ccxt-csharp
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ChineseCCXT for C#
面向C#的CCXT库
A comprehensive guide to using CCXT in C# and .NET projects for cryptocurrency exchange integration.
一份关于在C#和.NET项目中使用CCXT集成加密货币交易所的全面指南。
Installation
安装
Via NuGet Package Manager
通过NuGet包管理器
bash
dotnet add package CCXT.NETOr via Visual Studio:
- Right-click project → Manage NuGet Packages
- Search for "CCXT.NET"
- Click Install
bash
dotnet add package CCXT.NET或者通过Visual Studio:
- 右键项目 → 管理NuGet程序包
- 搜索“CCXT.NET”
- 点击安装
Requirements
要求
- .NET Standard 2.0 or higher
- .NET Core 2.0+ / .NET 5+ / .NET Framework 4.6.1+
- .NET Standard 2.0或更高版本
- .NET Core 2.0+ / .NET 5+ / .NET Framework 4.6.1+
Quick Start
快速开始
REST API
REST API
csharp
using ccxt;
var exchange = new Binance();
await exchange.LoadMarkets();
var ticker = await exchange.FetchTicker("BTC/USDT");
Console.WriteLine(ticker);csharp
using ccxt;
var exchange = new Binance();
await exchange.LoadMarkets();
var ticker = await exchange.FetchTicker("BTC/USDT");
Console.WriteLine(ticker);WebSocket API - Real-time Updates
WebSocket API - 实时更新
csharp
using ccxt.pro;
var exchange = new Binance();
while (true)
{
var ticker = await exchange.WatchTicker("BTC/USDT");
Console.WriteLine(ticker.Last); // Live updates!
}
await exchange.Close();csharp
using ccxt.pro;
var exchange = new Binance();
while (true)
{
var ticker = await exchange.WatchTicker("BTC/USDT");
Console.WriteLine(ticker.Last); // 实时更新!
}
await exchange.Close();REST vs WebSocket
REST与WebSocket对比
| Feature | REST API | WebSocket API |
|---|---|---|
| Use for | One-time queries, placing orders | Real-time monitoring, live price feeds |
| Import | | |
| Methods | | |
| Speed | Slower (HTTP request/response) | Faster (persistent connection) |
| Rate limits | Strict (1-2 req/sec) | More lenient (continuous stream) |
| Best for | Trading, account management | Price monitoring, arbitrage detection |
Method naming: C# uses PascalCase - not , not
FetchTickerfetchTickerWatchTickerwatchTicker| 特性 | REST API | WebSocket API |
|---|---|---|
| 适用场景 | 一次性查询、下单 | 实时监控、实时价格推送 |
| 导入命名空间 | | |
| 方法前缀 | | |
| 速度 | 较慢(HTTP请求/响应模式) | 更快(长连接模式) |
| 请求限制 | 严格(1-2次请求/秒) | 更宽松(持续流推送) |
| 最佳用途 | 交易操作、账户管理 | 价格监控、套利检测 |
方法命名规范: C#使用PascalCase命名法 - 即而非,而非
FetchTickerfetchTickerWatchTickerwatchTickerCreating Exchange Instance
创建交易所实例
REST API
REST API
csharp
using ccxt;
// Public API (no authentication)
var exchange = new Binance
{
EnableRateLimit = true // Recommended!
};
// Private API (with authentication)
var exchange = new Binance
{
ApiKey = "YOUR_API_KEY",
Secret = "YOUR_SECRET",
EnableRateLimit = true
};csharp
using ccxt;
// 公开API(无需身份验证)
var exchange = new Binance
{
EnableRateLimit = true // 推荐启用!
