polvo/utils

A Clojure library providing some utilities related to cryptoasset markets and exchanges. Currently, this project holds clients for Binance and Deribit.

Usage

Add the following to :dependencies in your project.clj:

[polvo/utils "0.1.0-SNAPSHOT"]

Binance client

REST and Withdrawl APIs

(require '[polvo.utils.binance :as binance])

binance/routes

Correspondence between keywords and endpoints.

binance/request [route & params]

A direct interface allowing access to the APIs. Kebab-case params on request are automatically converted to camel case params (for instance, :stop-price becomes "stopPrice").

(binance/request :time)
(binance/request :time :as-is?)
(binance/request :account :api-key "<API-KEY>" :api-secret "<API-SECRET>")
(binance/request :ticker-24hr :params {:symbol "BTCUSDT"})

binance/client [param-dict & _ :as params]

A more convenient interface allowing pre-specification of :api-key, :api-secret and :as-is? options.

(def cli (binance/client :api-key "<API-KEY>" :api-secret "<API-SECRET>"))
(cli :account)
(cli :ticker-24hr {:symbol "BTCUSDT"}) ; passing parameters as a map
(cli :ticker-24hr :symbol "BTCUSDT") ; with a client you can use keyword parameters also

Websocket API

binance/stream [name & opts]

Connects to a single stream by name. Options are passed to gniazdo.core/client (see stalefruits/gniazdo).

(binance/stream "btcusdt@depth10" :on-receive f)

binance/expand [x]

Helper for generating multiple stream names. It's used by `binance/streams'

(expand [:depth :btcusdt 10])
; => ("btcusdt@depth10")
(expand [:depth [:ethbtc :btcusdt] [5 10]])
; => ("ethbtc@depth5" "ethbtc@depth10" "btcusdt@depth5" "btcusdt@depth10")

binance/streams [names & opts]

Creates a multiplex streams.

(binance/streams ["!miniTicker@arr" "btcusdt@depth"] :on-receive f)
(binance/streams ["!miniTicker@arr" ``
                  [:kline [:btcusdt :ethbtc] [:1m :1h :1d]]] 
                  :on-receive f)

binance/user-stream [client & opts]

A thin wrapper around binance/stream that creates a user-stream and sends a keep-alive every 30 minutes, 47 times. Returns a map with a :stream (as returned by binance/stream) and a :listen-key.

(def cli (binance/client :api-key "<API-KEY>" :api-secret "<API-SECRET>"))
(binance/user-stream cli :on-receive f)

Deribit client

Work in progress...

License

Copyright © 2019 Polvo Capital. This project is MIT LICENSED.