Get Data directly from the exchange of your choice. More than 100 exchanges supported.

Module

libkloudtrader.crypto

Note: Some of APIs(mostly Trading and User APIs) in libkloudtrader.crypto have a test mode flag which lets you talk to your exchange's sandbox/test account. This means that you can place orders, etc in test mode with virtaul currency. But not all exchanges support test mode. Infact very few do. Also, in most of the cases you have to create a different account with your exchange for test/sandbox privileges thus you will have different API credentials for your test account. The exchanges that support test mode are:

Note: Not every exchange supports every API. But all of them support the major ones. E.g quotes_for_all_symbols() might work for some exchanges but quotes(symbol) will work for all. You will receive {'message': '400 Bad Request: Functionality not available for this exchange.'} if your exchange doesn't support it.

Note: Returned data may differ from exchange to exchange

Exchange Related Data

List of Exchanges

Get the list of exchanges available via libkloudtrader.crypto

list_of_exchanges(test_mode)

Paramters	Required/Optional	Description	Type
test_mode	optional	True if you want to list exchanges that support Test mode. False by default.	bool

Example

import libkloudtrader.crypto as crypto

# List of all exchanges
crypto.list_of_exchanges()

#List of exchanges in test mode
crypto.list_of_exchanges(test_mode=True)

return type : list

# List of all exchanges
[  
   '_1btcxe',
   'acx',
   'allcoin',
   'anxpro',
   'bcex',
   'bequant',
   'bibox',
   'bigone',
   'binance',
   'binanceje',
   'bit2c',
   'bitbank',
   'bitbay',
   'bitfinex',
   'bitfinex2',
   'bitflyer',
   'bitforex',
   'bithumb',
   'bitkk',
   'bitlish',
   'bitmarket',
   'bitmex',
   'bitso',
   'bitstamp',
   'bitstamp1',
   'bittrex',
   'bitz',
   'bl3p',
   'bleutrade',
   'braziliex',
   'btcalpha',
   'btcbox',
   'btcchina',
   'btcexchange',
   'btcmarkets',
   'btctradeim',
   'btctradeua',
   'btcturk',
   'buda',
   'bxinth',
   'cex',
   'chbtc',
   'chilebit',
   'cobinhood',
   'coinbase',
   'coinbaseprime',
   'coinbasepro',
   'coincheck',
   'coinegg',
   'coinex',
   'coinexchange',
   'coinfalcon',
   'coinfloor',
   'coingi',
   'coinmarketcap',
   'coinmate',
   'coinnest',
   'coinone',
   'coinspot',
   'cointiger',
   'coolcoin',
   'coss',
   'crex24',
   'crypton',
   'deribit',
   'dsx',
   'dx',
   'ethfinex',
   'exmo',
   'exx',
   'fcoin',
   'fcoinjp',
   'flowbtc',
   'foxbit',
   'fybse',
   'gateio',
   'gdax',
   'gemini',
   'hadax',
   'hitbtc',
   'hitbtc2',
   'huobipro',
   'huobiru',
   'ice3x',
   'independentreserve',
   'indodax',
   'itbit',
   'kkex',
   'kraken',
   'kucoin',
   'kucoin2',
   'kuna',
   'lakebtc',
   'lbank',
   'liqui',
   'liquid',
   'livecoin',
   'luno',
   'lykke',
   'mandala',
   'mercado',
   'mixcoins',
   'negociecoins',
   'nova',
   'oceanex',
   'okcoincny',
   'okcoinusd',
   'okex',
   'okex3',
   'paymium',
   'poloniex',
   'rightbtc',
   'southxchange',
   'stronghold',
   'surbitcoin',
   'theocean',
   'therock',
   'tidebit',
   'tidex',
   'upbit',
   'vaultoro',
   'vbtc',
   'virwox',
   'xbtce',
   'yobit',
   'zaif',
   'zb'
]

#List of exchanges in test mode
[  
   'bitmex',
   'coinbaseprime',
   'coinbasepro',
   'deribit',
   'gdax',
   'gemini',
   'kucoin',
   'kucoin2'
]

