Overview
The ccxt library is a collection of available crypto exchanges or exchange classes. Each class implements the public and private API for
a particular crypto exchange. All exchanges are derived from the base Exchange
class and share a set of common methods. To access a particular exchange from
ccxt library you need to create an instance of corresponding exchange class.
Supported exchanges are updated frequently and new exchanges are added
regularly.
The structure of the library can be outlined as follows:
User
+-------------------------------------------------------------+
| CCXT |
+------------------------------+------------------------------+
| Public | Private |
+=============================================================+
│ . |
│ The Unified CCXT API |
│ . |
| loadMarkets . fetchBalance |
| fetchMarkets . createOrder |
| fetchCurrencies . cancelOrder |
| fetchTicker . fetchOrder |
| fetchTickers . fetchOrders |
| fetchOrderBook . fetchOpenOrders |
| fetchOHLCV . fetchClosedOrders |
| fetchTrades . fetchMyTrades |
| . deposit |
| . withdraw |
│ . |
+=============================================================+
│ . |
| Custom Exchange API |
| (Derived Classes And Their Implicit
Methods) |
│ . |
| publicGet... . privateGet... |
| publicPost... . privatePost... |
| . privatePut... |
| . privateDelete... |
| . sign |
│ . |
+=============================================================+
│ . |
| Base Exchange Class |
│ . |
+=============================================================+
Full public and private HTTP REST APIs for all exchanges
are implemented. WebSocket and FIX implementations in JavaScript, PHP, Python
and other languages coming soon.
Exchanges
The ccxt library currently supports the following 129
cryptocurrency exchange markets and trading APIs:
Besides making basic market and limit orders, some
exchanges offer margin trading (leverage), various derivatives (like futures
contracts and options) and also havedark pools,OTC(over-the-counter
trading), merchant APIs and much more.
Instantiation
To connect to an exchange and start trading you need to
instantiate an exchange class from ccxt library.
To get the full list of ids of supported exchanges
programmatically:
// JavaScript
const ccxt = require ('ccxt')
console.log (ccxt.exchanges)
# Python
import ccxt
print (ccxt.exchanges)
// PHP
include 'ccxt.php';
var_dump (\ccxt\Exchange::$exchanges);
An exchange can be instantiated like shown in the
examples below:
// JavaScript
const ccxt = require ('ccxt')
let exchange = new ccxt.kraken () //
default id
let kraken1 = new ccxt.kraken ({ id:
'kraken1' })
let kraken2 = new ccxt.kraken ({ id:
'kraken2' })
let id = 'gdax'
let gdax = new ccxt[id] ();
// from variable id
const exchangeId = 'binance'
, exchangeClass = ccxt[exchangeId]
, exchange = new exchangeClass ({
'apiKey': 'YOUR_API_KEY',
'secret': 'YOUR_SECRET',
'timeout': 30000,
'enableRateLimit': true,
})
# Python
import ccxt
exchange = ccxt.okcoinusd () # default
id
okcoin1 = ccxt.okcoinusd ({ 'id':
'okcoin1' })
okcoin2 = ccxt.okcoinusd ({ 'id':
'okcoin2' })
id = 'btcchina'
btcchina = eval ('ccxt.%s ()' % id)
gdax = getattr (ccxt, 'gdax') ()
# from variable id
exchange_id = 'binance'
exchange_class = getattr(ccxt,
exchange_id)
exchange = exchange_class({
'apiKey': 'YOUR_API_KEY',
'secret': 'YOUR_SECRET',
'timeout': 30000,
'enableRateLimit': True,
})
The ccxt library in PHP uses builtin UTC/GMT time
functions, therefore you are required to set date.timezone in your php.ini or
()function before using the PHP version of the library. The recommended
timezone setting is "UTC".
// PHP
date_default_timezone_set ('UTC');
include 'ccxt.php';
$bitfinex = new \ccxt\bitfinex (); //
default id
$bitfinex1 = new \ccxt\bitfinex (array
('id' => 'bitfinex1'));
$bitfinex2 = new \ccxt\bitfinex (array
('id' => 'bitfinex2'));
$id = 'kraken';
$exchange = '\\ccxt\\' . $id
$kraken = new $exchange ();
// from variable id
$exchange_id = 'binance';
$exchange_class =
"\\ccxt\\$exchange_id";
$exchange = new $exchange_class (array (
'apiKey' => 'YOUR_API_KEY',
'secret' => 'YOUR_SECRET',
'timeout' => 30000,
'enableRateLimit' => true,
));
Exchange
Structure
Every exchange has a set of properties and methods, most
of which you can override by passing an associative array of params to an
exchange constructor. You can also make a subclass and override everything.
Here's an overview of base exchange properties with
values added for example:
{
'id': 'exchange' // lowercase string
exchange id
'name': 'Exchange' // human-readable string
'countries': [ 'US', 'CN', 'EU' ], //
array of ISO country codes
'urls': {
'api': 'https://api.example.com/data',
// string or dictionary of base API URLs
'www': 'https://www.example.com' //
string website URL
'doc': 'https://docs.example.com/api',
// string URL or array of URLs
},
'version': 'v1', // string ending with
digits
'api': { ... }, // dictionary of api
endpoints
'has': { // exchange capabilities
'CORS': false,
'publicAPI': true,
'privateAPI': true,
'cancelOrder': true,
'createDepositAddress': false,
'createOrder': true,
'deposit': false,
'fetchBalance': true,
'fetchClosedOrders': false,
'fetchCurrencies': false,
'fetchDepositAddress': false,
'fetchMarkets': true,
'fetchMyTrades': false,
'fetchOHLCV': false,
'fetchOpenOrders': false,
'fetchOrder': false,
'fetchOrderBook': true,
'fetchOrders': false,
'fetchTicker': true,
'fetchTickers': false,
'fetchBidsAsks': false,
'fetchTrades': true,
'withdraw': false,
},
'timeframes': { // empty if the exchange
!has.fetchOHLCV
'1m': '1minute',
'1h': '1hour',
'1d': '1day',
'1M': '1month',
'1y': '1year',
},
'timeout': 10000, // number in
milliseconds
'rateLimit': 2000, // number in
milliseconds
'userAgent': 'ccxt/1.1.1 ...' // string,
HTTP User-Agent header
'verbose': false, // boolean, output
error details
'markets': { ... } // dictionary of
markets/pairs by symbol
'symbols': [ ... ] // sorted list of
string symbols (traded pairs)
'currencies': { ... } // dictionary of
currencies by currency code
'markets_by_id': { ... }, // dictionary
of dictionaries (markets) by id
'proxy': 'https://crossorigin.me/', //
string URL
'apiKey': '92560ffae9b8a0421...', //
string public apiKey (ASCII, hex, Base64, ...)
'secret': '9aHjPmW+EtRRKN/Oi...' //
string private secret key
'password': '6kszf4aci8r', // string
password
'uid': '123456', // string user id
}
Exchange Properties
Below is a detailed description of each of the base
exchange properties:
[if !supportLists]·????????[endif]id: Each exchange has a default id. The id
is not used for anything, it's a string literal for user-land exchange instance
identification purposes. You can have multiple links to the same exchange and
differentiate them by ids. Default ids are all lowercase and correspond to
exchange names.
[if !supportLists]·????????[endif]name: This is a string literal containing
the human-readable exchange name.
[if !supportLists]·????????[endif]countries: An array of
string literals of 2-symbol ISO country codes, where the exchange is operating
from.
[if !supportLists]·????????[endif]urls['api']: The single
string literal base URL for API calls or an associative array of separate URLs
for private and public APIs.
[if !supportLists]·????????[endif]urls['www']: The main HTTP
website URL.
[if !supportLists]·????????[endif]urls['doc']: A single
string URL link to original documentation for exchange API on their website or
an array of links to docs.
[if !supportLists]·????????[endif]version: A string
literal containing version identifier for current exchange API. The ccxt
library will append this version string to the API Base URL upon each request.
You don't have to modify it, unless you are implementing a new exchange API.
The version identifier is a usually a numeric string starting with a letter 'v'
in some cases, like v1.1. Do not override it unless you are implementing your
own new crypto exchange class.
[if !supportLists]·????????[endif]api: An associative array containing a definition
of all API endpoints exposed by a crypto exchange. The API definition is used
by ccxt to automatically construct callable instance methods for each available
endpoint.
[if !supportLists]·????????[endif]has: This is an associative array of
exchange capabilities (e.g fetchTickers, fetchOHLCV or CORS).
[if !supportLists]·????????[endif]timeframes: An associative
array of timeframes, supported by the fetchOHLCV method of the exchange. This
is only populated when has['fetchOHLCV'] property is true.
[if !supportLists]·????????[endif]timeout: A timeout in
milliseconds for a request-response roundtrip (default timeout is 10000 ms = 10
seconds). You should always set it to a reasonable value, hanging forever with
no timeout is not your option, for sure.
[if !supportLists]·????????[endif]rateLimit: A request rate
limit in milliseconds. Specifies the required minimal delay between two
consequent HTTP requests to the same exchange. The built-in rate-limiter is
disabled by default and is turned on by setting the enableRateLimit property to true.
[if !supportLists]·????????[endif]enableRateLimit: A boolean
(true/false) value that enables the built-in rate limiter and throttles consecutive
requests. This settings is false (disabled) by default. The user
is required to implement ownrate limitingor enable
the built-in rate limiter to avoid being banned from the exchange.
[if !supportLists]·????????[endif]userAgent: An object to
set HTTP User-Agent header to. The ccxt library will set its User-Agent by
default. Some exchanges may not like it. If you are having difficulties getting
a reply from an exchange and want to turn User-Agent off or use the default
one, set this value to false, undefined, or an empty string.
[if !supportLists]·????????[endif]verbose: A boolean flag
indicating whether to log HTTP requests to stdout (verbose flag is false by
default). Python people have an alternative way of DEBUG logging with a
standard pythonic logger, which is enabled by adding these two lines to the
beginning of their code:
import logging
logging.basicConfig(level=logging.DEBUG)
[if !supportLists]·????????[endif]markets: An associative
array of markets indexed by common trading pairs or symbols. Markets should be
loaded prior to accessing this property. Markets are unavailable until you call
the loadMarkets() / load_markets() method on exchange instance.
[if !supportLists]·????????[endif]symbols: A
non-associative array (a list) of symbols available with an exchange, sorted in
alphabetical order. These are the keys of the markets property. Symbols are loaded and
reloaded from markets. This property is a convenient shorthand for all market
keys.
[if !supportLists]·????????[endif]currencies: An associative
array (a dict) of currencies by codes (usually 3 or 4 letters) available with
an exchange. Currencies are loaded and reloaded from markets.
[if !supportLists]·????????[endif]markets_by_id: An associative
array of markets indexed by exchange-specific ids. Markets should be loaded
prior to accessing this property.
[if !supportLists]·????????[endif]proxy: A string
literal containing base URL of http(s) proxy, '' by default. For use with web browsers
and from blocked locations. An example of a proxy string is 'http://crossorigin.me/'. The absolute
exchange endpoint URL is appended to this string before sending the HTTP
request.
[if !supportLists]·????????[endif]apiKey: This is your
public API key string literal. Most exchanges require this for trading (see below).
[if !supportLists]·????????[endif]secret: Your private
secret API key string literal. Most exchanges require this as well together
with the apiKey.
[if !supportLists]·????????[endif]password: A string
literal with your password/phrase. Some exchanges require this parameter for
trading, but most of them don't.
[if !supportLists]·????????[endif]uid: A unique id of your account. This can
be a string literal or a number. Some exchanges also require this for trading,
but most of them don't.
[if !supportLists]·????????[endif]has: An assoc-array containing flags for
exchange capabilities, including the following:
'has': {
'CORS': false, // has Cross-Origin Resource Sharing enabled (works from
browser) or not
'publicAPI': true, // has public API available and implemented, true/false
'privateAPI': true, // has private API available and implemented,
true/false
// unified methods availability flags (can be true, false, or 'emulated'):
'cancelOrder': true,
'createDepositAddress': false,
'createOrder': true,
'deposit': false,
'fetchBalance': true,
'fetchClosedOrders': false,
'fetchCurrencies': false,
'fetchDepositAddress': false,
'fetchMarkets': true,
'fetchMyTrades': false,
'fetchOHLCV': false,
'fetchOpenOrders': false,
'fetchOrder': false,
'fetchOrderBook': true,
'fetchOrders': false,
'fetchTicker': true,
'fetchTickers': false,
'fetchBidsAsks': false,
'fetchTrades': true,
'withdraw': false,
}
The meaning of
each flag showing availability of this or that method is:
[if !supportLists]o???[endif]boolean true means the method is natively available
from the exchange API and unified in the ccxt library
[if !supportLists]o???[endif]boolean false means the method isn't natively
available from the exchange API or not unified in the ccxt library yet
[if !supportLists]o???[endif]an 'emulated' string means the endpoint isn't natively
available from the exchange API but reconstructed by the ccxt library from
available true-methods
Rate Limit
Exchanges usually impose what is called a rate limit. Exchanges will
remember and track your user credentials and your IP address and will not allow
you to query the API too frequently. They balance their load and control
traffic congestion to protect API servers from (D)DoS and misuse.
WARNING: Stay under the rate limit to avoid
ban!
Most exchanges allow up to 1 or
2 requests per second. Exchanges may temporarily restrict
your access to their API or ban you for some period of time if you are too
aggressive with your requests.
The exchange.rateLimit property is set to a safe default which is
sub-optimal. Some exchanges may have varying rate limits for different
endpoints. It is up to the user to tweak rateLimit according to application-specific purposes.
The CCXT library has a built-in experimental rate-limiter
that will do the necessary throttling in background transparently to the user. WARNING: users are responsible for at least
some type of rate-limiting: either by implementing a custom algorithm or by doing
it with the built-in rate-limiter..
Turn on the built-in rate-limiter with .enableRateLimit property, like so:
// JavaScript
// enable built-in rate limiting upon
instantiation of the exchange
const exchange = new ccxt.bitfinex ({
'enableRateLimit': true,
})
// or switch the built-in rate-limiter
on or off later after instantiation
exchange.enableRateLimit = true //
enable
exchange.enableRateLimit = false //
disable
# Python
# enable built-in rate limiting upon
instantiation of the exchange
exchange = ccxt.bitfinex({
'enableRateLimit': True,
})
# or switch the built-in rate-limiter on
or off later after instantiation
exchange.enableRateLimit = True # enable
exchange.enableRateLimit = False #
disable
// PHP
// enable built-in rate limiting upon
instantiation of the exchange
$exchange = new \ccxt\bitfinex (array (
'enableRateLimit' => true,
));
// or switch the built-in rate-limiter
on or off later after instantiation
$exchange->enableRateLimit = true; //
enable
$exchange->enableRateLimit = false;
// disable
In case your calls hit a rate limit or get nonce errors,
the ccxt library will throw an exception of one of the following types:
[if !supportLists]·????????[endif]DDoSProtectionError
[if !supportLists]·????????[endif]ExchangeNotAvailable
[if !supportLists]·????????[endif]ExchangeError
A later retry is usually enough to handle that. More on
that here:
DDoS Protection By Cloudflare /
Incapsula
Some exchanges areDDoS-protected byCloudflareorIncapsula. Your IP can
get temporarily blocked during periods of high load. Sometimes they even
restrict whole countries and regions. In that case their servers usually return
a page that states a HTTP 40x error or runs an AJAX test of your browser /
captcha test and delays the reload of the page for several seconds. Then your
browser/fingerprint is granted access temporarily and gets added to a whitelist
or receives a HTTP cookie for further use.
The most common symptoms for a DDoS protection problem,
rate-limiting problem or for a location-based filtering issue:
[if !supportLists]·????????[endif]Getting RequestTimeout exceptions with all types of exchange
methods
[if !supportLists]·????????[endif]Catching ExchangeError or ExchangeNotAvailable with HTTP error codes 400, 403, 404,
429, 500, 501, 503, etc..