};
// 私有API(需身份验证)
var exchange = new Binance
{
ApiKey = "YOUR_API_KEY",
Secret = "YOUR_SECRET",
EnableRateLimit = true
};WebSocket API
WebSocket API
csharp
using ccxt.pro;
// Public WebSocket
var exchange = new Binance();
// Private WebSocket (with authentication)
var exchange = new Binance
{
ApiKey = "YOUR_API_KEY",
Secret = "YOUR_SECRET"
};
// Always close when done
await exchange.Close();csharp
using ccxt.pro;
// 公开WebSocket连接
var exchange = new Binance();
// 私有WebSocket连接(需身份验证)
var exchange = new Binance
{
ApiKey = "YOUR_API_KEY",
Secret = "YOUR_SECRET"
};
// 使用完毕后务必关闭连接
await exchange.Close();Common REST Operations
常见REST操作
Loading Markets
加载市场信息
csharp
// Load all available trading pairs
await exchange.LoadMarkets();
// Access market information
var btcMarket = exchange.Market("BTC/USDT");
Console.WriteLine(btcMarket.Limits.Amount.Min); // Minimum order amountcsharp
// 加载所有可用交易对
await exchange.LoadMarkets();
// 访问交易对信息
var btcMarket = exchange.Market("BTC/USDT");
Console.WriteLine(btcMarket.Limits.Amount.Min); // 最小下单量Fetching Ticker
获取行情数据
csharp
// Single ticker
var ticker = await exchange.FetchTicker("BTC/USDT");
Console.WriteLine(ticker.Last); // Last price
Console.WriteLine(ticker.Bid); // Best bid
Console.WriteLine(ticker.Ask); // Best ask
Console.WriteLine(ticker.Volume); // 24h volume
// Multiple tickers (if supported)
var tickers = await exchange.FetchTickers(new[] { "BTC/USDT", "ETH/USDT" });csharp
// 单个交易对行情
var ticker = await exchange.FetchTicker("BTC/USDT");
Console.WriteLine(ticker.Last); // 最新成交价
Console.WriteLine(ticker.Bid); // 最优买价
Console.WriteLine(ticker.Ask); // 最优卖价
Console.WriteLine(ticker.Volume); // 24小时成交量
// 多个交易对行情(如交易所支持)
var tickers = await exchange.FetchTickers(new[] { "BTC/USDT", "ETH/USDT" });Fetching Order Book
获取订单簿
csharp
// Full orderbook
var orderbook = await exchange.FetchOrderBook("BTC/USDT");
Console.WriteLine(orderbook.Bids[0]); // [price, amount]
Console.WriteLine(orderbook.Asks[0]); // [price, amount]
// Limited depth
var orderbook = await exchange.FetchOrderBook("BTC/USDT", 5); // Top 5 levelscsharp
// 完整订单簿
var orderbook = await exchange.FetchOrderBook("BTC/USDT");
Console.WriteLine(orderbook.Bids[0]); // [价格, 数量]
Console.WriteLine(orderbook.Asks[0]); // [价格, 数量]
// 限制深度的订单簿
var orderbook = await exchange.FetchOrderBook("BTC/USDT", 5); // 前5档深度Creating Orders
创建订单
Limit Order
限价单
csharp
// Buy limit order
var order = await exchange.CreateLimitBuyOrder("BTC/USDT", 0.01, 50000);
Console.WriteLine(order.Id);
// Sell limit order
var order = await exchange.CreateLimitSellOrder("BTC/USDT", 0.01, 60000);
// Generic limit order
var order = await exchange.CreateOrder("BTC/USDT", "limit", "buy", 0.01, 50000);csharp
// 买入限价单
var order = await exchange.CreateLimitBuyOrder("BTC/USDT", 0.01, 50000);
Console.WriteLine(order.Id);
// 卖出限价单
var order = await exchange.CreateLimitSellOrder("BTC/USDT", 0.01, 60000);
// 通用限价单
var order = await exchange.CreateOrder("BTC/USDT", "limit", "buy", 0.01, 50000);Market Order
市价单
csharp
// Buy market order
var order = await exchange.CreateMarketBuyOrder("BTC/USDT", 0.01);