Markets on an Exchanges

Get all the markets available in the exchange and their structures

markets(exchange, rate_limit)

Paramters	Required/Optional	Description	Type
exchange	required as environment variable	The exchange you want to trade on. Will automatically be present when you deploy to Narwhal after you link your favored exchange	str
rate_limit	optional	Flag for setting wether your requests to the exchange should be rate limited or not. True by default.	bool

Example

import libkloudtrader.crypto as crypto

crypto.markets()

return type : json

{
  "ADA/CAD": {
    "percentage": true,
    "tierBased": true,
    "taker": 0.0026,
    "maker": 0.0016,
    "tiers": {
      "taker": [
        [
          0,
          0.0026
        ],
        [
          50000,
          0.0024
        ],
        [
          100000,
          0.0022
        ],
        [
          250000,
          0.002
        ],
        [
          500000,
          0.0018
        ],
        [
          1000000,
          0.0016
        ],
        [
          2500000,
          0.0014
        ],
        [
          5000000,
          0.0012
        ],
        [
          10000000,
          0.0001
        ]
      ],
      .
      .
      .
"id": "XZECZUSD",
    "symbol": "ZEC/USD",
    "base": "ZEC",
    "quote": "USD",
    "baseId": "XZEC",
    "quoteId": "ZUSD",
    "darkpool": false,
    "info": {
      "altname": "ZECUSD",
      "wsname": "ZEC/USD",
      "aclass_base": "currency",
      "base": "XZEC",
      "aclass_quote": "currency",
      "quote": "ZUSD",
      "lot": "unit",
      "pair_decimals": 2,
      "lot_decimals": 8,
      "lot_multiplier": 1,
      "leverage_buy": [],
      "leverage_sell": [],
      "fees": [
        [
          0,
          0.26
        ],
        [
          50000,
          0.24
        ],
        [
          100000,
          0.22
        ],
        [
          250000,
          0.2
        ],
        [
          500000,
          0.18
        ],
        [
          1000000,
          0.16
        ],
        [
          2500000,
          0.14
        ],
        [
          5000000,
          0.12
        ],
        [
          10000000,
          0.1
        ]
      ],
      "fees_maker": [
        [
          0,
          0.16
        ],
        [
          50000,
          0.14
        ],
        [
          100000,
          0.12
        ],
        [
          250000,
          0.1
        ],
        [
          500000,
          0.08
        ],
        [
          1000000,
          0.06
        ],
        [
          2500000,
          0.04
        ],
        [
          5000000,
          0.02
        ],
        [
          10000000,
          0
        ]
      ],
      "fee_volume_currency": "ZUSD",
      "margin_call": 80,
      "margin_stop": 40
    },
    "altname": "ZECUSD",
    "active": true
  }
}

Market Structure

Get the market structure of a particular symbol

market_strcuture(symbol, exchange, rate_limit)

Paramters	Required/Optional	Description	Type
symbol	required	The Symbol of your crypto currencies (E.g BTC/USD, ETH/BTC)	str
exchange	required as environment variable	The exchange you want to trade on. Will automatically be present when you deploy to Narwhal after you link your favored exchange	str
rate_limit	optional	Flag for setting wether your requests to the exchange should be rate limited or not. True by default.	bool

Example

import libkloudtrader.crypto as crypto

crypto.market_structure(symbol="BTC/USD")

