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Bitvavo Market Data Connector

Bitvavo Data Connector based on WebSocket.

Features​

bitvavoConnector Key
Instrument Types
FX
Asset Class
Crypto
Technology
WebSocket
Feed Mode
Real-Time
Order Book Update Mode
SnapshotIncremental Updates
Order Book Type
Aggregated
Message Types
✓
Level 1
✓
Level 2
✗
Level 3
✓
Trades
✗
Funding Rates
Custom Message Types
✓
Bitvavo Market Status Change Message

Configuration​

Data Connector Parameters​

ParameterDefault ValueDescription
WebSocket URLwss://ws.bitvavo.com/v2/WebSocket root URL.
Read Timeout60000Read timeout in milliseconds.
Reconnect Timeout15000Reconnect timeout in milliseconds.
Exchange NameBITVAVOExchange name for this session.
Market Status Request Interval60000The interval in milliseconds between market status requests.
Output Book Size20Size of the output book.
Snapshot Interval10SThis 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.

FieldTypeDescription
(inherits all fields of MarketMessage)
Statusenum: TRADING, HALTED, AUCTION, AUCTION_MATCHING, CANCEL_ONLYCurrent market status for the instrument.

Symbology​

Supported symbol notations:

Symbol NotationExamples
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>