Bitget Market

Spot and USDT-, USDC- and coin-margined perpetuals, read-only. tribulnation-bitget, venue name bitget.

See the generic market interface for the shared method surface. This page covers only what is Bitget-specific.

Account

accounts.Bitget takes an access_key, secret_key and passphrase. uta says whether the account is a Unified Trading Account (True), a Classic account (False), or should be auto-detected on the first account-scoped call (None, the default). validate toggles pydantic validation of API responses. The built-in bitget account is accounts.Bitget(public=True): every public method works on it, implemented account-scoped methods raise AuthError. USDC futures expose public data only; their account methods raise NotImplementedError, including when credentials are configured.

Exchanges & ID conventions

Classic coin-classic futures retired on September 17, 2026 at 07:00 UTC. The exchange is absent from discovery and explicit requests raise NotImplementedError. Historical IDs such as bitget:coin-classic:BTCUSD remain delisted Catalogue records; they are never mapped to UTA IDs. See the Bitget retirement announcement.

UTA coin (BTCUSD_CM, etc.) is not supported or listed in discovery. Requesting it raises NotImplementedError: native USD-sized quantities do not fit the current SDK base-unit rules. See issue #32. Catalogue entries remain active; this is an SDK capability deferral.

Market IDs are Bitget's Classic API symbols: BTCUSDT on spot and usdt, BTCPERP on usdc. Full SDK IDs include bitget:usdt:BTCUSDT and bitget:usdc:BTCPERP; a configured account key can replace bitget. The former USDT exchange ID perp is replaced by usdt, without an alias. Exchange.markets() returns the symbols of the public catalogue: every spot pair, and every perpetual of the product line (delivery contracts, which pay no funding, are dropped).

Venue-specific semantics

• Public data is mode-independent. markets, depth, depth_stream, tickers, rules, perp_stats, index, next_funding and funding_rates read the venue's public endpoints, so they answer the same on a Classic account, a UTA account and the built-in public one. Account-scoped reads on spot and usdt dispatch on the account's mode; usdc account reads are not implemented.
• Trading is not implemented. place_order, cancel_order, cancel_orders and cancel_open_orders raise NotImplementedError: Bitget is not a venue we trade on.
• rules come from the public symbol and contract catalogues, cached after the first call. Bitget publishes decimal-place counts rather than tick sizes, so tick_size and step_size are derived from them (priceEndStep * 10 ** -pricePlace on perps). The fee rates are the venue's default tier, not the account's; nonzero feeRateUpRatio leaves public contract fees unknown until its composition is verified. Active futures products use the quote coin as fee_asset. Futures min_value is reported only for usdt: Bitget's minTradeUSDT cannot be reported as USDC without conversion, so it is None for usdc.
• depth on spot takes any levels (150 a side by default); on futures the venue serves a fixed depth of 1, 5, 15, 50 or 100 levels, so a request is served by the next size up and trimmed. depth_stream folds the books channel (a full snapshot, then deltas) into whole books; levels trims each delivered book.
• candles serves every CandleInterval (CANDLE_INTERVALS is the full set) on all three exchanges, with required timezone-aware start and end bounds. Opening timestamps are filtered to [start, end); responses retain their native order with no ordering guarantee across windows. Each futures product reads the futures history endpoint in windows of 198 opens (leaving two slots under the 200-row cap for boundary handling), back to the contract's listing. spot reads the recent endpoint in windows of 999 opens, which only keeps about two months of hourly candles (less at finer intervals): the spot history endpoint has no paged walk in the typed client yet, so a start past that horizon yields fewer candles than the window holds.
• perp_stats joins the futures ticker listing (index, mark, current rate, open interest) with the funding-rate listing (next settlement time and interval) -- two calls for the whole universe. Funding intervals vary per contract (1, 4 or 8 hours).
• funding_rates walks the venue's page-numbered history newest-first and stops once a page reaches back past start; a call with no start walks the whole history.
• funding_payments is not supported on either mode: Bitget publishes no closed set of futures ledger types (businessType, futureTaxType, type are all free text), so there is no documented settlement value to filter on.
• trades_history is served in 90-day windows, the widest the venue accepts. Classic spot and UTA fills reach back roughly 90 days and the venue rejects a window older than that (43111 / 25200); Classic futures fills reach further back. UTA's fill history has no symbol filter, so it is narrowed client-side.
• trades_stream subscribes to the private fill channel: per product line and symbol on Classic, one account-wide channel narrowed to the market on UTA.
• position on spot is the base-coin balance (available, frozen and locked on Classic; the unified pool's balance on UTA). perp_position nets a hedge-mode account's long and short rows into one signed size.
• collateral on a spot market is the quote-coin balance (equity = total, free_collateral = available); available_notional is that free part. The exchange-level pool (collateral('bitget:spot')) is the unified pool on UTA and unsupported on Classic, whose spot wallet has no pool-level figure.
• perp_collateral on UTA is the unified margin pool (accountEquity, effEquity, imr, mmr, leverage), with margin_mode read from the account's per-symbol settings (cross when the symbol has none, and always for the exchange-level pool). On Classic it is unsupported: the futures wallet reports no initial or maintenance margin. available_notional on usdt is the free margin times the contract's maximum leverage (available of the futures wallet on Classic, effEquity on UTA).
• Fees on trades are reported the SDK's way, positive when charged: Classic signs a fee charged negative and is flipped, UTA already agrees. A fill charged in several coins reports the first coin only.
• query_order is the base implementation: it scans open_orders().

Example

from dotenv import load_dotenv
from tribulnation.sdk import MarketSDK, accounts

load_dotenv()

sdk = MarketSDK({'bg': accounts.Bitget()})

# public, works on the built-in `bitget` account too
book = await sdk.depth('bg:spot:BTCUSDT', levels=5)
tickers = await sdk.tickers('bg:spot')
stats = await sdk.perp_stats('bg:usdt', markets=['BTCUSDT', 'ETHUSDT'])

# account-scoped, dispatched on the account's Classic/UTA mode
position = await sdk.perp_position('bg:usdt:BTCUSDT')