return type : json

{  
   'percentage':True,
   'precision':{  
      'amount':1.0,
      'price':0.5
   },
   'limits':{  
      'amount':{  
         'min':None,
         'max':None
      },
      'price':{  
         'min':0.5,
         'max':1000000.0
      },
      'cost':{  
         'min':1.0,
         'max':10000000.0
      }
   },
   'id':'XBTUSD',
   'symbol':'BTC/USD',
   'base':'BTC',
   'quote':'USD',
   'baseId':'XBT',
   'quoteId':'USD',
   'active':True,
   'taker':0.00075,
   'maker':-0.00025,
   'type':'swap',
   'spot':False,
   'swap':True,
   'future':False,
   'prediction':False,
   'info':{  
      'symbol':'XBTUSD',
      'rootSymbol':'XBT',
      'state':'Open',
      'typ':'FFWCSX',
      'listing':'2016-05-13T12:00:00.000Z',
      'front':'2016-05-13T12:00:00.000Z',
      'expiry':None,
      'settle':None,
      'relistInterval':None,
      'inverseLeg':'',
      'sellLeg':'',
      'buyLeg':'',
      'optionStrikePcnt':None,
      'optionStrikeRound':None,
      'optionStrikePrice':None,
      'optionMultiplier':None,
      'positionCurrency':'USD',
      'underlying':'XBT',
      'quoteCurrency':'USD',
      'underlyingSymbol':'XBT=',
      'reference':'BMEX',
      'referenceSymbol':'.BXBT',
      'calcInterval':None,
      'publishInterval':None,
      'publishTime':None,
      'maxOrderQty':10000000,
      'maxPrice':1000000,
      'lotSize':1,
      'tickSize':0.5,
      'multiplier':-100000000,
      'settlCurrency':'XBt',
      'underlyingToPositionMultiplier':None,
      'underlyingToSettleMultiplier':-100000000,
      'quoteToSettleMultiplier':None,
      'isQuanto':False,
      'isInverse':True,
      'initMargin':0.01,
      'maintMargin':0.005,
      'riskLimit':20000000000,
      'riskStep':10000000000,
      'limit':None,
      'capped':False,
      'taxed':True,
      'deleverage':True,
      'makerFee':-0.00025,
      'takerFee':0.00075,
      'settlementFee':0,
      'insuranceFee':0,
      'fundingBaseSymbol':'.XBTBON8H',
      'fundingQuoteSymbol':'.USDBON8H',
      'fundingPremiumSymbol':'.XBTUSDPI8H',
      'fundingTimestamp':'2019-07-10T20:00:00.000Z',
      'fundingInterval':'2000-01-01T08:00:00.000Z',
      'fundingRate':0.001253,
      'indicativeFundingRate':0.000445,
      'rebalanceTimestamp':None,
      'rebalanceInterval':None,
      'openingTimestamp':'2019-07-10T17:00:00.000Z',
      'closingTimestamp':'2019-07-10T18:00:00.000Z',
      'sessionInterval':'2000-01-01T01:00:00.000Z',
      'prevClosePrice':13015.21,
      'limitDownPrice':None,
      'limitUpPrice':None,
      'bankruptLimitDownPrice':None,
      'bankruptLimitUpPrice':None,
      'prevTotalVolume':1453350999043,
      'totalVolume':1453449832311,
      'volume':98833268,
      'volume24h':6923398931,
      'prevTotalTurnover':21904856240927870,
      'totalTurnover':21905660917343016,
      'turnover':804676415145,
      'turnover24h':54300385852309,
      'homeNotional24h':543003.8585230984,
      'foreignNotional24h':6923398931,
      'prevPrice24h':12563.5,
      'vwap':12750.2231,
      'highPrice':13272,
      'lowPrice':12130,
      'lastPrice':12269,
      'lastPriceProtected':12268.5,
      'lastTickDirection':'ZeroPlusTick',
      'lastChangePcnt':-0.0234,
      'bidPrice':12268.5,
      'midPrice':12268.75,
      'askPrice':12269,
      'impactBidPrice':12268.4333,
      'impactMidPrice':12268.75,
      'impactAskPrice':12269,
      'hasLiquidity':True,
      'openInterest':1077470164,
      'openValue':8781381836600,
      'fairMethod':'FundingRate',
      'fairBasisRate':1.372035,
      'fairBasis':4.93,
      'fairPrice':12270.2,
      'markMethod':'FairPrice',
      'markPrice':12270.2,
      'indicativeTaxRate':0,
      'indicativeSettlePrice':12265.27,
      'optionUnderlyingPrice':None,
      'settledPrice':None,
      'timestamp':'2019-07-10T17:26:24.807Z'
   }
}

Currencies

Get all Currencies available on an exchange

currencies(exchange, rate_limit)

