Crypto Brokers (Using CCXT)#

This is the guide for connecting to any cryptocurrency broker through Lumibot. For this, we use the CCXT library, which is a popular library for cryptocurrency trading. If you are interested (but not required!), you can find the documentation for CCXT here: https://ccxt.readthedocs.io/en/latest/

CCXT is a versatile library for cryptocurrency trading, which enables Lumibot to interact with a wide range of cryptocurrency brokers including Coinbase, Binance, Kraken, Kucoin, and many more. We are constantly adding support for more brokers, so if you don’t see your broker listed here, please let us know and we’ll add it!

LumiBot supports trading cryptocurrencies through CCXT, which provides access to many popular cryptocurrency exchanges. Each broker requires its own specific environment variables.

Features#

  • Cryptocurrency Trading: Spot and margin trading

  • Multiple Exchanges: Supports 7+ different cryptocurrency exchanges

  • Real-time Data: Live order and position updates

  • Order Types: Market, limit, stop orders

  • Auto-Detection: Automatically connects when environment variables are set

Prerequisites#

  1. Account: Create an account with a supported cryptocurrency exchange

  2. API Credentials: Generate API credentials from your exchange’s website

  3. Environment Variables: Set your broker’s API credentials

Note

Easy Setup with .env File

LumiBot automatically loads your API credentials from a .env file! Simply create a .env file in the same folder as your trading strategy and add your broker’s environment variables. LumiBot will automatically detect and use these credentials - no additional configuration required.

Example .env file:

# For Kraken
KRAKEN_API_KEY=your_kraken_api_key_here
KRAKEN_API_SECRET=your_kraken_secret_here

# For Binance
BINANCE_API_KEY=your_binance_api_key_here
BINANCE_SECRET=your_binance_secret_here

That’s it! LumiBot handles the rest automatically.

Important note: If you want to use CCXT for backtesting, you should use CcxtBacktesting as shown here instead: CCXT Backtesting.

Before running any strategy, you first need to create an account on your desired broker and then obtain API credentials from the broker’s website. Remember, each broker’s website may be different, but you can generally find the API settings under account settings or something similar. Please see the documentation for your broker for more information on getting API credentials.

For trading with cryptocurrencies, always remember to set your market to 24/7 in the initialize function:

self.set_market("24/7")

Supported Brokers#

Kraken#

KRAKEN_API_KEY=your_api_key
KRAKEN_API_SECRET=your_api_secret

Coinbase#

COINBASE_API_KEY_NAME=your_api_key_name
COINBASE_PRIVATE_KEY=your_private_key
COINBASE_API_PASSPHRASE=your_passphrase

Kucoin#

KUCOIN_API_KEY=your_api_key
KUCOIN_SECRET=your_secret
KUCOIN_PASSPHRASE=your_passphrase

Binance#

BINANCE_API_KEY=your_api_key
BINANCE_SECRET=your_secret

Bitmex#

BITMEX_API_KEY=your_api_key
BITMEX_SECRET=your_secret

Bybit#

BYBIT_API_KEY=your_api_key
BYBIT_SECRET=your_secret

OKX#

OKX_API_KEY=your_api_key
OKX_SECRET=your_secret
OKX_PASSPHRASE=your_passphrase

Usage#

  1. Set Environment Variables: Configure your broker’s API credentials

  2. Create Strategy: Import Lumibot and create your trading strategy

  3. Run: CCXT will auto-detect and connect

from lumibot.strategies import Strategy
from lumibot.entities import Asset

class MyStrategy(Strategy):
    def initialize(self):
        self.sleeptime = "1D"
        # Set the market to 24/7 since crypto markets are always open
        self.set_market("24/7")

    def on_trading_iteration(self):
        # Trade Bitcoin
        btc = Asset("BTC", asset_type=Asset.AssetType.CRYPTO)

        # Get current price
        last_price = self.get_last_price(btc)

        # Place a limit order
        if last_price:
            order = self.create_order(
                asset=btc,
                quantity=0.1,
                side="buy",
                order_type="limit",
                limit_price=last_price * 0.999
            )
            self.submit_order(order)

# Run the strategy (CCXT auto-detects from environment variables)
strategy = MyStrategy()
strategy.run_live()

Supported Features#

✅ Spot Trading: Buy and sell cryptocurrencies ✅ Margin Trading: Trade with leverage (exchange dependent) ✅ Market Orders: Immediate execution ✅ Limit Orders: Execute at specified price ✅ Stop Orders: Stop-loss functionality ✅ Real-time Data: Live market data ✅ Historical Data: Minute, hour, day timeframes

