jjttjj / clojure-coinbase-fix-example

Clojure Coinbase FIX example

A very basic/minimal example of communication with Coinbase using their FIX api with clojure. Not meant to be complete or robust but might be useful as an example or starting point. This doesn't use external libraries for FIX encoding/decoding, just does it manually. A good overview of the FIX message structure is here

This provides some good instructions for setting up the required SSL Tunnel.

The stunnel config should look something like this. You will need to and generate a CAfile.

[CoinbaseSandbox]
client = yes
accept = 4198
connect = fix-public.sandbox.pro.coinbase.com:4198
verify = 4
CAfile = /path/to/fix-public.sandbox.pro.coinbase.com.pem

Also assumes you have an environment variable or variables with your coinbase credentials. You will need to get your credentials in the following format:

{:secret "my secret",
 :key "my key",
 :passphrase "my passphrase"}

I just use the printed string of this directly in the environmental variable "CB-SANDBOX-CREDS".

usage

(require [fix :refer :all])

(def cb-creds (read-string (System/getenv "CB-SANDBOX-CREDS")))

(def i1 (new-initiator cb-creds))

(go-loop []
  (when-some [x (<! (:recv-ch i1))]
    (println "new msg:" x)
    (recur)))

(def stop! (start-initiator i1))

(stop!)

(def o1 (random-uuid))

;;; send takes an initiator and a vector of [msg-type {order body}]
(send! i1 [:NewOrderSingle
           {:ClOrdID     o1
            :Symbol      "BTC-USD"
            :Side        1
            :Price       40000
            :OrderQty    0.001
            :OrdType     2
            :TimeInForce 1}])

(send! i1 [:OrderCancelRequest
           {:ClOrdID     (random-uuid)
            :OrigClOrdID o1
            :Symbol      "BTC-USD"
            ;;:Text "not sure what this is for"
            }])

;;repeating groups managed with their "count" field, as per
;;https://github.com/FIXTradingCommunity/fix-json-encoding-spec/blob/master/Encoding_FIX_using_JSON-User_Guide.md#repeating-groups


(def batch-orders
  [{:ClOrdID     (random-uuid)
    :Symbol      "BTC-USD"
    :Side        1
    :Price       5
    :OrderQty    0.001
    :OrdType     2
    :TimeInForce 1}
   {:ClOrdID     (random-uuid)
    :Symbol      "BTC-USD"
    :Side        2
    :Price       500000
    :OrderQty    0.001
    :OrdType     2
    :TimeInForce 1}])

(send! i1
  [:NewOrderBatch
   {:BatchID (random-uuid)
    :NoOrders batch-orders}])

(send! i1
       [:OrderCancelBatch
        {:BatchID (random-uuid)
         :NoOrders
         (for [o batch-orders]
           {:OrigClOrdID (:ClOrdID o)
            :Symbol (:Symbol o)})}])

Full "Library" source.