Exchanges API

A leveraged pair is a pair like BTC3L/USD.

• :yes : Leveraged pairs will not be filtered.
• :only : ONLY leveraged will be kept.
• :from : Selects non leveraged pairs, that also have at least one leveraged sibling.

Ccxt market types.

Lock held when fetching tickers (list).

The cache for tickers which lasts for 100 minutes by exchange pair.

Caches active states (1minute).

The cache for currencies which lasts for 1 hour by exchange.

This lock is only used during currency construction.

Leverage tiers are cached both in RAM and storage.

Caches markets (1minute).

Caches tickers (10seconds).

Lock held when fetching tickers (per ticker).

A named tuple representing a trade in the CCXT (CryptoCurrency eXchange Trading) library.

• timestamp

• symbol

• order

• type

• side

• takerOrMaker

• price

• amount

• cost

• fee

• fees

A CurrencyCash contextualizes a Cash instance w.r.t. an exchange. Operations are rounded to the currency precision.

• cash

• limits

• precision

• fees

• sandbox

Create a CurrencyCash object.

CurrencyCash(
    id::Type{<:ExchangeID},
    cash_type::Type{<:Cash},
    v;
    sandbox,
    account
) -> Exchanges.CurrencyCash

A type representing a tier of leverage.

• min_notional

• max_notional

• max_leverage

• tier

• mmr

• bc

This type is used to store and manage information about a specific leverage tier. Each tier is defined by its minimum and maximum notional values, maximum leverage, tier number, and maintenance margin requirement.

Every asset has a list of leverage tiers, that are stored in a SortedDict, if the exchange supports them.

Taker Or Maker

Buy or Sell

Check if a timeframe is supported by an exchange.

issupported(tf::TimeFrames.TimeFrame, exc) -> Any

Loads all pairs for a given timeframe, matching the global exc (Exchange object) and config.

load_ohlcv(timeframe::AbstractString; kwargs...) -> Any

Loads all pairs for a given exchange and timeframe, matching the global config and zi (Zarr Instance).

load_ohlcv(
    exc::Exchange,
    timeframe::AbstractString;
    kwargs...
)

Load given pairs from the global exc (Exchange object) and zi (Zarr Instance).

load_ohlcv(
    pairs::Union{AbstractDict, AbstractArray},
    timeframe::AbstractString;
    kwargs...
) -> Union{Dict{String, Zarr.ZArray}, Dict{String, Data.PairData}}

Load all pairs from the exchange according to the configured quote currency and timeframe.

load_ohlcv(

) -> Union{Dict{String, Zarr.ZArray}, Dict{String, Data.PairData}}

Updates pair data of the globally set Exchange instance.

save_ohlcv(pair, timeframe, data; kwargs...)

Returns the currency from the exchange if found.

Returns the limits, precision, and fees for a currency as a named tuple.

_lpf(
    exc,
    cur
) -> NamedTuple{(:limits, :precision, :fees), <:Tuple{@NamedTuple{min::Float64, max::Float64}, Union{Float64, Int64}, Number}}

The tuple fields can be nothing if the currency property is not provided.

Ccxt fees can have different forms.

The accounts available for the exchange.

Checks if the python exchange instance supports all the calls required by Planar.

check(exc::Exchange; type)

• exc: an Exchange object to perform the check on.
• type (optional, default is :basic): a symbol representing the type of check to perform.

Check that the exchange timeout is not too low wrt the interval.

The account currently being used by the exchange.

Returns a default leverage tier for a specific symbol.

default_leverage_tier(
    sym
) -> SortedDict{Int64, Exchanges.LeverageTier{Float64}, Base.Order.ForwardOrdering}

The default leverage tier has generous limits.

Clears all Python-dependent caches.

Set exchange api keys.

exckeys!(exc; sandbox, acc)

Get the markets of the ccxt instance, according to min_volume and quote currency.

filter_markets(
    exc;
    min_volume,
    quot,
    sep,
    type
) -> Dict{Any, Any}

The filter_markets function takes the following parameters:

• exc: an Exchange object to get the markets from.
• min_volume (optional, default is 10e4): the minimum volume that a market should have.
• quot (optional, default is "USDT"): the quote currency to filter the markets by.
• sep (optional, default is '/'): the separator used in market strings.

