Blockchain.com Exchange Websocket Client

Websocket connector for Blockchain.com Exchange (https://exchange.blockchain.com) written in Java.

Features

• Create market and limit orders
• Cancel orders
• Cancel all orders
• Get order status updates
• Subscribe to balances
• Subscribe to market data
• Subscribe to symbol reference data
• Subscribe to candlestick updates
• Subscribe to trades (trades across the exchange)
• Subscribe to ticker (24h volume, 24h price, last traded price)
• Subscribe to heartbeat (heartbeat messages)

How to get started

To build the project

./gradlew clean build

This will create a jar under build/libs that can be used in your project (I'm working on adding a dependency to Maven Central, so it's easier to start using it)

To run the example (com.blockchain.bxc.Example)

./gradlew runExample

To fully run the example you'll have to generate your API key and have USD balance (more than $5) on the exchange. You can modify the example before running.

Usage

First create a client instance
final BcxClient bcxClient = new BcxClient();

Connect to the exchange with your API key (you can generate one on https://exchange.blockchain.com/settings/api) bcxClient.connect(key);

Channels

This section describes all the available websocket channels.
Full description of each channel - https://exchange.blockchain.com/api/#websocket-api

All

You can connect to all channels that do not require extra parameters (heartbeat, trading, balances, symbol) by using the following command

bcxClient.subscribeAll();

If you'd like to receive all the updates from all the channels you can do it in the following ways

1. By passing a handler when subscribing to all channels

   bcxClient.subscribeAll(event -> System.out.println("event - " + event.toString()));
   

2. By passing a handler to the onEvent method

   bcxClient.subscribeAll();
   bcxClient.onEvent(event -> System.out.println("event - " + event.toString()));
   

This will receive all the events of type Event. If you'd like to receive more specific events you can use channel specific handlers described below.

Heartbeat

Heartbeat channel is used for receiving Heartbeat events from the exchange that help with identifying if the exchange is reachable. Heartbeat messages are sent every 5 seconds.

You can connect to the heartbeat channel using the following command

bcxClient.subscribeHeartbeat();

To receive Heartbeat events you can

1. Pass a handler when subscribing to the heartbeat channel

   bcxClient.subscribeHeartbeat(heartbeat -> System.out.println("heartbeat - " + heartbeat.toString()));
   

2. Use a separate onHeartbeat method after subscription

   bcxClient.subscribeHeartbeat()
   bcxClient.onHeartbeat(heartbeat -> System.out.println("heartbeat - " + heartbeat.toString()));
   

L2 Order Book

L2 channel is used for receiving L2 order book events from the exchange.

You can connect to the L2 channel using the following command

bcxClient.subscribeL2("BTC-USD");

It requires passing a symbol parameter that represents a trading pair available on the exchange

To receive L2 events you can

1. Pass a handler when subscribing to the L2 channel

   bcxClient.subscribeL2("BTC-USD", l2 -> System.out.println("l2 - " + l2.toString()));
   

2. Use a separate onL2 method after subscription

   bcxClient.subscribeL2("BTC-USD");
   bcxClient.onL2(l2 -> System.out.println("l2 - " + l2.toString()));
   

L3 Order Book

L3 channel is used for receiving L3 order book events from the exchange.

You can connect to the L3 channel using the following command

bcxClient.subscribeL3("BTC-USD");

To receive L3 events you can

1. Pass a handler when subscribing to the L3 channel

   bcxClient.subscribeL3("BTC-USD", l3 -> System.out.println("l3 - " + l3.toString()));
   

2. Use a separate onL3 method after subscription

   bcxClient.subscribeL3("BTC-USD");
   bcxClient.onL3(l3 -> System.out.println("l3 - " + l3.toString()));
   

Prices

Prices channel is used for receiving candlestick market data events (PricesUpdate) from the exchange.

You can connect to the prices channel using the following command

bcxClient.subscribePrices("BTC-USD", 60);

To receive PricesUpdate events you can

1. Pass a handler when subscribing to the prices channel

   bcxClient.subscribePrices("BTC-USD", 60, pricesUpdate -> System.out.println("prices - " + pricesUpdate.toString()));
   

2. Use a separate onPrices method after subscription

   bcxClient.subscribePrices("BTC-USD", 60);
   bcxClient.onPrices(pricesUpdate -> System.out.println("prices - " + pricesUpdate.toString()));
   

Symbols

Symbols channel is used for receiving symbol updates (SymbolsSnapshot) from the exchange.

