API Reference¶

This document provides comprehensive information about the Velocimex API, including REST endpoints, WebSocket connections, and data formats.

Table of Contents¶

Authentication
REST API
WebSocket API
Data Formats
Error Handling
Rate Limiting

Authentication¶

All API requests require authentication using API keys:

curl -H "X-API-Key: your_api_key" \
     -H "X-API-Secret: your_api_secret" \
     https://api.velocimex.com/v1/endpoint

API Key Management¶

Create new API keys in the dashboard
Set permissions and IP restrictions
Rotate keys regularly
Never share API keys

REST API¶

Market Data¶

Get Market Status¶

GET /v1/markets/status

Response:

{
  "status": "ok",
  "data": {
    "markets": [
      {
        "exchange": "NASDAQ",
        "status": "open",
        "last_update": "2024-04-15T14:30:00Z"
      }
    ]
  }
}

Get Order Book¶

GET /v1/markets/{exchange}/orderbook/{symbol}

Parameters:

exchange: Exchange identifier (e.g., “NASDAQ”, “BINANCE”)
symbol: Trading pair (e.g., “AAPL”, “BTC/USDT”)

Trading¶

Place Order¶

POST /v1/trading/orders

Request:

{
  "exchange": "NASDAQ",
  "symbol": "AAPL",
  "side": "buy",
  "type": "limit",
  "quantity": 100,
  "price": 150.50
}

Cancel Order¶

DELETE /v1/trading/orders/{order_id}

Account Management¶

Get Account Balance¶

GET /v1/account/balance

Get Positions¶

GET /v1/account/positions

Strategy Management¶

List Strategies¶

GET /v1/strategies

Deploy Strategy¶

POST /v1/strategies/{strategy_id}/deploy

WebSocket API¶

Market Data Stream¶

const ws = new WebSocket('wss://api.velocimex.com/v1/ws/market');

ws.onmessage = (event) => {
  const data = JSON.parse(event.data);
  console.log(data);
};

Order Updates¶

const ws = new WebSocket('wss://api.velocimex.com/v1/ws/orders');

ws.onmessage = (event) => {
  const order = JSON.parse(event.data);
  console.log(order);
};

Data Formats¶

Market Data¶

{
  "timestamp": "2024-04-15T14:30:00.123456Z",
  "exchange": "NASDAQ",
  "symbol": "AAPL",
  "price": 150.50,
  "volume": 1000,
  "bid": 150.49,
  "ask": 150.51
}

Order¶

{
  "order_id": "123456",
  "timestamp": "2024-04-15T14:30:00Z",
  "exchange": "NASDAQ",
  "symbol": "AAPL",
  "side": "buy",
  "type": "limit",
  "quantity": 100,
  "price": 150.50,
  "status": "open"
}

Error Handling¶

Error Response Format¶

{
  "error": {
    "code": "INVALID_PARAMETER",
    "message": "Invalid parameter value",
    "details": {
      "parameter": "price",
      "value": "-1.00"
    }
  }
}

Common Error Codes¶

AUTHENTICATION_ERROR: Invalid API credentials
INVALID_PARAMETER: Invalid request parameter
RATE_LIMIT_EXCEEDED: Too many requests
INSUFFICIENT_BALANCE: Not enough funds
MARKET_CLOSED: Market is not open
INTERNAL_ERROR: Server error

Rate Limiting¶

Limits¶

REST API: 100 requests per minute
WebSocket: 10 connections per IP
Market Data: 1000 messages per second

Headers¶

X-RateLimit-Limit: 100
X-RateLimit-Remaining: 95
X-RateLimit-Reset: 1620000000

Best Practices¶

Error Handling
- Implement proper error handling
- Use exponential backoff
- Log errors for debugging
Rate Limiting
- Monitor rate limits
- Implement request queuing
- Use WebSocket when possible
Security
- Use HTTPS
- Rotate API keys
- Validate responses
Performance
- Use WebSocket for real-time data
- Implement caching
- Batch requests when possible

For more information about specific endpoints, refer to the Technical Documentation.