Paramters	Required/Optional	Description	Type
exchange	required as environment variable	The exchange you want to trade on. Will automatically be present when you deploy to Narwhal after you link your favored exchange	str
rate_limit	optional	Flag for setting wether your requests to the exchange should be rate limited or not. True by default.	bool

Example

import libkloudtrader.crypto as crypto

crypto.currencies()

return type : json

{  
   'ADA':{  
      'id':'ADA',
      'code':'ADA',
      'info':{  
         'aclass':'currency',
         'altname':'ADA',
         'decimals':8,
         'display_decimals':6
      },
      'name':'ADA',
      'active':True,
      'fee':None,
      'precision':8,
      'limits':{  
         'amount':{  
            'min':1e-08,
            'max':100000000.0
         },
         'price':{  
            'min':1e-08,
            'max':100000000.0
         },
         'cost':{  
            'min':None,
            'max':None
         },
         'withdraw':{  
            'min':None,
            'max':100000000.0
         }
      }
   },
   .
   .
   .
   'USD':{  
      'id':'ZUSD',
      'code':'USD',
      'info':{  
         'aclass':'currency',
         'altname':'USD',
         'decimals':4,
         'display_decimals':2
      },
      'name':'USD',
      'active':False,
      'fee':None,
      'precision':4,
      'limits':{  
         'amount':{  
            'min':0.0001,
            'max':10000.0
         },
         'price':{  
            'min':0.0001,
            'max':10000.0
         },
         'cost':{  
            'min':None,
            'max':None
         },
         'withdraw':{  
            'min':None,
            'max':10000.0
         }
      }
   }
}

Price Data

Latest Price Information

Get latest price related information for a given symbool from the given exchange

latest_price_info(symbol, exchange, rate_limit)

Paramters	Required/Optional	Description	Type
symbol	required	The Symbol of your crypto currencies (E.g BTC/USD, ETH/BTC)	str
exchange	required as environment variable	The exchange you want to trade on. Will automatically be present when you deploy to Narwhal after you link your favored exchange	str
rate_limit	optional	Flag for setting wether your requests to the exchange should be rate limited or not. True by default.	bool

Example

import libkloudtrader.crypto as crypto

crypto.latest_price_info('BTC/USD')

