go_gdax_fix

README

go_gdax_fix

Go (golang) FIX Client for the Coinbase GDAX API https://www.gdax.com.

Why:

https://docs.gdax.com/#rate-limits

FINANCIAL INFORMATION EXCHANGE API The FIX API throttles the number of incoming messages to 50 commands per second.

vs

PRIVATE ENDPOINTS We throttle private endpoints by user ID: 5 requests per second, up to 10 requests per second in bursts.

Run

• Replace <GDAX_KEY> in client.template.cfg with your GDAX key, then rename client.template.cfg to client.cfg.
• Set GDAX_SECRET, GDAX_KEY and GDAX_PASSPHRASE in .env.template, then rename .env.template to .env.
• make run.
• An attempt to login is made. A logon message will be received, if and only if you successfully login, otherwise a logout occurs.
• After logon is received a single sell order is placed, see the function sendNewOrder. You should see a new message in the log with 35=8, where 35 is type and 8 is the value, in this case it is the Execution Report (https://docs.gdax.com/#execution-report-8).

INFO[0000] TradeClient:OnCreate                          sessionID="..."
INFO[0000] TradeClient:ToAdmin                           msg="..." sessionID="..."
INFO[0000] TradeClient:FromAdmin                         msg="..." sessionID="..."
INFO[0000] TradeClient:OnLogon                           sessionID="..."
^Csignal: interrupt

Thanks to: https://github.com/quickfixgo/quickfix.

Documentation

Index

• type TradeClient
  • func (e *TradeClient) FromAdmin(msg *quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)
  • func (e *TradeClient) FromApp(msg *quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)
  • func (e *TradeClient) OnCreate(sessionID quickfix.SessionID)
  • func (e *TradeClient) OnLogon(sessionID quickfix.SessionID)
  • func (e *TradeClient) OnLogout(sessionID quickfix.SessionID)
  • func (e *TradeClient) ToAdmin(msg *quickfix.Message, sessionID quickfix.SessionID)
  • func (e *TradeClient) ToApp(msg *quickfix.Message, sessionID quickfix.SessionID) (err error)

Types

type TradeClient

type TradeClient struct {
}

TradeClient implements the quickfix.Application interface

func (*TradeClient) FromAdmin

func (e *TradeClient) FromAdmin(msg *quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)

FromAdmin implemented as part of Application interface

func (*TradeClient) FromApp

func (e *TradeClient) FromApp(msg *quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)

FromApp implemented as part of Application interface. This is the callback for all Application level messages from the counter party.

func (*TradeClient) OnCreate

func (e *TradeClient) OnCreate(sessionID quickfix.SessionID)

OnCreate implemented as part of Application interface

func (*TradeClient) OnLogon

func (e *TradeClient) OnLogon(sessionID quickfix.SessionID)

OnLogon implemented as part of Application interface

func (*TradeClient) OnLogout

func (e *TradeClient) OnLogout(sessionID quickfix.SessionID)

OnLogout implemented as part of Application interface

func (*TradeClient) ToAdmin

func (e *TradeClient) ToAdmin(msg *quickfix.Message, sessionID quickfix.SessionID)

ToAdmin implemented as part of Application interface

func (*TradeClient) ToApp

func (e *TradeClient) ToApp(msg *quickfix.Message, sessionID quickfix.SessionID) (err error)

ToApp implemented as part of Application interface