anxsec / kumex-level3-sdk

KuMEX Level3 market

guide

guide

Installation

1. install dependencies

go get github.com/JetBlink/orderbook
go get github.com/go-redis/redis
go get github.com/gorilla/websocket
go get github.com/joho/godotenv
go get github.com/pkg/errors
go get github.com/shopspring/decimal

2. build

CGO_ENABLED=0 go build -ldflags '-s -w' -o kumex_market kumex_market.go

or you can download the latest available release

Usage

1. vim .env:

   # enable debug log
   API_DEBUG_MODE=true
   
   API_BASE_URI=https://api.kumex.com
   
   ENABLE_ORDER_BOOK=true
   
   ENABLE_EVENT_WATCHER=true
   REDIS_HOST=127.0.0.1:6379
   
   RPC_TOKEN=your-rpc-token
   

2. Run Command：

   ./kumex_market -c .env -symbol XBTUSDM -p 9090 -rpckey XBTUSDM
   

Docker Usage

1. Build docker image

   docker build -t kumex_market .
   

2. vim .env

3. Run

docker run --rm -it -v $(pwd)/.env:/app/.env --net=host kumex_market

RPC Method

endpoint : 127.0.0.1:9090 the sdk rpc is based on golang jsonrpc 1.0 over tcp.

see:python jsonrpc client demo

• Get Part Order Book

  {"method": "Server.GetPartOrderBook", "params": [{"token": "your-rpc-token", "number": 1}], "id": 0}
  

• Get Full Order Book

  {"method": "Server.GetOrderBook", "params": [{"token": "your-rpc-token"}], "id": 0}
  

• Add Event ClientOids To Channels

  {"method": "Server.AddEventClientOidsToChannels", "params": [{"token": "your-rpc-token", "data": {"clientOid": ["channel-1", "channel-2"]}}], "id": 0}
  

• Add Event OrderIds To Channels

  {"method": "Server.AddEventOrderIdsToChannels", "params": [{"token": "your-rpc-token", "data": {"orderId": ["channel-1", "channel-2"]}}], "id": 0}
  

Python-Demo

the demo including orderbook display、L3 monitor order and sand order ,you can add your own functionality on this basis or rewriting strategy.

see:python use_level3 demo

• Run KuMEXOrderBook.py

  command: python KuMEXOrderBook.py
  describe: display orderbook
  

• Run orderMonitor.py

  command: python orderMonitor.py
  describe: use level3 (Add Event ClientOids To Channels) monitor yourself order,if your order is match,It will be sold at a profitable price
  

• Run demo.py

  command: python demo.py
  describe: you sand order always buy1,until your order is match.(easy strategy)