ccxt 4.2.77__py2.py3-none-any.whl → 4.4.48__py2.py3-none-any.whl

ccxt/pro/bitget.py

@@ -9,13 +9,14 @@ import hashlib
 from ccxt.base.types import Balances, Int, Order, OrderBook, Position, Str, Strings, Ticker, Tickers, Trade
 from ccxt.async_support.base.ws.client import Client
 from typing import List
+from typing import Any
 from ccxt.base.errors import ExchangeError
+from ccxt.base.errors import AuthenticationError
 from ccxt.base.errors import ArgumentsRequired
 from ccxt.base.errors import BadRequest
-from ccxt.base.errors import NotSupported
 from ccxt.base.errors import RateLimitExceeded
-from ccxt.base.errors import InvalidNonce
-from ccxt.base.errors import AuthenticationError
+from ccxt.base.errors import ChecksumError
+from ccxt.base.errors import UnsubscribeError
 from ccxt.base.precise import Precise
 
 
@@ -41,6 +42,7 @@ class bitget(ccxt.async_support.bitget):
                 'watchOrders': True,
                 'watchTicker': True,
                 'watchTickers': True,
+                'watchBidsAsks': True,
                 'watchTrades': True,
                 'watchTradesForSymbols': True,
                 'watchPositions': True,
@@ -69,6 +71,9 @@ class bitget(ccxt.async_support.bitget):
                     '1d': '1D',
                     '1w': '1W',
                 },
+                'watchOrderBook': {
+                    'checksum': True,
+                },
             },
             'streaming': {
                 'ping': self.ping,
@@ -90,6 +95,7 @@ class bitget(ccxt.async_support.bitget):
                         '30015': AuthenticationError,  # {event: 'error', code: 30015, msg: 'Invalid sign'}
                         '30016': BadRequest,  # {event: 'error', code: 30016, msg: 'Param error'}
                     },
+                    'broad': {},
                 },
             },
         })
@@ -110,8 +116,10 @@ class bitget(ccxt.async_support.bitget):
     async def watch_ticker(self, symbol: str, params={}) -> Ticker:
         """
         watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
-        :see: https://www.bitget.com/api-doc/spot/websocket/public/Tickers-Channel
-        :see: https://www.bitget.com/api-doc/contract/websocket/public/Tickers-Channel
+
+        https://www.bitget.com/api-doc/spot/websocket/public/Tickers-Channel
+        https://www.bitget.com/api-doc/contract/websocket/public/Tickers-Channel
+
         :param str symbol: unified symbol of the market to watch the ticker for
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
@@ -122,18 +130,34 @@ class bitget(ccxt.async_support.bitget):
         messageHash = 'ticker:' + symbol
         instType = None
         instType, params = self.get_inst_type(market, params)
-        args = {
+        args: dict = {
             'instType': instType,
             'channel': 'ticker',
             'instId': market['id'],
         }
         return await self.watch_public(messageHash, args, params)
 
+    async def un_watch_ticker(self, symbol: str, params={}) -> Any:
+        """
+        unsubscribe from the ticker channel
+
+        https://www.bitget.com/api-doc/spot/websocket/public/Tickers-Channel
+        https://www.bitget.com/api-doc/contract/websocket/public/Tickers-Channel
+
+        :param str symbol: unified symbol of the market to unwatch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns any: status of the unwatch request
+        """
+        await self.load_markets()
+        return await self.un_watch_channel(symbol, 'ticker', 'ticker', params)
+
     async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
         """
         watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
-        :see: https://www.bitget.com/api-doc/spot/websocket/public/Tickers-Channel
-        :see: https://www.bitget.com/api-doc/contract/websocket/public/Tickers-Channel
+
+        https://www.bitget.com/api-doc/spot/websocket/public/Tickers-Channel
+        https://www.bitget.com/api-doc/contract/websocket/public/Tickers-Channel
+
         :param str[] symbols: unified symbol of the market to watch the tickers for
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
@@ -148,7 +172,7 @@ class bitget(ccxt.async_support.bitget):
         for i in range(0, len(symbols)):
             symbol = symbols[i]
             marketInner = self.market(symbol)
-            args = {
+            args: dict = {
                 'instType': instType,
                 'channel': 'ticker',
                 'instId': marketInner['id'],
@@ -157,7 +181,7 @@ class bitget(ccxt.async_support.bitget):
             messageHashes.append('ticker:' + symbol)
         tickers = await self.watch_public_multiple(messageHashes, topics, params)
         if self.newUpdates:
-            result = {}
+            result: dict = {}
             result[tickers['symbol']] = tickers
             return result
         return self.filter_by_array(self.tickers, 'symbol', symbols)
@@ -193,6 +217,7 @@ class bitget(ccxt.async_support.bitget):
         #         "ts": 1701842994341
         #     }
         #
+        self.handle_bid_ask(client, message)
         ticker = self.parse_ws_ticker(message)
         symbol = ticker['symbol']
         self.tickers[symbol] = ticker
@@ -304,11 +329,75 @@ class bitget(ccxt.async_support.bitget):
             'info': ticker,
         }, market)
 
+    async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+
+        https://www.bitget.com/api-doc/spot/websocket/public/Tickers-Channel
+        https://www.bitget.com/api-doc/contract/websocket/public/Tickers-Channel
+
+        watches best bid & ask for symbols
+        :param str[] symbols: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols, None, False)
+        market = self.market(symbols[0])
+        instType = None
+        instType, params = self.get_inst_type(market, params)
+        topics = []
+        messageHashes = []
+        for i in range(0, len(symbols)):
+            symbol = symbols[i]
+            marketInner = self.market(symbol)
+            args: dict = {
+                'instType': instType,
+                'channel': 'ticker',
+                'instId': marketInner['id'],
+            }
+            topics.append(args)
+            messageHashes.append('bidask:' + symbol)
+        tickers = await self.watch_public_multiple(messageHashes, topics, params)
+        if self.newUpdates:
+            result: dict = {}
+            result[tickers['symbol']] = tickers
+            return result
+        return self.filter_by_array(self.bidsasks, 'symbol', symbols)
+
+    def handle_bid_ask(self, client: Client, message):
+        ticker = self.parse_ws_bid_ask(message)
+        symbol = ticker['symbol']
+        self.bidsasks[symbol] = ticker
+        messageHash = 'bidask:' + symbol
+        client.resolve(ticker, messageHash)
+
+    def parse_ws_bid_ask(self, message, market=None):
+        arg = self.safe_value(message, 'arg', {})
+        data = self.safe_value(message, 'data', [])
+        ticker = self.safe_value(data, 0, {})
+        timestamp = self.safe_integer(ticker, 'ts')
+        instType = self.safe_string(arg, 'instType')
+        marketType = 'spot' if (instType == 'SPOT') else 'contract'
+        marketId = self.safe_string(ticker, 'instId')
+        market = self.safe_market(marketId, market, None, marketType)
+        return self.safe_ticker({
+            'symbol': market['symbol'],
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'ask': self.safe_string(ticker, 'askPr'),
+            'askVolume': self.safe_string(ticker, 'askSz'),
+            'bid': self.safe_string(ticker, 'bidPr'),
+            'bidVolume': self.safe_string(ticker, 'bidSz'),
+            'info': ticker,
+        }, market)
+
     async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
         """
         watches historical candlestick data containing the open, high, low, close price, and the volume of a market
-        :see: https://www.bitget.com/api-doc/spot/websocket/public/Candlesticks-Channel
-        :see: https://www.bitget.com/api-doc/contract/websocket/public/Candlesticks-Channel
+
+        https://www.bitget.com/api-doc/spot/websocket/public/Candlesticks-Channel
+        https://www.bitget.com/api-doc/contract/websocket/public/Candlesticks-Channel
+
         :param str symbol: unified symbol of the market to fetch OHLCV data for
         :param str timeframe: the length of time each candle represents
         :param int [since]: timestamp in ms of the earliest candle to fetch
@@ -324,7 +413,7 @@ class bitget(ccxt.async_support.bitget):
         messageHash = 'candles:' + timeframe + ':' + symbol
         instType = None
         instType, params = self.get_inst_type(market, params)
-        args = {
+        args: dict = {
             'instType': instType,
             'channel': 'candle' + interval,
             'instId': market['id'],
@@ -334,6 +423,24 @@ class bitget(ccxt.async_support.bitget):
             limit = ohlcv.getLimit(symbol, limit)
         return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
 
