Manual

Overview

The ccxt library is a collection of available crypto exchanges or exchange classes. Each class implements the public and private API for a particular crypto exchange. All exchanges are derived from the base Exchange class and share a set of common methods. To access a particular exchange from ccxt library you need to create an instance of corresponding exchange class. Supported exchanges are updated frequently and new exchanges are added regularly.

The structure of the library can be outlined as follows:

                                 User
    +-------------------------------------------------------------+
    |                            CCXT                             |
    +------------------------------+------------------------------+
    |            Public            |           Private            |
    +=============================================================+
    │                              .                              |
    │                    The Unified CCXT API                     |
    │                              .                              |
    |       loadMarkets            .           fetchBalance       |
    |       fetchMarkets           .            createOrder       |
    |       fetchCurrencies        .            cancelOrder       |
    |       fetchTicker            .             fetchOrder       |
    |       fetchTickers           .            fetchOrders       |
    |       fetchOrderBook         .        fetchOpenOrders       |
    |       fetchOHLCV             .      fetchClosedOrders       |
    |       fetchStatus            .          fetchMyTrades       |
    |       fetchTrades            .                deposit       |
    |                              .               withdraw       |
    │                              .                              |
    +=============================================================+
    │                              .                              |
    |                     Custom Exchange API                     |
    |         (Derived Classes And Their Implicit Methods)        |
    │                              .                              |
    |       publicGet...           .          privateGet...       |
    |       publicPost...          .         privatePost...       |
    |                              .          privatePut...       |
    |                              .       privateDelete...       |
    |                              .                   sign       |
    │                              .                              |
    +=============================================================+
    │                              .                              |
    |                      Base Exchange Class                    |
    │                              .                              |
    +=============================================================+

Full public and private HTTP REST APIs for all exchanges are implemented. WebSocket implementations in JavaScript, PHP, Python are available in CCXT Pro, which is a professional addon to CCXT with support for WebSocket streams.

Exchanges
Markets
Implicit API
Unified API
Public API
Private API
Error Handling
Troubleshooting
CCXT Pro

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Exchanges

Instantiation
Exchange Structure
Rate Limit

The CCXT library currently supports the following 103 cryptocurrency exchange markets and trading APIs:

logo	id	name	ver	type	certified	pro
	alpaca	Alpaca
	apex	Apex
	ascendex	AscendEX
	bequant	Bequant
	bigone	BigONE
	binance	Binance
	binancecoinm	Binance COIN-M
	binanceus	Binance US
	binanceusdm	Binance USDⓈ-M
	bingx	BingX
	bit2c	Bit2C
	bitbank	bitbank
	bitbns	Bitbns
	bitfinex	Bitfinex
	bitflyer	bitFlyer
	bitget	Bitget
	bithumb	Bithumb
	bitmart	BitMart
	bitmex	BitMEX
	bitopro	BitoPro
	bitrue	Bitrue
	bitso	Bitso
	bitstamp	Bitstamp
	bitteam	BIT.TEAM
	bittrade	BitTrade
	bitvavo	Bitvavo
	blockchaincom	Blockchain.com
	blofin	BloFin
	btcalpha	BTC-Alpha
	btcbox	BtcBox
	btcmarkets	BTC Markets
	btcturk	BTCTurk
	bybit	Bybit
	cex	CEX.IO
	coinbase	Coinbase Advanced
	coinbaseexchange	Coinbase Exchange
	coinbaseinternational	Coinbase International
	coincatch	CoinCatch
	coincheck	coincheck
	coinex	CoinEx
	coinlist	Coinlist
	coinmate	CoinMate
	coinmetro	Coinmetro
	coinone	CoinOne
	coinsph	Coins.ph
	coinspot	CoinSpot
	cryptocom	Crypto.com
	cryptomus	Cryptomus
	defx	Defx X
	delta	Delta Exchange
	deribit	Deribit
	derive	derive
	digifinex	DigiFinex
	ellipx	Ellipx
	exmo	EXMO
	fmfwio	FMFW.io
	gate	Gate.io
	gemini	Gemini
	hashkey	HashKey Global
	hitbtc	HitBTC
	hollaex	HollaEx
	htx	HTX
	hyperliquid	Hyperliquid
	independentreserve	Independent Reserve
	indodax	INDODAX
	kraken	Kraken
	krakenfutures	Kraken Futures
	kucoin	KuCoin
	kucoinfutures	KuCoin Futures
	latoken	Latoken
	lbank	LBank
	luno	luno
	mercado	Mercado Bitcoin
	mexc	MEXC Global
	modetrade	Mode Trade
	myokx	MyOKX (EEA)
	ndax	NDAX
	novadax	NovaDAX
	oceanex	OceanEx
	okcoin	OKCoin
	okx	OKX
	okxus	OKX (US)
	onetrading	One Trading
	oxfun	OXFUN
	p2b	p2b
	paradex	Paradex
	paymium	Paymium
	phemex	Phemex
	poloniex	Poloniex
	probit	ProBit
	timex	TimeX
	tokocrypto	Tokocrypto
	tradeogre	tradeogre
	upbit	Upbit
	vertex	Vertex
	wavesexchange	Waves.Exchange
	whitebit	WhiteBit
	woo	WOO X
	woofipro	WOOFI PRO
	xt	XT
	yobit	YoBit
	zaif	Zaif
	zonda	Zonda

Besides making basic market and limit orders, some exchanges offer margin trading (leverage), various derivatives (like futures contracts and options) and also have dark pools, OTC (over-the-counter trading), merchant APIs and much more.

Instantiation

To connect to an exchange and start trading you need to instantiate an exchange class from ccxt library.

To get the full list of ids of supported exchanges programmatically:

Javascript

const ccxt = require ('ccxt')
console.log (ccxt.exchanges)

Python

import ccxt
print (ccxt.exchanges)

PHP

include 'ccxt.php';
var_dump (\ccxt\Exchange::$exchanges);

An exchange can be instantiated like shown in the examples below:

Javascript

const ccxt = require ('ccxt')
let exchange = new ccxt.kraken () // default id
let kraken1 = new ccxt.kraken ({ id: 'kraken1' })
let kraken2 = new ccxt.kraken ({ id: 'kraken2' })
let id = 'coinbasepro'
let coinbasepro = new ccxt[id] ();

// from variable id
const exchangeId = 'binance'
    , exchangeClass = ccxt[exchangeId]
    , exchange = new exchangeClass ({
        'apiKey': 'YOUR_API_KEY',
        'secret': 'YOUR_SECRET',
    })

Python

import ccxt
exchange = ccxt.okcoin () # default id
okcoin1 = ccxt.okcoin ({ 'id': 'okcoin1' })
okcoin2 = ccxt.okcoin ({ 'id': 'okcoin2' })
id = 'btcchina'
btcchina = eval ('ccxt.%s ()' % id)
coinbasepro = getattr (ccxt, 'coinbasepro') ()

# from variable id
exchange_id = 'binance'
exchange_class = getattr(ccxt, exchange_id)
exchange = exchange_class({
    'apiKey': 'YOUR_API_KEY',
    'secret': 'YOUR_SECRET',
})

PHP

The ccxt library in PHP uses builtin UTC/GMT time functions, therefore you are required to set date.timezone in your php.ini or call date_default_timezone_set() function before using the PHP version of the library. The recommended timezone setting is "UTC".

// PHP
date_default_timezone_set('UTC');
include 'ccxt.php';
$bitfinex = new \ccxt\bitfinex(); // default id
$bitfinex1 = new \ccxt\bitfinex(array('id' => 'bitfinex1'));
$bitfinex2 = new \ccxt\bitfinex(array('id' => 'bitfinex2'));
$id = 'kraken';
$exchange = '\\ccxt\\' . $id;
$kraken = new $exchange();

// from variable id
$exchange_id = 'binance';
$exchange_class = "\\ccxt\\$exchange_id";
$exchange = new $exchange_class(array(
    'apiKey' => 'YOUR_API_KEY',
    'secret' => 'YOUR_SECRET',
));

Features

Major exchanges have the .features property available, where you can see what methods and functionalities are supported for each market-type (if any method is set to null/undefined it means method is "not supported" by the exchange)

this feature is currently a work in progress and might be incomplete, feel free to report any issues you find in it

const exchange = new ccxt.binance()
console.log(exchange.features);

// outputs like:
{
  spot: {
    sandbox: true, // whether testnet is supported
    createOrder: {
      triggerPrice: true,          // if trigger order is supported
      triggerPriceType: undefined, // if trigger price type is supported (last, mark, index)
      triggerDirection: false,     // if trigger direction is supported (up, down)
      stopLossPrice: true,         // if stop-loss order is supported (read "Stop Loss Orders" paragraph) 
      takeProfitPrice: true,       // if take-profit order is supported
      attachedStopLossTakeProfit: {       
        triggerPriceType: {
            last: true,
            mark: true,
            index: true,
        },
        price: true,               // whether 'limit' price can be used (instead of market order)
      },
      marginMode: true,            // if `marginMode` param is supported (cross, isolated)
      timeInForce: {               // supported TIF types
        GTC: true,
        IOC: true,
        FOK: true,
        PO: true,
        GTD: false
      },
      hedged: false,              // if `hedged` param is supported (true, false)
      leverage: false,            // if `leverage` param is supported (true, false)
      selfTradePrevention: true,  // if `selfTradePrevention` param is supported (true, false)
      trailing: true,             // if trailing order is supported
      iceberg: true,              // if iceberg order is supported
      marketBuyByCost: true,      // if creating market buy order is possible with `cost` param
      marketBuyRequiresPrice: true,// if creating market buy order (if 'cost' not used) requires `price` param to be set
    },
    createOrders: {
        'max': 50,              // if batch order creation is supported
    },
    fetchMyTrades: {
      limit: 1000,              // max limit per call
      daysBack: undefined,      // max historical period that can be accessed
      untilDays: 1              // if `until` param is supported, then this is permitted distance from `since`
    },
    fetchOrder: {
      marginMode: true,         // when supported, margin order should be fetched with this flag
      trigger: false,           // similar as above
      trailing: false           // similar as above
    },
    // other methods have similar properties
    fetchOpenOrders: {
      limit: undefined,
      marginMode: true,
      trigger: false,
      trailing: false
    },
    fetchOrders: {
      limit: 1000,
      daysBack: undefined,
      untilDays: 10000,
      marginMode: true,
      trigger: false,
      trailing: false
    },
    fetchClosedOrders: {
      limit: 1000,
      daysBackClosed: undefined, // max days-back for closed orders
      daysBackCanceled: undefined, // max days-back for canceled orders
      untilDays: 10000,
      marginMode: true,
      trigger: false,
      trailing: false
    },
    fetchOHLCV: {
      paginate: true,
      limit: 1000
    }
  },
  swap: {
    linear: { ... }, // similar to above dict
    inverse: { ... }, // similar to above dict
  }
  future: {
    linear: { ... }, // similar to above dict
    inverse: { ... }, // similar to above dict
  }
}

Overriding Exchange Properties Upon Instantiation

Most of exchange properties as well as specific options can be overrided upon exchange class instantiation or afterwards, like shown below:

Javascript

const exchange = new ccxt.binance ({
    'rateLimit': 10000, // unified exchange property
    'headers': {
        'YOUR_CUSTOM_HTTP_HEADER': 'YOUR_CUSTOM_VALUE',
    },
    'options': {
        'adjustForTimeDifference': true, // exchange-specific option
    }
})
exchange.options['adjustForTimeDifference'] = false

Python

exchange = ccxt.binance ({
    'rateLimit': 10000,  # unified exchange property
    'headers': {
        'YOUR_CUSTOM_HTTP_HEADER': 'YOUR_CUSTOM_VALUE',
    },
    'options': {
        'adjustForTimeDifference': True,  # exchange-specific option
    }
})
exchange.options['adjustForTimeDifference'] = False

PHP

$exchange_id = 'binance';
$exchange_class = "\\ccxt\\$exchange_id";
$exchange = new $exchange_class(array(
    'rateLimit' => 10000, // unified exchange property
    'headers' => array(
        'YOUR_CUSTOM_HTTP_HEADER' => 'YOUR_CUSTOM_VALUE',
    ),
    'options' => array(
        'adjustForTimeDifference' => true, // exchange-specific option
    ),
));
$exchange->options['adjustForTimeDifference'] = false;

Overriding Exchange Methods

In all CCXT-supported languages, you can override instance methods during runtime:

Javascript

const ex = new ccxt.binance ();
ex.fetch_ticker = function (symbol, params = {}) {
    // your codes go here
};
console.log (ex.fetch_ticker('BTC/USDT'));

Python

ex = ccxt.binance()
def my_overload(symbol, params = {}):
    # your codes go here

ex.fetch_ticker = my_overload
print(ex.fetch_ticker('BTC/USDT'))

PHP

$ex = new \ccxt\binance();
$ex->add_method('fetch_ticker', function($symbol, $params = []) {
    // your codes go here
});
var_dump($ex->call_method('fetch_ticker', ['BTC/USDT']));

Testnets And Sandbox Environments

Some exchanges also offer separate APIs for testing purposes that allows developers to trade virtual money for free and test out their ideas. Those APIs are called "testnets", "sandboxes" or "staging environments" (with virtual testing assets) as opposed to "mainnets" and "production environments" (with real assets). Most often a sandboxed API is a clone of a production API, so, it's literally the same API, except for the URL to the exchange server.

CCXT unifies that aspect and allows the user to switch to the exchange's sandbox (if supported by the underlying exchange). To switch to the sandbox one has to call the exchange.setSandboxMode (true) or exchange.set_sandbox_mode(true) immediately after creating the exchange before any other call!

Javascript

const exchange = new ccxt.binance (config)
exchange.setSandboxMode (true) // enable sandbox mode

Python

exchange = ccxt.binance(config)
exchange.set_sandbox_mode(True)  # enable sandbox mode

PHP

$exchange = new \ccxt\binance($config);
$exchange->set_sandbox_mode(true); // enable sandbox mode

The exchange.setSandboxMode (true) / exchange.set_sandbox_mode (True) has to be your first call immediately after creating the exchange (before any other calls)
To obtain the API keys to the sandbox the user has to register with the sandbox website of the exchange in question and create a sandbox keypair
Sandbox keys are not interchangeable with production keys!

Exchange Structure

Every exchange has a set of properties and methods, most of which you can override by passing an associative array of params to an exchange constructor. You can also make a subclass and override everything.

Here's an overview of generic exchange properties with values added for example:

{
    'id':   'exchange'                   // lowercase string exchange id
    'name': 'Exchange'                   // human-readable string
    'countries': [ 'US', 'CN', 'EU' ],   // array of ISO country codes
    'urls': {
        'api': 'https://api.example.com/data',  // string or dictionary of base API URLs
        'www': 'https://www.example.com'        // string website URL
        'doc': 'https://docs.example.com/api',  // string URL or array of URLs
    },
    'version':         'v1',             // string ending with digits
    'api':             { ... },          // dictionary of api endpoints
    'has': {                             // exchange capabilities
        'CORS': false,
        'cancelOrder': true,
        'createDepositAddress': false,
        'createOrder': true,
        'fetchBalance': true,
        'fetchCanceledOrders': false,
        'fetchClosedOrder': false,
        'fetchClosedOrders': false,
        'fetchCurrencies': false,
        'fetchDepositAddress': false,
        'fetchMarkets': true,
        'fetchMyTrades': false,
        'fetchOHLCV': false,
        'fetchOpenOrder': false,
        'fetchOpenOrders': false,
        'fetchOrder': false,
        'fetchOrderBook': true,
        'fetchOrders': false,
        'fetchStatus': 'emulated',
        'fetchTicker': true,
        'fetchTickers': false,
        'fetchBidsAsks': false,
        'fetchTrades': true,
        'withdraw': false,
    },
    'timeframes': {                      // empty if the exchange.has['fetchOHLCV'] !== true
        '1m': '1minute',
        '1h': '1hour',
        '1d': '1day',
        '1M': '1month',
        '1y': '1year',
    },
    'timeout':           10000,          // number in milliseconds
    'rateLimit':         2000,           // number in milliseconds
    'userAgent':        'ccxt/1.1.1 ...' // string, HTTP User-Agent header
    'verbose':           false,          // boolean, output error details
    'markets':          { ... }          // dictionary of markets/pairs by symbol
    'symbols':          [ ... ]          // sorted list of string symbols (traded pairs)
    'currencies':       { ... }          // dictionary of currencies by currency code
    'markets_by_id':    { ... },         // dictionary of array of dictionaries (markets) by id
    'currencies_by_id': { ... },         // dictionary of dictionaries (markets) by id
    'apiKey':   '92560ffae9b8a0421...',  // string public apiKey (ASCII, hex, Base64, ...)
    'secret':   '9aHjPmW+EtRRKN/Oi...'   // string private secret key
    'password': '6kszf4aci8r',           // string password
    'uid':      '123456',                // string user id
    'options':          { ... },         // exchange-specific options
    // ... other properties here ...
}

Exchange Properties

Below is a detailed description of each of the base exchange properties:

id: Each exchange has a default id. The id is not used for anything, it's a string literal for user-land exchange instance identification purposes. You can have multiple links to the same exchange and differentiate them by ids. Default ids are all lowercase and correspond to exchange names.
name: This is a string literal containing the human-readable exchange name.
countries: An array of string literals of 2-symbol ISO country codes, where the exchange is operating from.
urls['api']: The single string literal base URL for API calls or an associative array of separate URLs for private and public APIs.
urls['www']: The main HTTP website URL.
urls['doc']: A single string URL link to original documentation for exchange API on their website or an array of links to docs.
version: A string literal containing version identifier for current exchange API. The ccxt library will append this version string to the API Base URL upon each request. You don't have to modify it, unless you are implementing a new exchange API. The version identifier is a usually a numeric string starting with a letter 'v' in some cases, like v1.1. Do not override it unless you are implementing your own new crypto exchange class.
api: An associative array containing a definition of all API endpoints exposed by a crypto exchange. The API definition is used by ccxt to automatically construct callable instance methods for each available endpoint.
has: This is an associative array of exchange capabilities (e.g fetchTickers, fetchOHLCV or CORS).
timeframes: An associative array of timeframes, supported by the fetchOHLCV method of the exchange. This is only populated when has['fetchOHLCV'] property is true.
timeout: A timeout in milliseconds for a request-response roundtrip (default timeout is 10000 ms = 10 seconds). If the response is not received in that time, the library will throw an RequestTimeout exception. You can leave the default timeout value or set it to a reasonable value. Hanging forever with no timeout is not your option, for sure. You don't have to override this option in general case.
rateLimit: A request rate limit in milliseconds. Specifies the required minimal delay between two consequent HTTP requests to the same exchange. The built-in rate-limiter is enabled by default and can be turned off by setting the enableRateLimit property to false.
enableRateLimit: A boolean (true/false) value that enables the built-in rate limiter and throttles consecutive requests. This setting is true (enabled) by default. The user is required to implement own rate limiting or leave the built-in rate limiter enabled to avoid being banned from the exchange.
userAgent: An object to set HTTP User-Agent header to. The ccxt library will set its User-Agent by default. Some exchanges may not like it. If you are having difficulties getting a reply from an exchange and want to turn User-Agent off or use the default one, set this value to false, undefined, or an empty string. The value of userAgent may be overrided by HTTP headers property below.
headers: An associative array of HTTP headers and their values. Default value is empty {}. All headers will be prepended to all requests. If the User-Agent header is set within headers, it will override whatever value is set in the userAgent property above.
verbose: A boolean flag indicating whether to log HTTP requests to stdout (verbose flag is false by default). Python people have an alternative way of DEBUG logging with a standard pythonic logger, which is enabled by adding these two lines to the beginning of their code:
```
import logging
logging.basicConfig(level=logging.DEBUG)
```
markets: An associative array of markets indexed by common trading pairs or symbols. Markets should be loaded prior to accessing this property. Markets are unavailable until you call the loadMarkets() / load_markets() method on exchange instance.
symbols: A non-associative array (a list) of symbols available with an exchange, sorted in alphabetical order. These are the keys of the markets property. Symbols are loaded and reloaded from markets. This property is a convenient shorthand for all market keys.
currencies: An associative array (a dict) of currencies by codes (usually 3 or 4 letters) available with an exchange. Currencies are loaded and reloaded from markets.
markets_by_id: An associative array of arrays of markets indexed by exchange-specific ids. Typically a length one array unless there are multiple markets with the same marketId. Markets should be loaded prior to accessing this property.
apiKey: This is your public API key string literal. Most exchanges require API keys setup.
secret: Your private secret API key string literal. Most exchanges require this as well together with the apiKey.
password: A string literal with your password/phrase. Some exchanges require this parameter for trading, but most of them don't.
uid: A unique id of your account. This can be a string literal or a number. Some exchanges also require this for trading, but most of them don't.
requiredCredentials: A unified associative dictionary that shows which of the above API credentials are required for sending private API calls to the underlying exchange (an exchange may require a specific set of keys).
options: An exchange-specific associative dictionary containing special keys and options that are accepted by the underlying exchange and supported in CCXT.
precisionMode: The exchange decimal precision counting mode, read more about Precision And Limits
For proxies - proxyUrl, httpUrl, httpsUrl, socksProxy, wsProxy, wssProxy, wsSocksProxy : An url of specific proxy. Read details in Proxy section.

See this section on Overriding exchange properties.

Exchange Metadata

has: An assoc-array containing flags for exchange capabilities, including the following:

'has': {

    'CORS': false,  // has Cross-Origin Resource Sharing enabled (works from browser) or not

    // unified methods availability flags (can be true, false, or 'emulated'):

    'cancelOrder': true,
    'createDepositAddress': false,
    'createOrder': true,
    'fetchBalance': true,
    'fetchCanceledOrders': false,
    'fetchClosedOrder': false,
    'fetchClosedOrders': false,
    'fetchCurrencies': false,
    'fetchDepositAddress': false,
    'fetchMarkets': true,
    'fetchMyTrades': false,
    'fetchOHLCV': false,
    'fetchOpenOrder': false,
    'fetchOpenOrders': false,
    'fetchOrder': false,
    'fetchOrderBook': true,
    'fetchOrders': false,
    'fetchStatus': 'emulated',
    'fetchTicker': true,
    'fetchTickers': false,
    'fetchBidsAsks': false,
    'fetchTrades': true,
    'withdraw': false,
    ...
}

The meaning of each flag showing availability of this or that method is:

a value of undefined / None / null means the method is not currently implemented in ccxt (either ccxt has not unified it yet or the method isn't natively available from the exchange API)
boolean false specifically means that the endpoint isn't natively available from the exchange API
boolean true means the endpoint is natively available from the exchange API and unified in the ccxt library
'emulated' string means the endpoint isn't natively available from the exchange API but reconstructed (as much as possible) by the ccxt library from other available true-methods

For a complete list of all exchages and their supported methods, please, refer to this example: https://github.com/ccxt/ccxt/blob/master/examples/js/exchange-capabilities.js

Rate Limit

Exchanges usually impose what is called a rate limit. Exchanges will remember and track your user credentials and your IP address and will not allow you to query the API too frequently. They balance their load and control traffic congestion to protect API servers from (D)DoS and misuse.

WARNING: Stay under the rate limit to avoid ban!

Most exchanges allow up to 1 or 2 requests per second. Exchanges may temporarily restrict your access to their API or ban you for some period of time if you are too aggressive with your requests.

The exchange.rateLimit property is set to a safe default which is sub-optimal. Some exchanges may have varying rate limits for different endpoints. It is up to the user to tweak rateLimit according to application-specific purposes.

The CCXT library has a built-in experimental rate-limiter that will do the necessary throttling in background transparently to the user. WARNING: users are responsible for at least some type of rate-limiting: either by implementing a custom algorithm or by doing it with the built-in rate-limiter..

You can turn on/off the built-in rate-limiter with .enableRateLimit property, like so:

Javascript

// enable built-in rate limiting upon instantiation of the exchange
const exchange = new ccxt.bitfinex ({
    // 'enableRateLimit': true, // enabled by default
})

// or switch the built-in rate-limiter on or off later after instantiation
exchange.enableRateLimit = true // enable
exchange.enableRateLimit = false // disable

Python

# enable built-in rate limiting upon instantiation of the exchange
exchange = ccxt.bitfinex({
    # 'enableRateLimit': True,  # enabled by default
})

# or switch the built-in rate-limiter on or off later after instantiation
exchange.enableRateLimit = True  # enable
exchange.enableRateLimit = False  # disable

PHP

// enable built-in rate limiting upon instantiation of the exchange
$exchange = new \ccxt\bitfinex (array (
    // 'enableRateLimit' => true, // enabled by default
));

// or switch the built-in rate-limiter on or off later after instantiation
$exchange->enableRateLimit = true; // enable
$exchange->enableRateLimit = false; // disable

In case your calls hit a rate limit or get nonce errors, the ccxt library will throw an InvalidNonce exception, or, in some cases, one of the following types:

DDoSProtection
ExchangeNotAvailable
ExchangeError
InvalidNonce

A later retry is usually enough to handle that.

Notes On Rate Limiter

One Rate Limiter Per Each Exchange Instance

The rate limiter is a property of the exchange instance, in other words, each exchange instance has its own rate limiter that is not aware of the other instances. In many cases the user should reuse the same exchange instance throughout the program. Do not use multiple instances of the same exchange with the same API keypair from the same IP address.

// DO NOT DO THIS!

const binance1 = new ccxt.binance ()
const binance2 = new ccxt.binance ()
const binance3 = new ccxt.binance ()

while (true) {
    const result = await Promise.all ([
        binance1.fetchOrderBook ('BTC/USDT'),
        binance2.fetchOrderBook ('ETH/USDT'),
        binance3.fetchOrderBook ('ETH/BTC'),
    ])
    console.log (result)
}

Reuse the exchange instance as much as possible as shown below:

// DO THIS INSTEAD:

const binance = new ccxt.binance ()

while (true) {
    const result = await Promise.all ([
        binance.fetchOrderBook ('BTC/USDT'),
        binance.fetchOrderBook ('ETH/USDT'),
        binance.fetchOrderBook ('ETH/BTC'),
    ])
    console.log (result)
}

Since the rate limiter belongs to the exchange instance, destroying the exchange instance will destroy the rate limiter as well. Among the most common pitfalls with the rate limiting is creating and dropping the exchange instance over and over again. If in your program you are creating and destroying the exchange instance (say, inside a function that is called multiple times), then you are effectively resetting the rate limiter over and over and that will eventually break the rate limits. If you are recreating the exchange instance every time instead of reusing it, CCXT will try to load the markets every time. Therefore, you will force-load the markets over and over as explained in the Loading Markets section. Abusing the markets endpoint will eventually break the rate limiter as well.

// DO NOT DO THIS!

async function tick () {
    const exchange = new ccxt.binance ()
    const response = await exchange.fetchOrderBook ('BTC/USDT')
    // ... some processing here ...
    return response
}

while (true) {
    const result = await tick ()
    console.log (result)
}

Do not break this rule unless you really understand the inner workings of the rate-limiter and you are 100% sure you know what you're doing. In order to stay safe always reuse the exchange instance throughout your functions and methods callchain like shown below:

// DO THIS INSTEAD:

async function tick (exchange) {
    const response = await exchange.fetchOrderBook ('BTC/USDT')
    // ... some processing here ...
    return response
}

const exchange = new ccxt.binance ()
while (true) {
    const result = await tick (exchange)
    console.log (result)
}

DDoS Protection By Cloudflare / Incapsula

Some exchanges are DDoS-protected by Cloudflare or Incapsula. Your IP can get temporarily blocked during periods of high load. Sometimes they even restrict whole countries and regions. In that case their servers usually return a page that states a HTTP 40x error or runs an AJAX test of your browser / captcha test and delays the reload of the page for several seconds. Then your browser/fingerprint is granted access temporarily and gets added to a whitelist or receives a HTTP cookie for further use.

The most common symptoms for a DDoS protection problem, rate-limiting problem or for a location-based filtering issue:

Getting RequestTimeout exceptions with all types of exchange methods
Catching ExchangeError or ExchangeNotAvailable with HTTP error codes 400, 403, 404, 429, 500, 501, 503, etc..
Having DNS resolving issues, SSL certificate issues and low-level connectivity issues
Getting a template HTML page instead of JSON from the exchange

If you encounter DDoS protection errors and cannot reach a particular exchange then:

use a proxy (this is less responsive, though)
ask the exchange support to add you to a whitelist
try an alternative IP within a different geographic region
run your software in a distributed network of servers
run your software in close proximity to the exchange (same country, same city, same datacenter, same server rack, same server)
...

Markets

Currency Structure
Market Structure
Precision And Limits
Loading Markets
Symbols And Market Ids
Market Cache Force Reload

Each exchange is a place for trading some kinds of valuables. The exchanges may use differing terms to call them: "a currency", "an asset", "a coin", "a token", "stock", "commodity", "crypto", "fiat", etc. A place for trading one asset for another is usually called "a market", "a symbol", "a trading pair", "a contract", etc.

In terms of the ccxt library, every exchange offers multiple markets within itself. Each market is defined by two or more currencies. The set of markets differs from exchange to exchange opening possibilities for cross-exchange and cross-market arbitrage.

Currency Structure

{
    'id':       'btc',       // string literal for referencing within an exchange
    'code':     'BTC',       // uppercase unified string literal code of the currency
    'name':     'Bitcoin',   // string, human-readable name, if specified
    'active':    true,       // boolean, currency status (tradeable and withdrawable)
    'fee':       0.123,      // withdrawal fee, flat
    'precision': 8,          // number of decimal digits "after the dot" (depends on exchange.precisionMode)
    'deposit':   true        // boolean, deposits are available
    'withdraw':  true        // boolean, withdraws are available
    'limits': {              // value limits when placing orders on this market
        'amount': {
            'min': 0.01,     // order amount should be > min
            'max': 1000,     // order amount should be < max
        },
        'withdraw': { ... }, // withdrawal limits
        'deposit': {...},
    },
    'networks': {...}        // network structures indexed by unified network identifiers (ERC20, TRC20, BSC, etc)
    'info': { ... },         // the original unparsed currency info from the exchange
}

Each currency is an associative array (aka dictionary) with the following keys:

id. The string or numeric ID of the currency within the exchange. Currency ids are used inside exchanges internally to identify coins during the request/response process.
code. An uppercase string code representation of a particular currency. Currency codes are used to reference currencies within the ccxt library (explained below).
name. A human-readable name of the currency (can be a mix of uppercase & lowercase characters).
fee. The withdrawal fee value as specified by the exchange. In most cases it means a flat fixed amount paid in the same currency. If the exchnange does not specify it via public endpoints, the fee can be undefined/None/null or missing.
active. A boolean indicating whether trading or funding (depositing or withdrawing) for this currency is currently possible, more about it here: active status.
info. An associative array of non-common market properties, including fees, rates, limits and other general market information. The internal info array is different for each particular market, its contents depend on the exchange.
precision. Precision accepted in values by exchanges upon referencing this currency. The value of this property depends on exchange.precisionMode.
limits. The minimums and maximums for amounts (volumes), withdrawals and deposits.

Network Structure

{
    'id':       'tron',         // string literal for referencing within an exchange
    'network':  'TRC20'         // unified network
    'name':     'Tron Network', // string, human-readable name, if specified
    'active':    true,          // boolean, currency status (tradeable and withdrawable)
    'fee':       0.123,         // withdrawal fee, flat
    'precision': 8,             // number of decimal digits "after the dot" (depends on exchange.precisionMode)
    'deposit':   true           // boolean, deposits are available
    'withdraw':  true           // boolean, withdraws are available
    'limits': {                 // value limits when placing orders on this market
        'amount': {
            'min': 0.01,        // order amount should be > min
            'max': 1000,        // order amount should be < max
        },
        'withdraw': { ... },    // withdrawal limits
        'deposit': {...},       // deposit limits
    },
    'info': { ... },            // the original unparsed currency info from the exchange
}

Each network is an associative array (aka dictionary) with the following keys:

id. The string or numeric ID of the network within the exchange. Network ids are used inside exchanges internally to identify networks during the request/response process.
network. An uppercase string representation of a particular network. Networks are used to reference networks within the ccxt library.
name. A human-readable name of the network (can be a mix of uppercase & lowercase characters).
fee. The withdrawal fee value as specified by the exchange. In most cases it means a flat fixed amount paid in the same currency. If the exchnange does not specify it via public endpoints, the fee can be undefined/None/null or missing.
active. A boolean indicating whether trading or funding (depositing or withdrawing) for this currency is currently possible, more about it here: active status.
info. An associative array of non-common market properties, including fees, rates, limits and other general market information. The internal info array is different for each particular market, its contents depend on the exchange.
precision. Precision accepted in values by exchanges upon referencing this currency. The value of this property depends on exchange.precisionMode.
limits. The minimums and maximums for amounts (volumes), withdrawals and deposits.