[if !supportLists]·????????[endif]Having DNS resolving issues, SSL
certificate issues and low-level connectivity issues
[if !supportLists]·????????[endif]Getting a template HTML page instead of
JSON from the exchange
If you encounter DDoS protection errors and cannot reach
a particular exchange then:
[if !supportLists]·????????[endif]try using a cloudscraper:
[if !supportLists]·????????[endif]use a proxy (this is less responsive,
though)
[if !supportLists]·????????[endif]ask the exchange support to add you to a
whitelist
[if !supportLists]·????????[endif]run your software in close proximity to
the exchange (same country, same city, same datacenter, same server rack, same
server)
[if !supportLists]·????????[endif]try an alternative IP within a different
geographic region
[if !supportLists]·????????[endif]run your software in a distributed
network of servers
[if !supportLists]·????????[endif]...
Markets
Each exchange is a place for trading some kinds of
valuables. Sometimes they are called with various different terms like
instruments, symbols, trading pairs, currencies, tokens, stocks, commodities,
contracts, etc, but they all mean the same –?a trading pair, a symbol or a
financial instrument.
In terms of the ccxt library, every exchange offers multiple
markets within itself. The set of markets differs from exchange to exchange
opening possibilities for cross-exchange and cross-market arbitrage. A market
is usually a pair of traded crypto/fiat currencies.
Market Structure
{
'id': 'btcusd', // string literal for
referencing within an exchange
'symbol': 'BTC/USD', // uppercase string
literal of a pair of currencies
'base': 'BTC', // uppercase string, base
currency, 3 or more letters
'quote': 'USD', // uppercase string,
quote currency, 3 or more letters
'active': true, // boolean, market
status
'precision': { // number of decimal
digits "after the dot"
'price': 8, // integer
'amount': 8, // integer
'cost': 8, // integer
},
'limits': { // value limits when placing
orders on this market
'amount': {
'min': 0.01, // order amount should be
> min
'max': 1000, // order amount should be
< max
},
'price': { ... }, // same min/max limits
for the price of the order
'cost': { ... }, // same limits for
order cost = price * amount
},
'info': { ... }, // the original
unparsed market info from the exchange
}
Each market is an associative array (aka dictionary) with
the following keys:
[if !supportLists]·????????[endif]id. The string or numeric ID of the market
or trade instrument within the exchange. Market ids are used inside exchanges
internally to identify trading pairs during the request/response process.
[if !supportLists]·????????[endif]symbol. An uppercase
string code representation of a particular trading pair or instrument. This is
usually written as BaseCurrency/QuoteCurrency with a slash as in BTC/USD, LTC/CNY or ETH/EUR, etc. Symbols
are used to reference markets within the ccxt library (explained below).
[if !supportLists]·????????[endif]base. An uppercase string code of base fiat
or crypto currency.
[if !supportLists]·????????[endif]quote. An uppercase
string code of quoted fiat or crypto currency.
[if !supportLists]·????????[endif]active. A boolean
indicating whether or not trading this market is currently possible.
[if !supportLists]·????????[endif]info. An associative array of non-common
market properties, including fees, rates, limits and other general market
information. The internal info array is different for each particular market,
its contents depend on the exchange.
[if !supportLists]·????????[endif]precision. The amounts of
decimal digits accepted in order values by exchanges upon order placement for
price, amount and cost.
[if !supportLists]·????????[endif]limits. The minimums
and maximums for prices, amounts (volumes) and costs (where cost = price *
amount).
Precision And Limits
Do not confuse limits with precision! Precision has nothing to do with min
limits. A precision of 8 digits does not necessarily mean a min limit of
0.00000001. The opposite is also true: a min limit of 0.0001 does not
necessarily mean a precision of 4.
Examples:
[if !supportLists]1.?[endif](market['limits']['amount']['min'] == 0.05)
&& (market['precision']['amount'] == 4)
In the first example the amount of any order placed on the market must satisfy both conditions:
[if !supportLists]·????????[endif]The amount
value should be >=
0.05:
+ good: 0.05, 0.051, 0.0501, 0.0502, ..., 0.0599, 0.06, 0.0601, ...
- bad: 0.04, 0.049, 0.0499
[if !supportLists]·????????[endif]Precision of the amount should up to 4 decimal digits:
+ good: 0.05, 0.051, 0.052, ..., 0.0531, ..., 0.06, ... 0.0719, ...
- bad: 0.05001, 0.05000, 0.06001
[if !supportLists]1.?[endif](market['limits']['price']['min'] == 0.0019)
&& (market['precision']['price'] == 5)
In the second example the price of any order placed on the market must satisfy both conditions:
[if !supportLists]·????????[endif]The price
value should be >=
0.019:
+ good: 0.019, ... 0.0191, ... 0.01911, 0.01912, ...
- bad: 0.016, ..., 0.01699
[if !supportLists]·????????[endif]Precision of price should be 5 decimal digits or less:
+ good: 0.02, 0.021, 0.0212, 0.02123, 0.02124, 0.02125, ...
- bad: 0.017000, 0.017001, ...
[if !supportLists]1.?[endif](market['limits']['amount']['min'] == 50)
&& (market['precision']['amount'] == -1)
[if !supportLists]·????????[endif]The amount
value should be
greater than 50:
+ good: 50, 60, 70, 80, 90, 100, ... 2000, ...
- bad: 1, 2, 3, ..., 9
[if !supportLists]·????????[endif]A negative amount
precision means that the
amount should be an integer multiple of 10:
+ good: 50, ..., 110, ... 1230, ..., 1000000, ..., 1234560, ...
- bad: 9.5, ... 10.1, ..., 11, ... 200.71, ...
The precision and limits params are currently under heavy development,
some of these fields may be missing here and there until the unification
process is complete. This does not influence most of the orders but can be
significant in extreme cases of very large or very small orders. The active flag is
not yet supported and/or implemented by all markets.
Loading Markets
In most cases you are required to load the list of
markets and trading symbols for a particular exchange prior to accessing other
API methods. If you forget to load markets the ccxt library will do that
automatically upon your first call to the unified API. It will send two HTTP
requests, first for markets and then the second one for other data,
sequentially.
In order to load markets manually beforehand call the loadMarkets () / load_markets
() method on an exchange instance. It
returns an associative array of markets indexed by trading symbol. If you want
more control over the execution of your logic, preloading markets by hand is recommended.
// JavaScript
(async () => {
let kraken = new ccxt.kraken ()
let markets = await kraken.load_markets
()
console.log (kraken.id, markets)
}) ()
# Python
okcoin = ccxt.okcoinusd ()
markets = okcoin.load_markets ()
print (okcoin.id, markets)
// PHP
$id = 'huobi';
$exchange = '\\ccxt\\' . $id;
$huobi = new $exchange ();
$markets = $huobi->load_markets ();
var_dump ($huobi->id, $markets);
Symbols And
Market Ids
Market ids are used during the REST request-response
process to reference trading pairs within exchanges. The set of market ids is
unique per exchange and cannot be used across exchanges. For example, the
BTC/USD pair/market may have different ids on various popular exchanges, like btcusd, BTCUSD, XBTUSD, btc/usd, 42 (numeric id), BTC/USD, Btc/Usd, tBTCUSD, XXBTZUSD. You don't need
to remember or use market ids, they are there for internal HTTP
request-response purposes inside exchange implementations.
The ccxt library abstracts uncommon market ids to
symbols, standardized to a common format. Symbols aren't the same as market
ids. Every market is referenced by a corresponding symbol. Symbols are common
across exchanges which makes them suitable for arbitrage and many other things.
A symbol is usually an uppercase string literal name for
a pair of traded currencies with a slash in between. A currency is a code of
three or four uppercase letters, like BTC, ETH, USD, GBP, CNY, LTC, JPY, DOGE, RUB, ZEC, XRP, XMR, etc. Some exchanges have exotic
currencies with longer names. The first currency before the slash is usually
called base
currency, and the one after the slash is called quote
currency. Examples of a symbol are: BTC/USD, DOGE/LTC, ETH/EUR, DASH/XRP, BTC/CNY, ZEC/XMR, ETH/JPY.
Sometimes the user might notice a symbol like 'XBTM18' or '.XRPUSDM20180101' or some other "exotic/rare
symbols". The symbol is not
required to have a slash
or to be a pair of currencies. The string in the symbol really depends on the
type of the market (whether it is a spot market or a futures market, a darkpool
market or an expired market, etc). Attempting to parse the symbol string is
highly discouraged, one should not rely on the symbol format, it is recommended
to use market properties instead.
Market structures are indexed by symbols and ids. The
base exchange class also has builtin methods for accessing markets by symbols.
Most API methods require a symbol to be passed in their first argument. You are
often required to specify a symbol when querying current prices, making orders,
etc.
Most of the time users will be working with market
symbols. You will get a standard userland exception if you access non-existent
keys in these dicts.
// JavaScript
(async () => {
console.log (await exchange.loadMarkets
())
let btcusd1 =
exchange.markets['BTC/USD'] // get market structure by symbol
let btcusd2 = exchange.market
('BTC/USD') // same result in a slightly different way
let btcusdId = exchange.marketId
('BTC/USD') // get market id by symbol
let symbols = exchange.symbols // get an
array of symbols
let symbols2 = Object.keys
(exchange.markets) // same as previous line
console.log (exchange.id, symbols) //
print all symbols
let currencies = exchange.currencies //
a list of currencies
let bitfinex = new ccxt.bitfinex ()
await bitfinex.loadMarkets ()
bitfinex.markets['BTC/USD'] // symbol →
market (get market by symbol)
bitfinex.markets_by_id['XRPBTC'] // id →
market (get market by id)
bitfinex.markets['BTC/USD']['id'] //
symbol → id (get id by symbol)
bitfinex.markets_by_id['XRPBTC']['symbol']
// id → symbol (get symbol by id)
})
# Python
print (exchange.load_markets ())
etheur1 = exchange.markets['ETH/EUR'] #
get market structure by symbol
etheur2 = exchange.market ('ETH/EUR') #
same result in a slightly different way
etheurId = exchange.market_id
('BTC/USD') # get market id by symbol
symbols = exchange.symbols # get a list
of symbols
symbols2 = list (exchange.markets.keys
()) # same as previous line
print (exchange.id, symbols) # print all
symbols
currencies = exchange.currencies # a
list of currencies
kraken = ccxt.kraken ()
kraken.load_markets ()
kraken.markets['BTC/USD'] # symbol →
market (get market by symbol)
kraken.markets_by_id['XXRPZUSD'] # id →
market (get market by id)
kraken.markets['BTC/USD']['id'] # symbol
→ id (get id by symbol)
kraken.markets_by_id['XXRPZUSD']['symbol']
# id → symbol (get symbol by id)
// PHP
$var_dump ($exchange->load_markets
());
$dashcny1 =
$exchange->markets['DASH/CNY']; // get market structure by symbol
$dashcny2 = $exchange->market
('DASH/CNY'); // same result in a slightly different way
$dashcnyId = $exchange->market_id
('DASH/CNY'); // get market id by symbol
$symbols = $exchange->symbols; // get
an array of symbols
$symbols2 = array_keys
($exchange->markets); // same as previous line
var_dump ($exchange->id, $symbols);
// print all symbols
$currencies = $exchange->currencies;
// a list of currencies
$okcoinusd = '\\ccxt\\okcoinusd';
$okcoinusd = new $okcoinusd ();
$okcoinusd->load_markets ();
$okcoinusd->markets['BTC/USD']; //
symbol → market (get market by symbol)
$okcoinusd->markets_by_id['btc_usd'];
// id → market (get market by id)
$okcoinusd->markets['BTC/USD']['id'];
// symbol → id (get id by symbol)
$okcoinusd->markets_by_id['btc_usd']['symbol'];
// id → symbol (get symbol by id)
Naming Consistency
There is a bit of term ambiguity across various exchanges
that may cause confusion among newcoming traders. Some exchanges call markets
as pairs, whereas other
exchanges call symbols as products. In terms of
the ccxt library, each exchange contains one or more trading markets. Each
market has an id and a symbol. Most symbols are pairs of base currency and
quote currency.
Exchanges → Markets → Symbols → Currencies
Historically various symbolic names have been used to
designate same trading pairs. Some cryptocurrencies (like Dash) even changed
their names more than once during their ongoing lifetime. For consistency
across exchanges the ccxt library will perform the following known
substitutions for symbols and currencies:
[if !supportLists]·????????[endif]XBT → BTC: XBT is newer but BTC is more common
among exchanges and sounds more like bitcoin (read more).
[if !supportLists]·????????[endif]BCC → BCH: The Bitcoin
Cash fork is often called with two different symbolic names: BCC and BCH. The name BCC is ambiguous for Bitcoin Cash, it is
confused with BitConnect. The ccxt library will convert BCC to BCH where it is appropriate (some exchanges
and aggregators confuse them).
[if !supportLists]·????????[endif]DRK → DASH: DASH was Darkcoin
then became Dash (read more).
[if !supportLists]·????????[endif]DSH → DASH: Try not to
confuse symbols and currencies. The DSH (Dashcoin) is not the same as DASH (Dash). Some
exchanges have DASH labelled inconsistently as DSH, the ccxt library does a correction for
that as well (DSH → DASH), but only on
certain exchanges that have these two currencies confused, whereas most
exchanges have them both correct. Just remember that DASH/BTC is not the same as DSH/BTC.
[if !supportLists]·????????[endif]XRB → NANO: NANO is the newer code for RaiBlocks, thus,
CCXT unified API uses will replace the older XRB with NANO where needed.https://hackernoon.com/nano-rebrand-announcement-9101528a7b76
[if !supportLists]·????????[endif]USD → USDT: Some exchanges, like Bitfinex, HitBTC
and a few other name the currency as USD in their listings, but those markets are
actually trading USDT. The confusion
can come from a 3-letter limitation on symbol names or may be due to other
reasons. In cases where the traded currency is actually USDT and is not USD – the CCXT library will perform USD →?USDT conversion. Note, however, that some
exchanges have both USD and USDT symbols, for example, Kraken has a USDT/USD trading pair.
Notes On Naming
Consistency
Each exchange has an associative array of substitutions
for cryptocurrency symbolic codes in the exchange.commonCurrencies property. Sometimes the user may notice
exotic symbol names with mixed-case words and spaces in the code. The logic
behind having these names is explained by the rules for resolving conflicts in
naming and currency-coding when one or more currencies have the same symbolic
code with different exchanges:
[if !supportLists]·????????[endif]First, we gather all info available from
the exchanges themselves about the currency codes in question. They usually
have a description of their coin listings somewhere in their API or their docs,
knowledgebases or elsewhere on their websites.
[if !supportLists]·????????[endif]When we identify each particular
cryptocurrency standing behind the currency code, we look them up onCoinMarketCap.
[if !supportLists]·????????[endif]The currency that has the greatest
market capitalization of all wins the currency code and keeps it. For example,
HOT often stand for either Holo or Hydro
Protocol. In this case Holo retains the code HOT, and Hydro Protocol will have its name as its code, literally, Hydro
Protocol. So, there may be trading pairs with symbols like HOT/USD (for Holo) and Hydro Protocol/USD –?those are two different markets.
[if !supportLists]·????????[endif]If market cap of a particular coin is
unknown or is not enough to determine the winner, we also take trading volumes
and other factors into consideration.
[if !supportLists]·????????[endif]When the winner is determined all other
competing currencies get their code names properly remapped and substituted
within conflicting exchanges via .commonCurrencies.
[if !supportLists]·????????[endif]Unfortunately this is a work in
progress, because new currencies get listed daily and new exchanges are added
from time to time, so, in general this is a never-ending process of
self-correction in a quickly changing environment, practically, in "live mode". We are
thankful for all reported conflicts and mismatches you may find.
