The Candles endpoint provides OCHL (Open, Close, High, Low) and volume data for the specified trading pair.
//Trading Candles
const ws = require('ws')
const w = new ws('wss://api-pub.bitfinex.com/ws/2')
w.on('message', (msg) => console.log(msg))
let msg = JSON.stringify({
event: 'subscribe',
channel: 'candles',
key: 'trade:1m:tBTCUSD' //'trade:TIMEFRAME:SYMBOL'
})
w.on('open', () => w.send(msg))
//Funding Candles
const ws = require('ws')
const w = new ws('wss://api-pub.bitfinex.com/ws/2')
w.on('message', (msg) => console.log(msg))
let msg = JSON.stringify({
event: 'subscribe',
channel: 'candles',
key: 'trade:1m:fUSD:a30:p2:p30' //'trade:TIMEFRAME:SYMBOL:aAGGR:pPER_START:pEND'
})
w.on('open', () => w.send(msg))
wscat -c wss://api-pub.bitfinex.com/ws/2
{ "event": "subscribe", "channel": "candles", "key": "trade:1m:tBTCUSD" }
ws = websocket.WebSocketApp('wss://api-pub.bitfinex.com/ws/2')
ws.on_open = lambda self: self.send('{ "event": "subscribe", "channel": "candles", "key": "trade:1m:tBTCUSD" }')
ws.on_message = lambda self, evt: print (evt)
// request
{
event: "subscribe",
channel: "candles",
key: "trade:1m:tBTCUSD"
}
// response
{
event: "subscribed",
channel: "candles",
chanId": CHANNEL_ID,
key: "trade:1m:tBTCUSD"
}
{"event":"subscribed","channel":"candles","chanId":343351,"key":"trade:1m:tBTCUSD"}
[
CHANNEL_ID,
[
[
MTS,
OPEN,
CLOSE,
HIGH,
LOW,
VOLUME
],
...
]
]
[343351,[[1574698260000,7379.785503,7383.8,7388.3,7379.785503,1.68829482]]]
[
CHANNEL_ID,
[
MTS,
OPEN,
CLOSE,
HIGH,
LOW,
VOLUME
]
]
[343351,[1574698200000,7399.9,7379.7,7399.9,7371.8,41.63633658]]
Request Fields
Fields | Type | Description |
---|---|---|
KEY | string | Specify the time frame and symbol ('trade:TIMEFRAME:SYMBOL'). |
KEY (funding) | string | Specify the time frame and symbol along with the pPeriod or an aAGGR aggregated period using a Pper_start and Pper_end parameter. |
Funding Candles
Be sure to specify a period or aggregated period when retrieving funding candles. If you wish to mimic the candles found in the UI, use the following setup to aggregate all funding candles: a30:p2:30
Stream Fields
Fields | Type | Description |
---|---|---|
CHANNEL_ID | int | Identification number assigned to the channel for the duration of this connection. |
MTS | int | millisecond time stamp |
OPEN | float | First execution during the time frame |
CLOSE | float | Last execution during the time frame |
HIGH | float | Highest execution during the time frame |
LOW | float | Lowest execution during the timeframe |
VOLUME | float | Quantity of symbol traded within the timeframe |
Time frames
- 1m: one minute
- 5m : five minutes
- 15m : 15 minutes
- 30m : 30 minutes
- 1h : one hour
- 3h : 3 hours
- 6h : 6 hours
- 12h : 12 hours
- 1D : one day
- 1W : one week
- 14D : two weeks
- 1M : one month