Recently I decided to implement the REST and WS API.
This proved more challenging than I thought it would.
Listed some of my experiences below 👇, hopefully this can help others (or be clarified in the documentation )
Conversation
Disclaimer: I'm not an expert programmer. 😉
Here goes:
1) The order of JSON parameters when submitting an order matters... and does not match the order that's in the documentation (size comes before type)
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2) For WS authentication, you sign with a concat of time and literally "websocket_login". I didn't really get that right away from the documentation. I assumed the string was simply time of login.
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3) API is case sensitive (ie. "Buy" <> "buy") but as far as I can see this isn't mentioned in the documentation (except for HTTP method).
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4) I feel it's a shame that when updating an order, you lose the ClientId (because a new order is created in the background). Would be a lot more convenient if the ClientId was persistent. It's nothing that can't be overcome however.
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5) Would be nice if candle data contained VWAP data. Calculating this myself now based on WS trades data, but makes back testing more difficult. (still need to see how much historical trades data I can get via the API)
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6) As far as I can tell, HTTP response headers do not contain rate limit data. (although with 30 calls/s you could argue that's not necessary)
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7) For WS: Rather than just having the type "update", it would be of real added value to also have the type "insert". That makes it easier to distinguish between new data and updated data. (In the case of orders for example)
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Even though it was more effort than I though it would be, I am happy with the performance thus far so it was worth it. The rate limit is a real plus as well.🙏
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