@icgio/icg-exchanges 1.40.42 → 1.40.43

package/API_DOCS.md

@@ -8,9 +8,9 @@ Quick reference for official API documentation of all supported exchanges.
 |----------|-------------------|
 | Ascendex | https://ascendex.github.io/ascendex-pro-api/ |
 | Biconomy | https://github.com/BiconomyOfficial/APIDocs |
-| Binance | https://binance-docs.github.io/apidocs/spot/en/ |
+| Binance | https://developers.binance.com/docs/binance-spot-api-docs/README |
 | Bingx | https://bingx-api.github.io/docs/ |
-| Bitfinex | https://docs.bitfinex.com/docs |
+| Bitfinex | https://docs.bitfinex.com/reference |
 | Bitget | https://www.bitget.com/api-doc/spot/intro |
 | Bithumb | https://apidocs.bithumb.com/ |
 | Bitkub | https://github.com/bitkub/bitkub-official-api-docs |
@@ -31,13 +31,13 @@ Quick reference for official API documentation of all supported exchanges.
 | Digifinex | https://docs.digifinex.com/ |
 | Gate | https://www.gate.io/docs/developers/apiv4/ |
 | Gemini | https://docs.gemini.com/ |
-| Hashkey | https://hashkeypro-apidoc.readme.io/reference/introduction |
-| HashkeyGlobal | https://hashkeyglobal-apidoc.readme.io/reference/introduction |
+| Hashkey | https://docs.hashkey.com/uae/en/ |
+| HashkeyGlobal | https://docs.hashkey.com/glb |
 | Hitbtc | https://api.hitbtc.com/ |
 | Hkbitex | https://www.hkbitex.com.hk |
 | Htx | https://huobiapi.github.io/docs/spot/v1/en/ |
 | Indodax | https://github.com/btcid/indodax-official-api-docs |
-| Kraken | https://docs.kraken.com/rest/ |
+| Kraken | https://docs.kraken.com/api/ |
 | Kucoin | https://docs.kucoin.com/ |
 | Lbank | https://www.lbank.com/en-US/docs/index.html |
 | Mexc | https://mexcdevelop.github.io/apidocs/ |
@@ -46,6 +46,6 @@ Quick reference for official API documentation of all supported exchanges.
 | Phemex | https://phemex-docs.github.io/ |
 | Poloniex | https://docs.poloniex.com/ |
 | Swft | https://www.swft.pro |
-| Upbit | https://docs.upbit.com/ |
+| Upbit | https://global-docs.upbit.com/ |
 | Weex | https://www.weex.com/api-doc |
 | Xt | https://doc.xt.com/ |

package/lib/exchanges/ascendex.js

@@ -112,8 +112,9 @@ module.exports = class Ascendex extends ExchangeBase {
           }),
         )
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, t_recv) => {
         data = JSON.parse(data)
+        const t_parsed = process.hrtime()
         if (data.op === 'pong') {
           this.ws.market.last_pong = new Date()
         } else {
@@ -126,7 +127,7 @@ module.exports = class Ascendex extends ExchangeBase {
             for (let bid of data.data.bids) {
               this.ws.market.bids_dict[pair].insert(bid[0], bid[1])
             }
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), t_recv, t_parsed }
             const asks_s = this.ws.market.asks_dict[pair].entries()
             const bids_s = this.ws.market.bids_dict[pair].entries()
             if (asks_s.length > 0 && bids_s.length > 0) {
@@ -152,7 +153,7 @@ module.exports = class Ascendex extends ExchangeBase {
                 this.ws.market.bids_dict[pair].insert(parseFloat(bid[0]), parseFloat(bid[1]))
               }
             }
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), t_recv, t_parsed }
             const asks_u = this.ws.market.asks_dict[pair].entries()
             const bids_u = this.ws.market.bids_dict[pair].entries()
             if (asks_u.length > 0 && bids_u.length > 0) {
@@ -478,6 +479,9 @@ module.exports = class Ascendex extends ExchangeBase {
     }
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
+  get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
+    this._get_history_trades_via_timeframe(pair, start_time_in_ms, end_time_in_ms, cb)
+  }
   static get_min_amount(cb) {
     let min_cur_amount = {}
     needle.get(base_url + '/api/pro/v1/cash/products', (err, res, body) => {

package/lib/exchanges/biconomy.js

@@ -7,6 +7,7 @@ const needle = require('needle')
 
 const ExchangeBase = require('./exchange-base.js')
 const ExchangeWs = require('./exchange-ws.js')
+const { filter_history_in_range, sleep, sort_history_rows } = ExchangeBase.history_utils
 
 const { error_codes } = require('../error_codes.json')
 
