Bitfinex API Improvements - Bitfinex Blog
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25 Aug API Improvements

Posted at 11:05h in API, Change Log by

Dear Bitfinex User,

Bitfinex is growing faster than ever, and we are pleased that our platform, trading engine and APIs have remained reliable and performant during these exciting times.

In order to continue to be able to accommodate current demand and future scaling however, the Bitfinex REST and WebSocket APIs will be upgraded on Thursday, August 31st.

In order to continue to be able to handle spikes in platform load, we need to make adjustments to how we return historical snapshot messages when authenticating to the WebSocket APIs. Currently `hos`, `hts`, `hfts`, `hfos`, `hfls`, `hfcs` snapshots are returned in the WebSocket feed after authenticating. These snapshots will no longer be returned via the WebSocket feed (both V1 and V2) after August 31 and equivalent REST endpoints are available as replacement. As a result, all update messages will remain unchanged.

If your API application relies on these historical snapshots, these changes may affect your application. As a result, please take the time to review the following and make sure to properly update your code if needed.

The changes, expanded upon below, will work to ensure optimal API performance, therefore minimising latency, to the benefit of our users.

Changes with immediate effect: These changes are preparations for the changes that will be made on August 31.

Changes to be deployed on 31/08/2017:

Some of these change can result in backward compatibility issues. Please subsequently make sure to adjust your code to prevent unexpected behaviour of your application.

  • Websocket books (v1 and v2): drop support for F2, F3 frequencies
  • Endpoint restV2: /v2/auth/r/offers renamed to: /v2/auth/r/funding/offers
  • Endpoint restV2: /v2/auth/r/funding renamed to: /v2/auth/r/info/funding
  • Endpoint restV2: /v2/auth/r/trading renamed to: /v2/auth/r/info/trading
  • Endpoint restV1 /v1/book “timestamp” field will now contain the timestamp at the moment of calculation of the book
    • The “timestamp” field is deprecated and will be removed in a future update
  • Endpoint restV1 /v1/lendbook “timestamp” field will now contain the timestamp at the moment of calculation of the book
    • The “timestamp” field is deprecated and will be removed in a future update
  • WebSocket v1 and v2 authenticated: historical snapshots `hos`, `hts` removed:
    • https://docs.bitfinex.com/v2/reference#ws-auth-historical-orders
      Only snapshot `hos` will be removed, while updates `on`, `ou` , `oc`  will flow as usual. Historic Order Snapshot can be retrieved via REST calls:

      • WS V1 users: use  /v1/orders/hist
      • WS V2 users: use  /v2/auth/r/orders/hist

      or  /v2/auth/r/orders/SYMBOL/hist (to filter on specific pair)

    • https://docs.bitfinex.com/v2/reference#ws-auth-trades
      Only snapshot `hts` will be removed, while updates `te`, `tu` will flow as usual.
      Historic Trades Snapshot can be retrieved via REST calls:

      • WS V1 users: use restV1  /v1/mytrades
      • WS V2 users: use restV2  /v2/auth/r/trades/hist instead,
        or  /v2/auth/r/trades/SYMBOL/hist (to filter on specific pair)

Please note that there is no change in snapshots for public WebSocket channels and for all the other messages: `ps`, `pn`, `pu`, `pc`, `wu`, `ws`. These will remain unchanged for both WebSocket v1 and v2.

  • WebSocket v2 authenticated: historical snapshots `hfts`, `hfos`, `hfls`, `hfcs` removed:
    • https://docs.bitfinex.com/v2/reference#ws-auth-historical-offers
      Only snapshot `htos` will be removed, while updates ‘fon‘, ‘fou‘, ‘foc‘ will flow as usual. Historic Funding Offers Snapshot can be retrieved via REST calls:

      • RestV2: /v2/auth/r/funding/offers/SYMBOL/hist
        or  /v2/auth/r/funding/offers/SYMBOL/hist (to filter on specific currency)
    • https://docs.bitfinex.com/v2/reference#ws-auth-historical-credits
      Only snapshot `hfcs` will be removed, while updates ‘fcn‘, ‘fcu‘, ‘fcc‘ will flow as usual. Historic Credits Snapshot can be retrieved via REST calls:

      • RestV2: /v2/auth/r/funding/credits/hist
        or  /v2/auth/r/funding/credits/SYMBOL/hist  (to filter on specific currency)
    • https://docs.bitfinex.com/v2/reference#ws-auth-historical-loans
      Only snapshot `hfls` will be removed, while updates ‘fln‘, ‘flu‘, ‘flc‘ will flow as usual. Historic Credits Snapshot can be retrieved via REST calls:

      • RestV2: /v2/auth/r/funding/hist
        or  /v2/auth/r/funding/loans/SYMBOL/hist  (to filter on specific currency)
    • https://docs.bitfinex.com/v2/reference#ws-auth-funding-trades
      Only snapshot `hfts` will be removed, while updates `fte`, `ftu` will flow as usual. Historic Trades Snapshot can be retrieved via REST calls:

      • RestV2: /v2/auth/r/funding/trades/hist
        or  /v2/auth/r/funding/trades/SYMBOL/hist  (to filter on specific currency)

 

Learn more about Bitfinex API documentation. Furthermore, stay up to date on our announcements.

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