Consistency Of
Base And Quote Currencies
It depends on which exchange you are using, but some of
them have a reversed (inconsistent) pairing of base and quote. They actually
have base and quote misplaced (switched/reversed sides). In that case you'll
see a difference of parsed base and quote currency values with the unparsed info in the market
substructure.
For those exchanges the ccxt will do a correction,
switching and normalizing sides of base and quote currencies when parsing
exchange replies. This logic is financially and terminologically correct. If
you want less confusion, remember the following rule: base is
always before the slash, quote is always after the slash in any symbol and with
any market.
base currency ↓
BTC / USDT
ETH / BTC
DASH / ETH
↑ quote currency
Market Cache
Force Reload
The loadMarkets
() / load_markets () is also a dirty
method with a side effect of saving the array of markets on the exchange
instance. You only need to call it once per exchange. All subsequent calls to
the same method will return the locally saved (cached) array of markets.
When exchange markets are loaded, you can then access
market information any time via the markets property. This property contains an
associative array of markets indexed by symbol. If you need to force reload the
list of markets after you have them loaded already, pass the reload = true flag
to the same method again.
// JavaScript
(async () => {
let kraken = new ccxt.kraken ({ verbose:
true }) // log HTTP requests
await kraken.load_markets () // request
markets
console.log (kraken.id, kraken.markets)
// output a full list of all loaded markets
console.log (Object.keys
(kraken.markets)) // output a short list of market symbols
console.log (kraken.markets['BTC/USD'])
// output single market details
await kraken.load_markets () // return a
locally cached version, no reload
let reloadedMarkets = await
kraken.load_markets (true) // force HTTP reload = true
console.log (reloadedMarkets['ETH/BTC'])
}) ()
# Python
poloniex = ccxt.poloniex({'verbose':
True}) # log HTTP requests
poloniex.load_markets() # request
markets
print(poloniex.id, poloniex.markets) #
output a full list of all loaded markets
print(list(poloniex.markets.keys())) #
output a short list of market symbols
print(poloniex.markets['BTC/ETH']) #
output single market details
poloniex.load_markets() # return a
locally cached version, no reload
reloadedMarkets =
poloniex.load_markets(True) # force HTTP reload = True
print(reloadedMarkets['ETH/ZEC'])
// PHP
$bitfinex = new \ccxt\bitfinex (array
('verbose' => true)); // log HTTP requests
$bitfinex.load_markets (); // request
markets
var_dump ($bitfinex->id,
$bitfinex->markets); // output a full list of all loaded markets
var_dump (array_keys
($bitfinex->markets)); // output a short list of market symbols
var_dump
($bitfinex->markets['XRP/USD']); // output single market details
$bitfinex->load_markets (); // return
a locally cached version, no reload
$reloadedMarkets =
$bitfinex->load_markets (true); // force HTTP reload = true
var_dump
($bitfinex->markets['XRP/BTC']);
API Methods /
Endpoints
Each exchange offers a set of API methods. Each method of
the API is called an endpoint. Endpoints are
HTTP URLs for querying various types of information. All endpoints return JSON
in response to client requests.
Usually, there is an endpoint for getting a list of
markets from an exchange, an endpoint for retrieving an order book for a particular
market, an endpoint for retrieving trade history, endpoints for placing and
canceling orders, for money deposit and withdrawal, etc... Basically every kind
of action you could perform within a particular exchange has a separate
endpoint URL offered by the API.
Because the set of methods differs from exchange to
exchange, the ccxt library implements the following:
[if !supportLists]·????????[endif]a public and private API for all
possible URLs and methods
[if !supportLists]·????????[endif]a unified API supporting a subset of
common methods
The endpoint URLs are predefined in the api property for
each exchange. You don't have to override it, unless you are implementing a new
exchange API (at least you should know what you're doing).
Implicit API
Methods
Most of exchange-specific API methods are implicit,
meaning that they aren't defined explicitly anywhere in code. The library
implements a declarative approach for defining implicit (non-unified)
exchanges' API methods.
Each method of the API usually has its own endpoint. The
library defines all endpoints for each particular exchange in the .api property. Upon
exchange construction an implicit magic method (aka partial
function or closure) will be
created inside defineRestApi()/define_rest_api() on the exchange instance for each
endpoint from the list of .api endpoints. This is performed for all
exchanges universally. Each generated method will be accessible in both camelCase and under_score notations.
The endpoints definition is a full list
of ALL API URLs exposed by an
exchange. This list gets converted to callable methods upon exchange
instantiation. Each URL in the API endpoint list gets a corresponding callable
method. This is done automatically for all exchanges, therefore the ccxt
library supports all possible
URLs offered by
crypto exchanges.
Each implicit method gets a unique name which is
constructed from the .api definition. For example, a private HTTPS
PUT https://api.exchange.com/order/{id}/cancel endpoint will have a corresponding
exchange method named .privatePutOrderIdCancel()/.private_put_order_id_cancel(). A public HTTPS
GET https://api.exchange.com/market/ticker/{pair} endpoint would result in the
corresponding method named .publicGetTickerPair()/.public_get_ticker_pair(), and so on.
An implicit method takes a dictionary of parameters,
sends the request to the exchange and returns an exchange-specific JSON result
from the API as is,
unparsed. To pass a parameter, add it to the dictionary explicitly under a key
equal to the parameter's name. For the examples above, this would look like .privatePutOrderIdCancel ({ id:
'41987a2b-...' }) and .publicGetTickerPair ({ pair: 'BTC/USD' }).
The recommended way of working with exchanges is not
using exchange-specific implicit methods but using the unified ccxt methods
instead. The exchange-specific methods should be used as a fallback in cases
when a corresponding unified method isn't available (yet).
To get a list of all available methods with an exchange
instance, including implicit methods and unified methods you can simply do the
following:
console.log (new ccxt.kraken ()) //
JavaScript
print(dir(ccxt.hitbtc())) # Python
var_dump (new \ccxt\okcoinusd ()); // PHP
Public/Private
API
API URLs are often grouped into two sets of methods
called a public API for market data and a private API for trading and account access. These groups of API methods are usually
prefixed with a word 'public' or 'private'.
A public API is used to access market data and does not
require any authentication whatsoever. Most exchanges provide market data
openly to all (under their rate limit). With the ccxt library anyone can access
market data out of the box without having to register with the exchanges and
without setting up account keys and passwords.
Public APIs include the following:
[if !supportLists]·????????[endif]instruments/trading pairs
[if !supportLists]·????????[endif]price feeds (exchange rates)
[if !supportLists]·????????[endif]order books (L1, L2, L3...)
[if !supportLists]·????????[endif]trade history (closed orders,
transactions, executions)
[if !supportLists]·????????[endif]tickers (spot / 24h price)
[if !supportLists]·????????[endif]OHLCV series for charting
[if !supportLists]·????????[endif]other public endpoints
For trading with private API you need to obtain API keys
from/to exchanges. It often means registering with exchanges and creating API
keys with your account. Most exchanges require personal info or identification.
Some kind of verification may be necessary as well.
If you want to trade you need to register yourself, this
library will not create accounts or API keys for you. Some exchange APIs expose
interface methods for registering an account from within the code itself, but
most of exchanges don't. You have to sign up and create API keys with their
websites.
Private APIs allow the following:
[if !supportLists]·????????[endif]manage personal account info
[if !supportLists]·????????[endif]query account balances
[if !supportLists]·????????[endif]trade by making market and limit orders
[if !supportLists]·????????[endif]create deposit addresses and fund
accounts
[if !supportLists]·????????[endif]request withdrawal of fiat and crypto
funds
[if !supportLists]·????????[endif]query personal open / closed orders
[if !supportLists]·????????[endif]query positions in margin/leverage
trading
[if !supportLists]·????????[endif]get ledger history
[if !supportLists]·????????[endif]transfer funds between accounts
[if !supportLists]·????????[endif]use merchant services
Some exchanges offer the same logic under different
names. For example, a public API is also often called market
data, basic, market, mapi, api, price, etc... All of
them mean a set of methods for accessing data available to public. A private
API is also often called trading, trade, tapi, exchange, account, etc...
A few exchanges also expose a merchant API which allows
you to create invoices and accept crypto and fiat payments from your clients.
This kind of API is often called merchant, wallet, payment, ecapi (for e-commerce).
To get a list of all available methods with an exchange
instance, you can simply do the following:
console.log (new ccxt.kraken ()) //
JavaScript
print (dir (ccxt.hitbtc ())) # Python
var_dump (new \ccxt\okcoinusd ()); // PHP
Synchronous vs
Asynchronous Calls
In the JavaScript version of CCXT all methods are
asynchronous and returnPromisesthat resolve with a decoded JSON object. In CCXT we use the modern async/await syntax to work with Promises. If you're not familiar with that syntax, you
can read more about ithere.
// JavaScript
(async () => {
let pairs = await
kraken.publicGetSymbolsDetails ()
let marketIds = Object.keys
(pairs['result'])
let marketId = marketIds[0]
let ticker = await
kraken.publicGetTicker ({ pair: marketId })
console.log (kraken.id, marketId,
ticker)
}) ()
The ccxt library supports asynchronous concurrency mode
in Python 3.5+ with async/await syntax. The asynchronous Python version uses
pureasynciowithaiohttp. In async mode
you have all the same properties and methods, but most methods are decorated
with an async keyword. If you want to use async mode, you should link against
the ccxt.async_support subpackage, like in the following example:
# Python
import asyncio
import ccxt.async_support as ccxt
async def
print_poloniex_ethbtc_ticker():
poloniex = ccxt.poloniex()
print(await
poloniex.fetch_ticker('ETH/BTC'))
asyncio.get_event_loop().run_until_complete(print_poloniex_ethbtc_ticker())
In PHP all API methods are synchronous.
Returned JSON
Objects
All public and private API methods return raw decoded
JSON objects in response from the exchanges, as is, untouched. The unified API
returns JSON-decoded objects in a common format and structured uniformly across
all exchanges.
Passing
Parameters To API Methods
The set of all possible API endpoints differs from
exchange to exchange. Most of methods accept a single associative array (or a
Python dict) of key-value parameters. The params are passed as follows:
bitso.publicGetTicker ({ book: 'eth_mxn' })
// JavaScript
ccxt.zaif().public_get_ticker_pair ({ 'pair':
'btc_jpy' }) # Python
$luno->public_get_ticker (array ('pair'
=> 'XBTIDR')); // PHP
For a full list of accepted method parameters for each
exchange, please consultAPI docs.
API Method Naming Conventions
An exchange method name is a concatenated string
consisting of type (public or private), HTTP method (GET, POST, PUT, DELETE)
and endpoint URL path like in the following examples:
Method NameBase API URLEndpoint URL
publicGetIdOrderbookhttps://bitbay.net/API/Public{id}/orderbook
publicGetPairshttps://bitlish.com/apipairs
publicGetJsonMarketTickerhttps://www.bitmarket.netjson/{market}/ticker
privateGetUserMarginhttps://bitmex.comuser/margin
privatePostTradehttps://btc-x.is/apitrade
tapiCancelOrderhttps://yobit.nettapi/CancelOrder
.........
The ccxt library supports both camelcase notation
(preferred in JavaScript) and underscore notation (preferred in Python and
PHP), therefore all methods can be called in either notation or coding style in
any language. Both of these notations work in JavaScript, Python and PHP:
exchange.methodName () // camelcase
pseudocode
exchange.method_name () // underscore
pseudocode
To get a list of all available methods with an exchange
instance, you can simply do the following:
console.log (new ccxt.kraken ()) // JavaScript
print (dir (ccxt.hitbtc ())) # Python
var_dump (new \ccxt\okcoinusd ()); // PHP
Unified API
The unified ccxt API is a subset of methods common among
the exchanges. It currently contains the following methods:
[if !supportLists]·????????[endif]fetchMarkets (): Fetches a list
of all available markets from an exchange and returns an array of markets
(objects with properties such as symbol, base, quote etc.). Some exchanges do not have means
for obtaining a list of markets via their online API. For those, the list of
markets is hardcoded.
[if !supportLists]·????????[endif]loadMarkets ([reload]): Returns the
list of markets as an object indexed by symbol and caches it with the exchange
instance. Returns cached markets if loaded already, unless the reload = true flag is forced.
[if !supportLists]·????????[endif]fetchOrderBook (symbol[, limit = undefined[,
params = {}]]): Fetch L2/L3 order book for a particular market trading symbol.
[if !supportLists]·????????[endif]fetchL2OrderBook (symbol[, limit =
undefined[, params]]): Level 2 (price-aggregated) order book
for a particular symbol.
[if !supportLists]·????????[endif]fetchTrades (symbol[, since[, [limit,
[params]]]]): Fetch recent trades for a particular trading symbol.
[if !supportLists]·????????[endif]fetchTicker (symbol): Fetch latest
ticker data by trading symbol.
[if !supportLists]·????????[endif]fetchBalance (): Fetch Balance.
[if !supportLists]·????????[endif]createOrder (symbol, type, side, amount[,
price[, params]])
[if !supportLists]·????????[endif]createLimitBuyOrder (symbol, amount, price[,
params])
[if !supportLists]·????????[endif]createLimitSellOrder (symbol, amount, price[,
params])
[if !supportLists]·????????[endif]createMarketBuyOrder (symbol, amount[,
params])
[if !supportLists]·????????[endif]createMarketSellOrder (symbol, amount[,
params])
[if !supportLists]·????????[endif]cancelOrder (id[, symbol[, params]])
[if !supportLists]·????????[endif]fetchOrder (id[, symbol[, params]])
[if !supportLists]·????????[endif]fetchOrders ([symbol[, since[, limit[,
params]]]])
[if !supportLists]·????????[endif]fetchOpenOrders ([symbol[, since, limit,
params]]]])
[if !supportLists]·????????[endif]fetchClosedOrders ([symbol[, since[, limit[,
params]]]])
[if !supportLists]·????????[endif]fetchMyTrades ([symbol[, since[, limit[,
params]]]])
[if !supportLists]·????????[endif]...
Overriding Unified API Params
Note, that most of methods of the unified API accept an
optional params parameter. It is an associative array (a
dictionary, empty by default) containing the params you want to override. The
contents of params are exchange-specific, consult the
exchanges' API documentation for supported fields and values. Use the params dictionary if you need to pass a custom setting or an optional parameter
to your unified query.
// JavaScript
(async () => {
const params = {
'foo': 'bar', // exchange-specific
overrides in unified queries
'Hello': 'World!', // see their docs for
more details on parameter names
}
// the overrides go into the last
argument to the unified call ↓ HERE
const result = await
exchange.fetchOrderBook (symbol, length, params)
}) ()
# Python
params = {
'foo': 'bar', # exchange-specific
overrides in unified queries
'Hello': 'World!', # see their docs for
more details on parameter names
}
# overrides go in the last argument to
the unified call ↓ HERE
result =
exchange.fetch_order_book(symbol, length, params)
// PHP
$params = array (
'foo' => 'bar', // exchange-specific
overrides in unified queries
'Hello' => 'World!', // see their
docs for more details on parameter names
}
// overrides go into the last argument
to the unified call ↓ HERE
$result = $exchange->fetch_order_book
($symbol, $length, $params);
Pagination
Most of unified methods will return either a single
object or a plain array (a list) of objects (trades, orders, transactions and
so on). However, very few exchanges (if any at all) will return all orders, all
trades, all ohlcv candles or all transactions at once. Most often their APIs limit output to a certain number of most recent objects. YOU CANNOT
GET ALL OBJECTS SINCE THE BEGINNING OF TIME TO THE PRESENT MOMENT IN JUST ONE
CALL. Practically, very few exchanges will tolerate or allow that.