Market Structure

{
    'id':      'btcusd',      // string literal for referencing within an exchange
    'symbol':  'BTC/USD',     // uppercase string literal of a pair of currencies
    'base':    'BTC',         // uppercase string, unified base currency code, 3 or more letters
    'quote':   'USD',         // uppercase string, unified quote currency code, 3 or more letters
    'baseId':  'btc',         // any string, exchange-specific base currency id
    'quoteId': 'usd',         // any string, exchange-specific quote currency id
    'active':   true,         // boolean, market status
    'type':    'spot',        // spot for spot, future for expiry futures, swap for perpetual swaps, 'option' for options
    'spot':     true,         // whether the market is a spot market
    'margin':   true,         // whether the market is a margin market
    'future':   false,        // whether the market is a expiring future
    'swap':     false,        // whether the market is a perpetual swap
    'option':   false,        // whether the market is an option contract
    'contract': false,        // whether the market is a future, a perpetual swap, or an option
    'settle':   'USDT',       // the unified currency code that the contract will settle in, only set if `contract` is true
    'settleId': 'usdt',       // the currencyId of that the contract will settle in, only set if `contract` is true
    'contractSize': 1,        // the size of one contract, only used if `contract` is true
    'linear':   true,         // the contract is a linear contract (settled in quote currency)
    'inverse':  false,        // the contract is an inverse contract (settled in base currency)
    'expiry':  1641370465121, // the unix expiry timestamp in milliseconds, undefined for everything except market['type'] `future`
    'expiryDatetime': '2022-03-26T00:00:00.000Z', // The datetime contract will in iso8601 format
    'strike': 4000,           // price at which a put or call option can be exercised
    'optionType': 'call',     // call or put string, call option represents an option with the right to buy and put an option with the right to sell
    // note, 'taker' and 'maker' compose extended data for markets, however it might be better to use `fetchTradingFees` for more accuracy
    'taker':    0.002,        // taker fee rate, 0.002 = 0.2%
    'maker':    0.0016,       // maker fee rate, 0.0016 = 0.16%
    'percentage': true,       // whether the taker and maker fee rate is a multiplier or a fixed flat amount
    'tierBased': false,       // whether the fee depends on your trading tier (your trading volume)
    'feeSide': 'get',         // string literal can be 'get', 'give', 'base', 'quote', 'other'
    'precision': {            // number of decimal digits "after the dot"
        'price': 8,           // integer or float for TICK_SIZE roundingMode, might be missing if not supplied by the exchange
        'amount': 8,          // integer, might be missing if not supplied by the exchange
        'cost': 8,            // integer, very few exchanges actually have it
    },
    'limits': {               // value limits when placing orders on this market
        'amount': {
            'min': 0.01,      // order amount should be > min
            'max': 1000,      // order amount should be < max
        },
        'price': { ... },     // same min/max limits for the price of the order
        'cost':  { ... },     // same limits for order cost = price * amount
        'leverage': { ... },  // same min/max limits for the leverage of the order
    },
    'marginModes': {
        'cross': false,       // whether pair supports cross-margin trading
        'isolated': false,    // whether pair supports isolated-margin trading
    },
    'info':      { ... },     // the original unparsed market info from the exchange
}

Each market is an associative array (aka dictionary) with the following keys:

id. The string or numeric ID of the market or trade instrument within the exchange. Market ids are used inside exchanges internally to identify trading pairs during the request/response process.
symbol. An uppercase string code representation of a particular trading pair or instrument. This is usually written as BaseCurrency/QuoteCurrency with a slash as in BTC/USD, LTC/CNY or ETH/EUR, etc. Symbols are used to reference markets within the ccxt library (explained below).
base. A unified uppercase string code of base fiat or crypto currency. This is the standardized currency code that is used to refer to that currency or token throughout CCXT and throughout the Unified CCXT API, it's the language that CCXT understands.
quote. A unified uppercase string code of quoted fiat or crypto currency.
baseId. An exchange-specific id of the base currency for this market, not unified. Can be any string, literally. This is communicated to the exchange using the language the exchange understands.
quoteId. An exchange-specific id of the quote currency, not unified.
active. A boolean indicating whether or not trading this market is currently possible, more about it here: active status.
maker. Float, 0.0015 = 0.15%. Maker fees are paid when you provide liquidity to the exchange i.e. you market-make an order and someone else fills it. Maker fees are usually lower than taker fees. Fees can be negative, this is very common amongst derivative exchanges. A negative fee means the exchange will pay a rebate (reward) to the user for trading this market (note, 'taker' and 'maker' publicly available fees, not taking into consideration your vip-level/volume/etc. Use fetchTradingFees to get the fees specific to your account).
taker. Float, 0.002 = 0.2%. Taker fees are paid when you take liquidity from the exchange and fill someone else's order.
percentage. A boolean true/false value indicating whether taker and maker are multipliers or fixed flat amounts.
tierBased. A boolean true/false value indicating whether the fee depends on your trading tier (usually, your traded volume over a period of time).
info. An associative array of non-common market properties, including fees, rates, limits and other general market information. The internal info array is different for each particular market, its contents depend on the exchange.
precision. Precision accepted in order values by exchanges upon order placement for price, amount and cost. (The value inside this property depend on the exchange.precisionMode).
limits. The minimums and maximums for prices, amounts (volumes) and costs (where cost = price * amount).
optionType. The type of the option, call option represents an option with the right to buy and put an option with the right to sell.
strike. Price at which an option can be bought or sold when it is exercised.

Active Status

The active flag is typically used in currencies and markets. The exchanges might put a slightly different meaning into it. If a currency is inactive, most of the time all corresponding tickers, orderbooks and other related endpoints return empty responses, all zeroes, no data or outdated information. The user should check if the currency is active and reload markets periodically.

Note: the false value for the active property doesn't always guarantee that all of the possible features like trading, withdrawing or depositing are disabled on the exchange. Likewise, neither the true value guarantees that all those features are enabled on the exchange. Check the underlying exchanges' documentation and the code in CCXT for the exact meaning of the active flag for this or that exchange. This flag is not yet supported or implemented by all markets and may be missing.

WARNING! The information about the fee is experimental, unstable and may be partial or not available at all.

Precision And Limits

Do not confuse limits with precision! Precision has nothing to do with min limits. A precision of 0.01 does not necessarily mean that a minimum limit for market is 0.01. The opposite is also true: a min limit of 0.01 does not necessarily mean a precision is 0.01.

Examples:

market['limits']['amount']['min'] == 0.05 &&
market['precision']['amount'] == 0.0001 &&
market['precision']['price'] == 0.01

The amount value should be >= 0.05:

+ good: 0.05, 0.051, 0.0501, 0.0502, ..., 0.0599, 0.06, 0.0601, ...
- bad: 0.04, 0.049, 0.0499

Precision of the amount should be up to 4 digits after dot (0.0001):

+ good: 0.05, 0.0501, ..., 0.06, ..., 0.0719, ...
- bad: 0.05001, 0.05000, 0.06001

Precision of the price should be up to 2 digits after dot (0.01):

+ good: 1.6, 1.61, 123.01, ..., 1234.56, ...
- bad: 1.601, ..., 123.012, ..., 1234.567

(market['precision']['amount'] == -1)

A negative precision might only theoretically happen if exchange's precisionMode is SIGNIFICANT_DIGIT or DECIMAL_PRECISION. It means that the amount should be an integer multiple of 10 (to the absolute power specified):
```
+ good: 10, 50, ..., 110, ... 1230, ..., 1000000, ..., 1234560, ...
- bad: 9.5, ... 10.1, ..., 11, ... 200.71, ...
```
In case of -2 the acceptable values would be multiple of 100 (e.g. 100, 200, ... ), and so on.

Precision Mode

Supported precision modes in exchange['precisionMode'] are:

TICK_SIZE – almost all exchanges use this precision mode. In this mode, the numbers in market_or_currency['precision'] designate the minimal precision fractions (floats) for rounding or truncating.
SIGNIFICANT_DIGITS – counts non-zero digits only, some exchanges (bitfinex and maybe a few other) implement this mode of counting decimals. With this mode of precision, the numbers in market_or_currency['precision'] designate the Nth place of the last significant (non-zero) decimal digit after the dot.
DECIMAL_PLACES (DEPRECATED, CCXT no longer uses this mode anywhere) – counts all digits. With this mode of precision, the numbers in market_or_currency['precision'] designate the number of decimal digits after the dot for further rounding or truncation.

Notes On Precision And Limits

The user is required to stay within all limits and precision! The values of the order should satisfy the following conditions:

Order amount >= limits['amount']['min']
Order amount <= limits['amount']['max']
Order price >= limits['price']['min']
Order price <= limits['price']['max']
Order cost (amount * price) >= limits['cost']['min']
Order cost (amount * price) <= limits['cost']['max']
Precision of amount must be <= precision['amount']
Precision of price must be <= precision['price']

The above values can be missing with some exchanges that don't provide info on limits from their API or don't have it implemented yet.

Methods For Formatting Decimals

Each exchange has its own rounding, counting and padding modes.

Supported rounding modes are:

ROUND – will round the last decimal digits to precision
TRUNCATE– will cut off the digits after certain precision

The decimal precision counting mode is available in the exchange.precisionMode property.

Padding Mode

Supported padding modes are:

NO_PADDING – default for most cases
PAD_WITH_ZERO – appends zero characters up to precision

Formatting To Precision

Most of the time the user does not have to take care of precision formatting, since CCXT will handle that for the user when the user places orders or sends withdrawal requests, if the user follows the rules as described on Precision And Limits. However, in some cases precision-formatting details may be important, so the following methods may be useful in the userland.

The exchange base class contains the decimalToPrecision method to help format values to the required decimal precision with support for different rounding, counting and padding modes.

Javascript

function decimalToPrecision (x, roundingMode, numPrecisionDigits, countingMode = DECIMAL_PLACES, paddingMode = NO_PADDING)

Python

# WARNING! The `decimal_to_precision` method is susceptible to getcontext().prec!
def decimal_to_precision(n, rounding_mode=ROUND, precision=None, counting_mode=DECIMAL_PLACES, padding_mode=NO_PADDING):

PHP

function decimalToPrecision ($x, $roundingMode = ROUND, $numPrecisionDigits = null, $countingMode = DECIMAL_PLACES, $paddingMode = NO_PADDING)

For examples of how to use the decimalToPrecision to format strings and floats, please, see the following files:

Python WARNING! The decimal_to_precision method is susceptible to getcontext().prec!

For users' convenience CCXT base exchange class also implements the following methods:

Javascript

function amountToPrecision (symbol, amount)
function priceToPrecision (symbol, price)
function costToPrecision (symbol, cost)
function currencyToPrecision (code, amount)

Python

def amount_to_precision (symbol, amount):
def price_to_precision (symbol, price):
def cost_to_precision (symbol, cost):
def currency_to_precision (code, amount):

PHP

function amount_to_precision($symbol, $amount)
function price_to_precision($symbol, $price)
function cost_to_precision($symbol, $cost)
function currency_to_precision($code, $amount)

Every exchange has its own precision settings, the above methods will help format those values according to exchange-specific precision rules, in a way that is portable and agnostic of the underlying exchange. In order to make that possible, markets and currencies have to be loaded prior to formatting any values.

Make sure to load the markets with exchange.loadMarkets() before calling these methods!

For example:

Javascript

await exchange.loadMarkets ()
const symbol = 'BTC/USDT'
const amount = 1.2345678 // amount in base currency BTC
const price = 87654.321 // price in quote currency USDT
const formattedAmount = exchange.amountToPrecision (symbol, amount)
const formattedPrice = exchange.priceToPrecision (symbol, price)
console.log (formattedAmount, formattedPrice)

Python

exchange.load_markets()
symbol = 'BTC/USDT'
amount = 1.2345678  # amount in base currency BTC
price = 87654.321  # price in quote currency USDT
formatted_amount = exchange.amount_to_precision(symbol, amount)
formatted_price = exchange.price_to_precision(symbol, price)
print(formatted_amount, formatted_price)

PHP

$exchange->load_markets();
$symbol = 'BTC/USDT';
$amount = 1.2345678;  // amount in base currency BTC
$price = 87654.321; // price in quote currency USDT
$formatted_amount = $exchange->amount_to_precision($symbol, $amount);
$formatted_price = $exchange->price_to_precision($symbol, $price);
echo $formatted_amount, " ", $formatted_price, "\n";

More practical examples that describe the behavior of exchange.precisionMode:

// case A
exchange.precisionMode = ccxt.DECIMAL_PLACES
market = exchange.market (symbol)
market['precision']['amount'] === 8 // up to 8 decimals after the dot
exchange.amountToPrecision (symbol, 0.123456789) === 0.12345678
exchange.amountToPrecision (symbol, 0.0000000000123456789) === 0.0000000 === 0.0

// case B
exchange.precisionMode = ccxt.TICK_SIZE
market = exchange.market (symbol)
market['precision']['amount'] === 0.00000001 // up to 0.00000001 precision
exchange.amountToPrecision (symbol, 0.123456789) === 0.12345678
exchange.amountToPrecision (symbol, 0.0000000000123456789) === 0.00000000 === 0.0

// case C
exchange.precisionMode = ccxt.SIGNIFICANT_DIGITS
market = exchange.market (symbol)
market['precision']['amount'] === 8 // up to 8 significant non-zero digits
exchange.amountToPrecision (symbol, 0.0000000000123456789) === 0.000000000012345678
exchange.amountToPrecision (symbol, 123.4567890123456789) === 123.45678

Loading Markets

In most cases you are required to load the list of markets and trading symbols for a particular exchange prior to accessing other API methods. If you forget to load markets the ccxt library will do that automatically upon your first call to the unified API. It will send two HTTP requests, first for markets and then the second one for other data, sequentially. For that reason, your first call to a unified CCXT API method like fetchTicker, fetchBalance, etc will take more time, than the consequent calls, since it has to do more work loading the market information from the exchange API. See Notes On Rate Limiter for more details.

In order to load markets manually beforehand call the loadMarkets () / load_markets () method on an exchange instance. It returns an associative array of markets indexed by trading symbol. If you want more control over the execution of your logic, preloading markets by hand is recommended.

Javascript

(async () => {
    let kraken = new ccxt.kraken ()
    let markets = await kraken.loadMarkets ()
    console.log (kraken.id, markets)
}) ()

Python

okcoin = ccxt.okcoin()
markets = okcoin.load_markets()
print(okcoin.id, markets)

PHP

$id = 'huobipro';
$exchange = '\\ccxt\\' . $id;
$huobipro = new $exchange();
$markets = $huobipro->load_markets();
var_dump($huobipro->id, $markets);

Apart from the market info, the loadMarkets() call will also load the currencies from the exchange and will cache the info in the .markets and the .currencies properties respectively.

The user can also bypass the cache and call unified methods for fetching that information from the exchange endpoints directly, fetchMarkets() and fetchCurrencies(), though using these methods is not recommended for end-users. The recommended way to preload markets is by calling the loadMarkets() unified method. However, new exchange integrations are required to implement these methods if the underlying exchange has the corresponding API endpoints.

Symbols And Market Ids

A currency code is a code of three to five letters, like BTC, ETH, USD, GBP, CNY, JPY, DOGE, RUB, ZEC, XRP, XMR, etc. Some exchanges have exotic currencies with longer codes.

A symbol is usually an uppercase string literal name of a pair of traded currencies with a slash in between. The first currency before the slash is usually called base currency, and the one after the slash is called quote currency. Examples of a symbol are: BTC/USD, DOGE/LTC, ETH/EUR, DASH/XRP, BTC/CNY, ZEC/XMR, ETH/JPY.

Market ids are used during the REST request-response process to reference trading pairs within exchanges. The set of market ids is unique per exchange and cannot be used across exchanges. For example, the BTC/USD pair/market may have different ids on various popular exchanges, like btcusd, BTCUSD, XBTUSD, btc/usd, 42 (numeric id), BTC/USD, Btc/Usd, tBTCUSD, XXBTZUSD. You don't need to remember or use market ids, they are there for internal HTTP request-response purposes inside exchange implementations.

The ccxt library abstracts uncommon market ids to symbols, standardized to a common format. Symbols aren't the same as market ids. Every market is referenced by a corresponding symbol. Symbols are common across exchanges which makes them suitable for arbitrage and many other things.

Sometimes the user might notice a symbol like 'XBTM18' or '.XRPUSDM20180101' or some other "exotic/rare symbols". The symbol is not required to have a slash or to be a pair of currencies. The string in the symbol really depends on the type of the market (whether it is a spot market or a futures market, a darkpool market or an expired market, etc). Attempting to parse the symbol string is highly discouraged, one should not rely on the symbol format, it is recommended to use market properties instead.

Market structures are indexed by symbols and ids. The base exchange class also has builtin methods for accessing markets by symbols. Most API methods require a symbol to be passed in their first argument. You are often required to specify a symbol when querying current prices, making orders, etc.

Most of the time users will be working with market symbols. You will get a standard userland exception if you access non-existent keys in these dicts.

Methods For Markets And Currencies

Javascript

(async () => {

    console.log (await exchange.loadMarkets ())

    let btcusd1 = exchange.markets['BTC/USD']     // get market structure by symbol
    let btcusd2 = exchange.market ('BTC/USD')     // same result in a slightly different way

    let btcusdId = exchange.marketId ('BTC/USD')  // get market id by symbol

    let symbols = exchange.symbols                // get an array of symbols
    let symbols2 = Object.keys (exchange.markets) // same as previous line

    console.log (exchange.id, symbols)            // print all symbols

    let currencies = exchange.currencies          // a dictionary of currencies

    let bitfinex = new ccxt.bitfinex ()
    await bitfinex.loadMarkets ()

    bitfinex.markets['BTC/USD']                   // symbol → market (get market by symbol)
    bitfinex.markets_by_id['XRPBTC'][0]           // id → market (get market by id)

    bitfinex.markets['BTC/USD']['id']             // symbol → id (get id by symbol)
    bitfinex.markets_by_id['XRPBTC'][0]['symbol'] // id → symbol (get symbol by id)

}) ()

Python

print(exchange.load_markets())

etheur1 = exchange.markets['ETH/EUR']         # get market structure by symbol
etheur2 = exchange.market('ETH/EUR')          # same result in a slightly different way

etheurId = exchange.market_id('ETH/EUR')      # get market id by symbol

symbols = exchange.symbols                    # get a list of symbols
symbols2 = list(exchange.markets.keys())      # same as previous line

print(exchange.id, symbols)                   # print all symbols

currencies = exchange.currencies              # a dictionary of currencies

kraken = ccxt.kraken()
kraken.load_markets()

kraken.markets['BTC/USD']                     # symbol → market (get market by symbol)
kraken.markets_by_id['XXRPZUSD'][0]           # id → market (get market by id)

kraken.markets['BTC/USD']['id']               # symbol → id (get id by symbol)
kraken.markets_by_id['XXRPZUSD'][0]['symbol'] # id → symbol (get symbol by id)

PHP

$var_dump($exchange->load_markets());

$dashcny1 = $exchange->markets['DASH/CNY'];        // get market structure by symbol
$dashcny2 = $exchange->market('DASH/CNY');         // same result in a slightly different way

$dashcnyId = $exchange->market_id('DASH/CNY');     // get market id by symbol

$symbols = $exchange->symbols;                     // get an array of symbols
$symbols2 = array_keys($exchange->markets);        // same as previous line

var_dump($exchange->id, $symbols);                 // print all symbols

$currencies = $exchange->currencies;               // an associative array of currencies

$okcoin = '\\ccxt\\okcoin';
$okcoin = new $okcoin();

$okcoin->load_markets();

$okcoin->markets['BTC/USD'];                    // symbol → market (get market by symbol)
$okcoin->markets_by_id['btc_usd'][0];              // id → market (get market by id)

$okcoin->markets['BTC/USD']['id'];              // symbol → id (get id by symbol)
$okcoin->markets_by_id['btc_usd'][0]['symbol']; // id → symbol (get symbol by id)

Naming Consistency

There is a bit of term ambiguity across various exchanges that may cause confusion among newcoming traders. Some exchanges call markets as pairs, whereas other exchanges call symbols as products. In terms of the ccxt library, each exchange contains one or more trading markets. Each market has an id and a symbol. Most symbols are pairs of base currency and quote currency.

Exchanges → Markets → Symbols → Currencies

Historically various symbolic names have been used to designate same trading pairs. Some cryptocurrencies (like Dash) even changed their names more than once during their ongoing lifetime. For consistency across exchanges the ccxt library will perform the following known substitutions for symbols and currencies:

XBT → BTC: XBT is newer but BTC is more common among exchanges and sounds more like bitcoin (read more).
BCC → BCH: The Bitcoin Cash fork is often called with two different symbolic names: BCC and BCH. The name BCC is ambiguous for Bitcoin Cash, it is confused with BitConnect. The ccxt library will convert BCC to BCH where it is appropriate (some exchanges and aggregators confuse them).
DRK → DASH: DASH was Darkcoin then became Dash (read more).
BCHABC → BCH: On November 15 2018 Bitcoin Cash forked the second time, so, now there is BCH (for BCH ABC) and BSV (for BCH SV).
BCHSV → BSV: This is a common substitution mapping for the Bitcoin Cash SV fork (some exchanges call it BSV, others call it BCHSV, we use the former).
DSH → DASH: Try not to confuse symbols and currencies. The DSH (Dashcoin) is not the same as DASH (Dash). Some exchanges have DASH labelled inconsistently as DSH, the ccxt library does a correction for that as well (DSH → DASH), but only on certain exchanges that have these two currencies confused, whereas most exchanges have them both correct. Just remember that DASH/BTC is not the same as DSH/BTC.
XRB → NANO: NANO is the newer code for RaiBlocks, thus, CCXT unified API will replace the older XRB with NANO where needed. https://hackernoon.com/nano-rebrand-announcement-9101528a7b76
USD → USDT: Some exchanges, like Bitfinex, HitBTC and a few other name the currency as USD in their listings, but those markets are actually trading USDT. The confusion can come from a 3-letter limitation on symbol names or may be due to other reasons. In cases where the traded currency is actually USDT and is not USD – the CCXT library will perform USD → USDT conversion. Note, however, that some exchanges have both USD and USDT symbols, for example, Kraken has a USDT/USD trading pair.

Notes On Naming Consistency

Each exchange has an associative array of substitutions for cryptocurrency symbolic codes in the exchange.commonCurrencies property, like:

'commonCurrencies' : {
    'XBT': 'BTC',
    'OPTIMISM': 'OP',
    // ... etc
}

where key represents actual name how exchange engine refers to that coin, and the value represents what you want to refer to it with through ccxt.

Sometimes the user may notice exotic symbol names with mixed-case words and spaces in the code. The logic behind having these names is explained by the rules for resolving conflicts in naming and currency-coding when one or more currencies have the same symbolic code with different exchanges:

First, we gather all info available from the exchanges themselves about the currency codes in question. They usually have a description of their coin listings somewhere in their API or their docs, knowledgebases or elsewhere on their websites.
When we identify each particular cryptocurrency standing behind the currency code, we look them up on CoinMarketCap.
The currency that has the greatest market capitalization of all wins the currency code and keeps it. For example, HOT often stand for either Holo or Hydro Protocol. In this case Holo retains the code HOT, and Hydro Protocol will have its name as its code, literally, Hydro Protocol. So, there may be trading pairs with symbols like HOT/USD (for Holo) and Hydro Protocol/USD – those are two different markets.
If market cap of a particular coin is unknown or is not enough to determine the winner, we also take trading volumes and other factors into consideration.
When the winner is determined all other competing currencies get their code names properly remapped and substituted within conflicting exchanges via .commonCurrencies. Note, it should be defined before '.loadMarkets()' happens!
Unfortunately this is a work in progress, because new currencies get listed daily and new exchanges are added from time to time, so, in general this is a never-ending process of self-correction in a quickly changing environment, practically, in "live mode". We are thankful for all reported conflicts and mismatches you may find.

Questions On Naming Consistency

Is it possible for symbols to change?

In short, yes, sometimes, but rarely. Symbolic mappings can be changed if that is absolutely required and cannot be avoided. However, all previous symbolic changes were related to resolving conflicts or forks. So far, there was no precedent of a market cap of one coin overtaking another coin with the same symbolic code in CCXT.

Can we rely on always listing the same crypto with the same symbol?

More or less ) First, this library is a work in progress, and it is trying to adapt to the everchanging reality, so there may be conflicts that we will fix by changing some mappings in the future. Ultimately, the license says "no warranties, use at your own risk". However, we don't change symbolic mappings randomly all over the place, because we understand the consequences and we'd want to rely on the library as well and we don't like to break the backward-compatibility at all.

If it so happens that a symbol of a major token is forked or has to be changed, then the control is still in the users' hands. The exchange.commonCurrencies property can be overrided upon initialization or later, just like any other exchange property. If a significant token is involved, we usually post instructions on how to retain the old behavior by adding a couple of lines to the constructor params.

Consistency Of Base And Quote Currencies

It depends on which exchange you are using, but some of them have a reversed (inconsistent) pairing of base and quote. They actually have base and quote misplaced (switched/reversed sides). In that case you'll see a difference of parsed base and quote currency values with the unparsed info in the market substructure.

For those exchanges the ccxt will do a correction, switching and normalizing sides of base and quote currencies when parsing exchange replies. This logic is financially and terminologically correct. If you want less confusion, remember the following rule: base is always before the slash, quote is always after the slash in any symbol and with any market.

base currency ↓
             BTC / USDT
             ETH / BTC
            DASH / ETH
                    ↑ quote currency

Contract Naming Conventions

We currently load spot markets with the unified BASE/QUOTE symbol schema into the .markets mapping, indexed by symbol. This would cause a naming conflict for futures and other derivatives that have the same symbol as their spot market counterparts. To accomodate both types of markets in the .markets we require the symbols between 'future' and 'spot' markets to be distinct, as well as the symbols between 'linear' and 'inverse' contracts to be distinct.

Please, check this announcement: Unified contract naming conventions

CCXT supports the following types of derivative contracts:

future – for expiring futures contracts that have a delivery/settlement date
swap – for perpetual swap futures that don't have a delivery date
option – for option contracts (https://en.wikipedia.org/wiki/Option_contract)

Future

A future market symbol consists of the underlying currency, the quoting currency, the settlement currency and an arbitrary identifier. Most often the identifier is the settlement date of the future contract in YYMMDD format:

//
// base asset or currency
// ↓
// ↓  quote asset or currency
// ↓  ↓
// ↓  ↓    settlement asset or currency
// ↓  ↓    ↓
// ↓  ↓    ↓     identifier (settlement date)
// ↓  ↓    ↓     ↓
// ↓  ↓    ↓     ↓
'BTC/USDT:BTC-211225'  // BTC/USDT futures contract settled in BTC (inverse) on 2021-12-25
'BTC/USDT:USDT-211225' // BTC/USDT futures contract settled in USDT (linear, vanilla) on 2021-12-25
'ETH/USDT:ETH-210625'  // ETH/USDT futures contract settled in ETH (inverse) on 2021-06-25
'ETH/USDT:USDT-210625' // ETH/USDT futures contract settled in USDT (linear, vanilla) on 2021-06-25

Perpetual Swap (Perpetual Future)

// base asset or currency
// ↓
// ↓  quote asset or currency
// ↓  ↓
// ↓  ↓    settlement asset or currency
// ↓  ↓    ↓
// ↓  ↓    ↓
'BTC/USDT:BTC'  // BTC/USDT inverse perpetual swap contract funded in BTC
'BTC/USDT:USDT' // BTC/USDT linear perpetual swap contract funded in USDT
'ETH/USDT:ETH'  // ETH/USDT inverse perpetual swap contract funded in ETH
'ETH/USDT:USDT' // ETH/USDT linear perpetual swap contract funded in USDT

Option

//
// base asset or currency
// ↓
// ↓  quote asset or currency
// ↓  ↓
// ↓  ↓    settlement asset or currency
// ↓  ↓    ↓
// ↓  ↓    ↓       identifier (settlement date)
// ↓  ↓    ↓       ↓
// ↓  ↓    ↓       ↓   strike price
// ↓  ↓    ↓       ↓   ↓
// ↓  ↓    ↓       ↓   ↓   type, put (P) or call (C)
// ↓  ↓    ↓       ↓   ↓   ↓
'BTC/USDT:BTC-211225-60000-P'  // BTC/USDT put option contract strike price 60000 USDT settled in BTC (inverse) on 2021-12-25
'ETH/USDT:USDT-211225-40000-C' // BTC/USDT call option contract strike price 40000 USDT settled in USDT (linear, vanilla) on 2021-12-25
'ETH/USDT:ETH-210625-5000-P'   // ETH/USDT put option contract strike price 5000 USDT settled in ETH (inverse) on 2021-06-25
'ETH/USDT:USDT-210625-5000-C'  // ETH/USDT call option contract strike price 5000 USDT settled in USDT (linear, vanilla) on 2021-06-25

Unified Networks

Network	CCXT Code
Bitcoin	BTC
Ethereum	ETH (For Ethereum) / ERC20 (For Tokens)
Ripple	XRP
Litecoin	LTC
Dogecoin	DOGE
Stellar	XLM
Tron	TRX (For TRX) / TRC20 (For Tokens)
Ethereum Classic	ETC
Zcash	ZEC
BSC (Binance Smart Chain)	BEP20
Monero	XMR
Cardano	ADA
Tezos	XTZ
Cosmos	ATOM
Solana	SOL
BNB Beacon Chain	BEP2
Polkadot	DOT
Algorand	ALGO
Avalanche	AVAX
Chainlink	LINK
Bitcoin Cash	BCH
Filecoin	FIL
Kusama	KSM
Elrond	EGLD
THORChain	RUNE
Internet Computer	ICP
Near Protocol	NEAR
Celo	CELO
Hedera Hashgraph	HBAR
IOTA	MIOTA
Klaytn	KLAY
VeChain	VET
Theta Network	THETA
Stacks	STX
Bitcoin Lightning Network	LIGHTNING
Optimism	OPTIMISM
Arbitrum	ARBITRUM
zkSync	zkSync
Polygon	MATIC
Fantom	FTM

Market Cache Force Reload

The loadMarkets () / load_markets () is also a dirty method with a side effect of saving the array of markets on the exchange instance. You only need to call it once per exchange. All subsequent calls to the same method will return the locally saved (cached) array of markets.

When exchange markets are loaded, you can then access market information any time via the markets property. This property contains an associative array of markets indexed by symbol. If you need to force reload the list of markets after you have them loaded already, pass the reload = true flag to the same method again.

Javascript

(async () => {
    let kraken = new ccxt.kraken ({ verbose: true }) // log HTTP requests
    await kraken.loadMarkets () // request markets
    console.log (kraken.id, kraken.markets)    // output a full list of all loaded markets
    console.log (Object.keys (kraken.markets)) // output a short list of market symbols
    console.log (kraken.markets['BTC/USD'])    // output single market details
    await kraken.loadMarkets () // return a locally cached version, no reload
    let reloadedMarkets = await kraken.loadMarkets (true) // force HTTP reload = true
    console.log (reloadedMarkets['ETH/BTC'])
}) ()

Python

poloniex = ccxt.poloniex({'verbose': True}) # log HTTP requests
poloniex.load_markets() # request markets
print(poloniex.id, poloniex.markets)   # output a full list of all loaded markets
print(list(poloniex.markets.keys())) # output a short list of market symbols
print(poloniex.markets['BTC/ETH'])     # output single market details
poloniex.load_markets() # return a locally cached version, no reload
reloadedMarkets = poloniex.load_markets(True) # force HTTP reload = True
print(reloadedMarkets['ETH/ZEC'])

PHP

$bitfinex = new \ccxt\bitfinex(array('verbose' => true)); // log HTTP requests
$bitfinex.load_markets(); // request markets
var_dump($bitfinex->id, $bitfinex->markets); // output a full list of all loaded markets
var_dump(array_keys ($bitfinex->markets));   // output a short list of market symbols
var_dump($bitfinex->markets['XRP/USD']);     // output single market details
$bitfinex->load_markets(); // return a locally cached version, no reload
$reloadedMarkets = $bitfinex->load_markets(true); // force HTTP reload = true
var_dump($bitfinex->markets['XRP/BTC']);

Implicit API

API Methods / Endpoints
Implicit API Methods
Public/Private API
Synchronous vs Asynchronous Calls
Passing Parameters To API Methods

API Methods / Endpoints

Each exchange offers a set of API methods. Each method of the API is called an endpoint. Endpoints are HTTP URLs for querying various types of information. All endpoints return JSON in response to client requests.

Usually, there is an endpoint for getting a list of markets from an exchange, an endpoint for retrieving an order book for a particular market, an endpoint for retrieving trade history, endpoints for placing and canceling orders, for money deposit and withdrawal, etc... Basically every kind of action you could perform within a particular exchange has a separate endpoint URL offered by the API.

Because the set of methods differs from exchange to exchange, the ccxt library implements the following:

a public and private API for all possible URLs and methods
a unified API supporting a subset of common methods

The endpoint URLs are predefined in the api property for each exchange. You don't have to override it, unless you are implementing a new exchange API (at least you should know what you're doing).

Most of exchange-specific API methods are implicit, meaning that they aren't defined explicitly anywhere in code. The library implements a declarative approach for defining implicit (non-unified) exchanges' API methods.

Implicit API Methods

Each method of the API usually has its own endpoint. The library defines all endpoints for each particular exchange in the .api property. Upon exchange construction an implicit magic method (aka partial function or closure) will be created inside defineRestApi()/define_rest_api() on the exchange instance for each endpoint from the list of .api endpoints. This is performed for all exchanges universally. Each generated method will be accessible in both camelCase and under_score notations.

