06 September 2020
- Asks & Bids on ZAR Orderbooks: The number of Asks and Bids sent via our Order Book APIs has been increased from 20 each to 40 each.
- Order History Detail APIs (`/orders/history/detail/*`) now include the following new fields:
- executedFee
- executedQuantity
- executedPrice`
12 July 2020
- Rate limiting: Rate limit has been updated to 120 calls per 1 minute window. When rate limited, a response code of 429 and a response header of `x-valr-ratelimited: true` will be returned.
- Example 1: You are allowed to do 120 calls from 10:10:00 to 10:10:59. When the time changes to 10:11:00, the counter will be reset and will start over.
- Example 2: If the first request comes in at 10:10:30, the counter will be reset at 10:11:00
31 May 2020
This update includes the following changes to better serve our API users:
- Separated the API and Website web socket sessions. WebSockets which were connected via the API will no longer be closed when the user logs out of the VALR website.
- When a `PING` message is received on the Trade WebSocket, a response with `NO_SUBSCRIPTIONS` in the `PONG` will be sent, if the user has not subscribed to any message types.
- When a user connects and authenticates to the Account WebSocket, all account balances and open orders associated with the user account will be sent in the response. One `BALANCE_UPDATE` message for each asset held and one `OPEN_ORDERS_UPDATE` message containing all open orders on the account, across all order books will be sent.
- The `BALANCE_UPDATE` web socket message now includes an `updatedAt` field.
- The REST GET Balances response (`https://api.valr.com/v1/account/balances`) now includes an `updatedAt` field for each asset held.
- Added the REST GET VALR Status (`https://api.valr.com/v1/public/status`) request which will indicate whether the API is "online" or in "read-only" mode. In "read-only" mode, only GET and OPTIONS requests are accepted. The "read-only" mode is sometimes necessary during maintenance.
- The `filledPercentage` field on open orders is now accurate to two decimal places.
- The REST GET Order Book (`https://api.valr.com/v1/marketdata/:currencyPair/orderbook`) response and the REST GET Order Book (Non aggregated) (`https://api.valr.com/v1/marketdata/:currencyPair/orderbook/full`) response now include a `LastChange` field, indicating the timestamp of the last update to the order book.
- The `AGGREGATED_ORDERBOOK_UPDATE` message on the Trade web socket now includes a `LastChange` field, indicating the timestamp of the last update to the order book.
Please send any and all feedback via email to help@valr.com, we look forward to your comments and continuing to improve our product offering as we drive towards building VALR into a world class exchange.