return type : json

{  
   'symbol':'BTC/USD',
   'timestamp':1562781885468,
   'datetime':'2019-07-10T18:04:45.468Z',
   'high':13272.0,
   'low':12017.0,
   'bid':12281.5,
   'bidVolume':None,
   'ask':12282.0,
   'askVolume':None,
   'vwap':12722.6463,
   'open':12582.0,
   'close':12281.5,
   'last':12281.5,
   'previousClose':None,
   'change':-300.5,
   'percentage':-2.3883325385,
   'average':12431.75,
   'baseVolume':566260.6429116526,
   'quoteVolume':7203559472.0,
   'info':{  
      'symbol':'XBTUSD',
      'rootSymbol':'XBT',
      'state':'Open',
      'typ':'FFWCSX',
      'listing':'2016-05-13T12:00:00.000Z',
      'front':'2016-05-13T12:00:00.000Z',
      'expiry':None,
      'settle':None,
      'relistInterval':None,
      'inverseLeg':'',
      'sellLeg':'',
      'buyLeg':'',
      'optionStrikePcnt':None,
      'optionStrikeRound':None,
      'optionStrikePrice':None,
      'optionMultiplier':None,
      'positionCurrency':'USD',
      'underlying':'XBT',
      'quoteCurrency':'USD',
      'underlyingSymbol':'XBT=',
      'reference':'BMEX',
      'referenceSymbol':'.BXBT',
      'calcInterval':None,
      'publishInterval':None,
      'publishTime':None,
      'maxOrderQty':10000000,
      'maxPrice':1000000,
      'lotSize':1,
      'tickSize':0.5,
      'multiplier':-100000000,
      'settlCurrency':'XBt',
      'underlyingToPositionMultiplier':None,
      'underlyingToSettleMultiplier':-100000000,
      'quoteToSettleMultiplier':None,
      'isQuanto':False,
      'isInverse':True,
      'initMargin':0.01,
      'maintMargin':0.005,
      'riskLimit':20000000000,
      'riskStep':10000000000,
      'limit':None,
      'capped':False,
      'taxed':True,
      'deleverage':True,
      'makerFee':-0.00025,
      'takerFee':0.00075,
      'settlementFee':0,
      'insuranceFee':0,
      'fundingBaseSymbol':'.XBTBON8H',
      'fundingQuoteSymbol':'.USDBON8H',
      'fundingPremiumSymbol':'.XBTUSDPI8H',
      'fundingTimestamp':'2019-07-10T20:00:00.000Z',
      'fundingInterval':'2000-01-01T08:00:00.000Z',
      'fundingRate':0.001253,
      'indicativeFundingRate':0.000468,
      'rebalanceTimestamp':None,
      'rebalanceInterval':None,
      'openingTimestamp':'2019-07-10T18:00:00.000Z',
      'closingTimestamp':'2019-07-10T19:00:00.000Z',
      'sessionInterval':'2000-01-01T01:00:00.000Z',
      'prevClosePrice':13015.21,
      'limitDownPrice':None,
      'limitUpPrice':None,
      'bankruptLimitDownPrice':None,
      'bankruptLimitUpPrice':None,
      'prevTotalVolume':1453813020199,
      'totalVolume':1453830046867,
      'volume':17026668,
      'volume24h':7203559472,
      'prevTotalTurnover':21908643552311150,
      'totalTurnover':21908782105357452,
      'turnover':138553046301,
      'turnover24h':56626064291164,
      'homeNotional24h':566260.6429116526,
      'foreignNotional24h':7203559472,
      'prevPrice24h':12582,
      'vwap':12722.6463,
      'highPrice':13272,
      'lowPrice':12017,
      'lastPrice':12281.5,
      'lastPriceProtected':12282,
      'lastTickDirection':'ZeroMinusTick',
      'lastChangePcnt':-0.0239,
      'bidPrice':12281.5,
      'midPrice':12281.75,
      'askPrice':12282,
      'impactBidPrice':12281.5,
      'impactMidPrice':12284.75,
      'impactAskPrice':12288.0315,
      'hasLiquidity':True,
      'openInterest':1053677670,
      'openValue':8571667845450,
      'fairMethod':'FundingRate',
      'fairBasisRate':1.372035,
      'fairBasis':3.72,
      'fairPrice':12292.5,
      'markMethod':'FairPrice',
      'markPrice':12292.5,
      'indicativeTaxRate':0,
      'indicativeSettlePrice':12288.78,
      'optionUnderlyingPrice':None,
      'settledPrice':None,
      'timestamp':'2019-07-10T18:04:45.468Z'
   }
}

Latest Price information for all symbols

Get latest price related information for all symbols listed on an exchange

quotes_for_all_symbols(exchange, rate_limit)

Paramters	Required/Optional	Description	Type
exchange	required as environment variable	The exchange you want to trade on. Will automatically be present when you deploy to Narwhal after you link your favored exchange	str
rate_limit	optional	Flag for setting wether your requests to the exchange should be rate limited or not. True by default.	bool

Example

import libkloudtrader.crypto as crypto

crypto.latest_price_info_for_all()