You can connect to the symbols channel using the following command

bcxClient.subscribeSymbols();

To receive SymbolsSnapshot you can pass a handler when subscribing to the symbols channel

bcxClient.subscribeSymbols(symbolsSnapshot -> System.out.println("symbol snapshot - " + symbolsSnapshot.getSymbols()));

Ticker

Ticker channel is used for receiving ticker updates (TickerSnapshot) from the exchange.

You can connect to the ticker channel using the following command

bcxClient.subscribeTicker("BTC-USD");

To receive TickerSnapshot updates you can pass a handler when subscribing to the ticker channel

bcxClient.subscribeTicker("BTC-USD", tickerSnapshot -> System.out.println("ticker - " + tickerSnapshot.toString()));

Trades

Trades channel is used for receiving trade update events (TradesUpdate) from the exchange.

You can connect to the trades channel using the following command

bcxClient.subscribeTrades("BTC-USD");

To receive TradesUpdate events you can

1. Pass a handler when subscribing to the trades channel

   bcxClient.onTrades(tradesUpdate -> System.out.println("tradesUpdate - " + tradesUpdate.toString()));
   

2. Use a separate onTrades method after subscription

   bcxClient.subscribeTrades("BTC-USD");
   bcxClient.onTrades(tradesUpdate -> System.out.println("tradesUpdate - " + tradesUpdate.toString()));
   

Trading

Trading channel is used for sending new orders, cancelling existing orders and receiving trading updates from the exchange.

Subscription

You can subscribe to the trading channel using the following command

bcxClient.subscribeTrading();

To receive all trading events you can

1. Pass a handler when subscribing to the trading channel

   bcxClient.subscribeTrading(tradingEvent -> System.out.println("tradingEvent - " + tradingEvent.toString()));
   

2. Use a separate onTrading method after subscription

   bcxClient.subscribeTrading();
   bcxClient.onTrading(tradingEvent -> System.out.println("tradingEvent - " + tradingEvent.toString()));
   

To receive only specific trading events you can

1. Pass separate handlers when subscribing to the trading channel

   bcxClient.subscribeTrading(tradingSnapshot -> {
           System.out.println("trading snapshot - " + tradingSnapshot.toString());
       }, tradingUpdate ->  {
           System.out.println("trading snapshot - " + tradingUpdate.toString());
       }, tradingRejected -> {
           System.out.println("trading snapshot - " + tradingRejected.toString());
       });
   

2. Use separate methods after subscription

   bcxClient.subscribeTrading();
   bcxClient.onTradingSnapshot(tradingSnapshot -> System.out.println("tradingSnapshot - " + tradingSnapshot.toString()));
   bcxClient.onTradingUpdate(tradingUpdate -> System.out.println("tradingUpdate - " + tradingUpdate.toString()));
   bcxClient.onTradingReject(tradingRejected -> System.out.println("tradingRejected - " + tradingRejected.toString()));
   

Creating a new order

You can create a new order and send it to the exchange in the following way

bcxClient.createOrder(
            "bcx-api-1",
            "BTC-GBP",
            OrderType.LIMIT,
            TimeInForce.GTC,
            Side.BUY,
            0.001,
            5000,
            true
    );

Cancelling an existing order

You can cancel an existing order in the following way

bcxClient.cancelOrder("123");

Passed parameter is an order id that is received after placing a new order.

Cancelling all orders

You can cancel all of your open orders in the following way

bcxClient.cancelAllOrders()

Balances

Balances channel is used for receiving balance snapshot events (BalanceSnapshot) from the exchange.

You can connect to the balances channel using the following command

bcxClient.subscribeBalances();

To receive BalanceSnapshot events you can

1. Pass a handler when subscribing to the balances channel

   bcxClient.subscribeBalances(balancesSnapshot -> System.out.println("balanceSnapshot - " + balancesSnapshot.toString()));
   

2. Use a separate onBalances method

   bcxClient.subscribeBalances();
   bcxClient.onBalances(balancesSnapshot -> System.out.println("balanceSnapshot - " + balancesSnapshot.toString()));
   

TODO

• Optimise the library for speed (speed up Json parsing)