To fetch historical orders or trades, the user will need
to traverse the data in portions or "pages" of objects. Pagination
often implies "fetching
portions of data one by one" in a loop.
In most cases users are required
to use at least some type of pagination in order to get the expected results consistently. If the user does not
apply any pagination, most methods will return the exchanges' default, which
may start from the beginning of history or may be a subset of most recent
objects. The default behaviour (without pagination) is exchange-specific! The
means of pagination are often used with the following methods in particular:
[if !supportLists]·????????[endif]fetchTrades
[if !supportLists]·????????[endif]fetchOHLCV
[if !supportLists]·????????[endif]fetchOrders
[if !supportLists]·????????[endif]fetchOpenOrders
[if !supportLists]·????????[endif]fetchClosedOrders
[if !supportLists]·????????[endif]fetchMyTrades
[if !supportLists]·????????[endif]fetchTransactions
[if !supportLists]·????????[endif]fetchDeposits
[if !supportLists]·????????[endif]fetchWithdrawals
With methods returning lists of objects, exchanges may
offer one or more types of pagination. CCXT unifies date-based
pagination by default, with
timestamps in
milliseconds throughout the
entire library.
Working With
Datetimes and Timestamps
The set of methods for working with UTC dates and
timestamps and for converting between them:
exchange.parse8601
('2018-01-01T00:00:00Z') == 1514764800000 // integer, Z = UTC
exchange.iso8601 (1514764800000) ==
'2018-01-01T00:00:00Z' // iso8601 string
exchange.seconds () // integer UTC
timestamp in seconds
exchange.milliseconds () // integer UTC
timestamp in milliseconds
Date-based
pagination
This is the type of pagination currently used throughout
the CCXT Unified API. The user supplies a since timestamp in
milliseconds (!) and a number
to limit results. To traverse the objects of interest page by page, the user runs
the following (below is pseudocode, it may require overriding some
exchange-specific params, depending on the exchange in question):
// JavaScript
if (exchange.has['fetchTrades']) {
let since = exchange.milliseconds () -
86400000 // -1 day from now
// alternatively, fetch from a certain
starting datetime
// let since = exchange.parse8601
('2018-01-01T00:00:00Z')
let allTrades = []
while (since < exchange.milliseconds
()) {
const symbol = undefined // change for
your symbol
const limit = 20 // change for your
limit
const trades = await
exchange.fetchTrades (symbol, since, limit)
if (trades.length) {
since = trades[trades.length - 1]
allTrades.push (trades)
} else {
break
}
}
}
# Python
if exchange.has['fetchOrders']:
since = exchange.milliseconds () -
86400000 # -1 day from now
# alternatively, fetch from a certain
starting datetime
# since =
exchange.parse8601('2018-01-01T00:00:00Z')
all_orders = []
while since < exchange.milliseconds
():
symbol = None # change for your symbol
limit = 20 # change for your limit
orders = await
exchange.fetch_orders(symbol, since, limit)
if len(orders):
since = orders[len(orders) - 1]
all_orders += orders
else:
break
// PHP
if ($exchange->has['fetchMyTrades'])
{
$since = exchange->milliseconds () -
86400000; // -1 day from now
// alternatively, fetch from a certain
starting datetime
// $since = $exchange->parse8601
('2018-01-01T00:00:00Z')
$all_trades = array ();
while (since <
exchange->milliseconds ()) {
$symbol = null; // change for your
symbol
$limit = 20; // change for your limit
$trades = $exchange->fetchMyTrades
($symbol, $since, $limit);
if (count($trades)) {
$since = $trades[count($trades) - 1];
$all_trades = array_merge ($all_trades,
$trades);
} else {
break;
}
}
}
id-based
pagination
The user supplies a from_id of the object, from where the query
should continue returning results, and a number to limit results. This is the default with some
exchanges, however, this type is not unified (yet). To paginate objects based
on their ids, the user would run the following:
// JavaScript
if (exchange.has['fetchTrades']) {
let from_id = 'abc123' // all ids are
strings
let allTrades = []
while (true) {
const symbol = undefined // change for
your symbol
const since = undefined
const limit = 20 // change for your
limit
const params = {
'from_id': from_id, // exchange-specific
non-unified parameter name
}
const trades = await exchange.fetchTrades
(symbol, since, limit, params)
if (trades.length) {
from_id = trades[trades.length -
1]['id']
allTrades.push (trades)
} else {
break
}
}
}
# Python
if exchange.has['fetchOrders']:
from_id = 'abc123' # all ids are strings
all_orders = []
while True:
symbol = None # change for your symbol
since = None
limit = 20 # change for your limit
params = {
'from_id': from_id, # exchange-specific
non-unified parameter name
}
orders = await
exchange.fetch_orders(symbol, since, limit, params)
if len(orders):
from_id = orders[len(orders) - 1]['id']
all_orders += orders
else:
break
// PHP
if ($exchange->has['fetchMyTrades'])
{
$from_id = 'abc123' // all ids are
strings
$all_trades = array ();
while (true) {
$symbol = null; // change for your
symbol
$since = null;
$limit = 20; // change for your limit
$params = array (
'from_id' => $from_id, //
exchange-specific non-unified parameter name
);
$trades = $exchange->fetchMyTrades
($symbol, $since, $limit, $params);
if (count($trades)) {
$from_id = $trades[count($trades) -
1]['id'];
$all_trades = array_merge ($all_trades,
$trades);
} else {
break;
}
}
}
Pagenumber-based
(cursor) pagination
The user supplies a page number or an initial "cursor" value. The exchange returns a page of
results and the next
"cursor" value, to
proceed from. Most of exchanges that implement this type of pagination will
either return the next cursor within the response itself or will return the
next cursor values within HTTP response headers.
See an example implementation here:https://github.com/ccxt/ccxt/blob/master/examples/py/gdax-fetch-my-trades-pagination.py
Upon each iteration of the loop the user has to take the
next cursor and put it into the overrided params for the next query (on the
following iteration):
// JavaScript
if (exchange.has['fetchTrades']) {
let page = 0 // exchange-specific type
and value
let allTrades = []
while (true) {
const symbol = undefined // change for
your symbol
const since = undefined
const limit = 20 // change for your
limit
const params = {
'page': page, // exchange-specific
non-unified parameter name
}
const trades = await
exchange.fetchTrades (symbol, since, limit, params)
if (trades.length) {
// not thread-safu and exchange-specific
!
page =
exchange.last_json_response['cursor']
allTrades.push (trades)
} else {
break
}
}
}
# Python
if exchange.has['fetchOrders']:
cursor = 0 # exchange-specific type and
value
all_orders = []
while True:
symbol = None # change for your symbol
since = None
limit = 20 # change for your limit
params = {
'cursor': cursor, # exchange-specific
non-unified parameter name
}
orders = await
exchange.fetch_orders(symbol, since, limit, params)
if len(orders):
# not thread-safu and exchange-specific
!
cursor =
exchange.last_http_headers['CB-AFTER']
all_orders += orders
else:
break
// PHP
if ($exchange->has['fetchMyTrades'])
{
$start = '0' // exchange-specific type
and value
$all_trades = array ();
while (true) {
$symbol = null; // change for your
symbol
$since = null;
$limit = 20; // change for your limit
$params = array (
'start' => $start, //
exchange-specific non-unified parameter name
);
$trades = $exchange->fetchMyTrades
($symbol, $since, $limit, $params);
if (count($trades)) {
// not thread-safu and exchange-specific
!
$start =
$exchange->last_json_response['next'];
$all_trades = array_merge ($all_trades,
$trades);
} else {
break;
}
}
}
Market Data
Order Book
Exchanges expose information on open orders with bid
(buy) and ask (sell) prices, volumes and other data. Usually there is a
separate endpoint for querying current state (stack frame) of the order book for a particular market. An order book is also often called market depth. The order book
information is used in the trading decision making process.
The method for fetching an order book for a particular
symbol is named fetchOrderBook or fetch_order_book. It accepts a
symbol and an optional dictionary with extra params (if supported by a
particular exchange). The method for fetching the order book is called like
shown below:
// JavaScript
delay = 2000 // milliseconds = seconds *
1000
(async () => {
for (symbol in exchange.markets) {
console.log (await
exchange.fetchOrderBook (symbol))
await new Promise (resolve =>
setTimeout (resolve, delay)) // rate limit
}
}) ()
# Python
import time
delay = 2 # seconds
for symbol in exchange.markets:
print (exchange.fetch_order_book
(symbol))
time.sleep (delay) # rate limit
// PHP
$delay = 2000000; // microseconds =
seconds * 1000000
foreach ($exchange->markets as
$symbol => $market) {
var_dump ($exchange->fetch_order_book
($symbol));
usleep ($delay); // rate limit
}
The structure of a returned order book is as follows:
{
'bids': [
[ price, amount ], // [ float, float ]
[ price, amount ],
...
],
'asks': [
[ price, amount ],
[ price, amount ],
...
],
'timestamp': 1499280391811, // Unix
Timestamp in milliseconds (seconds * 1000)
'datetime': '2017-07-05T18:47:14.692Z',
// ISO8601 datetime string with milliseconds
}
The timestamp and datetime may be missing (undefined/None/null) if the
exchange in question does not provide a corresponding value in the API
response.
Prices and amounts are floats. The bids array is sorted
by price in descending order. The best (highest) bid price is the first element
and the worst (lowest) bid price is the last element. The asks array is sorted
by price in ascending order. The best (lowest) ask price is the first element
and the worst (highest) ask price is the last element. Bid/ask arrays can be
empty if there are no corresponding orders in the order book of an exchange.
Exchanges may return the stack of orders in various
levels of details for analysis. It is either in full detail containing each and
every order, or it is aggregated having slightly less detail where orders are
grouped and merged by price and volume. Having greater detail requires more
traffic and bandwidth and is slower in general but gives a benefit of higher
precision. Having less detail is usually faster, but may not be enough in some
very specific cases.
Notes On Order Book Structure
[if !supportLists]·????????[endif]orderbook['timestamp'] is the time when the exchange generated
this orderbook response (before replying it back to you). This may be missing (undefined/None/null), as documented
in the Manual, not all exchanges provide a timestamp there. If it is defined,
then it is the UTC timestamp in
milliseconds since 1 Jan 1970
00:00:00.
[if !supportLists]·????????[endif]exchange.last_response_headers['Date'] is the date-time string of the last HTTP
response received (from HTTP headers). The 'Date' parser should respect the
timezone designated there. The precision of the date-time is 1 second, 1000
milliseconds. This date should be set by the exchange server when the message
originated according to the following standards:
Market Depth
Some exchanges accept a dictionary of extra parameters to
the fetchOrderBook () / fetch_order_book () function. All extra params are
exchange-specific (non-unified). You will need to consult exchanges
docs if you want to override a particular param, like the depth of the order
book. You can get a limited count of returned orders or a desired level of
aggregation (aka market
depth) by specifying an limit argument and exchange-specific extra params like so:
// JavaScript
(async function test () {
const ccxt = require ('ccxt')
const exchange = new ccxt.bitfinex ()
const limit = 5
const orders = await
exchange.fetchOrderBook ('BTC/USD', limit, {
// this parameter is exchange-specific,
all extra params have unique names per exchange
'group': 1, // 1 = orders are grouped by
price, 0 = orders are separate
})
}) ()
# Python
import ccxt
# return up to ten bidasks on each side
of the order book stack
limit = 10
ccxt.cex().fetch_order_book('BTC/USD',
limit)
// PHP
// instantiate the exchange by id
$exchange = '\\ccxt\\kraken';
$exchange = new $exchange ();
// up to ten orders on each side, for
example
$limit = 20;
var_dump ($exchange->fetch_order_book
('BTC/USD', $limit));
The levels of detail or levels of order book aggregation
are often number-labelled like L1, L2, L3...
[if !supportLists]·????????[endif]L1: less detail
for quickly obtaining very basic info, namely, the market price only. It
appears to look like just one order in the order book.
[if !supportLists]·????????[endif]L2: most common
level of aggregation where order volumes are grouped by price. If two orders
have the same price, they appear as one single order for a volume equal to
their total sum. This is most likely the level of aggregation you need for the
majority of purposes.
[if !supportLists]·????????[endif]L3: most detailed
level with no aggregation where each order is separate from other orders. This
LOD naturally contains duplicates in the output. So, if two orders have equal
prices they are not merged together and it's up to the
exchange's matching engine to decide on their priority in the stack. You don't
really need L3 detail for successful trading. In fact, you most probably don't
need it at all. Therefore some exchanges don't support it and always return
aggregated order books.
If you want to get an L2 order book, whatever the
exchange returns, use the fetchL2OrderBook(symbol,
limit, params) or fetch_l2_order_book(symbol, limit, params) unified method for that.
Market Price
In order to get current best price (query market price)
and calculate bidask spread take first elements from bid and ask, like so:
// JavaScript
let orderbook = exchange.fetchOrderBook
(exchange.symbols[0])
let bid = orderbook.bids.length ?
orderbook.bids[0][0] : undefined
let ask = orderbook.asks.length ?
orderbook.asks[0][0] : undefined
let spread = (bid && ask) ? ask
- bid : undefined
console.log (exchange.id, 'market
price', { bid, ask, spread })
# Python
orderbook = exchange.fetch_order_book
(exchange.symbols[0])
bid = orderbook['bids'][0][0] if len
(orderbook['bids']) > 0 else None
ask = orderbook['asks'][0][0] if len
(orderbook['asks']) > 0 else None
spread = (ask - bid) if (bid and ask)
else None
print (exchange.id, 'market price', {
'bid': bid, 'ask': ask, 'spread': spread })
// PHP
$orderbook =
$exchange->fetch_order_book ($exchange->symbols[0]);
$bid = count ($orderbook['bids']) ?
$orderbook['bids'][0][0] : null;
$ask = count ($orderbook['asks']) ?
$orderbook['asks'][0][0] : null;
$spread = ($bid && $ask) ? $ask
- $bid : null;
$result = array ('bid' => $bid, 'ask'
=> $ask, 'spread' => $spread);
var_dump ($exchange->id, 'market
price', $result);
Price Tickers
A price ticker contains statistics for a particular
market/symbol for some period of time in recent past, usually last 24 hours.
The structure of a ticker is as follows:
{
'symbol': string symbol of the market
('BTC/USD', 'ETH/BTC', ...)
'info': { the original non-modified
unparsed reply from exchange API },
'timestamp': int (64-bit Unix Timestamp
in milliseconds since Epoch 1 Jan 1970)
'datetime': ISO8601 datetime string with
milliseconds
'high': float, // highest price
'low': float, // lowest price
'bid': float, // current best bid (buy)
price
'bidVolume': float, // current best bid
(buy) amount (may be missing or undefined)
'ask': float, // current best ask (sell)
price
'askVolume': float, // current best ask
(sell) amount (may be missing or undefined)
'vwap': float, // volume weighed average
price
'open': float, // opening price
'close': float, // price of last trade
(closing price for current period)
'last': float, // same as `close`,
duplicated for convenience
'previousClose': float, // closing price
for the previous period
'change': float, // absolute change,
`last - open`
'percentage': float, // relative change,
`(change/open) * 100`
'average': float, // average price,
`(last + open) / 2`
'baseVolume': float, // volume of base
currency traded for last 24 hours
'quoteVolume': float, // volume of quote
currency traded for last 24 hours
}
[if !supportLists]·????????[endif]The bidVolume is the volume (amount) of current best
bid in the orderbook.
[if !supportLists]·????????[endif]The askVolume is the volume (amount) of current best
ask in the orderbook.
[if !supportLists]·????????[endif]The baseVolume is the amount of base currency traded
(bought or sold) in last 24 hours.
[if !supportLists]·????????[endif]The quoteVolume is the amount of quote currency traded
(bought or sold) in last 24 hours.
