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Async trading library based on asyncio

Project description

Introduction

Crypto exchange APIs are often callback-oriented. This makes coding a nightmare and will distract you from your most important goal of developing a winning strategy.

aiotrading is here to solve this problem. Using it, interacting with exchanges will be as much fun as the following example:

from aiotrading.exchanges.binance.futures import Exchange

exchange = Exchange()
async with exchange.candle_stream('btcusdt', '3m') as stream:
    for _ in range(10):
        candle = await stream.read()
        log.info(candle)

Sample output of this code example is:

2021-01-16 00:19:48,696-INFO: creating exchange: binance-futures                       
2021-01-16 00:19:48,697-INFO: opening canlde stream: btcusdt, 3m
2021-01-16 00:19:50,718-INFO: o:37343.16, h:37345.91, l:37250.00, c:37256.14, v:270.707
2021-01-16 00:19:51,129-INFO: o:37343.16, h:37345.91, l:37250.00, c:37259.07, v:270.712
2021-01-16 00:19:51,515-INFO: o:37343.16, h:37345.91, l:37250.00, c:37259.08, v:270.789
2021-01-16 00:19:51,806-INFO: o:37343.16, h:37345.91, l:37250.00, c:37255.81, v:271.064
2021-01-16 00:19:52,209-INFO: o:37343.16, h:37345.91, l:37250.00, c:37255.23, v:271.158
2021-01-16 00:19:52,452-INFO: o:37343.16, h:37345.91, l:37250.00, c:37255.61, v:271.191
2021-01-16 00:19:52,705-INFO: o:37343.16, h:37345.91, l:37250.00, c:37250.00, v:284.017
2021-01-16 00:19:53,074-INFO: o:37343.16, h:37345.91, l:37249.74, c:37249.74, v:284.722
2021-01-16 00:19:53,378-INFO: o:37343.16, h:37345.91, l:37249.74, c:37250.03, v:284.819
2021-01-16 00:19:53,960-INFO: o:37343.16, h:37345.91, l:37249.74, c:37250.03, v:285.049
2021-01-16 00:19:53,962-INFO: closing canlde stream: btcusdt, 3m

Installation

pip3 install aiotrading

Status

aiotrading is at its early stage of development. It currently supports a subset of Binance exchange API services. More services will be supported in the future. It is designed in a way that other exchanges can be supported easily.

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