOUNT, FEES, null, null, DESTINATION_ADDRESS, null, null, null, TRANSACTION_ID, null ], ... ]
Return type: Example
bfx_client.movements() bfx_client.movements("BTC")
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alert_list()[source]¶ Bitfinex list alerts reference
List of active alerts
Returns: [ [ 'price:tBTCUSD:560.92', 'price', 'tBTCUSD', 560.92, 91 ], ... ]
Return type: list Example
bfx_client.alert_list()
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alert_set(alert_type, symbol, price)[source]¶ Bitfinex auth alert set reference
Sets up a price alert at the given value
Parameters: Returns: [ 'price:tBTCUSD:600', 'price', 'tBTCUSD', 600, 100 ]
Return type: Example
bfx_client.alert_set('price', 'tIOTUSD', 3)
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alert_delete(symbol, price)[source]¶ Bitfinex auth alert delete reference
Bitfinex always returns [True] no matter if the request deleted an alert or not
Parameters: Returns: [ True ]
Return type: Example
bfx_client.alert_delete('tIOTUSD', 1)
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calc_available_balance(symbol, direction, rate, order_type)[source]¶ Bitfinex calc balance available reference
Calculate available balance for order/offer example : calc_available_balance(“tIOTUSD”,”1”,”1.13”,”EXCHANGE”)
Parameters: Returns: [AMOUNT_AVAIL]
Return type: Example
bfx_client.calc_available_balance('tIOTUSD', 1, 0.02, 'EXCHANGE')
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user_settings_write(pkey)[source]¶ Bitfinex user settings write reference
Write user settings
Warning
Not Implemented
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user_settings_read(pkey)[source]¶ Bitfinex user settings read reference
Read user settings
Parameters: pkey (str) – Requested Key Returns: [ [ KEY VALUE ], ... ]
Return type: list Example
none available
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user_settings_delete(pkey)[source]¶ Bitfinex user settings delete reference
Delete user settings
Warning
Not Implemented
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V1 REST¶
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class
Client(key=None, secret=None, nonce_multiplier=1.0)[source]¶ Client for the bitfinex.com API.
Link for official bitfinex documentation :
Parameters: Examples
bfx_client = Client(key,secret) bfx_client = Client(key,secret,2.0)
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place_order(amount, price, side, ord_type, symbol='btcusd', exchange='bitfinex')[source]¶ -
Submit a new Order
Parameters: - amount (float) – Order size: how much you want to buy or sell
- price (float) – Price to buy or sell at. Must be positive. Use random number for market orders.
- side (string) – Either “buy” or “sell”.
- ord_type (string) – Either “market” / “limit” / “stop” / “trailing-stop” / “fill-or-kill” / “exchange market” / “exchange limit” / “exchange stop” / “exchange trailing-stop” / “exchange fill-or-kill”. (type starting by “exchange ” are exchange orders, others are margin trading orders)
- symbol (str) – The symbol you want information about.
- exchange (str) – ‘bitfinex’
Returns: # response { "id":448364249, "symbol":"btcusd", "exchange":"bitfinex", "price":"0.01", "avg_execution_price":"0.0", "side":"buy", "type":"exchange limit", "timestamp":"1444272165.252370982", "is_live":true, "is_cancelled":false, "is_hidden":false, "was_forced":false, "original_amount":"0.01", "remaining_amount":"0.01", "executed_amount":"0.0", "order_id":448364249 }
Return type: Examples
bfx_client.place_order(0.01, 0.01, "buy", "exchange limit", "btcusd")
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place_multiple_orders(orders)[source]¶ Parameters: orders (list) – Each item in the list is a dict that must have the following items : symbol, amount, price, side, type, exchange Returns: // response { "order_ids":[ { "id":448383727, "symbol":"btcusd", "exchange":"bitfinex", "price":"0.01", "avg_execution_price":"0.0", "side":"buy", "type":"exchange limit", "timestamp":"1444274013.621701916", "is_live":true, "is_cancelled":false, "is_hidden":false, "was_forced":false, "original_amount":"0.01", "remaining_amount":"0.01", "executed_amount":"0.0" },{ "id":448383729, "symbol":"btcusd", "exchange":"bitfinex", "price":"0.03", "avg_execution_price":"0.0", "side":"buy", "type":"exchange limit", "timestamp":"1444274013.661297306", "is_live":true, "is_cancelled":false, "is_hidden":false, "was_forced":false, "original_amount":"0.02", "remaining_amount":"0.02", "executed_amount":"0.0" }], "status":"success" }
Return type: dict Examples
# Make a list with 3 orders to buy 100 iota at 3 dollars,100 iota at 4 dollars and # 100 iota at 5 dollars # The list is sent to the method place_multiple_orders orders = [] for price in range(3, 6): print(price) payload = { "symbol": 'IOTUSD', "amount": '100', "price": str(price), "exchange": 'bitfinex', "side": 'buy', "type": 'limit' } orders.append(payload) response = bfx_client.place_multiple_orders(orders) print(response)
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delete_order(order_id)[source]¶ Bitfinex cancel order reference
Cancel an order.