All prices in ticker structure are in quote
currency. Some fields in a returned ticker structure may be
undefined/None/null.
base currency ↓
BTC / USDT
ETH / BTC
DASH / ETH
↑ quote currency
Timestamp and datetime are both Universal Time
Coordinated (UTC) in milliseconds.
Although some exchanges do mix-in orderbook's top bid/ask
prices into their tickers (and some even top bid/asks volumes) you should not
treat ticker as a fetchOrderBook replacement. The main purpose of a
ticker is to serve statistical data, as such, treat it as "live 24h
OHLCV". It is known that exchanges discourage frequent fetchTicker requests by imposing stricter rate limits on these queries. If you need a
unified way to access bid/asks you should use fetchL[123]OrderBook family instead.
To get historical prices and volumes use the unifiedfetchOHLCVmethod where
available.
Individually By Symbol
To get the individual ticker data from an exchange for
each particular trading pair or symbol call the fetchTicker
(symbol):
// JavaScript
if (exchange.has['fetchTicker']) {
console.log (await (exchange.fetchTicker
('BTC/USD'))) // ticker for BTC/USD
let symbols = Object.keys
(exchange.markets)
let random = Math.floor (Math.random ()
* (symbols.length - 1))
console.log (exchange.fetchTicker
(symbols[random])) // ticker for a random symbol
}
# Python
import random
if (exchange.has['fetchTicker']):
print(exchange.fetch_ticker('LTC/ZEC'))
# ticker for LTC/ZEC
symbols = list(exchange.markets.keys())
print(exchange.fetch_ticker(random.choice(symbols)))
# ticker for a random symbol
// PHP (don't forget to set your
timezone properly!)
if ($exchange->has['fetchTicker']) {
var_dump ($exchange->fetch_ticker
('ETH/CNY')); // ticker for ETH/CNY
$symbols = array_keys
($exchange->markets);
$random = rand () % count ($symbols);
var_dump ($exchange->fetch_ticker
($symbols[$random])); // ticker for a random symbol
}
All At Once
Some exchanges (not all of them) also support fetching
all tickers at once. Seetheir docsfor details. You
can fetch all tickers with a single call like so:
// JavaScript
if (exchange.has['fetchTickers']) {
console.log (await
(exchange.fetchTickers ())) // all tickers indexed by their symbols
}
# Python
if (exchange.has['fetchTickers']):
print(exchange.fetch_tickers()) # all
tickers indexed by their symbols
// PHP
if ($exchange->has['fetchTickers']) {
var_dump ($exchange->fetch_tickers
()); // all tickers indexed by their symbols
}
Fetching all tickers requires more traffic than fetching
a single ticker. If you only need one ticker, fetching by a particular symbol
is faster in general. You probably want to fetch all tickers only if you really
need all of them.
The structure of returned value is as follows:
{
'info': { ... }, // the original JSON
response from the exchange as is
'BTC/USD': { ... }, // a single ticker
for BTC/USD
'ETH/BTC': { ... }, // a ticker for
ETH/BTC
...
}
A general solution for fetching all tickers from all
exchanges (even the ones that don't have a corresponding API endpoint) is on
the way, this section will be updated soon.
UNDER CONSTRUCTION
Async Mode /
Concurrency
UNDER CONSTRUCTION
OHLCV
Candlestick Charts
- this is under heavy development right
now, contributions appreciated
Most exchanges have endpoints for fetching OHLCV data,
but some of them don't. The exchange boolean (true/false) property named has['fetchOHLCV'] indicates whether the exchange supports candlestick data series or not.
The fetchOHLCV method is declared in the following way:
fetchOHLCV (symbol, timeframe = '1m', since =
undefined, limit = undefined, params = {})
You can call the unified fetchOHLCV / fetch_ohlcv method to get the list of OHLCV candles
for a particular symbol like so:
// JavaScript
let sleep = (ms) => new Promise
(resolve => setTimeout (resolve, ms));
if (exchange.has.fetchOHLCV) {
for (symbol in exchange.markets) {
await sleep (exchange.rateLimit) //
milliseconds
console.log (await exchange.fetchOHLCV
(symbol, '1m')) // one minute
}
}
# Python
import time
if exchange.has['fetchOHLCV']:
for symbol in exchange.markets:
time.sleep (exchange.rateLimit / 1000) #
time.sleep wants seconds
print (symbol, exchange.fetch_ohlcv
(symbol, '1d')) # one day
// PHP
if ($exchange->has['fetchOHLCV']) {
foreach ($exchange->markets as
$symbol => $market) {
usleep ($exchange->rateLimit * 1000);
// usleep wants microseconds
var_dump ($exchange->fetch_ohlcv
($symbol, '1M')); // one month
}
}
To get the list of available timeframes for your exchange
see the timeframes property. Note that it is only populated
when has['fetchOHLCV'] is true as well.
There's a limit on how far back in time your
requests can go. Most of
exchanges will not allow to query detailed candlestick history (like those for
1-minute and 5-minute timeframes) too far in the past. They usually keep a
reasonable amount of most recent candles, like 1000 last candles for any
timeframe is more than enough for most of needs. You can work around that
limitation by continuously fetching (aka REST
polling) latest OHLCVs and storing them in a CSV file or in a database.
Note that the info from the last (current)
candle may be incomplete until the candle is closed (until the next candle
starts).
Like with most other unified and implicit methods, the fetchOHLCV method accepts as its last argument an associative array (a dictionary) of
extra params, which is used
to override default values that are sent in requests to the exchanges. The
contents of params are exchange-specific, consult the
exchanges' API documentation for supported fields and values.
The since argument is an integer UTC timestamp in milliseconds (everywhere throughout the library with all unified methods).
If since is not specified the fetchOHLCV method will return the time range as is the default from the exchange
itself. This is not a bug. Some exchanges will return candles from the
beginning of time, others will return most recent candles only, the exchanges'
default behaviour is expected. Thus, without specifying since the range of returned candles will be
exchange-specific. One should pass the since argument to ensure getting precisely the
history range needed.
OHLCV Structure
The fetchOHLCV method shown above returns a list (a flat
array) of OHLCV candles represented by the following structure:
[
[
1504541580000, // UTC timestamp in
milliseconds, integer
4235.4, // (O)pen price, float
4240.6, // (H)ighest price, float
4230.0, // (L)owest price, float
4230.7, // (C)losing price, float
37.72941911 // (V)olume (in terms of the
base currency), float
],
...
]
The list of candles is returned sorted in ascending
(historical) order, oldest candle first, most recent candle last.
OHLCV Emulation
Some exchanges don't offer any OHLCV method, and for
those, the ccxt library will emulate OHLCV candles fromPublic
Trades. In that case you will see exchange.has['fetchOHLCV']
= 'emulated'. However, because the trade history is usually very limited, the emulated
fetchOHLCV methods cover most recent info only and should only be used as a
fallback, when no other option is available.
WARNING: the fetchOHLCV emulations is
experimental!
Trades, Executions,
Transactions
- this is under heavy development right
now, contributions appreciated
You can call the unified fetchTrades / fetch_trades method to get the list of most recent
trades for a particular symbol. The fetchTrades method is declared in the following way:
async fetchTrades (symbol, since = undefined,
limit = undefined, params = {})
For example, if you want to print recent trades for all
symbols one by one sequentially (mind the rateLimit!) you would do it like so:
// JavaScript
if (exchange.has['fetchTrades']) {
let sleep = (ms) => new Promise
(resolve => setTimeout (resolve, ms));
for (symbol in exchange.markets) {
await sleep (exchange.rateLimit) //
milliseconds
console.log (await exchange.fetchTrades
(symbol))
}
}
# Python
import time
if exchange.has['fetchTrades']:
for symbol in exchange.markets: # ensure
you have called loadMarkets() or load_markets() method.
time.sleep (exchange.rateLimit / 1000) #
time.sleep wants seconds
print (symbol, exchange.fetch_trades
(symbol))
// PHP
if ($exchange->has['fetchTrades']) {
foreach ($exchange->markets as
$symbol => $market) {
usleep ($exchange->rateLimit * 1000);
// usleep wants microseconds
var_dump ($exchange->fetch_trades
($symbol));
}
}
The fetchTrades method shown above returns an ordered
list of trades (a flat array, sorted by timestamp in ascending order, oldest
trade first, most recent trade last). A list of trades is represented by the
following structure:
[
{
'info': { ... }, // the original decoded
JSON as is
'id': '12345-67890:09876/54321', //
string trade id
'timestamp': 1502962946216, // Unix
timestamp in milliseconds
'datetime': '2017-08-17 12:42:48.000',
// ISO8601 datetime with milliseconds
'symbol': 'ETH/BTC', // symbol
'order': '12345-67890:09876/54321', //
string order id or undefined/None/null
'type': 'limit', // order type,
'market', 'limit' or undefined/None/null
'side': 'buy', // direction of the
trade, 'buy' or 'sell'
'price': 0.06917684, // float price in
quote currency
'amount': 1.5, // amount of base
currency
},
...
]
Most exchanges return most of the above fields for each
trade, though there are exchanges that don't return the type, the side, the
trade id or the order id of the trade. Most of the time you are guaranteed to
have the timestamp, the datetime, the symbol, the price and the amount of each
trade.
The second optional argument since reduces the array by timestamp, the
third limit argument reduces by number (count) of returned items.
If the user does not specify since, the fetchTrades method will return the default range of public trades from the exchange.
The default set is exchange-specific, some exchanges will return trades
starting from the date of listing a pair on the exchange, other exchanges will
return a reduced set of trades (like, last 24 hours, last 100 trades, etc). If
the user wants precise control over the timeframe, the user is responsible for
specifying the since argument.
The fetchTrades
() / fetch_trades() method also accepts an optional params (assoc-key array/dict, empty by default) as its fourth argument. You can
use it to pass extra params to method calls or to override a particular default
value (where supported by the exchange). See the API docs for your exchange for
more details.
UNDER CONSTRUCTION
Trading
In order to be able to access your user account, perform
algorithmic trading by placing market and limit orders, query balances, deposit
and withdraw funds and so on, you need to obtain your API keys for
authentication from each exchange you want to trade with. They usually have it
available on a separate tab or page within your user account settings. API keys
are exchange-specific and cannnot be interchanged under any circumstances.
Authentication
Authentication with all exchanges is handled
automatically if provided with proper API keys. The process of authentication
usually goes through the following pattern:
[if !supportLists]1.?[endif]Generate new nonce. A nonce is an
integer, often a Unix Timestamp in seconds or milliseconds (since epoch January
1, 1970). The nonce should be unique to a particular request and constantly
increasing, so that no two requests share the same nonce. Each next request
should have greater nonce than the previous request. The
default nonce is a 32-bit Unix Timestamp in seconds.
[if !supportLists]2.?[endif]Append public apiKey and nonce to other
endpoint params, if any, then serialize the whole thing for signing.
[if !supportLists]3.?[endif]Sign the serialized params using
HMAC-SHA256/384/512 or MD5 with your secret key.
[if !supportLists]4.?[endif]Append the signature in Hex or Base64
and nonce to HTTP headers or body.
This process may differ from exchange to exchange. Some
exchanges may want the signature in a different encoding, some of them vary in
header and body param names and formats, but the general pattern is the same
for all of them.
You should not share the same API keypair
across multiple instances of an exchange running simultaneously, in separate
scripts or in multiple threads. Using the same keypair from different instances
simultaneously may cause all sorts of unexpected behaviour.
The authentication is already handled for you, so you
don't need to perform any of those steps manually unless you are implementing a
new exchange class. The only thing you need for trading is the actual API key
pair.
API Keys Setup
The API credentials usually include the following:
[if !supportLists]·????????[endif]apiKey. This is your
public API Key and/or Token. This part is non-secret, it is included
in your request header or body and sent over HTTPS in open text to identify
your request. It is often a string in Hex or Base64 encoding or an UUID
identifier.
[if !supportLists]·????????[endif]secret. This is your
private key. Keep it secret, don't tell it to anybody. It is used to sign your
requests locally before sending them to exchanges. The secret key does not get
sent over the internet in the request-response process and should not be
published or emailed. It is used together with the nonce to generate a
cryptographically strong signature. That signature is sent with your public key
to authenticate your identity. Each request has a unique nonce and therefore a
unique cryptographic signature.
[if !supportLists]·????????[endif]uid. Some exchanges (not all of them) also
generate a user id or uid for short. It can be a string or numeric
literal. You should set it, if that is explicitly required by your exchange.
Seetheir docsfor details.
[if !supportLists]·????????[endif]password. Some exchanges
(not all of them) also require your password/phrase for trading. You should set
this string, if that is explicitly required by your exchange. Seetheir docsfor details.
In order to create API keys find the API tab or button in
your user settings on the exchange website. Then create your keys and
copy-paste them to your config file. Your config file permissions should be set
appropriately, unreadable to anyone except the owner.
Remember to keep your apiKey and secret key
safe from unauthorized use, do not send or tell it to anybody. A leak of the
secret key or a breach in security can cost you a fund loss.
To set up an exchange for trading just assign the API
credentials to an existing exchange instance or pass them to exchange
constructor upon instantiation, like so:
// JavaScript
const ccxt = require ('ccxt')
// any time
let kraken = new ccxt.kraken ()
kraken.apiKey = 'YOUR_KRAKEN_API_KEY'
kraken.secret = 'YOUR_KRAKEN_SECRET_KEY'
// upon instantiation
let okcoinusd = new ccxt.okcoinusd ({
apiKey: 'YOUR_OKCOIN_API_KEY',
secret: 'YOUR_OKCOIN_SECRET_KEY',
})
// from variable id
const exchangeId = 'binance'
, exchangeClass = ccxt[exchangeId]
, exchange = new exchangeClass ({
'apiKey': 'YOUR_API_KEY',
'secret': 'YOUR_SECRET',
'timeout': 30000,
'enableRateLimit': true,
})
# Python
import ccxt
# any time
bitfinex = ccxt.bitfinex ()
bitfinex.apiKey = 'YOUR_BFX_API_KEY'
bitfinex.secret = 'YOUR_BFX_SECRET'
# upon instantiation
hitbtc = ccxt.hitbtc ({
'apiKey': 'YOUR_HITBTC_API_KEY',
'secret': 'YOUR_HITBTC_SECRET_KEY',
})
# from variable id
exchange_id = 'binance'
exchange_class = getattr(ccxt,
exchange_id)
exchange = exchange_class({
'apiKey': 'YOUR_API_KEY',
'secret': 'YOUR_SECRET',
'timeout': 30000,
'enableRateLimit': True,
})
// PHP
include 'ccxt.php'
// any time
$quoinex = new \ccxt\quoinex ();
$quoinex->apiKey =
'YOUR_QUOINE_API_KEY';
$quoinex->secret =
'YOUR_QUOINE_SECRET_KEY';
// upon instantiation
$zaif = new \ccxt\zaif (array (
'apiKey' => 'YOUR_ZAIF_API_KEY',
'secret' => 'YOUR_ZAIF_SECRET_KEY'
));
// from variable id
$exchange_id = 'binance';
$exchange_class =
"\\ccxt\\$exchange_id";
$exchange = new $exchange_class (array (
'apiKey' => 'YOUR_API_KEY',
'secret' => 'YOUR_SECRET',
'timeout' => 30000,
'enableRateLimit' => true,
));
Note that your private requests will fail with an
exception or error if you don't set up your API credentials before you start
trading. To avoid character escaping always
write your credentials in single quotes, not double
quotes ('VERY_GOOD', "VERY_BAD").
Querying Account
Balance
The returned balance structure is as follows:
{
'info': { ... }, // the original
untouched non-parsed reply with details
//-------------------------------------------------------------------------
// indexed by availability of funds
first, then by currency
'free': { // money, available for
trading, by currency
'BTC': 321.00, // floats...
'USD': 123.00,
...
