melaya 0.1.1

Official Python SDK for the Melaya unified market-data & streaming API across 70+ venues.

melaya (Python SDK)

Official Python SDK for the Melaya trading platform — normalized market data, paper + live trading, backtesting, and an AI agentic trading crew across 70+ venues, powered by an in-house Rust engine.

Install

pip install melaya            # REST
pip install "melaya[stream]"  # REST + WebSocket streaming

Quick start

from melaya import Melaya

m = Melaya(api_key="mk_...")  # keys are prefixed `mk_`

# Normalized ticker from any of 70+ venues
t = m.market.ticker(exchange="binance", symbol="BTC/USDT", market="spot")
print(t["last"], t["bid"], t["ask"])

# Order book + candles
book = m.market.orderbook(exchange="bybit", symbol="BTC/USDT", market="spot", limit=20)
candles = m.market.ohlcv(exchange="okx", symbol="ETH/USDT", timeframe="1h", limit=200)

Streaming (async)

import asyncio
from melaya import Melaya

async def main():
    m = Melaya(api_key="mk_...")
    async for t in m.stream.ticker(exchange="binance", symbol="BTC/USDT", market="spot"):
        print(t["last"])

asyncio.run(main())

Trading

The same client covers your account, paper trading, live strategies, and backtests. Reads need only your mk_ key; live order placement needs a connected exchange key (m.account.keys()).

# Account
keys = m.account.keys()            # [{"apiKeyId": "BINANCEUSDM_0", "exchange": ..., "market": ...}]
usage = m.account.usage()

# Strategies — create() launches immediately. Paper (dry_run) needs no exchange key.
# SDK-launchable strategies are `custom` Rhai definitions (an `evaluate()` that
# emits signals: emit_long / emit_short / emit_close).
res = m.strategies.create(
    name="My first bot", strategy_type="custom",
    exchange="binanceusdm", symbol="BTC/USDT:USDT", market="FUTURES", dry_run=True,
    params={"language": "rhai",
            "definition": 'fn evaluate() { emit_long(param("qty")); }',
            "qty": 0.001},   # dry_run=False + api_key_id places real orders
)
sid = res["strategyId"]
m.strategies.pause(sid)
m.strategies.resume(sid)
trades = m.strategies.trades(sid)

# Paper trading (sim broker) — synthetic fills, no venue state
bal = m.sim.balance(strategy_id=sid)
fill = m.sim.create_order(strategy_id=sid, exchange="binanceusdm",
                          symbol="BTC/USDT:USDT", side="buy", type="market",
                          amount=0.001, market="FUTURES")

# Backtest on the Rust engine
import time
start = m.backtest.start({"strategyType": "custom", "exchange": "binance",
                          "symbol": "BTC/USDT", "timeframe": "1h", "language": "rhai",
                          "definition": 'fn evaluate() { emit_long(param("qty")); }',
                          "params": {"qty": 0.001}})
job_id = start["job_id"]
while m.backtest.job(job_id)["status"] not in ("done", "error"):
    time.sleep(2)
result = m.backtest.results(job_id)   # metrics, equity_curve, ohlcv

# Live private strategy feed (async; ticket minted automatically)
async for ev in m.stream.strategies():
    print(ev["type"], ev.get("strategyId"))

Authentication

Create an API key in the dashboard (melaya.org → Settings → API Keys). Keys are prefixed mk_; the SDK sends it on every REST call and WebSocket connection. Public market-data and account/strategy reads work with the key alone. Live order placement and live strategy launches additionally require a connected exchange key — connect one in Settings → Connectors, then reference it by api_key_id. Paper trading and backtesting never touch a venue and need no exchange credentials.

API surface

Area	Methods
Reference	market.list_exchanges(), catalog_counts()
Market data	market.ticker, orderbook, ohlcv, ohlcv_multi, trades, markets, currencies, market_constraints, status, time
Batch / derivatives	market.tickers, funding_rates, funding_rate_history, funding_rate_history_multi, open_interest, open_interest_history, open_interest_history_multi, instruments, liquidation_events
Prediction markets	market.prediction_markets (polymarket, kalshi, drift_pm, sxbet, azuro, overtime)
Account	account.keys, usage, api_key_status
Strategies	strategies.create, list, get, pause, resume, stop, delete, update_params, status, performance, executions, trades, logs
AI optimizer	strategies.ai_opt_start, ai_opt_status, ai_opt_approve, ai_opt_stop, ai_opt_runs
Paper trading	sim.balance, positions, open_orders, my_trades, create_order, cancel_order, list_accounts
Backtesting	backtest.start, job, results, trades, sweep, list, favorites, funding_range, cancel, delete, delete_all
Public streaming	stream.ticker, orderbook, ohlcv, trades, liquidations
Private streaming	stream.strategies, stream.private
Live trading	trade.balance, positions, open_orders, orders, closed_orders, my_trades, my_trades_history, plan_orders, positions_history, leverage, leverage_tiers, create_order, cancel_order, amend_order, cancel_all_orders, cancel_plan_orders, close_position, set_leverage, set_margin_mode, set_position_mode

Full docs: melaya.org/docs.

License

Apache-2.0