The endpoints definition is a full list of ALL API URLs exposed by an exchange. This list gets converted to callable methods upon exchange instantiation. Each URL in the API endpoint list gets a corresponding callable method. This is done automatically for all exchanges, therefore the ccxt library supports all possible URLs offered by crypto exchanges.

Each implicit method gets a unique name which is constructed from the .api definition. For example, a private HTTPS PUT https://api.exchange.com/order/{id}/cancel endpoint will have a corresponding exchange method named .privatePutOrderIdCancel()/.private_put_order_id_cancel(). A public HTTPS GET https://api.exchange.com/market/ticker/{pair} endpoint would result in the corresponding method named .publicGetTickerPair()/.public_get_ticker_pair(), and so on.

An implicit method takes a dictionary of parameters, sends the request to the exchange and returns an exchange-specific JSON result from the API as is, unparsed. To pass a parameter, add it to the dictionary explicitly under a key equal to the parameter's name. For the examples above, this would look like .privatePutOrderIdCancel ({ id: '41987a2b-...' }) and .publicGetTickerPair ({ pair: 'BTC/USD' }).

The recommended way of working with exchanges is not using exchange-specific implicit methods but using the unified ccxt methods instead. The exchange-specific methods should be used as a fallback in cases when a corresponding unified method isn't available (yet).

To get a list of all available methods with an exchange instance, including implicit methods and unified methods you can simply do the following:

console.log (new ccxt.kraken ())   // JavaScript
print(dir(ccxt.kraken()))           # Python
var_dump (new \ccxt\kraken ()); // PHP

Public/Private API

API URLs are often grouped into two sets of methods called a public API for market data and a private API for trading and account access. These groups of API methods are usually prefixed with a word 'public' or 'private'.

A public API is used to access market data and does not require any authentication whatsoever. Most exchanges provide market data openly to all (under their rate limit). With the ccxt library anyone can access market data out of the box without having to register with the exchanges and without setting up account keys and passwords.

Public APIs include the following:

instruments/trading pairs
price feeds (exchange rates)
order books (L1, L2, L3...)
trade history (closed orders, transactions, executions)
tickers (spot / 24h price)
OHLCV series for charting
other public endpoints

The private API is mostly used for trading and for accessing account-specific private data, therefore it requires authentication. You have to get the private API keys from the exchanges. It often means registering with an exchange website and creating the API keys for your account. Most exchanges require personal information or identification. Some exchanges will only allow trading after completing the KYC verification. Private APIs allow the following:

manage personal account info
query account balances
trade by making market and limit orders
create deposit addresses and fund accounts
request withdrawal of fiat and crypto funds
query personal open / closed orders
query positions in margin/leverage trading
get ledger history
transfer funds between accounts
use merchant services

Some exchanges offer the same logic under different names. For example, a public API is also often called market data, basic, market, mapi, api, price, etc... All of them mean a set of methods for accessing data available to public. A private API is also often called trading, trade, tapi, exchange, account, etc...

A few exchanges also expose a merchant API which allows you to create invoices and accept crypto and fiat payments from your clients. This kind of API is often called merchant, wallet, payment, ecapi (for e-commerce).

To get a list of all available methods with an exchange instance, you can simply do the following:

console.log (new ccxt.kraken ())   // JavaScript
print(dir(ccxt.kraken()))           # Python
var_dump (new \ccxt\kraken ()); // PHP

contract only and margin only

methods in this documentation that are documented as contract only or margin only are only intended to be used for contract trading and margin trading respectively. They may work when trading in other types of markets but will most likely return irrelevant information.

Synchronous vs Asynchronous Calls

Javascript

In the JavaScript version of CCXT all methods are asynchronous and return Promises that resolve with a decoded JSON object. In CCXT we use the modern async/await syntax to work with Promises. If you're not familiar with that syntax, you can read more about it here.

// JavaScript

(async () => {
    let pairs = await kraken.publicGetSymbolsDetails ()
    let marketIds = Object.keys (pairs['result'])
    let marketId = marketIds[0]
    let ticker = await kraken.publicGetTicker ({ pair: marketId })
    console.log (kraken.id, marketId, ticker)
}) ()

Python

The ccxt library supports asynchronous concurrency mode in Python 3.5+ with async/await syntax. The asynchronous Python version uses pure asyncio with aiohttp. In async mode you have all the same properties and methods, but most methods are decorated with an async keyword. If you want to use async mode, you should link against the ccxt.async_support subpackage, like in the following example:

# Python

import asyncio
import ccxt.async_support as ccxt

async def print_poloniex_ethbtc_ticker():
    poloniex = ccxt.poloniex()
    print(await poloniex.fetch_ticker('ETH/BTC'))
    await polonix.close()  # close the exchange instance when you don't need it anymore

asyncio.run(print_poloniex_ethbtc_ticker())

PHP

CCXT support PHP 8+ versions. The library has both synchronous and asynchronous versions. To use synchronous version, use \ccxt namespace (i.e. new ccxt\binance()) and to use asynchronous version, use \ccxt\async namespace (i.e. new ccxt\async\binance()). Asynchronous version uses ReactPHP library in the background. In async mode you have all the same properties and methods, but any networking API method should be decorated with the \React\Async\await keyword and your script should be in a ReactPHP wrapper:

// PHP
<?php
include 'vendor/autoload.php';

use function React\Async\await;

$okx = new \ccxt\async\okx();
while (true) {
    $result = await($okx->fetch_ticker('ETH/BTC'));
    var_dump($result);
}

See further examples in the examples/php directory; look for filenames that include the async word. Also, make sure you have installed the required dependencies using composer require recoil/recoil clue/buzz-react react/event-loop recoil/react react/http. Lastly, this article provides a good introduction to the methods used here. While syntactically the change is simple (i.e., just using a yield keyword before relevant methods), concurrency has significant implications for the overall design of your code.

Returned JSON Objects

All public and private API methods return raw decoded JSON objects in response from the exchanges, as is, untouched. The unified API returns JSON-decoded objects in a common format and structured uniformly across all exchanges.

Passing Parameters To API Methods

The set of all possible API endpoints differs from exchange to exchange. Most of methods accept a single associative array (or a Python dict) of key-value parameters. The params are passed as follows:

bitso.publicGetTicker ({ book: 'eth_mxn' })                 // JavaScript
ccxt.zaif().public_get_ticker_pair ({ 'pair': 'btc_jpy' })  # Python
$luno->public_get_ticker (array ('pair' => 'XBTIDR'));      // PHP

The unified methods of exchanges might expect and will accept various params which affect their functionality, like:

params = {'type':'margin', 'isIsolated': 'TRUE'}  # --------------┑
# params will go as the last argument to the unified method       |
#                                                                 v
binance.create_order('BTC/USDT', 'limit', 'buy', amount, price, params)

An exchange will not accept the params from a different exchange, they're not interchangeable. The list of accepted parameters is defined by each specific exchange.

To find which parameters can be passed to a unified method:

either open the exchange-specific implementation file and search for the desired function (i.e. createOrder) to inspect and find out the details of params usage
or go to the exchange's API docs and read the list of parameters for your specific function or endpoint (i.e. order)

For a full list of accepted method parameters for each exchange, please consult API docs.

API Method Naming Conventions

An exchange method name is a concatenated string consisting of type (public or private), HTTP method (GET, POST, PUT, DELETE) and endpoint URL path like in the following examples:

Method Name	Base API URL	Endpoint URL
publicGetIdOrderbook	https://bitbay.net/API/Public	{id}/orderbook
publicGetPairs	https://bitlish.com/api	pairs
publicGetJsonMarketTicker	https://www.bitmarket.net	json/{market}/ticker
privateGetUserMargin	https://bitmex.com	user/margin
privatePostTrade	https://btc-x.is/api	trade
tapiCancelOrder	https://yobit.net	tapi/CancelOrder
...	...	...

The ccxt library supports both camelcase notation (preferred in JavaScript) and underscore notation (preferred in Python and PHP), therefore all methods can be called in either notation or coding style in any language. Both of these notations work in JavaScript, Python and PHP:

exchange.methodName ()  // camelcase pseudocode
exchange.method_name()  // underscore pseudocode

To get a list of all available methods with an exchange instance, you can simply do the following:

console.log (new ccxt.kraken ())   // JavaScript
print(dir(ccxt.hitbtc()))           # Python
var_dump (new \ccxt\okcoin ()); // PHP

Unified API

Overriding Unified API Params
Pagination
Automatic Pagination

The unified ccxt API is a subset of methods common among the exchanges. It currently contains the following methods:

fetchMarkets (): Fetches a list of all available markets from an exchange and returns an array of markets (objects with properties such as symbol, base, quote etc.). Some exchanges do not have means for obtaining a list of markets via their online API. For those, the list of markets is hardcoded.
fetchCurrencies (): Fetches all available currencies an exchange and returns an associative dictionary of currencies (objects with properties such as code, name, etc.). Some exchanges do not have means for obtaining currencies via their online API. For those, the currencies will be extracted from market pairs or hardcoded.
loadMarkets ([reload]): Returns the list of markets as an object indexed by symbol and caches it with the exchange instance. Returns cached markets if loaded already, unless the reload = true flag is forced.
fetchOrderBook (symbol, limit = undefined, params = {}): Fetch L2/L3 order book for a particular market trading symbol.
fetchStatus (params = {}): Returns information regarding the exchange status from either the info hardcoded in the exchange instance or the API, if available.
fetchL2OrderBook (symbol, limit = undefined, params): Level 2 (price-aggregated) order book for a particular symbol.
fetchTrades (symbol, since, limit, params): Fetch recent trades for a particular trading symbol.
fetchTicker (symbol): Fetch latest ticker data by trading symbol.
fetchBalance (): Fetch Balance.
createOrder (symbol, type, side, amount, price, params)
createOrders(orders, params)
createLimitBuyOrder (symbol, amount, price, param)
createLimitSellOrder (symbol, amount, price, param)
createMarketBuyOrder (symbol, amount, param)
createMarketSellOrder (symbol, amount, param)
cancelOrder (id, symbol, params)
fetchOrder (id, symbol, params)
fetchOrders (symbol, since, limit, params)
fetchOpenOrders (symbol, since, limit, params)
fetchCanceledOrders (symbol, since, limit, params)
fetchClosedOrders (symbol, since, limit, params)
fetchMyTrades (symbol, since, limit, params)
fetchOpenInterest (symbol, params)
fetchVolatilityHistory (code, params)
fetchUnderlyingAssets ()
fetchSettlementHistory (symbol, since, limit, params)
fetchLiquidations (symbol, since, limit, params)
fetchMyLiquidations (symbol, since, limit, params)
fetchGreeks (symbol, params)
fetchCrossBorrowRate (code, params)
fetchCrossBorrowRates (params)
fetchIsolatedBorrowRate (symbol, params)
fetchIsolatedBorrowRates (params)
fetchOption (symbol, params)
fetchOptionChain (code, params)
fetchConvertQuote (fromCode, toCode, amount, params)
createConvertTrade (id, fromCode, toCode, amount, params)
fetchFundingRate (symbol, params)
fetchFundingRates (symbols, params)
fetchFundingRateHistory (symbol, since, limit, params)
fetchFundingRateInterval (symbol, params)
fetchFundingRateIntervals (symbols, params)
fetchLongShortRatio (symbol, params)
...

TODO: better formatting

Overriding Unified API Params

Note, that most of methods of the unified API accept an optional params argument. It is an associative array (a dictionary, empty by default) containing the params you want to override. The contents of params are exchange-specific, consult the exchanges' API documentation for supported fields and values. Use the params dictionary if you need to pass a custom setting or an optional parameter to your unified query.

Javascript

(async () => {

    const params = {
        'foo': 'bar',      // exchange-specific overrides in unified queries
        'Hello': 'World!', // see their docs for more details on parameter names
    }

    // the overrides go into the last argument to the unified call ↓ HERE
    const result = await exchange.fetchOrderBook (symbol, length, params)
}) ()

Python

params = {
    'foo': 'bar',       # exchange-specific overrides in unified queries
    'Hello': 'World!',  # see their docs for more details on parameter names
}

# overrides go in the last argument to the unified call ↓ HERE
result = exchange.fetch_order_book(symbol, length, params)

PHP

$params = array (
    'foo' => 'bar',       // exchange-specific overrides in unified queries
    'Hello' => 'World!',  // see their docs for more details on parameter names
}

// overrides go into the last argument to the unified call ↓ HERE
$result = $exchange->fetch_order_book ($symbol, $length, $params);

Pagination

Most of unified methods will return either a single object or a plain array (a list) of objects (trades, orders, transactions and so on). However, very few exchanges (if any at all) will return all orders, all trades, all ohlcv candles or all transactions at once. Most often their APIs limit output to a certain number of most recent objects. YOU CANNOT GET ALL OBJECTS SINCE THE BEGINNING OF TIME TO THE PRESENT MOMENT IN JUST ONE CALL. Practically, very few exchanges will tolerate or allow that.

To fetch historical orders or trades, the user will need to traverse the data in portions or "pages" of objects. Pagination often implies "fetching portions of data one by one" in a loop.

In most cases users are required to use at least some type of pagination in order to get the expected results consistently. If the user does not apply any pagination, most methods will return the exchanges' default, which may start from the beginning of history or may be a subset of most recent objects. The default behaviour (without pagination) is exchange-specific! The means of pagination are often used with the following methods in particular:

fetchTrades()
fetchOHLCV()
fetchOrders()
fetchCanceledOrders()
fetchClosedOrder()
fetchClosedOrders()
fetchOpenOrder()
fetchOpenOrders()
fetchMyTrades()
fetchTransactions()
fetchDeposit()
fetchDeposits()
fetchWithdrawals()

With methods returning lists of objects, exchanges may offer one or more types of pagination. CCXT unifies date-based pagination by default, with timestamps in milliseconds throughout the entire library.

Automatic Pagination

Warning: this is an experimental feature and might produce unexpected/incorrect results in some instances.

Recently, CCXT introduced a way to paginate through several results automatically by just providing the paginate flag inside params, lifting this work from the userland. Most leading exchanges support it, and more will be added in the future, but the easiest way to check it is to look in the method's documentation and search for the pagination parameter. As always there are exceptions, and some endpoints might not provide a way to paginate either through a timestamp or a cursor, and in those cases, there's nothing CCXT can do about it.

Right now, we have three different ways of paginating:

dynamic/time-based: uses the until and since parameters to paginate through dynamic results like (trades, orders, transactions, etc). Since we don't know a priori how many entries are available to be fetched, it will perform one request at a time until we reach the end of the data or the maximum amount of pagination calls (configurable through an option)
deterministic: when we can pre-compute the boundaries of each page, it will perform the requests concurrently for maximum performance. This applies to OHLCV, Funding Rates, and Open Interest and also respects the paginationCalls option.
cursor-based: when the exchange provides a cursor inside the response, we extract the cursor and perform the subsequent request until the end of the data or reach the maximum number of pagination calls.

The user cannot select the pagination method used, it will depend from implementation to implementation, considering the exchange API's features.

Pagination params

We can't perform an infinite amount of requests, and some of them might throw an error for different reasons, thus, we have some options that allow the user to control these variables and other pagination specificities.

All the options below, should be provided inside params, you can check the examples below

paginate: (boolean) indicates that the user wants to paginate through different pages to get more data. Default is false.
paginationCalls: (integer) allows the user to control the maximum amount of requests to paginate the data. Due to the rate limits, this value should not be too high. Default is 10.
maxRetries: (integer) how many times should the pagination mechanism retry upon getting an error. Default is 3
paginationDirection: (string) Only applies to the dynamic pagination and it can be either forward (start the pagination from some time in the past and paginate forward) or backward (start from the most recent time and paginate backward). If forward is selected then a since parameter must also be provided. Default is backward.
maxEntriesPerRequest: (integer): The max amount of entries per request so that we can maximize the data retrieved per call. It varies from endpoint to endpoint and CCXT will populate this value for you, but you can override it if needed.

Examples

trades = await binance.fetch_trades("BTC/USDT", params = {"paginate": True}) # dynamic/time-based

ohlcv = await binance.fetch_ohlcv("BTC/USDT", params = {"paginate": True, "paginationCalls": 5}) # deterministic-pagination will perform 5 requests

trades = await binance.fetch_trades("BTC/USDT", since = 1664812416000, params = {"paginate": True, "paginationDirection": "forward"}) # dynamic/time-based pagination starting from 1664812416000

ledger = await bybit.fetch_ledger(params = {"paginate": True}) # bybit returns a cursor so the pagination will be cursor-based

funding_rates = await binance.fetch_funding_rate_history("BTC/USDT:USDT", params = {"paginate": True, "maxEntriesPerRequest": 50}) # customizes the number of entries per request

Working With Datetimes And Timestamps

All unified timestamps throughout the CCXT library are integers in milliseconds unless explicitly stated otherwise.

Below is the set of methods for working with UTC dates and timestamps and for converting between them:

exchange.parse8601 ('2018-01-01T00:00:00Z') == 1514764800000 // integer in milliseconds, Z = UTC
exchange.iso8601 (1514764800000) == '2018-01-01T00:00:00Z'   // from milliseconds to iso8601 string
exchange.seconds ()      // integer UTC timestamp in seconds
exchange.milliseconds () // integer UTC timestamp in milliseconds

Date-based Pagination

This is the type of pagination currently used throughout the CCXT Unified API. The user supplies a since timestamp in milliseconds (!) and a number to limit results. To traverse the objects of interest page by page, the user runs the following (below is pseudocode, it may require overriding some exchange-specific params, depending on the exchange in question):

Javascript

if (exchange.has['fetchTrades']) {
    let since = exchange.milliseconds () - 86400000 // -1 day from now
    // alternatively, fetch from a certain starting datetime
    // let since = exchange.parse8601 ('2018-01-01T00:00:00Z')
    let allTrades = []
    while (since < exchange.milliseconds ()) {
        const symbol = undefined // change for your symbol
        const limit = 20 // change for your limit
        const trades = await exchange.fetchTrades (symbol, since, limit)
        if (trades.length) {
            since = trades[trades.length - 1]['timestamp'] + 1
            allTrades = allTrades.concat (trades)
        } else {
            break
        }
    }
}

Python

if exchange.has['fetchOrders']:
    since = exchange.milliseconds () - 86400000  # -1 day from now
    # alternatively, fetch from a certain starting datetime
    # since = exchange.parse8601('2018-01-01T00:00:00Z')
    all_orders = []
    while since < exchange.milliseconds ():
        symbol = None  # change for your symbol
        limit = 20  # change for your limit
        orders = await exchange.fetch_orders(symbol, since, limit)
        if len(orders):
            since = orders[len(orders) - 1]['timestamp'] + 1
            all_orders += orders
        else:
            break

PHP

if ($exchange->has['fetchMyTrades']) {
    $since = exchange->milliseconds () - 86400000; // -1 day from now
    // alternatively, fetch from a certain starting datetime
    // $since = $exchange->parse8601 ('2018-01-01T00:00:00Z');
    $all_trades = array ();
    while (since < exchange->milliseconds ()) {
        $symbol = null; // change for your symbol
        $limit = 20; // change for your limit
        $trades = $exchange->fetchMyTrades ($symbol, $since, $limit);
        if (count($trades)) {
            $since = $trades[count($trades) - 1]['timestamp'] + 1;
            $all_trades = array_merge ($all_trades, $trades);
        } else {
            break;
        }
    }
}

id-based Pagination

The user supplies a from_id of the object, from where the query should continue returning results, and a number to limit results. This is the default with some exchanges, however, this type is not unified (yet). To paginate objects based on their ids, the user would run the following:

Javascript

if (exchange.has['fetchTrades']) {
    let from_id = 'abc123' // all ids are strings
    let allTrades = []
    while (true) {
        const symbol = undefined // change for your symbol
        const since = undefined
        const limit = 20 // change for your limit
        const params = {
            'from_id': from_id, // exchange-specific non-unified parameter name
        }
        const trades = await exchange.fetchTrades (symbol, since, limit, params)
        if (trades.length) {
            from_id = trades[trades.length - 1]['id']
            allTrades.push (trades)
        } else {
            break
        }
    }
}

Python

if exchange.has['fetchOrders']:
    from_id = 'abc123'  # all ids are strings
    all_orders = []
    while True:
        symbol = None  # change for your symbol
        since = None
        limit = 20  # change for your limit
        params = {
            'from_id': from_id,  # exchange-specific non-unified parameter name
        }
        orders = await exchange.fetch_orders(symbol, since, limit, params)
        if len(orders):
            from_id = orders[len(orders) - 1]['id']
            all_orders += orders
        else:
            break

PHP

if ($exchange->has['fetchMyTrades']) {
    $from_id = 'abc123' // all ids are strings
    $all_trades = array ();
    while (true) {
        $symbol = null; // change for your symbol
        $since = null;
        $limit = 20; // change for your limit
        $params = array (
            'from_id' => $from_id, // exchange-specific non-unified parameter name
        );
        $trades = $exchange->fetchMyTrades ($symbol, $since, $limit, $params);
        if (count($trades)) {
            $from_id = $trades[count($trades) - 1]['id'];
            $all_trades = array_merge ($all_trades, $trades);
        } else {
            break;
        }
    }
}

Pagenumber-based (Cursor) Pagination

The user supplies a page number or an initial "cursor" value. The exchange returns a page of results and the next "cursor" value, to proceed from. Most of exchanges that implement this type of pagination will either return the next cursor within the response itself or will return the next cursor values within HTTP response headers.

See an example implementation here: https://github.com/ccxt/ccxt/blob/master/examples/py/coinbasepro-fetch-my-trades-pagination.py

Upon each iteration of the loop the user has to take the next cursor and put it into the overrided params for the next query (on the following iteration):

Javascript

if (exchange.has['fetchTrades']) {
    let page = 0  // exchange-specific type and value
    let allTrades = []
    while (true) {
        const symbol = undefined // change for your symbol
        const since = undefined
        const limit = 20 // change for your limit
        const params = {
            'page': page, // exchange-specific non-unified parameter name
        }
        const trades = await exchange.fetchTrades (symbol, since, limit, params)
        if (trades.length) {
            // not thread-safu and exchange-specific !
            last_json_response = exchange.parseJson (exchange.last_http_response)
            page = last_json_response['cursor']
            allTrades.push (trades)
        } else {
            break
        }
    }
}

Python

if exchange.has['fetchOrders']:
    cursor = 0  # exchange-specific type and value
    all_orders = []
    while True:
        symbol = None  # change for your symbol
        since = None
        limit = 20  # change for your limit
        params = {
            'cursor': cursor,  # exchange-specific non-unified parameter name
        }
        orders = await exchange.fetch_orders(symbol, since, limit, params)
        if len(orders):
            # not thread-safu and exchange-specific !
            cursor = exchange.last_response_headers['CB-AFTER']
            all_orders += orders
        else:
            break

PHP

if ($exchange->has['fetchMyTrades']) {
    $start = '0' // exchange-specific type and value
    $all_trades = array ();
    while (true) {
        $symbol = null; // change for your symbol
        $since = null;
        $limit = 20; // change for your limit
        $params = array (
            'start' => $start, // exchange-specific non-unified parameter name
        );
        $trades = $exchange->fetchMyTrades ($symbol, $since, $limit, $params);
        if (count($trades)) {
            // not thread-safu and exchange-specific !
            $last_json_response = $exchange->parse_json ($exchange->last_http_response);
            $start = $last_json_response['next'];
            $all_trades = array_merge ($all_trades, $trades);
        } else {
            break;
        }
    }
}

Public API

Order Book
Price Tickers
OHLCV Candlestick Charts
Public Trades
Exchange Time
Exchange Status
Borrow Rates
Borrow Rate History
Leverage Tiers
Funding Rate
Funding Rate History
Open Interest History
Volatility History
Underlying Assets
Liquidations
Greeks
OptionChain

Order Book

Exchanges expose information on open orders with bid (buy) and ask (sell) prices, volumes and other data. Usually there is a separate endpoint for querying current state (stack frame) of the order book for a particular market. An order book is also often called market depth. The order book information is used in the trading decision making process.

To get data on order books, you can use

fetchOrderBook () // for a single markets order books
fetchOrderBooks ( symbols ) // for multiple markets order books
fetchOrderBooks () // for the order books of all markets

async fetchOrderBook (symbol, limit = undefined, params = {})

Parameters

symbol (String) required Unified CCXT symbol (e.g. "BTC/USDT")
limit (Integer) The number of orders to return in the order book (e.g. 10)
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An order book structure

async fetchOrderBooks (symbols = undefined, limit = undefined, params = {})

Parameters

symbols ([String]) Unified CCXT symbols (e.g. ["BTC/USDT", "ETH/USDT"])
limit (Integer) The number of orders to return in the order book (e.g. 10)
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

A dictionary of order book structures indexed by market symbols

fetchOrderBook Examples

Javascript

delay = 2000 // milliseconds = seconds * 1000
(async () => {
    for (symbol in exchange.markets) {
        console.log (await exchange.fetchOrderBook (symbol))
        await new Promise (resolve => setTimeout (resolve, delay)) // rate limit
    }
}) ()

Python

import time
delay = 2 # seconds
for symbol in exchange.markets:
    print (exchange.fetch_order_book (symbol))
    time.sleep (delay) # rate limit

PHP

$delay = 2000000; // microseconds = seconds * 1000000
foreach ($exchange->markets as $symbol => $market) {
    var_dump ($exchange->fetch_order_book ($symbol));
    usleep ($delay); // rate limit
}

Order Book Structure

{
    'bids': [
        [ price, amount ], // [ float, float ]
        [ price, amount ],
        ...
    ],
    'asks': [
        [ price, amount ],
        [ price, amount ],
        ...
    ],
    'symbol': 'ETH/BTC', // a unified market symbol
    'timestamp': 1499280391811, // Unix Timestamp in milliseconds (seconds * 1000)
    'datetime': '2017-07-05T18:47:14.692Z', // ISO8601 datetime string with milliseconds
    'nonce': 1499280391811, // an increasing unique identifier of the orderbook snapshot
}

The timestamp and datetime may be missing (undefined/None/null) if the exchange in question does not provide a corresponding value in the API response.

Prices and amounts are floats. The bids array is sorted by price in descending order. The best (highest) bid price is the first element and the worst (lowest) bid price is the last element. The asks array is sorted by price in ascending order. The best (lowest) ask price is the first element and the worst (highest) ask price is the last element. Bid/ask arrays can be empty if there are no corresponding orders in the order book of an exchange.

Exchanges may return the stack of orders in various levels of details for analysis. It is either in full detail containing each and every order, or it is aggregated having slightly less detail where orders are grouped and merged by price and volume. Having greater detail requires more traffic and bandwidth and is slower in general but gives a benefit of higher precision. Having less detail is usually faster, but may not be enough in some very specific cases.

Notes On Order Book Structure

The orderbook['timestamp'] is the time when the exchange generated this orderbook response (before replying it back to you). This may be missing (undefined/None/null), as documented in the Manual, not all exchanges provide a timestamp there. If it is defined, then it is the UTC timestamp in milliseconds since 1 Jan 1970 00:00:00.
Some exchanges may index orders in the orderbook by order ids, in that case the order id may be returned as the third element of bids and asks: [ price, amount, id ]. This is often the case with L3 orderbooks without aggregation. The order id, if shown in the orderbook, refers to the orderbook and does not necessarily correspond to the actual order id from the exchanges' database as seen by the owner or by the others. The order id is an id of the row inside the orderbook, but not necessarily the true-id of the order (though, they may be equal as well, depending on the exchange in question).
In some cases the exchanges may supply L2 aggregated orderbooks with order counts for each aggregated level, in that case the order count may be returned as the third element of bids and asks: [ price, amount, count ]. The count tells how many orders are aggregated on each price level in bids and asks.
Also, some exchanges may return the order timestamp as the third element of bids and asks: [ price, amount, timestamp ]. The timestamp tells when the order was placed on the orderbook.

Market Depth

Some exchanges accept a dictionary of extra parameters to the fetchOrderBook () / fetch_order_book () function. All extra params are exchange-specific (non-unified). You will need to consult exchanges docs if you want to override a particular param, like the depth of the order book. You can get a limited count of returned orders or a desired level of aggregation (aka market depth) by specifying an limit argument and exchange-specific extra params like so:

Javascript

(async function test () {
    const ccxt = require ('ccxt')
    const exchange = new ccxt.bitfinex ()
    const limit = 5
    const orders = await exchange.fetchOrderBook ('BTC/USD', limit, {
        // this parameter is exchange-specific, all extra params have unique names per exchange
        'group': 1, // 1 = orders are grouped by price, 0 = orders are separate
    })
}) ()

Python

import ccxt
# return up to ten bidasks on each side of the order book stack
limit = 10
ccxt.cex().fetch_order_book('BTC/USD', limit)

PHP

// instantiate the exchange by id
$exchange = '\\ccxt\\kraken';
$exchange = new $exchange ();
// up to ten orders on each side, for example
$limit = 20;
var_dump ($exchange->fetch_order_book ('BTC/USD', $limit));

The levels of detail or levels of order book aggregation are often number-labelled like L1, L2, L3...

L1: less detail for quickly obtaining very basic info, namely, the market price only. It appears to look like just one order in the order book.
L2: most common level of aggregation where order volumes are grouped by price. If two orders have the same price, they appear as one single order for a volume equal to their total sum. This is most likely the level of aggregation you need for the majority of purposes.
L3: most detailed level with no aggregation where each order is separate from other orders. This LOD naturally contains duplicates in the output. So, if two orders have equal prices they are not merged together and it's up to the exchange's matching engine to decide on their priority in the stack. You don't really need L3 detail for successful trading. In fact, you most probably don't need it at all. Therefore some exchanges don't support it and always return aggregated order books.

If you want to get an L2 order book, whatever the exchange returns, use the fetchL2OrderBook(symbol, limit, params) or fetch_l2_order_book(symbol, limit, params) unified method for that.

The limit argument does not guarantee that the number of bids or asks will always be equal to limit. It designates the upper boundary or the maximum, so at some moment in time there may be less than limit bids or asks. This is the case when the exchange does not have enough orders on the orderbook. However, if the underlying exchange API does not support a limit parameter for the orderbook endpoint at all, then the limit argument will be ignored. CCXT does not trim bids and asks if the exchange returns more than you request.

Market Price

In order to get current best price (query market price) and calculate bidask spread take first elements from bid and ask, like so:

Javascript

let orderbook = await exchange.fetchOrderBook (exchange.symbols[0])
let bid = orderbook.bids.length ? orderbook.bids[0][0] : undefined
let ask = orderbook.asks.length ? orderbook.asks[0][0] : undefined
let spread = (bid && ask) ? ask - bid : undefined
console.log (exchange.id, 'market price', { bid, ask, spread })

Python

orderbook = exchange.fetch_order_book (exchange.symbols[0])
bid = orderbook['bids'][0][0] if len (orderbook['bids']) > 0 else None
ask = orderbook['asks'][0][0] if len (orderbook['asks']) > 0 else None
spread = (ask - bid) if (bid and ask) else None
print (exchange.id, 'market price', { 'bid': bid, 'ask': ask, 'spread': spread })

PHP

$orderbook = $exchange->fetch_order_book ($exchange->symbols[0]);
$bid = count ($orderbook['bids']) ? $orderbook['bids'][0][0] : null;
$ask = count ($orderbook['asks']) ? $orderbook['asks'][0][0] : null;
$spread = ($bid && $ask) ? $ask - $bid : null;
$result = array ('bid' => $bid, 'ask' => $ask, 'spread' => $spread);
var_dump ($exchange->id, 'market price', $result);

Price Tickers

A price ticker contains statistics for a particular market/symbol for some period of time in recent past, usually last 24 hours. The methods for fetching tickers are described below.

A Single Ticker For One Symbol

// one ticker
fetchTicker (symbol, params = {})

// example
fetchTicker ('ETH/BTC')
fetchTicker ('BTC/USDT')

Multiple Tickers For All Or Many Symbols

// multiple tickers
fetchTickers (symbols = undefined, params = {})  // for all tickers at once

// for example
fetchTickers () // all symbols
fetchTickers ([ 'ETH/BTC', 'BTC/USDT' ]) // an array of specific symbols

Check the exchange.has['fetchTicker'] and exchange.has['fetchTickers'] properties of the exchange instance to determine if the exchange in question does support these methods.

Please, note, that calling fetchTickers () without a symbol is usually strictly rate-limited, an exchange may ban you if you poll that endpoint too frequently.

Ticker Structure

A ticker is a statistical calculation with the information calculated over the past 24 hours for a specific market.

