Monkey King Bali, or Vali, in the Ramayana is the son of Indra and Aruna. Indra is the king of Devas or Demigods and Aruna is the charioteer of Surya, the sun god. The popular belief is that Surya arrives daily on a chariot drawn by seven horses with Aruna as the charioteer. In the Ramayana, Sri Ram had killed King Vali to help Sugriva get his kingdom back.
Once Surya was cursed by Shilavati that he will never be able to make appearance on earth. As Surya stopped riding the chariot, His charioteer had no work.
Aruna always wanted to visit heaven and witness the celestial dance of the nymphs. So he used this opportunity to visit heaven.
Aruna dressed up like a maiden and went to watch the celestial dance of the nymphs. Indra who happened to see the maiden fell in love with her. Their they made love. Aruna then gave birth to Bali the Vanara.