+    async def un_watch_ohlcv(self, symbol: str, timeframe='1m', params={}) -> Any:
+        """
+        unsubscribe from the ohlcv channel
+
+        https://www.bitget.com/api-doc/spot/websocket/public/Candlesticks-Channel
+        https://www.bitget.com/api-doc/contract/websocket/public/Candlesticks-Channel
+
+        :param str symbol: unified symbol of the market to unwatch the ohlcv for
+        :param str [timeframe]: the period for the ratio, default is 1 minute
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
+        """
+        await self.load_markets()
+        timeframes = self.safe_dict(self.options, 'timeframes')
+        interval = self.safe_string(timeframes, timeframe)
+        channel = 'candle' + interval
+        return await self.un_watch_channel(symbol, channel, 'candles:' + timeframe, params)
+
     def handle_ohlcv(self, client: Client, message):
         #
         #     {
@@ -417,8 +524,10 @@ class bitget(ccxt.async_support.bitget):
     async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
         """
         watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
-        :see: https://www.bitget.com/api-doc/spot/websocket/public/Depth-Channel
-        :see: https://www.bitget.com/api-doc/contract/websocket/public/Order-Book-Channel
+
+        https://www.bitget.com/api-doc/spot/websocket/public/Depth-Channel
+        https://www.bitget.com/api-doc/contract/websocket/public/Order-Book-Channel
+
         :param str symbol: unified symbol of the market to fetch the order book for
         :param int [limit]: the maximum amount of order book entries to return
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -426,11 +535,46 @@ class bitget(ccxt.async_support.bitget):
         """
         return await self.watch_order_book_for_symbols([symbol], limit, params)
 
+    async def un_watch_order_book(self, symbol: str, params={}) -> Any:
+        """
+        unsubscribe from the orderbook channel
+
+        https://www.bitget.com/api-doc/spot/websocket/public/Depth-Channel
+        https://www.bitget.com/api-doc/contract/websocket/public/Order-Book-Channel
+
+        :param str symbol: unified symbol of the market to fetch the order book for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param int [params.limit]: orderbook limit, default is None
+        :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
+        """
+        await self.load_markets()
+        channel = 'books'
+        limit = self.safe_integer(params, 'limit')
+        if (limit == 1) or (limit == 5) or (limit == 15):
+            params = self.omit(params, 'limit')
+            channel += str(limit)
+        return await self.un_watch_channel(symbol, channel, 'orderbook', params)
+
+    async def un_watch_channel(self, symbol: str, channel: str, messageHashTopic: str, params={}) -> Any:
+        await self.load_markets()
+        market = self.market(symbol)
+        messageHash = 'unsubscribe:' + messageHashTopic + ':' + market['symbol']
+        instType = None
+        instType, params = self.get_inst_type(market, params)
+        args: dict = {
+            'instType': instType,
+            'channel': channel,
+            'instId': market['id'],
+        }
+        return await self.un_watch_public(messageHash, args, params)
+
     async def watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}) -> OrderBook:
         """
         watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
-        :see: https://www.bitget.com/api-doc/spot/websocket/public/Depth-Channel
-        :see: https://www.bitget.com/api-doc/contract/websocket/public/Order-Book-Channel
+
+        https://www.bitget.com/api-doc/spot/websocket/public/Depth-Channel
+        https://www.bitget.com/api-doc/contract/websocket/public/Order-Book-Channel
+
         :param str[] symbols: unified array of symbols
         :param int [limit]: the maximum amount of order book entries to return
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -450,7 +594,7 @@ class bitget(ccxt.async_support.bitget):
             market = self.market(symbol)
             instType = None
             instType, params = self.get_inst_type(market, params)
-            args = {
+            args: dict = {
                 'instType': instType,
                 'channel': channel,
                 'instId': market['id'],
@@ -520,7 +664,7 @@ class bitget(ccxt.async_support.bitget):
             self.handle_deltas(storedOrderBook['bids'], bids)
             storedOrderBook['timestamp'] = timestamp
             storedOrderBook['datetime'] = self.iso8601(timestamp)
-            checksum = self.safe_bool(self.options, 'checksum', True)
+            checksum = self.handle_option('watchOrderBook', 'checksum', True)
             isSnapshot = self.safe_string(message, 'action') == 'snapshot'  # snapshot does not have a checksum
             if not isSnapshot and checksum:
                 storedAsks = storedOrderBook['asks']
@@ -539,8 +683,12 @@ class bitget(ccxt.async_support.bitget):
                 calculatedChecksum = self.crc32(payload, True)
                 responseChecksum = self.safe_integer(rawOrderBook, 'checksum')
                 if calculatedChecksum != responseChecksum:
-                    error = InvalidNonce(self.id + ' invalid checksum')
-                    client.reject(error, messageHash)
+                    # if messageHash in client.subscriptions:
+                    #     # del client.subscriptions[messageHash]
+                    #     # del self.orderbooks[symbol]
+                    # }
+                    self.spawn(self.handle_check_sum_error, client, symbol, messageHash)
+                    return
         else:
             orderbook = self.order_book({})
             parsedOrderbook = self.parse_order_book(rawOrderBook, symbol, timestamp)
@@ -548,6 +696,11 @@ class bitget(ccxt.async_support.bitget):
             self.orderbooks[symbol] = orderbook
         client.resolve(self.orderbooks[symbol], messageHash)
 
+    async def handle_check_sum_error(self, client: Client, symbol: str, messageHash: str):
+        await self.un_watch_order_book(symbol)
+        error = ChecksumError(self.id + ' ' + self.orderbook_checksum_message(symbol))
+        client.reject(error, messageHash)
+
     def handle_delta(self, bookside, delta):
         bidAsk = self.parse_bid_ask(delta, 0, 1)
         # we store the string representations in the orderbook for checksum calculation
@@ -562,8 +715,10 @@ class bitget(ccxt.async_support.bitget):
     async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """
         get the list of most recent trades for a particular symbol
-        :see: https://www.bitget.com/api-doc/spot/websocket/public/Trades-Channel
-        :see: https://www.bitget.com/api-doc/contract/websocket/public/New-Trades-Channel
+
+        https://www.bitget.com/api-doc/spot/websocket/public/Trades-Channel
+        https://www.bitget.com/api-doc/contract/websocket/public/New-Trades-Channel
+
         :param str symbol: unified symbol of the market to fetch trades for
         :param int [since]: timestamp in ms of the earliest trade to fetch
         :param int [limit]: the maximum amount of trades to fetch
@@ -575,9 +730,11 @@ class bitget(ccxt.async_support.bitget):
     async def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """
         get the list of most recent trades for a particular symbol
-        :see: https://www.bitget.com/api-doc/spot/websocket/public/Trades-Channel
-        :see: https://www.bitget.com/api-doc/contract/websocket/public/New-Trades-Channel
-        :param str symbol: unified symbol of the market to fetch trades for
+
+        https://www.bitget.com/api-doc/spot/websocket/public/Trades-Channel
+        https://www.bitget.com/api-doc/contract/websocket/public/New-Trades-Channel
+
+        :param str[] symbols: unified symbol of the market to fetch trades for
         :param int [since]: timestamp in ms of the earliest trade to fetch
         :param int [limit]: the maximum amount of trades to fetch
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -595,7 +752,7 @@ class bitget(ccxt.async_support.bitget):
             market = self.market(symbol)
             instType = None
             instType, params = self.get_inst_type(market, params)
-            args = {
+            args: dict = {
                 'instType': instType,
                 'channel': 'trade',
                 'instId': market['id'],
@@ -609,6 +766,20 @@ class bitget(ccxt.async_support.bitget):
             limit = trades.getLimit(tradeSymbol, limit)
         return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
 
