An easy to use exchange package.
It is mainly used for ztrade.
The single Bitfinex adapter supports spot and derivatives trading through the
kind field:
exchanges:
bitfinex_spot:
type: bitfinex
kind: spot
key: your-api-key
secret: your-api-secret
currency: USDT
timeout: 10s
bitfinex_futures:
type: bitfinex
kind: futures
key: your-api-key
secret: your-api-secret
currency: USDT
leverage: 5
timeout: 10sThe adapter returns Bitfinex v2 native symbols. For example, tBTCUST is a
spot symbol and tBTCF0:USTF0 is a derivatives symbol. Order and market-data
methods also accept symbols without the leading t; USDT aliases are mapped
to Bitfinex's native UST code.
Bitfinex paper-trading accounts use the production API endpoints. Setting
is_test: true therefore emits a warning but does not switch endpoints. For a
mock or private endpoint, configure rest_url and ws_url explicitly.
The live tests are protected by both an integration build tag and environment
switches. They are skipped during normal go test runs.
Public REST and websocket tests:
BITFINEX_INTEGRATION=1 \
go test -tags=integration -run 'TestBitfinexIntegration(PublicREST|StartStop|WatchMarketData)$' -v ./bitfinexThe candle websocket test waits for a completed one-minute candle:
BITFINEX_INTEGRATION=1 BITFINEX_ENABLE_CANDLE_WATCH=1 \
go test -tags=integration -run TestBitfinexIntegrationWatchCandle -v ./bitfinexAuthenticated balance and position test:
BITFINEX_INTEGRATION=1 \
BITFINEX_API_KEY=your-key \
BITFINEX_API_SECRET=your-secret \
BITFINEX_PRIVATE_KIND=spot \
go test -tags=integration -run TestBitfinexIntegrationAccount -v ./bitfinexOrder tests should use a paper-trading account. No default order quantity is
provided, so BITFINEX_ORDER_AMOUNT must be explicitly set. The test submits a
buy limit order at half the recent market price and immediately cancels it:
BITFINEX_INTEGRATION=1 \
BITFINEX_ENABLE_ORDER_TESTS=1 \
BITFINEX_API_KEY=your-paper-key \
BITFINEX_API_SECRET=your-paper-secret \
BITFINEX_ORDER_KIND=spot \
BITFINEX_ORDER_AMOUNT=0.0001 \
go test -tags=integration -run TestBitfinexIntegrationOrderLifecycle -v ./bitfinexTestBitfinexIntegrationCancelAllOrders cancels every active order of the
selected market kind, including orders not created by the test. It additionally
requires BITFINEX_ENABLE_CANCEL_ALL_TEST=YES_I_UNDERSTAND.
Useful overrides include BITFINEX_CURRENCY, BITFINEX_SPOT_SYMBOL,
BITFINEX_FUTURES_SYMBOL, BITFINEX_PROXY, BITFINEX_TIMEOUT,
BITFINEX_REST_URL, and BITFINEX_WS_URL.
The Futu adapter talks to a local FutuOpenD process through the github.com/hyperjiang/futu SDK, so no API key or secret is required. Quote data is free; trading uses the account selected from the account list and can unlock the trade password set in FutuOpenD.
exchanges:
futu:
type: futu
addr: 127.0.0.1:11111 # FutuOpenD 地址，默认 :11111
trd_env: simulate # real 或 simulate，留空则只使用行情
# markets: [HK, US] # 可选：限制使用的市场；留空则使用全部市场
acc_id: 1619199 # 业务账号，留空则按交易市场的权限自动选择
unlock_trade: true # 交易前是否解锁
pwd_md5: md5-of-trade-password
security_firm: 0 # 券商类型：0 未知 / 1 富途证券(香港) / 2 富途(美国)
timeout: 10s
symbols:
- HK.00700
- US.AAPL
plates:
- HK.LIST1059 # 板块代码，自动展开成符号
sec_type: eqty # 仅当 symbols/plates 都为空时按整市场拉取
kline_limit: 1000All supported markets (HK / US / SH / SZ / SG / JP) are enabled by default;
the optional markets list restricts the adapter to a subset. Symbols use
the MARKET.CODE format (e.g. HK.00700, US.AAPL) and must carry a
market prefix, since there is no default market anymore. HK codes are zero
padded to five digits (HK.700 → HK.00700). Symbols() is populated from
symbols, or from plates, or from the whole markets when both lists are
empty.
Trading is resolved per symbol market: each order/cancel uses the account and
trade header of the symbol's own market (HK.00700 trades on the HK market,
US.AAPL on the US market). Trade headers are resolved lazily per market, so
an account is only needed for the markets that are actually traded; markets
without a usable account are skipped. When acc_id is set it is used for
every market it has permission for.
Historical k-lines use the online history K-line API with pagination and fall
back to the recent-window K-line API for recent ranges. Watch subscriptions
go through QotSub on the same connection: candles (only closed bars are
emitted), order book, market tickers, and trading pushes for order/position/
balance updates.
trd_env defaults to simulate; set trd_env: real for live trading.
The live tests are protected by an integration build tag and environment
switches, so they are skipped during normal go test runs. They require a
running FutuOpenD and the market data / trade permissions of the logged-in
account.
Public market data tests:
FUTU_INTEGRATION=1 \
go test -tags=integration -run 'TestFutuIntegration(PublicREST|HistoryKL|StartStop|WatchMarketData)$' -v ./futuThe candle test waits for a completed one-minute candle (the market must be open):
FUTU_INTEGRATION=1 FUTU_ENABLE_CANDLE_WATCH=1 \
go test -tags=integration -run TestFutuIntegrationWatchCandle -v ./futuAccount balance/position test:
FUTU_INTEGRATION=1 FUTU_ENABLE_TRADE_TESTS=1 \
FUTU_TRD_ENV=simulate FUTU_ACC_ID=1619199 \
go test -tags=integration -run TestFutuIntegrationAccount -v ./futuOrder tests place a buy limit order at half the recent price and immediately cancel it, so it will not fill. Simulation accounts are recommended:
FUTU_INTEGRATION=1 FUTU_ENABLE_TRADE_TESTS=1 FUTU_ENABLE_ORDER_TESTS=1 \
FUTU_TRD_ENV=simulate FUTU_SYMBOL=US.AAPL FUTU_ORDER_AMOUNT=1 \
go test -tags=integration -run TestFutuIntegrationOrderLifecycle -v ./futuTestFutuIntegrationCancelAllOrders cancels every active order of the
account and additionally requires FUTU_ENABLE_CANCEL_ALL_TEST=YES_I_UNDERSTAND.
Useful overrides include FUTU_ADDR, FUTU_SYMBOL, FUTU_SYMBOLS,
FUTU_PLATES, FUTU_PWD_MD5, FUTU_SECURITY_FIRM, FUTU_UNLOCK_TRADE,
FUTU_ORDER_PRICE_FACTOR, FUTU_TIMEOUT, FUTU_WATCH_TIMEOUT,
FUTU_ACCOUNT_TIMEOUT, FUTU_ORDER_EVENT_TIMEOUT, and
FUTU_CANDLE_WATCH_TIMEOUT.