tribulnation-sdk 1.1.4

An abstract, fully-typed, async Python SDK for automated crypto trading. By Tribulnation.

Tribulnation SDK

An abstract, fully-typed, async Python SDK for automated crypto trading.

Trading Quick Start

from tribulnation.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 tribulnation-sdk[mexc, dydx, hyperliquid]

Supported Venues

• mexc: MEXC
• dydx: dYdX
• hyperliquid: 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:

1. Directly on the SDK:

await sdk.book('mexc:spot:BTCUSDT')

2. By venue:

venue = await sdk.venue('mexc')
await venue.book('spot:BTCUSDT')

3. By exchange:

exchange = await venue.exchange('spot')
await exchange.book('BTCUSDT')

4. By market:

market = await exchange.market('BTCUSDT')
await market.depth()

Market Interface

• Public data:
  • depth() -> Book: order book
  • depth_stream() -> Stream[Book]: real-time order book updates
  • rules() -> Rules: market rules (tick size, fees, etc.)
• User data:
  • query_order(id: str) -> OrderState | None
  • open_orders() -> Sequence[OrderState]
  • trades_history(start: datetime, end: datetime) -> AsyncIterable[Sequence[Trade]]
  • trades_stream() -> Stream[Trade]: real-time user trades
  • position() -> Position: base-asset position
• Trading:
  • place_order(order: Order) -> OrderResponse
  • place_orders(orders: Sequence[Order]) -> Sequence[OrderResponse]
  • cancel_order(id: str) -> Any
  • cancel_orders(ids: Sequence[str])
  • cancel_open_orders()
• Perpetual markets:
  • index() -> Decimal: index price
  • next_funding() -> FundingRate: next funding rate
  • funding_history(start: datetime, end: datetime) -> AsyncIterable[Sequence[FundingRate]]: market funding rate history
  • funding_payments(start: datetime, end: datetime) -> AsyncIterable[Sequence[FundingPayment]]: your funding payments history
  • position() -> PerpPosition: open base-asset position, including the entry price