Python SDK for VALR exchange APIs

Open issuesOpen issues4
Last updateLast update2021-12-15

======== Overview ========

.. start-badges

.. list-table:: :stub-columns: 1

* - package
  - | |version| |commits-since|
    | |supported-versions| |supported-implementations| |wheel|
    | |license|
* - quality
  - | |codacy| |codecov|
* - tests
  - | |travis|

.. |travis| image:: https://api.travis-ci.org/jonathanelscpt/valr-python.svg?branch=master :alt: Travis-CI Build Status :target: https://travis-ci.org/jonathanelscpt/valr-python

.. |version| image:: https://img.shields.io/pypi/v/valr-python.svg :alt: PyPI Package latest release :target: https://pypi.org/project/valr-python

.. |wheel| image:: https://img.shields.io/pypi/wheel/valr-python.svg :alt: PyPI Wheel :target: https://pypi.org/project/valr-python

.. |supported-versions| image:: https://img.shields.io/pypi/pyversions/valr-python.svg :alt: Supported versions :target: https://pypi.org/project/valr-python

.. |supported-implementations| image:: https://img.shields.io/pypi/implementation/valr-python.svg :alt: Supported implementations :target: https://pypi.org/project/valr-python

.. |commits-since| image:: https://img.shields.io/github/commits-since/jonathanelscpt/valr-python/v0.2.7.svg :alt: Commits since latest release :target: https://github.com/jonathanelscpt/valr-python/compare/v0.2.7...master

.. |license| image:: https://img.shields.io/pypi/l/valr-python.svg :alt: PyPI License :target: https://pypi.org/project/valr-python

.. |codacy| image:: https://api.codacy.com/project/badge/Grade/cb879e2a6be142b88d4e0c2b3a294fb3 :target: https://www.codacy.com/manual/jonathanelscpt/valr-python?utm_source=github.com&utm_medium=referral&utm_content=jonathanelscpt/valr-python&utm_campaign=Badge_Grade :alt: Codacy Code Quality Status

.. |codecov| image:: https://codecov.io/gh/jonathanelscpt/valr-python/branch/master/graph/badge.svg :target: https://codecov.io/gh/jonathanelscpt/valr-python :alt: Coverage Status

.. end-badges

A Python SDK for VALR cryptocurrency exchange APIs.



pip install valr-python

You can also install the in-development version with::

pip install https://github.com/jonathanelscpt/valr-python/archive/master.zip


Authenticating to VALR API private resources requires a valid API Key from the VALR exchange <https://www.valr.com/>_.

Synchronous REST API Client

To use the synchronous REST API client:

.. code-block:: python

>>> from valr_python import Client
>>> from valr_python.exceptions import IncompleteOrderWarning
>>> from decimal import Decimal
>>> c = Client(api_key='api_key', api_secret='api_secret')
>>> c.rate_limiting_support = True # honour HTTP 429 "Retry-After" header values
>>> limit_order = {
...     "side": "SELL",
...     "quantity": Decimal('0.1'),
...     "price": Decimal('10000'),
...     "pair": "BTCZAR",
...     "post_only": True,
... }
>>> try:
...    res = c.post_limit_order(**limit_order)
...    order_id = res['id']
...    print(order_id)
... except IncompleteOrderWarning as w:  # HTTP 202 Accepted handling for incomplete orders
...    order_id = w.data['id']
...    print(order_id)
... except Exception as e:
...    print(e)

Asynchronous REST API Client

The asynchronous REST API client is still in development. Coming soon!

WebSocket API Client

To use the WebSocket API client:

.. code-block:: python

>>> import asyncio
>>> from typing import Dict
>>> from pprint import pprint
>>> from valr_python import WebSocketClient
>>> from valr_python.enum import TradeEvent
>>> from valr_python.enum import WebSocketType
>>> def pretty_hook(data: Dict):
...    pprint(data)
>>> c = WebSocketClient(api_key='api_key', api_secret='api_secret', currency_pairs=['BTCZAR'],
...                     ws_type=WebSocketType.TRADE.name,
...                     trade_subscriptions=[TradeEvent.MARKET_SUMMARY_UPDATE.name],
...                     hooks={TradeEvent.MARKET_SUMMARY_UPDATE.name: pretty_hook})
>>> loop = asyncio.get_event_loop()
>>> loop.run_until_complete(c.run())
{'currencyPairSymbol': 'BTCZAR',
 'data': {'askPrice': '151601',
          'baseVolume': '314.7631144',
          'bidPrice': '151600',
          'changeFromPrevious': '2.14',
          'created': '2020-02-06T22:47:03.129Z',
          'currencyPairSymbol': 'BTCZAR',
          'highPrice': '152440',
          'lastTradedPrice': '151600',
          'lowPrice': '146765',
          'previousClosePrice': '148410',
          'quoteVolume': '47167382.04552981'},

This library leverages :code:websockets and :code:asyncio and is thus a coroutine-based API client. Both of VALR's Account WebSocket connection and Trade WebSocket connection API endpoints are included. Furthermore, the SDK fully supports VALR's subscription methods for both :code:Account and :code:Trade endpoints. Please see the VALR API documentation <https://docs.valr.com/>_ for further information.

For each subscription, a hook must be provided to process the WS responses. Failing to do so raises a :code:HookNotFoundError exception. For ease of use, several :code:Enum classes have been implemented (as showcased above) for client instantiation and hook consumption of API responses. However, client input is accepted in :code:str format.

Although not completely minimalistic, please note that the SDK is implemented as a thin client and parsing of API streams response is left up to the application user.


To execute all tests run::


Note, to combine the coverage data from all the tox environments run:

.. list-table:: :widths: 10 90 :stub-columns: 1

- - Windows
  - ::

        set PYTEST_ADDOPTS=--cov-append

- - Other
  - ::

        PYTEST_ADDOPTS=--cov-append tox


If this library has helped you or if you would like to support future development, donations are most welcome:

============== ========================================== Cryptocurrency Address ============== ========================================== BTC 38c7QWggrB2HLUJZFmhAC2zh4t8C57c1ec ETH 0x01eD3b58a07c6d005281Db76e6c1AE2bfF2226AD ============== ==========================================