README.md

Examples

Getting Started | Built with Tai | Commands | Architecture | Examples | Configuration | Observability

Log the spread of every order book

# log/dev.log
09:41:35.950 [info] {"type":"Examples.LogSpread.Events.Spread","data":{"venue_id":"gdax","spread":"0.01","product_symbol":"btc_usd","bid_price":"5491.05","ask_price":"5491.06"}}
09:41:37.211 [info] {"type":"Examples.LogSpread.Events.Spread","data":{"venue_id":"binance","spread":"1.76","product_symbol":"btc_usdt","bid_price":"5620.64","ask_price":"5622.4"}}
09:41:37.686 [info] {"type":"Examples.LogSpread.Events.Spread","data":{"venue_id":"gdax","spread":"0.01","product_symbol":"btc_usd","bid_price":"5491.05","ask_price":"5491.06"}}
09:41:38.214 [info] {"type":"Examples.LogSpread.Events.Spread","data":{"venue_id":"binance","spread":"1.77","product_symbol":"btc_usdt","bid_price":"5620.64","ask_price":"5622.41"}}

Ping/Pong a passive maker order

# log/dev.log
00:24:11.151 [info] {"data":{"credential_id":"main","client_id":"7e212aa1-2f72-41a2-84c9-94f9a9b1342c","close":null,"cumulative_qty":"0","enqueued_at":"2019-09-08T00:24:11.151623Z","error_reason":"nil","last_received_at":null,"last_venue_timestamp":null,"leaves_qty":"100000","price":"10492.0","product_symbol":"xbtusd","product_type":"future","qty":"100000","side":"buy","status":"enqueued","time_in_force":"gtc","type":"limit","updated_at":null,"venue_id":"bitmex","venue_order_id":null},"type":"Tai.OrderUpdated"}
00:24:11.959 [info] {"data":{"credential_id":"main","client_id":"7e212aa1-2f72-41a2-84c9-94f9a9b1342c","close":null,"cumulative_qty":"0","enqueued_at":"2019-09-08T00:24:11.151623Z","error_reason":"nil","last_received_at":"2019-09-08T00:24:11.931391Z","last_venue_timestamp":"2019-09-08T00:24:11.839Z","leaves_qty":"100000","price":"10492.0","product_symbol":"xbtusd","product_type":"future","qty":"100000","side":"buy","status":"open","time_in_force":"gtc","type":"limit","updated_at":"2019-09-08T00:24:11.959560Z","venue_id":"bitmex","venue_order_id":"c9a3ab5d-a155-ff08-4cf5-6e55448731ef"},"type":"Tai.OrderUpdated"}
00:26:29.557 [info] {"data":{"credential_id":"main","client_id":"7e212aa1-2f72-41a2-84c9-94f9a9b1342c","close":null,"cumulative_qty":"98629","enqueued_at":"2019-09-08T00:24:11.151623Z","error_reason":"nil","last_received_at":"2019-09-08T00:26:29.556697Z","last_venue_timestamp":"2019-09-08T00:26:29.446Z","leaves_qty":"1371","price":"10492.0","product_symbol":"xbtusd","product_type":"future","qty":"100000","side":"buy","status":"partially_filled","time_in_force":"gtc","type":"limit","updated_at":"2019-09-08T00:26:29.557005Z","venue_id":"bitmex","venue_order_id":"c9a3ab5d-a155-ff08-4cf5-6e55448731ef"},"type":"Tai.OrderUpdated"}
00:26:29.557 [info] {"data":{"credential_id":"main","client_id":"e58ee96d-3741-4a5c-bff5-cc8231ed360d","close":null,"cumulative_qty":"0","enqueued_at":"2019-09-08T00:26:29.557116Z","error_reason":"nil","last_received_at":null,"last_venue_timestamp":null,"leaves_qty":"98629","price":"10492.5","product_symbol":"xbtusd","product_type":"future","qty":"98629","side":"sell","status":"enqueued","time_in_force":"gtc","type":"limit","updated_at":null,"venue_id":"bitmex","venue_order_id":null},"type":"Tai.OrderUpdated"}
00:26:29.753 [info] {"data":{"credential_id":"main","client_id":"e58ee96d-3741-4a5c-bff5-cc8231ed360d","close":null,"cumulative_qty":"0","enqueued_at":"2019-09-08T00:26:29.557116Z","error_reason":"nil","last_received_at":"2019-09-08T00:26:29.753629Z","last_venue_timestamp":"2019-09-08T00:26:29.663Z","leaves_qty":"98629","price":"10492.5","product_symbol":"xbtusd","product_type":"future","qty":"98629","side":"sell","status":"open","time_in_force":"gtc","type":"limit","updated_at":"2019-09-08T00:26:29.753789Z","venue_id":"bitmex","venue_order_id":"7489f998-2ad3-4916-e09e-3c8aff1f2e7f"},"type":"Tai.OrderUpdated"}
00:26:31.334 [info] {"data":{"credential_id":"main","client_id":"7e212aa1-2f72-41a2-84c9-94f9a9b1342c","close":null,"cumulative_qty":"100000","enqueued_at":"2019-09-08T00:24:11.151623Z","error_reason":"nil","last_received_at":"2019-09-08T00:26:31.333070Z","last_venue_timestamp":"2019-09-08T00:26:31.001Z","leaves_qty":"0","price":"10492.0","product_symbol":"xbtusd","product_type":"future","qty":"100000","side":"buy","status":"filled","time_in_force":"gtc","type":"limit","updated_at":"2019-09-08T00:26:31.333808Z","venue_id":"bitmex","venue_order_id":"c9a3ab5d-a155-ff08-4cf5-6e55448731ef"},"type":"Tai.OrderUpdated"}
00:26:31.334 [info] {"data":{"credential_id":"main","client_id":"c5798179-1b98-4f93-85db-cd09380e361e","close":null,"cumulative_qty":"0","enqueued_at":"2019-09-08T00:26:31.334110Z","error_reason":"nil","last_received_at":null,"last_venue_timestamp":null,"leaves_qty":"1371","price":"10492.5","product_symbol":"xbtusd","product_type":"future","qty":"1371","side":"sell","status":"enqueued","time_in_force":"gtc","type":"limit","updated_at":null,"venue_id":"bitmex","venue_order_id":null},"type":"Tai.OrderUpdated"}
00:26:31.522 [info] {"data":{"credential_id":"main","client_id":"c5798179-1b98-4f93-85db-cd09380e361e","close":null,"cumulative_qty":"0","enqueued_at":"2019-09-08T00:26:31.334110Z","error_reason":"nil","last_received_at":"2019-09-08T00:26:31.522386Z","last_venue_timestamp":"2019-09-08T00:26:31.434Z","leaves_qty":"1371","price":"10492.5","product_symbol":"xbtusd","product_type":"future","qty":"1371","side":"sell","status":"open","time_in_force":"gtc","type":"limit","updated_at":"2019-09-08T00:26:31.522588Z","venue_id":"bitmex","venue_order_id":"26d155f0-d4e6-e87f-b153-ba7db6cc7179"},"type":"Tai.OrderUpdated"}