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go_gdax_fix

Go (golang) FIX Client for the Coinbase GDAX API https://www.gdax.com.

Why:

https://docs.gdax.com/#rate-limits

FINANCIAL INFORMATION EXCHANGE API The FIX API throttles the number of incoming messages to 50 commands per second.

vs

PRIVATE ENDPOINTS We throttle private endpoints by user ID: 5 requests per second, up to 10 requests per second in bursts.

Run

  • Replace <GDAX_KEY> in client.template.cfg with your GDAX key, then rename client.template.cfg to client.cfg.
  • Set GDAX_SECRET, GDAX_KEY and GDAX_PASSPHRASE in .env.template, then rename .env.template to .env.
  • make run.
  • An attempt to login is made. A logon message will be received, if and only if you successfully login, otherwise a logout occurs.
  • After logon is received a single sell order is placed, see the function sendNewOrder. You should see a new message in the log with 35=8, where 35 is type and 8 is the value, in this case it is the Execution Report (https://docs.gdax.com/#execution-report-8).
INFO[0000] TradeClient:OnCreate                          sessionID="..."
INFO[0000] TradeClient:ToAdmin                           msg="..." sessionID="..."
INFO[0000] TradeClient:FromAdmin                         msg="..." sessionID="..."
INFO[0000] TradeClient:OnLogon                           sessionID="..."
^Csignal: interrupt

Thanks to: https://github.com/quickfixgo/quickfix.