+    async def un_watch_trades(self, symbol: str, params={}) -> Any:
+        """
+        unsubscribe from the trades channel
+
+        https://www.bitget.com/api-doc/spot/websocket/public/Trades-Channel
+        https://www.bitget.com/api-doc/contract/websocket/public/New-Trades-Channel
+
+        :param str symbol: unified symbol of the market to unwatch the trades for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns any: status of the unwatch request
+        """
+        await self.load_markets()
+        return await self.un_watch_channel(symbol, 'trade', 'trade', params)
+
     def handle_trades(self, client: Client, message):
         #
         #     {
@@ -657,54 +828,69 @@ class bitget(ccxt.async_support.bitget):
         #         "side": "buy",
         #         "tradeId": "1116461060594286593"
         #     }
+        # swap private
         #
-        # order with trade in it
-        #     {
-        #         accBaseVolume: '0.1',
-        #         baseVolume: '0.1',
-        #         cTime: '1709221342922',
-        #         clientOid: '1147122943507734528',
-        #         enterPointSource: 'API',
-        #         feeDetail: [Array],
-        #         fillFee: '-0.0049578',
-        #         fillFeeCoin: 'USDT',
-        #         fillNotionalUsd: '8.263',
-        #         fillPrice: '82.63',
-        #         fillTime: '1709221342986',
-        #         force: 'gtc',
-        #         instId: 'LTCUSDT',
-        #         leverage: '10',
-        #         marginCoin: 'USDT',
-        #         marginMode: 'crossed',
-        #         notionalUsd: '8.268',
-        #         orderId: '1147122943499345921',
-        #         orderType: 'market',
-        #         pnl: '0',
-        #         posMode: 'hedge_mode',
-        #         posSide: 'short',
-        #         price: '0',
-        #         priceAvg: '82.63',
-        #         reduceOnly: 'no',
-        #         side: 'sell',
-        #         size: '0.1',
-        #         status: 'filled',
-        #         tradeId: '1147122943772479563',
-        #         tradeScope: 'T',
-        #         tradeSide: 'open',
-        #         uTime: '1709221342986'
-        #     }
+        #            {
+        #               "orderId": "1169142761031114781",
+        #               "tradeId": "1169142761312637004",
+        #               "symbol": "LTCUSDT",
+        #               "orderType": "market",
+        #               "side": "buy",
+        #               "price": "80.87",
+        #               "baseVolume": "0.1",
+        #               "quoteVolume": "8.087",
+        #               "profit": "0",
+        #               "tradeSide": "open",
+        #               "posMode": "hedge_mode",
+        #               "tradeScope": "taker",
+        #               "feeDetail": [
+        #                  {
+        #                     "feeCoin": "USDT",
+        #                     "deduction": "no",
+        #                     "totalDeductionFee": "0",
+        #                     "totalFee": "-0.0048522"
+        #                  }
+        #               ],
+        #               "cTime": "1714471276596",
+        #               "uTime": "1714471276596"
+        #            }
+        # spot private
+        #        {
+        #           "orderId": "1169142457356959747",
+        #           "tradeId": "1169142457636958209",
+        #           "symbol": "LTCUSDT",
+        #           "orderType": "market",
+        #           "side": "buy",
+        #           "priceAvg": "81.069",
+        #           "size": "0.074",
+        #           "amount": "5.999106",
+        #           "tradeScope": "taker",
+        #           "feeDetail": [
+        #              {
+        #                 "feeCoin": "LTC",
+        #                 "deduction": "no",
+        #                 "totalDeductionFee": "0",
+        #                 "totalFee": "0.000074"
+        #              }
+        #           ],
+        #           "cTime": "1714471204194",
+        #           "uTime": "1714471204194"
+        #        }
         #
-        instId = self.safe_string(trade, 'instId')
+        instId = self.safe_string_2(trade, 'symbol', 'instId')
+        posMode = self.safe_string(trade, 'posMode')
+        defaultType = 'contract' if (posMode is not None) else 'spot'
         if market is None:
-            market = self.safe_market(instId, None, None, 'contract')
+            market = self.safe_market(instId, None, None, defaultType)
         timestamp = self.safe_integer_n(trade, ['uTime', 'cTime', 'ts'])
-        feeCost = self.safe_string(trade, 'fillFee')
+        feeDetail = self.safe_list(trade, 'feeDetail', [])
+        first = self.safe_dict(feeDetail, 0)
         fee = None
-        if feeCost is not None:
-            feeCurrencyId = self.safe_string(trade, 'fillFeeCoin')
+        if first is not None:
+            feeCurrencyId = self.safe_string(first, 'feeCoin')
             feeCurrencyCode = self.safe_currency_code(feeCurrencyId)
             fee = {
-                'cost': Precise.string_abs(feeCost),
+                'cost': Precise.string_abs(self.safe_string(first, 'totalFee')),
                 'currency': feeCurrencyCode,
             }
         return self.safe_trade({
@@ -714,20 +900,24 @@ class bitget(ccxt.async_support.bitget):
             'timestamp': timestamp,
             'datetime': self.iso8601(timestamp),
             'symbol': market['symbol'],
-            'type': None,
+            'type': self.safe_string(trade, 'orderType'),
             'side': self.safe_string(trade, 'side'),
-            'takerOrMaker': None,
+            'takerOrMaker': self.safe_string(trade, 'tradeScope'),
             'price': self.safe_string_2(trade, 'priceAvg', 'price'),
-            'amount': self.safe_string(trade, 'size'),
-            'cost': self.safe_string(trade, 'fillNotionalUsd'),
+            'amount': self.safe_string_2(trade, 'size', 'baseVolume'),
+            'cost': self.safe_string_2(trade, 'amount', 'quoteVolume'),
             'fee': fee,
         }, market)
 
