aiotrading 0.0.4

Async trading library based on asyncio

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 import CandleStream
from aiotrading.exchange import BinanceFutures

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

Sample output of this code example is:

connecting to exchange: binance-futures
opening candle stream btcusdt@3m
candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.00, l:33789.99, c:33795.18, v:4.164
candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.00, l:33789.99, c:33799.76, v:4.481
candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.00, l:33789.99, c:33797.73, v:4.741
candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.00, l:33789.99, c:33797.47, v:5.132
candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.89, l:33789.99, c:33797.39, v:5.520
candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.89, l:33789.99, c:33797.38, v:5.605
candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.89, l:33789.99, c:33797.39, v:6.000
candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33807.99, l:33789.99, c:33806.80, v:16.562
candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33807.99, l:33789.99, c:33797.70, v:16.590
candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33807.99, l:33789.99, c:33794.60, v:17.342
closing candle stream btcusdt@3m
disconnecting from exchange: binance-futures

Installation

pip3 install aiotrading

Design Principles

• Thin portable API. Lots of exchanges exist in the wild and developers like to migrate from exchange to exchange with no hassle.
• Easy concurrency. No callbacks as they distract from the goal and introduce errors.

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.