The structure of a ticker is as follows:

{
    'symbol':        string symbol of the market ('BTC/USD', 'ETH/BTC', ...)
    'info':        { the original non-modified unparsed reply from exchange API },
    'timestamp':     int (64-bit Unix Timestamp in milliseconds since Epoch 1 Jan 1970)
    'datetime':      ISO8601 datetime string with milliseconds
    'high':          float, // highest price
    'low':           float, // lowest price
    'bid':           float, // current best bid (buy) price
    'bidVolume':     float, // current best bid (buy) amount (may be missing or undefined)
    'ask':           float, // current best ask (sell) price
    'askVolume':     float, // current best ask (sell) amount (may be missing or undefined)
    'vwap':          float, // volume weighed average price
    'open':          float, // opening price
    'close':         float, // price of last trade (closing price for current period)
    'last':          float, // same as `close`, duplicated for convenience
    'previousClose': float, // closing price for the previous period
    'change':        float, // absolute change, `last - open`
    'percentage':    float, // relative change, `(change/open) * 100`
    'average':       float, // average price, `(last + open) / 2`
    'baseVolume':    float, // volume of base currency traded for last 24 hours
    'quoteVolume':   float, // volume of quote currency traded for last 24 hours
}

Notes On Ticker Structure

All fields in the ticker represent the past 24 hours prior to timestamp.
The bidVolume is the volume (amount) of current best bid in the orderbook.
The askVolume is the volume (amount) of current best ask in the orderbook.
The baseVolume is the amount of base currency traded (bought or sold) in last 24 hours.
The quoteVolume is the amount of quote currency traded (bought or sold) in last 24 hours.

All prices in ticker structure are in quote currency. Some fields in a returned ticker structure may be undefined/None/null.

base currency ↓
             BTC / USDT
             ETH / BTC
            DASH / ETH
                    ↑ quote currency

Timestamp and datetime are both Universal Time Coordinated (UTC) in milliseconds.

ticker['timestamp'] is the time when the exchange generated this response (before replying it back to you). It may be missing (undefined/None/null), as documented in the Manual, not all exchanges provide a timestamp there. If it is defined, then it is a UTC timestamp in milliseconds since 1 Jan 1970 00:00:00.
exchange.last_response_headers['Date'] is the date-time string of the last HTTP response received (from HTTP headers). The 'Date' parser should respect the timezone designated there. The precision of the date-time is 1 second, 1000 milliseconds. This date should be set by the exchange server when the message originated according to the following standards:

Although some exchanges do mix-in orderbook's top bid/ask prices into their tickers (and some exchanges even serve top bid/ask volumes) you should not treat a ticker as a fetchOrderBook replacement. The main purpose of a ticker is to serve statistical data, as such, treat it as "live 24h OHLCV". It is known that exchanges discourage frequent fetchTicker requests by imposing stricter rate limits on these queries. If you need a unified way to access bids and asks you should use fetchL[123]OrderBook family instead.

To get historical prices and volumes use the unified fetchOHLCV method where available. To get historical mark, index, and premium index prices, add one of 'price': 'mark', 'price': 'index', 'price': 'premiumIndex' respectively to the params-overrides of fetchOHLCV. There are also convenience methods fetchMarkPriceOHLCV, fetchIndexPriceOHLCV, and fetchPremiumIndexOHLCV that obtain the mark, index and premiumIndex historical prices and volumes.

Methods for fetching tickers:

fetchTicker (symbol[, params = {}]), symbol is required, params are optional
fetchTickers ([symbols = undefined[, params = {}]]), both arguments optional

Individually By Symbol

To get the individual ticker data from an exchange for a particular trading pair or a specific symbol – call the fetchTicker (symbol):

Javascript

if (exchange.has['fetchTicker']) {
    console.log (await (exchange.fetchTicker ('BTC/USD'))) // ticker for BTC/USD
    let symbols = Object.keys (exchange.markets)
    let random = Math.floor (Math.random () * (symbols.length - 1))
    console.log (exchange.fetchTicker (symbols[random])) // ticker for a random symbol
}

Python

import random
if (exchange.has['fetchTicker']):
    print(exchange.fetch_ticker('LTC/ZEC')) # ticker for LTC/ZEC
    symbols = list(exchange.markets.keys())
    print(exchange.fetch_ticker(random.choice(symbols))) # ticker for a random symbol

PHP

//(don't forget to set your timezone properly!)
if ($exchange->has['fetchTicker']) {
    var_dump ($exchange->fetch_ticker ('ETH/CNY')); // ticker for ETH/CNY
    $symbols = array_keys ($exchange->markets);
    $random = rand () % count ($symbols);
    var_dump ($exchange->fetch_ticker ($symbols[$random])); // ticker for a random symbol
}

All At Once

Some exchanges (not all of them) also support fetching all tickers at once. See their docs for details. You can fetch all tickers with a single call like so:

Javascript

if (exchange.has['fetchTickers']) {
    console.log (await (exchange.fetchTickers ())) // all tickers indexed by their symbols
}

Python

if (exchange.has['fetchTickers']):
    print(exchange.fetch_tickers()) # all tickers indexed by their symbols

PHP

if ($exchange->has['fetchTickers']) {
    var_dump ($exchange->fetch_tickers ()); // all tickers indexed by their symbols
}

Fetching all tickers requires more traffic than fetching a single ticker. Also, note that some exchanges impose higher rate-limits on subsequent fetches of all tickers (see their docs on corresponding endpoints for details). The cost of the fetchTickers() call in terms of rate limit is often higher than average. If you only need one ticker, fetching by a particular symbol is faster as well. You probably want to fetch all tickers only if you really need all of them and, most likely, you don't want to fetchTickers more frequently than once in a minute or so.

Also, some exchanges may impose additional requirements on the fetchTickers() call, sometimes you can't fetch the tickers for all symbols because of the API limitations of the exchange in question. Some exchanges accept a list of symbols in HTTP URL query params, however, because URL length is limited, and in extreme cases exchanges can have thousands of markets – a list of all their symbols simply would not fit in the URL, so it has to be a limited subset of their symbols. Sometimes, there are other reasons for requiring a list of symbols, and there may be a limit on the number of symbols you can fetch at once, but whatever the limitation, please, blame the exchange. To pass the symbols of interest to the exchange, you can supply a list of strings as the first argument to fetchTickers:

Javascript

//JavaScript
if (exchange.has['fetchTickers']) {
    console.log (await (exchange.fetchTickers ([ 'ETH/BTC', 'LTC/BTC' ]))) // listed tickers indexed by their symbols
}

Python

if (exchange.has['fetchTickers']):
    print(exchange.fetch_tickers(['ETH/BTC', 'LTC/BTC'])) # listed tickers indexed by their symbols

PHP

if ($exchange->has['fetchTickers']) {
    var_dump ($exchange->fetch_tickers (array ('ETH/BTC', 'LTC/BTC'))); // listed tickers indexed by their symbols
}

Note that the list of symbols is not required in most cases, but you must add additional logic if you want to handle all possible limitations that might be imposed on the exchanges' side.

Like most methods of the Unified CCXT API, the last argument to fetchTickers is the params argument for overriding request parameters that are sent towards the exchange.

The structure of the returned value is as follows:

{
    'info':    { ... }, // the original JSON response from the exchange as is
    'BTC/USD': { ... }, // a single ticker for BTC/USD
    'ETH/BTC': { ... }, // a ticker for ETH/BTC
    ...
}

A general solution for fetching all tickers from all exchanges (even the ones that don't have a corresponding API endpoint) is on the way, this section will be updated soon.

UNDER CONSTRUCTION

OHLCV Candlestick Charts

Most exchanges have endpoints for fetching OHLCV data, but some of them don't. The exchange boolean (true/false) property named has['fetchOHLCV'] indicates whether the exchange supports candlestick data series or not.

To fetch OHLCV candles/bars from an exchange, ccxt has the fetchOHLCV method, which is declared in the following way:

fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {})

You can call the unified fetchOHLCV / fetch_ohlcv method to get the list of OHLCV candles for a particular symbol like so:

Javascript

let sleep = (ms) => new Promise (resolve => setTimeout (resolve, ms));
if (exchange.has.fetchOHLCV) {
    for (symbol in exchange.markets) {
        await sleep (exchange.rateLimit) // milliseconds
        console.log (await exchange.fetchOHLCV (symbol, '1m')) // one minute
    }
}

Python

import time
if exchange.has['fetchOHLCV']:
    for symbol in exchange.markets:
        time.sleep (exchange.rateLimit / 1000) # time.sleep wants seconds
        print (symbol, exchange.fetch_ohlcv (symbol, '1d')) # one day

PHP

if ($exchange->has['fetchOHLCV']) {
    foreach ($exchange->markets as $symbol => $market) {
        usleep ($exchange->rateLimit * 1000); // usleep wants microseconds
        var_dump ($exchange->fetch_ohlcv ($symbol, '1M')); // one month
    }
}

To get the list of available timeframes for your exchange see the timeframes property. Note that it is only populated when has['fetchOHLCV'] is true as well.

The returned list of candles may have one or more missing periods, if the exchange did not have any trades for the specified timerange and symbol. To a user that would appear as gaps in a continuous list of candles. That is considered normal. If the exchange did not have any candles at that time, the CCXT library will show the results as returned from the exchange itself.

There's a limit on how far back in time your requests can go. Most of exchanges will not allow to query detailed candlestick history (like those for 1-minute and 5-minute timeframes) too far in the past. They usually keep a reasonable amount of most recent candles, like 1000 last candles for any timeframe is more than enough for most of needs. You can work around that limitation by continuously fetching (aka REST polling) latest OHLCVs and storing them in a CSV file or in a database.

Note that the info from the last (current) candle may be incomplete until the candle is closed (until the next candle starts).

Like with most other unified and implicit methods, the fetchOHLCV method accepts as its last argument an associative array (a dictionary) of extra params, which is used to override default values that are sent in requests to the exchanges. The contents of params are exchange-specific, consult the exchanges' API documentation for supported fields and values.

The since argument is an integer UTC timestamp in milliseconds (everywhere throughout the library with all unified methods).

If since is not specified the fetchOHLCV method will return the time range as is the default from the exchange itself. This is not a bug. Some exchanges will return candles from the beginning of time, others will return most recent candles only, the exchanges' default behaviour is expected. Thus, without specifying since the range of returned candles will be exchange-specific. One should pass the since argument to ensure getting precisely the history range needed.

Get raw OHLCV response

Currently, the structure CCXT uses does not include the raw response from the exchange. However, users might be able to override the return value by doing:

Javascript

const ex = new ccxt.coinbase();
const originalParser = ex.parseOHLCV.bind(ex);
ex.parseOHLCV = ((ohlcv, market = undefined) => {
    return {
        'result': originalParser(ohlcv, market),
        'raw': ohlcv,
    };
});
const result = await ex.fetchOHLCV('BTC/USDT', '1m');
console.log (result[0]);

Python

# add raw member at last position in list
async def test():
    ex = ccxt.async_support.coinbase()
    prase_ohlcv_original = ex.parse_ohlcv
    def prase_ohlcv_custom(ohlcv, market):
        res = prase_ohlcv_original(ohlcv, market)
        res.append(ohlcv)
        return res
    ex.parse_ohlcv = prase_ohlcv_custom
    result = await ex.fetch_ohlcv('BTC/USDT', '1m')
    print (result[0])

asyncio.run(test())

Notes On Latency

Trading strategies require fresh up-to-date information for technical analysis, indicators and signals. Building a speculative trading strategy based on the OHLCV candles received from the exchange may have critical drawbacks. Developers should account for the details explained in this section to build successful bots.

First and foremost, when using CCXT you're talking to the exchanges directly. CCXT is not a server, nor a service, it's a software library. All data that you are getting with CCXT is received directly from the exchanges first-hand.

The exchanges usually provide two categories of public market data:

Fast primary first-order data that includes real time orderbooks and trades or fills
Slow second-order data that includes secondary tickers and kline OHLCV candles, that are calculated from the first-order data

The primary first-order data is updated by the exchanges APIs in pseudo real time, or as close to real time as possible, as fast as possible. The second-order data requires time for the exchange to calculate it. For example, a ticker is nothing more than a rolling 24-hour statistical cut of orderbooks and trades. OHLCV candles and volumes are also calculated from first-order trades and represent fixed statistical cuts of specific periods. The volume traded within an hour is just a sum of traded volumes of the corresponding trades that happened within that hour.

Obviously, it takes some time for the exchange to collect the first-order data and calculate the secondary statistical data from it. That literally means that tickers and OHLCVs are always slower than orderbooks and trades. In other words, there is always some latency in the exchange API between the moment when a trade happens and the moment when a corresponding OHLCV candle is updated or published by the exchange API.

The latency (or how much time is needed by the exchange API for calculating the secondary data) depends on how fast the exchange engine is, so it is exchange-specific. Top exchange engines will usually return and update fresh last-minute OHLCV candles and tickers at a very fast rate. Some exchanges might do it in regular intervals like once a second or once in a few seconds. Slow exchange engines might take minutes to update the secondary statistical information, their APIs might return the current most recent OHLCV candle a few minutes late.

If your strategy depends on the fresh last-minute most recent data you don't want to build it based on tickers or OHLCVs received from the exchange. Tickers and exchanges' OHLCVs are only suitable for display purposes, or for simple trading strategies for hour-timeframes or day-timeframes that are less susceptible to latency.

Thankfully, the developers of time-critical trading strategies don't have to rely on secondary data from the exchanges and can calculate the OHLCVs and tickers in the userland. That may be faster and more efficient than waiting for the exchanges to update the info on their end. One can aggregate the public trade history by polling it frequently and calculate candles by walking over the list of trades - please take a look into "build-ohlcv-bars" file inside examples folder

Due to the differences in their internal implementations the exchanges may be faster to update their primary and secondary market data over WebSockets. The latency remains exchange-specific, cause the exchange engine still needs time to calculate the secondary data, regardless of whether you're polling it over the RESTful API with CCXT or getting updates via WebSockets with CCXT Pro. WebSockets can improve the networking latency, so a fast exchange will work even better, but adding the support for WS subscriptions will not make a slow exchange engine work much faster.

If you want to stay on top of the second-order data latency, then you will have to calculate it on your side and beat the exchange engine in speed of doing so. Depending on the needs of your application, it may be tricky, since you will need to handle redundancy, "data holes" in the history, exchange downtimes, and other aspects of data aggregation which is a whole universe in itself that is impossible to fully cover in this Manual.

OHLCV Structure

The fetchOHLCV method shown above returns a list (a flat array) of OHLCV candles represented by the following structure:

[
    [
        1504541580000, // UTC timestamp in milliseconds, integer
        4235.4,        // (O)pen price, float
        4240.6,        // (H)ighest price, float
        4230.0,        // (L)owest price, float
        4230.7,        // (C)losing price, float
        37.72941911    // (V)olume float (usually in terms of the base currency, the exchanges docstring may list whether quote or base units are used)
    ],
    ...
]

The list of candles is returned sorted in ascending (historical/chronological) order, oldest candle first, most recent candle last.

Mark, Index and PremiumIndex Candlestick Charts

To obtain historical Mark, Index Price and Premium Index candlesticks pass the 'price' params-override to fetchOHLCV. The 'price' parameter accepts one of the following values:

'mark'
'index'
'premiumIndex'

// JavaScript
async function main () {
    const exchange = new ccxt.binanceusdm ()
    const markKlines = await exchange.fetchOHLCV ('ADA/USDT', '1h', undefined, undefined, { 'price': 'mark' })
    console.log (markKlines)
    const indexKlines = await exchange.fetchOHLCV ('ADA/USDT', '1h', undefined, undefined, { 'price': 'index' })
    console.log (indexKlines)
}

main ()

There are also convenience methods fetchMarkOHLCV, fetchIndexOHLCV and fetchPremiumIndexOHLCV

Javascript

async function main () {
    const exchange = new ccxt.binanceusdm ()
    const markKlines = await exchange.fetchMarkOHLCV ('ADA/USDT', '1h')
    console.log (markKlines)
    const indexKlines = await exchange.fetchIndexOHLCV ('ADA/USDT', '1h')
    console.log (indexKlines)
}

main ()

Python

exchange = ccxt.binance()
response = exchange.fetch_ohlcv('ADA/USDT', '1h', params={'price':'index'})
pprint(response)
# Convenience methods
mark_klines = exchange.fetch_mark_ohlcv('ADA/USDT', '1h')
index_klines = exchange.fetch_index_ohlcv('ADA/USDT', '1h')
pprint(mark_klines)
pprint(index_klines)

OHLCV Emulation

Some exchanges don't offer any OHLCV method, and for those, the ccxt library will emulate OHLCV candles from Public Trades. In that case you will see exchange.has['fetchOHLCV'] = 'emulated'. However, because the trade history is usually very limited, the emulated fetchOHLCV methods cover most recent info only and should only be used as a fallback, when no other option is available.

WARNING: the fetchOHLCV emulation is experimental!

UNDER CONSTRUCTION

Public Trades

- this is under heavy development right now, contributions appreciated

You can call the unified fetchTrades / fetch_trades method to get the list of most recent trades for a particular symbol. The fetchTrades method is declared in the following way:

async fetchTrades (symbol, since = undefined, limit = undefined, params = {})

For example, if you want to print recent trades for all symbols one by one sequentially (mind the rateLimit!) you would do it like so:

Typescript

if (exchange.has['fetchTrades']) {
    let sleep = (ms) => new Promise (resolve => setTimeout (resolve, ms));
    for (symbol in exchange.markets) {
        console.log (await exchange.fetchTrades (symbol))
    }
}

Python

import time
if exchange.has['fetchTrades']:
    for symbol in exchange.markets:  # ensure you have called loadMarkets() or load_markets() method.
        print (symbol, exchange.fetch_trades (symbol))

PHP

if ($exchange->has['fetchTrades']) {
    foreach ($exchange->markets as $symbol => $market) {
        var_dump ($exchange->fetch_trades ($symbol));
    }
}

The fetchTrades method shown above returns an ordered list of trades (a flat array, sorted by timestamp in ascending order, oldest trade first, most recent trade last). A list of trades is represented by the trade structure.

[
    {
        'info':          { ... },                  // the original decoded JSON as is
        'id':           '12345-67890:09876/54321', // string trade id
        'timestamp':     1502962946216,            // Unix timestamp in milliseconds
        'datetime':     '2017-08-17 12:42:48.000', // ISO8601 datetime with milliseconds
        'symbol':       'ETH/BTC',                 // symbol
        'order':        '12345-67890:09876/54321', // string order id or undefined/None/null
        'type':         'limit',                   // order type, 'market', 'limit' or undefined/None/null
        'side':         'buy',                     // direction of the trade, 'buy' or 'sell'
        'takerOrMaker': 'taker',                   // string, 'taker' or 'maker'
        'price':         0.06917684,               // float price in quote currency
        'amount':        1.5,                      // amount of base currency
        'cost':          0.10376526,               // total cost, `price * amount`,
        'fee':           {                         // if provided by exchange or calculated by ccxt
            'cost':  0.0015,                       // float
            'currency': 'ETH',                     // usually base currency for buys, quote currency for sells
            'rate': 0.002,                         // the fee rate (if available)
        },
        'fees': [                                  // an array of fees if paid in multiple currencies
            {                                      // if provided by exchange or calculated by ccxt
                'cost':  0.0015,                   // float
                'currency': 'ETH',                 // usually base currency for buys, quote currency for sells
                'rate': 0.002,                     // the fee rate (if available)
            },
        ]
    },
    ...
]

Most exchanges return most of the above fields for each trade, though there are exchanges that don't return the type, the side, the trade id or the order id of the trade. Most of the time you are guaranteed to have the timestamp, the datetime, the symbol, the price and the amount of each trade.

The second optional argument since reduces the array by timestamp, the third limit argument reduces by number (count) of returned items.

If the user does not specify since, the fetchTrades method will return the default range of public trades from the exchange. The default set is exchange-specific, some exchanges will return trades starting from the date of listing a pair on the exchange, other exchanges will return a reduced set of trades (like, last 24 hours, last 100 trades, etc). If the user wants precise control over the timeframe, the user is responsible for specifying the since argument.

Most of unified methods will return either a single object or a plain array (a list) of objects (trades). However, very few exchanges (if any at all) will return all trades at once. Most often their APIs limit output to a certain number of most recent objects. YOU CANNOT GET ALL OBJECTS SINCE THE BEGINNING OF TIME TO THE PRESENT MOMENT IN JUST ONE CALL. Practically, very few exchanges will tolerate or allow that.

To fetch historical trades, the user will need to traverse the data in portions or "pages" of objects. Pagination often implies "fetching portions of data one by one" in a loop.

In most cases users are required to use at least some type of pagination in order to get the expected results consistently.

On the other hand, some exchanges don't support pagination for public trades at all. In general the exchanges will provide just the most recent trades.

The fetchTrades () / fetch_trades() method also accepts an optional params (assoc-key array/dict, empty by default) as its fourth argument. You can use it to pass extra params to method calls or to override a particular default value (where supported by the exchange). See the API docs for your exchange for more details.

Exchange Time

The fetchTime() method (if available) returns the current integer timestamp in milliseconds from the exchange server.

fetchTime(params = {})

Exchange Status

The exchange status describes the latest known information on the availability of the exchange API. This information is either hardcoded into the exchange class or fetched live directly from the exchange API. The fetchStatus(params = {}) method can be used to get this information. The status returned by fetchStatus is one of:

Hardcoded into the exchange class, e.g. if the API has been broken or shutdown.
Updated using the exchange ping or fetchTime endpoint to see if its alive
Updated using the dedicated exchange API status endpoint.

fetchStatus(params = {})

Exchange Status Structure

The fetchStatus() method will return a status structure like shown below:

{
    'status': 'ok', // 'ok', 'shutdown', 'error', 'maintenance'
    'updated': undefined, // integer, last updated timestamp in milliseconds if updated via the API
    'eta': undefined, // when the maintenance or outage is expected to end
    'url': undefined, // a link to a GitHub issue or to an exchange post on the subject
}

The possible values in the status field are:

'ok' means the exchange API is fully operational
'shutdown' means the exchange was closed, and the updated field should contain the datetime of the shutdown
'error' means that either the exchange API is broken, or the implementation of the exchange in CCXT is broken
'maintenance' means regular maintenance, and the eta field should contain the datetime when the exchange is expected to be operational again

Borrow Rates

margin only

When short trading or trading with leverage on a spot market, currency must be borrowed. Interest is accrued for the borrowed currency.

Data on the borrow rate for a currency can be retrieved using

fetchCrossBorrowRate () for a single currencies borrow rate
fetchCrossBorrowRates () for all currencies borrow rates
fetchIsolatedBorrowRate () for a trading pairs borrow rate
fetchIsolatedBorrowRates () for all trading pairs borrow rates
fetchBorrowRatesPerSymbol () for the borrow rates of currencies in individual markets

fetchCrossBorrowRate (code, params = {})

Parameters

code (String) Unified CCXT currency code, required (e.g. "USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"settle": "USDT"})

Returns

A borrow rate structure

fetchCrossBorrowRates (params = {})

Parameters

params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"startTime": 1610248118000})

Returns

A dictionary of borrow rate structures with unified currency codes as keys

fetchIsolatedBorrowRate (symbol, params = {})

Parameters

symbol (String) Unified CCXT market symbol, required (e.g. "BTC/USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"settle": "USDT"})

Returns

An isolated borrow rate structure

fetchIsolatedBorrowRates (params = {})

Parameters

params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"startTime": 1610248118000})

Returns

A dictionary of isolated borrow rate structures with unified market symbols as keys

Isolated Borrow Rate Structure

{
  symbol: 'BTC/USDT',  // Unified market symbol
  base: 'BTC',  // Unified currency code of the base currency
  baseRate: 0.00025,  // A decimal value rate that interest is accrued at
  quote: 'USDT',  // Unified currency code of the quote currency
  quoteRate: 0.00025,  // A decimal value rate that interest is accrued at
  period: 86400000,  // The amount of time in milliseconds that is required to accrue the interest amount specified by rate
  timestamp: 1646956800000,  // Timestamp for when the currency had this rate
  datetime: '2022-03-11T00:00:00.000Z',  // Datetime for when the currency had this rate
  info: [ ... ]
}

Borrow Rate Structure

{
  currency: 'USDT',  // Unified currency code
  rate: 0.0006,  // A ratio of the rate that interest is accrued at
  period: 86400000,  // The amount of time in milliseconds that is required to accrue the interest amount specified by rate
  timestamp: 1646956800000,  // Timestamp for when the currency had this rate
  datetime: '2022-03-11T00:00:00.000Z',  // Datetime for when the currency had this rate
  info: [ ... ]
}

Borrow Rate History

margin only

The fetchBorrowRateHistory method retrieves a history of a currencies borrow interest rate at specific time slots

fetchBorrowRateHistory (code, since = undefined, limit = undefined, params = {})

Parameters

code (String) required Unified CCXT currency code (e.g. "USDT")
since (Integer) Timestamp for the earliest borrow rate (e.g. 1645807945000)
limit (Integer) The maximum number of borrow rate structures to retrieve (e.g. 10)
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of borrow rate structures

Leverage Tiers

contract only

Leverage Tier methods are private on binance

The fetchLeverageTiers() method can be used to obtain the maximum leverage for a market at varying position sizes. It can also be used to obtain the maintenance margin rate, and the max tradeable amount for a market when that information is not available from the market object

While you can obtain the absolute maximum leverage for a market by accessing market['limits']['leverage']['max'], for many contract markets, the maximum leverage will depend on the size of your position.

You can access those limits by using

fetchMarketLeverageTiers() (single symbol)
fetchLeverageTiers([symbol1, symbol2, ...]) (multiple symbols)
fetchLeverageTiers() (all market symbols)

fetchMarketLeverageTiers(symbol, params = {})

Parameters

symbol (String) required Unified CCXT symbol (e.g. "BTC/USDT:USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"settle": "usdt"})

Returns

a leverage-tiers-structure

fetchLeverageTiers(symbols = undefined, params = {})

Parameters

symbols ([String]) Unified CCXT symbol (e.g. "BTC/USDT:USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"settle": "usdt"})

Returns

an array of leverage-tiers-structures

Leverage Tiers Structure

[
    {
        "tier": 1,                       // tier index
        "symbol": "BTC/USDT",            // the market symbol that the leverage tier applies to
        "currency": "USDT",              // the currency that minNotional and maxNotional are in
        "minNotional": 0,                // the lowest amount of this tier // stake = 0.0
        "maxNotional": 10000,            // the highest amount of this tier // max stake amount at 75x leverage = 133.33333333333334
        "maintenanceMarginRate": 0.0065, // maintenance margin rate
        "maxLeverage": 75,               // max available leverage for this market when the value of the trade is > minNotional and < maxNotional
        "info": { ... }                  // Response from exchange
    },
    {
        "tier": 2,
        "symbol": "BTC/USDT",
        "currency": "USDT",
        "minNotional": 10000,            // min stake amount at 50x leverage = 200.0
        "maxNotional": 50000,            // max stake amount at 50x leverage = 1000.0
        "maintenanceMarginRate": 0.01,
        "maxLeverage": 50,
        "info": { ... },
    },
    ...
    {
        "tier": 9,
        "symbol": "BTC/USDT",
        "currency": "USDT",
        "minNotional": 20000000,
        "maxNotional": 50000000,
        "maintenanceMarginRate": 0.5,
        "maxLeverage": 1,
        "info": { ... },
    },
]

In the example above:

stakes below 133.33 = a max leverage of 75
stakes from 200 + 1000 = a max leverage of 50
a stake amount of 150 = a max leverage of (10000 / 150) = 66.66
stakes between 133.33-200 = a max leverage of (10000 / stake) = 50.01 -> 74.99

Note for Huobi users: Huobi uses both leverage and amount to determine maintenance margin rates: https://www.huobi.com/support/en-us/detail/900000089903

Funding Rate

contract only

Data on the current, most recent, and next funding rates can be obtained using the methods

fetchFundingRates () for all market symbols
fetchFundingRates ([ symbol1, symbol2, ... ]) for multiple market symbols
fetchFundingRate (symbol) for a single market symbol

fetchFundingRate (symbol, params = {})

Parameters

symbol (String) required Unified CCXT symbol (e.g. "BTC/USDT:USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

a funding rate structure

fetchFundingRates (symbols = undefined, params = {})

Parameters

symbols ([String]) An optional array/list of unified CCXT symbols (e.g. ["BTC/USDT:USDT", "ETH/USDT:USDT"])
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of funding rate structures indexed by market symbols

Funding Interval

contract only

Retrieve the current funding interval using the following methods:

fetchFundingInterval (symbol) for a single market symbol
fetchFundingIntervals () for all market symbols
fetchFundingIntervals ([ symbol1, symbol2, ... ]) for multiple market symbols

fetchFundingInterval (symbol, params = {})

Parameters

symbol (String) required Unified CCXT symbol (e.g. "BTC/USDT:USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

A funding rate structure

fetchFundingIntervals (symbols = undefined, params = {})

Parameters

symbols ([String]) An optional array/list of unified CCXT symbols (e.g. ["BTC/USDT:USDT", "ETH/USDT:USDT"])
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of funding rate structures

Funding Rate Structure

{
    info: { ... },
    symbol: 'BTC/USDT:USDT',
    markPrice: 39294.43,
    indexPrice: 39291.78,
    interestRate: 0.0003,
    estimatedSettlePrice: undefined,
    timestamp: undefined,
    datetime: undefined,
    fundingRate: 0.000072,
    fundingTimestamp: 1645833600000,
    fundingDatetime: '2022-02-26T00:00:00.000Z',
    nextFundingRate: -0.000018, // nextFundingRate is actually two funding rates from now
    nextFundingTimestamp: undefined,
    nextFundingDatetime: undefined,
    previousFundingRate: undefined,
    previousFundingTimestamp: undefined,
    previousFundingDatetime: undefined,
    interval: '8h',
}

Funding Rate History

contract only

fetchFundingRateHistory (symbol = undefined, since = undefined, limit = undefined, params = {})

Parameters

symbol (String) Unified CCXT symbol (e.g. "BTC/USDT:USDT")
since (Integer) Timestamp for the earliest funding rate (e.g. 1645807945000)
limit (Integer) The maximum number of funding rates to retrieve (e.g. 10)
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of funding rate history structures

Funding Rate History Structure

{
    info: { ... },
    symbol: "BTC/USDT:USDT",
    fundingRate: -0.000068,
    timestamp: 1642953600000,
    datetime: "2022-01-23T16:00:00.000Z"
}

Open Interest

contract only

Use the fetchOpenInterest method to get the current open interest for a symbol from the exchange.

fetchOpenInterest (symbol, params = {})

Parameters

symbol (String) Unified CCXT market symbol (e.g. "BTC/USDT:USDT")
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

A dictionary of open interest structures

Open Interest History

contract only

Use the fetchOpenInterestHistory method to get a history of open interest for a symbol from the exchange.

fetchOpenInterestHistory (symbol, timeframe = '5m', since = undefined, limit = undefined, params = {})

Parameters

symbol (String) Unified CCXT market symbol (e.g. "BTC/USDT:USDT")
timeframe (String) Check exchange.timeframes for available values
since (Integer) Timestamp for the earliest open interest record (e.g. 1645807945000)
limit (Integer) The maximum number of open interest structures to retrieve (e.g. 10)
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Note for OKX users: instead of a unified symbol okx.fetchOpenInterestHistory expects a unified currency code in the symbol argument (e.g. 'BTC').