@@ -108,8 +109,9 @@ module.exports = class Biconomy extends ExchangeBase {
           }),
         )
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, t_recv) => {
         data = JSON.parse(data)
+        const t_parsed = process.hrtime()
         if (data && data.method === 'depth.update') {
           let pair = post_process_pair(data.params[2])
           this.ws.market.pair_status[pair] = 'opened'
@@ -146,7 +148,7 @@ module.exports = class Biconomy extends ExchangeBase {
               }
             }
           }
-          this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+          this.ws.market.ts_dict[pair] = { received_ts: Date.now(), t_recv, t_parsed }
           const asks_e = this.ws.market.asks_dict[pair].entries()
           const bids_e = this.ws.market.bids_dict[pair].entries()
           if (asks_e.length > 0 && bids_e.length > 0) {
@@ -551,6 +553,67 @@ module.exports = class Biconomy extends ExchangeBase {
     }
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
+  get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
+    const get_history_trades_base = (pair, start_time_in_ms, end_time_in_ms, cb) => {
+      let [api_key, secret_key] = this.api_secret_key
+      ;(async () => {
+        const rows = []
+        const [, quote_cur] = utils.parse_pair(pair)
+        let offset = 0
+        const limit = 100
+        while (true) {
+          let params = {
+            api_key: api_key,
+            limit,
+            market: pre_process_pair(pair),
+            offset,
+          }
+          params.sign = get_signature_biconomy(secret_key, params)
+          const body = await new Promise((resolve, reject) => {
+            needle.post('https://api.biconomy.com/api/v1/private/order/finished', params, options, (err, res, body) => {
+              if (body && body.code === 0 && body.result && Array.isArray(body.result.records)) {
+                resolve(body)
+              } else if (body) {
+                reject({ error: error_codes.other, body })
+              } else {
+                reject({ error: error_codes.timeout })
+              }
+            })
+          })
+          const records = body.result.records
+          if (records.length === 0) break
+          for (const record of records) {
+            const close_time_ms = Math.floor(parseFloat(record.ftime) * 1000)
+            if (close_time_ms < start_time_in_ms) {
+              cb({ success: true, body: sort_history_rows(filter_history_in_range(rows, start_time_in_ms, end_time_in_ms)) })
+              return
+            }
+            if (close_time_ms >= end_time_in_ms || parseFloat(record.deal_stock) <= 0) continue
+            rows.push({
+              order_id: record.id != null ? record.id.toString() : '',
+              pair,
+              type: parseFloat(record.side) === 2 ? 'buy' : 'sell',
+              price: parseFloat(record.price),
+              amount: parseFloat(record.deal_stock),
+              total: parseFloat(record.deal_money),
+              close_time: new Date(close_time_ms),
+              fees: {
+                [quote_cur]: parseFloat(record.maker_fee) > 0 ? parseFloat(record.maker_fee) : parseFloat(record.taker_fee),
+              },
+              role: 'maker',
+            })
+          }
+          if (records.length < limit) break
+          offset += limit
+          await sleep(50)
+        }
+        cb({ success: true, body: sort_history_rows(filter_history_in_range(rows, start_time_in_ms, end_time_in_ms)) })
+      })().catch((error) => {
+        cb({ success: false, error: error?.error || error_codes.other, body: error?.body })
+      })
+    }
+    this.private_limiter.process(get_history_trades_base, pair, start_time_in_ms, end_time_in_ms, cb)
+  }
   // get_all_trades (timeframe_in_ms, cb) {
   //
   // }