     async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
         """
         watch all open positions
-        :see: https://www.bitget.com/api-doc/contract/websocket/private/Positions-Channel
+
+        https://www.bitget.com/api-doc/contract/websocket/private/Positions-Channel
+
         :param str[]|None symbols: list of unified market symbols
+        :param int [since]: the earliest time in ms to fetch positions for
+        :param int [limit]: the maximum number of positions to retrieve
         :param dict params: extra parameters specific to the exchange API endpoint
         :param str [params.instType]: one of 'USDT-FUTURES', 'USDC-FUTURES', 'COIN-FUTURES', 'SUSDT-FUTURES', 'SUSDC-FUTURES' or 'SCOIN-FUTURES', default is 'USDT-FUTURES'
         :returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
@@ -742,7 +932,7 @@ class bitget(ccxt.async_support.bitget):
             market = self.get_market_from_symbols(symbols)
             instType, params = self.get_inst_type(market, params)
         messageHash = instType + ':positions' + messageHash
-        args = {
+        args: dict = {
             'instType': instType,
             'channel': 'positions',
             'instId': 'default',
@@ -794,13 +984,11 @@ class bitget(ccxt.async_support.bitget):
         instType = self.safe_string(arg, 'instType', '')
         if self.positions is None:
             self.positions = {}
-        if not (instType in self.positions):
+        action = self.safe_string(message, 'action')
+        if not (instType in self.positions) or (action == 'snapshot'):
             self.positions[instType] = ArrayCacheBySymbolBySide()
         cache = self.positions[instType]
         rawPositions = self.safe_value(message, 'data', [])
-        dataLength = len(rawPositions)
-        if dataLength == 0:
-            return
         newPositions = []
         for i in range(0, len(rawPositions)):
             rawPosition = rawPositions[i]
@@ -889,54 +1077,72 @@ class bitget(ccxt.async_support.bitget):
     async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         """
         watches information on multiple orders made by the user
-        :see: https://www.bitget.com/api-doc/spot/websocket/private/Order-Channel
-        :see: https://www.bitget.com/api-doc/contract/websocket/private/Order-Channel
-        :see: https://www.bitget.com/api-doc/contract/websocket/private/Plan-Order-Channel
-        :see: https://www.bitget.com/api-doc/margin/cross/websocket/private/Cross-Orders
-        :see: https://www.bitget.com/api-doc/margin/isolated/websocket/private/Isolate-Orders
+
+        https://www.bitget.com/api-doc/spot/websocket/private/Order-Channel
+        https://www.bitget.com/api-doc/contract/websocket/private/Order-Channel
+        https://www.bitget.com/api-doc/contract/websocket/private/Plan-Order-Channel
+        https://www.bitget.com/api-doc/margin/cross/websocket/private/Cross-Orders
+        https://www.bitget.com/api-doc/margin/isolated/websocket/private/Isolate-Orders
+
         :param str symbol: unified market symbol of the market orders were made in
         :param int [since]: the earliest time in ms to fetch orders for
         :param int [limit]: the maximum number of order structures to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
-        :param boolean [params.stop]: *contract only* set to True for watching trigger orders
-        :param str [params.marginMode]: 'isolated' or 'cross' for watching spot margin orders
-        :returns dict[]: a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
+        :param boolean [params.trigger]: *contract only* set to True for watching trigger orders
+        :param str [params.marginMode]: 'isolated' or 'cross' for watching spot margin orders]
+        :param str [params.type]: 'spot', 'swap'
+        :param str [params.subType]: 'linear', 'inverse'
+        :returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
         """
         await self.load_markets()
         market = None
         marketId = None
-        isStop = self.safe_bool(params, 'stop', False)
-        params = self.omit(params, 'stop')
-        messageHash = 'triggerOrder' if (isStop) else 'order'
+        isTrigger = None
+        isTrigger, params = self.is_trigger_order(params)
+        messageHash = 'triggerOrder' if (isTrigger) else 'order'
         subscriptionHash = 'order:trades'
         if symbol is not None:
             market = self.market(symbol)
             symbol = market['symbol']
             marketId = market['id']
             messageHash = messageHash + ':' + symbol
+        productType = self.safe_string(params, 'productType')
         type = None
         type, params = self.handle_market_type_and_params('watchOrders', market, params)
-        if (type == 'spot') and (symbol is None):
-            raise ArgumentsRequired(self.id + ' watchOrders requires a symbol argument for ' + type + ' markets.')
-        if isStop and type == 'spot':
-            raise NotSupported(self.id + ' watchOrders does not support stop orders for ' + type + ' markets.')
+        subType = None
+        subType, params = self.handle_sub_type_and_params('watchOrders', market, params, 'linear')
+        if (type == 'spot' or type == 'margin') and (symbol is None):
+            marketId = 'default'
+        if (productType is None) and (type != 'spot') and (symbol is None):
+            messageHash = messageHash + ':' + subType
+        elif productType == 'USDT-FUTURES':
+            messageHash = messageHash + ':linear'
+        elif productType == 'COIN-FUTURES':
+            messageHash = messageHash + ':inverse'
+        elif productType == 'USDC-FUTURES':
+            messageHash = messageHash + ':usdcfutures'  # non unified channel
         instType = None
-        instType, params = self.get_inst_type(market, params)
+        if market is None and type == 'spot':
+            instType = 'SPOT'
+        else:
+            instType, params = self.get_inst_type(market, params)
         if type == 'spot':
             subscriptionHash = subscriptionHash + ':' + symbol
-        if isStop:
+        if isTrigger:
             subscriptionHash = subscriptionHash + ':stop'  # we don't want to re-use the same subscription hash for stop orders
-        instId = marketId if (type == 'spot') else 'default'  # different from other streams here the 'rest' id is required for spot markets, contract markets require default here
-        channel = 'orders-algo' if isStop else 'orders'
+        instId = marketId if (type == 'spot' or type == 'margin') else 'default'  # different from other streams here the 'rest' id is required for spot markets, contract markets require default here
+        channel = 'orders-algo' if isTrigger else 'orders'
         marginMode = None
         marginMode, params = self.handle_margin_mode_and_params('watchOrders', params)
         if marginMode is not None:
             instType = 'MARGIN'
+            messageHash = messageHash + ':' + marginMode
             if marginMode == 'isolated':
                 channel = 'orders-isolated'
             else:
                 channel = 'orders-crossed'
-        args = {
+        subscriptionHash = subscriptionHash + ':' + instType
+        args: dict = {
             'instType': instType,
             'channel': channel,
             'instId': instId,
@@ -946,7 +1152,7 @@ class bitget(ccxt.async_support.bitget):
             limit = orders.getLimit(symbol, limit)
         return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
 
-    def handle_order(self, client: Client, message, subscription=None):
+    def handle_order(self, client: Client, message):
         #
         # spot
         #
@@ -954,25 +1160,7 @@ class bitget(ccxt.async_support.bitget):
         #         "action": "snapshot",
         #         "arg": {"instType": "SPOT", "channel": "orders", "instId": "BTCUSDT"},
         #         "data": [
-        #             {
-        #                 "instId": "BTCUSDT",
-        #                 "orderId": "1116512721422422017",
-        #                 "clientOid": "798d1425-d31d-4ada-a51b-ec701e00a1d9",
-        #                 "price": "35000.00",
-        #                 "size": "7.0000",
-        #                 "newSize": "500.0000",
-        #                 "notional": "7.000000",
-        #                 "orderType": "limit",
-        #                 "force": "gtc",
-        #                 "side": "buy",
-        #                 "accBaseVolume": "0.0000",
-        #                 "priceAvg": "0.00",
-        #                 "status": "live",
-        #                 "cTime": "1701923297267",
-        #                 "uTime": "1701923297267",
-        #                 "feeDetail": [],
-        #                 "enterPointSource": "WEB"
-        #             }
+        #             # see all examples in parseWsOrder
         #         ],
         #         "ts": 1701923297285
         #     }
@@ -983,105 +1171,26 @@ class bitget(ccxt.async_support.bitget):
         #         "action": "snapshot",
         #         "arg": {"instType": "USDT-FUTURES", "channel": "orders", "instId": "default"},
         #         "data": [
-        #             {
-        #                 "accBaseVolume": "0",
-        #                 "cTime": "1701920553759",
-        #                 "clientOid": "1116501214318198793",
-        #                 "enterPointSource": "WEB",
-        #                 "feeDetail": [{
-        #                     "feeCoin": "USDT",
-        #                     "fee": "-0.162003"
-        #                 }],
-        #                 "force": "gtc",
-        #                 "instId": "BTCUSDT",
-        #                 "leverage": "20",
-        #                 "marginCoin": "USDT",
-        #                 "marginMode": "isolated",
-        #                 "notionalUsd": "105",
-        #                 "orderId": "1116501214293032964",
-        #                 "orderType": "limit",
-        #                 "posMode": "hedge_mode",
-        #                 "posSide": "long",
-        #                 "price": "35000",
-        #                 "reduceOnly": "no",
-        #                 "side": "buy",
-        #                 "size": "0.003",
-        #                 "status": "canceled",
-        #                 "tradeSide": "open",
-        #                 "uTime": "1701920595866"
-        #             }
+        #             # see all examples in parseWsOrder
         #         ],
         #         "ts": 1701920595879
         #     }
         #
-        # trigger
-        #
-        #     {
-        #         "action": "snapshot",
-        #         "arg": {
-        #             "instType": "USDT-FUTURES",
-        #             "channel": "orders-algo",
-        #             "instId": "default"
-        #         },
-        #         "data": [
-        #             {
-        #                 "instId": "BTCUSDT",
-        #                 "orderId": "1116508960750899201",
-        #                 "clientOid": "1116508960750899200",
-        #                 "triggerPrice": "35000.000000000",
-        #                 "triggerType": "mark_price",
-        #                 "triggerTime": "1701922464373",
-        #                 "planType": "pl",
-        #                 "price": "35000.000000000",
-        #                 "size": "0.001000000",
-        #                 "actualSize": "0.000000000",
-        #                 "orderType": "limit",
-        #                 "side": "buy",
-        #                 "tradeSide": "open",
-        #                 "posSide": "long",
-        #                 "marginCoin": "USDT",
-        #                 "status": "cancelled",
-        #                 "posMode": "hedge_mode",
-        #                 "enterPointSource": "api",
-        #                 "stopSurplusTriggerType": "fill_price",
-        #                 "stopLossTriggerType": "fill_price",
-        #                 "cTime": "1701922400653",
-        #                 "uTime": "1701922464373"
-        #             }
-        #         ],
-        #         "ts": 1701922464417
-        #     }
-        #
         # isolated and cross margin
         #
         #     {
         #         "action": "snapshot",
         #         "arg": {"instType": "MARGIN", "channel": "orders-crossed", "instId": "BTCUSDT"},
         #         "data": [
-        #             {
-        #                 "enterPointSource": "web",
-        #                 "force": "gtc",
-        #                 "orderType": "limit",
-        #                 "price": "35000.000000000",
-        #                 "quoteSize": "10.500000000",
-        #                 "side": "buy",
-        #                 "status": "live",
-        #                 "baseSize": "0.000300000",
-        #                 "cTime": "1701923982427",
-        #                 "clientOid": "4902047879864dc980c4840e9906db4e",
-        #                 "fillPrice": "0.000000000",
-        #                 "baseVolume": "0.000000000",
-        #                 "fillTotalAmount": "0.000000000",
-        #                 "loanType": "auto-loan-and-repay",
-        #                 "orderId": "1116515595178356737"
-        #             }
+        #             # see examples in parseWsOrder
         #         ],
         #         "ts": 1701923982497
         #     }
         #
-        arg = self.safe_value(message, 'arg', {})
+        arg = self.safe_dict(message, 'arg', {})
         channel = self.safe_string(arg, 'channel')
         instType = self.safe_string(arg, 'instType')
+        argInstId = self.safe_string(arg, 'instId')
         marketType = None
         if instType == 'SPOT':
             marketType = 'spot'
@@ -1089,19 +1198,21 @@ class bitget(ccxt.async_support.bitget):
             marketType = 'spot'
         else:
             marketType = 'contract'
+        isLinearSwap = (instType == 'USDT-FUTURES')
+        isInverseSwap = (instType == 'COIN-FUTURES')
+        isUSDCFutures = (instType == 'USDC-FUTURES')
         data = self.safe_value(message, 'data', [])
         if self.orders is None:
             limit = self.safe_integer(self.options, 'ordersLimit', 1000)
             self.orders = ArrayCacheBySymbolById(limit)
             self.triggerOrders = ArrayCacheBySymbolById(limit)
-        stored = self.triggerOrders if (channel == 'ordersAlgo') else self.orders
-        messageHash = 'triggerOrder' if (channel == 'ordersAlgo') else 'order'
-        marketSymbols = {}
+        isTrigger = (channel == 'orders-algo') or (channel == 'ordersAlgo')
+        stored = self.triggerOrders if isTrigger else self.orders
+        messageHash = 'triggerOrder' if isTrigger else 'order'
+        marketSymbols: dict = {}
         for i in range(0, len(data)):
             order = data[i]
-            if 'tradeId' in order:
-                self.handle_my_trades(client, order)
-            marketId = self.safe_string(order, 'instId')
+            marketId = self.safe_string(order, 'instId', argInstId)
             market = self.safe_market(marketId, None, None, marketType)
             parsed = self.parse_ws_order(order, market)
             stored.append(parsed)
@@ -1111,110 +1222,139 @@ class bitget(ccxt.async_support.bitget):
         for i in range(0, len(keys)):
             symbol = keys[i]
             innerMessageHash = messageHash + ':' + symbol
+            if channel == 'orders-crossed':
+                innerMessageHash = innerMessageHash + ':cross'
+            elif channel == 'orders-isolated':
+                innerMessageHash = innerMessageHash + ':isolated'
             client.resolve(stored, innerMessageHash)
         client.resolve(stored, messageHash)
+        if isLinearSwap:
+            client.resolve(stored, 'order:linear')
+        if isInverseSwap:
+            client.resolve(stored, 'order:inverse')
+        if isUSDCFutures:
+            client.resolve(stored, 'order:usdcfutures')
 
