Authenticated Channels

WS APIs to access private channels

Authentication

import asyncio
import os

from polosdk import WsClientAuthenticated

api_key = os.environ['POLO_API_KEY']
api_secret = os.environ['POLO_API_SECRET']


async def ws_authenticated_example():
    def on_message(msg):
        print(msg)

    def on_error(err):
        print(err)

    ws_client_authenticated = WsClientAuthenticated(on_message, on_error=on_error)
    await ws_client_authenticated.connect(api_key, api_secret)


def main():
    asyncio.run(ws_authenticated_example())


if __name__ == '__main__':
    main()

Orders

Real time information about client’s orders. There are three types of events: "place", "trade", and "canceled". Supports 5 connections per user.

Stream Response Field	Data Type	Description
symbol	String	symbol name
type	String	MARKET, LIMIT, LIMIT_MAKER, STOP_LOSS_LIMIT, TAKE_PROFIT_LIMIT
quantity	String	number of base units for this order
orderId	String	order id
tradeFee	String	fee amount for the trade
clientOrderId	String	user specified id
accountType	String	SPOT
feeCurrency	String	fee currency name
eventType	String	place, trade, canceled
source	String	WEB, APP, API, SMART, UNKNOWN
side	String	BUY, SELL
filledQuantity	String	base units filled in this order
filledAmount	String	quote units filled in this order
matchRole	String	MAKER, TAKER
state	String	NEW, PARTIALLY_FILLED, FILLED, PENDING_CANCEL, PARTIALLY_CANCELED, CANCELED, REJECTED, EXPIRED, FAILED
tradeTime	Long	time the trade was executed
tradeAmount	String	number of quote units for a trade
orderAmount	String	number of quote units for this order
createTime	Long	time the record was created
price	String	set price of the order
tradeQty	String	number of base units for a trade
tradePrice	String	price of the trade
tradeId	String	id of the trade
ts	Long	time the record was pushed

Example:

# --> Request
await ws_client_authenticated.subscribe(['orders'], ['all'])

# <-- Receipt Confirmation
{
  "channel": "orders",
  "event": "subscribe"
}

# <-- Stream
{
    "channel": "orders",
    "data": [
        {
            "symbol": "BTC_USDT",
            "type": "LIMIT",
            "quantity": "1",
            "orderId": "32471407854219264",
            "tradeFee": "0",
            "clientOrderId": "",
            "accountType": "SPOT",
            "feeCurrency": "",
            "eventType": "place",
            "source": "API",
            "side": "BUY",
            "filledQuantity": "0",
            "filledAmount": "0",
            "matchRole": "MAKER",
            "state": "NEW",
            "tradeTime": 0,
            "tradeAmount": "0",
            "orderAmount": "0",
            "createTime": 1648708186922,
            "price": "47112.1",
            "tradeQty": "0",
            "tradePrice": "0",
            "tradeId": "0",
            "ts": 1648708187469
        }
    ]
}

Balances

Real time information about all of client’s balance(s) updates. The "Symbols” field in a request does not do anything for balances (it is ignored). There are 7 different types of events: "place_order", "canceled_order","match_order", "transfer_in", "transfer_out", "deposit","withdraw"

Stream Response Field	Data Type	Description
changeTime	Long	time the change was executed
accountId	String	account id where the change is taking place
eventType	String	event type
available	String	currency amount available
currency	String	currency name
id	Long	id of the asset update
userId	Long	user id
hold	String	currency amount on hold
ts	Long	time the record was pushed

Example:

# --> Request
await ws_client_authenticated.subscribe(['balances'])

# <-- Receipt Confirmation
{
  "channel": "balances",
  "event": "subscribe"
}

# <-- Stream
{
  "channel": "balances",
  "data": [{
      "changeTime": 1657312008411,
      "accountId": "1234",
      "eventType": "place_order",
      "available": "9999999983.668",
      "currency": "BTC",
      "id": 60018450912695040,
      "userId": 12345,
      "hold": "16.332",
      "ts": 1657312008443
  }]
}

Subscribing to Multiple Channels

# --> Request
await ws_client_authenticated.subscribe(['orders', 'balances'], ['all'])

# <-- Receipt Confirmation
{
  "channel": "orders",
  "event": "subscribe",
  "symbols": ["all"]
}

# <-- Receipt Confirmation
{
  "channel": "balances",
  "event": "subscribe"
}

# <-- Stream
{
    "channel":"orders",
    "data":[
        {
            "symbol":"LINK_USDC",
            "type":"LIMIT",
            "quantity":"10",
            "orderId":"32482887660077056",
            "tradeFee":"0",
            "clientOrderId":"4436176",
            "accountType":"SPOT",
            "feeCurrency":"",
            "eventType":"place",
            "source":"API",
            "side":"SELL",
            "filledQuantity":"0",
            "filledAmount":"0",
            "state":"NEW",
            "tradeTime":0,
            "tradeAmount":"0",
            "orderAmount":"0",
            "createTime":1648710923921,
            "price":"3",
            "tradeQty":"0",
            "tradePrice":"0",
            "tradeId":"0",
            "ts":1648710923948
        }
    ]
}


# <-- Stream (continued)
{
  "channel": "balances",
  "data": [{
    "changeTime": 1657312008411,
    "accountId": "1234",
    "eventType": "place_order",
    "available": "9999999983.668",
    "currency": "BTC",
    "id": 60018450912695040,
    "userId": 12345,
    "hold": "16.332",
    "ts": 1657312008443
  }]
}