Parameters: order_id (int) – The order ID given by new_order function Returns: { "id":446915287, "symbol":"btcusd", "exchange":null, "price":"239.0", "avg_execution_price":"0.0", "side":"sell", "type":"trailing stop", "timestamp":"1444141982.0", "is_live":true, "is_cancelled":false, "is_hidden":false, "was_forced":false, "original_amount":"1.0", "remaining_amount":"1.0", "executed_amount":"0.0" }
Return type: dict Example
bfx_client.delete_order(448411153)
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delete_all_orders()[source]¶ Bitfinex cancel all orders reference
Cancel all orders at once.
Returns: {"result":"Orders cancelled"}
Return type: dict Example
bfx_client.delete_all_orders()
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status_order(order_id)[source]¶ Bitfinex status order reference
Get the status of an order. Is it active? Was it cancelled? To what extent has it been executed? etc.
Parameters: order_id (int) – The order ID given by new_order function Returns: { "id":448411153, "symbol":"btcusd", "exchange":null, "price":"0.01", "avg_execution_price":"0.0", "side":"buy", "type":"exchange limit", "timestamp":"1444276570.0", "is_live":false, "is_cancelled":true, "is_hidden":false, "oco_order":null, "was_forced":false, "original_amount":"0.01", "remaining_amount":"0.01", "executed_amount":"0.0" }
Return type: dict Example
bfx_client.status_order(448411153)
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active_orders()[source]¶ Bitfinex active orders reference
View your active orders.
Returns: [{ "id":448411365, "symbol":"btcusd", "exchange":"bitfinex", "price":"0.02", "avg_execution_price":"0.0", "side":"buy", "type":"exchange limit", "timestamp":"1444276597.0", "is_live":true, "is_cancelled":false, "is_hidden":false, "was_forced":false, "original_amount":"0.02", "remaining_amount":"0.02", "executed_amount":"0.0" }]
Return type: list Example
bfx_client.active_orders(448411153)
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active_positions()[source]¶ Bitfinex active positions reference
View your active positions.
Returns: [{ "id":943715, "symbol":"btcusd", "status":"ACTIVE", "base":"246.94", "amount":"1.0", "timestamp":"1444141857.0", "swap":"0.0", "pl":"-2.22042" }]
Return type: list Example
bfx_client.active_positions(448411153)
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claim_position(position_id)[source]¶ Bitfinex claim position reference
A position can be claimed if: It is a long position: The amount in the last unit of the position pair that you have in your trading wallet AND/OR the realized profit of the position is greater or equal to the purchase amount of the position (base price * position amount) and the funds which need to be returned. For example, for a long BTCUSD position, you can claim the position if the amount of USD you have in the trading wallet is greater than the base price * the position amount and the funds used. It is a short position: The amount in the first unit of the position pair that you have in your trading wallet is greater or equal to the amount of the position and the margin funding used.
Parameters: position_id (int) – The position ID Returns: { "id":943715, "symbol":"btcusd", "status":"ACTIVE", "base":"246.94", "amount":"1.0", "timestamp":"1444141857.0", "swap":"0.0", "pl":"-2.2304" }
Return type: dict Example
bfx_client.claim_position(18411153)
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close_position(position_id)[source]¶ Bitfinex close position reference
Closes the selected position with a market order.
Parameters: position_id (int) – The position ID Returns: { "message": "", "order": {}, "position": {} }
Return type: dict Example
bfx_client.close_position(18411153)
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past_trades(timestamp='0.0', symbol='btcusd')[source]¶ Bitfinex past trades reference
View your past trades.
Parameters: Returns: [{ "price":"246.94", "amount":"1.0", "timestamp":"1444141857.0", "exchange":"", "type":"Buy", "fee_currency":"USD", "fee_amount":"-0.49388", "tid":11970839, "order_id":446913929 }]
Return type: Example
bfx_client.past_trades('0.0','btcusd') bfx_client.past_trades()
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place_offer(currency, amount, rate, period, direction)[source]¶ Bitfinex place offer reference
Submit a new Offer
Parameters: - currency (string) – The name of the currency.
- amount (float) – Order size: how much to lend or borrow.
- rate (float) – Rate to lend or borrow at. In percentage per 365 days. (Set to 0 for FRR).
- period (int) – Number of days of the funding contract (in days)
- direction (string) – Either “lend” or “loan”.
