dukascopy-api-websocket

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dukas-api is a standalone server application for providing REST/WebSocket access to [Dukascopy][dukascopy-home]'s JForex trading platform.

The official [JForex SDK][dukascopy-wiki] allows the user to use JForex API by programming custom Java applications.

dukas-api server leverages this official SDK and provides REST/WebSocket access for the SDK.

REST interface for simple request/response communication.
Websocket interface for real-time top of book, and full order book feed
Automatic connection management with JForex platform. (cf: connect, throttled-reconnect, instrument subscription, ...)
Top of book data feed
Order book (10 levels) data feed
Account feed
Candle data feed
Restful requests for instrument data, account data, candle data, order book data, top of book data
Pure Java application, requiring no additional installations other than the Java Runtime Environment.
Spring Boot framework
Jetty native Websocket api
Placing of orders to JForex

dukas-api-websocket project was inspired by dukas-proxy project that uses Websocket Stomp.

Potential uses of Dukascopy-api

User interface application (web, android, mobile, etc)
Custom Automated Strategy trader in java or any language that supports Rest API / Websockets
Execution Algos Microservices uses this project to execute trades on Forex Market

Technology Stack

Maven project; uses central maven repository; as well as Dukascopy maven repository
Spring Boot
Rest API
Websockets
Jackson Json serialization/deserialization
In-memory queues
Multi-threading environment
Fault recovery
Docker
Kubernetes

Getting Started

Account

You can use either a demo account or a real account to connect.

You will need the username and password in order to connect to Dukascopy servers.

Installation

Download the ZIP archive from [releases][github-releases] page, and unarchive into an arbitrary directory on the server.

Configuration

Standard Spring Boot application.properties file

You can configure various properties:

Dukascopy server (demo or real)
username (demo or real)
password (demo or real)
Websocket port number
Instrument list to pre-subscribe to.

Due to a limitation in spring boot framework with running native websockets (instead of websocket stomp/sockjs); the application will be running on two ports:

7080 runs RestAPI (using spring boot rest controller)
7081 runs standard Websocket API (using Jetty native websocket)

RestAPI

Get Historical Data

To get historical bar data:

GET http://localhost:7080/api/v1/history?instID=EURUSD&timeFrame=15MIN&from=0

Params:

timeFrame: 1SEC | 10SEC | 1MIN | 5MIN | 10MIN | 15MIN | 1HOUR | DAILY to (optional) : unix timestamp

[
    {
        "symbol": "EURUSD",
        "open": 1.05137,
        "high": 1.05137,
        "low": 1.05137,
        "close": 1.05137,
        "volume": 0.0,
        "ticks": 0,
        "time": 1655003040000,
        "period": 60
    },
    {
        "symbol": "EURUSD",
        "open": 1.05137,
        "high": 1.05137,
        "low": 1.05137,
        "close": 1.05137,
        "volume": 0.0,
        "ticks": 0,
        "time": 1655003100000,
        "period": 60
    },
    ...
]

Get Position

GET http://localhost:7080/api/v1/position?clientOrderID=ORD_1004

Params: clientOrderId or dukasOrderID

Open Position

To place a market order; issue a POST request; with the following parameters:

instID
clientOrderID
orderSide
orderType
quantity
price (optional)
slippage (optional)

Market Position Example

POST http://localhost:7080/api/v1/position?clientOrderID=ORD_1004&instID=AUDJPY&orderSide=Buy&orderType=Market&quantity=10000.0

Order Response for successful placement:

{
    "symbol": "EURUSD",
    "clientOrderID": "ORD_1003",
    "dukasOrderID": "218270954",
    "fillQty": 100000.0,
    "fillPrice": 1.04278,
    "orderSuccess": true
}

Order response for a rejected order:

{
    "symbol": "EURUSD",
    "clientOrderID": "ORD_1003",
    "fillQty": 0.0,
    "fillPrice": 0.0,
    "orderSuccess": false,
    "rejectReason": "Duplicate ClientOrderID: ORD_1003"
}

Limit Order Example

POST http://localhost:7080/position?instID=EURUSD&clientOrderID=ORD_1005&side=Buy&orderType=Limit&quantity=100000.0&price=1.03

Order Response for successful placement:

{
    "symbol": "EURUSD",
    "clientOrderID": "ORD_1005",
    "dukasOrderID": "218271095",
    "fillQty": 100000.0,
    "fillPrice": 1.03,
    "orderSuccess": true
}

Order response for a rejected order:

{
    "symbol": "EURUSD",
    "clientOrderID": "ORD_1003",
    "fillQty": 0.0,
    "fillPrice": 0.0,
    "orderSuccess": false,
    "rejectReason": "Duplicate ClientOrderID: ORD_1003"
}

