A Node.JS reference implementation of the Bitfinex API
- Official implementation
- REST v2 API
- WebSockets v2 API
- WebSockets v1 API
npm i --save bitfinex-api-nodeconst { WSv2 } = require('bitfinex-api-node')
const ws = new WSv2({ transform: true })
// do something with ws clientRefer 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
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()Old:
new BFX(API_KEY, API_SECRET, { version: 2 })since 2.0.0:
new BFX({ apiKey: '', apiSecret: '' })To make dealing with snapshots better predictable, snapshots are emitted as an array.
Lists of raw orderbooks (R0) are ordered in the same order as P0, P1,
P2, P3
npm testThe 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.
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.
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.
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.
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.
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).
- 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
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