     def parse_ws_order(self, order, market=None):
         #
         # spot
         #
-        #     {
-        #         "instId": "BTCUSDT",
-        #         "orderId": "1116512721422422017",
-        #         "clientOid": "798d1425-d31d-4ada-a51b-ec701e00a1d9",
-        #         "price": "35000.00",
-        #         "size": "7.0000",
-        #         "newSize": "500.0000",
-        #         "notional": "7.000000",
-        #         "orderType": "limit",
-        #         "force": "gtc",
-        #         "side": "buy",
-        #         "accBaseVolume": "0.0000",
-        #         "priceAvg": "0.00",
-        #         "status": "live",
-        #         "cTime": "1701923297267",
-        #         "uTime": "1701923297267",
-        #         "feeDetail": [],
-        #         "enterPointSource": "WEB"
-        #     }
+        #   {
+        #         instId: 'EOSUSDT',
+        #         orderId: '1171779081105780739',
+        #         price: '0.81075',  # limit price, field not present for market orders
+        #         clientOid: 'a2330139-1d04-4d78-98be-07de3cfd1055',
+        #         notional: '5.675250',  # self is not cost! but notional
+        #         newSize: '7.0000',  # self is not cost! quanity(for limit order or market sell) or cost(for market buy order)
+        #         size: '5.6752',  # self is not cost, neither quanity, but notional! self field for "spot" can be ignored at all
+        #         # Note: for limit order(even filled) we don't have cost value in response, only in market order
+        #         orderType: 'limit',  # limit, market
+        #         force: 'gtc',
+        #         side: 'buy',
+        #         accBaseVolume: '0.0000',  # in case of 'filled', self would be set(for limit orders, self is the only indicator of the amount filled)
+        #         priceAvg: '0.00000',  # in case of 'filled', self would be set
+        #         status: 'live',  # live, filled, partially_filled
+        #         cTime: '1715099824215',
+        #         uTime: '1715099824215',
+        #         feeDetail: [],
+        #         enterPointSource: 'API'
+        #                   #### trigger order has these additional fields:  ####
+        #         "triggerPrice": "35100",
+        #         "price": "35100",  # self is same price
+        #         "executePrice": "35123",  # self is limit price
+        #         "triggerType": "fill_price",
+        #         "planType": "amount",
+        #                   #### in case order had a partial fill:  ####
+        #         fillPrice: '35123',
+        #         tradeId: '1171775539946528779',
+        #         baseVolume: '7',  # field present in market order
+        #         fillTime: '1715098979937',
+        #         fillFee: '-0.0069987',
+        #         fillFeeCoin: 'BTC',
+        #         tradeScope: 'T',
+        #    }
         #
         # contract
         #
         #     {
-        #         "accBaseVolume": "0",
-        #         "cTime": "1701920553759",
-        #         "clientOid": "1116501214318198793",
-        #         "enterPointSource": "WEB",
-        #         "feeDetail": [{
+        #         accBaseVolume: '0',  # total amount filled during lifetime for order
+        #         cTime: '1715065875539',
+        #         clientOid: '1171636690041344003',
+        #         enterPointSource: 'API',
+        #         feeDetail: [{
         #             "feeCoin": "USDT",
         #             "fee": "-0.162003"
         #         }],
-        #         "force": "gtc",
-        #         "instId": "BTCUSDT",
-        #         "leverage": "20",
-        #         "marginCoin": "USDT",
-        #         "marginMode": "isolated",
-        #         "notionalUsd": "105",
-        #         "orderId": "1116501214293032964",
-        #         "orderType": "limit",
-        #         "posMode": "hedge_mode",
-        #         "posSide": "long",
-        #         "price": "35000",
-        #         "reduceOnly": "no",
-        #         "side": "buy",
-        #         "size": "0.003",
-        #         "status": "canceled",
-        #         "tradeSide": "open",
-        #         "uTime": "1701920595866"
-        #     }
-        #
-        # trigger
-        #
-        #     {
-        #         "instId": "BTCUSDT",
-        #         "orderId": "1116508960750899201",
-        #         "clientOid": "1116508960750899200",
-        #         "triggerPrice": "35000.000000000",
+        #         force: 'gtc',
+        #         instId: 'SEOSSUSDT',
+        #         leverage: '10',
+        #         marginCoin: 'USDT',
+        #         marginMode: 'crossed',
+        #         notionalUsd: '10.4468',
+        #         orderId: '1171636690028761089',
+        #         orderType: 'market',
+        #         posMode: 'hedge_mode',  # one_way_mode, hedge_mode
+        #         posSide: 'short',  # short, long, net
+        #         price: '0',  # zero for market order
+        #         reduceOnly: 'no',
+        #         side: 'sell',
+        #         size: '13',  # self is contracts amount
+        #         status: 'live',  # live, filled, cancelled
+        #         tradeSide: 'open',
+        #         uTime: '1715065875539'
+        #                   #### when filled order is incoming, these additional fields are present too:  ###
+        #         baseVolume: '9',  # amount filled for the incoming update/trade
+        #         accBaseVolume: '13',  # i.e. 9 has been filled from 13 amount(self value is same as 'size')
+        #         fillFee: '-0.0062712',
+        #         fillFeeCoin: 'SUSDT',
+        #         fillNotionalUsd: '10.452',
+        #         fillPrice: '0.804',
+        #         fillTime: '1715065875605',
+        #         pnl: '0',
+        #         priceAvg: '0.804',
+        #         tradeId: '1171636690314407937',
+        #         tradeScope: 'T',
+        #                   #### trigger order has these additional fields:
+        #         "triggerPrice": "0.800000000",
+        #         "price": "0.800000000",  # <-- self is same price, actual limit-price is not present in initial response
         #         "triggerType": "mark_price",
-        #         "triggerTime": "1701922464373",
+        #         "triggerTime": "1715082796679",
         #         "planType": "pl",
-        #         "price": "35000.000000000",
-        #         "size": "0.001000000",
         #         "actualSize": "0.000000000",
-        #         "orderType": "limit",
-        #         "side": "buy",
-        #         "tradeSide": "open",
-        #         "posSide": "long",
-        #         "marginCoin": "USDT",
-        #         "status": "cancelled",
-        #         "posMode": "hedge_mode",
-        #         "enterPointSource": "api",
         #         "stopSurplusTriggerType": "fill_price",
         #         "stopLossTriggerType": "fill_price",
-        #         "cTime": "1701922400653",
-        #         "uTime": "1701922464373"
         #     }
         #
         # isolated and cross margin
         #
         #     {
-        #         "enterPointSource": "web",
-        #         "force": "gtc",
-        #         "orderType": "limit",
-        #         "price": "35000.000000000",
-        #         "quoteSize": "10.500000000",
-        #         "side": "buy",
-        #         "status": "live",
-        #         "baseSize": "0.000300000",
-        #         "cTime": "1701923982427",
-        #         "clientOid": "4902047879864dc980c4840e9906db4e",
-        #         "fillPrice": "0.000000000",
-        #         "baseVolume": "0.000000000",
-        #         "fillTotalAmount": "0.000000000",
-        #         "loanType": "auto-loan-and-repay",
-        #         "orderId": "1116515595178356737"
-        #     }
+        #         enterPointSource: "web",
+        #         feeDetail: [
+        #           {
+        #             feeCoin: "AAVE",
+        #             deduction: "no",
+        #             totalDeductionFee: "0",
+        #             totalFee: "-0.00010740",
+        #           },
+        #         ],
+        #         force: "gtc",
+        #         orderType: "limit",
+        #         price: "93.170000000",
+        #         fillPrice: "93.170000000",
+        #         baseSize: "0.110600000",  # total amount of order
+        #         quoteSize: "10.304602000",  # total cost of order(independently if order is filled or pending)
+        #         baseVolume: "0.107400000",  # filled amount of order(during order's lifecycle, and not for self specific incoming update)
+        #         fillTotalAmount: "10.006458000",  # filled cost of order(during order's lifecycle, and not for self specific incoming update)
+        #         side: "buy",
+        #         status: "partially_filled",
+        #         cTime: "1717875017306",
+        #         clientOid: "b57afe789a06454e9c560a2aab7f7201",
+        #         loanType: "auto-loan",
+        #         orderId: "1183419084588060673",
+        #       }
         #
+        isSpot = not ('posMode' in order)
+        isMargin = ('loanType' in order)
         marketId = self.safe_string(order, 'instId')
         market = self.safe_market(marketId, market)
         timestamp = self.safe_integer(order, 'cTime')
@@ -1231,22 +1371,52 @@ class bitget(ccxt.async_support.bitget):
                 'currency': self.safe_currency_code(feeCurrency),
             }
         triggerPrice = self.safe_number(order, 'triggerPrice')
-        price = self.safe_string(order, 'price')
+        isTriggerOrder = (triggerPrice is not None)
+        price = None
+        if not isTriggerOrder:
+            price = self.safe_number(order, 'price')
+        elif isSpot and isTriggerOrder:
+            # for spot trigger order, limit price is self
+            price = self.safe_number(order, 'executePrice')
         avgPrice = self.omit_zero(self.safe_string_2(order, 'priceAvg', 'fillPrice'))
-        cost = self.safe_string_n(order, ['notional', 'notionalUsd', 'quoteSize'])
         side = self.safe_string(order, 'side')
         type = self.safe_string(order, 'orderType')
-        if side == 'buy' and market['spot'] and (type == 'market'):
-            cost = self.safe_string(order, 'newSize', cost)
-        filled = self.safe_string_2(order, 'accBaseVolume', 'baseVolume')
-        # if market['spot'] and (rawStatus != 'live'):
-        #     filled = Precise.string_div(cost, avgPrice)
-        # }
-        amount = self.safe_string(order, 'baseVolume')
-        if not market['spot'] or not (side == 'buy' and type == 'market'):
-            amount = self.safe_string(order, 'newSize', amount)
-        if market['swap'] and (amount is None):
-            amount = self.safe_string(order, 'size')
+        accBaseVolume = self.omit_zero(self.safe_string(order, 'accBaseVolume'))
+        newSizeValue = self.omit_zero(self.safe_string(order, 'newSize'))
+        isMarketOrder = (type == 'market')
+        isBuy = (side == 'buy')
+        totalAmount = None
+        filledAmount = None
+        cost = None
+        remaining = None
+        totalFilled = self.safe_string(order, 'accBaseVolume')
+        if isSpot:
+            if isMargin:
+                totalAmount = self.safe_string(order, 'baseSize')
+                totalFilled = self.safe_string(order, 'baseVolume')
+                cost = self.safe_string(order, 'fillTotalAmount')
+            else:
+                partialFillAmount = self.safe_string(order, 'baseVolume')
+                if partialFillAmount is not None:
+                    filledAmount = partialFillAmount
+                else:
+                    filledAmount = totalFilled
+                if isMarketOrder:
+                    if isBuy:
+                        totalAmount = accBaseVolume
+                        cost = newSizeValue
+                    else:
+                        totalAmount = newSizeValue
+                        # we don't have cost for market-sell order
+                else:
+                    totalAmount = self.safe_string(order, 'newSize')
+                    # we don't have cost for limit order
+        else:
+            # baseVolume should not be used for "amount" for contracts !
+            filledAmount = self.safe_string(order, 'baseVolume')
+            totalAmount = self.safe_string(order, 'size')
+            cost = self.safe_string(order, 'fillNotionalUsd')
+        remaining = Precise.string_sub(totalAmount, totalFilled)
         return self.safe_order({
             'info': order,
             'symbol': symbol,
@@ -1260,20 +1430,19 @@ class bitget(ccxt.async_support.bitget):
             'postOnly': None,
             'side': side,
             'price': price,
-            'stopPrice': triggerPrice,
             'triggerPrice': triggerPrice,
-            'amount': amount,
+            'amount': totalAmount,
             'cost': cost,
             'average': avgPrice,
-            'filled': filled,
-            'remaining': None,
+            'filled': filledAmount,
+            'remaining': remaining,
             'status': self.parse_ws_order_status(rawStatus),
             'fee': feeObject,
             'trades': None,
         }, market)
 
