valr_ws

README

Note that this project is still under development and not yet thoroughly tested. Any help welcome.

Installation

To install valr, use go get:

go get github.com/Rellum/valr_ws

Usage

API Key.

It is required that you set up a Valr API Key. See Valr's api documentation for details. View-only permission is fine.

Using the client.

See the example directory for sample code.

Contributing

Please feel free to submit issues, fork the repository and make pull requests!

Documentation

Index

• func NewAccountStream(ctx context.Context, apiKey, apiSecret string, opts ...AccountStreamOpt) error
• func NewAggregatedOrderbookUpdatesStream(ctx context.Context, apiKey, apiSecret string, pairs []string, ...) error
• func NewMarketSummaryUpdatesStream(ctx context.Context, apiKey, apiSecret string, pairs []string, ...) error
• func NewTradeBucketStream(ctx context.Context, apiKey, apiSecret string, pairs []string, ...) error
• func NewTradeStream(ctx context.Context, apiKey, apiSecret string, pairs []string, ...) error
• type AccountStreamOpt
  • func OnAny(fn func(responseType string, bl []byte)) AccountStreamOpt
  • func OnBalanceUpdate(fn func(BalanceUpdate)) AccountStreamOpt
  • func OnOpenOrdersUpdate(fn func([]OpenOrderUpdate)) AccountStreamOpt
  • func OnOrderStatusUpdate(fn func(OrderStatusUpdate)) AccountStreamOpt
• type AggregatedOrderbookUpdate
• type BalanceUpdate
• type Currency
• type CurrencyPair
• type MarketSummaryUpdate
• type NewTrade
• type NewTradeBucket
• type OpenOrderUpdate
• type OrderStatusType
• type OrderStatusUpdate
• type OrderType
• type OrderbookEntry
• type Side

Functions

func NewAccountStream

func NewAccountStream(ctx context.Context, apiKey, apiSecret string, opts ...AccountStreamOpt) error

func NewAggregatedOrderbookUpdatesStream

func NewAggregatedOrderbookUpdatesStream(ctx context.Context, apiKey, apiSecret string, pairs []string, fn func(AggregatedOrderbookUpdate)) error

func NewMarketSummaryUpdatesStream

func NewMarketSummaryUpdatesStream(ctx context.Context, apiKey, apiSecret string, pairs []string, fn func(MarketSummaryUpdate)) error

func NewTradeBucketStream

func NewTradeBucketStream(ctx context.Context, apiKey, apiSecret string, pairs []string, fn func(NewTradeBucket)) error

func NewTradeStream

func NewTradeStream(ctx context.Context, apiKey, apiSecret string, pairs []string, fn func(NewTrade)) error

Types

type AccountStreamOpt

type AccountStreamOpt func(*accountStreamOpts)

func OnAny

func OnAny(fn func(responseType string, bl []byte)) AccountStreamOpt

func OnBalanceUpdate

func OnBalanceUpdate(fn func(BalanceUpdate)) AccountStreamOpt

func OnOpenOrdersUpdate

func OnOpenOrdersUpdate(fn func([]OpenOrderUpdate)) AccountStreamOpt

func OnOrderStatusUpdate

func OnOrderStatusUpdate(fn func(OrderStatusUpdate)) AccountStreamOpt

type AggregatedOrderbookUpdate

type AggregatedOrderbookUpdate struct {
	Pair       string           `json:"currencyPairSymbol"`
	Asks       []OrderbookEntry `json:"Asks"`
	Bids       []OrderbookEntry `json:"Bids"`
	LastChange time.Time        `json:"LastChange"`
}

type BalanceUpdate

type BalanceUpdate struct {
	Currency  Currency        `json:"currency"`
	Available decimal.Decimal `json:"available"`
	Reserved  decimal.Decimal `json:"reserved"`
	Total     decimal.Decimal `json:"total"`
	UpdatedAt time.Time       `json:"updatedAt"`
}

type Currency

type Currency struct {
	ID                             int    `json:"id"`
	Symbol                         string `json:"symbol"`
	DecimalPlaces                  int    `json:"decimalPlaces"`
	IsActive                       bool   `json:"isActive"`
	ShortName                      string `json:"shortName"`
	LongName                       string `json:"longName"`
	CurrencyDecimalPlaces          int    `json:"currencyDecimalPlaces"`
	SupportedWithdrawDecimalPlaces int    `json:"supportedWithdrawDecimalPlaces"`
}

