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项目作者： fadishei

项目描述 ：
Async trading library based on asyncio. Coding trading systems has never been more fun!
高级语言： Python
项目地址: git://github.com/fadishei/aiotrading.git
创建时间： 2021-01-14T20:56:01Z
项目社区：https://github.com/fadishei/aiotrading
开源协议：GNU General Public License v3.0
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Introduction

Crypto exchange APIs are often callback-oriented. This makes coding a nightmare and will distract you from your most important goal of developing a winning strategy.

aiotrading is here to solve this problem. Using it, interacting with exchanges will be as much fun as the following example:

  1. from aiotrading import CandleStream
  2. from aiotrading.exchange import BinanceFutures
  4. async with BinanceFutures() as exchange:
  5.     async with CandleStream(exchange, 'btcusdt', '3m') as stream:
  6.         for i in range(10):
  7.             candle = await stream.read()
  8.             log.info(candle)

Sample output of this code example is:

  1. connecting to exchange: binance-futures
  2. opening candle stream btcusdt@3m
  3. candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.00, l:33789.99, c:33795.18, v:4.164
  4. candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.00, l:33789.99, c:33799.76, v:4.481
  5. candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.00, l:33789.99, c:33797.73, v:4.741
  6. candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.00, l:33789.99, c:33797.47, v:5.132
  7. candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.89, l:33789.99, c:33797.39, v:5.520
  8. candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.89, l:33789.99, c:33797.38, v:5.605
  9. candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33800.89, l:33789.99, c:33797.39, v:6.000
  10. candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33807.99, l:33789.99, c:33806.80, v:16.562
  11. candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33807.99, l:33789.99, c:33797.70, v:16.590
  12. candle btcusdt, 3m, t:2021-01-30 11:39:00, o:33795.69, h:33807.99, l:33789.99, c:33794.60, v:17.342
  13. closing candle stream btcusdt@3m
  14. disconnecting from exchange: binance-futures

Installation

  1. pip3 install aiotrading

Design Principles

  • Thin portable API. Lots of exchanges exist in the wild and developers like to migrate from exchange to exchange with no hassle.
  • Easy concurrency. No callbacks as they distract from the goal and introduce errors.

Status

aiotrading is at its early stage of development. It currently supports a subset of Binance exchange API services. More services will be supported in the future. It is designed in a way that other exchanges can be supported easily.