package/lib/exchanges/binance.js

@@ -73,8 +73,9 @@ module.exports = class Binance extends ExchangeBase {
       ;((this.rate_last_id = {}), (this.first_rate = {}))
       this.ws.market_socket = new websocket('wss://stream.binance.com:9443/stream?streams=' + streams.slice(0, -1))
       this.ws.market.on_open(() => {})
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, t_recv) => {
         data = JSON.parse(data).data
+        const t_parsed = process.hrtime()
         if (data.e === 'depthUpdate') {
           let pair = post_process_pair(data.s, true)
           this.ws.market.pair_status[pair] = 'opened'
@@ -103,7 +104,7 @@ module.exports = class Binance extends ExchangeBase {
                 this.ws.market.bids_dict[pair].insert(parseFloat(bid[0]), parseFloat(bid[1]))
               }
             }
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.E }
+            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.E, t_recv, t_parsed }
           } else if (this.first_rate[pair] && data.U > lastu[pair] + 1) {
             this.first_rate[pair] = false
           }
@@ -134,7 +135,7 @@ module.exports = class Binance extends ExchangeBase {
           if (options.depth === false) {
             this.ws.market.asks_dict[pair] = [[parseFloat(data.a), parseFloat(data.A)]]
             this.ws.market.bids_dict[pair] = [[parseFloat(data.b), parseFloat(data.B)]]
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.E || Date.now() }
+            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.E || Date.now(), t_recv, t_parsed }
             this.ws.market.pair_status[pair] = 'opened'
           }
           this.ws.bbo_observable.notify()
@@ -656,6 +657,67 @@ module.exports = class Binance extends ExchangeBase {
     }
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
+  get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
+    let [api_key, secret_key] = this.api_secret_key
+    let { fetch_split_windows, filter_history_in_range, sort_history_rows } = ExchangeBase.history_utils
+    let request_options = {
+      headers: {
+        ...options.headers,
+        'X-MBX-APIKEY': api_key,
+      },
+    }
+    let path = '/api/v3/myTrades'
+    let fetch_window = (window_start_ms, window_stop_ms) =>
+      new Promise((resolve, reject) => {
+        let params = {
+          symbol: pre_process_pair(pair),
+          startTime: window_start_ms,
+          endTime: window_stop_ms - 1,
+          limit: 1000,
+          timestamp: Date.now(),
+        }
+        params.signature = get_signature_binance(secret_key, params)
+        let url = 'https://api.binance.com' + path + '?' + qs.stringify(params)
+        this.private_limiter.process(needle.get, url, request_options, (err, res, body) => {
+          if (body && Array.isArray(body)) {
+            resolve(
+              body.map((trade) => ({
+                order_id: trade.orderId.toString(),
+                trade_id: trade.id.toString(),
+                pair,
+                type: trade.isBuyer ? 'buy' : 'sell',
+                price: parseFloat(trade.price),
+                amount: parseFloat(trade.qty),
+                total: parseFloat(trade.quoteQty || parseFloat(trade.price) * parseFloat(trade.qty)),
+                close_time: new Date(trade.time),
+                fees: {
+                  [post_process_cur(trade.commissionAsset)]: parseFloat(trade.commission),
+                },
+                role: trade.isMaker ? 'maker' : 'taker',
+              }))
+            )
+          } else if (body && body.code === -1021 && body.msg.startsWith('Timestamp for this request')) {
+            reject({ success: false, error: error_codes.request_error, body })
+          } else if (body) {
+            reject({ success: false, error: error_codes.other, body })
+          } else {
+            reject({ success: false, error: error_codes.timeout })
+          }
+        })
+      })
+    ;(async () => {
+      let trades = await fetch_split_windows({
+        start_ms: start_time_in_ms,
+        stop_ms: end_time_in_ms,
+        initial_window_ms: 7 * 24 * 60 * 60 * 1000,
+        page_limit: 1000,
+        fetch_window,
+        delay_ms: 250,
+      })
+      trades = sort_history_rows(filter_history_in_range(trades, start_time_in_ms, end_time_in_ms))
+      cb({ success: true, body: trades })
+    })().catch((error) => cb(error))
+  }
   // get_trades_ws (pair, timeframe_in_ms, cb) {
   //   if (this.ws.trading.status === 'opened') {
   //     if (!this.ws.trading.first_trades[pair]) {

package/lib/exchanges/bingx.js

@@ -8,6 +8,7 @@ const zlib = require('zlib')
 
 const ExchangeBase = require('./exchange-base.js')
 const ExchangeWs = require('./exchange-ws.js')
+const { fetch_split_windows, sort_history_rows, with_retry } = ExchangeBase.history_utils
 
 const { error_codes } = require('../error_codes.json')
 
