cex-adaptors 1.0.8

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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

{
    "market": "spot"  // must be in "spot", "perp", "futures". If `null` will return all tickers on the exchange
}

Output (nested dict)

{
    "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

{
    "instrument_id": "BTC/USDT:USDT"  // must be perp_instrument_id in exchange's exchange info
}

Output (Dictionary)

{
    "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

{
  "instrument_id": "BTC/USDT:USDT-PERP", // required
  "interval": "1m", // required, vary from different exchanges
}

Output (List of Dictionary)

{
  "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

{
  "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)

[
  {
    "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

{
  "instrument_id": "BTC/USDT:USDT-PERP", // required, funding rate only support futures and perp
}

Output

{
  "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

{
  "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

[
  {
    "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
]