Returns the matching futures exchange instance, if it exists, or the input exchange otherwise.

getexchage!: ccxt exchange by symbol either from cache or anew.

getexchange!(x::Symbol; ...) -> Exchange
getexchange!(
    x::Symbol,
    params;
    account,
    sandbox,
    markets,
    kwargs...
) -> Exchange

It uses a WS instance if available, otherwise an async instance.

Get the global exchange.

True if pair is a leveraged pair.

Check if exchange has tickers list.

hastickers(exc::Exchange) -> Union{Missing, Bool}

True if symbol sym has a quote volume less than min_vol.

Check if a currency pair is active on an exchange.

is_pair_active(pair::AbstractString, exc::Exchange) -> Any

Checks if a file is younger than a specified period.

isfileyounger(f::AbstractString, p::Dates.Period) -> Any

• f: a string that represents the path to the file.
• p: a Period object that represents the time period.

True if mkt is a leveraged market.

Check if market has percentage or absolute fees.

True if id is a quote id.

Check if exchange is in sandbox mode.

Convert a Python object into a Julia object.

jlpyconvert(py) -> Union{Nothing, Dict{Any, Any}}

Fetch the latest price for a specific pair from an exchange.

lastprice(
    pair::AbstractString,
    exc::Exchange;
    kwargs...
) -> Any

• pair: a string representing the currency pair to fetch the latest price for.
• exc: an Exchange object to fetch the latest price from.
• kwargs (optional): any additional keyword arguments are passed on to the underlying fetch operation.

Update the leverage for a specific symbol.

leverage!(exc::Exchange, v, sym; side, timeout) -> Any

• exc: an Exchange object to update the leverage on.
• v: a Real number representing the new leverage value.
• sym: a string representing the symbol to update the leverage for.

Constructor that returns a function that checks if a pair is leveraged.

Fetch the leverage tiers for a specific symbol from an exchange.

leverage_tiers(exc::Exchange, sym::AbstractString) -> Any

• exc: an Exchange object to fetch the leverage tiers from.
• sym: a string representing the symbol to fetch the leverage tiers for.

Load exchange markets.

loadmarkets!(exc; cache, agemax)

• exc: an Exchange object that represents the exchange to load markets from.
• cache (optional, default is true): a boolean that indicates whether to rely on storage cache.
• agemax (optional, default is Day(1)): a Period object that represents the maximum cache valid period.

Update margin mode for a specific symbol on the exchange.

Also sets if the position is hedged or one sided. For customizations, dispatch to dosetmargin.

marginmode!(
    exc::Exchange,
    mode,
    symbol;
    hedged,
    kwargs...
) -> Any

Retrieves a cached market (1minute) or fetches it from exchange.

market!(pair, exc::Exchange) -> Any

Fetch the market fees for a specific pair from an exchange.

market_fees(
    pair::AbstractString,
    exc::Exchange;
    only_taker
) -> NamedTuple{(:taker, :maker, :min, :max), <:NTuple{4, Any}}

• pair: a string representing the currency pair to fetch the market fees for.
• exc (optional, default is the current exchange): an Exchange object to fetch the market fees from.
• only_taker (optional, default is nothing): a boolean indicating whether to fetch only the taker fee. If nothing, both maker and taker fees are fetched.

Fetch the market limits for a specific pair from an exchange.

market_limits(
    pair::AbstractString,
    exc::Exchange;
    precision,
    default_leverage,
    default_amount,
    default_price,
    default_cost
) -> NamedTuple

• pair: a string representing the currency pair to fetch the market limits for.
• exc: an Exchange object to fetch the market limits from.
• precision (optional, default is price=nothing, amount=nothing): a named tuple specifying the precision for price and amount.
• default_leverage (optional, default is DEFAULT_LEVERAGE): the default leverage to use if not specified in the market data.
• default_amount (optional, default is DEFAULT_AMOUNT): the default amount to use if not specified in the market data.
• default_price (optional, default is DEFAULT_PRICE): the default price to use if not specified in the market data.
• default_cost (optional, default is DEFAULT_COST for non-fiat quote pairs and DEFAULT_FIAT_COST for fiat quote pairs): the default cost to use if not specified in the market data.