     def parse_ws_order_status(self, status):
-        statuses = {
+        statuses: dict = {
             'live': 'open',
             'partially_filled': 'open',
             'filled': 'closed',
@@ -1285,15 +1454,15 @@ class bitget(ccxt.async_support.bitget):
     async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
         """
         watches trades made by the user
-        :see: https://www.bitget.com/api-doc/contract/websocket/private/Order-Channel
+
+        https://www.bitget.com/api-doc/contract/websocket/private/Order-Channel
+
         :param str symbol: unified market symbol
         :param int [since]: the earliest time in ms to fetch trades for
         :param int [limit]: the maximum number of trades structures to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
         """
-        # only contracts stream provides the trade info consistently in between order updates
-        # the spot stream only provides on limit orders updates so we can't support it for spot
         await self.load_markets()
         market = None
         messageHash = 'myTrades'
@@ -1303,14 +1472,15 @@ class bitget(ccxt.async_support.bitget):
             messageHash = messageHash + ':' + symbol
         type = None
         type, params = self.handle_market_type_and_params('watchMyTrades', market, params)
-        if type == 'spot':
-            raise NotSupported(self.id + ' watchMyTrades is not supported for ' + type + ' markets.')
         instType = None
-        instType, params = self.get_inst_type(market, params)
-        subscriptionHash = 'order:trades'
-        args = {
+        if market is None and type == 'spot':
+            instType = 'SPOT'
+        else:
+            instType, params = self.get_inst_type(market, params)
+        subscriptionHash = 'fill:' + instType
+        args: dict = {
             'instType': instType,
-            'channel': 'orders',
+            'channel': 'fill',
             'instId': 'default',
         }
         trades = await self.watch_private(messageHash, subscriptionHash, args, params)
@@ -1320,55 +1490,101 @@ class bitget(ccxt.async_support.bitget):
 
