OpenFinex configuration
OpenFinex configuration is stored in config/config.yaml.
#Database configuration
Finex currently support only MySQL driver.
database:
driver: mysql
name: peatio_development
username: root
password: ""
host: database
port: 3306
#InfluxDB configuration
InfluxDB is used to fetch klines from the API.
influx:
host: host1,host2
scheme: http
port: 8086
database: peatio_production
username: ""
password: ""
InfluxDB sharding
You can enable the sharding of InfluxDB to split series over multiple servers to reduce the load of reads and writes operations of every single InfluxDB instance. The market id is used as sharding key, so one instance of InfluxDB will contain all series of a given market. To configure the sharding in Finex you need to provide the list of InfluxDB services to use separated by a coma in the URL field. If you use Peatio to write to InfluxDB make sure Finex and Peatio are configured with the same list of servers in the same order.
Re-balancing shards
To add or remove shards from the configuration you need to re-balance the data over shards. You can re-balance the market data using the following command:
Example of adding one node:
influx rebalance --prev-urls http://influx-1:8086 --new-urls http://influx-1:8086,http://influx-2:8086
Example of deleting one node:
influx rebalance --prev-urls http://influx-1:8086,http://influx-2:8086 --new-urls http://influx-1:8086
:warning: Notice that you can only add or remove shards at the end of the list, to replace a server from the list you would need to copy the database from the old server to the new one manually.
Cleaning shards
To cleanup unnecessary data from shards you can run the following command.
./cmd/influx clean --new-urls http://influx-1:8086,http://influx-2:8086
Disabling connection to InfluxDB
To disable features associated with InfluxDB (KLines API) you can omit the influx section in the config.yaml.
#Gateway orders create rate limits
Different rate limits can be applied for orders creation depending on users role.
This is configured in the section gateway.rate.
Note: It is not an API rate limit mechanism.
rate:
maker:
- limit: 500
period: 10s
default:
- limit: 50
period: 10s
- limit: 10000
period: 24h
The only mandatory role is default, this is the default configuration applied if a role doesn't have explicit settings.
- role - user role defined in barong.
- config - list of limit-period pairs. So it limits to Not more than {limit} requests per {period}.
#API request rate limits
Shared with gateway config.
Finex also has API-level rate limiter.
The configuration is stored in config/config.yaml in the section api.rate.
rate:
maker:
- limit: 500
period: 10s
default:
- limit: 500
period: 10s
It works similarly to the gateway orders create rate limits, but supports only one limit per role (first limiter).
#Bulk API limits
The maximum number of orders contained in bulk create/cancel order API request can be configured by the entry api.bulk_limit.
api:
bulk_limit: 100
#Restrict features access
You can limit openfinex feature access to users with a specific role and a minimum KyC level.
This is configure in the section api.actions.
The following configuration limits the bulk API endpoints to be accessed only by users with the role maker and a minimum of KyC level 3, regular trading endpoints (single order create, cancel) are allowed to other roles with a minimum KyC level 2.
actions:
trade:
min_level: 2
roles: [member, broker, trader, maker]
bulk_api:
min_level: 3
roles: [maker]
Allow particular roles to skip balance check:
actions:
skip_balance_check:
roles: [example_trusted_role]
Or with env:
SKIP_BALANCE_CHECK_ROLES=admin,trusted_bot,market_maker
#Filters
You can configure specific filters applied to orders in Finex. If an order doesn't respect the rules it will be rejected by the API.
Significant digits filter
This filter allows to configure the number of significant digits for orders price.
For the following example:
api:
filters:
- type: significant_digits
digits: 5
The following prices will be accepted:
1.2345
12.345
123.45
1234.5
0.012345
Custom price steps
This filter allows you to configure more fine gain steps in price depending on price range. The configured step is applied if the price is lower than the limit. Rules are applied in order.
Example:
api:
filters:
- type: custom_price_steps
rules:
- { limit: 10, step: 0.01 }
- { limit: 100, step: 0.1 }
- { limit: 1000, step: 1 }
- { limit: 10000, step: 5 }
- { limit: 100000, step: 10 }
- { limit: 0, step: 1000 }
The following prices will be accepted:
9.99
99.9
999
9995
99990
1001000
Configure on which markets applies a filter
A filter can be applied on multiple markets using include and exclude configuration entries.
Examples:
Apply a filter on a specific market:
api:
filters:
- type: significant_digits
digits: 5
markets:
include:
- id: btcusd
Apply a filter on all usd quoted markets:
api:
filters:
- type: significant_digits
digits: 5
markets:
include:
- quote: usd
Apply a filter on all usd quoted markets except btcusdt:
api:
filters:
- type: significant_digits
digits: 5
markets:
exclude:
- base: btc
include:
- quote: usd
Apply a filter on all usd and btc quoted markets:
api:
filters:
- type: significant_digits
digits: 5
markets:
include:
- quote: btc
- quote: usd
#Market buy order locked value multiplier
This factor is applied to market buy order amount to lock more quote currency than estimated to have more chance that the order is executed in case of a change in orderbook between estimation time and execution.
FINEX_GW_MARKET_BUY_MULT=1.13 # 13% increase
Default is 1 (no multiplier).
#Require users to send quote_amount for market buy orders
Set a list of roles which must provide the quote_amount parameter for market buy order (in addition to the usual amount parameter).
REQUIRE_QUOTE_AMOUNT_ROLES=member,trader,maker