@@ -135,20 +136,21 @@ module.exports = class Bingx extends ExchangeBase {
           this.ws.market.bids_dict[pair] = utils.ordered_dict(false)
         })
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, t_recv) => {
         zlib.gunzip(data, (err, decompressedData) => {
           if (err) {
             console.error('Error decompressing data:', err)
           } else {
             let data = decompressedData.toString('utf8')
             data = JSON.parse(data)
+            const t_parsed = process.hrtime()
             if (data && _.includes(data.dataType, 'depth')) {
               let parts = data.dataType.split('@')
               let pair = post_process_pair(parts[0])
               this.ws.market.pair_status[pair] = 'opened'
               this.ws.market.asks_dict[pair] = data.data.asks.map((ask) => [parseFloat(ask[0]), parseFloat(ask[1])]).reverse()
               this.ws.market.bids_dict[pair] = data.data.bids.map((bid) => [parseFloat(bid[0]), parseFloat(bid[1])])
-              this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.timestamp }
+              this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.timestamp, t_recv, t_parsed }
               const asks = this.ws.market.asks_dict[pair]
               const bids = this.ws.market.bids_dict[pair]
               if (asks && asks.length > 0 && bids && bids.length > 0) {
@@ -527,6 +529,75 @@ module.exports = class Bingx extends ExchangeBase {
     }
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
+  get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
+    const get_history_trades_base = (pair, start_time_in_ms, end_time_in_ms, cb) => {
+      let [api_key, secret_key] = this.api_secret_key
+      const options = get_options(api_key)
+      ;(async () => {
+        const rows = await fetch_split_windows({
+          start_ms: start_time_in_ms,
+          stop_ms: end_time_in_ms,
+          initial_window_ms: 60 * 60 * 1000,
+          page_limit: 1000,
+          fetch_window: async (window_start_ms, window_stop_ms) => {
+            const body = await with_retry(
+              async () =>
+                await new Promise((resolve, reject) => {
+                  let params = {
+                    limit: 1000,
+                    startTime: window_start_ms,
+                    endTime: window_stop_ms - 1,
+                    symbol: pre_process_pair(pair),
+                    timestamp: new Date().getTime(),
+                  }
+                  let signature = get_signature_bingx(secret_key, params)
+                  let url = 'https://open-api.bingx.com/openApi/spot/v1/trade/myTrades?' + qs.stringify(params) + '&signature=' + signature
+                  needle.get(url, options, (err, res, body) => {
+                    body = parse_body(body)
+                    if (body && body.code === 0 && body.data && Array.isArray(body.data.fills)) {
+                      resolve(body)
+                    } else {
+                      const error = new Error(`bingx myTrades failed: ${JSON.stringify(body).slice(0, 300)}`)
+                      error.body = body
+                      error.code = body?.code
+                      reject(error)
+                    }
+                  })
+                }),
+              {
+                retries: 5,
+                should_retry: (error) => error?.code === 100410 || /rate limited/i.test(String(error?.message || '')),
+                backoff_ms: (attempt, error) => {
+                  const unblock_match = String(error?.message || '').match(/unblocked after (\d+)/i)
+                  if (unblock_match) {
+                    return Math.max(parseInt(unblock_match[1], 10) - Date.now(), 0) + 1000
+                  }
+                  return attempt * 3000
+                },
+              },
+            )
+            return body.data.fills.map((trade) => ({
+              order_id: trade.orderId != null ? trade.orderId.toString() : '',
+              pair,
+              type: trade.isBuyer ? 'buy' : 'sell',
+              price: parseFloat(trade.price),
+              amount: parseFloat(trade.qty),
+              total: parseFloat(trade.quoteQty || parseFloat(trade.price) * parseFloat(trade.qty)),
+              close_time: new Date(trade.time),
+              fees: {
+                [post_process_cur(trade.commissionAsset)]: parseFloat(trade.commission),
+              },
+              role: trade.isMaker ? 'maker' : 'taker',
+            }))
+          },
+        })
+        cb({ success: true, body: sort_history_rows(rows) })
+      })().catch((error) => {
+        cb({ success: false, error: error_codes.other, body: error?.body })
+      })
+    }
+    this.private_limiter.process(get_history_trades_base, pair, start_time_in_ms, end_time_in_ms, cb)
+  }
   get_all_deposits(timeframe_in_ms, cb) {
     let get_all_deposits_base = (timeframe_in_ms, cb) => {
       let [api_key, secret_key] = this.api_secret_key

