Peatio WebSocket API

Peatio WebSocket API connections are handled by Ranger service provided by peatio gem.

API

There are two types of channels: * Public: accessible by anyone * Private: accessible only by given member

GET request parameters:

Field Description Multiple allowed
stream List of streams to be subscribed on Yes

List of supported public streams: * <market>.ob-inc market order-book update * <market>.trades * <market>.kline-PERIOD (available periods are "1m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "12h", "1d", "3d", "1w") * global.tickers

List of supported private streams (requires authentication): * order * trade

You can find a format of these events below in the doc.

Authentication

Authentication happens on websocket message with following JSON structure.

{
  "jwt": "Bearer <Token>"
}

If authentication was done, server will respond successfully

{
  "success": {
    "message": "Authenticated."
  }
}

Otherwise server will return an error

{
  "error": {
    "message": "Authentication failed."
  }
}

If authentication JWT token has invalid type, server return an error

{
  "error": {
    "message": "Token type is not provided or invalid."
  }
}

If other error occurred during the message handling server throws an error

{
  "error": {
    "message": "Error while handling message."
  }
}

Note: Peatio websocket API supports authentication only Bearer type of JWT token.

Example of authentication message:

{
  "jwt": "Bearer eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJzdWIiOiIxMjM0NTY3ODkwIiwibmFtZSI6IkpvaG4gRG9lIiwiYWRtaW4iOnRydWV9.TJVA95OrM7E2cBab30RMHrHDcEfxjoYZgeFONFh7HgQ"
}

Streams subscription

Using parameters

You can specify streams to subscribe to by passing the stream GET parameter in the connection URL. The parameter can be specified multiple times for subscribing to multiple streams.

example:

wss://demo.openware.com/api/v2/ranger/public/?stream=global.tickers&stream=ethusd.trades

This will subscribe you to tickers and trades events from ethusd market once the connection is established.

Subscribe and unsubscribe events

You can manage the connection subscriptions by send the following events after the connection is established:

Subscribe event will subscribe you to the list of streams provided:

{"event":"subscribe","streams":["ethusd.trades","ethusd.ob-inc"]}

The server confirms the subscription with the following message and provides the new list of your current subscrictions:

{"success":{"message":"subscribed","streams":["global.tickers","ethusd.trades","ethusd.ob-inc"]}}

Unsubscribe event will unsubscribe you to the list of streams provided:

{"event":"unsubscribe","streams":["ethusd.trades","ethusd.ob-inc"]}

The server confirms the unsubscription with the following message and provides the new list of your current subscrictions:

{"success":{"message":"unsubscribed","streams":["global.tickers","ethusd.kline-15m"]}}

Public streams

Order-Book

This stream sends a snapshot of the order-book at the subscription time, then it sends increments. Volumes information in increments replace the previous values. If the volume is zero the price point should be removed from the order-book.

Register to stream <market>.ob-inc to receive snapshot and increments messages.

Example of order-book snapshot:

{
    "eurusd.ob-snap":{
        "asks":[
            ["15.0","21.7068"],
            ["20.0","100.2068"],
            ["20.5","30.2068"],
            ["30.0","21.2068"]
        ],
        "bids":[
            ["10.95","21.7068"],
            ["10.90","65.2068"],
            ["10.85","55.2068"],
            ["10.70","30.2068"]
        ]
    }
}

Example of order-book increment message:

 {
     "eurusd.ob-inc":{
         "asks":[
             ["15.0","22.1257"]
         ]
     }
 }

Trades

Here is structure of <market>.trades event expose as array with trades:

Field Description
tid Unique trade tid.
taker_type Taker type of trade, either buy or sell.
price Price for the trade.
amount The amount of trade.
created_at Trade create time.

Kline point

Kline point as array of numbers:

  1. Timestamp.
  2. Open price.
  3. Max price.
  4. Min price.
  5. Last price.
  6. Period volume

Example:

[1537370580, 0.0839, 0.0921, 0.0781, 0.0845, 0.5895]

Tickers

Here is structure of global.tickers event expose as array with all markets pairs:

Field Description
at Date of current ticker.
name Market pair name.
base_unit Base currency.
quote_unit Quote currency.
low Lowest price in 24 hours.
high Highest price in 24 hours.
last Last trade price.
open Last trade from last timestamp.
close Last trade price.
volume Volume in 24 hours.
sell Best price per unit.
buy Best price per unit.
avg_price Average price for last 24 hours.
price_change_percent Average price change in percent.

Private streams

Order

Here is structure of Order event:

Field Description
id Unique order id.
market The market in which the order is placed. (In peatio market_id)
order_type Order type, either limit or market.
price Order price.
avg_price Order average price.
state One of wait, done, reject or cancel.
origin_volume The amount user want to sell/buy.
remaining_volume Remaining amount user want to sell/buy.
executed_volume Executed amount for current order.
created_at Order create time.
updated_at Order create time.
trades_count Trades with this order.
kind Type of order, either bid or ask. (Deprecated)
at Order create time. (Deprecated) (In peatio created_at)

Trade

Here is structure of Trade event:

Field Description
id Unique trade identifier.
price Price for each unit.
amount The amount of trade.
total The total of trade (volume * price).
market The market in which the trade is placed. (In peatio market_id)
side Type of order in trade that related to current user sell or buy.
taker_type Order side of the taker for the trade, either buy or sell.
created_at Trade create time.
order_id User order identifier in trade.

Development

Start ranger websocket server using following command in peatio-core gem:

$ ./bin/peatio service start ranger

Now we can test authentication with wscat:

Connect to public channel:

$ wscat -n -c 'ws://ws.app.local:8080/api/ranger/v2?stream=usdeth'

Connect to private channel:

Authorization header will be injected automatically by ambassador so we could subscribe to private channels. bash $ wscat -n -c 'ws://ws.app.local:8080/api/ranger/v2?stream=trade'

Examples

There is also example of working with Ranger service using NodeJS.