Ccxtex 0.1 released: call ccxt library from Elixir/Erlang

in utopian-io •  6 months ago


I'm releasing Ccxtex 0.1, a first version of FLOSS Elixir package for Elixir/Erlang interoperability with python version of ccxt library. Ccxt provides unified API for fetching of historical data and trading operations for multiple cryptocurrency exchanges including GDAX, Bitfinex, Poloniex, Binance and others.

Ccxtex repo and docs

Installation

Elixir

Add the following line to your package mix.exs:

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 interop is implemented with Erlport and Export libraries.

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

  • [x] fetch_ticker
  • [x] fetch_ohlcv
  • [x] fetch_exchanges
  • [x] fetch_markets
  • [ ] fetch_trades
  • [ ] fetch_order_book
  • [ ] fetch_l2_order_book

Developer experience improvements

  • [ ] unified public API call option structs
  • [ ] integrate python 3 async calls and remove a pid arg from module functions
  • [ ] capture exceptions generated by ccxt python library and convert to elixir success tuples

Private APIs implementation are under consideration

Examples

Default process id (@pid) is Ccxtex.Port. You can always start and use another process with Ccxtex.Port.start_link/2

Fetch exchanges

Usage:
exchanges = Ccxtex.fetch_exchanges(Ccxtex.Port)

[
...
%{
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(Ccxtex.Port, 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(Ccxtex.Port, 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]
}

(*`□)<炎炎炎炎

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Thanks for the contribution!

Looks like a cool project! The commit messages are great and it looks like quite a lot of work went into it, so keep it up!

One thing that is always appreciated is including a link to a PR or a comparison like this for example. It would also be cool if you could tell a bit more about how you implemented the features (just my opinion, as I am curious myself).

Your contribution has been evaluated according to Utopian policies and guidelines, as well as a predefined set of questions pertaining to the category.

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·

Thanks for the review, @amosbastian! Got it, will include commit history comparison in the future posts.

Yeah, thanks for the suggestion, I'm planning to maybe do a tutorial on Elixir/Python interop after a few iterations of the library.

Hey @ontofractal
Thanks for contributing on Utopian.
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