},
'used': { ... }, // money on hold,
locked, frozen, or pending, by currency
'total': { ... }, // total (free +
used), by currency
//-------------------------------------------------------------------------
// indexed by currency first, then by
availability of funds
'BTC': { // string, three-letter
currency code, uppercase
'free': 321.00 // float, money available
for trading
'used': 234.00, // float, money on hold,
locked, frozen or pending
'total': 555.00, // float, total balance
(free + used)
},
'USD': { // ...
'free': 123.00 // ...
'used': 456.00,
'total': 579.00,
},
...
}
Some exchanges may not return full balance info. Many
exchanges do not return balances for your empty or unused accounts. In that
case some currencies may be missing in returned balance structure.
// JavaScript
(async () => {
console.log (await exchange.fetchBalance
())
}) ()
# Python
print (exchange.fetch_balance ())
// PHP
var_dump ($exchange->fetch_balance
());
Balance inference
Some exchanges do not return the full set of balance
information from their API. Those will only return just the free or just the total funds, i.e. funds used on orders unknown. In such cases ccxt
will try to obtain the missing data from.orders
cacheand will guess complete balance info from what is known
for sure. However, in rare cases the available info may not be enough to deduce
the missing part, thus, the user
shoud be aware of the possibility of not getting complete balance info from
less sophisticated exchanges.
Orders
- this part of the unified API is
currenty a work in progress
- there may be some issues and missing
implementations here and there
- contributions, pull requests and
feedback appreciated
Querying Orders
Most of the time you can query orders by an id or by a
symbol, though not all exchanges offer a full and flexible set of endpoints for
querying orders. Some exchanges might not have a method for fetching recently
closed orders, the other can lack a method for getting an order by id, etc. The
ccxt library will target those cases by making workarounds where possible.
The list of methods for querying orders consists of the
following:
[if !supportLists]·????????[endif]fetchOrder (id, symbol = undefined, params =
{})
[if !supportLists]·????????[endif]fetchOrders (symbol = undefined, since =
undefined, limit = undefined, params = {})
[if !supportLists]·????????[endif]fetchOpenOrders (symbol = undefined, since =
undefined, limit = undefined, params = {})
[if !supportLists]·????????[endif]fetchClosedOrders (symbol = undefined, since
= undefined, limit = undefined, params = {})
Note that the naming of those methods indicates if the
method returns a single order or multiple orders (an array/list of orders). The fetchOrder() method requires a mandatory order id argument (a string). Some exchanges
also require a symbol to fetch an order by id, where order ids can intersect
with various trading pairs. Also, note that all other methods above return an
array (a list) of orders. Most of them will require a symbol argument as well,
however, some exchanges allow querying with a symbol unspecified (meaning all symbols).
The library will throw a NotSupported exception if a user
calls a method that is not available from the exchange or is not implemented in
ccxt.
To check if any of the above methods are available, look
into the .has property of the exchange:
// JavaScript
'use strict';
const ccxt = require ('ccxt')
const id = 'poloniex'
exchange = new ccxt[id] ()
console.log (exchange.has)
# Python
import ccxt
id = 'cryptopia'
exchange = getattr(ccxt, 'id') ()
print(exchange.has)
// PHP
$exchange = new \ccxt\liqui ();
print_r ($exchange->has); // or
var_dump
A typical structure of the .has property usually contains the following
flags corresponding to order API methods for querying orders:
exchange.has = {
// ... other flags ...
'fetchOrder': true, // available from
the exchange directly and implemented in ccxt
'fetchOrders': false, // not available
from the exchange or not implemented in ccxt
'fetchOpenOrders': true,
'fetchClosedOrders': 'emulated', // not
available from the exchange, but emulated in ccxt
// ... other flags ...
}
The meanings of boolean true and false are obvious. A string value of emulated means that particular method is missing in the exchange API and ccxt will
workaround that where possible by adding a caching layer, the .orders cache. The next section describes the inner workings of the .orders cache, one has to understand it to do order management with ccxt
effectively.
Querying
Multiple Orders And Trades
All methods returning lists of trades and lists of
orders, accept the second since argument and the third limit argument:
[if !supportLists]·????????[endif]fetchTrades (public)
[if !supportLists]·????????[endif]fetchMyTrades (private)
[if !supportLists]·????????[endif]fetchOrders
[if !supportLists]·????????[endif]fetchOpenOrders
[if !supportLists]·????????[endif]fetchClosedOrders
The second argument since reduces the array by timestamp, the
third limit argument reduces by number (count) of returned items.
If the user does not specify since, the fetchTrades/fetchOrders method will return the default set from
the exchange. The default set is exchange-specific, some exchanges will return
trades or recent orders starting from the date of listing a pair on the
exchange, other exchanges will return a reduced set of trades or orders (like,
last 24 hours, last 100 trades, first 100 orders, etc). If the user wants
precise control over the timeframe, the user is responsible for specifying the since argument.
NOTE: not all exchanges provide means for
filtering the lists of trades and orders by starting time, so, the support for since and limit is
exchange-specific. However, most exchanges do provide at least some alternative
for "pagination" and "scrolling" which can be overrided
with extra params argument.
.orders cache
Some exchanges do not have a method for fetching closed
orders or all orders. They will offer just the fetchOpenOrders endpoint, sometimes they are also
generous to offer a fetchOrder endpoint as well. This means that they
don't have any methods for fetching the order history. The ccxt library will
try to emulate the order history for the user by keeping the cached .orders
property containing all orders issued within a particular exchange class
instance.
Whenever a user creates a new order or cancels an existing
open order or does some other action that would alter the order status, the
ccxt library will remember the entire order info in its cache. Upon a
subsequent call to an emulated fetchOrder, fetchOrders or fetchClosedOrders method, the exchange instance will send
a single request to fetchOpenOrders and will compare currently fetched open
orders with the orders stored in cache previously. The ccxt library will check
each cached order and will try to match it with a corresponding fetched open
order. When the cached order isn't present in the open orders fetched from the
exchange anymore, the library marks the cached order as closed (filled). The call to a fetchOrder, fetchOrders, fetchClosedOrders will then return the updated orders from .orders cache to the user.
The same logic can be put shortly: if a cached order is not found in fetched
open orders it isn't open anymore, therefore, closed. This makes the
library capable of tracking the order status and order history even with
exchanges that don't have that functionality in their API natively. This is
true for all methods that query orders or manipulate (place, cancel or edit)
orders in any way.
In most cases the .orders cache will work transparently for the
user. Most often the exchanges themselves have a sufficient set of methods.
However, with some exchanges not having a complete API, the .orders cache has the following known limitations:
[if !supportLists]·????????[endif]If the user does not save the .orders cache between program runs and does not restore it upon launching a new
run, the .orders cache will be lost, for obvious reasons.
Therefore upon a call to fetchClosedOrders later on a different run, the
exchange instance will return an empty list of orders. Without a properly
restored cache a fresh new instance of the exchange won't be able to know
anything about the orders that were closed and canceled (no history of orders).
[if !supportLists]·????????[endif]If the API keypair is shared across
multiple exchange instances (e.g. when the user accesses the same exchange
account in a multithreaded environment or in simultaneously launched separate
scripts). Each particular instance would not be able to know anything about the
orders created or canceled by other instances. This means that the order cache
is not shared, and, in general, the same API keypair should not be shared
across multiple instances accessing the private API. Otherwise it will cause
side-effects with nonces and cached data falling out of sync.
[if !supportLists]·????????[endif]If the order was placed or canceled from
outside of ccxt (on the exchange's website or by other means), the new order
status won't arrive to the cache and ccxt won't be able to return it properly
later.
[if !supportLists]·????????[endif]If an order's cancelation request
bypasses ccxt then the library will not be able to find the order in the list
of open orders returned from a subsequent call to fetchOpenOrders(). Thus the
library will mark the cached order with a 'closed' status.
[if !supportLists]·????????[endif]When fetchOrder(id) is emulated, the library will not be
able to return a specific order, if it was not cached previously or if a change
of the order' status was done bypassing ccxt. In that case the library will
throw an OrderNotFound exception.
[if !supportLists]·????????[endif]If an unhandled error leads to a crash
of the application and the .orders cache isn't saved and restored upon
restart, the cache will be lost. Handling the exceptions properly is the
responsibility of the user. One has to pay extra care when implementing propererror handling, otherwise the .orders cache may fall out of sync.
Note: the order cache functionality is to be
reworked soon to obtain the order statuses from private trades history, where
available. This is a work in progress, aimed at adding full-featured support
for order fees, costs and other info. More about it here:https://github.com/ccxt/ccxt/issues/569.
Purging Cached
Orders
With some long-running instances it might be critical to
free up used resources when they aren't needed anymore. Because in active
trading the .orders cache can grow pretty big, the ccxt
library offers the purgeCachedOrders/purge_cached_orders method for clearing old non-open orders
from cache where (order['timestamp']
< before) && (order['status'] != 'open') and freeing used memory for other purposes. The purging method accepts one
single argument named before:
// JavaScript
// keep last 24 hours of history in
cache
before = exchange.milliseconds () - 24 *
60 * 60 * 1000
// purge all closed and canceled orders
"older" or issued "before" that time
exchange.purgeCachedOrders (before)
# Python
# keep last hour of history in cache
before = exchange.milliseconds () - 1 *
60 * 60 * 1000
# purge all closed and canceled orders
"older" or issued "before" that time
exchange.purge_cached_orders (before)
// PHP
// keep last 24 hours of history in
cache
$before = $exchange->milliseconds ()
- 24 * 60 * 60 * 1000;
// purge all closed and canceled orders
"older" or issued "before" that time
$exchange->purge_cached_orders
($before);
By Order Id
To get the details of a particular order by its id, use
the fetchOrder / fetch_order method. Some exchanges also require a symbol even
when fetching a particular order by id.
The signature of the fetchOrder/fetch_order method is as
follows:
if (exchange.has['fetchOrder']) {
// you can use the params argument for
custom overrides
let order = await exchange.fetchOrder
(id, symbol = undefined, params = {})
}
Some exchanges don't have an endpoint for
fetching an order by id, ccxt will emulate it where possible. For now it may still be missing here and
there, as this is a work in progress.
You can pass custom overrided key-values in the
additional params argument to supply a specific order type, or some other
setting if needed.
Below are examples of using the fetchOrder method to get
order info from an authenticated exchange instance:
// JavaScript
(async function () {
const order = await exchange.fetchOrder
(id)
console.log (order)
}) ()
# Python 2/3 (synchronous)
if exchange.has['fetchOrder']:
order = exchange.fetch_order(id)
print(order)
# Python 3.5+ asyncio (asynchronous)
import asyncio
import ccxt.async_support as ccxt
if exchange.has['fetchOrder']:
order =
asyncio.get_event_loop().run_until_complete(exchange.fetch_order(id))
print(order)
// PHP
if ($exchange->has['fetchOrder']) {
$order = $exchange->fetch_order
($id);
var_dump ($order);
}
All Orders
if (exchange.has['fetchOrders'])
exchange.fetchOrders (symbol =
undefined, since = undefined, limit = undefined, params = {})
Some exchanges don't have an endpoint for
fetching all orders, ccxt will emulate it where possible. For now it may still be missing here and
there, as this is a work in progress.
Open Orders
if (exchange.has['fetchOpenOrders'])
exchange.fetchOpenOrders (symbol =
undefined, since = undefined, limit = undefined, params = {})
Closed Orders
Do not confuse closed
orders with trades aka fills ! An order can be closed (filled) with
multiple opposing trades! So, a closed
order is not the same
as a trade. In general,
the order does not have a fee at all, but each particular user trade
does have fee, cost and other
properties. However, many exchanges propagate those properties to the orders as
well.
Some exchanges don't have an endpoint for
fetching closed orders, ccxt will emulate it where possible. For now it may still be missing here and
there, as this is a work in progress.
if (exchange.has['fetchClosedOrders'])
exchange.fetchClosedOrders (symbol =
undefined, since = undefined, limit = undefined, params = {})
Order Structure
Most of methods returning orders within ccxt unified API
will usually yield an order structure as described below:
{
'id': '12345-67890:09876/54321', //
string
'datetime': '2017-08-17 12:42:48.000',
// ISO8601 datetime of 'timestamp' with milliseconds
'timestamp': 1502962946216, // order
placing/opening Unix timestamp in milliseconds
'lastTradeTimestamp': 1502962956216, //
Unix timestamp of the most recent trade on this order
'status': 'open', // 'open', 'closed',
'canceled'
'symbol': 'ETH/BTC', // symbol
'type': 'limit', // 'market', 'limit'
'side': 'buy', // 'buy', 'sell'
'price': 0.06917684, // float price in
quote currency
'amount': 1.5, // ordered amount of base
currency
'filled': 1.1, // filled amount of base
currency
'remaining': 0.4, // remaining amount to
fill
'cost': 0.076094524, // 'filled' *
'price'
'trades': [ ... ], // a list of order
trades/executions
'fee': { // fee info, if available
'currency': 'BTC', // which currency the
fee is (usually quote)
'cost': 0.0009, // the fee amount in
that currency
'rate': 0.002, // the fee rate (if
available)
},
'info': { ... }, // the original
unparsed order structure as is
}
[if !supportLists]·????????[endif]The work on 'fee' info is still in progress, fee info may
be missing partially or entirely, depending on the exchange capabilities.
[if !supportLists]·????????[endif]The fee currency may be different from both
traded currencies (for example, an ETH/BTC order with fees in USD).
[if !supportLists]·????????[endif]The lastTradeTimestamp timestamp may have no value and may be undefined/None/null where not supported by the exchange or in case of an open order (an order
that has not been filled nor partially filled yet).
[if !supportLists]·????????[endif]The lastTradeTimestamp, if any,
designates the timestamp of the last trade, in case the order is filled fully
or partially, otherwise lastTradeTimestamp is undefined/None/null.
[if !supportLists]·????????[endif]Order status prevails or has precedence over the lastTradeTimestamp.
[if !supportLists]·????????[endif]The cost of an order is: { filled *
price }
[if !supportLists]·????????[endif]The cost of an order means the total quote volume of the order (whereas the amount is the base volume). The value of cost should be as
close to the actual most recent known order cost as possible. The cost field itself is
there mostly for convenience and can be deduced from other fields.
Placing Orders
To place an order you will need the following
information:
[if !supportLists]·????????[endif]symbol, a string
literal symbol of the market you wish to trade on, like BTC/USD, ZEC/ETH, DOGE/DASH, etc... Make
sure the symbol in question exists with the target exchange and is available
for trading.
[if !supportLists]·????????[endif]side, a string literal for the direction of
your order, buy or sell. When you place
a buy order you give quote currency and receive base currency. For example,
buying BTC/USD means that you will receive bitcoins for
your dollars. When you are selling BTC/USD the outcome is the opposite and you
receive dollars for your bitcoins.
[if !supportLists]·????????[endif]type, a string literal type of order, ccxt
currently supports market and limit orders
[if !supportLists]·????????[endif]amount, how much of
currency you want to trade. This usually refers to base currency of the trading
pair symbol, though some exchanges require the amount in quote currency and a
few of them require base or quote amount depending on the side of the order.
See their API docs for details.
[if !supportLists]·????????[endif]price, how much quote
currency you are willing to pay for a trade lot of base currency (for limit
orders only)
A successful call to a unified method for placing market
or limit orders returns the following structure:
{
'id': 'string', // order id
'info': { ... }, // decoded original
JSON response from the exchange as is
}
Some exchanges will allow to trade with limit
orders only. Seetheir docsfor details.
Market Orders
Market price orders are also known as spot price orders, instant orders or simply market
orders. A market order gets executed immediately. The matching engine of the
exchange closes the order (fulfills it) with one or more transactions from the
top of the order book stack.