Precision of the (base, quote) currencies of the market.

market_precision(
    pair::AbstractString,
    exc::Exchange
) -> NamedTuple{(:amount, :price), <:Tuple{Any, Any}}

Get the exchange market ids.

Any of (:spot, :future, :swap, :option, :margin, :delivery)

Get the maximum leverage for a specific size and symbol from an exchange.

maxleverage(
    exc::Exchange,
    sym::AbstractString,
    size::Real
) -> Real

• exc: an Exchange object to fetch the maximum leverage from.
• sym: a string representing the symbol to fetch the maximum leverage for.
• size: a Real number representing the size to fetch the maximum leverage for.

Get price ranges using tickers data from exchange.

price_ranges(pair::AbstractString, args...; exc, kwargs...)

The price_ranges function takes the following parameters:

• pair: a string representing the currency pair.
• args...: a variable number of arguments to pass to the price ranges calculation.
• exc (optional, default is global exc): an Exchange object to get the tickers data from.
• kwargs...: a variable number of keyword arguments to pass to the price ranges calculation.

Quote id of the market.

Get quote volume from ticker.

quotevol(tkr::AbstractDict) -> Any

Enable or disable rate limit.

ratelimit!(exc::Exchange) -> Bool
ratelimit!(exc::Exchange, flag) -> Any

Enable sandbox mode for exchange. Should only be called on exchange construction.

sandbox!(
    exc::Exchange;
    flag,
    remove_keys
) -> Union{Nothing, Bool}

• exc (optional, default is global exc): an Exchange object to set the sandbox mode for.
• flag (optional, default is the inverse of the current sandbox mode status): a boolean indicating whether to enable or disable sandbox mode.
• remove_keys (optional, default is true): a boolean indicating whether to remove the API keys while enabling sandbox mode.

Initializes an exchange struct.

setexchange!(
    exc::Exchange,
    args...;
    markets,
    kwargs...
) -> ExchangeTypes.CcxtExchange

• exc: an Exchange object to be set.
• args...: a variable number of arguments to pass to the exchange setup.
• markets (optional, default is :yes): a symbol that indicates whether to load markets during setup.
• kwargs...: a variable number of keyword arguments to pass to the exchange setup.

Configures the matching ccxt class, optionally loads the markets, sets the exchange timeframes, and sets the exchange API keys.

Set the ccxt exchange has flags.

Trims the settlement currency in futures. (mkt is a ccxt market.)

spotsymbol(sym, mkt) -> Any

Fetch the ticker for a specific pair from an exchange.

ticker!(pair, exc::Exchange; timeout, func, delay) -> Any

The ticker! function takes the following parameters:

• pair: a string representing the currency pair to fetch the ticker for.
• exc: an Exchange object to fetch the ticker from.
• timeout (optional, default is 3 seconds): the maximum time to wait for the ticker fetch operation.
• func (optional, default is the result of _tickerfunc(exc)): the function to use to fetch the ticker.

Get price from ticker.

tickerprice(tkr) -> Any

The tickerprice function takes the following parameters:

• tkr: a Ticker object.

Get the exchange tickers.

tickers(
    exc::Exchange,
    quot;
    min_vol,
    skip_fiat,
    with_margin,
    with_leverage,
    as_vec,
    verbose,
    type,
    cross_match
)

• exc: an Exchange object to fetch the tickers from.
• quot: only choose pairs where the quote currency equals quot.
• min_vol: the minimum volume of each pair.
• skip_fiat (optional, default is true): ignore fiat/fiat pairs.
• with_margin (optional, default is the result of config.margin != NoMargin()): only choose pairs enabled for margin trading.
• with_leverage (optional, default is :no): if :no, skip all pairs where the base currency matches the leverage_pair_rgx regex.
• as_vec (optional, default is false): return the pair list as a Vector instead of as a Dict.
• verbose (optional, default is true): print detailed output about the operation.
• type (optional, default is the result of markettype(exc)): the type of markets to fetch tickers for.
• cross_match list of other exchanges where the filter pairs must also be present in

Get the tickers matching quote currency quot.

