Bitvavo Market Data Connector
Bitvavo Data Connector based on WebSocket.
Features
bitvavoConnector KeyConfiguration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| WebSocket URL | wss://ws.bitvavo.com/v2/ | WebSocket root URL. |
| Read Timeout | 60000 | Read timeout in milliseconds. |
| Reconnect Timeout | 15000 | Reconnect timeout in milliseconds. |
| Exchange Name | BITVAVO | Exchange name for this session. |
| Market Status Request Interval | 60000 | The interval in milliseconds between market status requests. |
| Output Book Size | 20 | Size of the output book. |
| Snapshot Interval | 10S | This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds. |
Message Types
In addition to the standard universal market-data message types, the connector defines custom message types (package deltix.qsrv.hf.plugins.data.bitvavo.types) that carry vendor-specific data.
Bitvavo Market Status Change Message
Market status change notification for a subscribed instrument. Published when this message type is included in the Aggregator output model. Status is fetched from the venue via periodic getMarkets requests (see Market Status Request Interval). The first scheduled request is skipped; polling starts from the second interval after the first subscription.
| Field | Type | Description |
|---|---|---|
(inherits all fields of MarketMessage) | ||
| Status | enum: TRADING, HALTED, AUCTION, AUCTION_MATCHING, CANCEL_ONLY | Current market status for the instrument. |
Symbology
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| CRYPTO-PAIR (upper case) | BTC-EUR |
Full symbol list: https://api.bitvavo.com/v2/markets
Notes
If a nonce gap is detected in the order book stream, the connector resets local book state and re-requests a snapshot from the venue.
Logging
To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:
<logger name="deltix.qsrv.hf.plugins.data.bitvavo" level="DEBUG">
<appender-ref ref="safeAppender"/>
</logger>