package/lib/exchanges/bitfinex.js

@@ -80,6 +80,17 @@ function get_options(request, api_secret_key, url) {
   }
 }
 
+function get_v2_headers_bitfinex(path, body, api_secret_key) {
+  let nonce = (Date.now() * 1000).toString()
+  let auth = '/api' + path + nonce + body
+  return {
+    'bfx-nonce': nonce,
+    'bfx-apikey': api_secret_key[0],
+    'bfx-signature': get_signature_bitfinex(auth, api_secret_key[1]),
+    'Content-Type': 'application/json',
+  }
+}
+
 module.exports = class Bitfinex extends ExchangeBase {
   constructor(api_key, secret_key, settings) {
     super('bitfinex', settings.id, api_key, secret_key)
@@ -774,6 +785,71 @@ module.exports = class Bitfinex extends ExchangeBase {
     }
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
+  get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
+    let { fetch_split_windows, filter_history_in_range, sort_history_rows } = ExchangeBase.history_utils
+    let path = '/v2/auth/r/trades/' + pre_process_pair(pair, true) + '/hist'
+    let api_secret_key = this.api_secret_key
+    let fetch_window = (window_start_ms, window_stop_ms) =>
+      new Promise((resolve, reject) => {
+        let params = {
+          start: window_start_ms,
+          end: window_stop_ms - 1,
+          limit: 1000,
+          sort: 1,
+        }
+        let body = JSON.stringify(params)
+        let options = {
+          headers: get_v2_headers_bitfinex(path, body, api_secret_key),
+        }
+        this.private_limiter.process(needle.post, 'https://api.bitfinex.com' + path, body, options, (err, res, response_body) => {
+          if (typeof response_body === 'string') {
+            try {
+              response_body = JSON.parse(response_body)
+            } catch (e) {}
+          }
+          if (Array.isArray(response_body)) {
+            resolve(
+              response_body.map((trade) => {
+                let amount = Math.abs(parseFloat(trade[4]))
+                let mapped_trade = {
+                  order_id: (trade[3] || '').toString(),
+                  trade_id: trade[0].toString(),
+                  pair: post_process_pair(trade[1]),
+                  type: parseFloat(trade[4]) >= 0 ? 'buy' : 'sell',
+                  price: parseFloat(trade[5]),
+                  amount,
+                  total: amount * parseFloat(trade[5]),
+                  close_time: new Date(trade[2]),
+                  role: trade[8] ? 'maker' : 'taker',
+                }
+                if (trade[10] && trade[9] !== undefined) {
+                  mapped_trade.fees = {
+                    [post_process_cur(trade[10])]: Math.abs(parseFloat(trade[9])),
+                  }
+                }
+                return mapped_trade
+              })
+            )
+          } else if (response_body) {
+            reject({ success: false, error: error_codes.other, body: response_body })
+          } else {
+            reject({ success: false, error: error_codes.timeout })
+          }
+        })
+      })
+    ;(async () => {
+      let trades = await fetch_split_windows({
+        start_ms: start_time_in_ms,
+        stop_ms: end_time_in_ms,
+        initial_window_ms: 30 * 24 * 60 * 60 * 1000,
+        page_limit: 1000,
+        fetch_window,
+        delay_ms: 250,
+      })
+      trades = sort_history_rows(filter_history_in_range(trades, start_time_in_ms, end_time_in_ms))
+      cb({ success: true, body: trades })
+    })().catch((error) => cb(error))
+  }
   // get_trades_ws (pair, timeframe_in_ms, cb) {
   //   if (this.ws.trading.status === 'opened') {
   //     if (this.ws.trading.trades_dict[pair]) {

package/lib/exchanges/bitget.js

@@ -56,6 +56,24 @@ function post_process_cur(cur) {
   return cur.toUpperCase()
 }
 