Returns: { "id":13800585, "currency":"USD", "rate":"20.0", "period":2, "direction":"lend", "timestamp":"1444279698.21175971", "is_live":true, "is_cancelled":false, "original_amount":"50.0", "remaining_amount":"50.0", "executed_amount":"0.0", "offer_id":13800585 }
Return type: Example
bfx_client.place_offer("USD",50.0,20.0,2,"lend")
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cancel_offer(offer_id)[source]¶ Bitfinex cancel offer reference
Cancel an offer.
Parameters: offer_id (int) – The offer ID given by new_offer function Returns: { "id":13800585, "currency":"USD", "rate":"20.0", "period":2, "direction":"lend", "timestamp":"1444279698.0", "is_live":true, "is_cancelled":false, "original_amount":"50.0", "remaining_amount":"50.0", "executed_amount":"0.0" }
Return type: dict Example
bfx_client.cancel_offer(1231153)
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status_offer(offer_id)[source]¶ Bitfinex status offer reference
Get the status of an offer. Is it active? Was it cancelled? To what extent has it been executed? etc.
Parameters: offer_id (int) – The offer ID given by new_offer function Returns: { "id":13800585, "currency":"USD", "rate":"20.0", "period":2, "direction":"lend", "timestamp":"1444279698.0", "is_live":false, "is_cancelled":true, "original_amount":"50.0", "remaining_amount":"50.0", "executed_amount":"0.0" }
Return type: dict Example
bfx_client.status_offer(354352)
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offers_history()[source]¶ Bitfinex offers history reference
View your latest inactive offers. Limited to last 3 days and 1 request per minute.
Returns: [{ "id":13800719, "currency":"USD", "rate":"31.39", "period":2, "direction":"lend", "timestamp":"1444280237.0", "is_live":false, "is_cancelled":true, "original_amount":"50.0", "remaining_amount":"50.0", "executed_amount":"0.0" }]
Return type: list Example
bfx_client.offers_history()
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active_offers()[source]¶ Bitfinex active offers reference
View your active offers.
Returns: [{ "id":13800719, "currency":"USD", "rate":"31.39", "period":2, "direction":"lend", "timestamp":"1444280237.0", "is_live":true, "is_cancelled":false, "original_amount":"50.0", "remaining_amount":"50.0", "executed_amount":"0.0" }]
Return type: list Example
bfx_client.active_offers()
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balances()[source]¶ -
See your balances
Returns: [ {"type":"deposit", "currency":"btc", "amount":"0.0", "available":"0.0"}, {"type":"deposit", "currency":"usd", "amount":"1.0", "available":"1.0"}, {"type":"exchange", "currency":"btc", "amount":"1", "available":"1"}, {"type":"exchange", "currency":"usd", "amount":"1", "available":"1"}, {"type":"trading", "currency":"btc", "amount":"1", "available":"1"}, {"type":"trading", "currency":"usd", "amount":"1", "available":"1"}, ... ]
Return type: list Example
bfx_client.balances()
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history(currency, since=0, until=9999999999, limit=500, wallet='exchange')[source]¶ Bitfinex balance history reference
View all of your balance ledger entries.
Parameters: - currency (str) – The currency to look for.
- since (Optional str) – Return only the history after this timestamp. (Max 3 months before until)
- until (Optional str) – Return only the history before this timestamp. (Default now)
- limit (Optional int) – Limit the number of entries to return.
- wallet (Optional str) – Return only entries that took place in this wallet. Accepted inputs are: “trading”, “exchange”, “deposit”.
Returns: [{ "currency":"USD", "amount":"-246.94", "balance":"515.4476526", "description":"Position claimed @ 245.2 on wallet trading", "timestamp":"1444277602.0" }]
Return type: Example
bfx_client.history('USD')
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movements(currency, start=0, end=9999999999, limit=10000, method='bitcoin')[source]¶ Bitfinex Deposit-Withdrawal History reference
View your past deposits/withdrawals.
Parameters: - currency (str) – The currency to look for.
- start (Optional str) – Return only the history after this timestamp. (Max 3 months before until)
- end (Optional str) – Return only the history before this timestamp. (Default now)
- limit (Optional int) – Limit the number of entries to return.
- method (str) – The method of the deposit/withdrawal (can be “bitcoin”, “litecoin”, “iota”, “wire”).
Returns: [{ "id":581183, "txid": 123456, "currency":"BTC", "method":"BITCOIN", "type":"WITHDRAWAL", "amount":".01", "description":"3QXYWgRGX2BPYBpUDBssGbeWEa5zq6snBZ, offchain transfer ", "address":"3QXYWgRGX2BPYBpUDBssGbeWEa5zq6snBZ", "status":"COMPLETED", "timestamp":"1443833327.0", "timestamp_created": "1443833327.1", "fee": 0.1 }]
Return type: Example
bfx_client.movements('USD')
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symbols()[source]¶ -
A list of symbol names.