Returns

An array of open interest structures

Open Interest Structure

{
    symbol: 'BTC/USDT',
    baseVolume: 80872.801, // deprecated
    quoteVolume: 3508262107.38, // deprecated
    openInterestAmount: 80872.801,
    openInterestValue: 3508262107.38,
    timestamp: 1649379000000,
    datetime: '2022-04-08T00:50:00.000Z',
    info: {
        symbol: 'BTCUSDT',
        sumOpenInterest: '80872.80100000',
        sumOpenInterestValue: '3508262107.38000000',
        timestamp: '1649379000000'
    }
}

Historical Volatility

option only

Use the fetchVolatilityHistory method to get the volatility history for the code of an options underlying asset from the exchange.

fetchVolatilityHistory (code, params = {})

Parameters

code (String) required Unified CCXT currency code (e.g. "BTC")
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of volatility history structures

Volatility Structure

{
    info: {
        "period": 7,
        "value": "0.23854072",
        "time": "1690574400000"
    }
    timestamp: 1649379000000,
    datetime: '2023-07-28T00:50:00.000Z',
    volatility: 0.23854072,
}

Underlying Assets

contract only

Use the fetchUnderlyingAssets method to get the market id's of underlying assets for a contract market type from the exchange.

fetchUnderlyingAssets (params = {})

Parameters

params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"instType": "OPTION"})
params.type (String) Unified marketType, the default is 'option' (e.g. "option")

Returns

An underlying assets structure

Underlying Assets Structure

[ 'BTC_USDT', 'ETH_USDT', 'DOGE_USDT' ]

Settlement History

contract only

Use the fetchSettlementHistory method to get the public settlement history for a contract market from the exchange.

fetchSettlementHistory (symbol = undefined, since = undefined, limit = undefined, params = {})

Parameters

symbol (String) Unified CCXT symbol (e.g. "BTC/USDT:USDT-230728-25500-P")
since (Integer) Timestamp for the earliest settlement (e.g. 1694073600000)
limit (Integer) The maximum number of settlements to retrieve (e.g. 10)
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of settlement history structures

Settlement History Structure

{
    info: { ... },
    symbol: 'BTC/USDT:USDT-230728-25500-P',
    price: 25761.35807869,
    timestamp: 1694073600000,
    datetime: '2023-09-07T08:00:00.000Z',
}

Liquidations

Use the fetchLiquidations method to get the public liquidations of a trading pair from the exchange.

fetchLiquidations (symbol, since = undefined, limit = undefined, params = {})

Parameters

symbol (String) Unified CCXT symbol (e.g. "BTC/USDT:USDT-231006-25000-P")
since (Integer) Timestamp for the earliest liquidation (e.g. 1694073600000)
limit (Integer) The maximum number of liquidations to retrieve (e.g. 10)
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"until": 1645807945000})

Returns

An array of liquidation structures

Liquidation Structure

[
    {
        'info':          { ... },                        // the original decoded JSON as is
        'symbol':        'BTC/USDT:USDT-231006-25000-P', // unified CCXT market symbol
        'contracts':     2,                              // the number of derivative contracts
        'contractSize':  0.001,                          // the contract size for the trading pair
        'price':         27038.64,                       // the average liquidation price in the quote currency
        'baseValue':     0.002,                          // value in the base currency (contracts * contractSize)
        'quoteValue':    54.07728,                       // value in the quote currency ((contracts * contractSize) * price)
        'timestamp':     1696996782210,                  // Unix timestamp in milliseconds
        'datetime':      '2023-10-11 03:59:42.000',      // ISO8601 datetime with milliseconds
    },
    ...
]

Greeks

option only

Use the fetchGreeks method to get the public greeks and implied volatility of an options trading pair from the exchange. The greeks measure how factors like the underlying assets price, time to expiration, volatility, and interest rates, affect the price of an options contract.

fetchGreeks (symbol, params = {})

Parameters

symbol (String) Unified CCXT symbol (e.g. "BTC/USD:BTC-240927-40000-C")
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"category": "options"})

Returns

A greeks structure

Greeks Structure

{
    'symbol': 'BTC/USD:BTC-240927-40000-C',     // unified CCXT market symbol
    'timestamp': 1699593511632,                 // unix timestamp in milliseconds
    'datetime': '2023-11-10T05:18:31.632Z',     // ISO8601 datetime with milliseconds
    'delta': 0.59833,                           // measures the rate of change in the options price per $1 change in the underlying assets price
    'gamma': 0.00002,                           // measures the rate of change in the delta per $1 change in the underlying assets price
    'theta': -13.4441,                          // measures the dollar amount that an options price will decline per day
    'vega': 142.30124,                          // measures the dollar amount that an options price changes with a 1% change in the implied volatility
    'rho': 131.82621,                           // measures the dollar amount that an options price changes with a 1% change in interest rates
    'vanna': 0.06671,                           // measures the amount that an options delta changes with a 1% change in implied volatility
    'volga': 925.95015,                         // measures the amount that an options vega changes with a 1% change in implied volatility
    'charm': 0.18433,                           // measures the amount that an options delta changes each day until expiration
    'bidSize': 2.2,                             // the options bid amount
    'askSize': 9,                               // the options ask amount
    'bidImpliedVolatility': 60.06,              // the expected percentage price change of the underlying asset, over the remaining life of the option, calculated using the bid price
    'askImpliedVolatility': 61.85,              // the expected percentage price change of the underlying asset, over the remaining life of the option, calculated using the ask price
    'markImpliedVolatility': 60.86,             // the expected percentage price change of the underlying asset, over the remaining life of the option, calculated using the mark price
    'bidPrice': 0.214,                          // the bid price of the option
    'askPrice': 0.2205,                         // the ask price of the option
    'markPrice': 0.2169,                        // the mark price of the option
    'lastPrice': 0.215,                         // the last price of the option
    'underlyingPrice': 39165.86,                // the current market price of the underlying asset
    'info': { ... },                            // the original decoded JSON as is
}

Option Chain

option only

Use the fetchOption method to get the public details of a single option contract from the exchange.

fetchOption (symbol, params = {})

Parameters

symbol (String) Unified CCXT market symbol (e.g. "BTC/USD:BTC-240927-40000-C")
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"category": "options"})

Returns

An option chain structure

Use the fetchOptionChain method to get the public option chain data of an underlying currency from the exchange.

fetchOptionChain (code, params = {})

Parameters

code (String) Unified CCXT currency code (e.g. "BTC")
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"category": "options"})

Returns

A list of option chain structures

Option Chain Structure

{
    'info': { ... },                            // the original decoded JSON as is
    'currency': 'BTC',                          // unified CCXT currency code
    'symbol': 'BTC/USD:BTC-240927-40000-C',     // unified CCXT market symbol
    'timestamp': 1699593511632,                 // unix timestamp in milliseconds
    'datetime': '2023-11-10T05:18:31.632Z',     // ISO8601 datetime with milliseconds
    'impliedVolatility': 60.06,                 // the expected percentage price change of the underlying asset, over the remaining life of the option
    'openInterest': 10,                         // the number of open options contracts that have not been settled
    'bidPrice': 0.214,                          // the bid price of the option
    'askPrice': 0.2205,                         // the ask price of the option
    'midPrice': 0.2205,                         // the price in between the bid and the ask
    'markPrice': 0.2169,                        // the mark price of the option
    'lastPrice': 0.215,                         // the last price of the option
    'underlyingPrice': 39165.86,                // the current market price of the underlying asset
    'change': 15.43,                            // the 24 hour price change in a dollar amount
    'percentage': 11.86,                        // the 24 hour price change as a percentage
    'baseVolume': 100.86,                       // the volume in units of the base currency
    'quoteVolume': 23772.86,                    // the volume in units of the quote currency
}

Long Short Ratio

contract only

Use the fetchLongShortRatio method to fetch the current long short ratio of a symbol and use the fetchLongShortRatioHistory to fetch the history of long short ratios for a symbol.

fetchLongShortRatio (symbol, period) for the current ratio of a single market symbol
fetchLongShortRatioHistory (symbol, period, since, limit) for the history of ratios of a single market symbol

fetchLongShortRatio (symbol, period = undefined, params = {})

Parameters

symbol (String) required Unified CCXT symbol (e.g. "BTC/USDT:USDT")
period (String) The period to calculate the ratio from (e.g. "24h")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

a long short ratio structure

fetchLongShortRatioHistory (symbol = undefined, period = undefined, since = undefined, limit = undefined, params = {})

Parameters

symbol (String) Unified CCXT symbol (e.g. "BTC/USDT:USDT")
period (String) The period to calculate the ratio from (e.g. "24h")
since (Integer) Timestamp for the earliest ratio (e.g. 1645807945000)
limit (Integer) The maximum number of ratios to retrieve (e.g. 10)
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

an array of long short ratio structures

Long Short Ratio Structure

{
    info: { ... },
    symbol: 'BTC/USDT:USDT',
    timestamp: 1645833600000,
    datetime: '2022-02-26T00:00:00.000Z',
    timeframe: '24h',
    longShortRatio: 0.000072,
}

Private API

Authentication
Sign In
API Keys Setup
Accounts
Account Balance
Orders
My Trades
Ledger
Deposit
Withdrawal
Deposit Addresses
Transfers
Fees
Borrow Interest
Borrow And Repay Margin
Margin
Margin Mode
Leverage
Positions
Funding History
Conversion

In order to be able to access your user account, perform algorithmic trading by placing market and limit orders, query balances, deposit and withdraw funds and so on, you need to obtain your API keys for authentication from each exchange you want to trade with. They usually have it available on a separate tab or page within your user account settings. API keys are exchange-specific and cannnot be interchanged under any circumstances.

The exchanges' private APIs will usually allow the following types of interaction:

the current state of the user's account balance can be obtained with the fetchBalance() method as described in the Account Balance section
the user can place and cancel orders with createOrder(), cancelOrder(), as well as fetch current open orders and the past order history with methods like fetchOrder, fetchOrders(), fetchOpenOrder(), fetchOpenOrders(), fetchCanceledOrders, fetchClosedOrder, fetchClosedOrders, as described in the section on Orders
the user can query the history of past trades executed with their account using fetchMyTrades, as described in the My Trades section, also see How Orders Are Related To Trades
the user can query their positions with fetchPositions() and fetchPosition() as described in the Positions section
the user can fetch the history of their transactions (on-chain transactions which are either deposits to the exchange account or withdrawals from the exchange account) with fetchTransactions(), or with fetchDeposit(), fetchDeposits() fetchWithdrawal(), and fetchWithdrawals() separately, depending on what is available from the exchange API
if the exchange API provides a ledger endpoint, the user can fetch a history of all money movements that somehow affected the balance, with fetchLedger that will return all accounting ledger entries such as trades, deposits, withdrawals, internal transfers between accounts, rebates, bonuses, fees, staking profits and so on, as described in the Ledger section.

Authentication

Authentication with all exchanges is handled automatically if provided with proper API keys. The process of authentication usually goes through the following pattern:

Generate new nonce. A nonce is an integer, often a Unix Timestamp in seconds or milliseconds (since epoch January 1, 1970). The nonce should be unique to a particular request and constantly increasing, so that no two requests share the same nonce. Each next request should have greater nonce than the previous request. The default nonce is a 32-bit Unix Timestamp in seconds.
Append public apiKey and nonce to other endpoint params, if any, then serialize the whole thing for signing.
Sign the serialized params using HMAC-SHA256/384/512 or MD5 with your secret key.
Append the signature in Hex or Base64 and nonce to HTTP headers or body.

This process may differ from exchange to exchange. Some exchanges may want the signature in a different encoding, some of them vary in header and body param names and formats, but the general pattern is the same for all of them.

You should not share the same API keypair across multiple instances of an exchange running simultaneously, in separate scripts or in multiple threads. Using the same keypair from different instances simultaneously may cause all sorts of unexpected behaviour.

DO NOT REUSE API KEYS WITH DIFFERENT SOFTWARE! The other software will screw your nonce too high. If you get InvalidNonce errors – make sure to generate a fresh new keypair first and foremost.

The authentication is already handled for you, so you don't need to perform any of those steps manually unless you are implementing a new exchange class. The only thing you need for trading is the actual API key pair.

API Keys Setup

Required Credentials

The API credentials usually include the following:

apiKey. This is your public API Key and/or Token. This part is non-secret, it is included in your request header or body and sent over HTTPS in open text to identify your request. It is often a string in Hex or Base64 encoding or an UUID identifier.
secret. This is your private key. Keep it secret, don't tell it to anybody. It is used to sign your requests locally before sending them to exchanges. The secret key does not get sent over the internet in the request-response process and should not be published or emailed. It is used together with the nonce to generate a cryptographically strong signature. That signature is sent with your public key to authenticate your identity. Each request has a unique nonce and therefore a unique cryptographic signature.
uid. Some exchanges (not all of them) also generate a user id or uid for short. It can be a string or numeric literal. You should set it, if that is explicitly required by your exchange. See their docs for details.
password. Some exchanges (not all of them) also require your password/phrase for trading. You should set this string, if that is explicitly required by your exchange. See their docs for details.

In order to create API keys find the API tab or button in your user settings on the exchange website. Then create your keys and copy-paste them to your config file. Your config file permissions should be set appropriately, unreadable to anyone except the owner.

Remember to keep your apiKey and secret key safe from unauthorized use, do not send or tell it to anybody. A leak of the secret key or a breach in security can cost you a fund loss.

Credential Validation

For checking if the user has supplied all the required credentials the Exchange base class has a method called exchange.checkRequiredCredentials() or exchange.check_required_credentials(). Calling that method will throw an AuthenticationError, if some of the credentials are missing or empty. The Exchange base class also has property exchange.requiredCredentials that allows a user to see which credentials are required for this or that exchange, as shown below:

Javascript

const ccxt = require ('ccxt')
const exchange = new ccxt.binance()
console.log (exchange.requiredCredentials) // prints required credentials
exchange.checkRequiredCredentials() // throw AuthenticationError

Python

import ccxt
exchange = ccxt.coinbasepro()
print(exchange.requiredCredentials)  # prints required credentials
exchange.check_required_credentials()  # raises AuthenticationError

PHP

include 'ccxt.php';
$exchange = new \ccxt\bittrex ();
var_dump($exchange->requiredCredentials); // prints required credentials
$exchange->check_required_credentials(); // throws AuthenticationError

Configuring API Keys

To set up an exchange for trading just assign the API credentials to an existing exchange instance or pass them to exchange constructor upon instantiation, like so:

Javascript

const ccxt = require ('ccxt')

// any time
let kraken = new ccxt.kraken ()
kraken.apiKey = 'YOUR_KRAKEN_API_KEY'
kraken.secret = 'YOUR_KRAKEN_SECRET_KEY'

// upon instantiation
let okcoin = new ccxt.okcoin ({
    apiKey: 'YOUR_OKCOIN_API_KEY',
    secret: 'YOUR_OKCOIN_SECRET_KEY',
})

// from variable id
const exchangeId = 'binance'
    , exchangeClass = ccxt[exchangeId]
    , exchange = new exchangeClass ({
        'apiKey': 'YOUR_API_KEY',
        'secret': 'YOUR_SECRET',
    })

Python

import ccxt

# any time
bitfinex = ccxt.bitfinex ()
bitfinex.apiKey = 'YOUR_BFX_API_KEY'
bitfinex.secret = 'YOUR_BFX_SECRET'

# upon instantiation
hitbtc = ccxt.hitbtc ({
    'apiKey': 'YOUR_HITBTC_API_KEY',
    'secret': 'YOUR_HITBTC_SECRET_KEY',
})

# from variable id
exchange_id = 'binance'
exchange_class = getattr(ccxt, exchange_id)
exchange = exchange_class({
    'apiKey': 'YOUR_API_KEY',
    'secret': 'YOUR_SECRET',
})

PHP

include 'ccxt.php'

// any time
$hitbtc = new \ccxt\hitbtc ();
$hitbtc->apiKey = 'YOUR_HITBTC_API_KEY';
$hitbtc->secret = 'YOUR_HITBTC_SECRET_KEY';

// upon instantiation
$zaif = new \ccxt\zaif (array (
    'apiKey' => 'YOUR_ZAIF_API_KEY',
    'secret' => 'YOUR_ZAIF_SECRET_KEY'
));

// from variable id
$exchange_id = 'binance';
$exchange_class = "\\ccxt\\$exchange_id";
$exchange = new $exchange_class (array (
    'apiKey' => 'YOUR_API_KEY',
    'secret' => 'YOUR_SECRET',
));

Note that your private requests will fail with an exception or error if you don't set up your API credentials before you start trading. To avoid character escaping always write your credentials in single quotes, not double quotes ('VERY_GOOD', "VERY_BAD").

API Key Permissions

When you get errors like "Invalid API-key, IP, or permissions for action." or "API-key format invalid", then, most likely, the problem is not within ccxt, please avoid opening a new issue unless you ensure that:

You don't have typos, empty spaces, or quotes in your keys
Your current IP address (check IPv4 or IPv6) is added into API-KEY's whitelist (if you use proxy, consider that too)
You have selected the correct options in permissions list for that api-key
You are not accidentally mixing "testnet" api-keys or "testnet" mode in your script
You have checked already reported issues about this error

Sign In

Some exchanges required you to sign in prior to calling private methods, which can be done using the signIn method

Javascript

signIn (params = {})

Parameters

params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"2fa": "329293"})

Returns

response from the exchange

Overriding The Nonce

The default nonce is defined by the underlying exchange. You can override it with a milliseconds-nonce if you want to make private requests more frequently than once per second! Most exchanges will throttle your requests if you hit their rate limits, read API docs for your exchange carefully!

In case you need to reset the nonce it is much easier to create another pair of keys for using with private APIs. Creating new keys and setting up a fresh unused keypair in your config is usually enough for that.

In some cases you are unable to create new keys due to lack of permissions or whatever. If that happens you can still override the nonce. Base market class has the following methods for convenience:

seconds (): returns a Unix Timestamp in seconds.
milliseconds (): same in milliseconds (ms = 1000 * s, thousandths of a second).
microseconds (): same in microseconds (μs = 1000 * ms, millionths of a second).

There are exchanges that confuse milliseconds with microseconds in their API docs, let's all forgive them for that, folks. You can use methods listed above to override the nonce value. If you need to use the same keypair from multiple instances simultaneously use closures or a common function to avoid nonce conflicts. In Javascript you can override the nonce by providing a nonce parameter to the exchange constructor or by setting it explicitly on exchange object:

// JavaScript

// 1: custom nonce redefined in constructor parameters
let nonce = 1
let kraken1 = new ccxt.kraken ({ nonce: () => nonce++ })

// 2: nonce redefined explicitly
let kraken2 = new ccxt.kraken ()
kraken2.nonce = function () { return nonce++ } // uses same nonce as kraken1

// 3: milliseconds nonce
let kraken3 = new ccxt.kraken ({
    nonce: function () { return this.milliseconds () },
})

// 4: newer ES syntax
let kraken4 = new ccxt.kraken ({
    nonce () { return this.milliseconds () },
})

In Python and PHP you can do the same by subclassing and overriding nonce function of a particular exchange class:

# Python

# 1: the shortest
coinbasepro = ccxt.coinbasepro({'nonce': ccxt.Exchange.milliseconds})

# 2: custom nonce
class MyKraken(ccxt.kraken):
    n = 1
    def nonce(self):
        return self.n += 1

# 3: milliseconds nonce
class MyBitfinex(ccxt.bitfinex):
    def nonce(self):
        return self.milliseconds()

# 4: milliseconds nonce inline
hitbtc = ccxt.hitbtc({
    'nonce': lambda: int(time.time() * 1000)
})

# 5: milliseconds nonce
acx = ccxt.acx({'nonce': lambda: ccxt.Exchange.milliseconds()})

// PHP

// 1: custom nonce value
class Myokcoin extends \ccxt\okcoin {
    public function __construct ($options = array ()) {
        parent::__construct (array_merge (array ('i' => 1), $options));
    }
    public function nonce () {
        return $this->i++;
    }
}

// 2: milliseconds nonce
class MyZaif extends \ccxt\zaif {
    public function __construct ($options = array ()) {
        parent::__construct (array_merge (array ('i' => 1), $options));
    }
    public function nonce () {
        return $this->milliseconds ();
    }
}

Accounts

You can get all the accounts associated with a profile by using the fetchAccounts() method

fetchAccounts (params = {})

Accounts Structure

The fetchAccounts() method will return a structure like shown below:

[
    {
        id: "s32kj302lasli3930",
        type: "main",
        name: "main",
        code: "USDT",
        info: { ... }
    },
    {
        id: "20f0sdlri34lf90",
        name: "customAccount",
        type: "margin",
        code: "USDT",
        info: { ... }
    },
    {
        id: "4oidfk40dadeg4328",
        type: "spot",
        name: "spotAccount32",
        code: "BTC",
        info: { ... }
    },
    ...
]

Types of account is one of the unified account types or subaccount

Account Balance

To query for balance and get the amount of funds available for trading or funds locked in orders, use the fetchBalance method:

fetchBalance (params = {})

Parameters

params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"currency": "usdt"})

Returns

A balance structure

Balance Structure

{
    'info':  { ... },    // the original untouched non-parsed reply with details
    'timestamp': 1499280391811, // Unix Timestamp in milliseconds (seconds * 1000)
    'datetime': '2017-07-05T18:47:14.692Z', // ISO8601 datetime string with milliseconds

    //-------------------------------------------------------------------------
    // indexed by availability of funds first, then by currency

    'free':  {           // money, available for trading, by currency
        'BTC': 321.00,   // floats...
        'USD': 123.00,
        ...
    },

    'used':  { ... },    // money on hold, locked, frozen, or pending, by currency

    'total': { ... },    // total (free + used), by currency

    'debt': { ... },     // debt, by currency

    //-------------------------------------------------------------------------
    // indexed by currency first, then by availability of funds

    'BTC':   {           // string, three-letter currency code, uppercase
        'free': 321.00   // float, money available for trading
        'used': 234.00,  // float, money on hold, locked, frozen or pending
        'total': 555.00, // float, total balance (free + used)
    },

    'USD':   {           // ...
        'free': 123.00   // ...
        'used': 456.00,
        'total': 579.00,
    },

    ...
}

The timestamp and datetime values may be undefined or missing if the underlying exchange does not provide them.

Some exchanges may not return full balance info. Many exchanges do not return balances for your empty or unused accounts. In that case some currencies may be missing in returned balance structure.

Javascript

(async () => {
    console.log (await exchange.fetchBalance ())
}) ()

Python

print (exchange.fetch_balance ())

PHP

var_dump ($exchange->fetch_balance ());

Orders

- this part of the unified API is currenty a work in progress
- there may be some issues and missing implementations here and there
- contributions, pull requests and feedback appreciated

Querying Orders

Most of the time you can query orders by an id or by a symbol, though not all exchanges offer a full and flexible set of endpoints for querying orders. Some exchanges might not have a method for fetching recently closed orders, the other can lack a method for getting an order by id, etc. The ccxt library will target those cases by making workarounds where possible.

The list of methods for querying orders consists of the following:

fetchCanceledOrders (symbol = undefined, since = undefined, limit = undefined, params = {})
fetchClosedOrder (id, symbol = undefined, params = {})
fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {})
fetchOpenOrder (id, symbol = undefined, params = {})
fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {})
fetchOrder (id, symbol = undefined, params = {})
fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {})

Note that the naming of those methods indicates if the method returns a single order or multiple orders (an array/list of orders). The fetchOrder() method requires a mandatory order id argument (a string). Some exchanges also require a symbol to fetch an order by id, where order ids can intersect with various trading pairs. Also, note that all other methods above return an array (a list) of orders. Most of them will require a symbol argument as well, however, some exchanges allow querying with a symbol unspecified (meaning all symbols).

The library will throw a NotSupported exception if a user calls a method that is not available from the exchange or is not implemented in ccxt.

To check if any of the above methods are available, look into the .has property of the exchange:

Javascript

'use strict';

const ccxt = require ('ccxt')
const id = 'poloniex'
exchange = new ccxt[id] ()
console.log (exchange.has)

Python

import ccxt
id = 'binance'
exchange = getattr(ccxt, id)()
print(exchange.has)

PHP

$exchange = new \ccxt\bitfinex();
print_r ($exchange->has); // or var_dump

A typical structure of the .has property usually contains the following flags corresponding to order API methods for querying orders:

exchange.has = {

    // ... other flags ...

    'fetchOrder': true, // available from the exchange directly and implemented in ccxt
    'fetchOrders': false, // not available from the exchange or not implemented in ccxt
    'fetchOpenOrders': true,
    'fetchClosedOrders': 'emulated', // not available from the exchange, but emulated in ccxt

    // ... other flags ...

}

The meanings of boolean true and false are obvious. A string value of emulated means that particular method is missing in the exchange API and ccxt will workaround that where possible on the client-side.

Understanding The Orders API Design

The exchanges' order management APIs differ by design. The user has to understand the purpose of each specific method and how they're combined together into a complete order API:

fetchCanceledOrders()- fetches a list of canceled orders
fetchClosedOrder()- fetches a single closed order by order id
fetchClosedOrders() – fetches a list of closed (or canceled) orders.
fetchMyTrades() – though not a part of the orders' API, it is closely related, since it provides the history of settled trades.
fetchOpenOrder()- fetches a single open order by order id
fetchOpenOrders() – fetches a list of open orders.
fetchOrder() – fetches a single order (open or closed) by order id.
fetchOrders() – fetches a list of all orders (either open or closed/canceled).
createOrder() – used for placing orders
createOrders() – used for placing multiple orders within the same request
cancelOrder() – used for canceling a single order
cancelOrders() - used for canceling multiple orders
cancelAllOrders() - used for canceling all orders
cancelAllOrdersAfter() - used for canceling all orders after the given timeout

The majority of the exchanges will have a way of fetching currently-open orders. Thus, the exchange.has['fetchOpenOrders']. If that method is not available, then most likely the exchange.has['fetchOrders'] that will provide a list of all orders. The exchange will return a list of open orders either from fetchOpenOrders() or from fetchOrders(). One of the two methods is usually available from any exchange.

Some exchanges will provide the order history, other exchanges will not. If the underlying exchange provides the order history, then the exchange.has['fetchClosedOrders'] or the exchange.has['fetchOrders']. If the underlying exchange does not provide the order history, then fetchClosedOrders() and fetchOrders() are not available. In the latter case, the user is required to build a local cache of orders and track the open orders using fetchOpenOrders() and fetchOrder() for order statuses and for marking them as closed locally in the userland (when they're not open anymore).

If the underlying exchange does not have methods for order history (fetchClosedOrders() and fetchOrders()), then it will provide fetchOpenOrders + the trade history with fetchMyTrades (see How Orders Are Related To Trades). That set of information is in many cases enough for tracking in a live-trading robot. If there's no order history – you have to track your live orders and restore historical info from open orders and historical trades.

In general, the underlying exchanges will usually provide one or more of the following types of historical data:

fetchClosedOrders()
fetchOrders()
fetchMyTrades()

Any of the above three methods may be missing, but the exchanges APIs will usually provide at least one of the three methods.

If the underlying exchange does not provide historical orders, the CCXT library will not emulate the missing functionality – it has to be added on the user side where necessary.

Please, note, that a certain method may be missing either because the exchange does not have a corresponding API endpoint, or because CCXT has not implemented it yet (the library is also a work in progress). In the latter case, the missing method will be added as soon as possible.

Querying Multiple Orders And Trades

All methods returning lists of trades and lists of orders, accept the second since argument and the third limit argument:

fetchTrades() (public)
fetchMyTrades() (private)
fetchOrders()
fetchOpenOrders()
fetchClosedOrders()
fetchCanceledOrders()

The second argument since reduces the array by timestamp, the third limit argument reduces by number (count) of returned items.

If the user does not specify since, the fetchTrades()/fetchOrders() methods will return the default set of results from the exchange. The default set is exchange-specific, some exchanges will return trades or recent orders starting from the date of listing a pair on the exchange, other exchanges will return a reduced set of trades or orders (like, last 24 hours, last 100 trades, first 100 orders, etc). If the user wants precise control over the timeframe, the user is responsible for specifying the since argument.

NOTE: not all exchanges provide means for filtering the lists of trades and orders by starting time, so, the support for since and limit is exchange-specific. However, most exchanges do provide at least some alternative for "pagination" and "scrolling" which can be overrided with extra params argument.

Some exchanges do not have a method for fetching closed orders or all orders. They will offer just the fetchOpenOrders() endpoint, and sometimes also a fetchOrder endpoint as well. Those exchanges don't have any methods for fetching the order history. To maintain the order history for those exchanges the user has to store a dictionary or a database of orders in the userland and update the orders in the database after calling methods like createOrder(), fetchOpenOrders(), cancelOrder(), cancelAllOrders().

By Order Id

To get the details of a particular order by its id, use the fetchOrder() / fetch_order() method. Some exchanges also require a symbol even when fetching a particular order by id.

The signature of the fetchOrder/fetch_order method is as follows:

if (exchange.has['fetchOrder']) {
    //  you can use the params argument for custom overrides
    let order = await exchange.fetchOrder (id, symbol = undefined, params = {})
}

Some exchanges don't have an endpoint for fetching an order by id, ccxt will emulate it where possible. For now it may still be missing here and there, as this is a work in progress.

You can pass custom overrided key-values in the additional params argument to supply a specific order type, or some other setting if needed.

Below are examples of using the fetchOrder method to get order info from an authenticated exchange instance:

Javascript

(async function () {
    const order = await exchange.fetchOrder (id)
    console.log (order)
}) ()

Python

if exchange.has['fetchOrder']:
    order = exchange.fetch_order(id)
    print(order)

# Python 3.7+ asyncio (asynchronous)
import asyncio
import ccxt.async_support as ccxt
if exchange.has['fetchOrder']:
    order = asyncio.run(exchange.fetch_order(id))
    print(order)

PHP

if ($exchange->has['fetchOrder']) {
    $order = $exchange->fetch_order($id);
    var_dump($order);
}

All Orders

if (exchange.has['fetchOrders'])
    exchange.fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {})

Some exchanges don't have an endpoint for fetching all orders, ccxt will emulate it where possible. For now it may still be missing here and there, as this is a work in progress.

Open Orders

if (exchange.has['fetchOpenOrders'])
    exchange.fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {})

Closed Orders

Do not confuse closed orders with trades aka fills ! An order can be closed (filled) with multiple opposing trades! So, a closed order is not the same as a trade. In general, the order does not have a fee at all, but each particular user trade does have fee, cost and other properties. However, many exchanges propagate those properties to the orders as well.

Some exchanges don't have an endpoint for fetching closed orders, ccxt will emulate it where possible. For now it may still be missing here and there, as this is a work in progress.

if (exchange.has['fetchClosedOrders'])
    exchange.fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {})

Order Structure

Most of methods returning orders within ccxt unified API will yield an order structure as described below:

{
    'id':                '12345-67890:09876/54321', // string
    'clientOrderId':     'abcdef-ghijklmnop-qrstuvwxyz', // a user-defined clientOrderId, if any
    'datetime':          '2017-08-17 12:42:48.000', // ISO8601 datetime of 'timestamp' with milliseconds
    'timestamp':          1502962946216, // order placing/opening Unix timestamp in milliseconds
    'lastTradeTimestamp': 1502962956216, // Unix timestamp of the most recent trade on this order
    'status':      'open',        // 'open', 'closed', 'canceled', 'expired', 'rejected'
    'symbol':      'ETH/BTC',     // symbol
    'type':        'limit',       // 'market', 'limit'
    'timeInForce': 'GTC',         // 'GTC', 'IOC', 'FOK', 'PO'
    'side':        'buy',         // 'buy', 'sell'
    'price':        0.06917684,   // float price in quote currency (may be empty for market orders)
    'average':      0.06917684,   // float average filling price
    'amount':       1.5,          // ordered amount of base currency
    'filled':       1.1,          // filled amount of base currency
    'remaining':    0.4,          // remaining amount to fill
    'cost':         0.076094524,  // 'filled' * 'price' (filling price used where available)
    'trades':     [ ... ],        // a list of order trades/executions
    'fee': {                      // fee info, if available
        'currency': 'BTC',        // which currency the fee is (usually quote)
        'cost': 0.0009,           // the fee amount in that currency
        'rate': 0.002,            // the fee rate (if available)
    },
    'info': { ... },              // the original unparsed order structure as is
}

The status of an order is usually either 'open' (not filled or partially filled), 'closed' (fully filled), or 'canceled' (unfilled and canceled, or partially filled then canceled).
Some exchanges allow the user to specify an expiration timestamp upon placing a new order. If the order is not filled by that time, its status becomes 'expired'.
Use the filled value to determine if the order is filled, partially filled or fully filled, and by how much.
The work on 'fee' info is still in progress, fee info may be missing partially or entirely, depending on the exchange capabilities.
The fee currency may be different from both traded currencies (for example, an ETH/BTC order with fees in USD).
The lastTradeTimestamp timestamp may have no value and may be undefined/None/null where not supported by the exchange or in case of an open order (an order that has not been filled nor partially filled yet).
The lastTradeTimestamp, if any, designates the timestamp of the last trade, in case the order is filled fully or partially, otherwise lastTradeTimestamp is undefined/None/null.
Order status prevails or has precedence over the lastTradeTimestamp.
The cost of an order is: { filled * price }
The cost of an order means the total quote volume of the order (whereas the amount is the base volume). The value of cost should be as close to the actual most recent known order cost as possible. The cost field itself is there mostly for convenience and can be deduced from other fields.
The clientOrderId field can be set upon placing orders by the user with custom order params. Using the clientOrderId the user can later distinguish between own orders. This is only available for the exchanges that do support clientOrderId at this time.

timeInForce

The timeInForce field may be undefined/None/null if not specified by the exchange. The unification of timeInForce is a work in progress.

Possible values for thetimeInForce field:

'GTC' = Good Till Cancel(ed), the order stays on the orderbook until it is matched or canceled.
'IOC' = Immediate Or Cancel, the order has to be matched immediately and filled either partially or completely, the unfilled remainder is canceled (or the entire order is canceled).
'FOK' = Fill Or Kill, the order has to get fully filled and closed immediately, otherwise the entire order is canceled.
'PO' = Post Only, the order is either placed as a maker order, or it is canceled. This means the order must be placed on orderbook for at at least time in an unfilled state. The unification of PO as a timeInForce option is a work in progress with unified exchanges having exchange.has['createPostOnlyOrder'] == True.

Placing Orders

There are different types of orders that a user can send to the exchange, regular orders eventually land in the orderbook of a corresponding symbol, others orders may be more advanced. Here is a list outlining various types of orders:

Limit Orders – regular orders having an amount in base currency (how much you want to buy or sell) and a price in quote currency (for which price you want to buy or sell).
Market Orders – regular orders having an amount in base currency (how much you want to buy or sell)
- Market Buys – some exchanges require market buy orders with an amount in quote currency (how much you want to spend for buying)
Trigger Orders aka conditional orders – an advanced type of order used to wait for a certain condition on a market and then react automatically: when a triggerPrice is reached, the trigger order gets triggered and then a regular limit price or market price order is placed, that eventually results in entering a position or exiting a position
Stop Loss Orders – almost the same as trigger orders, but used to close a position to stop further losses on that position: when the price reaches triggerPrice then the stop loss order is triggered that results in placing another regular limit or market order to close a position at a specific limit price or at market price (a position with a stop loss order attached to it).
Take Profit Orders – a counterpart to stop loss orders, this type of order is used to close a position to take existing profits on that position: when the price reaches triggerPrice then the take profit order is triggered that results in placing another regular limit or market order to close a position at a specific limit price or at market price (a position with a take profit order attached to it).
StopLoss And TakeProfit Orders Attached To A Position – advanced orders, consisting of three orders of types listed above: a regular limit or market order placed to enter a position with stop loss and/or take profit orders that will be placed upon opening that position and will be used to close that position later (when a stop loss is reached, it will close the position and will cancel its take profit counterpart, and vice versa, when a take profit is reached, it will close the position and will cancel its stop loss counterpart, these two counterparts are also known as "OCO orders – one cancels the other), apart from the amount (and price for the limit order) to open a position it will also require a triggerPrice for a stop loss order (with a limit price if it's a stop loss limit order) and/or a triggerPrice for a take profit order (with a limit price if it's a take profit limit order).
Trailing Orders – an order that is automatically adjusted relative to an open position, trailingAmount can be set to trail a specified quote amount behind the open position or trailingPercent can be set to trail a specified percent behind the open position, when the market price of the position is equal to the trailing order this results in entering a new position or exiting a position depending on if the trailing order has the reduceOnly parameter set to true or not.

