CCXT: The Ultimate Framework for Cryptocurrency Quantitative Trading

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The CCXT framework is a powerful trading API library available in Python, JavaScript, and PHP. It seamlessly connects to over 130 cryptocurrency exchanges worldwide, enabling trading, fund transfers, payment processing, data storage, analysis, visualization, indicator development, and algorithmic trading. Its unified API is designed for easy integration and immediate use.

Supported Cryptocurrency Exchanges

The CCXT library supports a vast array of cryptocurrency exchanges and trading APIs. The list is continuously updated with new crypto markets, altcoin exchanges, bug fixes, and API endpoints. For the most current list, always refer to the official manual.

If your preferred exchange isn't listed, you can request its addition by submitting an issue on GitHub or contacting the developers via email. The library is MIT-licensed, allowing developers to build both commercial and open-source software for free. However, it's crucial to remember that you use it at your own risk, with no warranties provided.

Installation and Setup

Installing the CCXT library is straightforward using standard package managers for each language.

The library is provided as an all-in-one module with minimal dependencies. You can also clone it directly from the GitHub repository into your project directory.

git clone https://github.com/ccxt/ccxt.git

Alternatively, you can manually copy the necessary files into your working directory.

Basic Python Installation

pip install ccxt

Core Functionality and Common Interfaces

CCXT provides a standardized set of methods to interact with various exchanges, abstracting their unique APIs into a unified interface.

Initializing an Exchange

# Initialize an exchange instance
binance_exchange = ccxt.binance({
    'timeout': 15000,
    'enableRateLimit': True
})

Fetching Market Data

# Get ticker data for a single trading pair
binance_exchange.fetchTicker(symbol)

# Get ticker data for multiple trading pairs
tickers_data = binance_exchange.fetchTickers(['BTC/USDT', 'ETH/USDT'])

# Retrieve order book data
binance_exchange.fetch_order_book(symbol)

# Fetch OHLCV (K-line) data
binance_exchange.fetch_ohlcv(symbol, timeframe='1d')

Public vs. Private API Methods

All exchanges integrated into CCXT inherit from a base Exchange class. Each exchange implements a set of unified API methods, along with its own exchange-specific functions.

Public API Methods (No Authentication Required)

Private API Methods (Require Authentication)

The library implements a complete set of public and private REST APIs for all supported exchanges. Future developments include WebSocket and FIX implementations for JavaScript, PHP, Python, and other languages.

Notation Styles: CamelCase vs. Underscore

CCXT supports both camelCase notation (preferred in JavaScript) and underscore notation (preferred in Python and PHP). You can call methods using either style.

# Both notations work across languages
exchange.methodName()  # camelCase
exchange.method_name()  # underscore

Comprehensive Python Usage Example

The following example demonstrates how to work with multiple exchanges using CCXT in Python.

# coding=utf-8
import ccxt

# Initialize various exchanges
hitbtc = ccxt.hitbtc({'verbose': True})
bitmex = ccxt.bitmex()
huobi = ccxt.huobi()

# Initialize with API keys for private methods
exmo = ccxt.exmo({
    'apiKey': 'YOUR_PUBLIC_API_KEY',
    'secret': 'YOUR_SECRET_PRIVATE_KEY',
})

kraken = ccxt.kraken({
    'apiKey': 'YOUR_PUBLIC_API_KEY',
    'secret': 'YOUR_SECRET_PRIVATE_KEY',
})

# Dynamic exchange initialization
exchange_id = 'binance'
exchange_class = getattr(ccxt, exchange_id)
exchange = exchange_class({
    'apiKey': 'YOUR_API_KEY',
    'secret': 'YOUR_SECRET',
    'timeout': 30000,
    'enableRateLimit': True,
})

# Load markets for different exchanges
hitbtc_markets = hitbtc.load_markets()
print(hitbtc.id, hitbtc_markets)
print(bitmex.id, bitmex.load_markets())
print(huobi.id, huobi.load_markets())

# Fetch order book data
print(hitbtc.fetch_order_book(hitbtc.symbols[0]))

# Get ticker information
print(bitmex.fetch_ticker('BTC/USD'))

# Retrieve trade history
print(huobi.fetch_trades('LTC/CNY'))

# Check account balance
print(exmo.fetch_balance())

# Create a market sell order
print(exmo.id, exmo.create_market_sell_order('BTC/USD', 1))

# Create a limit buy order
print(exmo.id, exmo.create_limit_buy_order('BTC/EUR', 1, 2500.00))

# Pass exchange-specific parameters
kraken.create_market_buy_order('BTC/USD', 1, {'trading_agreement': 'agree'})

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Frequently Asked Questions

What is the main purpose of the CCXT library?
CCXT provides a unified API for connecting to over 130 cryptocurrency exchanges. It enables developers to build trading bots, analytical tools, and other applications that interact with multiple exchanges through a single, standardized interface, significantly reducing development time and complexity.

Which programming languages does CCXT support?
The library officially supports Python, JavaScript (Node.js), and PHP. The core logic is written in JavaScript, with Python and PHP versions automatically generated from the source code, ensuring consistency across all implementations.

Is CCXT free to use for commercial projects?
Yes, CCXT is licensed under the MIT license, which means you can use it freely in both open-source and commercial projects. However, the developers provide no warranties, and you assume all risks associated with its use.

How often is the exchange list updated?
The list of supported exchanges is regularly updated. New cryptocurrency markets, altcoin exchanges, bug fixes, and API endpoints are frequently added. It's recommended to check the official GitHub repository for the most current information.

What's the difference between public and private API methods?
Public methods require no authentication and allow you to access market data, ticker information, and other public trading data. Private methods require API keys and enable account-specific operations like trading, balance checking, and order management.

Can I use CCXT for algorithmic trading?
Absolutely. CCXT is particularly well-suited for algorithmic and quantitative trading strategies. Its unified interface allows you to deploy the same trading logic across multiple exchanges, and its support for both REST and upcoming WebSocket APIs enables real-time trading execution. For those looking to deepen their quantitative trading expertise, you can discover comprehensive trading tools.