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Ccxtex

Ccxtex package offers easy (presently somewhat brittle) Elixir/Erlang interoperability with python version of ccxt library. Ccxt provides an unified API for querying for historical/recent data and trading operations for multiple cryptocurrency exchanges including GDAX, Bitfinex, Poloniex, Binance and others.

Installation

Elixir

def deps do
  [
    {:ccxtex, github: "cyberpunk-ventures/ccxtex"}
  ]
end

Python

You need Python 3 and ccxt python package installed for this module to work.

To install ccxt use pip3 install ccxt

Python interoperability

To provide querying of APIs in parallel and ease of per-exchange configuration, Ccxtex application includes a supervisor that starts and monitors an Erlport process and Python process for every exchange. Be mindful about the required system resources.

Status and roadmap

Ccxtex is usable, but is under active development, API is unstable and will change. Some exchanges do not support all methods/require CORS/have other esoteric requirements. Please consult ccxt documentation for more.

Public APIs in progress

  • fetch_ticker
  • fetch_ohlcv
  • fetch_exchanges
  • fetch_markets
  • fetch_trades
  • fetch_order_book
  • fetch_l2_order_book

Developer experience improvements

  • unified public API call option structs
  • investigate alternative parallelism/concurrency implementation
  • capture exceptions generated by ccxt python library and convert to elixir success tuples
  • improve general usability of library

Private APIs implementation and authentication are under consideration

Fetch exchanges

Usage: exchanges = Ccxtex.fetch_exchanges()

[
...
%{
has: %{
  cancel_order: true,
  cancel_orders: false,
  cors: false,
  create_deposit_address: true,
  create_limit_order: true,
  create_market_order: false,
  create_order: true,
  deposit: false,
  edit_order: true,
  fetch_balance: true,
  fetch_closed_orders: "emulated",
  fetch_currencies: true,
  fetch_deposit_address: true,
  fetch_funding_fees: false,
  fetch_l2_order_book: true,
  fetch_markets: true,
  fetch_my_trades: true,
  fetch_ohlcv: true,
  fetch_open_orders: true,
  fetch_order: "emulated",
  fetch_order_book: true,
  fetch_order_books: false,
  fetch_orders: "emulated",
  fetch_ticker: true,
  fetch_tickers: true,
  fetch_trades: true,
  fetch_trading_fees: true,
  private_api: true,
  public_api: true,
  withdraw: true
},
id: "poloniex",
timeout: 10000
}
]

Fetch ticker

Usage:

exchange = "bitstamp"
symbol = "ETH/USD"
ticker = Ccxtex.fetch_ticker(exchange, symbol)

Return value example:

%{
ask: 577.35,
ask_volume: nil,
average: nil,
base_volume: 73309.52075575,
bid: 576.8,
bid_volume: nil,
change: nil,
close: 577.35,
datetime: "2018-05-24T14:06:09.000Z",
high: 619.95,
info: %{
  ask: "577.35",
  bid: "576.80",
  high: "619.95",
  last: "577.35",
  low: "549.28",
  open: "578.40",
  timestamp: "1527170769",
  volume: "73309.52075575",
  vwap: "582.86"
},
last: 577.35,
low: 549.28,
open: 578.4,
percentage: nil,
previous_close: nil,
quote_volume: 42729187.26769644,
symbol: "ETH/USD",
timestamp: 1527170769000,
vwap: 582.86
}

Fetch OHLCV

Usage:

exchange = "bitstamp"
symbol = "ETH/USD"
ticker = Ccxtex.fetch_ticker(exchange, symbol)

Return value example:

%{
base: "ETH",
base_volume: 4234.62695691,
close: 731.16,
exchange: "bitfinex2",
high: 737.07,
low: 726,
open: 736.77,
quote: "USDT",
timestamp: ~N[2018-01-01 00:00:00.000]
}

Documentation can be generated with ExDoc and published on HexDocs. Once published, the docs can be found at https://hexdocs.pm/ccxtex.

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