Placing an order always requires a symbol that the user has to specify (which market you want to trade).

To place an order use the createOrder method. You can use the id from the returned unified order structure to query the status and the state of the order later. If you need to place multiple orders simultaneously, you can check the availability of the createOrders method.

createOrder (symbol, type, side, amount, price = undefined, params = {})

createOrders (orders, params = {}) // orders is a list in which each element contains a symbol, type, side, amount, price and params

Parameters

symbol (String) required Unified CCXT market symbol
- Make sure the symbol in question exists with the target exchange and is available for trading.
side required a string literal for the direction of your order. Unified sides:
- buy give quote currency and receive base currency; for example, buying BTC/USD means that you will receive bitcoins for your dollars.
- sell give base currency and receive quote currency; for example, buying BTC/USD means that you will receive dollars for your bitcoins.
type a string literal type of order Unified types:
- market not allowed by some exchanges, see their docs for details
- limit
- see #custom-order-params and #other-order-types for non-unified types
amount, how much of currency you want to trade usually, but not always, in units of the base currency of the trading pair symbol (the units for some exchanges are dependent on the side of the order: see their API docs for details.)
price the price at which the order is to be fullfilled at in units of the quote currency (ignored in market orders)
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"settle": "usdt"})

Returns

A successful order call returns a order structure

Notes on createOrder

Some exchanges will allow to trade with limit orders only.

Some fields from the returned order structure may be undefined / None / null if that information is not returned from the exchange API's response. The user is guaranteed that the createOrder method will return a unified order structure that will contain at least the order id and the info (a raw response from the exchange "as is"):

{
    'id': 'string',  // order id
    'info': { ... }, // decoded original JSON response from the exchange as is
}

Common pitfalls

There is a common error that happens when creating orders for contract markets:

"must be greater than minimum amount precision of 1"

This error happens when the exchange is expecting a natural number of contracts (1,2,3, etc) in the amount argument of createOrder. The market structure has a key called contractSize. Each contract is worth a certain amount of the base asset that is determined by the contractSize. The number of contracts multiplied by the contractSize is equal to the base amount. Base amount = (contracts * contractSize) so to derive the number of contracts you should enter in the amount argument you can solve for contracts: contracts = (Base amount / contractSize).

Here is an example of finding the contractSize:

await exchange.loadMarkets()
symbol = 'BTC/USDT:USDT'
market = exchange.market(symbol)
print(market['contractSize'])

# Let's say you want to convert 0.5 BTC to the number of contracts:
number_contracts = round((0.5 * 1) / market['contractSize'])

Limit Orders

Limit orders placed on the order book of the exchange for a price specified by the trader. They are fullfilled(closed) when there are no orders in the same market at a better price, and another trader creates a market order or an opposite order for a price that matches or exceeds the price of the limit order.

Limit orders may not be fully filled. This happens when the filling order is for a smaller amount than the amount specified by the limit order.

// camelCaseNotation
exchange.createLimitSellOrder (symbol, amount, price, params)
exchange.createLimitBuyOrder (symbol, amount, price, params)

// underscore_notation
exchange.create_limit_sell_order (symbol, amount, price, params)
exchange.create_limit_buy_order (symbol, amount, price, params)

// using general createLimitOrder and side = 'buy' or 'sell'
exchange.createLimitOrder (symbol, side, amount, price, params)
exchange.create_limit_order (symbol, side, amount, price, params)

// using general createOrder, type = 'limit' and side = 'buy' or 'sell'
exchange.createOrder (symbol, 'limit', side, amount, price, params)
exchange.create_order (symbol, 'limit', side, amount, price, params)

Market Orders

also known as

market price orders
spot price orders
instant orders

Market orders are executed immediately by fulfilling one of more already existing orders from the ask side of the exchanges order book. The orders that your market order fulfills are chosen from th top of the order book stack, meaning your market order is fulfilled at the best price available. When placing a market order you don't need to specify the price of the order, and if the price is specified, it will be ignored.

You are not guaranteed that the order will be executed for the price you observe prior to placing your order. There are multiple reasons for this, including:

price slippage a slight change of the price for the traded market while your order is being executed. Reasons for price slippage include, but are not limited to
- networking roundtrip latency
- high loads on the exchange
- price volatility
unequivocal order sizes if a market order is for an amount that is larger than the size of the top order on the order book, then after the top order is filled, the market order will proceed to fill the next order in the order book, which means the market order is filled at multiple prices

// camelCaseNotation
exchange.createMarketSellOrder (symbol, amount, params)
exchange.createMarketBuyOrder (symbol, amount, params)

// underscore_notation
exchange.create_market_sell_order (symbol, amount, params)
exchange.create_market_buy_order (symbol, amount, params)

// using general createMarketOrder and side = 'buy' or 'sell'
exchange.createMarketOrder (symbol, side, amount, params)
exchange.create_market_order (symbol, side, amount, params)

// using general createOrder, type = 'market' and side = 'buy' or 'sell'
exchange.createOrder (symbol, 'market', side, amount, ...)
exchange.create_order (symbol, 'market', side, amount, ...)

Note, that some exchanges will not accept market orders (they allow limit orders only). In order to detect programmatically if the exchange in question does support market orders or not, you can use the .has['createMarketOrder'] exchange property:

Javascript

if (exchange.has['createMarketOrder']) {
    ...
}

Python

if exchange.has['createMarketOrder']:
    ...

PHP

if ($exchange->has['createMarketOrder']) {
    ...
}

Market Buys

In general, when placing a market buy or market sell order the user has to specify just the amount of the base currency to buy or sell. However, with some exchanges market buy orders implement a different approach to calculating the value of the order.

Suppose you're trading BTC/USD and the current market price for BTC is over 9000 USD. For a market buy or market sell you could specify an amount of 2 BTC and that would result in plus or minus 18000 USD (more or less ;)) on your account, depending on the side of the order.

With market buys some exchanges require the total cost of the order in the quote currency! The logic behind it is simple, instead of taking the amount of base currency to buy or sell some exchanges operate with "how much quote currency you want to spend on buying in total".

To place a market buy order with those exchanges you would not specify an amount of 2 BTC, instead you should somehow specify the total cost of the order, that is, 18000 USD in this example. The exchanges that treat market buy orders in this way have an exchange-specific option createMarketBuyOrderRequiresPrice that allows specifying the total cost of a market buy order in two ways.

The first is the default and if you specify the price along with the amount the total cost of the order would be calculated inside the lib from those two values with a simple multiplication (cost = amount * price). The resulting cost would be the amount in USD quote currency that will be spent on this particular market buy order.

// this example is oversimplified and doesn't show all the code that is
// required to handle the errors and exchange metadata properly
// it shows just the concept of placing a market buy order

const exchange = new ccxt.cex ({
    'apiKey': YOUR_API_KEY,
    'secret': 'YOUR_SECRET',
    // 'options': {
    //     'createMarketBuyOrderRequiresPrice': true, // default
    // },
})

;(async () => {

    // when `createMarketBuyOrderRequiresPrice` is true, we can pass the price
    // so that the total cost of the order would be calculated inside the library
    // by multiplying the amount over price (amount * price)

    const symbol = 'BTC/USD'
    const amount = 2 // BTC
    const price = 9000 // USD
    // cost = amount * price = 2 * 9000 = 18000 (USD)

    // note that we don't use createMarketBuyOrder here, instead we use createOrder
    // createMarketBuyOrder will omit the price and will not work when
    // exchange.options['createMarketBuyOrderRequiresPrice'] = true
    const order = await exchange.createOrder (symbol, 'market', 'buy', amount, price)

    console.log (order)
}) ()

The second alternative is useful in cases when the user wants to calculate and specify the resulting total cost of the order himself. That can be done by setting the createMarketBuyOrderRequiresPrice option to false to switch it off:

const exchange = new ccxt.cex ({
    'apiKey': YOUR_API_KEY,
    'secret': 'YOUR_SECRET',
    'options': {
        'createMarketBuyOrderRequiresPrice': false, // switch off
    },
})

// or, to switch it off later, after the exchange instantiation, you can do
exchange.options['createMarketBuyOrderRequiresPrice'] = false

;(async () => {

    // when `createMarketBuyOrderRequiresPrice` is true, we can pass the price
    // so that the total cost of the order would be calculated inside the library
    // by multiplying the amount over price (amount * price)

    const symbol = 'BTC/USD'
    const amount = 2 // BTC
    const price = 9000 // USD
    cost = amount * price // ← instead of the amount cost goes ↓ here
    const order = await exchange.createMarketBuyOrder (symbol, cost)
    console.log (order)
}) ()

More about it:

Emulating Market Orders With Limit Orders

It is also possible to emulate a market order with a limit order.

WARNING this method can be risky due to high volatility, use it at your own risk and only use it when you know really well what you're doing!

Most of the time a market sell can be emulated with a limit sell at a very low price – the exchange will automatically make it a taker order for market price (the price that is currently in your best interest from the ones that are available in the order book). When the exchange detects that you're selling for a very low price it will automatically offer you the best buyer price available from the order book. That is effectively the same as placing a market sell order. Thus market orders can be emulated with limit orders (where missing).

The opposite is also true – a market buy can be emulated with a limit buy for a very high price. Most exchanges will again close your order for best available price, that is, the market price.

However, you should never rely on that entirely, ALWAYS test it with a small amount first! You can try that in their web interface first to verify the logic. You can sell the minimal amount at a specified limit price (an affordable amount to lose, just in case) and then check the actual filling price in trade history.

Limit Orders

Limit price orders are also known as limit orders. Some exchanges accept limit orders only. Limit orders require a price (rate per unit) to be submitted with the order. The exchange will close limit orders if and only if market price reaches the desired level.

// camelCaseStyle
exchange.createLimitBuyOrder (symbol, amount, price[, params])
exchange.createLimitSellOrder (symbol, amount, price[, params])

// underscore_style
exchange.create_limit_buy_order (symbol, amount, price[, params])
exchange.create_limit_sell_order (symbol, amount, price[, params])

Conditional Orders

Coming from traditional trading, the term "Stop order" has been a bit ambigious, so instead of it, in CCXT we use term "Trigger" order. When symbol's price reaches your "trigger"("stop") price, the order is activated as market or limit order, depending which one you had chosen.

We have different classification of trigger orders:

standalone Trigger order to buy/sell coin (open/close position)
standalone Stop Loss or Take Profit designed to close open positions.
a Stop Loss or Take Profit order attached to a primary order (Conditional Trigger Order).

Trigger order

Traditional "stop" order (which you might see across exchanges' websites) is now called "trigger" order across CCXT library. Implemented by adding a triggerPrice parameter. They are independent basic trigger orders that can open or close a position.

Typically, it is activated when price of the underlying asset/contract crosses the triggerPrice from any direction. However, some exchanges' API require to set triggerDirection too, which triggers order depending whether price is above or below triggerPrice. For example, if you want to trigger limit order (buy 0.1 ETH at limit price 1500) once pair price crosses 1700:

Javascript

const params = {
    'triggerPrice': 1700,
}
const order = await exchange.createOrder ('ETH/USDT', 'market', 'buy', 0.1, 1500, params)

Python

params = {
    'triggerPrice': 1700,
}
order = exchange.create_order('ETH/USDT', 'market', 'buy', 0.1, 1500, params)

PHP

$params = {
    'triggerPrice': 1700,
}
$order = $exchange->create_order ('ETH/USDT', 'market', 'buy', 0.1, 1500, $params)

Typically, exchange automatically determines triggerPrice's direction (whether it is "above" or "below" current price), however, some exchanges require that you provide triggerDirection with either ascending or descending values:

params = {
    'triggerPrice': 1700,
    'triggerDirection': 'ascending', // order will be triggered when price goes upward and touches 1700
}

Note, you can also add reduceOnly: true param to the trigger order (with a possible triggerDirection: 'ascending/descending' param), so it would act as "stop-loss" or "take-profit" order. However, for some exchanges we support "stop-loss" and "take-profit" trigger order types, which automatically involve reduceOnly and triggerDirection handling (see them below).

Stop Loss Orders

The same as Trigger Orders, but the direction matters. Implemented by specifying a stopLossPrice parameter (for the stop loss triggerPrice), and also automatically implemented triggerDirection on behalf of user, so instead of regular Trigger Order, you can use this as an alternative.

Suppose you entered a long position (you bought) at 1000 and want to protect yourself from losses from a possible price drop below 700. You would place a stop loss order with triggerPrice at 700. For that stop loss order either you would specify a limit price or it will be executed at market price.

    | price  | amount
----|----------------
    |  1500 | 200
    |  1400 | 300
  a |  1300 | 100
  s |  1200 | 200
  k |  1100 | 300
    |  1000 | 100 <--- you bought to enter a long position here at 1000
    |   900 | 100
----|---------------- last price is 900
    |   800 | 100
    |   700 | 200 <------- you place a stop loss order here at 700 <----------------------+
  b |   600 | 100       when your stopLossPrice is reached from above                     |
  i |   500 | 300   it will close your position at market price below 700 ----------------+
  d |   400 | 200 <- or it will be executed at your limit price lower that stopLossPrice -+
    |   300 | 100
    |   200 | 100

Suppose you entered a short position (you sold) at 700 and want to protect yourself from losses from a possible price pump above 1300. You would place a stop loss order with triggerPrice at 1300. For that stop loss order either you would specify a limit price or it will be executed at market price.

    | price  | amount
----|----------------
    |  1500 | 200
    |  1400 | 300 <------------------------------------------------------------------------+
  a |  1300 | 100 <------ you place a stop loss order here at 1300 <---------------------+ |
  s |  1200 | 200      when your stopLossPrice is reached from below                     | |
  k |  1100 | 300   it will close your position at market price above 1300 --------------+ |
    |  1000 | 100    or it will be executed at your limit price higher than stopLossPrice -+
    |   900 | 100
----|---------------- last price is 900 (you sold at 700)
    |   800 | 100
    |   700 | 200 <--- you sold to enter a short position here at 700
  b |   600 | 100
  i |   500 | 300
  d |   400 | 200
    |   300 | 100
    |   200 | 100

Stop Loss orders are activated when the price of the underlying asset/contract:

drops below the stopLossPrice from above, for sell orders. (eg: to close a long position, and avoid further losses)
rises above the stopLossPrice from below, for buy orders (eg: to close a short position, and avoid further losses)

Javascript

// for a stop loss order
const params = {
    'stopLossPrice': 55.45, // your stop loss price
}

const order = await exchange.createOrder (symbol, type, side, amount, price, params)

Python

# for a stop loss order
params = {
    'stopLossPrice': 55.45,  # your stop loss price
}

order = exchange.create_order (symbol, type, side, amount, price, params)

PHP

// for a stop loss order
$params = {
    'stopLossPrice': 55.45, // your stop loss price
}

$order = $exchange->create_order ($symbol, $type, $side, $amount, $price, $params);

Take Profit Orders

The same as Stop Loss Orders, but the direction matters. Implemented by specifying a takeProfitPrice parameter (for the take profit triggerPrice).

Suppose you entered a long position (you bought) at 1000 and want to get your profits from a possible price pump above 1300. You would place a take profit order with triggerPrice at 1300. For that take profit order either you would specify a limit price or it will be executed at market price.

    | price  | amount
----|----------------
    |  1500 | 200
    |  1400 | 300 <------------------------------------------------------------------------------+
  a |  1300 | 100 <--- it will close your position at market price above 1300                    |
  s |  1200 | 200        when your takeProfitPrice is reached from below                         |
  k |  1100 | 300   or it will be executed at your limit price higher than your takeProfitPrice -+
    |  1000 | 100 <-  you bought to enter a long position here at 1000
    |   900 | 100
----|---------------- last price is 900
    |   800 | 100
    |   700 | 200
  b |   600 | 100
  i |   500 | 300
  d |   400 | 200
    |   300 | 100
    |   200 | 100

Suppose you entered a short position (you sold) at 700 and want to get your profits from a possible price drop below 600. You would place a take profit order with triggerPrice at 600. For that take profit order either you would specify a limit price or it will be executed at market price.

    | price  | amount
----|----------------
    |  1500 | 200
    |  1400 | 300
  a |  1300 | 100
  s |  1200 | 200
  k |  1100 | 300
    |  1000 | 100
    |   900 | 100
----|---------------- last price is 900 (you sold at 700)
    |   800 | 100
    |   700 | 200 <--- you sold to enter a short position here at 700
  b |   600 | 100 <------ you place a take profit order here at 600
  i |   500 | 300     when your takeProfitPrice is reached from above
  d |   400 | 200     it will be close your position at market price below 600
    |   300 | 100 <- or it will be executed at your limit price lower than your takeProfitPrice
    |   200 | 100

Take Profit orders are activated when the price of the underlying:

rises above the takeProfitPrice from below, for sell orders (eg: to close a long position, at a profit)
drops below the takeProfitPrice from above, for buy orders (eg: to close a short position, at a profit)

Javascript

// for a take profit order
const params = {
    'takeProfitPrice': 120.45, // your take profit price
}

const order = await exchange.createOrder (symbol, type, side, amount, price, params)

Python

# for a take profit order
params = {
    'takeProfitPrice': 120.45,  # your take profit price
}

order = exchange.create_order (symbol, type, side, amount, price, params)

PHP

// for a take profit order
$params = {
    'takeProfitPrice': 120.45, // your take profit price
}

$order = $exchange->create_order ($symbol, $type, $side, $amount, $price, $params);

StopLoss And TakeProfit Orders Attached To A Position

Take Profit / Stop Loss Orders which are tied to a position-opening primary order. Implemented by supplying a dictionary parameters for stopLoss and takeProfit describing each respectively.

By default stopLoss and takeProfit orders will be the same magnitude as primary order but in the opposite direction.
Attached trigger orders are conditional on the primary order being executed.
Not supported by all exchanges.
Both stopLoss and takeProfit or either can be supplied, this depends on exchange.

Note: This is still under unification and is work in progress

Javascript

const params = {
    'stopLoss': {
        'triggerPrice': 12.34, // at what price it will trigger
        'price': 12.00, // if exchange supports, 'price' param would be limit price (for market orders, don't include this param)
    },
    'takeProfit': {
        // similar params here
    }
}
const order = await exchange.createOrder ('SOL/USDT', 'limit', 'buy', 0.5, 13, params)

Python

params = {
    'stopLoss': {
        'triggerPrice': 12.34,  # at what price it will trigger
        'price': 12.00,  # if exchange supports, 'price' param would be limit price (for market orders, don't include this param)
    },
    'takeProfit': {
        # similar params here
    }
}
order = exchange.create_order ('SOL/USDT', 'limit', 'buy', 0.5, 13, params)

PHP

$params = [
    'stopLoss': [
        'triggerPrice'=> 12.34, // at what price it will trigger
        'price'=> 12.00, // if exchange supports, 'price' param would be limit price (for market orders, don't include this param)
    ],
    'takeProfit'=> [
        // similar params here
    ]
]
$order = $exchange->create_order ('SOL/USDT', 'limit', 'buy', 0.5, 13, $params);

For exchanges, where it is not possible to use attached SL &TP, after submitting an entry order, you can immediatelly submit another order (even though position might not be open yet) with triggerPrice and reduceOnly: true params, so it can still act as a stoploss order for your upcoming position (note, this approach might not work for some exchanges).

Trailing Orders

Trailing Orders trail behind an open position. Implemented by supplying float parameters for trailingPercent or trailingAmount.

A trailing order continually adjusts the order price at a fixed percent or fixed quote amount away from the current market price.
A trailing order trails behind a position as it moves in one direction, but not in the opposite direction.
If the position value rises, the trailing order changes, but if the position value drops the trailing order stays the same until the order is executed.
A trailing order can be placed independently after opening a position.
Implemented by filling in either the trailingPercent or trailingAmount parameter depending on the exchange.
The price argument can be used as the trailingTriggerPrice, and the type argument can be used to differentiate between limit and market trailing orders if needed.

Not supported by all exchanges.

Note: This is still under unification and is a work in progress

Javascript

symbol = 'BTC/USDT:USDT';
type = 'market';
side = 'sell';
amount = 1.0;
price = undefined;
const params = {
    'trailingPercent': 1.0, // percentage away from the current market price 1.0 is equal to 1%
    // 'trailingAmount': 100.0, // quote amount away from the current market price
    // 'trailingTriggerPrice': 44500.0, // the price to trigger activating a trailing stop order
    // 'reduceOnly': true, // set to true if you want to close a position, set to false if you want to open a new position
}
const order = await exchange.createOrder (symbol, type, side, amount, price, params)

Python

symbol = 'BTC/USDT:USDT'
type = 'market'
side = 'sell'
amount = 1.0
price = None
params = {
    'trailingPercent': 1.0, # percentage away from the current market price 1.0 is equal to 1%
    # 'trailingAmount': 100.0, # quote amount away from the current market price
    # 'trailingTriggerPrice': 44500.0, # the price to trigger activating a trailing stop order
    # 'reduceOnly': True, # set to True if you want to close a position, set to False if you want to open a new position
}
order = exchange.create_order (symbol, type, side, amount, price, params)

PHP

$symbol = 'BTC/USDT:USDT';
$type = 'market';
$side = 'sell';
$amount = 1.0;
$price = null;
$params = {
    'trailingPercent': 1.0, // percentage away from the current market price 1.0 is equal to 1%
    // 'trailingAmount': 100.0, // quote amount away from the current market price
    // 'trailingTriggerPrice': 44500.0, // the price to trigger activating a trailing stop order
    // 'reduceOnly': true, // set to true if you want to close a position, set to false if you want to open a new position
}
$order = $exchange->create_order ($symbol, $type, $side, $amount, $price, $params);

Custom Order Params

Some exchanges allow you to specify optional parameters for your order. You can pass your optional parameters and override your query with an associative array using the params argument to your unified API call. All custom params are exchange-specific, of course, and aren't interchangeable, do not expect those custom params for one exchange to work with another exchange.

Javascript

// use a custom order type
bitfinex.createLimitSellOrder ('BTC/USD', 1, 10, { 'type': 'trailing-stop' })

Python

# add a custom order flag
kraken.create_market_buy_order('BTC/USD', 1, {'trading_agreement': 'agree'})

PHP

// add custom user id to your order
$hitbtc->create_order ('BTC/USD', 'limit', 'buy', 1, 3000, array ('clientOrderId' => '123'));

User-defined `clientOrderId`

- this part of the unified API is currenty a work in progress
- there may be some issues and missing implementations here and there
- contributions, pull requests and feedback appreciated

The user can specify a custom clientOrderId field can be set upon placing orders with the params. Using the clientOrderId one can later distinguish between own orders. This is only available for the exchanges that do support clientOrderId at this time. For the exchanges that don't support it will either throw an error upon supplying the clientOrderId or will ignore it setting the clientOrderId to undefined/None/null.

Javascript

exchange.createOrder (symbol, type, side, amount, price, {
    'clientOrderId': 'Hello',
})

Python

exchange.create_order(symbol, type, side, amount, price, {
    'clientOrderId': 'World',
})

PHP

$exchange->create_order($symbol, $type, $side, $amount, $price, array(
    'clientOrderId' => 'Foobar',
))

Editing Orders

To edit an order, you can use the editOrder method

editOrder (id, symbol, type, side, amount, price = undefined, params = {})

Parameters

id (String) required Order id (e.g. 1645807945000)
symbol (String) required Unified CCXT market symbol
side (String) required the direction of your order. Unified sides:
- buy give quote currency and receive base currency; for example, buying BTC/USD means that you will receive bitcoins for your dollars.
- sell give base currency and receive quote currency; for example, buying BTC/USD means that you will receive dollars for your bitcoins.
type (String) required type of order Unified types:
- market not allowed by some exchanges, see their docs for details
- limit
- see #custom-order-params and #other-order-types for non-unified types
amount (Number) required how much of currency you want to trade usually, but not always, in units of the base currency of the trading pair symbol (the units for some exchanges are dependent on the side of the order: see their API docs for details.)
price (Float) the price at which the order is to be fullfilled at in units of the quote currency (ignored in market orders)
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"settle": "usdt"})

Returns

An order structure

Canceling Orders

To cancel an existing order use

cancelOrder () for a single order
cancelOrders () for multiple orders
cancelAllOrders () for all open orders
cancelAllOrdersAfter () for all open orders after the given timeout

cancelOrder (id, symbol = undefined, params = {})

Parameters

id (String) required Order id (e.g. 1645807945000)
symbol (String) Unified CCXT market symbol required on some exchanges (e.g. "BTC/USDT")
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"settle": "usdt"})

Returns

An order structure

cancelOrders (ids, symbol = undefined, params = {})

Parameters

ids ([String]) required Order ids (e.g. 1645807945000)
symbol (String) Unified CCXT market symbol required on some exchanges (e.g. "BTC/USDT")
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"settle": "usdt"})

Returns

An array of order structures

async cancelAllOrders (symbol = undefined, params = {})

Parameters

symbol (String) Unified CCXT market symbol required on some exchanges (e.g. "BTC/USDT")
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"settle": "usdt"})

Returns

An array of order structures

async cancelAllOrdersAfter (timeout, params = {})

Parameters

timeout (number) countdown time in milliseconds required on some exchanges, 0 represents cancel the timer (e.g. 10\ )
params (Dictionary) Extra parameters specific to the exchange API endpoint (e.g. {"type": "spot"}\ )

Returns

An object

Exceptions Upon Canceling Orders

The cancelOrder() is usually used on open orders only. However, it may happen that your order gets executed (filled and closed) before your cancel-request comes in, so a cancel-request might hit an already-closed order.

A cancel-request might also throw a OperationFailed indicating that the order might or might not have been canceled successfully and whether you need to retry or not. Consecutive calls to cancelOrder() may hit an already canceled order as well.

As such, cancelOrder() can throw an OrderNotFound exception in these cases:

canceling an already-closed order
canceling an already-canceled order

My Trades

- this part of the unified API is currenty a work in progress
- there may be some issues and missing implementations here and there
- contributions, pull requests and feedback appreciated

How Orders Are Related To Trades

A trade is also often called a fill. Each trade is a result of order execution. Note, that orders and trades have a one-to-many relationship: an execution of one order may result in several trades. However, when one order matches another opposing order, the pair of two matching orders yields one trade. Thus, when an order matches multiple opposing orders, this yields multiple trades, one trade per each pair of matched orders.

To put it shortly, an order can contain one or more trades. Or, in other words, an order can be filled with one or more trades.

For example, an orderbook can have the following orders (whatever trading symbol or pair it is):

    | price  | amount
----|----------------
  a |  1.200 | 200
  s |  1.100 | 300
  k |  0.900 | 100
----|----------------
  b |  0.800 | 100
  i |  0.700 | 200
  d |  0.500 | 100

All specific numbers above aren't real, this is just to illustrate the way orders and trades are related in general.

A seller decides to place a sell limit order on the ask side for a price of 0.700 and an amount of 150.

    | price  | amount
----|----------------  ↓
  a |  1.200 | 200     ↓
  s |  1.100 | 300     ↓
  k |  0.900 | 100     ↓
----|----------------  ↓
  b |  0.800 | 100     ↓ sell 150 for 0.700
  i |  0.700 | 200     --------------------
  d |  0.500 | 100

As the price and amount of the incoming sell (ask) order cover more than one bid order (orders b and i), the following sequence of events usually happens within an exchange engine very quickly, but not immediately:

Order b is matched against the incoming sell because their prices intersect. Their volumes "mutually annihilate" each other, so, the bidder gets 100 for a price of 0.800. The seller (asker) will have their sell order partially filled by bid volume 100 for a price of 0.800. Note that for the filled part of the order the seller gets a better price than he asked for initially. He asked for 0.7 at least but got 0.8 instead which is even better for the seller. Most conventional exchanges fill orders for the best price available.
A trade is generated for the order b against the incoming sell order. That trade "fills" the entire order b and most of the sell order. One trade is generated per each pair of matched orders, whether the amount was filled completely or partially. In this example the seller amount (100) fills order b completely (closes the order b) and also fills the selling order partially (leaves it open in the orderbook).
Order b now has a status of closed and a filled volume of 100. It contains one trade against the selling order. The selling order has an open status and a filled volume of 100. It contains one trade against order b. Thus each order has just one fill-trade so far.
The incoming sell order has a filled amount of 100 and has yet to fill the remaining amount of 50 from its initial amount of 150 in total.

The intermediate state of the orderbook is now (order b is closed and is not in the orderbook anymore):

    | price  | amount
----|----------------  ↓
  a |  1.200 | 200     ↓
  s |  1.100 | 300     ↓
  k |  0.900 | 100     ↓
----|----------------  ↓ sell remaining 50 for 0.700
  i |  0.700 | 200     -----------------------------
  d |  0.500 | 100

Order i is matched against the remaining part of incoming sell, because their prices intersect. The amount of buying order i which is 200 completely annihilates the remaining sell amount of 50. The order i is filled partially by 50, but the rest of its volume, namely the remaining amount of 150 will stay in the orderbook. The selling order, however, is fulfilled completely by this second match.
A trade is generated for the order i against the incoming sell order. That trade partially fills order i. And completes the filling of the sell order. Again, this is just one trade for a pair of matched orders.
Order i now has a status of open, a filled amount of 50, and a remaining amount of 150. It contains one filling trade against the selling order. The selling order has a closed status now and it has completely filled its total initial amount of 150. However, it contains two trades, the first against order b and the second against order i. Thus each order can have one or more filling trades, depending on how their volumes were matched by the exchange engine.

After the above sequence takes place, the updated orderbook will look like this.

    | price  | amount
----|----------------
  a |  1.200 | 200
  s |  1.100 | 300
  k |  0.900 | 100
----|----------------
  i |  0.700 | 150
  d |  0.500 | 100

Notice that the order b has disappeared, the selling order also isn't there. All closed and fully-filled orders disappear from the orderbook. The order i which was filled partially and still has a remaining volume and an open status, is still there.

Personal Trades

Most of unified methods will return either a single object or a plain array (a list) of objects (trades). However, very few exchanges (if any at all) will return all trades at once. Most often their APIs limit output to a certain number of most recent objects. YOU CANNOT GET ALL OBJECTS SINCE THE BEGINNING OF TIME TO THE PRESENT MOMENT IN JUST ONE CALL. Practically, very few exchanges will tolerate or allow that.

As with all other unified methods for fetching historical data, the fetchMyTrades method accepts a since argument for date-based pagination. Just like with all other unified methods throughout the CCXT library, the since argument for fetchMyTrades must be an integer timestamp in milliseconds.

To fetch historical trades, the user will need to traverse the data in portions or "pages" of objects. Pagination often implies "fetching portions of data one by one" in a loop.

In many cases a symbol argument is required by the exchanges' APIs, therefore you have to loop over all symbols to get all your trades. If the symbol is missing and the exchange requires it then CCXT will throw an ArgumentsRequired exception to signal the requirement to the user. And then the symbol has to be specified. One of the approaches is to filter the relevant symbols from the list of all symbols by looking at non-zero balances as well as transactions (withdrawals and deposits). Also, the exchanges will have a limit on how far back in time you can go.

In most cases users are required to use at least some type of pagination in order to get the expected results consistently.

Javascript

// fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {})

if (exchange.has['fetchMyTrades']) {
    const trades = await exchange.fetchMyTrades (symbol, since, limit, params)
}

Python

# fetch_my_trades(symbol=None, since=None, limit=None, params={})

if exchange.has['fetchMyTrades']:
    exchange.fetch_my_trades(symbol=None, since=None, limit=None, params={})

PHP

// fetch_my_trades($symbol = null, $since = null, $limit = null, $params = array())

if ($exchange->has['fetchMyTrades']) {
    $trades = $exchange->fetch_my_trades($symbol, $since, $limit, $params);
}

Returns ordered array [] of trades (most recent trade last).

Trade Structure

Trades denote the exchange of one currency for another, unlike transactions, which denote a transfer of a given coin.

