Overview
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A Python SDK for VALR cryptocurrency exchange APIs.
Installation
pip install valr-python
You can also install the in-development version with:
pip install https://github.com/jonathanelscpt/valr-python/archive/master.zip
Authentication
Authenticating to VALR API private resources requires a valid API Key from the VALR exchange.
Synchronous REST API Client
To use the synchronous REST API client:
>>> from valr_python import Client
>>> from valr_python.exceptions import IncompleteOrderWarning
>>> from decimal import Decimal
>>>
>>> c = Client(api_key='api_key', api_secret='api_secret')
>>> c.rate_limiting_support = True # honour HTTP 429 "Retry-After" header values
>>> limit_order = {
... "side": "SELL",
... "quantity": Decimal('0.1'),
... "price": Decimal('10000'),
... "pair": "BTCZAR",
... "post_only": True,
... }
>>> try:
... res = c.post_limit_order(**limit_order)
... order_id = res['id']
... print(order_id)
... except IncompleteOrderWarning as w: # HTTP 202 Accepted handling for incomplete orders
... order_id = w.data['id']
... print(order_id)
... except Exception as e:
... print(e)
"558f5e0a-ffd1-46dd-8fae-763d93fa2f25"Asynchronous REST API Client
The asynchronous REST API client is still in development. Coming soon!
WebSocket API Client
To use the WebSocket API client:
>>> import asyncio
>>> from typing import Dict
>>> from pprint import pprint
>>> from valr_python import WebSocketClient
>>> from valr_python.enum import TradeEvent
>>> from valr_python.enum import WebSocketType
>>>
>>> def pretty_hook(data: Dict):
... pprint(data)
>>>
>>> c = WebSocketClient(api_key='api_key', api_secret='api_secret', currency_pairs=['BTCZAR'],
... ws_type=WebSocketType.TRADE.name,
... trade_subscriptions=[TradeEvent.MARKET_SUMMARY_UPDATE.name],
... hooks={TradeEvent.MARKET_SUMMARY_UPDATE.name: pretty_hook})
>>> loop = asyncio.get_event_loop()
>>> loop.run_until_complete(c.run())
{'currencyPairSymbol': 'BTCZAR',
'data': {'askPrice': '151601',
'baseVolume': '314.7631144',
'bidPrice': '151600',
'changeFromPrevious': '2.14',
'created': '2020-02-06T22:47:03.129Z',
'currencyPairSymbol': 'BTCZAR',
'highPrice': '152440',
'lastTradedPrice': '151600',
'lowPrice': '146765',
'previousClosePrice': '148410',
'quoteVolume': '47167382.04552981'},
'type': 'MARKET_SUMMARY_UPDATE'}This library leverages websockets and asyncio and is thus a coroutine-based API client. Both of
VALR's Account WebSocket connection and Trade WebSocket connection API endpoints are included. Furthermore,
the SDK fully supports VALR's subscription methods for both Account and Trade endpoints.
Please see the VALR API documentation for further information.
For each subscription, a hook must be provided to process the WS responses. Failing to do so raises
a HookNotFoundError exception. For ease of use, several Enum classes have been implemented
(as showcased above) for client instantiation and hook consumption of API responses. However, client input is
accepted in str format.
Although not completely minimalistic, please note that the SDK is implemented as a thin client and parsing of API streams response is left up to the application user.
Development
To execute all tests run:
tox
Note, to combine the coverage data from all the tox environments run:
| Windows |
set PYTEST_ADDOPTS=--cov-append tox |
|---|---|
| Other |
PYTEST_ADDOPTS=--cov-append tox |
Donate
If this library has helped you or if you would like to support future development, donations are most welcome:
| Cryptocurrency | Address |
|---|---|
| BTC | 38c7QWggrB2HLUJZFmhAC2zh4t8C57c1ec |
| ETH | 0x01eD3b58a07c6d005281Db76e6c1AE2bfF2226AD |
