Candles

//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