Hello there,

Is there any reliable way to determine whether position notification from futures.positions WS channel represents state newer than information returned from REST API (/futures/{settle}/positions)? From what I saw the timestamp (in ms) is not enough - there can be multiple WS notifications sent with the same time_ms.

Thanks, L.

Thanks for your hard work! But there are two critical problems that I found in your futures API:

1. Some connections are contract specific which is inconvenient

For example, for User Trades API, the connection is contract specific:

from websocket import create_connection
ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send('{
    "time" : 123456,
    "channel" : "futures.usertrades",
    "event": "subscribe",
    "payload" : ["20011", "BTC_USD"],
    "auth": {
            "method": "api_key",
            "KEY":"xxxx",
            "SIGN": "xxxx"
            }}')
print(ws.recv())

which means that N connections are needed if we want to receive notifications from N contracts.

2. If all user-specific data can be integrated with one connection, it will be much better

As far as I know, Binance provides a single Websocket endpoint User Data Stream to receive all user updates, and that's really awesome.

Please update your docs! I had to come here looking for how to auth to the websocket.

Info here is wrong: https://www.gateio.ch/docs/apiv4/ws/index.html#spot-websocket-v4

did you try to run local_order_book.py lately?

i see zombie levels (overlapping ask and bid price) always after the very first update.

is the orderbook of websocket v4 ready to be used in production?

thank you for your time''

Hello guys,

I'm trying send GOLD_USDT orders through de API V.4, but some errors have been happening.

If I send a order with amount=2 and price=0.009321, I receive the error message: 'Your order size 2 is too small. The minimum is 1 USDT' The message don't make sense. Is 2 less than 1?

The data/body is: { "text":"", "currency_pair":"GOLD_USDT", "type":"limit", "account":"spot", "side":"buy", "amount":"2", "price":"0.0093210", "time_in_force":"gtc" }

But, if I send an order with amount=2 and price 1.009321, this works fine. (Price > 1). This was only to test, because the price 1.009321 is very expensive.

So, I don't understand what's happening. Probably, the validation is inverted in the API.

Could someone help me?

Thanks.

Hi there,

https://www.gate.io/docs/developers/futures/ws/en/#user-trades-notification says there are fee and point_fee fields in the notification. I don't see them in notifications I receive, are these fields somehow optional (if so when are they provided) or is the documentation wrong?

Thanks, L.

Hello there,

I have a question regarding order book notifications coming from WebSocket API (https://www.gate.io/docs/developers/futures/ws/en/#legacy-order-book-notification, https://www.gate.io/docs/developers/futures/ws/en/#order-book-update-notification). There's a timestamp provided in the notification - "t", comment says it's "Order book generation timestamp in milliseconds". Does this timestamp represent the time when the change occurred "in engine" or does it represent the time when the notification was dispatched from your end? I assume the former but wanted to double-check.

Thanks!

Hello there,

I checked the documentation and samples but could not find any info on how to obtain premium index values (https://www.gate.io/futures_info_new/futures/btc/BTC_USD#indexinfo, 'premium index'). Is there any way in API to retrieve this value over time/subscribe to updates/...?

Thanks, L.

The WebSocket connection can not be established and gives error:

failed to connect to server for the 1 time, try again later: 
Unsupported extension: name = permessage-deflate,
params = [('server_no_context_takeover', None), ('client_no_context_takeover', None)]

Most probably this is due to the new default compression extension since is not specifically specified. Possible solution is to add "compression=None" argument in client.py (line 189) to be like below:

conn = await websockets.connect(self.cfg.host, ssl=ctx, compression=None)

I've noticed that on some instruments, the server side closes the websocket after a while.

This is despite:

1. having the "infrastructure" level ping/pong enabled
2. explicitly doing the application level ping/pong every 30 seconds.

This mostly happens on the websocket when subscribing to trades, and only on infrequently traded instruments

Is this expected?

Thank you.

This is a common error and happens in many cases, for example:

m.wsService.SetCallBack(gatews.ChannelFutureBalance, func(msg *gatews.UpdateMsg) {
	var accounts []gatews.FuturesAccountBook

	if m.conf.Debug && msg.Event == "update" {
		log.Printf("ChannelFutureBalance: %s\n", string(msg.Result))
	}

	if msg.Error != nil {
		errorHandler(convertWsError(msg.Error, excommon.GlobalMarketTypeFutures, excommon.Unknown))
		return
	}

	if msg.Event != "update" {
		return
	}

	if err := json.Unmarshal(msg.Result, &accounts); err != nil {
		errorHandler(convertWsError(err, excommon.GlobalMarketTypeFutures, excommon.Unknown)) // ①
	}
        // ...

