Ccxt

Overview

CCXT is a unified cryptocurrency exchange trading library supporting 100+ exchanges including Binance, Bybit, OKX, Coinbase, Kraken, and more. Public market data (OHLCV, tickers, order books) requires no API key.

• GitHub: https://github.com/ccxt/ccxt (35k+ stars)
• Install: pip install ccxt

Quick Start

import ccxt

exchange = ccxt.binance({"enableRateLimit": True})

# Fetch daily OHLCV
ohlcv = exchange.fetch_ohlcv("BTC/USDT", "1d", limit=100)
# Returns: [[timestamp, open, high, low, close, volume], ...]

# Fetch ticker
ticker = exchange.fetch_ticker("ETH/USDT")
print(f"ETH price: {ticker['last']}")

Key Methods

Method	Description	Returns
fetch_ohlcv(symbol, timeframe, since, limit)	Historical candles	[[ts, o, h, l, c, v], ...]
fetch_ticker(symbol)	Latest quote	{last, bid, ask, volume, ...}
fetch_tickers(symbols)	Batch quotes	{symbol: ticker}
fetch_order_book(symbol, limit)	Order book	{bids, asks, timestamp}
fetch_trades(symbol, since, limit)	Recent trades	[{price, amount, side, timestamp}, ...]

Timeframes

1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 1w, 1M

Note: not all exchanges support all timeframes. Use exchange.timeframes to check.

Symbol Format

CCXT uses slash format: BTC/USDT, ETH/BTC, SOL/USDT

The project's DataLoader automatically converts BTC-USDT (hyphen) to BTC/USDT (slash).

Exchange Selection

Set via environment variable: CCXT_EXCHANGE=binance (default)

Popular exchanges: binance, bybit, okx, coinbase, kraken, bitget, gate

Built-in Loader

The project has a built-in CCXT DataLoader at backtest/loaders/ccxt_loader.py. It serves as a fallback when the OKX loader is unavailable.

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