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¶
Account: Create an account with a supported cryptocurrency exchange
API Credentials: Generate API credentials from your exchange’s website
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’s current Cloud Developer Platform (CDP) keys use ECDSA/Ed25519 private keys rather than the legacy HMAC API-key + secret scheme. Generate a key at https://portal.cdp.coinbase.com/ — the downloaded JSON contains name (an organization-qualified identifier like organizations/<org>/apiKeys/<id>) and privateKey (a multi-line PEM block starting with -----BEGIN EC PRIVATE KEY-----).
Paste the name into COINBASE_API_KEY_NAME and the full PEM block (newlines and all) into COINBASE_PRIVATE_KEY. COINBASE_API_PASSPHRASE is only required for legacy HMAC keys and should be omitted for new CDP keys.
COINBASE_API_KEY_NAME=organizations/<org-id>/apiKeys/<key-id>
COINBASE_PRIVATE_KEY="-----BEGIN EC PRIVATE KEY-----\n...\n-----END EC PRIVATE KEY-----\n"
# COINBASE_API_PASSPHRASE=your_passphrase # only for legacy HMAC keys
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
WEEX¶
WEEX requires three credentials: an API key, a secret, and a mandatory passphrase. Generate these in the WEEX web UI under API Management — make sure the key has Trade permission and, if needed, Read permission for balance/order lookups.
WEEX_API_KEY=your_api_key
WEEX_API_SECRET=your_api_secret
WEEX_API_PASSPHRASE=your_passphrase
Warning
WEEX’s Terms of Use exclude residents of the United States, Canada, and several other jurisdictions (see https://weexsupport.zendesk.com/hc/en-us/articles/4417379529241). WEEX does not provide an API sandbox — all trades run against live infrastructure. Start with very small quantities until you have verified behavior.
Note
LumiBot’s WEEX integration supports spot trading through the shared CCXT broker. WEEX’s primary business is USDT-margined perpetual swap (futures); swap support is not wired into the shared broker today and would require position/leverage/funding-rate modeling beyond what the current CCXT path provides.
Usage¶
Set Environment Variables: Configure your broker’s API credentials
Create Strategy: Import Lumibot and create your trading strategy
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.