+function get_trade_fees_bitget(fee_detail) {
+  let detail = fee_detail
+  if (typeof detail === 'string') {
+    try {
+      detail = JSON.parse(detail)
+    } catch (e) {
+      detail = null
+    }
+  }
+  if (!detail || typeof detail !== 'object') return {}
+  let fee_coin = detail.feeCoin || detail.feeCoinName || detail.coin
+  let fee = parseFloat(detail.totalFee ?? detail.fee ?? detail.feeAmount)
+  if (!fee_coin || !Number.isFinite(fee)) return {}
+  return {
+    [post_process_cur(fee_coin)]: Math.abs(fee),
+  }
+}
+
 module.exports = class Bitget extends ExchangeBase {
   constructor(api_key, secret_key, settings) {
     super('bitget', settings.id, api_key, secret_key)
@@ -129,18 +147,19 @@ module.exports = class Bitget extends ExchangeBase {
         })
         this.ws.market.ping('ping')
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, t_recv) => {
         if (data.toString() === 'pong') {
           this.ws.market.last_pong = new Date()
         } else {
           data = JSON.parse(data)
+          const t_parsed = process.hrtime()
           let book = data.data
           if (data && data.arg && data.arg.channel === depth_val && Array.isArray(book) && book) {
             let pair = data.arg.instId
             this.ws.market.pair_status[pair] = 'opened'
             this.ws.market.asks_dict[pair] = book[0].asks.map((ask) => [parseFloat(ask[0]), parseFloat(ask[1])])
             this.ws.market.bids_dict[pair] = book[0].bids.map((bid) => [parseFloat(bid[0]), parseFloat(bid[1])])
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parseInt(book[0].ts) }
+            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parseInt(book[0].ts), t_recv, t_parsed }
           } else if (data && data.arg && data.arg.channel === ticker_val && Array.isArray(book) && book) {
             let pair = data.arg.instId
             let t = book[0]
@@ -157,7 +176,7 @@ module.exports = class Bitget extends ExchangeBase {
             if (options.depth === false) {
               this.ws.market.asks_dict[pair] = [[ask_1_price, ask_1_amount]]
               this.ws.market.bids_dict[pair] = [[bid_1_price, bid_1_amount]]
-              this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parseInt(t.ts || data.ts) || Date.now() }
+              this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parseInt(t.ts || data.ts) || Date.now(), t_recv, t_parsed }
               this.ws.market.pair_status[pair] = 'opened'
             }
             this.ws.bbo_observable.notify()
@@ -491,6 +510,70 @@ module.exports = class Bitget extends ExchangeBase {
     }
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
+  get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
+    let [api_key, secret_key] = this.api_secret_key
+    let { filter_history_in_range, sort_history_rows, split_windows, sleep } = ExchangeBase.history_utils
+    let path = '/api/v2/spot/trade/fills'
+    let fetch_page = (params) =>
+      new Promise((resolve, reject) => {
+        let options = get_options(api_key, secret_key, this.passphrase, 'GET', path, params)
+        let url = base_url + path + '?' + qs.stringify(params)
+        this.private_limiter.process(needle.get, url, options, (err, res, body) => {
+          if (body && body.code === '00000' && Array.isArray(body.data)) {
+            resolve(body.data)
+          } else if (body) {
+            reject({ success: false, error: error_codes.other, body })
+          } else {
+            reject({ success: false, error: error_codes.timeout })
+          }
+        })
+      })
+    ;(async () => {
+      let trades = []
+      let windows = split_windows(start_time_in_ms, end_time_in_ms, 90 * 24 * 60 * 60 * 1000)
+      for (let [window_start_ms, window_stop_ms] of windows) {
+        let cursor
+        while (true) {
+          let params = {
+            symbol: pre_process_pair(pair),
+            startTime: window_start_ms.toString(),
+            endTime: (window_stop_ms - 1).toString(),
+            limit: '100',
+          }
+          if (cursor) params.idLessThan = cursor
+          let rows = await fetch_page(params)
+          trades.push(
+            ...rows.map((trade) => {
+              let price = parseFloat(trade.priceAvg || trade.price)
+              let amount = parseFloat(trade.size)
+              let total = parseFloat(trade.amount)
+              let mapped_trade = {
+                order_id: trade.orderId.toString(),
+                trade_id: (trade.tradeId || trade.id || '').toString(),
+                pair: post_process_pair(trade.symbol),
+                type: trade.side,
+                price,
+                amount,
+                total: Number.isFinite(total) ? total : price * amount,
+                open_time: new Date(parseInt(trade.cTime)),
+                close_time: new Date(parseInt(trade.uTime || trade.cTime)),
+                role: trade.tradeScope,
+              }
+              let fees = get_trade_fees_bitget(trade.feeDetail)
+              if (_.keys(fees).length > 0) mapped_trade.fees = fees
+              return mapped_trade
+            })
+          )
+          if (rows.length < 100) break
+          cursor = rows[rows.length - 1].id || rows[rows.length - 1].tradeId
+          if (!cursor) break
+          await sleep(250)
+        }
+      }
+      trades = sort_history_rows(filter_history_in_range(trades, start_time_in_ms, end_time_in_ms))
+      cb({ success: true, body: trades })
+    })().catch((error) => cb(error))
+  }
   get_deposits(cur, timeframe_in_ms, cb) {
     let [api_key, secret_key] = this.api_secret_key
     let current = new Date().getTime()