     def handle_my_trades(self, client: Client, message):
         #
-        # order and trade mixin(contract)
-        #
+        # spot
+        # {
+        #     "action": "snapshot",
+        #     "arg": {
+        #        "instType": "SPOT",
+        #        "channel": "fill",
+        #        "instId": "default"
+        #     },
+        #     "data": [
+        #        {
+        #           "orderId": "1169142457356959747",
+        #           "tradeId": "1169142457636958209",
+        #           "symbol": "LTCUSDT",
+        #           "orderType": "market",
+        #           "side": "buy",
+        #           "priceAvg": "81.069",
+        #           "size": "0.074",
+        #           "amount": "5.999106",
+        #           "tradeScope": "taker",
+        #           "feeDetail": [
+        #              {
+        #                 "feeCoin": "LTC",
+        #                 "deduction": "no",
+        #                 "totalDeductionFee": "0",
+        #                 "totalFee": "0.000074"
+        #              }
+        #           ],
+        #           "cTime": "1714471204194",
+        #           "uTime": "1714471204194"
+        #        }
+        #     ],
+        #     "ts": 1714471204270
+        # }
+        # swap
         #     {
-        #         "accBaseVolume": "0",
-        #         "cTime": "1701920553759",
-        #         "clientOid": "1116501214318198793",
-        #         "enterPointSource": "WEB",
-        #         "feeDetail": [{
-        #             "feeCoin": "USDT",
-        #             "fee": "-0.162003"
-        #         }],
-        #         "force": "gtc",
-        #         "instId": "BTCUSDT",
-        #         "leverage": "20",
-        #         "marginCoin": "USDT",
-        #         "marginMode": "isolated",
-        #         "notionalUsd": "105",
-        #         "orderId": "1116501214293032964",
-        #         "orderType": "limit",
-        #         "posMode": "hedge_mode",
-        #         "posSide": "long",
-        #         "price": "35000",
-        #         "reduceOnly": "no",
-        #         "side": "buy",
-        #         "size": "0.003",
-        #         "status": "canceled",
-        #         "tradeSide": "open",
-        #         "uTime": "1701920595866"
+        #         "action": "snapshot",
+        #         "arg": {
+        #            "instType": "USDT-FUTURES",
+        #            "channel": "fill",
+        #            "instId": "default"
+        #         },
+        #         "data": [
+        #            {
+        #               "orderId": "1169142761031114781",
+        #               "tradeId": "1169142761312637004",
+        #               "symbol": "LTCUSDT",
+        #               "orderType": "market",
+        #               "side": "buy",
+        #               "price": "80.87",
+        #               "baseVolume": "0.1",
+        #               "quoteVolume": "8.087",
+        #               "profit": "0",
+        #               "tradeSide": "open",
+        #               "posMode": "hedge_mode",
+        #               "tradeScope": "taker",
+        #               "feeDetail": [
+        #                  {
+        #                     "feeCoin": "USDT",
+        #                     "deduction": "no",
+        #                     "totalDeductionFee": "0",
+        #                     "totalFee": "-0.0048522"
+        #                  }
+        #               ],
+        #               "cTime": "1714471276596",
+        #               "uTime": "1714471276596"
+        #            }
+        #         ],
+        #         "ts": 1714471276629
         #     }
         #
         if self.myTrades is None:
             limit = self.safe_integer(self.options, 'tradesLimit', 1000)
             self.myTrades = ArrayCache(limit)
         stored = self.myTrades
-        parsed = self.parse_ws_trade(message)
-        stored.append(parsed)
-        symbol = parsed['symbol']
+        data = self.safe_list(message, 'data', [])
+        length = len(data)
         messageHash = 'myTrades'
+        for i in range(0, length):
+            trade = data[i]
+            parsed = self.parse_ws_trade(trade)
+            stored.append(parsed)
+            symbol = parsed['symbol']
+            symbolSpecificMessageHash = 'myTrades:' + symbol
+            client.resolve(stored, symbolSpecificMessageHash)
         client.resolve(stored, messageHash)
-        symbolSpecificMessageHash = 'myTrades:' + symbol
-        client.resolve(stored, symbolSpecificMessageHash)
 
     async def watch_balance(self, params={}) -> Balances:
         """
         watch balance and get the amount of funds available for trading or funds locked in orders
-        :see: https://www.bitget.com/api-doc/spot/websocket/private/Account-Channel
-        :see: https://www.bitget.com/api-doc/contract/websocket/private/Account-Channel
-        :see: https://www.bitget.com/api-doc/margin/cross/websocket/private/Margin-Cross-Account-Assets
-        :see: https://www.bitget.com/api-doc/margin/isolated/websocket/private/Margin-isolated-account-assets
+
+        https://www.bitget.com/api-doc/spot/websocket/private/Account-Channel
+        https://www.bitget.com/api-doc/contract/websocket/private/Account-Channel
+        https://www.bitget.com/api-doc/margin/cross/websocket/private/Margin-Cross-Account-Assets
+        https://www.bitget.com/api-doc/margin/isolated/websocket/private/Margin-isolated-account-assets
+
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :param str [params.type]: spot or contract if not provided self.options['defaultType'] is used
         :param str [params.instType]: one of 'SPOT', 'MARGIN', 'USDT-FUTURES', 'USDC-FUTURES', 'COIN-FUTURES', 'SUSDT-FUTURES', 'SUSDC-FUTURES' or 'SCOIN-FUTURES'
@@ -1392,7 +1608,7 @@ class bitget(ccxt.async_support.bitget):
         else:
             instType = 'SPOT'
         instType, params = self.handle_option_and_params(params, 'watchBalance', 'instType', instType)
-        args = {
+        args: dict = {
             'instType': instType,
             'channel': channel,
             'coin': 'default',
@@ -1482,16 +1698,25 @@ class bitget(ccxt.async_support.bitget):
 
     async def watch_public(self, messageHash, args, params={}):
         url = self.urls['api']['ws']['public']
-        request = {
+        request: dict = {
             'op': 'subscribe',
             'args': [args],
         }
         message = self.extend(request, params)
         return await self.watch(url, messageHash, message, messageHash)
 
