ccxt-python

# CCXT for Python A comprehensive guide to using CCXT in Python projects for cryptocurrency exchange integration. ## Installation ### REST API (Standard) ```bash pip install ccxt ``` ### WebSocket API (Real-time, ccxt.pro) ```bash pip install ccxt ``` ### Optional Performance Enhancements ```bash pip install orjson # Faster JSON parsing pip install coincurve # Faster ECDSA signing (45ms → 0.05ms) ``` Both REST and WebSocket APIs are included in the same package. ## Quick Start ### REST API - Synchronous ```python import ccxt exchange = ccxt.binance() exchange.load_markets() ticker = exchange.fetch_ticker('BTC/USDT') print(ticker) ``` ### REST API - Asynchronous ```python import asyncio import ccxt.async_support as ccxt async def main(): exchange = ccxt.binance() await exchange.load_markets() ticker = await exchange.fetch_ticker('BTC/USDT') print(ticker) await exchange.close() # Important! asyncio.run(main()) ``` ### WebSocket API - Real-time Updates ```python import asyncio import ccxt.pro as ccxtpro async def main(): exchange = ccxtpro.binance() while True: ticker = await exchange.watch_ticker('BTC/USDT') print(ticker) # Live updates! await exchange.close() asyncio.run(main()) ``` ## REST vs WebSocket | Import | For REST | For WebSocket | |--------|----------|---------------| | **Sync** | `import ccxt` | (WebSocket requires async) | | **Async** | `import ccxt.async_support as ccxt` | `import ccxt.pro as ccxtpro` | | Feature | REST API | WebSocket API | |---------|----------|---------------| | **Use for** | One-time queries, placing orders | Real-time monitoring, live price feeds | | **Method prefix** | `fetch_*` (fetch_ticker, fetch_order_book) | `watch_*` (watch_ticker, watch_order_book) | | **Speed** | Slower (HTTP request/response) | Faster (persistent connection) | | **Rate limits** | Strict (1-2 req/sec) | More lenient (continuous stream) | | **Best for** | Trading, account management | Price monitoring, arbitrage detection | **When to use REST:** - Placing orders - Fetching account balance - One-time data queries - Order management (cancel, fetch orders) **When to use WebSocket:** - Real-time price monitoring - Live orderbook updates - Arbitrage detection - Portfolio tracking with live updates ## Creating Exchange Instance ### REST API - Synchronous ```python import ccxt # Public API (no authentication) exchange = ccxt.binance({ 'enableRateLimit': True # Recommended! }) # Private API (with authentication) exchange = ccxt.binance({ 'apiKey': 'YOUR_API_KEY', 'secret': 'YOUR_SECRET', 'enableRateLimit': True }) ``` ### REST API - Asynchronous ```python import ccxt.async_support as ccxt exchange = ccxt.binance({ 'apiKey': 'YOUR_API_KEY', 'secret': 'YOUR_SECRET', 'enableRateLimit': True }) # Always close when done await exchange.close() ``` ### WebSocket API ```python import ccxt.pro as ccxtpro # Public WebSocket exchange = ccxtpro.binance() # Private WebSocket (with authentication) exchange = ccxtpro.binance({ 'apiKey': 'YOUR_API_KEY', 'secret': 'YOUR_SECRET' }) # Always close when done await exchange.close() ``` ## Common REST Operations ### Loading Markets ```python # Load all available trading pairs exchange.load_markets() # Access market information btc_market = exchange.market('BTC/USDT') print(btc_market['limits']['amount']['min']) # Minimum order amount ``` ### Fetching Ticker ```python # Single ticker ticker = exchange.fetch_ticker('BTC/USDT') print(ticker['last']) # Last price print(ticker['bid']) # Best bid print(ticker['ask']) # Best ask print(ticker['volume']) # 24h volume # Multiple tickers (if supported) tickers = exchange.fetch_tickers(['BTC/USDT', 'ETH/USDT']) ``` ### Fetching Order Book ```python # Full orderbook orderbook = exchange.fetch_order_book('BTC/USDT') print(orderbook['bids'][0]) # [price, amount] print(orderbook['asks'][0]) # [price, amount] # Limited depth orderbook = exchange.fetch_order_book('BTC/USDT', 5) # Top 5 levels ``` ### Creating Orders #### Limit Order ```python # Buy limit order order = exchange.create_limit_buy_order('BTC/USDT', 0.01, 50000) print(order['id']) # Sell limit order order = exchange.create_limit_sell_order('BTC/USDT', 0.01, 60000) # Generic limit order order = exchange.create_order('BTC/USDT', 'limit', 'buy', 0.01, 50000) ``` #### Market Order ```python # Buy market order order = exchange.create_market_buy_order('BTC/USDT', 0.01) # Sell market order order = exchange.create_market_sell_order('BTC/USDT', 0.01) # Generic market order order = exchange.create_order('BTC/USDT', 'market', 'sell', 0.01) ``` ### Fetching Balance ```python balance = exchange.fetch_balance() print(balance['BTC']['free']) # Available balance print(balance['BTC']['used']) # Balance in orders print(balance['BTC']['total']) # Total balance ``` ### Fetching Orders ```python # Open orders open_orders = exchange.fetch_open_orders('BTC/USDT') # Closed