cex-adaptors
This package is designed for interacting with many crypto centralized exchanges. Currently only support public API endpoints in Version 1.0.x. Will add private API endpoints in version 2.0.x.
Getting started
use pip install cex-adaptor to install the package.
Usage
After installing the package, you can use the following code start using the adaptors.
All the codes is written in async mode.
from cex_adaptors.binance import Binance
import asyncio
async def main():
binance = Binance()
await binance.sync_exchange_info()
# get exchange info
print(await binance.get_exchange_info())
# get all tickers
print(await binance.get_tickers())
if __name__ == "__main__":
asyncio.run(main())
Unified function parameters and output format
1. get_exchange_info
#### Input
#### Output (Nested Dictionary)
2. get_tickers
#### Input
```json
{
"market": "spot" // must be in "spot", "perp", "futures". If `null` will return all tickers on the exchange
}
```
#### Output (nested dict)
```json
{
"BTC/USDT:USDT" : {
"timestamp": 1630000000000,
"instrument_id": "BTC/USDT:USDT",
"open_time": 1630000000000,
"close_time": 1630000000000,
"open": 10000.0,
"high": 11000.0,
"low": 9000.0,
"last": 10000.0,
"base_volume": 1000.0,
"quote_volume": 10000000.0,
"price_change": 0.0, // must in quote currency
"price_change_percent": 0.01, // must in percentage, if 0.01 means 1%,
"raw_data": {},
},
// many instrument ticker
}
```
3. get_ticker
#### Input
```json
{
"instrument_id": "BTC/USDT:USDT" // must be instrument_id in exchange's exchange info
}
```
#### Output (Dictionary)
```json
{
"BTC/USDT:USDT" : {
"timestamp": 1630000000000,
"instrument_id": "BTC/USDT:USDT",
"open_time": 1630000000000,
"close_time": 1630000000000,
"open": 10000.0,
"high": 11000.0,
"low": 9000.0,
"last": 10000.0,
"base_volume": 1000.0,
"quote_volume": 10000000.0,
"price_change": 0.0, // must in quote currency
"price_change_percent": 0.01, // must in percentage, if 0.01 means 1%,
"raw_data": {},
}
}
```
4. get_current_candlestick
#### Input
```json
{
"instrument_id": "BTC/USDT:USDT-PERP", // required
"interval": "1m", // required, vary from different exchanges
}
```
#### Output (List of Dictionary)
```json
{
"timestamp": 1629350400000, // timestamp in millisecond
"interval": "1m",
"instrument_id": "BTC/USDT:USDT-PERP",
"market_type": "perp", // "spot", "futures", "perp
"open": 10000.0, // open price
"high": 10100, // high price
"low": 9900, // low price
"close": 10050, // close price
"base_volume": 1000, // volume in base currency
"quote_volume": 10000000, // quote volume
"contract_volume": 1000, // contract volume
"raw_data": {} // raw data from exchange
}
```
5. get_history_candlesticks
#### Input
```json
{
"instrument_id": "BTC/USDT:USDT-PERP", // required
"interval": "1m", // required, vary from different exchanges
"start": 1629350400000, // optional, timestamp in millisecond
"end": 1629350400000, // optional, timestamp in millisecond
"num": 100, // optional, number of data to return
}
```
#### Output (List of Dictionary)
```json
[
{
"timestamp": 1629350400000, // timestamp in millisecond
"interval": "1m",
"instrument_id": "BTC/USDT:USDT-PERP",
"market_type": "perp", // "spot", "futures", "perp
"open": 10000.0, // open price
"high": 10100, // high price
"low": 9900, // low price
"close": 10050, // close price
"base_volume": 1000, // volume in base currency
"quote_volume": 10000000, // quote volume
"contract_volume": 1000, // contract volume, if is spot then will equal to base_volume
"raw_data": {} // raw data from exchange
},
// many history candlesticks data
]
```
6. get_current_funding_rate
#### Input
```json
{
"instrument_id": "BTC/USDT:USDT-PERP", // required, funding rate only support futures and perp
}
```
#### Output
```json
{
"BTC/USDT:USDT-PERP": {
"timestamp": 1629350400000, // timestamp in millisecond
"next_funding_time": 1629350400000, // timestamp in milliseconds
"instrument_id": "BTC/USDT:USDT-PERP",
"market_type": "perp",
"funding_rate": 0.001, // funding rate in percentage, 0.01 means 1%
"raw_data": {} // raw data from exchange
}
}
```
7. get_history_funding_rate
#### Input
```json
{
"instrument_id": "BTC/USDT:USDT-PERP", // required, funding rate only support futures and perp
"start": 1629350400000, // optional, timestamp in millisecond
"end": 1629350400000, // optional, timestamp in millisecond
"num": 100, // optional, number of data to return
}
```
**(`start`, `end`)** or **`num`** must be provided, if both provided, use **start** and **end**.
#### Output
```json
[
{
"timestamp": 1629350400000, // timestamp in millisecond
"instrument_id": "BTC/USDT:USDT-PERP",
"market_type": "perp",
"funding_rate": 0.001, // funding rate in percentage, 0.01 means 1%
"realized_rate": 0.001, // realized rate in percentage, 0.01 means 1%
"raw_data": {} // raw data from exchange
}, // many history funding rate data
]
```