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keychain

Implementations and utilities for various cryptocurrency exchanges.

Usage

GDAX

You will find GDAX functionality in keychain.exchange.gdax

API Client

Most GDAX REST API requests will require credentials.

{:access-key "string"
 :access-secret "string"
 :access-passphrase "string"}

Keychain will look for three environment variables automatically:

  • KEYCHAIN_GDAX_ACCESS_KEY
  • KEYCHAIN_GDAX_ACCESS_SECRET
  • KEYCHAIN_GDAX_ACCESS_PASSPHRASE

Or you can supply your own function to source your credentials to the get-client function.

Example:

(use 'keychain.exchange.gdax)

(def gdax (get-client))

REST API

Get Product Order Book

(def product "ETH-USD")
;; Defaults to level 1
(get-product-order-book gdax product)

;; Level 2
(get-product-order-book gdax product :level 2)

;; Level 3
(get-product-order-book gdax product :level 3)

Get Trades

Returns a map containing the keys:

  • :data
  • :pagination

The pagination key is a map containing:

  • :before
  • :after
(def product "ETH-USD")

;; Default request
(get-trades gdax product)

;; With Limit
(get-trades gdax product :limit 10)

;; With Before
(get-trades gdax product :before "123")

;; With After
(get-trades gdax product :after "123")

Websockets Feed

Subscribe

The default implementation uses a sliding buffer with a of size 1000. You may provide your own core.async buffer with the :buffer option.

A message is a tuple where the first element is a string timestamp and the second is a type coerced, but unaltered, GDAX message.

By default the channels used are heartbeat and full. Custom channels can be provided as a vector of channel names only at this time to the subscribe arg map.

This function returns a map containing the following:

:feed

A core.async channel on which to receive messages

:errored

A core.async channel on which to receive a Throwable error.

:closed

A core.async channel on which to receive a code and reason for closing.

:connected

A core.async channel on which to receive an event upon initial connection.

:close

A zero argument function that will close the websocket subscription and all associated channels.

(use 'clojure.core.async)

(def products ["ETH-USD" "ETH-BTC"])

(def subscription (subscribe {:products products}))

(poll! (:feed subscription))