orders closed_orders = exchange.fetch_closed_orders('BTC/USDT') # All orders (open + closed) all_orders = exchange.fetch_orders('BTC/USDT') # Single order by ID order = exchange.fetch_order(order_id, 'BTC/USDT') ``` ### Fetching Trades ```python # Recent public trades trades = exchange.fetch_trades('BTC/USDT', limit=10) # Your trades (requires authentication) my_trades = exchange.fetch_my_trades('BTC/USDT') ``` ### Canceling Orders ```python # Cancel single order exchange.cancel_order(order_id, 'BTC/USDT') # Cancel all orders for a symbol exchange.cancel_all_orders('BTC/USDT') ``` ## WebSocket Operations (Real-time) ### Watching Ticker (Live Price Updates) ```python import asyncio import ccxt.pro as ccxtpro async def main(): exchange = ccxtpro.binance() while True: ticker = await exchange.watch_ticker('BTC/USDT') print(ticker['last'], ticker['timestamp']) await exchange.close() asyncio.run(main()) ``` ### Watching Order Book (Live Depth Updates) ```python async def main(): exchange = ccxtpro.binance() while True: orderbook = await exchange.watch_order_book('BTC/USDT') print('Best bid:', orderbook['bids'][0]) print('Best ask:', orderbook['asks'][0]) await exchange.close() asyncio.run(main()) ``` ### Watching Trades (Live Trade Stream) ```python async def main(): exchange = ccxtpro.binance() while True: trades = await exchange.watch_trades('BTC/USDT') for trade in trades: print(trade['price'], trade['amount'], trade['side']) await exchange.close() asyncio.run(main()) ``` ### Watching Your Orders (Live Order Updates) ```python async def main(): exchange = ccxtpro.binance({ 'apiKey': 'YOUR_API_KEY', 'secret': 'YOUR_SECRET' }) while True: orders = await exchange.watch_orders('BTC/USDT') for order in orders: print(order['id'], order['status'], order['filled']) await exchange.close() asyncio.run(main()) ``` ### Watching Balance (Live Balance Updates) ```python async def main(): exchange = ccxtpro.binance({ 'apiKey': 'YOUR_API_KEY', 'secret': 'YOUR_SECRET' }) while True: balance = await exchange.watch_balance() print('BTC:', balance['BTC']) print('USDT:', balance['USDT']) await exchange.close() asyncio.run(main()) ``` ### Watching Multiple Symbols ```python async def main(): exchange = ccxtpro.binance() symbols = ['BTC/USDT', 'ETH/USDT', 'SOL/USDT'] while True: # Watch all symbols concurrently tickers = await exchange.watch_tickers(symbols) for symbol, ticker in tickers.items(): print(symbol, ticker['last']) await exchange.close() asyncio.run(main()) ``` ## Complete Method Reference ### Market Data Methods #### Tickers & Prices - `fetchTicker(symbol)` - Fetch ticker for one symbol - `fetchTickers([symbols])` - Fetch multiple tickers at once - `fetchBidsAsks([symbols])` - Fetch best bid/ask for multiple symbols - `fetchLastPrices([symbols])` - Fetch last prices - `fetchMarkPrices([symbols])` - Fetch mark prices (derivatives) #### Order Books - `fetchOrderBook(symbol, limit)` - Fetch order book - `fetchOrderBooks([symbols])` - Fetch multiple order books - `fetchL2OrderBook(symbol)` - Fetch level 2 order book - `fetchL3OrderBook(symbol)` - Fetch level 3 order book (if supported) #### Trades - `fetchTrades(symbol, since, limit)` - Fetch public trades - `fetchMyTrades(symbol, since, limit)` - Fetch your trades (auth required) - `fetchOrderTrades(orderId, symbol)` - Fetch trades for specific order #### OHLCV (Candlesticks) - `fetchOHLCV(symbol, timeframe, since, limit)` - Fetch candlestick data - `fetchIndexOHLCV(symbol, timeframe)` - Fetch index price OHLCV - `fetchMarkOHLCV(symbol, timeframe)` - Fetch mark price OHLCV - `fetchPremiumIndexOHLCV(symbol, timeframe)` - Fetch premium index OHLCV ### Account & Balance - `fetchBalance()` - Fetch account balance (auth required) - `fetchAccounts()` - Fetch sub-accounts - `fetchLedger(code, since, limit)` - Fetch ledger history - `fetchLedgerEntry(id, code)` - Fetch specific ledger entry - `fetchTransactions(code, since, limit)` - Fetch transactions - `fetchDeposits(code, since, limit)` - Fetch deposit history - `fetchWithdrawals(code, since, limit)` - Fetch withdrawal history - `fetchDepositsWithdrawals(code, since, limit)` - Fetch both deposits and withdrawals ### Trading Methods #### Creating Orders - `createOrder(symbol, type, side, amount, price, params)` - Create order (generic) - `createLimitOrder(symbol, side, amount, price)` - Create limit order - `createMarketOrder(symbol, side, amount)` - Create market order - `createLimitBuyOrder(symbol, amount, price)` - Buy limit order - `createLimitSellOrder(symbol, amount, price)` - Sell limit order - `createMarketBuyOrder(symbol, amount)` - Buy market order - `createMarketSellOrder(symbol, amount)` - Sell market order - `createMarketBuyOrderWithCost(symbol, cost)` - Buy with specific cost - `createStopLimitOrder(symbol, side, amount, price, stopPrice)` - Stop-limit order