+    async def un_watch_public(self, messageHash, args, params={}):
+        url = self.urls['api']['ws']['public']
+        request: dict = {
+            'op': 'unsubscribe',
+            'args': [args],
+        }
+        message = self.extend(request, params)
+        return await self.watch(url, messageHash, message, messageHash)
+
     async def watch_public_multiple(self, messageHashes, argsArray, params={}):
         url = self.urls['api']['ws']['public']
-        request = {
+        request: dict = {
             'op': 'subscribe',
             'args': argsArray,
         }
@@ -1510,7 +1735,7 @@ class bitget(ccxt.async_support.bitget):
             auth = timestamp + 'GET' + '/user/verify'
             signature = self.hmac(self.encode(auth), self.encode(self.secret), hashlib.sha256, 'base64')
             operation = 'login'
-            request = {
+            request: dict = {
                 'op': operation,
                 'args': [
                     {
@@ -1523,12 +1748,12 @@ class bitget(ccxt.async_support.bitget):
             }
             message = self.extend(request, params)
             self.watch(url, messageHash, message, messageHash)
-        return future
+        return await future
 
     async def watch_private(self, messageHash, subscriptionHash, args, params={}):
         await self.authenticate()
         url = self.urls['api']['ws']['private']
-        request = {
+        request: dict = {
             'op': 'subscribe',
             'args': [args],
         }
@@ -1602,6 +1827,17 @@ class bitget(ccxt.async_support.bitget):
         #        "event": "subscribe",
         #        "arg": {instType: 'SPOT', channel: "account", instId: "default"}
         #    }
+        # unsubscribe
+        #    {
+        #        "op":"unsubscribe",
+        #        "args":[
+        #          {
+        #            "instType":"USDT-FUTURES",
+        #            "channel":"ticker",
+        #            "instId":"BTCUSDT"
+        #          }
+        #        ]
+        #    }
         #
         if self.handle_error_message(client, message):
             return
@@ -1619,13 +1855,22 @@ class bitget(ccxt.async_support.bitget):
         if event == 'subscribe':
             self.handle_subscription_status(client, message)
             return
-        methods = {
+        if event == 'unsubscribe':
+            self.handle_un_subscription_status(client, message)
+            return
+        methods: dict = {
             'ticker': self.handle_ticker,
             'trade': self.handle_trades,
+            'fill': self.handle_my_trades,
             'orders': self.handle_order,
             'ordersAlgo': self.handle_order,
+            'orders-algo': self.handle_order,
+            'orders-crossed': self.handle_order,
+            'orders-isolated': self.handle_order,
             'account': self.handle_balance,
             'positions': self.handle_positions,
+            'account-isolated': self.handle_balance,
+            'account-crossed': self.handle_balance,
         }
         arg = self.safe_value(message, 'arg', {})
         topic = self.safe_value(arg, 'channel', '')
@@ -1637,7 +1882,7 @@ class bitget(ccxt.async_support.bitget):
         if topic.find('books') >= 0:
             self.handle_order_book(client, message)
 
-    def ping(self, client):
+    def ping(self, client: Client):
         return 'ping'
 
     def handle_pong(self, client: Client, message):
@@ -1652,3 +1897,127 @@ class bitget(ccxt.async_support.bitget):
         #    }
         #
         return message
+
+    def handle_order_book_un_subscription(self, client: Client, message):
+        #
+        #    {"event":"unsubscribe","arg":{"instType":"SPOT","channel":"books","instId":"BTCUSDT"}}
+        #
+        arg = self.safe_dict(message, 'arg', {})
+        instType = self.safe_string_lower(arg, 'instType')
+        type = 'spot' if (instType == 'spot') else 'contract'
+        instId = self.safe_string(arg, 'instId')
+        market = self.safe_market(instId, None, None, type)
+        symbol = market['symbol']
+        messageHash = 'unsubscribe:orderbook:' + market['symbol']
+        subMessageHash = 'orderbook:' + symbol
+        if symbol in self.orderbooks:
+            del self.orderbooks[symbol]
+        if subMessageHash in client.subscriptions:
+            del client.subscriptions[subMessageHash]
+        if messageHash in client.subscriptions:
+            del client.subscriptions[messageHash]
+        error = UnsubscribeError(self.id + 'orderbook ' + symbol)
+        client.reject(error, subMessageHash)
+        client.resolve(True, messageHash)
+
+    def handle_trades_un_subscription(self, client: Client, message):
+        #
+        #    {"event":"unsubscribe","arg":{"instType":"SPOT","channel":"trade","instId":"BTCUSDT"}}
+        #
+        arg = self.safe_dict(message, 'arg', {})
+        instType = self.safe_string_lower(arg, 'instType')
+        type = 'spot' if (instType == 'spot') else 'contract'
+        instId = self.safe_string(arg, 'instId')
+        market = self.safe_market(instId, None, None, type)
+        symbol = market['symbol']
+        messageHash = 'unsubscribe:trade:' + market['symbol']
+        subMessageHash = 'trade:' + symbol
+        if symbol in self.trades:
+            del self.trades[symbol]
+        if subMessageHash in client.subscriptions:
+            del client.subscriptions[subMessageHash]
+        if messageHash in client.subscriptions:
+            del client.subscriptions[messageHash]
+        error = UnsubscribeError(self.id + 'trades ' + symbol)
+        client.reject(error, subMessageHash)
+        client.resolve(True, messageHash)
+
+    def handle_ticker_un_subscription(self, client: Client, message):
+        #
+        #    {"event":"unsubscribe","arg":{"instType":"SPOT","channel":"trade","instId":"BTCUSDT"}}
+        #
+        arg = self.safe_dict(message, 'arg', {})
+        instType = self.safe_string_lower(arg, 'instType')
+        type = 'spot' if (instType == 'spot') else 'contract'
+        instId = self.safe_string(arg, 'instId')
+        market = self.safe_market(instId, None, None, type)
+        symbol = market['symbol']
+        messageHash = 'unsubscribe:ticker:' + market['symbol']
+        subMessageHash = 'ticker:' + symbol
+        if symbol in self.tickers:
+            del self.tickers[symbol]
+        if subMessageHash in client.subscriptions:
+            del client.subscriptions[subMessageHash]
+        if messageHash in client.subscriptions:
+            del client.subscriptions[messageHash]
+        error = UnsubscribeError(self.id + 'ticker ' + symbol)
+        client.reject(error, subMessageHash)
+        client.resolve(True, messageHash)
+
+    def handle_ohlcv_un_subscription(self, client: Client, message):
+        #
+        #    {"event":"unsubscribe","arg":{"instType":"SPOT","channel":"candle1m","instId":"BTCUSDT"}}
+        #
+        arg = self.safe_dict(message, 'arg', {})
+        instType = self.safe_string_lower(arg, 'instType')
+        type = 'spot' if (instType == 'spot') else 'contract'
+        instId = self.safe_string(arg, 'instId')
+        channel = self.safe_string(arg, 'channel')
+        interval = channel.replace('candle', '')
+        timeframes = self.safe_value(self.options, 'timeframes')
+        timeframe = self.find_timeframe(interval, timeframes)
+        market = self.safe_market(instId, None, None, type)
+        symbol = market['symbol']
+        messageHash = 'unsubscribe:candles:' + timeframe + ':' + market['symbol']
+        subMessageHash = 'candles:' + timeframe + ':' + symbol
+        if symbol in self.ohlcvs:
+            if timeframe in self.ohlcvs[symbol]:
+                del self.ohlcvs[symbol][timeframe]
+        self.clean_unsubscription(client, subMessageHash, messageHash)
+
+    def handle_un_subscription_status(self, client: Client, message):
+        #
+        #  {
+        #      "op":"unsubscribe",
+        #      "args":[
+        #        {
+        #          "instType":"USDT-FUTURES",
+        #          "channel":"ticker",
+        #          "instId":"BTCUSDT"
+        #        },
+        #        {
+        #          "instType":"USDT-FUTURES",
+        #          "channel":"candle1m",
+        #          "instId":"BTCUSDT"
+        #        }
+        #      ]
+        #  }
+        #  or
+        # {"event":"unsubscribe","arg":{"instType":"SPOT","channel":"books","instId":"BTCUSDT"}}
+        #
+        argsList = self.safe_list(message, 'args')
+        if argsList is None:
+            argsList = [self.safe_dict(message, 'arg', {})]
+        for i in range(0, len(argsList)):
+            arg = argsList[i]
+            channel = self.safe_string(arg, 'channel')
+            if channel == 'books':
+                # for now only unWatchOrderBook is supporteod
+                self.handle_order_book_un_subscription(client, message)
+            elif channel == 'trade':
+                self.handle_trades_un_subscription(client, message)
+            elif channel == 'ticker':
+                self.handle_ticker_un_subscription(client, message)
+            elif channel.startswith('candle'):
+                self.handle_ohlcv_un_subscription(client, message)
+        return message