return type : json

{
  "ADA/CAD": {
    "symbol": "ADA/CAD",
    "timestamp": 1562782151317,
    "datetime": "2019-07-10T18:09:11.317Z",
    "high": 0.118,
    "low": 0.08782,
    "bid": 0.09174,
    "bidVolume": null,
    "ask": 0.095713,
    "askVolume": null,
    "vwap": 0.099434,
    "open": 0.104811,
    "close": 0.095902,
    "last": 0.095902,
    "previousClose": null,
    "change": null,
    "percentage": null,
    "average": null,
    "baseVolume": 306794.40352723,
    "quoteVolume": 30505.7947203266,
    "info": {
      "a": [
        "0.095713",
        "2090",
        "2090.000"
      ],
      "b": [
        "0.091740",
        "10700",
        "10700.000"
      ],
      "c": [
        "0.095902",
        "257.20693841"
      ],
      "v": [
        "210039.87747170",
        "306794.40352723"
      ],
      "p": [
        "0.092569",
        "0.099434"
      ],
      "t": [
        118,
        163
      ],
      "l": [
        "0.087820",
        "0.087820"
      ],
      "h": [
        "0.105621",
        "0.118000"
      ],
      "o": "0.104811"
    }
  },
  .
  .
  .
  "ZEC/USD": {
    "symbol": "ZEC/USD",
    "timestamp": 1562782151318,
    "datetime": "2019-07-10T18:09:11.318Z",
    "high": 105.12,
    "low": 94.53,
    "bid": 96.49,
    "bidVolume": null,
    "ask": 96.85,
    "askVolume": null,
    "vwap": 99.92976,
    "open": 100.7,
    "close": 97.25,
    "last": 97.25,
    "previousClose": null,
    "change": null,
    "percentage": null,
    "average": null,
    "baseVolume": 5619.90490087,
    "quoteVolume": 561595.747966763,
    "info": {
      "a": [
        "96.85000",
        "20",
        "20.000"
      ],
      "b": [
        "96.49000",
        "2",
        "2.000"
      ],
      "c": [
        "97.25000",
        "0.96512443"
      ],
      "v": [
        "4387.65346602",
        "5619.90490087"
      ],
      "p": [
        "99.93326",
        "99.92976"
      ],
      "t": [
        895,
        1265
      ],
      "l": [
        "94.53000",
        "94.53000"
      ],
      "h": [
        "105.12000",
        "105.12000"
      ],
      "o": "100.70000"
    }
  }
}

Latest Trades

Get latest trades for a particular trading symbol.

trades(symbol, number_of_data_points, exchange, rate_liit)

Paramters	Required/Optional	Description	Type
symbol	required	The Symbol of your crypto currencies (E.g BTC/USD, ETH/BTC)	str
number_of_data_points	required for some exchanges	number of trades/data points you want. 1 by default	int
exchange	required as environment variable	The exchange you want to trade on. Will automatically be present when you deploy to Narwhal after you link your favored exchange	str
rate_limit	optional	Flag for setting wether your requests to the exchange should be rate limited or not. True by default.	bool

Example

import libkloudtrader.crypto as crypto 

crypto.trades('BTC/USD')

[ 
   { 
      'id':'74451323',
      'order':None,
      'info':{ 
         'time':'2019-09-23T08:57:47.89Z',
         'trade_id':74451323,
         'price':'9926.08000000',
         'size':'0.16232422',
         'side':'sell'
      },
      'timestamp':1569229067089,
      'datetime':'2019-09-23T08:57:47.089Z',
      'symbol':'BTC/USD',
      'type':None,
      'takerOrMaker':None,
      'side':'buy',
      'price':9926.08,
      'amount':0.16232422,
      'fee':{ 
         'cost':None,
         'currency':'USD',
         'rate':None
      },
      'cost':1611.2431936576
   }
]

OHLCV Data

Get OHLCV/bar data. Most exchanges don't go very back in time. The very few that go need pagination which will be released soon. Some exchanges return data for today only if interval is very less like 1 minute, 5 minutes, etc.

ohlcv(symbol, start, end, interval, exchange, rate_limit)

Paramters	Required/Optional	Description	Type
symbol	required	The Symbol of your crypto currencies (E.g BTC/USD, ETH/BTC)	str
start	required	Starting date. (YYYY-MM-DD) for intervals: "1d","1w","1M", (YYYY-MM-DD HH:MM:SS) for intervals: "1m", "5m", "15m", "30m", "1h"	str
end	required	Ending date. (YYYY-MM-DD) for intervals: "1d","1w","1M", (YYYY-MM-DD HH:MM:SS) for intervals: "1m", "5m", "15m", "30m", "1h"	str
interval	required	Time Interval. E.g. (1m, 5m, 15m, 30m, 1h, 1d, 1w, 1M). See next table to find out more about time intervals. 1d by default.	str
exchange	required as environment variable	The exchange you want to trade on. Will automatically be present when you deploy to Narwhal after you link your favored exchange	str
dataframe	optional	True if you want data as pandas dataframe. False for JSON. True by default.	bool
rate_limit	optional	Flag for setting wether your requests to the exchange should be rate limited or not. True by default.	bool