Edit Position

PUT http://localhost:7080/position?clientOrderID=ORD_1005

Params: clientOrderId or dukasOrderID

clientOrderID
takeProfitPips
stopLossPips

Close Position

DELETE http://localhost:7080/position?clientOrderID=ORD_1005

Params: clientOrderId or dukasOrderID

WebSocket

WebSocket streaming interface can be accessed via standard websocket client

You can either subscribe to topOfBook; or to the full order book:

To subscribe to Top of Book with the configured list of instruments:

CONNECT : ws://localhost:7081/ticker?topOfBook=true

To subscribe to Top of Book; with custom list of instruments

CONNECT : ws://localhost:7081/ticker?topOfBook=true&instIDs=EURUSD,EURJPY,USDJPY,AUDUSD

To subscribe to Order Book (10 levels) with the configured list of instruments:

CONNECT : ws://localhost:7081/ticker?topOfBook=false

To subscribe to Order Book; with custom list of instruments

CONNECT : ws://localhost:7081/ticker?topOfBook=false&instIDs=EURUSD,EURJPY,USDJPY,AUDUSD

Top Of Book Payload is a JSON object (application/json)

{
    "symbol": "USD/JPY",
    "bidQty": 1.32,
    "bid": 133.176,
    "ask": 133.185,
    "askQty": 1.2,
    "last": 133.1805,
    "spread": 0.009000000000014552,
    "spreadBps": 0.6757517738494989,
    "updateTime": 1655429612056,
    "updateNumber": 0,
    "depthLevels": 10,
    "live": true
}

Order Book Payload is a JSON object (application/json)

{
    "symbol": "USD/JPY",
    "bidQty": 1.44,
    "bid": 133.307,
    "ask": 133.318,
    "askQty": 1.12,
    "last": 133.3125,
    "spread": 0.011000000000024102,
    "spreadBps": 0.8250948859136876,
    "updateTime": 1655430074627,
    "updateNumber": 0,
    "depthLevels": 10,
    "live": true,
    "bids": [
        {
            "quantity": 1.44,
            "price": 133.307
        },
        {
            "quantity": 3.75,
            "price": 133.304
        },
        {
            "quantity": 4.12,
            "price": 133.301
        },
        {
            "quantity": 1.8,
            "price": 133.299
        },
        {
            "quantity": 1.35,
            "price": 133.298
        },
        {
            "quantity": 1.8,
            "price": 133.296
        },
        {
            "quantity": 1.35,
            "price": 133.291
        },
        {
            "quantity": 3.6,
            "price": 133.29
        },
        {
            "quantity": 0.45,
            "price": 133.285
        },
        {
            "quantity": 8.95,
            "price": 133.262
        }
    ],
    "asks": [
        {
            "quantity": 1.12,
            "price": 133.318
        },
        {
            "quantity": 1.12,
            "price": 133.319
        },
        {
            "quantity": 4.57,
            "price": 133.32
        },
        {
            "quantity": 3.6,
            "price": 133.321
        },
        {
            "quantity": 4.05,
            "price": 133.322
        },
        {
            "quantity": 1.35,
            "price": 133.324
        },
        {
            "quantity": 4.05,
            "price": 133.331
        },
        {
            "quantity": 0.45,
            "price": 133.335
        },
        {
            "quantity": 1.8,
            "price": 133.358
        },
        {
            "quantity": 9.77,
            "price": 133.366
        }
    ]
}

To unsubscribe; just close the connection.

Building from Source

JDK 11 or later is required. Make sure the JAVA_HOME environment variable is configured.

Then Clone the repository, and use maven build to build the archives.

$JAVA_HOME/bin/java -version

git clone git@github.com:ismailfer/dukas-api-websocket.git

cd dukas-api-websocket

mvn clean package

Deployment to Docker / Kubenetes

This application have been dockerized (see Dockerfile).

Docker image:

https://hub.docker.com/r/ismailfer/dukascopy-api

To download docker image:


docker pull ismailfer/dukascopy-api:latest

To run docker image:


docker run --name dukascopy-api -d -p 7080:7080 -p 7081:7081 ismailfer/dukascopy-api:latest

If you want to build a docker image; make sure to update the correct Dukascopy server URL, username and password.

Alternatively you can edit Dockerfile and update the application parameters.

To build a docker image:


docker build --tag dukascopy-api:1.0 .

ismailfer / dukascopy-api-websocket

readme

dukascopy-api-websocket

Potential uses of Dukascopy-api

Technology Stack

Getting Started

Account

Installation

Configuration

RestAPI

Get Historical Data

Get Position

Open Position

Market Position Example

Limit Order Example

Edit Position

Close Position

WebSocket

Building from Source

Deployment to Docker / Kubenetes