Fetch order books from various cryptocurrency exchanges
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runeksvendsen Bitfinex hack: ignore zero-price buy orders
For some reason Bitfinex returns zero-price buy orders,
which cannot be parsed into a "Money.ExchangeRate".
Apply a hack that manually filters off these invalid orders.
Latest commit 84043b0 Nov 19, 2018
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Cryptocurrency venues

Fetch order book data from various cryptocurrency exchanges. Currently supported venues.

This library enables:

  1. Fetching the list of available cryptocurrency markets for a given exchange/venue
  2. Fetching the order book for the given cryptocurrency market
  3. Throttling/rate-limiting requests, by using the specific exchange's rate-limit (and backing off if a "Too Many Requests"-HTTP error is received)

The fetched order books are compatible with the orderbook library, which we can then use to query the liquidity of the given market.


To add support for a new exchange, implement the EnumMarkets class (which retrieves a list of supported markets) for the given exchange, as well as the MarketBook class which:

  1. Retrieves an orderbook when given a Market returned by the EnumMarkets implementation
  2. Returns the rate limit for fetching orderbooks from the given exchange