Returns: [ "btcusd", "ltcusd", "ltcbtc", ... ]
Return type: list Example
bfx_client.symbols()
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symbols_details()[source]¶ Bitfinex symbols details reference
Get a list of valid symbol IDs and the pair details.
Returns: [{ "pair":"btcusd", "price_precision":5, "initial_margin":"30.0", "minimum_margin":"15.0", "maximum_order_size":"2000.0", "minimum_order_size":"0.01", "expiration":"NA" },{ "pair":"ltcusd", "price_precision":5, "initial_margin":"30.0", "minimum_margin":"15.0", "maximum_order_size":"5000.0", "minimum_order_size":"0.1", "expiration":"NA" },{ "pair":"ltcbtc", "price_precision":5, "initial_margin":"30.0", "minimum_margin":"15.0", "maximum_order_size":"5000.0", "minimum_order_size":"0.1", "expiration":"NA" }, ... ]
Return type: list Example
bfx_client.symbols_details()
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ticker(symbol)[source]¶ -
The ticker is a high level overview of the state of the market. It shows you the current best bid and ask, as well as the last trade price. It also includes information such as daily volume and how much the price has moved over the last day.
Parameters: symbol (str) – The symbol you want information about.
Returns: { "mid":"244.755", "bid":"244.75", "ask":"244.76", "last_price":"244.82", "low":"244.2", "high":"248.19", "volume":"7842.11542563", "timestamp":"1444253422.348340958" }
Return type: dict Example
bfx_client.ticker("BTCUSD")
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today(symbol)[source]¶ Get today stats
Parameters: symbol (str) – The symbol you want information about.
Returns: {"low":"550.09","high":"572.2398","volume":"7305.33119836"}
Return type: dict Example
bfx_client.today("BTCUSD")
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stats(symbol)[source]¶ -
Various statistics about the requested pair.
Parameters: symbol (str) – The symbol you want information about.
Returns: [{ "period":1, "volume":"7967.96766158" },{ "period":7, "volume":"55938.67260266" },{ "period":30, "volume":"275148.09653645" }]
Return type: dict Example
bfx_client.stats("BTCUSD")
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lendbook(currency, parameters=None)[source]¶ Bitfinex Fundingbook reference
Get the full margin funding book
Parameters: currency (str) – Currency Returns: { "bids":[{ 'rate': '7.0482', 'amount': '244575.00836875', 'period': 30, 'timestamp': '1539157649.0', 'frr': False }] "asks":[{ 'rate': '5.6831', 'amount': '63.5744', 'period': 2, 'timestamp': '1539165059.0', 'frr': False }] }
Return type: dict Example
bfx_client.lendbook("USD")
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order_book(symbol, parameters=None)[source]¶ -
Get the full order book.
Parameters: currency (str) – Currency Returns: { "bids":[{ "price":"574.61", "amount":"0.1439327", "timestamp":"1472506127.0" }], "asks":[{ "price":"574.62", "amount":"19.1334", "timestamp":"1472506126.0" }] }
Return type: dict Example
bfx_client.order_book("BTCUSD")
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key_permissions()[source]¶ -
Check the permissions of the key being used to generate this request.
Returns: { 'account': {'read': True, 'write': False}, 'history': {'read': True, 'write': False}, 'orders': {'read': True, 'write': False}, 'positions': {'read': True, 'write': False}, 'funding': {'read': True, 'write': False}, 'wallets': {'read': True, 'write': False}, 'withdraw': {'read': False, 'write': False} }
Return type: dict Example
bfx_client.order_book("BTCUSD")
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Utilities¶
Module for rest and websocket utilities
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create_cid()[source]¶ Create a new Client order id. Based on timestamp multiplied to 10k to make it improbable that two actions are assigned the same cid.
Returns: A integer number equal to the current timestamp * 10 thousend. Return type: int
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cid_to_date(cid)[source]¶ Converts a cid to date string YYYY-MM-DD
Parameters: cid (int) – A cid as it is generated by the function utils.create_cid()Returns: A string formated date (e.g. YYYY-MM-DD, 2018-10-01) Return type: str
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get_nonce(multiplier)[source]¶ Returns a nonce used in authentication. Nonce must be an increasing number. If other frameworks have used higher numbers you might need to increase the nonce_multiplier.
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TRADE_SYMBOL_MISSING= re.compile('^[a-zA-Z]{6}$')¶ Regular expression used to match trade symbols without a leading t (e.g. BTCUSD)
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FUNDING_SYMBOL_MISSING= re.compile('^[a-zA-Z]{3}$')¶ Regular expression used to match financing symbols without a leading f (e.g. BTC)