The exchange will close your market order for the best
price available. You are not guaranteed though, that the order will be executed
for the price you observe prior to placing your order. There can be a slight
change of the price for the traded market while your order is being executed,
also known as price
slippage. The price can slip because of networking roundtrip latency, high loads
on the exchange, price volatility and other factors. When placing a market
order you don't need to specify the price of the order.
// camelCaseNotation
exchange.createMarketBuyOrder (symbol,
amount[, params])
exchange.createMarketSellOrder (symbol,
amount[, params])
// underscore_notation
exchange.create_market_buy_order (symbol,
amount[, params])
exchange.create_market_sell_order (symbol,
amount[, params])
Note, that some exchanges will not accept
market orders (they allow limit orders only). In order to detect programmatically if the exchange in question does
support market orders or not, you can use the .has['createMarketOrder'] exchange property:
// JavaScript
if (exchange.has['createMarketOrder']) {
...
}
# Python
if exchange.has['createMarketOrder']:
...
// PHP
if
($exchange->has['createMarketOrder']) {
...
}
Emulating Market
Orders With Limit Orders
It is also possible to emulate a market order with a limit order.
WARNING this method can be risky due to high
volatility, use it at your own risk and only use it when you know really well
what you're doing!
Most of the time a market
sell can be emulated with a limit sell at a very low price – the exchange will automatically make it a taker
order for market price (the price that is currently in your best interest from
the ones that are available in the order book). When the exchange detects that
you're selling for a very low price it will automatically offer you the best
buyer price available from the order book. That is effectively the same as
placing a market sell order. Thus market orders can be emulated with limit
orders (where missing).
The opposite is also true – a market buy can be emulated with a limit buy for a very high price. Most exchanges will again close your order for best
available price, that is, the market price.
However, you should never rely on that entirely, ALWAYS test it with a small amount first! You can try that in their web interface
first to verify the logic. You can sell the minimal amount at a specified limit
price (an affordable amount to lose, just in case) and then check the actual
filling price in trade history.
Limit Orders
Limit price orders are also known as limit orders. Some exchanges
accept limit orders only. Limit orders require a price (rate per unit) to be
submitted with the order. The exchange will close limit orders if and only if
market price reaches the desired level.
// camelCaseStyle
exchange.createLimitBuyOrder (symbol, amount,
price[, params])
exchange.createLimitSellOrder (symbol,
amount, price[, params])
// underscore_style
exchange.create_limit_buy_order (symbol,
amount, price[, params])
exchange.create_limit_sell_order (symbol,
amount, price[, params])
Custom Order
Params
Some exchanges allow you to specify optional parameters
for your order. You can pass your optional parameters and override your query
with an associative array using the params argument to your unified API call. All
custom params are exchange-specific, of course, and aren't interchangeable, do
not expect those custom params for one exchange to work with another exchange.
// JavaScript
// use a custom order type
bitfinex.createLimitSellOrder
('BTC/USD', 1, 10, { 'type': 'trailing-stop' })
# Python
# add a custom order flag
kraken.create_market_buy_order('BTC/USD',
1, {'trading_agreement': 'agree'})
// PHP
// add custom user id to your order
$hitbtc->create_order ('BTC/USD',
'limit', 'buy', 1, 3000, array ('clientOrderId' => '123'));
Canceling Orders
To cancel an existing order pass the order id to cancelOrder (id, symbol, params) /
cancel_order (id, symbol, params) method. Note,
that some exchanges require a second symbol parameter even to cancel a known
order by id. The usage is shown in the following examples:
// JavaScript
exchange.cancelOrder ('1234567890') //
replace with your order id here (a string)
# Python
exchange.cancel_order ('1234567890') #
replace with your order id here (a string)
// PHP
$exchange->cancel_order
('1234567890'); // replace with your order id here (a string)
Exceptions on
order canceling
The cancelOrder() is usually used on open orders only.
However, it may happen that your order gets executed (filled and closed) before
your cancel-request comes in, so a cancel-request might hit an already-closed
order.
A cancel-request might also throw a NetworkError indicating that the order might or might not have been canceled
successfully and whether you need to retry or not. Consecutive calls to cancelOrder() may hit an already canceled order as well.
As such, cancelOrder() can throw an OrderNotFound exception in these cases:
[if !supportLists]·????????[endif]canceling an already-closed order
[if !supportLists]·????????[endif]canceling an already-canceled order
Personal Trades
- this part of the unified API is currenty a
work in progress
- there may be some issues and missing
implementations here and there
- contributions, pull requests and feedback
appreciated
How Orders Are Related To Trades
A trade is also often called a fill. Each trade is
a result of order execution. Note, that orders and trades have a one-to-many
relationship: an execution of one order may result in several trades. However,
when one order matches another opposing order, the pair of two matching orders
yields one trade. Thus, when an order matches multiple opposing orders, this
yields multiple trades, one trade per each pair of matched orders.
To put it shortly, an order can contain one or more trades. Or, in other words, an order can be filled with one or more trades.
For example, an orderbook can have the following orders
(whatever trading symbol or pair it is):
| price | amount
----|----------------
a | 1.200 | 200
s | 1.100 | 300
k | 0.900 | 100
----|----------------
b | 0.800 | 100
i | 0.700 | 200
d | 0.500 | 100
All specific numbers above aren't real, this is just to
illustrate the way orders and trades are related in general.
A seller decides to place a sell limit order on the ask
side for a price of 0.700 and an amount of 150.
| price | amount
----|---------------- ↓
a | 1.200 | 200 ↓
s | 1.100 | 300 ↓
k | 0.900 | 100 ↓
----|---------------- ↓
b | 0.800 | 100 ↓ sell 150 for 0.700
i | 0.700 | 200 --------------------
d | 0.500 | 100
As the price and amount of the incoming sell (ask) order
cover more than one bid order (orders b and i), the following
sequence of events usually happens within an exchange engine very quickly, but
not immediately:
[if !supportLists]1.?[endif]Order b is matched against the incoming sell
because their prices intersect. Their volumes "mutually
annihilate" each other, so,
the bidder gets 100 for a price of 0.800. The seller (asker) will have his sell
order partially filled by bid volume 100 for a price of 0.800. Note that for
this filled part of the order the seller gets a better price than he asked for
initially (0.8 instead of 0.7). Most conventional exchanges fill orders for the
best price available.
[if !supportLists]2.?[endif]A trade is generated for the order b against the
incoming sell order. That trade "fills" the entire order b and most of the sell order. One trade is
generated pear each pair of matched orders, whether the amount was filled
completely or partially. In this example the amount of 100 fills order b completely
(closed the order b) and also fills
the selling order partially (leaves it open in the orderbook).
[if !supportLists]3.?[endif]Order b now has a status of closed and a filled volume of 100. It contains one trade against the selling
order. The selling order has open status and a filled volume of 100. It
contains one trade against order b. Thus each
order has just one fill-trade so far.
[if !supportLists]4.?[endif]The incoming sell order has a filled
amount of 100 and has yet to fill the remaining amount of 50 from its initial
amount of 150 in total.
[if !supportLists]5.?[endif]Order i is matched against the remaining part of
incoming sell, because their prices intersect. The amount of buying order i which is 200
completely annihilates the remaining sell amount of 50. The order i is filled
partially by 50, but the rest of its volume, namely the remaining amount of 150
will stay in the orderbook. The selling order, however, is filled completely by
this second match.
[if !supportLists]6.?[endif]A trade is generated for the order i against the
incoming sell order. That trade partially fills order i. And completes
the filling of the sell order. Again, this is just one trade for a pair of
matched orders.
[if !supportLists]7.?[endif]Order i now has a status of open, a filled amount of 50, and a remaining
amount of 150. It contains one filling trade against the selling order. The
selling order has a closed status now, as it was completely filled
its total initial amount of 150. However, it contains two trades, the first
against order b and the second against order i. Thus each order can have one or more
filling trades, depending on how their volumes were matched by the exchange
engine.
After the above sequence takes place, the updated
orderbook will look like this.
| price | amount
----|----------------
a | 1.200 | 200
s | 1.100 | 300
k | 0.900 | 100
----|----------------
i | 0.700 | 150
d | 0.500 | 100
Notice that the order b has disappeared, the selling order also
isn't there. All closed and fully-filled orders disappear from the orderbook.
The order i which was filled partially and still has
a remaining volume and an open status, is still there.
Recent Trades
// JavaScript
// fetchMyTrades (symbol = undefined,
since = undefined, limit = undefined, params = {})
if (exchange.has['fetchMyTrades']) {
const trades = await
exchange.fetchMyTrades (symbol, since, limit, params)
}
# Python
# fetch_my_trades (symbol = None, since
= None, limit = None, params = {})
if exchange.has['fetchMyTrades']:
exchange.fetch_my_trades (symbol = None,
since = None, limit = None, params = {})
// PHP
// fetch_my_trades ($symbol = null,
$since = null, $limit = null, $params = array ())
if ($exchange->has['fetchMyTrades'])
{
$trades = $exchange->fetch_my_trades
($symbol, $since, $limit, $params);
}
Returns ordered array [] of trades (most recent trade last).
Trade structure
{
'info': { ... }, // the original decoded
JSON as is
'id': '12345-67890:09876/54321', //
string trade id
'timestamp': 1502962946216, // Unix
timestamp in milliseconds
'datetime': '2017-08-17 12:42:48.000',
// ISO8601 datetime with milliseconds
'symbol': 'ETH/BTC', // symbol
'order': '12345-67890:09876/54321', //
string order id or undefined/None/null
'type': 'limit', // order type,
'market', 'limit' or undefined/None/null
'side': 'buy', // direction of the
trade, 'buy' or 'sell'
'takerOrMaker': 'taker' // string,
'taker' or 'maker'
'price': 0.06917684, // float price in
quote currency
'amount': 1.5, // amount of base
currency
'cost': 0.10376526, // total cost
(including fees), `price * amount`
'fee': { // provided by exchange or
calculated by ccxt
'cost': 0.0015, // float
'currency': 'ETH', // usually base
currency for buys, quote currency for sells
'rate': 0.002, // the fee rate (if
available)
},
}
[if !supportLists]·????????[endif]The work on 'fee' info is still in progress, fee info may
be missing partially or entirely, depending on the exchange capabilities.
[if !supportLists]·????????[endif]The fee currency may be different from both
traded currencies (for example, an ETH/BTC order with fees in USD).
[if !supportLists]·????????[endif]The cost of the trade means amount * price. It is the
total quote volume of the trade (whereas amount is the base volume). The cost field itself is there
mostly for convenience and can be deduced from other fields.
Trades By Order Id
UNDER CONSTRUCTION
Funding Your
Account
- this part of the unified API is
currenty a work in progress
- there may be some issues and missing
implementations here and there
- contributions, pull requests and
feedback appreciated
Deposit
fetchDepositAddress (code, params = {})
createDepositAddress (code, params = {})
[if !supportLists]·????????[endif]code is the currency
code (uppercase string)
[if !supportLists]·????????[endif]params contains optional extra overrides
{
'currency': currency, // currency code
'address': address, // address in terms
of requested currency
'tag': tag, // tag / memo / paymentId
for particular currencies (XRP, XMR, ...)
'info': response, // raw unparsed data
as returned from the exchange
}
With certain currencies, like AEON, BTS, GXS, NXT, SBD,
STEEM, STR, XEM, XLM, XMR, XRP, an additional argument tag is usually required by exchanges. Other
currencies will have the tag set to undefined
/ None / null. The tag is a memo or a message or a payment id that is attached to a
withdrawal transaction. The tag is mandatory for those currencies and it
identifies the recipient user account.
Be careful when specifying the tag and the address. The tag is NOT an arbitrary user-defined string of your choice! You cannot send user
messages and comments in the tag. The purpose of
the tag field is to
address your wallet properly, so it must be correct. You should only use the tag received from
the exchange you're working with, otherwise your withdrawal transaction might
not arrive to its destination ever.
Withdraw
// JavaScript
exchange.withdraw (code, amount,
address, tag = undefined, params = {})
# Python
exchange.withdraw(code, amount, address,
tag=None, params={})
// PHP
$exchange->withdraw ($code, $amount,
$address, $tag = null, $params = array ())
The code is the currency code (usually three or
more uppercase letters, but can be different in some cases).
The withdraw method returns a dictionary containing the
withdrawal id, which is usually the txid of the onchain transaction itself, or
an internal withdrawal
request id registered
within the exchange. The returned value looks as follows:
{
'info' { ... }, // unparsed reply from
the exchange, as is
'id': '12345567890', // string
withdrawal id, if any
}
Some exchanges require a manual approval of each
withdrawal by means of 2FA (2-factor authentication). In order to approve your
withdrawal you usually have to either click their secret link in your email
inbox or enter a Google Authenticator code or an Authy code on their website to
verify that withdrawal transaction was requested intentionally.
In some cases you can also use the withdrawal id to check
withdrawal status later (whether it succeeded or not) and to submit 2FA
confirmation codes, where this is supported by the exchange. Seetheir docsfor details.
Transactions
Transaction
Structure
{
'info': { ... }, // the json response
from the exchange, as is
'id': '123456', // exchange-specific
transaction id, string
'txid':
'0x68bfb29821c50ca35ef3762f887fd3211e4405aba1a94e448a4f218b850358f0',
'timestamp': 1534081184515, // timestamp
in milliseconds
'datetime': '2018-08-12T13:39:44.515Z',
// ISO8601 string of the timestamp
'address':
'0x02b0a9b7b4cDe774af0f8e47cb4f1c2ccdEa0806', // "from" or
"to"
'type': 'deposit', // or 'withdrawal',
string
'amount': 1.2345, // float
'currency': 'ETH', // a common unified
currency code, string
'status': 'pending', // 'ok', 'failed',
'canceled', string
'updated': undefined, // timestamp in
milliseconds
'fee': { // the entire fee structure may
be undefined
'cost': 0.1234, // float
'rate': undefined, // approximately,
fee['cost'] / amount, float
},
}
Deposits
// JavaScript
// fetchDeposits (code = undefined,
since = undefined, limit = undefined, params = {})
if (exchange.has['fetchDeposits']) {
const deposits = await
exchange.fetchDeposits (code, since, limit, params)
}
# Python
# fetch_deposits(code = None, since =
None, limit = None, params = {})
if (exchange.has['fetchDeposits']) {
deposits = exchange.fetch_deposits(code,
since, limit, params)
}
// PHP
// fetch_deposits ($code = null, $since
= null, $limit = null, $params = {})
if ($exchange->has['fetchDeposits'])
{
$deposits = $exchange->fetch_deposits
($code, $since, $limit, $params);
}
Withdrawals
// JavaScript
// fetchWithdrawals (code = undefined,
since = undefined, limit = undefined, params = {})
if (exchange.has['fetchWithdrawals']) {
const deposits = await
exchange.fetchWithdrawals (code, since, limit, params)
}
# Python
# fetch_withdrawals(code = None, since =
None, limit = None, params = {})
if (exchange.has['fetchWithdrawals']) {
deposits =
exchange.fetch_withdrawals(code, since, limit, params)
}
// PHP
// fetch_withdrawals ($code = null,
$since = null, $limit = null, $params = {})
if
($exchange->has['fetchWithdrawals']) {
$deposits =
$exchange->fetch_withdrawals ($code, $since, $limit, $params);
}
All Transactions
// JavaScript
// fetchTransactions (code = undefined,
since = undefined, limit = undefined, params = {})
if (exchange.has['fetchTransactions']) {
const transactions = await
exchange.fetchTransactions (code, since, limit, params)
}
# Python
# fetch_transactions(code = None, since
= None, limit = None, params = {})
if (exchange.has['fetchTransactions']) {
transactions =
exchange.fetch_transactions(code, since, limit, params)
}
// PHP
// fetch_transactions ($code = null,
$since = null, $limit = null, $params = {})
if ($exchange->has['fetchTransactions'])
{
$transactions =
$exchange->fetch_transactions ($code, $since, $limit, $params);
}
Fees
This section of the Unified CCXT API is under
development.
