Trading SDK
An abstract, fully-typed, async Python SDK for automated crypto trading.
Quick Start
from trading_sdk import TradingSDK
sdk = TradingSDK()
mexc = await sdk.market('mexc:spot:BTCUSDT')
dydx = await sdk.market('dydx:perp:BTC-USD')
async for my_trade in mexc.trades_stream():
print(f'Hedging {my_trade}')
await dydx.place_order({
'type': 'LIMIT',
'qty': -my_trade.qty,
'price': my_trade.price,
})
Installation
pip install trading-sdk[mexc, dydx, hyperliquid]
Supported Venues
mexc: MEXCdydx: dYdXhyperliquid: Hyperliquid
Enumerating Venues/Exchanges/Markets
venues = await sdk.venues()
venue = await sdk.venue(venues[0])
exchanges = await venue.exchanges()
exchange = await venue.exchange(exchanges[0])
markets = await exchange.markets()
market = await exchange.market(markets[0])
Market IDs
Market IDs have this form: <venue_id>:<exchange_id>:<market_id>.
You can also scope. These are equivalent:
- Directly on the SDK:
await sdk.book('mexc:spot:BTCUSDT')
- By venue:
venue = await sdk.venue('mexc')
await venue.book('spot:BTCUSDT')
- By exchange:
exchange = await venue.exchange('spot')
await exchange.book('BTCUSDT')
- By market:
market = await exchange.market('BTCUSDT')
await market.depth()
Market Interface
- Public data:
depth() -> Book: order bookdepth_stream() -> Stream[Book]: real-time order book updatesrules() -> Rules: market rules (tick size, fees, etc.)
- User data:
query_order(id: str) -> OrderState | Noneopen_orders() -> Sequence[OrderState]trades_history(start: datetime, end: datetime) -> AsyncIterable[Sequence[Trade]]trades_stream() -> Stream[Trade]: real-time user tradesposition() -> Position: base-asset position
- Trading:
place_order(order: Order) -> OrderResponseplace_orders(orders: Sequence[Order]) -> Sequence[OrderResponse]cancel_order(id: str) -> Anycancel_orders(ids: Sequence[str])cancel_open_orders()
- Perpetual markets:
index() -> Decimal: index pricenext_funding() -> FundingRate: next funding ratefunding_history(start: datetime, end: datetime) -> AsyncIterable[Sequence[FundingRate]]: market funding rate historyfunding_payments(start: datetime, end: datetime) -> AsyncIterable[Sequence[FundingPayment]]: your funding payments historyposition() -> PerpPosition: open base-asset position, including the entry price
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