Introduction

This library implements the Gemini exchange v1 REST, Market Data, and Order events websockets services. It is backed by yojson, cohttp-async and cohttp_async_websocket to do the heavy lifting. A provisional console interface is also provided using s-expressions to encode request parameters.

Installation

From your project directory run

opam pin . -y

You can also build the code locally with make or dune.

Api Documentation

The autogenerated api documentation is here.

Configuration

Default environment property

export GEMINI_ENV=production

export GEMINI_ENV=sandbox

Sandbox properties

export GEMINI_SANDBOX_API_KEY=...
export GEMINI_SANDBOX_API_SECRET=...

Production properties

export GEMINI_PRODUCTION_API_SECRET=...
export GEMINI_PRODUCTION_API_KEY=...

Example command line usage

gemini tradevolume

2018-03-30 22:01:44.029835-04:00 Info response:
 ((((account_id 123456) (symbol Ethusd) (base_currency Eth)
   (notional_currency Usd) (data_date 2018-03-07)
   (total_volume_base 1.35528896) (maker_buy_sell_ratio 0) (buy_maker_base 0)
   (buy_maker_notional 0) (buy_maker_count 0) (sell_maker_base 0)
   (sell_maker_notional 0) (sell_maker_count 0) (buy_taker_base 1.35528896)
   (buy_taker_notional 997.5062274496) (buy_taker_count 1)
   (sell_taker_base 0) (sell_taker_notional 0) (sell_taker_count 0))
  ((account_id 123456) (symbol Ethusd) (base_currency Eth)
   (notional_currency Usd) (data_date 2018-03-12)
   (total_volume_base 0.30208043) (maker_buy_sell_ratio 0) (buy_maker_base 0)
   (buy_maker_notional 0) (buy_maker_count 0) (sell_maker_base 0)
   (sell_maker_notional 0) (sell_maker_count 0) (buy_taker_base 0.80208043)
   (buy_taker_notional 428.72431038315204) (buy_taker_count 10)
   (sell_taker_base 0) (sell_taker_notional 0) (sell_taker_count 0))
  ....

 gemini order new '((symbol Ethusd) (price 500.0) (amount .001) (type_ Exchange_limit) (client_order_id "test-order") (options ()) (side Sell))'

2018-03-30 22:18:01.210962-04:00 Info response:
 ((client_order_id (test-order)) (order_id 1392122353) (id 1190026576)
 (symbol Ethusd) (exchange Gemini) (avg_execution_price 0.00) (side Sell)
 (type_ Exchange_limit) (timestamp (2018-03-30 22:18:01.000000-04:00))
 (timestampms (2018-03-30 22:18:01.198000-04:00)) (is_live true)
 (is_cancelled false) (is_hidden false) (was_forced false)
 (executed_amount 0) (remaining_amount 0.001) (options ()) (price 500.00)
 (original_amount 0.001))

License

MIT

Features and Bugs

Open issues on github. I am too busy to add new features personally but will review and accept PRs when time permits.

TODO

order status web sockets api
fix unit test harness
document code
make opam release
rich cli support for order commands
write to binary format instead of csv
switch to eio where applicable
integration test against sandbox environment

struktured/ocaml-gemini