This typescript demo-app integrates with Okex exhange and gives the best SPOT BUY/SELL for a given cryptocurrency pair and an order size. It also, provides the functionality to execute said Trade given Okex API Key and Secret are loaded as environment variables.
This app is made with docker. Make sure you have installed first and you have a proper .env file. Then run:
docker-compose up
This starts the app and a mysql database to store trades.
In order to make this app work, you need to have this variables set up in your .env file at root.
API_KEY=<okex api key>
SECRET_KEY=<okex secret>
PASS=<okex passphrase>
USERNAME=<database root user>
PASSWORD=<database root password>
TIME_LOCK=<time in ms which order will prevail>
TIME_LOCK here is optional, if you don't set it, it will default to 10000 ms
Just maker sure you have a proper version of node installed (^10) and a mysql instance running at port 3306.
npm i
npm run start-dev
npm test
GET /trade accepts a cryptocurrency pair (ex. BTC-USDT) a size (ex. 0.01) and a operation (BUY or SELL). It searches for available orders in OrderBook to match given size, and returns the best price found for that size.
GET /trade?pair=BTC-USDT&size=0.01&operation=BUY get's the best trade to buy 0.01 Bitcoin with USDT.
Returns:
{
"price": "34519.96784625", //Best price found
"size": "0.02", //Size asked
"operation": "SELL",
"pair": "BTC-USDT",
"instrument": "SPOT",
"status": "UNPLACED", //Order status, if unplaced needs to be posted to trader in order to advance.
"fee": null,
"feeCurrency": null,
"fillSize": null,
"fillPrice": null,
"id": "2fbebaa8-9a1a-4fe9-9627-c9c634be3ea1", //Order id as stored in database.
"exchangeId": null,
"executeBefore": "2021-06-29T03:44:28.097Z", //Time Lock for order, defaults to 10 seconds.
"executedAt": null
}
POST /trade/:id Posts an unplaced trade to exchange.
Returns:
{
"status": "PENDING", //Now order is pending.
"id": "2e7c4331-6ea5-4c47-bb56-a5f2d988ec2c",
"exchangeId": "329954034400501763", //Okex Exchange Id.
"price": "2095.46",
"size": "0.01",
"operation": "BUY",
"fee": null,
"feeCurrency": null,
"fillPrice": null,
"fillSize": null,
"pair": "ETH-USDT",
"instrument": "SPOT",
"executeBefore": "2021-06-29T03:59:36.074Z",
"executedAt": null,
"createdAt": "2021-06-29T03:59:26.000Z",
"updatedAt": "2021-06-29T03:59:26.000Z"
}
GET /trade/:id Get's a trade from database and updates its status against okex only if order is placed.
Returns:
{
"status": "FULFILLED",
"id": "2e7c4331-6ea5-4c47-bb56-a5f2d988ec2c",
"exchangeId": "329954034400501763",
"price": "2095.46",
"size": "0.01",
"operation": "BUY",
"fee": "-0.00001",
"feeCurrency": "ETH",
"fillPrice": "1660",
"fillSize": "0.01",
"pair": "ETH-USDT",
"instrument": "SPOT",
"executeBefore": "2021-06-29T03:59:36.074Z",
"executedAt": "2021-06-29T03:59:32.054Z",
"createdAt": "2021-06-29T03:59:26.000Z",
"updatedAt": "2021-06-29T03:59:32.000Z"
}
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