Fees are often grouped into two categories:
[if !supportLists]·????????[endif]Trading fees. Trading fee is the amount
payable to the exchange, usually a percentage of volume traded (filled)).
[if !supportLists]·????????[endif]Funding fees. The amount payable to the
exchange upon depositing and withdrawing as well as the underlying crypto
transaction fees (tx fees).
Because the fee structure can depend on the actual volume
of currencies traded by the user, the fees can be account-specific. Methods to
work with account-specific fees:
fetchFees (params = {})
fetchTradingFees (params = {})
fetchFundingFees (params = {})
The fee methods will return a unified fee structure,
which is often present with orders and trades as well. The fee structure is a
common format for representing the fee info throughout the library. Fee
structures are usually indexed by market or currency.
Because this is still a work in progress, some or all of
methods and info described in this section may be missing with this or that
exchange.
DO NOT use the .fees property as most often it contains the
predefined/hardcoded info, which is now deprecated. Actual fees should only be
accessed from markets and currencies.
Fee structure
{
'type': takerOrMaker,
'currency': 'BTC', // the unified fee
currency code
'rate': percentage, // the fee rate,
0.05% = 0.0005, 1% = 0.01, ...
'cost': feePaid, // the fee cost (amount
* fee rate)
}
Trading Fees
Trading fees are properties of markets. Most often
trading fees are loaded into the markets by the fetchMarkets call. Sometimes, however, the exchanges
serve fees from different endpoints.
The calculateFee method can be used to precalculate
trading fees that will be paid. WARNING!
This method is experimental, unstable and may produce incorrect results in
certain cases. You should only use it with caution. Actual fees may be
different from the values returned from calculateFee, this is just
for precalculation. Do not rely on precalculated values, because market
conditions change frequently. It is difficult to know in advance whether your
order will be a market taker or maker.
calculateFee (symbol, type, side, amount,
price, takerOrMaker = 'taker', params = {})
The calculateFee method will return a unified fee
structure with precalculated fees for an order with specified params.
Accessing trading fee rates should be done via the .markets property, like so:
exchange.markets['ETH/BTC']['taker'] // taker
fee rate for ETH/BTC
exchange.markets['BTC/USD']['maker'] // maker
fee rate for BTC/USD
Maker fees are paid when you provide liquidity to the
exchange i.e. you market-make an order and someone else fills it. Maker
fees are usually lower than taker fees. Similarly, taker fees are paid when you take liquidity from the exchange and fill someone else's order.
Funding Fees
Funding fees are properties of currencies (account
balance).
Accessing funding fee rates should be done via the .currencies property. This aspect is not unified yet and is subject to change.
exchange.currencies['ETH']['fee'] //
tx/withdrawal fee rate for ETH
exchange.currencies['BTC']['fee'] //
tx/withdrawal fee rate for BTC
Ledger
UNDER CONSTRUCTION
Overriding The
Nonce
The default nonce is a 32-bit Unix Timestamp
in seconds. You should override it with a milliseconds-nonce if you want to
make private requests more frequently than once per second! Most exchanges will
throttle your requests if you hit their rate limits, readAPI
docs for your exchangecarefully!
In case you need to reset the nonce it is much easier to
create another pair of keys for using with private APIs. Creating new keys and
setting up a fresh unused keypair in your config is usually enough for that.
In some cases you are unable to create new keys due to
lack of permissions or whatever. If that happens you can still override the
nonce. Base market class has the following methods for convenience:
[if !supportLists]·????????[endif]seconds (): returns a Unix
Timestamp in seconds.
[if !supportLists]·????????[endif]milliseconds (): same in
milliseconds (ms = 1000 * s, thousandths of a second).
[if !supportLists]·????????[endif]microseconds (): same in
microseconds (μs = 1000 * ms, millionths of a second).
There are exchanges that confuse milliseconds with
microseconds in their API docs, let's all forgive them for that, folks. You can
use methods listed above to override the nonce value. If you need to use the
same keypair from multiple instances simultaneously use closures or a common
function to avoid nonce conflicts. In Javascript you can override the nonce by
providing a nonce parameter to the exchange constructor or
by setting it explicitly on exchange object:
// JavaScript
// A: custom nonce redefined in
constructor parameters
let nonce = 1
let kraken1 = new ccxt.kraken ({ nonce:
() => nonce++ })
// B: nonce redefined explicitly
let kraken2 = new ccxt.kraken ()
kraken2.nonce = function () { return
nonce++ } // uses same nonce as kraken1
// C: milliseconds nonce
let kraken3 = new ccxt.kraken ({
nonce: function () { return
this.milliseconds () },
})
// D: newer ES syntax
let kraken4 = new ccxt.kraken ({
nonce () { return this.milliseconds ()
},
})
In Python and PHP you can do the same by subclassing and
overriding nonce function of a particular exchange class:
# Python
# A: the shortest
gdax = ccxt.gdax({'nonce':
ccxt.Exchange.milliseconds})
# B: custom nonce
class MyKraken(ccxt.kraken):
n = 1
def nonce(self):
return self.n += 1
# C: milliseconds nonce
class MyBitfinex(ccxt.bitfinex):
def nonce(self):
return self.milliseconds()
# D: milliseconds nonce inline
hitbtc = ccxt.hitbtc({
'nonce': lambda: int(time.time() * 1000)
})
# E: milliseconds nonce
acx = ccxt.acx({'nonce': lambda:
ccxt.Exchange.milliseconds()})
// PHP
// A: custom nonce value
class MyOKCoinUSD extends
\ccxt\okcoinusd {
public function __construct ($options =
array ()) {
parent::__construct (array_merge (array
('i' => 1), $options));
}
public function nonce () {
return $this->i++;
}
}
// B: milliseconds nonce
class MyZaif extends \ccxt\zaif {
public function __construct ($options =
array ()) {
parent::__construct (array_merge (array
('i' => 1), $options));
}
public function nonce () {
return $this->milliseconds ();
}
}
Error
Handling
All exceptions are derived from the base BaseError
exception, which, in its turn, is defined in the ccxt library like so:
// JavaScript
class BaseError extends Error {
constructor () {
super ()
// a workaround to make `instanceof
BaseError` work in ES5
this.constructor = BaseError
this.__proto__ = BaseError.prototype
}
}
# Python
class BaseError (Exception):
pass
// PHP
class BaseError extends \Exception {}
Below is an outline of exception inheritance hierarchy:
+ BaseError
|
+---+ ExchangeError
| |
| +---+ NotSupported
| |
| +---+ AuthenticationError
| | |
| | +---+ PermissionDenied
| |
| +---+ InsufficientFunds
| |
| +---+ InvalidAddress
| |
| +---+ InvalidOrder
| |
| +---+ OrderNotFound
|
+---+ NetworkError (recoverable)
|
+---+ DDoSProtection
|
+---+ RequestTimeout
|
+---+ ExchangeNotAvailable
|
+---+ InvalidNonce
The BaseError class is a generic error class for all
sorts of errors, including accessibility and request/response mismatch. Users
should catch this exception at the very least, if no error differentiation is
required.
ExchangeError
This exception is thrown when an exchange server replies
with an error in JSON. Possible reasons:
[if !supportLists]·????????[endif]endpoint is switched off by the exchange
[if !supportLists]·????????[endif]symbol not found on the exchange
[if !supportLists]·????????[endif]required parameter is missing
[if !supportLists]·????????[endif]the format of parameters is incorrect
[if !supportLists]·????????[endif]an exchange replies with an unclear
answer
Other exceptions derived from ExchangeError:
[if !supportLists]·????????[endif]NotSupported: This exception
is raised if the endpoint is not offered/not supported by the exchange API.
[if !supportLists]·????????[endif]AuthenticationError: Raised when an
exchange requires one of the API credentials that you've missed to specify, or
when there's a mistake in the keypair or an outdated nonce. Most of the time
you need apiKey and secret, sometimes you
also need uid and/or password.
[if !supportLists]·????????[endif]PermissionDenied: Raised when
there's no access for specified action or insufficient permissions on the
specified apiKey.
[if !supportLists]·????????[endif]InsufficientFunds: This exception
is raised when you don't have enough currency on your account balance to place
an order.
[if !supportLists]·????????[endif]InvalidAddress: This exception
is raised upon encountering a bad funding address or a funding address shorter
than .minFundingAddressLength (10 characters by default) in a call to fetchDepositAddress, createDepositAddress or withdraw.
[if !supportLists]·????????[endif]InvalidOrder: This exception
is the base class for all exceptions related to the unified order API.
[if !supportLists]·????????[endif]OrderNotFound: Raised when
you are trying to fetch or cancel a non-existent order.
NetworkError
All errors related to networking are usually recoverable,
meaning that networking problems, traffic congestion, unavailability is usually
time-dependent. Making a retry later is usually enough to recover from a
NetworkError, but if it doesn't go away, then it may indicate some persistent
problem with the exchange or with your connection.
DDoSProtection
This exception is thrown in either of two cases:
[if !supportLists]·????????[endif]when Cloudflare or Incapsula rate
limiter restrictions are enforced per user or region/location
[if !supportLists]·????????[endif]when the exchange restricts user access
for requesting the endpoints in question too frequently
In addition to default error handling, the ccxt library
does a case-insensitive search in the response received from the exchange for
one of the following keywords:
[if !supportLists]·????????[endif]cloudflare
[if !supportLists]·????????[endif]incapsula
[if !supportLists]·????????[endif]overload
[if !supportLists]·????????[endif]ddos
RequestTimeout
This exception is raised when the connection with the
exchange fails or data is not fully received in a specified amount of time.
This is controlled by the timeout option. When a RequestTimeout is raised, the user doesn't know the
outcome of a request (whether it was accepted by the exchange server or not).
Thus it's advised to handle this type of exception in the
following manner:
[if !supportLists]·????????[endif]for fetching requests it is safe to
retry the call
[if !supportLists]·????????[endif]for a request to cancelOrder a user is required to retry the same
call the second time. If instead of a retry a user calls a fetchOrder, fetchOrders, fetchOpenOrders or fetchClosedOrders right away without a retry to call cancelOrder, this may cause
the.orderscacheto fall out of
sync. A subsequent retry to cancelOrder will return one of the following
possible results:
[if !supportLists]o???[endif]a request is completed successfully,
meaning the order has been properly canceled now
[if !supportLists]o???[endif]an OrderNotFound exception is raised, which means the
order was either already canceled on the first attempt or has been executed
(filled and closed) in the meantime between the two attempts. Note, that the
order will still have an 'open' status in the .orders cache. To determine the actual order
status you'll need to call fetchOrder to update the cache properly (where
available from the exchange). If the fetchOrder method is 'emulated' the ccxt library will mark the order as 'closed'. The user has
to call fetchBalance and set the order status to 'canceled' manually if the balance hasn't changed (a trade didn't not occur).
[if !supportLists]·????????[endif]if a request to createOrder fails with a RequestTimeout the user should:
[if !supportLists]o???[endif]update the .orders cache with a call to fetchOrders, fetchOpenOrders, fetchClosedOrders to check if the request to place the order has succeeded and the order is
now open
[if !supportLists]o???[endif]if the order is not 'open' the user should fetchBalance to check if the balance has changed
since the order was created on the first run and then was filled and closed by
the time of the second check. Note that fetchBalance relies on the .orders cache forbalance
inferenceand thus should only be called after
updating the cache!
ExchangeNotAvailable
The ccxt library throws this error if it detects any of
the following keywords in response:
[if !supportLists]·????????[endif]offline
[if !supportLists]·????????[endif]unavailable
[if !supportLists]·????????[endif]busy
[if !supportLists]·????????[endif]retry
[if !supportLists]·????????[endif]wait
[if !supportLists]·????????[endif]maintain
[if !supportLists]·????????[endif]maintenance
[if !supportLists]·????????[endif]maintenancing
InvalidNonce
Raised when your nonce is less than the previous nonce
used with your keypair, as described in theAuthenticationsection. This type of exception is thrown in these cases (in order of
precedence for checking):
[if !supportLists]·????????[endif]You are not rate-limiting your requests
or sending too many of them too often.
[if !supportLists]·????????[endif]Your API keys are not fresh and new
(have been used with some different software or script already, just always
create a new keypair when you add this or that exchange).
[if !supportLists]·????????[endif]The same keypair is shared across
multiple instances of the exchange class (for example, in a multithreaded
environment or in separate processes).
[if !supportLists]·????????[endif]Your system clock is out of synch.
System time should be synched with UTC in a non-DST timezone at a rate of once
every ten minutes or even more frequently because of the clock drifting. Enabling time synch in Windows is usually not
enough! You have to set
it up with the OS Registry (Google "time
synch frequency" for your OS).
Troubleshooting
In case you experience any difficulty connecting to a
particular exchange, do the following in order of precedence:
[if !supportLists]·????????[endif]Make sure that you have the most recent
version of ccxt.
[if !supportLists]·????????[endif]Check theCHANGELOGfor recent updates.
[if !supportLists]·????????[endif]Turn verbose =
true to get more detail about it.
[if !supportLists]·????????[endif]Python people can turn on DEBUG logging
level with a standard pythonic logger, by adding these two lines to the
beginning of their code:
import logging
logging.basicConfig(level=logging.DEBUG)
[if !supportLists]·????????[endif]Check your API credentials. Try a fresh
new keypair if possible.
[if !supportLists]·????????[endif]If it is a Cloudflare protection error,
try these examples:
[if !supportLists]·????????[endif]Check your nonce. If you used your API
keys with other software, you most likely shouldoverride
your nonce functionto match your previous nonce value. A
nonce usually can be easily reset by generating a new unused keypair. If you
are getting nonce errors with an existing key, try with a new API key that
hasn't been used yet.
[if !supportLists]·????????[endif]Check your request rate if you are
getting nonce errors. Your private requests should not follow one another
quickly. You should not send them one after another in a split second or in
short time. The exchange will most likely ban you if you don't make a delay
before sending each new request. In other words, you should not hit their rate
limit by sending unlimited private requests too frequently. Add a delay to your
subsequent requests or enable the built-in rate-limiter, like shown in the
long-pollerexamples, alsohere.
[if !supportLists]·????????[endif]Read thedocs for your exchangeand compare your verbose output to the docs.
[if !supportLists]·????????[endif]Check your connectivity with the
exchange by accessing it with your browser.
[if !supportLists]·????????[endif]Check your connection with the exchange
through a proxy. Read theProxysection for more
details.
[if !supportLists]·????????[endif]Try accesing the exchange from a
different computer or a remote server, to see if this is a local or global
issue with the exchange.
[if !supportLists]·????????[endif]Check if there were any news from the
exchange recently regarding downtime for maintenance. Some exchanges go offline
for updates regularly (like once a week).
Notes
[if !supportLists]·????????[endif]Use the verbose =
true option or instantiate your troublesome
exchange with new
ccxt.exchange ({ 'verbose': true }) to see the HTTP
requests and responses in details. The verbose output will also be of use for
us to debug it if you submit an issue on GitHub.
[if !supportLists]·????????[endif]Use DEBUG logging in Python!
[if !supportLists]·????????[endif]As written above, some exchanges are not
available in certain countries. You should use a proxy or get a server
somewhere closer to the exchange.
[if !supportLists]·????????[endif]If you are getting authentication errors
or 'invalid keys' errors, those are most likely due to a nonce issue.
[if !supportLists]·????????[endif]Some exchanges do not state it clearly
if they fail to authenticate your request. In those circumstances they might
respond with an exotic error code, like HTTP 502 Bad Gateway Error or something
that's even less related to the actual cause of the error.
[if !supportLists]·????????[endif]...
UNDER CONSTRUCTION
Measure
Measure
