Gate.io Market Data Connector
Gate.io Data Connector based on WebSocket/REST.
Features
gateioConnector Key✓
Level 1
✓
Level 2
✗
Level 3
✓
Trades
✗
Funding Rates
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| REST URL | https://api.gateio.ws/api/v4/ | REST root URL. |
| WebSocket URL | wss://api.gateio.ws/ws/v4/ | WebSocket root URL. |
| Read Timeout | 15000 | Read timeout in milliseconds. |
| Reconnect Timeout | 15000 | Reconnect timeout in milliseconds. |
| Exchange Name | GATEIO | Exchange name for this session. |
| Snapshots Only Mode | true | This option allows to enable full order book snapshots mode with limited number of levels. In this mode you will get full order book snapshots each 100 milliseconds, but the book size is limited to 100 levels. If Snapshots Only mode is disabled, the size of the output book is limited to 1000 levels. Default value is true. |
| Output Book Size | 20 | Size of the output book. Maximum value is 100 for Snapshots Only mode and 1000 when Snapshots Only mode is disabled. |
| 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. Set value to zero to disable periodical Level2 snapshots. |
Symbology
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| CRYPTO_PAIR (upper case) | BTC_USDT ETH_USDT |
Full symbol list: https://api.gateio.ws/api/v4/spot/currency_pairs
Logging
To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:
<logger name="deltix.qsrv.hf.plugins.data.gateio" level="DEBUG">
<appender-ref ref="safeAppender"/>
</logger>