ccxt

## Overview CCXT is a unified cryptocurrency exchange trading library supporting 100+ exchanges including Binance, Bybit, OKX, Coinbase, Kraken, and more. Public market data (OHLCV, tickers, order books) requires no API key. - GitHub: https://github.com/ccxt/ccxt (35k+ stars) - Install: `pip install ccxt` ## Quick Start ```python import ccxt exchange = ccxt.binance({"enableRateLimit": True}) # Fetch daily OHLCV ohlcv = exchange.fetch_ohlcv("BTC/USDT", "1d", limit=100) # Returns: [[timestamp, open, high, low, close, volume], ...] # Fetch ticker ticker = exchange.fetch_ticker("ETH/USDT") print(f"ETH price: {ticker['last']}") ``` ## Key Methods | Method | Description | Returns | |--------|-------------|---------| | `fetch_ohlcv(symbol, timeframe, since, limit)` | Historical candles | `[[ts, o, h, l, c, v], ...]` | | `fetch_ticker(symbol)` | Latest quote | `{last, bid, ask, volume, ...}` | | `fetch_tickers(symbols)` | Batch quotes | `{symbol: ticker}` | | `fetch_order_book(symbol, limit)` | Order book | `{bids, asks, timestamp}` | | `fetch_trades(symbol, since, limit)` | Recent trades | `[{price, amount, side, timestamp}, ...]` | ## Timeframes `1m`, `3m`, `5m`, `15m`, `30m`, `1h`, `2h`, `4h`, `6h`, `12h`, `1d`, `1w`, `1M` Note: not all exchanges support all timeframes. Use `exchange.timeframes` to check. ## Symbol Format CCXT uses slash format: `BTC/USDT`, `ETH/BTC`, `SOL/USDT` The project's DataLoader automatically converts `BTC-USDT` (hyphen) to `BTC/USDT` (slash). ## Exchange Selection Set via environment variable: `CCXT_EXCHANGE=binance` (default) Popular exchanges: `binance`, `bybit`, `okx`, `coinbase`, `kraken`, `bitget`, `gate` ## Built-in Loader The project has a built-in CCXT DataLoader at `backtest/loaders/ccxt_loader.py`. It serves as a fallback when the OKX loader is unavailable. ## Pagination For long history, CCXT paginates via the `since` parameter (millisecond timestamp). The built-in loader handles this automatically (up to 200 pages).