{
    'info':         { ... },                    // the original decoded JSON as is
    'id':           '12345-67890:09876/54321',  // string trade id
    'timestamp':    1502962946216,              // Unix timestamp in milliseconds
    'datetime':     '2017-08-17 12:42:48.000',  // ISO8601 datetime with milliseconds
    'symbol':       'ETH/BTC',                  // symbol
    'order':        '12345-67890:09876/54321',  // string order id or undefined/None/null
    'type':         'limit',                    // order type, 'market', 'limit' or undefined/None/null
    'side':         'buy',                      // direction of the trade, 'buy' or 'sell'
    'takerOrMaker': 'taker',                    // string, 'taker' or 'maker'
    'price':        0.06917684,                 // float price in quote currency
    'amount':       1.5,                        // amount of base currency
    'cost':         0.10376526,                 // total cost, `price * amount`,
    'fee':          {                           // provided by exchange or calculated by ccxt
        'cost':  0.0015,                        // float
        'currency': 'ETH',                      // usually base currency for buys, quote currency for sells
        'rate': 0.002,                          // the fee rate (if available)
    },
    'fees': [                                   // an array of fees if paid in multiple currencies
        {                                       // if provided by exchange or calculated by ccxt
            'cost':  0.0015,                    // float
            'currency': 'ETH',                  // usually base currency for buys, quote currency for sells
            'rate': 0.002,                      // the fee rate (if available)
        },
    ],
}

The work on 'fee' and 'fees' info is still in progress, fee info may be missing partially or entirely, depending on the exchange capabilities.
The fee currency may be different from both traded currencies (for example, an ETH/BTC order with fees in USD).
The cost of the trade means amount * price. It is the total quote volume of the trade (whereas amount is the base volume). The cost field itself is there mostly for convenience and can be deduced from other fields.
The cost of the trade is a "gross" value. That is the value pre-fee, and the fee has to be applied afterwards.

Trades By Order Id

Javascript

// fetchOrderTrades (id, symbol = undefined, since = undefined, limit = undefined, params = {})

if (exchange.has['fetchOrderTrades']) {
    const trades = await exchange.fetchOrderTrades (orderId, symbol, since, limit, params)
}

Python

# fetch_order_trades(id, symbol=None, since=None, limit=None, params={})

if exchange.has['fetchOrderTrades']:
    exchange.fetch_order_trades(order_id, symbol=None, since=None, limit=None, params={})

PHP

// fetch_order_trades ($id, $symbol = null, $since = null, $limit = null, $params = array())

if ($exchange->has['fetchOrderTrades']) {
    $trades = $exchange->fetch_order_trades($order_id, $symbol, $since, $limit, $params);
}

Ledger

The ledger is simply the history of changes, actions done by the user or operations that altered the user's balance in any way, that is, the history of movements of all funds from/to all accounts of the user which includes

deposits and withdrawals (funding)
amounts incoming and outcoming in result of a trade or an order
trading fees
transfers between accounts
rebates, cashbacks and other types of events that are subject to accounting.

Data on ledger entries can be retrieved using

fetchLedgerEntry () for a ledger entry
fetchLedger ( code ) for multiple ledger entries of the same currency
fetchLedger () for all ledger entries

fetchLedgerEntry (id, code = undefined, params = {})

Parameters

id (String) required Ledger entry id
code (String) Unified CCXT currency code, required (e.g. "USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"type": "deposit"})

Returns

A ledger entry structure

async fetchLedger (code = undefined, since = undefined, limit = undefined, params = {})

Parameters

code (String) Unified CCXT currency code; required if fetching all ledger entries for all assets at once is not supported (e.g. "USDT")
since (Integer) Timestamp (ms) of the earliest time to retrieve withdrawals for (e.g. 1646940314000)
limit (Integer) The number of ledger entry structures to retrieve (e.g. 5)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of ledger entry structures

Ledger Entry Structure

{
    'id': 'hqfl-f125f9l2c9',                // string id of the ledger entry, e.g. an order id
    'direction': 'out',                     // or 'in'
    'account': '06d4ab58-dfcd-468a',        // string id of the account if any
    'referenceId': 'bf7a-d4441fb3fd31',     // string id of the trade, transaction, etc...
    'referenceAccount': '3146-4286-bb71',   // string id of the opposite account (if any)
    'type': 'trade',                        // string, reference type, see below
    'currency': 'BTC',                      // string, unified currency code, 'ETH', 'USDT'...
    'amount': 123.45,                       // absolute number, float (does not include the fee)
    'timestamp': 1544582941735,             // milliseconds since epoch time in UTC
    'datetime': "2018-12-12T02:49:01.735Z", // string of timestamp, ISO8601
    'before': 0,                            // amount of currency on balance before
    'after': 0,                             // amount of currency on balance after
    'status': 'ok',                         // 'ok, 'pending', 'canceled'
    'fee': {                                // object or undefined
        'cost': 54.321,                     // absolute number on top of the amount
        'currency': 'ETH',                  // string, unified currency code, 'ETH', 'USDT'...
    },
    'info': { ... },                        // raw ledger entry as is from the exchange
}

Notes On Ledger Entry Structure

The type of the ledger entry is the type of the operation associated with it. If the amount comes due to a sell order, then it is associated with a corresponding trade type ledger entry, and the referenceId will contain associated trade id (if the exchange in question provides it). If the amount comes out due to a withdrawal, then is associated with a corresponding transaction.

trade
transaction
fee
rebate
cashback
referral
transfer
airdrop
whatever
...

The referenceId field holds the id of the corresponding event that was registered by adding a new item to the ledger.

The status field is there to support for exchanges that include pending and canceled changes in the ledger. The ledger naturally represents the actual changes that have taken place, therefore the status is 'ok' in most cases.

The ledger entry type can be associated with a regular trade or a funding transaction (deposit or withdrawal) or an internal transfer between two accounts of the same user. If the ledger entry is associated with an internal transfer, the account field will contain the id of the account that is being altered with the ledger entry in question. The referenceAccount field will contain the id of the opposite account the funds are transferred to/from, depending on the direction ('in' or 'out').

Deposit

In order to deposit cryptocurrency funds to an exchange you must get an address from the exchange for the currency you want to deposit using fetchDepositAddress. You can then call the withdraw method with the specified currency and address.

To deposit fiat currency on an exchange you can use the deposit method with data retrieved from the fetchDepositMethodId method. this deposit feature is currently supported on coinbase only, feel free to report any issues you find

deposit ()

deposit (id, code = undefined, params = {})

Parameters

id (String) required Deposit id
code (String) Fiat currency code, required (e.g. "USD")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"account": "fiat"})

Returns

A transaction structure
fetchDepositMethodId ()

fetchDepositMethodId (id, params = {})

Parameters

id (String) required Deposit id
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"account": "fiat"})

Returns

A deposit id structure
fetchDepositMethodIds ()

fetchDepositMethodIds (params = {})

Parameters

params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"account": "fiat"})

Returns

An array of deposit id structures

Deposit Id Structure

The deposit id structure returned from fetchDepositMethodId, fetchDepositMethodIds look like this:

{
    'info': {},                 // raw unparsed data as returned from the exchange
    'id': '75ab52ff-f25t',      // the deposit id
    'currency': 'USD',          // fiat currency
    'verified': true,           // whether funding through this id is verified or not
    'tag': 'from credit card',  // tag / memo / name of funding source
}

Data on deposits made to an account can be retrieved using

fetchDeposit () for a single deposit
fetchDeposits ( code ) for multiple deposits of the same currency
fetchDeposits () for all deposits to an account

fetchDeposit (id, code = undefined, params = {})

Parameters

id (String) required Deposit id
code (String) Unified CCXT currency code, required (e.g. "USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"network": "TRX"})

Returns

A transaction structure

fetchDeposits (code = undefined, since = undefined, limit = undefined, params = {})

Parameters

code (String) Unified CCXT currency code (e.g. "USDT")
since (Integer) Timestamp (ms) of the earliest time to retrieve deposits for (e.g. 1646940314000)
limit (Integer) The number of transaction structures to retrieve (e.g. 5)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of transaction structures

Withdrawal

The withdraw method can be used to withdraw funds from an account

Some exchanges require a manual approval of each withdrawal by means of 2FA (2-factor authentication). In order to approve your withdrawal you usually have to either click their secret link in your email inbox or enter a Google Authenticator code or an Authy code on their website to verify that withdrawal transaction was requested intentionally.

In some cases you can also use the withdrawal id to check withdrawal status later (whether it succeeded or not) and to submit 2FA confirmation codes, where this is supported by the exchange. See their docs for details.

Javascript

withdraw (code, amount, address, tag = undefined, params = {})

Python

withdraw(code, amount, address, tag=None, params={})

PHP

withdraw ($code, $amount, $address, $tag = null, $params = array ())

Parameters

code (String) required Unified CCXT currency code (e.g. "USDT")
amount (Float) required The amount of currency to withdraw (e.g. 20)
address (String) required The recipient address of the withdrawal (e.g. "TEY6qjnKDyyq5jDc3DJizWLCdUySrpQ4yp")
tag (String) Required for some networks (e.g. "52055")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"network": "TRX"})

Returns

A transaction structure

Data on withdrawals made to an account can be retrieved using

fetchWithdrawal () for a single withdrawal
fetchWithdrawals ( code ) for multiple withdrawals of the same currency
fetchWithdrawals () for all withdrawals from an account

fetchWithdrawal (id, code = undefined, params = {})

Parameters

id (String) required Withdrawal id
code (String) Unified CCXT currency code (e.g. "USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"network": "TRX"})

fetchWithdrawals (code = undefined, since = undefined, limit = undefined, params = {})

Parameters

code (String) Unified CCXT currency code (e.g. "USDT")
since (Integer) Timestamp (ms) of the earliest time to retrieve withdrawals for (e.g. 1646940314000)
limit (Integer) The number of transaction structures to retrieve (e.g. 5)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of transaction structures

Deposit And Withdrawal Networks

It is also possible to pass the parameters as the fourth argument with or without a specified tag

Javascript

withdraw (code, amount, address, { tag, network: 'ETH' })

Python

withdraw(code, amount, address, { 'tag': tag, 'network': 'ETH' })

PHP

withdraw ($code, $amount, $address, array( 'tag' => tag, 'network' -> 'ETH' ));

The following aliases of network allow for withdrawing crypto on multiple chains

Currency	Network
ETH	ERC20
TRX	TRC20
BSC	BEP20
BNB	BEP2
HT	HECO
OMNI	OMNI

You may set the value of exchange.withdraw ('USDT', 100, 'TVJ1fwyJ1a8JbtUxZ8Km95sDFN9jhLxJ2D', { 'network': 'TRX' }) in order to withdraw USDT on the TRON chain, or 'BSC' to withdraw USDT on Binance Smart Chain. In the table above BSC and BEP20 are equivalent aliases, so it doesn't matter which one you use as they both will achieve the same effect.

Transaction Structure

Transactions denote a transfer of a given coin, unlike trades, which denote the exchange of one currency for another.

deposit structure
withdrawal structure

{
    'info':      { ... },    // the JSON response from the exchange as is
    'id':       '123456',    // exchange-specific transaction id, string
    'txid':     '0x68bfb29821c50ca35ef3762f887fd3211e4405aba1a94e448a4f218b850358f0',
    'timestamp': 1534081184515,             // timestamp in milliseconds
    'datetime': '2018-08-12T13:39:44.515Z', // ISO8601 string of the timestamp
    'addressFrom': '0x38b1F8644ED1Dbd5DcAedb3610301Bf5fa640D6f', // sender
    'address':  '0x02b0a9b7b4cDe774af0f8e47cb4f1c2ccdEa0806', // "from" or "to"
    'addressTo': '0x304C68D441EF7EB0E2c056E836E8293BD28F8129', // receiver
    'tagFrom', '0xabcdef', // "tag" or "memo" or "payment_id" associated with the sender
    'tag':      '0xabcdef' // "tag" or "memo" or "payment_id" associated with the address
    'tagTo': '0xhijgklmn', // "tag" or "memo" or "payment_id" associated with the receiver
    'type':     'deposit',   // 'withdrawal' or 'transfer', string
    'amount':    1.2345,     // float (does not include the fee)
    'currency': 'ETH',       // a common unified currency code, string
    'status':   'pending',   // 'ok', 'failed', 'canceled', string
    'updated':   undefined,  // UTC timestamp of most recent status change in ms
    'comment':  'a comment or message defined by the user if any',
    'fee': {                 // the entire fee structure may be undefined
        'currency': 'ETH',   // a unified fee currency code
        'cost': 0.1234,      // float
        'rate': undefined,   // approximately, fee['cost'] / amount, float
    },
}

Notes On Transaction Structure

addressFrom or addressTo may be undefined/None/null, if the exchange in question does not specify all sides of the transaction
The semantics of the address field is exchange-specific. In some cases it can contain the address of the sender, in other cases it may contain the address of the receiver. The actual value depends on the exchange.
The updated field is the UTC timestamp in milliseconds of the most recent change of status of that funding operation, be it withdrawal or deposit. It is necessary if you want to track your changes in time, beyond a static snapshot. For example, if the exchange in question reports created_at and confirmed_at for a transaction, then the updated field will take the value of Math.max (created_at, confirmed_at), that is, the timestamp of the most recent change of the status.
The updated field may be undefined/None/null in certain exchange-specific cases.
The fee substructure may be missing, if not supplied within the reply coming from the exchange.
The comment field may be undefined/None/null, otherwise it will contain a message or note defined by the user upon creating the transaction.
Be careful when handling the tag and the address. The tag is NOT an arbitrary user-defined string of your choice! You cannot send user messages and comments in the tag. The purpose of the tag field is to address your wallet properly, so it must be correct. You should only use the tag received from the exchange you're working with, otherwise your transaction might never arrive to its destination.
The type field may be deposit/withdrawal or, in some cases (when the exchange's endpoint returns both internal transfers and blockchain transactions, e.g. ccxt.coinlist), could be transfer.

fetchDeposits Examples

Javascript

// fetchDeposits (code = undefined, since = undefined, limit = undefined, params = {})

if (exchange.has['fetchDeposits']) {
    const deposits = await exchange.fetchDeposits (code, since, limit, params)
} else {
    throw new Error (exchange.id + ' does not have the fetchDeposits method')
}

Python

# fetch_deposits(code = None, since = None, limit = None, params = {})

if exchange.has['fetchDeposits']:
    deposits = exchange.fetch_deposits(code, since, limit, params)
else:
    raise Exception (exchange.id + ' does not have the fetch_deposits method')

PHP

// fetch_deposits ($code = null, $since = null, $limit = null, $params = {})

if ($exchange->has['fetchDeposits']) {
    $deposits = $exchange->fetch_deposits ($code, $since, $limit, $params);
} else {
    throw new Exception ($exchange->id . ' does not have the fetch_deposits method');
}

fetchWithdrawals Examples

Javascript

// fetchWithdrawals (code = undefined, since = undefined, limit = undefined, params = {})

if (exchange.has['fetchWithdrawals']) {
    const withdrawals = await exchange.fetchWithdrawals (code, since, limit, params)
} else {
    throw new Error (exchange.id + ' does not have the fetchWithdrawals method')
}

Python

# fetch_withdrawals(code = None, since = None, limit = None, params = {})

if exchange.has['fetchWithdrawals']:
    withdrawals = exchange.fetch_withdrawals(code, since, limit, params)
else:
    raise Exception (exchange.id + ' does not have the fetch_withdrawals method')

PHP

// fetch_withdrawals ($code = null, $since = null, $limit = null, $params = {})

if ($exchange->has['fetchWithdrawals']) {
    $withdrawals = $exchange->fetch_withdrawals ($code, $since, $limit, $params);
} else {
    throw new Exception ($exchange->id . ' does not have the fetch_withdrawals method');
}

fetchTransactions Examples

Javascript

// fetchTransactions (code = undefined, since = undefined, limit = undefined, params = {})

if (exchange.has['fetchTransactions']) {
    const transactions = await exchange.fetchTransactions (code, since, limit, params)
} else {
    throw new Error (exchange.id + ' does not have the fetchTransactions method')
}

Python

# fetch_transactions(code = None, since = None, limit = None, params = {})

if exchange.has['fetchTransactions']:
    transactions = exchange.fetch_transactions(code, since, limit, params)
else:
    raise Exception (exchange.id + ' does not have the fetch_transactions method')

PHP

// fetch_transactions ($code = null, $since = null, $limit = null, $params = {})

if ($exchange->has['fetchTransactions']) {
    $transactions = $exchange->fetch_transactions ($code, $since, $limit, $params);
} else {
    throw new Exception ($exchange->id . ' does not have the fetch_transactions method');
}

Deposit Addresses

The address for depositing can be either an already existing address that was created previously with the exchange or it can be created upon request. In order to see which of the two methods are supported, check the exchange.has['fetchDepositAddress'] and exchange.has['createDepositAddress'] properties.

fetchDepositAddress (code, params = {})
createDepositAddress (code, params = {})

Parameters

code (String) required Unified CCXT currency code (e.g. "USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

an address structure

Some exchanges may also have a method for fetching multiple deposit addresses at once or all of them at once.

fetchDepositAddresses (codes = undefined, params = {})

Parameters

code ([String]) Array of unified CCXT currency codes. May or may not be required depending on the exchange (e.g. ["USDT", "BTC"])
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

an array of address structures

fetchDepositAddressesByNetwork (code, params = {})

Parameters

code (String) required Unified CCXT currency code (e.g. "USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

an array of address structures

Address Structure

The address structures returned from fetchDepositAddress, fetchDepositAddresses, fetchDepositAddressesByNetwork and createDepositAddress look like this:

{
    'info': response,       // raw unparsed data as returned from the exchange
    'currency': 'USDC',     // currency code
    'network': 'ERC20',     // a deposit/withdraw networks, ERC20, TRC20, BSC20 (see below)
    'address': '0x',        // blockchain address in terms of the requested currency and network
    'tag': undefined,       // tag / memo / paymentId for particular currencies (XRP, XMR, ...)
}

With certain currencies, like AEON, BTS, GXS, NXT, SBD, STEEM, STR, XEM, XLM, XMR, XRP, an additional argument tag is usually required by exchanges. Other currencies will have the tag set to undefined / None / null. The tag is a memo or a message or a payment id that is attached to a withdrawal transaction. The tag is mandatory for those currencies and it identifies the recipient user account.

Be careful when specifying the tag and the address. The tag is NOT an arbitrary user-defined string of your choice! You cannot send user messages and comments in the tag. The purpose of the tag field is to address your wallet properly, so it must be correct. You should only use the tag received from the exchange you're working with, otherwise your transaction might never arrive to its destination.

The network field is relatively new, it may be undefined / None / null or missing entirely in certain cases (with some exchanges), but will be added everywhere eventually. It is still in the process of unification.

Transfers

The transfer method makes internal transfers of funds between accounts on the same exchange. This can include subaccounts or accounts of different types (spot, margin, future, ...). If an exchange is separated on CCXT into a spot and futures class (e.g. binanceusdm, kucoinfutures, ...), then the method transferIn may be available to transfer funds into the futures account, and the method transferOut may be available to transfer funds out of the futures account

transfer (code, amount, fromAccount, toAccount, params = {})

Parameters

code (String) Unified CCXT currency code (e.g. "USDT")
amount (Float) The amount of currency to transfer (e.g. 10.5)
fromAccount (String) The account to transfer funds from.
toAccount (String) The account to transfer funds to.
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})
params.symbol (String) Market symbol when transfering to or from a margin account (e.g. 'BTC/USDT')

Account Types

fromAccount and toAccount can accept the exchange account id or one of the following unified values:

funding for some exchanges funding and spot are the same account
main for some exchanges that allow for subaccounts
spot
margin
future
swap
lending

You can retrieve all the account types by selecting the keys from `exchange.options['accountsByType']

Some exchanges allow transfers to email addresses, phone numbers or to other users by user id.

Returns

A transfer structure

transferIn (code, amount, params = {})
transferOut (code, amount, params = {})

Parameters

code (String) Unified CCXT currency code (e.g. "USDT")
amount (Float) The amount of currency to transfer (e.g. 10.5)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

A transfer structure

fetchTransfers (code = undefined, since = undefined, limit = undefined, params = {})

Parameters

code (String) Unified CCXT currency code (e.g. "USDT")
since (Integer) Timestamp (ms) of the earliest time to retrieve transfers for (e.g. 1646940314000)
limit (Integer) The number of transfer structures to retrieve (e.g. 5)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of transfer structures

fetchTransfer (id, since = undefined, limit = undefined, params = {})

Parameters

id (String) tranfer id (e.g. "12345")
since (Integer) Timestamp (ms) of the earliest time to retrieve transfers for (e.g. 1646940314000)
limit (Integer) The number of transfer structures to retrieve (e.g. 5)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

A transfer structure

Transfer Structure

{
    info: { ... },
    id: "93920432048",
    timestamp: 1646764072000,
    datetime: "2022-03-08T18:27:52.000Z",
    currency: "USDT",
    amount: 11.31,
    fromAccount: "spot",
    toAccount: "future",
    status: "ok"
}

Fees

This section of the Unified CCXT API is under development.

Fees are often grouped into two categories:

Trading fees. Trading fee is the amount payable to the exchange, usually a percentage of volume traded (filled).
Transaction fees. The amount payable to the exchange upon depositing and withdrawing as well as the underlying crypto transaction fees (tx fees).

Because the fee structure can depend on the actual volume of currencies traded by the user, the fees can be account-specific. Methods to work with account-specific fees:

fetchTradingFee (symbol, params = {})
fetchTradingFees (params = {})
fetchDepositWithdrawFees (codes = undefined, params = {})
fetchDepositWithdrawFee (code, params = {})

The fee methods will return a unified fee structure, which is often present with orders and trades as well. The fee structure is a common format for representing the fee info throughout the library. Fee structures are usually indexed by market or currency.

Because this is still a work in progress, some or all of methods and info described in this section may be missing with this or that exchange.

DO NOT use the .fees property of the exchange instance as most often it contains the predefined/hardcoded info. Actual fees should only be accessed from markets and currencies.

NOTE: Previously we used fetchTransactionFee(s) to fetch the transaction fees, which are now DEPRECATED and these functions have been replace by fetchDepositWithdrawFee(s)

You call fetchTradingFee / fetchTradingFees to fetch the trading fees, fetchDepositWithdrawFee / fetchDepositWithdrawFees to fetch the deposit & withdraw fees.

Fee Structure

Orders, private trades, transactions and ledger entries may define the following info in their fee field:

{
    'currency': 'BTC', // the unified fee currency code
    'rate': percentage, // the fee rate, 0.05% = 0.0005, 1% = 0.01, ...
    'cost': feePaid, // the fee cost (amount * fee rate)
}

Fee Schedule

fetchTradingFees (params = {})

{
    'withdraw': {
        'BTC': 0.00001,
        'ETH': 0.001,
        'LTC': 0.0003,
    },
    'deposit': {
        'BTC': 0,
    },
    'info': { ... },
}

fetchDepositWithdrawFees (codes, params = {})

{
    'BTC': {
        'withdraw': { 'fee': 0.0005, 'percentage': false },
        'deposit': { 'fee': undefined, 'percentage': undefined },
        'networks': {
            'BTC': {
                'deposit': { 'fee': undefined, 'percentage': undefined },
                'withdraw': { 'fee': 0.0005, 'percentage': false }
            }
        },
        'info': { ... },
    },
    ...
}

Trading Fees

Trading fees are properties of markets. Most often trading fees are loaded into the markets by the fetchMarkets call. Sometimes, however, the exchanges serve fees from different endpoints.

The calculateFee method can be used to precalculate trading fees that will be paid. WARNING! This method is experimental, unstable and may produce incorrect results in certain cases. You should only use it with caution. Actual fees may be different from the values returned from calculateFee, this is just for precalculation. Do not rely on precalculated values, because market conditions change frequently. It is difficult to know in advance whether your order will be a market taker or maker.

    calculateFee (symbol, type, side, amount, price, takerOrMaker = 'taker', params = {})

The calculateFee method will return a unified fee structure with precalculated fees for an order with specified params.

Accessing trading fee rates should be done via fetchTradingFees which is the recommended approach. If that method is not supported by exchange, then via the .markets property, like so:

exchange.markets['ETH/BTC']['taker'] // taker fee rate for ETH/BTC
exchange.markets['BTC/USD']['maker'] // maker fee rate for BTC/USD

The markets stored under the .markets property may contain additional fee related information:

{
    'taker': 0.002,   // taker fee rate, 0.002 = 0.2%
    'maker': 0.0016,  // maker fee rate, 0.0016 = 0.16%
    'percentage': true, // whether the taker and maker fee rate is a multiplier or a fixed flat amount
    'tierBased': false, // whether the fee depends on your trading tier (your trading volume)

    'tiers': {
        'taker': [
            [0, 0.0026], // tupple (trade volume in USD, taker fee) ordered by increasing volume
            [50000, 0.0024],
            ...
        ],
        'maker': [
            [0, 0.0016], // tupple (trade volume in USD, maker fee) ordered by increasing volume
            [50000, 0.0014],
            ...
        ],
    },
}

WARNING! fee related information is experimental, unstable and may only be partial available or not at all.

Maker fees are paid when you provide liquidity to the exchange i.e. you market-make an order and someone else fills it. Maker fees are usually lower than taker fees. Similarly, taker fees are paid when you take liquidity from the exchange and fill someone else's order.

Fees can be negative, this is very common amongst derivative exchanges. A negative fee means the exchange will pay a rebate (reward) to the user for the trading.

Also, some exchanges might not specify fees as percentage of volume, check the percentage field of the market to be sure.

Trading Fee Schedule

Some exchanges have an endpoint for fetching the trading fee schedule, this is mapped to the unified methods fetchTradingFees, and fetchTradingFee

fetchTradingFee (symbol, params = {})

Parameters

symbol (String) required Unified market symbol (e.g. "BTC/USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"currency": "quote"})

Returns

A trading fee structure

fetchTradingFees (params = {})

Parameters

params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"currency": "quote"})

Returns

An array of trading fee structures

Trading Fee Structure

{
    'ETH/BTC': {
        'maker': 0.001,
        'taker': 0.002,
        'info': { ... },
        'symbol': 'ETH/BTC',
    },
    'LTC/BTC': {
        'maker': 0.001,
        'taker': 0.002,
        'info': { ... },
        'symbol': 'LTC/BTC',
	},
}

Transaction Fees

Transaction fees are properties of currencies (account balance).

Accessing transaction fee rates should be done via the .currencies property. This aspect is not unified yet and is subject to change.

exchange.currencies['ETH']['fee'] // tx/withdrawal fee rate for ETH
exchange.currencies['BTC']['fee'] // tx/withdrawal fee rate for BTC

Transaction Fee Schedule

Some exchanges have an endpoint for fetching the transaction fee schedule, this is mapped to the unified methods

fetchTransactionFee () for a single transaction fee schedule
fetchTransactionFees () for all transaction fee schedules

fetchTransactionFee (code, params = {})

Parameters

code (String) required Unified CCXT currency code, required (e.g. "USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"type": "deposit"})
params.network (String) Specify unified CCXT network (e.g. {"network": "TRC20"})

Returns

A transaction fee structure

fetchTransactionFees (codes = undefined, params = {})

Parameters

params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"type": "deposit"})

Returns

An array of transaction fee structures

Transaction Fee Structure

{
    'withdraw': {
        'BTC': 0.00001,
        'ETH': 0.001,
        'LTC': 0.0003,
    },
    'deposit': {
        'BTC': 0,
    },
    'info': { ... },
}

Borrow Interest

margin only

To trade with leverage in spot or margin markets, currency must be borrowed as a loan. This borrowed currency must be payed back with interest. To obtain the amount of interest that has accrued you can use the fetchBorrowInterest method

fetchBorrowInterest (code = undefined, symbol = undefined, since = undefined, limit = undefined, params = {})

Parameters

code (String) The unified currency code for the currency of the interest (e.g. "USDT")
symbol (String) The market symbol of an isolated margin market, if undefined, the interest for cross margin markets is returned (e.g. "BTC/USDT:USDT")
since (Integer) Timestamp (ms) of the earliest time to receive interest records for (e.g. 1646940314000)
limit (Integer) The number of borrow interest structures to retrieve (e.g. 5)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of borrow interest structures

Borrow Interest Structure

{
    info: { ... }                           // Unparsed exchange response
    symbol: 'BTC/USDT',                    // The market that the interest was accrued in
    currency: 'USDT',                       // The currency of the interest
    interest: 0.00004842,                   // The amount of interest that was charged
    interestRate: 0.0002,                   // The borrow interest rate
    amountBorrowed: 5.81,                   // The amount of currency that was borrowed
    marginMode: 'cross',                    // The margin mode of the borrowed amount
    timestamp: 1648699200000,               // The timestamp that the interest was charged
    datetime: '2022-03-31T04:00:00.000Z',   // The datetime that the interest was charged
}

Borrow And Repay Margin

margin only

To borrow and repay currency as a margin loan use borrowCrossMargin, borrowIsolatedMargin, repayCrossMargin and repayIsolatedMargin.

borrowCrossMargin (code, amount, params = {})
repayCrossMargin (code, amount, params = {})

Parameters

code (String) required The unified currency code for the currency to be borrowed or repaid (e.g. "USDT")
amount (Float) required The amount of margin to borrow or repay (e.g. 20.92)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"rate": 0.002})

Returns

A margin loan structure

borrowIsolatedMargin (symbol, code, amount, params = {})
repayIsolatedMargin (symbol, code, amount, params = {})

Parameters

symbol (String) required The unified CCXT market symbol of an isolated margin market (e.g. "BTC/USDT")
code (String) required The unified currency code for the currency to be borrowed or repaid (e.g. "USDT")
amount (Float) required The amount of margin to borrow or repay (e.g. 20.92)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"rate": 0.002})

Returns

A margin loan structure

Margin Loan Structure

{
    id: '1234323',                          // integer, the transaction id
    currency: 'USDT',                       // string, the currency that is borrowed or repaid
    amount: 5.81,                           // float, the amount of currency that was borrowed or repaid
    symbol: 'BTC/USDT:USDT',                // string, unified market symbol
    timestamp: 1648699200000,               // integer, the timestamp of when the transaction was made
    datetime: '2022-03-31T04:00:00.000Z',   // string, the datetime of when the transaction was made
    info: { ... }                           // Unparsed exchange response
}

Margin

margin and contract only

Note: through the manual we use term "collateral" which means current margin balance, but do not confuse it with "initial margin" or "maintenance margin":

collateral (current margin balance) = initial margin + realized & unrealized profit.

For example, when you had opened an isolated position with 50$ initial margin and the position has unrealized profit of -15$, then your position's collateral will be 35$. However, if we take that Maintenance Margin requirement (to keep the position open) by exchange hints $25 for that position, then your collateral should not drop below it, otherwise the position will be liquidated.

To increase, reduce or set your margin balance (collateral) in an open leveraged position, use addMargin, reduceMargin and setMargin respectively. This is kind of like adjusting the amount of leverage you're using with a position that's already open.

Some scenarios to use these methods include

if the trade is going against you, you can add margin to, reducing the risk of liquidation
if your trade is going well you can reduce your position's margin balance and take profits

addMargin (symbol, amount, params = {})
reduceMargin (symbol, amount, params = {})
setMargin (symbol, amount, params = {})

Parameters

symbol (String) required Unified CCXT market symbol (e.g. "BTC/USDT:USDT")
amount (String) required Amount of margin to add or reduce (e.g. 20)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"leverage": 5})

Returns

a margin structure

You can fetch the history of margin adjustments made using the methods above or automatically by the exchange using the following method

fetchMarginAdjustmentHistory (symbol = undefined, type = undefined, since = undefined, limit = undefined, params = {})

Parameters

symbol (String) Unified CCXT market symbol (e.g. "BTC/USDT:USDT")
type (String) "add" or "reduce"
since (Integer) Timestamp (ms) of the earliest time to retrieve margin adjustments for for (e.g. 1646940314000)
limit (Integer) The number of margin structures to retrieve (e.g. 5)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"auto": true})

Returns

a margin structure

Margin Structure

{
    info: { ... },
    type: 'add', // 'add', 'reduce', 'set'
    amount: 1, // amount added, reduced, or set
    total: 2,  // total margin or undefined if not specified by the exchange
    code: 'USDT',
    symbol: 'XRP/USDT:USDT',
    status: 'ok'
}

Set Margin Mode

margin and contract only

Updates the type of margin used to be either

cross One account is used to share collateral between markets. Margin is taken from total account balance to avoid liquidation when needed.
isolated Each market, keeps collateral in a separate account

setMarginMode (marginMode, symbol = undefined, params = {})

Parameters

marginMode (String) required the type of margin used Unified margin types:
- "cross"
- "isolated"
symbol (String) Unified CCXT market symbol (e.g. "BTC/USDT:USDT") required on most exchanges. Is not required when the margin mode is not specific to a market
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"leverage": 5})

Returns

response from the exchange

Exchanges Without setMarginMode

Common reasons for why an exchange might have

exchange.has['setMarginMode'] == false

include

the exchange does not offer leveraged trading
the exchange only offers one of cross or isolated margin modes, but does not offer both
margin mode must be set using an exchange specific parameter within params when using createOrder

Notes On Suppressed Errors For setMarginMode

Some exchange apis return an error response when a request is sent to set the margin mode to the mode that it is already set to (e.g. Sending a request to set the margin mode to cross for the market BTC/USDT:USDT when the account already has BTC/USDT:USDT set to use cross margin). CCXT doesn't see this as an error because the end result is what the user wanted, so the error is suppressed and the error result is returned as an object.

e.g.