package/lib/exchanges/bithumb.js

@@ -425,6 +425,9 @@ module.exports = class Bithumb extends ExchangeBase {
     }
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
+  get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
+    this._get_history_trades_via_timeframe(pair, start_time_in_ms, end_time_in_ms, cb)
+  }
   get_trades_id_type(pair, id, type, timeframe_in_ms, cb) {
     let [cur, quote_cur] = utils.parse_pair(pair)
     let get_trades_id_type_base = (pair, id, timeframe_in_ms, cb) => {

package/lib/exchanges/bitkub.js

@@ -314,6 +314,9 @@ module.exports = class Bitkub extends ExchangeBase {
     }
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
+  get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
+    this._get_history_trades_via_timeframe(pair, start_time_in_ms, end_time_in_ms, cb)
+  }
   _get_trades_page(pair, page, cb) {
     let get_trades_base = (pair, page, cb) => {
       let [api_key, secret_key] = this.api_secret_key

package/lib/exchanges/bitmart.js

@@ -165,11 +165,12 @@ module.exports = class Bitmart extends ExchangeBase {
         })
         this.ws.market.ping('ping')
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, t_recv) => {
         if (data.toString() === 'pong') {
           this.ws.market.last_pong = new Date()
         } else {
           data = JSON.parse(data)
+          const t_parsed = process.hrtime()
           let book = data.data
           // Get the pair from the message's symbol field
           const msg_symbol = data.symbol
@@ -178,7 +179,7 @@ module.exports = class Bitmart extends ExchangeBase {
             this.ws.market.pair_status[target_pair] = 'opened'
             this.ws.market.asks_dict[target_pair] = book.sells.map((ask) => [parseFloat(ask.price), parseFloat(ask.amount)])
             this.ws.market.bids_dict[target_pair] = book.buys.map((bid) => [parseFloat(bid.price), parseFloat(bid.amount)])
-            this.ws.market.ts_dict[target_pair] = { received_ts: Date.now(), event_ts: parseInt(data.timeStamp) || undefined }
+            this.ws.market.ts_dict[target_pair] = { received_ts: Date.now(), event_ts: parseInt(data.timeStamp) || undefined, t_recv, t_parsed }
             const asks = this.ws.market.asks_dict[target_pair]
             const bids = this.ws.market.bids_dict[target_pair]
             if (asks && asks.length > 0 && bids && bids.length > 0) {