topbid 2.0.0

Helper library to fetch current best bid/ask from crypto exchanges orderbook APIs

topbid

Helper library to fetch and store current orderbook top bid/ask price and volume from crypto exchanges APIs. Currently supports Binance, Bybit, Gateio, Kraken, Kucoin and OKX.

Some information is currently retrieved from CoinGecko public API. Rate limit is between 10-30 requests/minute, which limits the number of new market pairs that can be added every minute.

Requires Python 3.8+

Installation

pip install topbid

Usage

>>> from topbid.orderbook import OrderBook

# Instanciate OrderBook.
>>> orderbook = OrderBook()

# Add one or more market pairs to be fetched from an exchange REST API.
>>> orderbook.add("binance", "BTC/USDT")
>>> orderbook.add("kucoin", ["BTC/USDT", "ETH/USDT"])

# Start the background thread fetching prices and volume (here, every 2 seconds).
>>> orderbook.start(update_every=2)

# Retrieve the highest bid on the orderbook.
>>> orderbook.get_orderbook_top_bid("binance", "BTC/USDT")
(23130.41, 0.0584)

# Retrieve the lowest ask on the orderbook.
>>> orderbook.get_orderbook_top_ask("binance", "BTC/USDT")
(23130.43, 0.0214)

# Removes a pair from being fetched.
>>> orderbook.delete("binance", "BTC/USDT")

# Stop the background thread and removes all watched pairs.
# It must be called before exiting your own application.
>>> orderbook.stop()