type CurrencyPair

type CurrencyPair struct {
	ID             int             `json:"id"`
	Symbol         string          `json:"symbol"`
	BaseCurrency   Currency        `json:"baseCurrency"`
	QuoteCurrency  Currency        `json:"quoteCurrency"`
	ShortName      string          `json:"shortName"`
	Exchange       string          `json:"exchange"`
	Active         bool            `json:"active"`
	MinBaseAmount  decimal.Decimal `json:"minBaseAmount"`
	MaxBaseAmount  decimal.Decimal `json:"maxBaseAmount"`
	MinQuoteAmount decimal.Decimal `json:"minQuoteAmount"`
	MaxQuoteAmount decimal.Decimal `json:"maxQuoteAmount"`
}

type MarketSummaryUpdate

type MarketSummaryUpdate struct {
	Pair        string          `json:"currencyPairSymbol"`
	Ask         decimal.Decimal `json:"askPrice"`
	Bid         decimal.Decimal `json:"bidPrice"`
	Last        decimal.Decimal `json:"lastTradedPrice"`
	Close       decimal.Decimal `json:"previousClosePrice"`
	BaseVolume  decimal.Decimal `json:"baseVolume"`
	QuoteVolume decimal.Decimal `json:"quoteVolume"`
	High        decimal.Decimal `json:"highPrice"`
	Low         decimal.Decimal `json:"lowPrice"`
	Created     time.Time       `json:"created"`
	Change      decimal.Decimal `json:"changeFromPrevious"`
}

type NewTrade

type NewTrade struct {
	Pair     string          `json:"currencyPair"`
	TradedAt time.Time       `json:"tradedAt"`
	Side     Side            `json:"takerSide"`
	Price    decimal.Decimal `json:"price"`
	Quantity decimal.Decimal `json:"quantity"`
}

type NewTradeBucket

type NewTradeBucket struct {
	Pair   string          `json:"currencyPair"`
	Period int             `json:"bucketPeriodInSeconds"`
	Start  time.Time       `json:"startTime"`
	Open   decimal.Decimal `json:"open"`
	High   decimal.Decimal `json:"high"`
	Low    decimal.Decimal `json:"low"`
	Close  decimal.Decimal `json:"close"`
	Volume decimal.Decimal `json:"volume"`
}

type OpenOrderUpdate

type OpenOrderUpdate struct {
	OrderID          string          `json:"orderId"`
	Side             Side            `json:"side"`
	Quantity         decimal.Decimal `json:"quantity"`
	Price            decimal.Decimal `json:"price"`
	CurrencyPair     string          `json:"currencyPair"`
	CreatedAt        time.Time       `json:"createdAt"`
	OriginalQuantity decimal.Decimal `json:"originalQuantity"`
	FilledPercentage decimal.Decimal `json:"filledPercentage"`
	CustomerOrderID  string          `json:"customerOrderId"`
}

type OrderStatusType

type OrderStatusType string

const OrderStatusTypeCancelled OrderStatusType = "Cancelled"

const OrderStatusTypeFailed OrderStatusType = "Failed"

const OrderStatusTypeFilled OrderStatusType = "Filled"

const OrderStatusTypeInstantOrderCompleted OrderStatusType = "Instant Order Completed"

const OrderStatusTypeInstantOrderReserveFailed OrderStatusType = "Instant Order Balance Reserve Failed"

const OrderStatusTypeInstantOrderReserved OrderStatusType = "Instant Order Balance Reserved"

const OrderStatusTypePartiallyFilled OrderStatusType = "Partially Filled"

const OrderStatusTypePlaced OrderStatusType = "Placed"

type OrderStatusUpdate

type OrderStatusUpdate struct {
	OrderID           string          `json:"orderId"`
	OrderStatusType   OrderStatusType `json:"orderStatusType"`
	CurrencyPair      string          `json:"currencyPair"`
	OriginalPrice     decimal.Decimal `json:"originalPrice"`
	RemainingQuantity decimal.Decimal `json:"remainingQuantity"`
	OriginalQuantity  decimal.Decimal `json:"originalQuantity"`
	OrderSide         Side            `json:"orderSide"`
	OrderType         OrderType       `json:"orderType"`
	FailedReason      string          `json:"failedReason"`
	OrderUpdatedAt    time.Time       `json:"orderUpdatedAt"`
	OrderCreatedAt    time.Time       `json:"orderCreatedAt"`
	CustomerOrderID   string          `json:"customerOrderId"`
}

type OrderType

type OrderType string

type OrderbookEntry

type OrderbookEntry struct {
	Price      decimal.Decimal `json:"price"`
	Quantity   decimal.Decimal `json:"quantity"`
	Side       Side            `json:"side"`
	Pair       string          `json:"currencyPair"`
	OrderCount int             `json:"orderCount"`
}

type Side

type Side string

const SideBuy Side = "buy"

const SideSell Side = "sell"