Supported time intervals:

Interval	Accepted Symbol
1 minute	1m
5 minutes	5m
15 minutes	15m
30 minutes	30m
1 hour	1h
1 day	1d
1 week	1w
1 month	1M

Example

Python 🐍

import libkloudtrader.crypto as crypto

crypto.ohlcv(symbol='BTC/USD',start="2019-01-01",end="2019-07-01")

crypto.ohlcv(symbol='BTC/USD',start="2019-01-01 15:30:00",end="2019-01-01 17:35:00",interval='1m')

return type : pandas datframe

                open      high       low     close        volume
datetime                                                            
2019-01-02   3826.10   3916.57   3770.07   3890.79   9982.470846
2019-01-03   3890.80   3893.80   3758.07   3787.57   9327.647089
2019-01-04   3787.57   3849.00   3730.00   3820.82   9225.150500
2019-01-05   3820.82   3874.12   3775.00   3798.62   6451.007750
2019-01-06   3799.99   4088.00   3756.01   4040.99  10057.453673
...              ...       ...       ...       ...           ...
2019-06-28  11159.29  12444.77  10737.87  12360.45  42092.854956
2019-06-29  12360.42  12379.99  11318.94  11865.29  28879.349941
2019-06-30  11869.84  12200.00  10650.06  10761.26  28722.485390
2019-07-01  10761.26  11210.52   9953.00  10577.63  39825.954711
2019-07-02  10578.23  10925.00   9651.00  10829.18  43614.893653

[182 rows x 5 columns]

return type :  pandas dataframe

                        open     high      low    close    volume
time                                                             
2019-01-01 15:31:00  3679.22  3680.39  3679.22  3680.39  4.498412
2019-01-01 15:32:00  3680.39  3687.00  3679.45  3687.00  7.759357
2019-01-01 15:33:00  3684.50  3687.43  3684.50  3687.43  2.075761
2019-01-01 15:34:00  3687.41  3689.39  3684.49  3685.41  4.141909
2019-01-01 15:35:00  3687.43  3689.39  3687.43  3688.11  2.015642
...                      ...      ...      ...      ...       ...
2019-01-01 17:32:00  3694.71  3694.71  3694.70  3694.71  2.954000
2019-01-01 17:33:00  3694.71  3694.71  3694.70  3694.71  1.222838
2019-01-01 17:34:00  3694.71  3694.93  3694.00  3694.00  2.965331
2019-01-01 17:35:00  3694.69  3694.72  3694.00  3694.01  1.171569
2019-01-01 17:36:00  3694.01  3694.01  3694.00  3694.01  1.098283

[126 rows x 5 columns]

Latest Order book entry

Get latest entry from the orderbook direct from your favorite exchange exchange

latest_order_book_entry(symbol, exchange, rate_limit)

Paramters	Required/Optional	Description	Type
symbol	required	The Symbol of your crypto currencies (E.g BTC/USD, ETH/BTC)	str
exchange	required as environment variable	The exchange you want to trade on. Will automatically be present when you deploy to Narwhal after you link your favored exchange	str
rate_limit	optional	Flag for setting wether your requests to the exchange should be rate limited or not. True by default.	bool

Example

import libkloudtrader.crypto as crypto

crypto.latest_order_book_entry('BTC/USD')

return type: dict

{ 
   'symbol':'BTC/USD',
   'ask':9889.91,
   'asksize':0.46499152,
   'bid':9889.01,
   'bidsize':2.0,
   'datetime':None,
   'nonce':None
}

Latest entry from Level 2 order book

Get latest entry from the Level 2 (price-aggregated) orderbook direct from your favorite exchange exchange

latest_L2_order_book_entry(symbol, exchange, rate_limit)