{ code: -4046, msg: 'No need to change margin type.' }

Notes On The marginMode Parameter

Some methods allow the usage of a marginMode parameter that can be set to either cross or isolated. This can be useful for specifying the marginMode directly within the methods params, for use with spot margin or contract markets. To specify a spot margin market, you need to use a unified spot symbol or set the market type to spot, while setting the marginMode parameter to cross or isolated.

Create a Spot Margin Order:

Use a unified spot symbol, while setting the marginMode parameter.

Javascript

const params = {
    'marginMode': 'isolated', // or 'cross'
}
const order = await exchange.createOrder ('ETH/USDT', 'market', 'buy', 0.1, 1500, params)

Python

params = {
    'marginMode': 'isolated', # or 'cross'
}
order = exchange.create_order ('ETH/USDT', 'market', 'buy', 0.1, 1500, params)

PHP

$params = {
    'marginMode': 'isolated', // or 'cross'
}
$order = $exchange->create_order ('ETH/USDT', 'market', 'buy', 0.1, 1500, $params);

Fetch Margin Mode

margin and contract only

The fetchMarginMode() method can be used to obtain the set margin mode for a market. The fetchMarginModes() method can be used to obtain the set margin mode for multiple markets at once.

You can access the set margin mode by using:

fetchMarginMode() (single symbol)
fetchMarginModes([symbol1, symbol2, ...]) (multiple symbols)
fetchMarginModes() (all market symbols)

fetchMarginMode(symbol, params = {})

Parameters

symbol (String) required A unified CCXT symbol (e.g. "BTC/USDT:USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"subType": "linear"})

Returns

a margin-mode-structure

fetchMarginModes(symbols = undefined, params = {})

Parameters

symbols ([String]) A list of unified CCXT symbols (e.g. [ "BTC/USDT:USDT" ])
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"subType": "linear"})

Returns

an array of margin-mode-structures

Margin Mode Structure

{
    "info": { ... }             // response from the exchange
    "symbol": "BTC/USDT:USDT",  // unified market symbol
    "marginMode": "cross",      // the margin mode either cross or isolated
}

Set Leverage

margin and contract only

setLeverage (leverage, symbol = undefined, params = {})

Parameters

leverage (Integer) required The desired leverage
symbol (String) Unified CCXT market symbol (e.g. "BTC/USDT:USDT") required on most exchanges. Is not required when leverage is not specific to a market (e.g. If leverage is set for the account and not per market)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"marginMode": "cross"})

Returns

response from the exchange

Leverage

margin and contract only

The fetchLeverage() method can be used to obtain the set leverage for a market. The fetchLeverages() method can be used to obtain the set leverage for multiple markets at once.

You can access the set leverage by using:

fetchLeverage() (single symbol)
fetchLeverages([symbol1, symbol2, ...]) (multiple symbols)
fetchLeverages() (all market symbols)

fetchLeverage(symbol, params = {})

Parameters

symbol (String) required A unified CCXT symbol (e.g. "BTC/USDT:USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"marginMode": "cross"})

Returns

a leverage-structure

fetchLeverages(symbols = undefined, params = {})

Parameters

symbols ([String]) A list of unified CCXT symbols (e.g. [ "BTC/USDT:USDT" ])
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"marginMode": "cross"})

Returns

an array of leverage-structures

Leverage Structure

{
    "info": { ... }             // response from the exchange
    "symbol": "BTC/USDT:USDT",  // unified market symbol
    "marginMode": "cross",      // the margin mode either cross or isolated
    "longLeverage": 100,        // the set leverage for a long position
    "shortLeverage": 75,        // the set leverage for a short position
}

Contract Trading

This can include futures with a set expiry date, perpetual swaps with funding payments, and inverse futures or swaps. Information about the positions can be served from different endpoints depending on the exchange. In the case that there are multiple endpoints serving different types of derivatives CCXT will default to just loading the "linear" (as oppose to the "inverse") contracts or the "swap" (as opposed to the "future") contracts.

Positions

contract only

To get information about positions currently held in contract markets, use

fetchPosition () // for a single market
fetchPositions () // for all positions
fetchAccountPositions () // TODO
fetchPositionHistory () // for single historical position
fetchPositionsHistory () // for historical positions

fetchPosition (symbol, params = {})                         // for a single market

Parameters

symbol (String) required Unified CCXT market symbol (e.g. "BTC/USDT:USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

A position structure

fetchPositions (symbols = undefined, params = {})
fetchAccountPositions (symbols = undefined, params = {})

Parameters

symbols ([String]) Unified CCXT market symbols, do not set to retrieve all positions (e.g. ["BTC/USDT:USDT"])
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of position structures

fetchPositionHistory (symbol = undefined, since = undefined, limit = undefined, params = {})

Parameters

symbol ([String]) Unified CCXT market symbols, do not set to retrieve all positions (e.g. ["BTC/USDT:USDT"])
since (Integer) Timestamp (ms) of the earliest time to retrieve positions for (e.g. 1646940314000)
limit (Integer) The number of position structures to retrieve (e.g. 5)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of position structures

Position Structure

{
   'info': { ... },             // json response returned from the exchange as is
   'id': '1234323',             // string, position id to reference the position, similar to an order id
   'symbol': 'BTC/USD',         // uppercase string literal of a pair of currencies
   'timestamp': 1607723554607,  // integer unix time since 1st Jan 1970 in milliseconds
   'datetime': '2020-12-11T21:52:34.607Z',  // ISO8601 representation of the unix time above
   'isolated': true,            // boolean, whether or not the position is isolated, as opposed to cross where margin is added automatically
   'hedged': false,             // boolean, whether or not the position is hedged, i.e. if trading in the opposite direction will close this position or make a new one
   'side': 'long',              // string, long or short
   'contracts': 5,              // float, number of contracts bought, aka the amount or size of the position
   'contractSize': 100,         // float, the size of one contract in quote units
   'entryPrice': 20000,         // float, the average entry price of the position
   'markPrice': 20050,          // float, a price that is used for funding calculations
   'notional': 100000,          // float, the value of the position in the settlement currency
   'leverage': 100,             // float, the leverage of the position, related to how many contracts you can buy with a given amount of collateral
   'collateral': 5300,          // float, the maximum amount of collateral that can be lost, affected by pnl
   'initialMargin': 5000,       // float, the amount of collateral that is locked up in this position
   'maintenanceMargin': 1000,   // float, the mininum amount of collateral needed to avoid being liquidated
   'initialMarginPercentage': 0.05,      // float, the initialMargin as a percentage of the notional
   'maintenanceMarginPercentage': 0.01,  // float, the maintenanceMargin as a percentage of the notional
   'unrealizedPnl': 300,        // float, the difference between the market price and the entry price times the number of contracts, can be negative
   'liquidationPrice': 19850,   // float, the price at which collateral becomes less than maintenanceMargin
   'marginMode': 'cross',       // string, can be cross or isolated
   'percentage': 3.32,          // float, represents unrealizedPnl / initialMargin * 100
}

Positions allow you to borrow money from an exchange to go long or short on an market. Some exchanges require you to pay a funding fee to keep the position open.

When you go long on a position you are betting that the price will be higher in the future and that the price will never be less than the liquidationPrice.

As the price of the underlying index changes so does the unrealisedPnl and as a consequence the amount of collateral you have left in the position (since you can only close it at market price or worse). At some price you will have zero collateral left, this is called the "bust" or "zero" price. Beyond this point, if the price goes in the opposite direction far enough, the collateral of the position will drop below the maintenanceMargin. The maintenanceMargin acts as a safety buffer between your position and negative collateral, a scenario where the exchange incurs losses on your behalf. To protect itself the exchange will swiftly liquidate your position if and when this happens. Even if the price returns back above the liquidationPrice you will not get your money back since the exchange sold all the contracts you bought at market. In other words the maintenanceMargin is a hidden fee to borrow money.

It is recommended to use the maintenanceMargin and initialMargin instead of the maintenanceMarginPercentage and initialMarginPercentage since these tend to be more accurate. The maintenanceMargin might be calculated from other factors outside of the maintenanceMarginPercentage including the funding rate and taker fees, for example on kucoin.

An inverse contract will allow you to go long or short on BTC/USD by putting up BTC as collateral. Our API for inverse contracts is the same as for linear contracts. The amounts in an inverse contracts are quoted as if they were traded USD/BTC, however the price is still quoted terms of BTC/USD. The formula for the profit and loss of a inverse contract is (1/markPrice - 1/price) * contracts. The profit and loss and collateral will now be quoted in BTC, and the number of contracts are quoted in USD.

Closing Positions

contract only

To quickly close open positions with a market order, use

closePosition (symbol) // for a single market
closeAllPositions (symbol) // for all positions

closePosition (symbol: string, side: OrderSide = undefined, params = {}): Promise<Order>

Parameters

symbol (String) required Unified CCXT market symbol (e.g. "BTC/USDT:USDT")
side optional a string literal for the direction of your order. Some exchanges require it. Unified sides:
- buy give quote currency and receive base currency; for example, buying BTC/USD means that you will receive bitcoins for your dollars.
- sell give base currency and receive quote currency; for example, buying BTC/USD means that you will receive dollars for your bitcoins.
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An order structure

closeAllPositions (params = {}): Promise<Position[]>

Parameters

params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

A list of order structures

Set Position Mode

margin and contract only

Method used for setting position mode:

true - sets to hedged mode
false - sets to one-way mode

set_position_mode (false, symbol = undefined, params = {})

Parameters

hedged (String) required hedged-mode value:
- true
- false
symbol (String) Unified CCXT market symbol (e.g. "BTC/USDT:USDT")
params (Dictionary) Parameters specific to the exchange API endpoint

Returns

response from the exchange

Liquidation Price

It is the price at which the initialMargin + unrealized = collateral = maintenanceMargin. The price has gone in the opposite direction of your position to the point where the is only maintenanceMargin collateral left and if it goes any further the position will have negative collateral.

// if long
(liquidationPrice - price) * contracts = maintenanceMargin

// if short
(price - liquidationPrice) * contracts = maintenanceMargin
// if inverse long
(1/liquidationPrice - 1/price) * contracts = maintenanceMargin

// if inverse short
(1/price - 1/liquidationPrice) * contracts = maintenanceMargin

Funding History

contract only

Perpetual swap (also known as perpetual future) contracts maintain a market price that mirrors the price of the asset they are based on because funding fees are exchanged between traders who hold positions in perpetual swap markets.

If the contract is being traded at a price that is higher than the price of the asset they represent, then traders in long positions pay a funding fee to traders in short positions at specific times of day, which encourages more traders to enter short positions prior to these times.

If the contract is being traded at a price that is lower than the price of the asset they represent, then traders in short positions pay a funding fee to traders in long positions at specific times of day, which encourages more traders to enter long positions prior to these times.

These fees are usually exchanged between traders with no commission going to the exchange

The fetchFundingHistory method can be used to retrieve an accounts history of funding fees paid or received

fetchFundingHistory (symbol = undefined, since = undefined, limit = undefined, params = {})

Parameters

symbol (String) Unified CCXT market symbol (e.g. "BTC/USDT:USDT")
since (Integer) Timestamp (ms) of the earliest time to retrieve funding history for (e.g. 1646940314000)
limit (Integer) The number of funding history structures to retrieve (e.g. 5)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"endTime": 1645807945000})

Returns

An array of funding history structures

Funding History Structure

{
    info: { ... },
    symbol: "XRP/USDT:USDT",
    code: "USDT",
    timestamp: 1646954920000,
    datetime: "2022-03-08T16:00:00.000Z",
    id: "1520286109858180",
    amount: -0.027722
}

Conversion

The fetchConvertQuote method can be used to retrieve a quote that can be used for a conversion trade. The quote usually needs to be used within a certain timeframe specified by the exchange for the convert trade to execute successfully.

fetchConvertQuote (fromCode, toCode, amount = undefined, params = {})

Parameters

fromCode (String) required The unified currency code for the currency to convert from (e.g. "USDT")
toCode (String) required The unified currency code for the currency to be converted into (e.g. "USDC")
amount (Float) Amount to convert in units of the from currency (e.g. 20.0)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"toAmount": 2.9722})

Returns

A conversion structure

The createConvertTrade method can be used to create a conversion trade order using the id retrieved from fetchConvertQuote. The quote usually needs to be used within a certain timeframe specified by the exchange for the convert trade to execute successfully.

createConvertTrade (id, fromCode, toCode, amount = undefined, params = {})

Parameters

id (String) required Conversion quote id (e.g. 1645807945000)
fromCode (String) required The unified currency code for the currency to convert from (e.g. "USDT")
toCode (String) required The unified currency code for the currency to be converted into (e.g. "USDC")
amount (Float) Amount to convert in units of the from currency (e.g. 20.0)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"toAmount": 2.9722})

Returns

A conversion structure

The fetchConvertTrade method can be used to fetch a specific conversion trade using the trades id.

fetchConvertTrade (id, code = undefined, params = {})

Parameters

id (String) required Conversion trade id (e.g. "80794187SDHJ25")
code (String) The unified currency code of the conversion trade (e.g. "USDT")
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"toAmount": 2.9722})

Returns

A conversion structure

The fetchConvertTradeHistory method can be used to fetch the conversion history for a specified currency code.

fetchConvertTradeHistory (code = undefined, since = undefined, limit = undefined, params = {})

Parameters

code (String) The unified currency code to fetch conversion trade history for (e.g. "USDT")
since (Integer) Timestamp of the earliest conversion (e.g. 1645807945000)
limit (Integer) The maximum number of conversion structures to retrieve (e.g. 10)
params (Dictionary) Parameters specific to the exchange API endpoint (e.g. {"toAmount": 2.9722})

Returns

An array of conversion structures

Conversion Structure

{
    info: { ... },
    timestamp: 1646954920000,
    datetime: "2022-03-08T16:00:00.000Z",
    id: "1520286109858180",
    fromCurrency: "USDT",
    fromAmount: 3.0,
    toCurrency: "USDC",
    toAmount: 2.9722,
    price: 0.97,
    fee: 0.0
}

Proxy

In some specific cases you may want a proxy, when:

Exchange is not available in your location
Your IP is forbidden by exchange
You experience random restriction by exchange, like DDoS protection by Cloudflare

However, beware that each added intermediary might add some latency to requests.

Note for Go users: After setting any proxy property, you must call UpdateProxySettings() to apply the changes:

exchange := ccxt.NewBinance(nil)
exchange.ProxyUrl = "http://your-proxy-url:8080"
exchange.UpdateProxySettings()  // Required in Go to apply proxy settings

However be aware that each added intermediary might add some latency to requests.

Supported proxy types

CCXT supports the following proxy types (note, each of them also have callback support):

proxyUrl

This property prepends an url to API requests. It might be useful for simple redirection or bypassing CORS browser restriction.

ex = ccxt.binance();
ex.proxyUrl = 'YOUR_PROXY_URL';

while 'YOUR_PROXY_URL' could be like (use the slash accordingly):

https://cors-anywhere.herokuapp.com/
http://127.0.0.1:8080/
http://your-website.com/sample-script.php?url=
etc

So requests will be made to i.e. https://cors-anywhere.herokuapp.com/https://exchange.xyz/api/endpoint. ( You can also have a small proxy script running on your device/webserver to use it in .proxyUrl - "sample-local-proxy-server" in examples folder). To customize the target url, you can also override urlEncoderForProxyUrl method of instance.

This approach works only for REST requests, but not for websocket connections. ((How to test if your proxy works))[#test-if-your-proxy-works]

httpProxy and httpsProxy

To set a real http(s) proxy for your scripts, you need to have an access to a remote http or https proxy, so calls will be made directly to the target exchange, tunneled through your proxy server:

ex.httpProxy = 'http://1.2.3.4:8080/';
// or
ex.httpsProxy = 'http://1.2.3.4:8080/';

This approach only affects non-websocket requests of ccxt. To route CCXT's WebSockets connections through proxy, you need to specifically set wsProxy (or wssProxy) property, in addition to the httpProxy (or httpsProxy), so your script should be like:

ex.httpProxy = 'http://1.2.3.4:8080/';
ex.wsProxy   = 'http://1.2.3.4:8080/';

So, both connections (HTTP & WS) would go through proxies. ((How to test if your proxy works))[#test-if-your-proxy-works]

socksProxy

You can also use socks proxy with the following format:

// from protocols: socks, socks5, socks5h
ex.socksProxy = 'socks5://1.2.3.4:8080/';
ex.wsSocksProxy = 'socks://1.2.3.4:8080/';

((How to test if your proxy works))[#test-if-your-proxy-works]

Test if your proxy works

After setting any of the above listed proxy properties in your ccxt snippet, you can test whether it works by pinging some IP echoing websites - check a "proxy-usage" file in examples.

using proxy callbacks

**Instead of setting a property, you can also use callbacks proxyUrlCallback, http(s)ProxyCallback, socksProxyCallback:

myEx.proxyUrlCallback = function (url, method, headers, body) { ... return 'http://1.2.3.4/'; }

extra proxy related details

userAgent

If you need for special cases, you can override userAgent property like:

exchange.userAgent = 'Mozilla/5.0 (Windows NT 10.0; Win64; x64)...'

custom proxy agents

Depending your programming language, you can set custom proxy agents.

For JS, see this example
For Python, see the following examples: proxies-for-synchronous-python, proxy-asyncio-aiohttp-python-3, proxy-asyncio-aiohttp-socks, proxy-sync-python-requests-2-and-3

CORS (Access-Control-Allow-Origin)

CORS (known as Cross-Origin Resource Sharing) affects mostly browsers and is the cause of the well-know warning No 'Access-Control-Allow-Origin' header is present on the requested resource. It happens when a script (running in a browser) makes a request to a 3rd party domain (by default such requests are blocked, unless the target domain explicitly allows it). So, in such cases you will need to communicate with a "CORS" proxy, which would redirect requests (as opposed to direct browser-side request) to the target exchange. To set a CORS proxy, you can run sample-local-proxy-server-with-cors example file and in ccxt set the .proxyUrl property to route requests through cors/proxy server.

String Math

Some users might want to control how CCXT handles arithmetic operations. Even though it uses numeric types by default, users can switch to fixed-point math using string types. This can be done by:

Javascript

const ex = new ccxt.coinbase ();
ex.number = String ; // String | Number

Python

ex = ccxt.coinbase()
ex.number = str  # str | float

PHP

$ex = new ccxt\\coinbase();
$ex->number = 'strval'; // 'strval' | 'floatval'

C#

var ex = new ccxt.coinbase();
ex.number = typeof(String); // typeof(String) | typeof(float)

Error Handling

Retry Mechanism
Exception Hierarchy
ExchangeError
OperationFailed
DDoSProtection
RateLimitExceeded
RequestTimeout
RequestTimeout
ExchangeNotAvailable
InvalidNonce

The error handling with CCXT is done with the exception mechanism that is natively available with all languages.

To handle the errors you should add a try block around the call to a unified method and catch the exceptions like you would normally do with your language:

Javascript

// try to call a unified method
try {
    const response = await exchange.fetchTicker ('ETH/BTC')
    console.log (response)
} catch (e) {
    // if the exception is thrown, it is "caught" and can be handled here
    // the handling reaction depends on the type of the exception
    // and on the purpose or business logic of your application
    if (e instanceof ccxt.NetworkError) {
        console.log (exchange.id, 'fetchTicker failed due to a network error:', e.message)
        // retry or whatever
    } else if (e instanceof ccxt.ExchangeError) {
        console.log (exchange.id, 'fetchTicker failed due to exchange error:', e.message)
        // retry or whatever
    } else {
        console.log (exchange.id, 'fetchTicker failed with:', e.message)
        // retry or whatever
    }
}

Python

# try to call a unified method
try:
    response = await exchange.fetch_order_book('ETH/BTC')
    print(response)
except ccxt.NetworkError as e:
    print(exchange.id, 'fetch_order_book failed due to a network error:', str(e))
    # retry or whatever
except ccxt.ExchangeError as e:
    print(exchange.id, 'fetch_order_book failed due to exchange error:', str(e))
    # retry or whatever
except Exception as e:
    print(exchange.id, 'fetch_order_book failed with:', str(e))
    # retry or whatever

PHP

// try to call a unified method
try {
    $response = $exchange->fetch_trades('ETH/BTC');
    print_r($response);
} catch (\ccxt\NetworkError $e) {
    echo $exchange->id . ' fetch_trades failed due to a network error: ' . $e->getMessage () . "\n";
    // retry or whatever
} catch (\ccxt\ExchangeError $e) {
    echo $exchange->id . ' fetch_trades failed due to exchange error: ' . $e->getMessage () . "\n";
    // retry or whatever
} catch (Exception $e) {
    echo $exchange->id . ' fetch_trades failed with: ' . $e->getMessage () . "\n";
    // retry or whatever
}

Retry Mechanism

When dealing with HTTP requests, it's important to understand that requests might fail for various reasons. Common causes of these failures include the server being unavailable, network instability, or temporary server issues. To handle such scenarios gracefully, CCXT provide an option to automatically retry failed requests. You can set the value of maxRetriesOnFailure and maxRetriesOnFailureDelay to configure the number of retries and the delay between retries, example:

exchange.options['maxRetriesOnFailure'] = 3 # if we get an error like the ones mentioned above we will retry up to three times per request
exchange.options['maxRetriesOnFailureDelay'] = 1000 # we will wait 1000ms (1s) between retries

It's important to highlight that only server/network-related issues will be part of the retry mechanism; if the user gets an error due to InsufficientFunds or InvalidOrder, the request will not be repeated.

Exception Hierarchy

All exceptions are derived from the base BaseError exception, which, in its turn, is defined in the ccxt library like so:

Javascript

class BaseError extends Error {
    constructor () {
        super ()
        // a workaround to make `instanceof BaseError` work in ES5
        this.constructor = BaseError
        this.__proto__   = BaseError.prototype
    }
}

Python

class BaseError (Exception):
    pass

PHP

class BaseError extends \Exception {}

The exception inheritance hierarchy lives in this file: https://github.com/ccxt/ccxt/blob/master/ts/src/base/errorHierarchy.ts , and visually can be outlined like shown below:

+ BaseError
|
+---+ ExchangeError
|   |
|   +---+ OperationRejected
|   |
|   +---+ BadRequest
|   |   |
|   |   +---+ BadSymbol
|   |
|   +---+ AuthenticationError
|   |   |
|   |   +---+ PermissionDenied
|   |   |
|   |   +---+ AccountSuspended
|   |
|   +---+ ArgumentsRequired
|   |
|   +---+ BadResponse
|   |   |
|   |   +---+ NullResponse
|   |
|   +---+ InsufficientFunds
|   |
|   +---+ InvalidAddress
|   |   |
|   |   +---+ AddressPending
|   |
|   +---+ InvalidOrder
|   |   |
|   |   +---+ OrderNotFound
|   |   |
|   |   +---+ OrderNotCached
|   |   |
|   |   +---+ CancelPending
|   |   |
|   |   +---+ OrderImmediatelyFillable
|   |   |
|   |   +---+ OrderNotFillable
|   |   |
|   |   +---+ DuplicateOrderId
|   |
|   +---+ NotSupported
|
|
+---+ OperationFailed (recoverable)
    |
    +---+ NetworkError (recoverable)
        |
        +---+ InvalidNonce
        |
        +---+ RequestTimeout
        |
        +---+ ExchangeNotAvailable
        |   |
        |   +---+ OnMaintenance
        |
        +---+ RateLimitExceeded
        |
        +---+ DDoSProtection

The BaseError class is a generic root error class for all sorts of errors, including accessibility and request/response mismatch. If you don't need to catch any specific subclass of exceptions, you can just use BaseError, where all exception types are being caught.

From BaseError derives two different families of errors: OperationFailed and ExchangeError (they also have their specific sub-types, as explained below).

OperationFailed

An OperationFailed might happen when user sends correctly constructed & valid request to exchange, but a non-deterministic problem occurred:

maintenance ongoing
internet/network connectivitiy issues
DDoS protections
"Server busy, try again"...

Such exceptions are temporary and re-trying the request again might be enough. However, if the error still happens, then it may indicate some persistent problem with the exchange or with your connection.

OperationFailed has the following sub-types: RequestTimeout,DDoSProtection (includes sub-type RateLimitExceeded), ExchangeNotAvailable, InvalidNonce.

DDoSProtection

This exception is thrown in cases when cloud/hosting services (Cloudflare, Incapsula or etc..) limits requests from user/region/location or when the exchange API restricts user because of making abnormal requests. This exception also contains specific sub-type exception RateLimitExceeded, which directly means that user makes much frequent requests than tolerated by exchange API engine.

RequestTimeout

This exception is raised when the connection with the exchange fails or data is not fully received in a specified amount of time. This is controlled by the exchange's .timeout property. When a RequestTimeout is raised, the user doesn't know the outcome of a request (whether it was accepted by the exchange server or not).

Thus it's advised to handle this type of exception in the following manner:

for fetching requests it is safe to retry the call
for a request to cancelOrder() a user is required to retry the same call the second time. A subsequent retry to cancelOrder() will return one of the following possible results:
- a request is completed successfully, meaning the order has been properly canceled now
- an OrderNotFound exception is raised, which means the order was either already canceled on the first attempt or has been executed (filled and closed) in the meantime between the two attempts.
if a request to createOrder() fails with a RequestTimeout the user should:
- call fetchOrders(), fetchOpenOrders(), fetchClosedOrders() to check if the request to place the order has succeeded and the order is now open
- if the order is not 'open' the user should fetchBalance() to check if the balance has changed since the order was created on the first run and then was filled and closed by the time of the second check.

ExchangeNotAvailable

This type of exception is thrown when the underlying exchange is unreachable. The ccxt library also throws this error if it detects any of the following keywords in response:

offline
unavailable
busy
retry
wait
maintain
maintenance
maintenancing

InvalidNonce

Raised when your nonce is less than the previous nonce used with your keypair, as described in the Authentication section. This type of exception is thrown in these cases (in order of precedence for checking):

You are not rate-limiting your requests or sending too many of them too often.
Your API keys are not fresh and new (have been used with some different software or script already, just always create a new keypair when you add this or that exchange).
The same keypair is shared across multiple instances of the exchange class (for example, in a multithreaded environment or in separate processes).
Your system clock is out of synch. System time should be synched with UTC in a non-DST timezone at a rate of once every ten minutes or even more frequently because of the clock drifting. Enabling time synch in Windows is usually not enough! You have to set it up with the OS Registry (Google "time synch frequency" for your OS).

ExchangeError

In contrast to OperationFailed, the ExchangeError is mostly happening when the request is impossible to succeed (because of factors listed below), so even if you retry the same request hundreds of times, they will still fail, because the request is being made incorrectly.

Possible reasons for this exception:

endpoint is switched off by the exchange
symbol not found on the exchange
required parameter is missing
the format of parameters is incorrect
some problem happening on user-side that needs to be fixed

ExchangeError has the following sub-type exceptions:

NotSupported: when the endpoint/operation is not offered or supported by the exchange API.
BadRequest: user sends an incorrectly constructed request/parameter/action that is invalid/unallowed (i.e.: "invalid number", "forbidden symbol", "size beyond min/max limits", "incorrect precision", etc). Retrying would not help in this case, the request needs to be fixed/adjusted first.
OperationRejected - user sends a correctly constructed request (that should be accepted by the exchange in a typical case), but some deterministic factor prevents your request to succeed. For example, your current account status might not allow it (i.e. "please close existing positions before changing the leverage", "too many pending orders", "your account in wrong position/margin mode") or at the give moment symbol is not tradable (i.e. "MarketClosed") or some explained factors, where you need to take a specific action (i.e. change some setting at first, or wait till specific moment). So, once again: OperationFailed can be blindly re-tried and should success, while OperationRejected is a failure that depends on specific exact factors that need to be considered, before request can be retried.
AuthenticationError: when an exchange requires one of the API credentials that you've missed to specify, or when there's a mistake in the keypair or an outdated nonce. Most of the time you need apiKey and secret, sometimes you also need uid and/or password if exchange API requires it.
PermissionDenied: when there's no access for specified action or insufficient permissions on the specified apiKey.
InsufficientFunds: when you don't have enough currency on your account balance to place an order.
InvalidAddress: when encountering a bad funding address or a funding address shorter than .minFundingAddressLength (10 characters by default) in a call to fetchDepositAddress, createDepositAddress or withdraw.
InvalidOrder: the base class for all exceptions related to the unified order API.
OrderNotFound: when you are trying to fetch or cancel a non-existent order.

Troubleshooting

In case you experience any difficulty connecting to a particular exchange, do the following in order of precedence:

Make sure that you have the most recent version of ccxt. Never trust your package installer (whether it is npm, pip or composer), instead always check your actual (real) runtime version number by running this code in your environment:
```
console.log (ccxt.version) // JavaScript
```
```
print('CCXT version:', ccxt.__version__)  # Python
```
```
echo "CCXT v." . \ccxt\Exchange::VERSION . "\n"; // PHP
```
Check the Issues or Announcements for recent updates.
Make sure you have not turned off rate-limiter with enableRateLimit: false (If anyone has custom rate-limit solution built, ensure it does not misbehave).
If you use ccxt's proxy functionality, ensure it does not misbehave.

Turn verbose = true to get more detail about it!

exchange = ccxt.binance()
exchange.load_markets()
exchange.verbose = True  # for less noise, you can set that after `load_markets`, but if the error happens during `load_markets` then place this line before it
# ... your codes here ...

Your code to reproduce the issue + verbose output is required in order to get help.

Python people can turn on DEBUG logging level with a standard pythonic logger, by adding these two lines to the beginning of their code:
```
import logging
logging.basicConfig(level=logging.DEBUG)
```
Use verbose mode to make sure that the used API credentials correspond to the keys you intend to use. Make sure there's no confusion of keypairs.
Try a fresh new keypair if possible.
Read the answers to Frequently Asked Questions: https://github.com/ccxt/ccxt/wiki/FAQ
Check the permissions on the keypair with the exchange website!
Check your nonce. If you used your API keys with other software, you most likely should override your nonce function to match your previous nonce value. A nonce usually can be easily reset by generating a new unused keypair. If you are getting nonce errors with an existing key, try with a new API key that hasn't been used yet.
Check your request rate if you are getting nonce errors. Your private requests should not follow one another quickly. You should not send them one after another in a split second or in short time. The exchange will most likely ban you if you don't make a delay before sending each new request. In other words, you should not hit their rate limit by sending unlimited private requests too frequently. Add a delay to your subsequent requests or enable the built-in rate-limiter, like shown in the long-poller examples, also here.
Read the docs for your exchange and compare your verbose output to the docs.
Check your connectivity with the exchange by accessing it with your browser.
Check your connection with the exchange through a proxy.
Try accesing the exchange from a different computer or a remote server, to see if this is a local or global issue with the exchange.
Check if there were any news from the exchange recently regarding downtime for maintenance. Some exchanges go offline for updates regularly (like once a week).
Make sure that your system time in sync with the rest of the world's clocks since otherwise you may get invalid nonce errors.

Further Notes:

Use the verbose = true option or instantiate your troublesome exchange with new ccxt.exchange ({ 'verbose': true }) to see the HTTP requests and responses in details. The verbose output will also be of use for us to debug it if you submit an issue on GitHub.
Use DEBUG logging in Python!
Some exchanges are not available in certain countries, using a proxy might be the solution in such cases.
If you are getting authentication errors or 'invalid keys' errors, those are most likely due to a nonce issue.
Some exchanges do not state it clearly if they fail to authenticate your request. In those circumstances they might respond with an exotic error code, like HTTP 502 Bad Gateway Error or something that's even less related to the actual cause of the error.

(If the page is not being rendered for you, you can refer to the mirror at https://docs.ccxt.com/)

CCXT Pro Documentation

https://ccxt.pro
Exchanges
Install
Manual

CCXT Documentation

Supported Exchanges
Exchanges By Country
Install
Manual
Error Handling
Troubleshooting
Examples
Knowledge Base (wip)
Contributing
API Reference (wip)
Frequently Asked Questions
New Exchanges
- Requirements
- Certification Program

Uh oh!

Manual

Overview

Social

Exchanges

Instantiation

Javascript

Python

PHP

Javascript

Python

PHP

Features

Overriding Exchange Properties Upon Instantiation

Javascript

Python

PHP

Overriding Exchange Methods

Javascript

Python

PHP

Testnets And Sandbox Environments

Javascript

Python

PHP

Exchange Structure

Exchange Properties

Exchange Metadata

Rate Limit

Javascript

Python

PHP

Notes On Rate Limiter

One Rate Limiter Per Each Exchange Instance

DDoS Protection By Cloudflare / Incapsula

Markets

Currency Structure

Network Structure

Market Structure

Active Status

Precision And Limits

Precision Mode

Notes On Precision And Limits

Methods For Formatting Decimals

Padding Mode

Formatting To Precision

Javascript

Python

PHP

Javascript

Python

PHP

Javascript

Python

PHP

Loading Markets

Javascript

Python

PHP

Symbols And Market Ids

Methods For Markets And Currencies

Javascript

Python

PHP

Naming Consistency

Notes On Naming Consistency

Questions On Naming Consistency

Consistency Of Base And Quote Currencies

Contract Naming Conventions

Future

Perpetual Swap (Perpetual Future)

Option

Unified Networks

Market Cache Force Reload

Javascript

Python

PHP

Implicit API

API Methods / Endpoints

Implicit API Methods