Bitfinex

Bitfinex (Spot): Bitfinex spot trading through the Bitfinex v2 API (https://api.bitfinex.com), accessed with an API Key and Secret Key. Orders and balances use Bitfinex's exchange wallet, not the margin wallet; Bitfinex perpetual contracts are a separate exchange object, Futures_Bitfinex.

Futures_Bitfinex (Futures): Bitfinex derivatives: USDT-settled perpetual contracts through the Bitfinex v2 API (https://api.bitfinex.com), accessed with an API Key and Secret Key. Margin sits on the F0-suffixed currencies of the Bitfinex margin wallet, in cross margin with one-way positions; Bitfinex spot is a separate exchange object, Bitfinex.

Names and Configuration

Trading Pairs and Contract Codes

Bitfinex (Spot)

Pair examples: BTC_USD, BTC_USDT, AAVE_USD

Trading pairs are written BASE_QUOTE, matching Bitfinex's tBTCUSD and tAAVE:USD. Bitfinex writes USDT as UST; use USDT in trading pairs, and returned symbols always use USDT.

Futures_Bitfinex (Futures)

Pair examples: BTC_USDT, ETH_USDT

Trading pairs look like BTC_USDT, matching Bitfinex's tBTCF0:USTF0.

Bitfinex has perpetual contracts only; other contract codes are rejected.

Exchange-specific IO Commands

Bitfinex (Spot)

For the common commands api, base and currency see exchange.IO.

Futures_Bitfinex (Futures)

For the common commands api, base and currency see exchange.IO.

Common Usage

Send market data requests to the public API domain while trading requests stay (Futures_Bitfinex only)

            javascript
            
            
function main() {
    // Returns the previous market data address (the trading address when not set)
    var old = exchange.IO("mbase", "https://api-pub.bitfinex.com")
    Log("Previous:", old, "Market:", exchange.IO("mbase"), "Trading:", exchange.IO("base"))
    Log(exchange.GetTicker("BTC_USDT.swap"))   // sent to api-pub.bitfinex.com
}

Function Support

No unsupported standard functions.

Served through a fallback:

• exchange.GetRecords: Native periods are 1m, 5m, 15m, 30m, 1h, 3h, 6h, 12h, 1d, 1w, 14d, 1M; other periods are synthesized by the docker.

Margin, Account and Simulation

Futures_Bitfinex (Futures)

Margin mode: Cross margin only; the margin mode in exchange.GetPositions() is always cross; exchange.IO("cross", ...) fails.

Position mode: One-way positions: each contract has a single net position, with Bitfinex expressing long and short by the sign of the amount; exchange.IO("dual", ...) fails.

Account: Futures margin sits on the F0-suffixed currencies (such as USTF0) of the Bitfinex margin wallet; exchange.GetAccount returns the currencies without the suffix (USTF0 shows as USDT). Bitfinex has no set-leverage endpoint: exchange.SetMarginLevel() only records the leverage per contract locally and sends it with each regular and conditional order (10x when not set).

Notes

All exchange objects

• Conditional orders support take-profit and stop-loss only, not OCO.
• An order clientId must be a positive integer (Bitfinex's cid); other values report an error. Limit orders support tif IOC, FOK and maker-only (postOnly); market orders do not support FOK or maker-only, and conditional orders do not support IOC or FOK; passing them reports an error.
• exchange.ModifyOrder() and exchange.ModifyConditionOrder() are supported (Bitfinex amends the order in place). Bitfinex amounts carry the direction as a sign, so changing the amount requires the order side.
• exchange.IO("api", ...) signs by default and sends the parameters of a signed request as a JSON body; paths starting with /v1/ are signed the Bitfinex v1 way.

Bitfinex (Spot)

• The amount of a spot market buy order is in the base currency, not a quote-currency amount.
• Bitfinex prices have 5 significant digits and no fixed tick size; the TickSize and PricePrecision returned by exchange.GetMarkets are derived from the current last price and change when the price moves to another order of magnitude; amount precision is fixed at 8 decimals.

Futures_Bitfinex (Futures)

• Order amounts are in coins, not numbers of contracts.
• Bitfinex prices have 5 significant digits; the TickSize and PricePrecision returned by exchange.GetMarkets are derived from the current last price.
• The rate from exchange.GetFundings() is the current rate from Bitfinex's derivatives status, settled every 8 hours; without arguments it returns every perpetual of the current quote currency.