Paramters	Required/Optional	Description	Type
symbol	required	The Symbol of your crypto currencies (E.g BTC/USD, ETH/BTC)	str
exchange	required as environment variable	The exchange you want to trade on. Will automatically be present when you deploy to Narwhal after you link your exchange	str
rate_limit	optional	Flag for setting wether your requests to the exchange should be rate limited or not. True by default.	bool

Example

import libkloudtrader.crypto as crypto

crypto.latest_L2_order_book_entry('BTC/USD')

return type: dict

{ 
   'symbol':'BTC/USD',
   'ask':9889.89,
   'asksize':6.6737705,
   'bid':9889.88,
   'bidsize':0.10065141,
   'datetime':None,
   'nonce':None
}

Order book

Get order book for a particular market trading symbol.

order_book(symbol, number_of_data_points, exchange, rate_limit)

Paramters	Required/Optional	Description	Type
symbol	required	The Symbol of your crypto currencies (E.g BTC/USD, ETH/BTC)	str
exchange	required as environment variable	The exchange you want to trade on. Will automatically be present when you deploy to Narwhal after you link your favored exchange	str
number_of_data_points	required for some exchanges	number of entries/data points you want. 1 by default	int
rate_limit	optional	Flag for setting wether your requests to the exchange should be rate limited or not. True by default.	bool

Example

import libkloudtrader.crypto as crypto

crypto.order_book('BTC/USD',number_of_data_points=5)

return type : json

{  
   'bids':[  
      [  
         11500.0, #price
         63536.0 #amount
      ],
      [  
         11499.5, #price
         52609.0 #amount
      ],
      [  
         11499.0, #price
         1188.0 #amount
      ],
      [  
         11498.5, #price
         1660.0 #amount
      ],
      [  
         11498.0, #price
         42.0 #amount
      ]
   ],
   'asks':[  
      [  
         11500.5, #price
         833947.0 #amount
      ],
      [  
         11501.0, #price
         2757.0 #amount
      ],
      [  
         11501.5, #price
         261.0 #amount
      ],
      [  
         11502.0, #price
         666.0 #amount
      ],
      [  
         11502.5, #price
         140.0 #amount
      ]
   ],
   'timestamp':None,
   'datetime':None,
   'nonce':None
}

L2 order Book

Get Level 2 (price-aggregated) order book for a particular symbol.

L2_order_book(symbol, limit, exchange, rate_limit)

Paramters	Required/Optional	Description	Type
symbol	required	The Symbol of your crypto currencies (E.g BTC/USD, ETH/BTC)	str
number_of_data_points	required for some exchanges	number of entries/data points you want. 0 by default	int
exchange	required as environment variable	The exchange you want to trade on. Will automatically be present when you deploy to Narwhal after you link your favored exchange	str
rate_limit	optional	Flag for setting wether your requests to the exchange should be rate limited or not. True by default.	bool

Example

import libkloudtrader.crypto as crypto 

crypto.L2_order_book(symbol='BTC/USD',number_of_data_points=5)

return type : json

'bids':[  
   [  
      11435.0,
      30506.0
   ],
   [  
      11434.5,
      11317.0
   ],
   [  
      11434.0,
      117531.0
   ],
   [  
      11433.5,
      174.0
   ],
   [  
      11433.0,
      17546.0
   ]
],
'asks':[  
   [  
      11435.5,
      1012291.0
   ],
   [  
      11436.0,
      12891.0
   ],
   [  
      11436.5,
      310000.0
   ],
   [  
      11437.0,
      357006.0
   ],
   [  
      11437.5,
      16914.0
   ]
],
'timestamp':None,
'datetime':None,
'nonce':None
}

Libkloudtrader

Crypto Data

Get Data directly from the exchange of your choice. More than 100 exchanges supported.

Module

Exchange Related Data

List of Exchanges

Example

Markets on an Exchanges

Example

Market Structure

Example

Currencies

Example

Price Data

Latest Price Information

Example

Latest Price information for all symbols

Example

Latest Trades

Example

OHLCV Data

Example

Latest Order book entry

Example

Latest entry from Level 2 order book

Example

Order book

Example

L2 order Book

Example