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Bitfinex Trading Library for GoLang - Bitcoin, Ethereum, Ripple and more

A Golang reference implementation of the Bitfinex API for both REST and websocket interaction.

Features

Official implementation
REST V1/V2 and Websocket
Connection multiplexing
Types for all data schemas

Installation

go get github.com/bitfinexcom/bitfinex-api-go

Optional - run the 'trade-feed' example to begin receiving realtime trade updates via the websocket

cd $GOPATH/src/github.com/bitfinexcom/bitfinex-api-go
go run examples/v2/trade-feed/main.go

Quickstart

package main

import (
    "fmt"
    "github.com/bitfinexcom/bitfinex-api-go/v2"
)

func main() {
    client := bitfinex.NewClient().Credentials("API_KEY", "API_SEC")
	
    // create order
    response, err := c.Orders.SubmitOrder(&order.NewRequest{
        Symbol: "tBTCUSD",
        CID:    time.Now().Unix() / 1000,
        Amount: 0.02,
        Type: 	"EXCHANGE LIMIT",
        Price:  5000,
    })
    if err != nil {
        panic(err)
    }
}

Docs

V1 - Documentation (depreciated)
V2 Rest - Documentation
V2 Websocket - Documentation

Examples

Authentication

func main() {
    client := bitfinex.NewClient().Credentials("API_KEY", "API_SEC")
}

Subscribe to Trades

// using github.com/bitfinexcom/bitfinex-api-go/v2/websocket as client
_, err := client.SubscribeTrades(context.Background(), "tBTCUSD")
if err != nil {
    log.Printf("Could not subscribe to trades: %s", err.Error())
}

Get candles via REST

// using github.com/bitfinexcom/bitfinex-api-go/v2/rest as client
os, err := client.Orders.AllHistory()
if err != nil {
    log.Fatalf("getting orders: %s", err)
}

See the examples directory for more, like:

FAQ

Is there any rate limiting?

For a Websocket connection there is no limit to the number of requests sent down the connection (unlimited order operations) however an account can only create 15 new connections every 5 mins and each connection is only able to subscribe to 30 inbound data channels. Fortunately this library handles all of the load balancing/multiplexing for channels and will automatically create/destroy new connections when needed, however the user may still encounter the max connections rate limiting error.

For rest 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 on the Bitfinex platform (currently ~101) and USER_VOL_LAST_30d is in USD.

Will I always receive an `on` packet?

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.

My websocket won't connect!

Did you call client.Connect()? :)

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.

How do `te` and `tu` messages differ?

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.

What are the sequence numbers for?

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.

What is the difference 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 (https://github.com/bitfinexcom/bitfinex-api-go/fork)
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

bitfinexcom / bitfinex-api-go Goto Github PK

bitfinex-api-go's Introduction

Bitfinex Trading Library for GoLang - Bitcoin, Ethereum, Ripple and more

Features

Installation

Quickstart

Docs

Examples

Authentication

Subscribe to Trades

Get candles via REST

FAQ

Is there any rate limiting?

Will I always receive an on packet?

My websocket won't connect!

nonce too small

How do te and tu messages differ?

What are the sequence numbers for?

What is the difference between R* and P* order books?

Contributing

bitfinex-api-go's People

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Will I always receive an `on` packet?

How do `te` and `tu` messages differ?