Files

T

defiQUG 89b82cdadb chore: sync submodule state (parent ref update)

Made-with: Cursor

2026-03-02 12:14:07 -08:00

3.3 KiB

Raw Blame History

Crypto.com OTC 2.0 API Integration

Complete integration with the Crypto.com Exchange OTC 2.0 REST/WebSocket API for institutional OTC trading.

Features

REST API: Reference data, quote queries, deal queries, settle-later
WebSocket: Real-time RFQ (Request for Quote), deal execution, subscriptions
Rate Limiting: Token bucket for REST (1 req/s) and WebSocket (2 req/s)
Retry & Backoff: Exponential backoff for transient failures and reconnection
FX Integration: OTC prices feed into FxService.getMarketPrice()
Trade Persistence: OTC deals persisted to otc_trades table
Settle Later Tracking: Monitoring for T1 settlement limits and alerts
Market Reporting Adapter: CryptoComOtcMarketReportingAdapter for price aggregation

Setup

Environment Variables

# Required for OTC features
CRYPTO_COM_API_KEY=your_api_key
CRYPTO_COM_API_SECRET=your_api_secret

# Optional (default: production)
CRYPTO_COM_ENVIRONMENT=production  # or 'uat' for sandbox

Database Migration

Run Prisma migration to create the otc_trades table:

cd dbis_core
npx prisma migrate dev --name add_otc_trades

API Routes

All routes are mounted at /api/v1/crypto-com-otc (requires auth).

Method	Path	Description
GET	/instruments	Available OTC instruments
GET	/quote-requests	Open quote requests
GET	/quote-requests/history	Quote request history
GET	/quotes	Open quotes
GET	/quotes/history	Quote history
GET	/deals	Open deals
GET	/deals/history	Deal history
GET	/settle-later/limit	Settle later limit
GET	/settle-later/unsettled	Unsettled amounts
GET	/settle-later/status	Full monitoring status
POST	/rfq/request-quote	Request a quote
POST	/rfq/request-deal	Execute a deal
GET	/status	Service status

Usage

import { createCryptoComOtcService } from '@/core/exchange/crypto-com-otc';

const otcService = createCryptoComOtcService({
  apiKey: process.env.CRYPTO_COM_API_KEY!,
  apiSecret: process.env.CRYPTO_COM_API_SECRET!,
  environment: 'production',
});

await otcService.initialize();

otcService.on('newQuote', (quote) => {
  console.log('Quote received:', quote.quote_id);
});

await otcService.requestQuote({
  cl_quote_req_id: `quote-${Date.now()}`,
  leg_list: [{ instrument_name: 'BTC_USD', side: 'BUY', quantity: '1' }],
});

FX Integration

When OTC is configured, FxService.getMarketPrice() automatically uses cached OTC prices when available. Prices are populated when quotes are received via WebSocket.

Market Reporting

Use CryptoComOtcMarketReportingAdapter to get OTC prices for market reporting:

import { CryptoComOtcMarketReportingAdapter, createCryptoComOtcService } from '@/core/exchange/crypto-com-otc';

const otcService = createCryptoComOtcService({ ... });
await otcService.initialize();

const adapter = new CryptoComOtcMarketReportingAdapter({ otcService });
const reports = await adapter.getCryptoPriceReports();

Rate Limits

REST: 1 request/second per endpoint
WebSocket: 2 requests/second for request-quote, request-deal
Connection: 1-second delay after WebSocket connect (per Crypto.com docs)

3.3 KiB Raw Blame History