❌ Stock Trading: Crypto only ❌ Options Trading: Crypto only

Full Example Strategy#

Here’s a complete example of a strategy that demonstrates the use of important functions you might need when trading with these brokers:

import datetime

import pandas_ta  # If this gives an error, run `pip install pandas_ta` in your terminal
from lumibot.brokers import Ccxt
from lumibot.entities import Asset
from lumibot.strategies.strategy import Strategy
from lumibot.traders import Trader


class ImportantFunctions(Strategy):
    def initialize(self):
        # Set the time between trading iterations
        self.sleeptime = "30S"

        # Set the market to 24/7 since those are the hours for the crypto market
        self.set_market("24/7")

    def on_trading_iteration(self):
        ###########################
        # Placing an Order
        ###########################

        # Define the base and quote assets for our transactions
        base = Asset(symbol="BTC", asset_type=Asset.AssetType.CRYPTO)
        quote = self.quote_asset

        # Market Order for 0.1 BTC
        mkt_order = self.create_order(base, 0.1, "buy", quote=quote)
        self.submit_order(mkt_order)

        # Limit Order for 0.1 BTC at a limit price of $10,000
        lmt_order = self.create_order(base, 0.1, "buy", quote=quote, limit_price=10000)
        self.submit_order(lmt_order)

        ###########################
        # Getting Historical Data
        ###########################

        # Get the historical prices for our base/quote pair for the last 100 minutes
        bars = self.get_historical_prices(base, 100, "minute", quote=quote)
        if bars is not None:
            df = bars.df
            max_price = df["close"].max()
            self.log_message(f"Max price for {base} was {max_price}")

            ############################
            # TECHNICAL ANALYSIS
            ############################

            # Use pandas_ta to calculate the 20 period RSI
            rsi = df.ta.rsi(length=20)
            current_rsi = rsi.iloc[-1]
            self.log_message(f"RSI for {base} was {current_rsi}")

            # Use pandas_ta to calculate the MACD
            macd = df.ta.macd()
            current_macd = macd.iloc[-1]
            self.log_message(f"MACD for {base} was {current_macd}")

            # Use pandas_ta to calculate the 55 EMA
            ema = df.ta.ema(length=55)
            current_ema = ema.iloc[-1]
            self.log_message(f"EMA for {base} was {current_ema}")

        ###########################
        # Positions and Orders
        ###########################

        # Get all the positions that we own, including cash
        positions = self.get_positions()
        for position in positions:
            self.log_message(f"Position: {position}")

            # Get the asset of the position
            asset = position.asset

            # Get the quantity of the position
            quantity = position.quantity

            # Get the symbol from the asset
            symbol = asset.symbol

            self.log_message(f"we own {quantity} shares of {symbol}")

        # Get one specific position
        asset_to_get = Asset(symbol="BTC", asset_type=Asset.AssetType.CRYPTO)
        position = self.get_position(asset_to_get)

        # Get all of the outstanding orders
        orders = self.get_orders()
        for order in orders:
            self.log_message(f"Order: {order}")
            # Do whatever you need to do with the order

        # Get one specific order
        order = self.get_order(mkt_order.identifier)

        ###########################
        # Other Useful Functions
        ###########################

        # Get the current (last) price for the base/quote pair
        last_price = self.get_last_price(base, quote=quote)
        self.log_message(
            f"Last price for {base}/{quote} was {last_price}", color="green"
        )

        dt = self.get_datetime()
        self.log_message(f"The current datetime is {dt}")
        self.log_message(f"The current time is {dt.time()}")

        # If you want to check if it's after a certain time, you can do this (eg. trading only after 9:30am)
        if dt.time() > datetime.time(hour=9, minute=30):
            self.log_message("It's after 9:30am")

        # Get the value of the entire portfolio, including positions and cash
        portfolio_value = self.portfolio_value
        # Get the amount of cash in the account (the amount in the quote_asset)
        cash = self.cash

        self.log_message(f"The current value of your account is {portfolio_value}")
        self.log_message(f"The current amount of cash in your account is {cash}") # Note: Cash is based on the quote asset


if __name__ == "__main__":
    # LumiBot automatically detects your broker from environment variables
    # Just make sure you have a .env file with your broker's credentials
    strategy = ImportantFunctions()
    strategy.run_live()

In this example, we’ve demonstrated the following:

  • How to place a market order and a limit order

  • How to get historical data

  • How to use technical analysis indicators

  • How to get positions and orders

  • How to get the current price

  • How to get the current datetime

  • How to get the value of the portfolio and the amount of cash in the account

Note

You can find the full source code for this example in the example_strategies folder of the lumibot GitHub repository.