Get the leverage tier for a specific size from a sorted dictionary of tiers.

tier(
    tiers::SortedDict{Int64, Exchanges.LeverageTier},
    size::Real
) -> Tuple{Union{Nothing, Int64}, Exchanges.LeverageTier}

• tiers: a SortedDict where the keys are integers representing the size thresholds and the values are LeverageTier objects.
• size: a Real number representing the size to fetch the tier for.

Set exchange timeout. (milliseconds)

timeout!(exc::Exchange) -> Int64
timeout!(exc::Exchange, v) -> Any

The current timestamp from the exchange.

Convert a Python object to a float number.

Convert a Python object to a number.

The currency cash as a number.

When deserializing an exchange, use the deserialized id to construct the exchange.

When serializing an exchange, serialize only its id.

When serializing an exchange, serialize only its id.

Define an exchange variable set to its matching exchange instance.

Fetch and cache tickers data.

The @tickers! macro takes the following parameters:

• type (optional, default is nothing): the type of tickers to fetch and cache.
• force (optional, default is false): a boolean that indicates whether to force the data fetch, even if the data is already present.

Functions f(::Exchange) to call when an exchange is loaded

All possible exchanges that can be instantiated by ccxt.

Global var holding Exchange instances. Used as a cache.

Global var holding Sandbox Exchange instances. Used as a cache.

The CcxtExchange type wraps a ccxt exchange instance. Some attributes frequently accessed are copied over to avoid round tripping python. More attributes might be added in the future. To instantiate an exchange call getexchange! or setexchange!.

Same as ccxt precision mode enums.

Abstract exchange type.

Defines the interface for interacting with crypto exchanges. Implemented for CCXT in CcxtExchange.

Instantiates a new Exchange wrapper for the provided x Python object.

This constructs a CcxtExchange struct with the provided Python object. It extracts the exchange ID, name, and other metadata. It runs any registered hook functions for that exchange. It sets a finalizer to close the exchange when garbage collected.

Returns the new Exchange instance, or an empty one if x is None.

A structure for handling Exchange IDs in CCXT.

This structure is used to manage Exchange IDs in the CCXT library. It contains methods for creating an Exchange ID from a symbol, a Python object, or directly from a symbol type. It ensures that the symbol is in the list of valid exchange IDs.

Return the first available property from a variable number of Symbol arguments in the given Exchange.

first(exc::Exchange, args::Symbol...) -> Any

This function iterates through the provided Symbols and returns the value of the first property that exists in the Exchange object.

Attributes not matching the Exchange struct fields are forwarded to the wrapped ccxt class instance.

The hash of an exchange object is reduced to its symbol (the function used to instantiate the object from ccxt).

Checks if the specified feature feat is supported by any of the exchanges available through the ccxt library.

Arguments

• s::Symbol: The feature to check for support across exchanges.
• full::Bool=true: If true, checks both static and instantiated properties of the exchange for support.

Returns

• Vector{String}: A list of exchange names that support the specified feature.

Closes the given exchange.

close_exc(
    exc::ExchangeTypes.CcxtExchange
) -> Union{Nothing, Task}

This function attempts to close the given exchange if it exists. It checks if the exchange has a 'close' attribute and if so, it schedules the 'close' coroutine for execution.

Converts value v to integer size with precision p.

decimal_to_size(v, p::ExcPrecisionMode; exc) -> Any

Used when converting exchange API responses to integer sizes for orders.

Union type of many exchange ids (from Symbol arguments)

Return the given ExchangeID instance.

Create an ExchangeID instance from a symbol.