① will show the error: json: cannot unmarshal number into Go struct field FuturesAccountBook.balance of type string. This kind of bug also occurs in the case of GateWsFuturesTrade and GateWsFuturesOrder et al.

It could be a solution to refactor the structs in customized code, but it will be much better if your guys can fix this problem inside this package.

Hello there!

In **response.result** the 'id' field's order not always in order as same in 'create_time_in_ms' too. When 'create_time_in_ms' field is equal with the next response time, 'id' fields shows the wrong order of responses.

Maybe my fail, but cant handle this strange behavior Regards, Atirra

{'status': 'success'} {'id': 4616057627, 'create_time': 1669181021, 'create_time_ms': '1669181021177.0', 'side': 'sell', 'currency_pair': 'BTC_USDT', 'amount': '0.0135', 'price': '16490'} {'id': 4616057628, 'create_time': 1669181021, 'create_time_ms': '1669181021180.0', 'side': 'sell', 'currency_pair': 'BTC_USDT', 'amount': '0.024', 'price': '16490'} {'id': 4616057635, 'create_time': 1669181021, 'create_time_ms': '1669181021197.0', 'side': 'sell', 'currency_pair': 'BTC_USDT', 'amount': '0.0001', 'price': '16489.5'} {'id': 4616057634, 'create_time': 1669181021, 'create_time_ms': '1669181021194.0', 'side': 'sell', 'currency_pair': 'BTC_USDT', 'amount': '0.002', 'price': '16490'} {'id': 4616057633, 'create_time': 1669181021, 'create_time_ms': '1669181021194.0', 'side': 'sell', 'currency_pair': 'BTC_USDT', 'amount': '0.002', 'price': '16490'} {'id': 4616057632, 'create_time': 1669181021, 'create_time_ms': '1669181021194.0', 'side': 'sell', 'currency_pair': 'BTC_USDT', 'amount': '0.002', 'price': '16490'} {'id': 4616057630, 'create_time': 1669181021, 'create_time_ms': '1669181021191.0', 'side': 'sell', 'currency_pair': 'BTC_USDT', 'amount': '0.0262', 'price': '16490'} {'id': 4616057631, 'create_time': 1669181021, 'create_time_ms': '1669181021194.0', 'side': 'sell', 'currency_pair': 'BTC_USDT', 'amount': '0.0046', 'price': '16490'} {'id': 4616057629, 'create_time': 1669181021, 'create_time_ms': '1669181021187.0', 'side': 'sell', 'currency_pair': 'BTC_USDT', 'amount': '0.0255', 'price': '16490'} {'id': 4616057638, 'create_time': 1669181021, 'create_time_ms': '1669181021210.0', 'side': 'sell', 'currency_pair': 'BTC_USDT', 'amount': '0.0001', 'price': '16487.5'}

Hello there!

There's text field in /futures/{settle}/account_book response (https://www.gate.io/docs/developers/apiv4/en/#query-account-book) which is documented as comment. Per observation the semantics of the field value depends on type of the record, e.g. for pnl records the value is contract:orderId, and for funding payments the value is just contract. Can this behavior be relied upon? That is, is it guaranteed that when the record type is fund the value in text field is contract name?

Thanks, L.

Hello,

is there a way to get/compute 'available balance' based on WS notifications?

When REST API is used to obtain account balance (https://www.gate.io/docs/developers/apiv4/en/#query-futures-account) the information includes total and available amounts (and doesn't include any sort of 'valid as of' time). WS notification (https://www.gate.io/docs/developers/futures/ws/en/#positions-notification) only provides total amount and change amount. But the available amount likely does not follow the same change. Is there a way to compute/keep track of it?

E.g. since total = position_margin + order_margin + available and position margin is part of position updates if I had the order_margin I could compute the available amount myself. But I don't know where to get order_margin from/how to keep track of it.

Thanks, L.

Hello. I'm just getting started with this library and not very familiar of how to do things with it. I didn't find any example of code of how to place orders and make buys.

Can you provide an example of buying BTC? From start of authentification, listening channels and make fast as possible bought. Both futures and spot markets?

Hello everyone.

I have noticed many frequent random disconnects from the Gate.io websocket server. Everything is stable when connecting to the websocket servers of 3 other major exchanges (and the code can run for days) but the connection to Gate.io is unstable. It disconnects with no apparent reason, it does not seem to close the connection, it seems more like just sitting idle and not sending any updates. Ping / pong protocol is respected with the connection (even though their documentation is vague about it).

Do you have any specific advice about how to handle Gate.io websocket connections? Maybe something that is not apparent in the docs or anything else?

Thank you in advance.