// Sell market order
var order = await exchange.CreateMarketSellOrder("BTC/USDT", 0.01);
// Generic market order
var order = await exchange.CreateOrder("BTC/USDT", "market", "sell", 0.01);csharp
// 买入市价单
var order = await exchange.CreateMarketBuyOrder("BTC/USDT", 0.01);
// 卖出市价单
var order = await exchange.CreateMarketSellOrder("BTC/USDT", 0.01);
// 通用市价单
var order = await exchange.CreateOrder("BTC/USDT", "market", "sell", 0.01);Fetching Balance
获取账户余额
csharp
var balance = await exchange.FetchBalance();
Console.WriteLine(balance["BTC"].Free); // Available balance
Console.WriteLine(balance["BTC"].Used); // Balance in orders
Console.WriteLine(balance["BTC"].Total); // Total balancecsharp
var balance = await exchange.FetchBalance();
Console.WriteLine(balance["BTC"].Free); // 可用余额
Console.WriteLine(balance["BTC"].Used); // 订单占用余额
Console.WriteLine(balance["BTC"].Total); // 总余额Fetching Orders
获取订单信息
csharp
// Open orders
var openOrders = await exchange.FetchOpenOrders("BTC/USDT");
// Closed orders
var closedOrders = await exchange.FetchClosedOrders("BTC/USDT");
// All orders (open + closed)
var allOrders = await exchange.FetchOrders("BTC/USDT");
// Single order by ID
var order = await exchange.FetchOrder(orderId, "BTC/USDT");csharp
// 未成交订单
var openOrders = await exchange.FetchOpenOrders("BTC/USDT");
// 已成交订单
var closedOrders = await exchange.FetchClosedOrders("BTC/USDT");
// 所有订单(未成交+已成交)
var allOrders = await exchange.FetchOrders("BTC/USDT");
// 通过订单ID获取单个订单
var order = await exchange.FetchOrder(orderId, "BTC/USDT");Fetching Trades
获取交易记录
csharp
// Recent public trades
var trades = await exchange.FetchTrades("BTC/USDT", limit: 10);
// Your trades (requires authentication)
var myTrades = await exchange.FetchMyTrades("BTC/USDT");csharp
// 近期公开交易记录
var trades = await exchange.FetchTrades("BTC/USDT", limit: 10);
// 个人交易记录(需身份验证)
var myTrades = await exchange.FetchMyTrades("BTC/USDT");Canceling Orders
取消订单
csharp
// Cancel single order
await exchange.CancelOrder(orderId, "BTC/USDT");
// Cancel all orders for a symbol
await exchange.CancelAllOrders("BTC/USDT");csharp
// 取消单个订单
await exchange.CancelOrder(orderId, "BTC/USDT");
// 取消某交易对的所有订单
await exchange.CancelAllOrders("BTC/USDT");WebSocket Operations (Real-time)
WebSocket操作(实时)
Watching Ticker (Live Price Updates)
监控行情(实时价格更新)
csharp
using ccxt.pro;
var exchange = new Binance();
while (true)
{
var ticker = await exchange.WatchTicker("BTC/USDT");
Console.WriteLine($"Last: {ticker.Last}");
}
await exchange.Close();csharp
using ccxt.pro;
var exchange = new Binance();
while (true)
{
var ticker = await exchange.WatchTicker("BTC/USDT");
Console.WriteLine($"最新价: {ticker.Last}");
}
await exchange.Close();Watching Order Book (Live Depth Updates)
监控订单簿(实时深度更新)
csharp
var exchange = new Binance();
while (true)
{
var orderbook = await exchange.WatchOrderBook("BTC/USDT");
Console.WriteLine($"Best bid: {orderbook.Bids[0][0]}");
Console.WriteLine($"Best ask: {orderbook.Asks[0][0]}");
}
await exchange.Close();csharp
var exchange = new Binance();
while (true)
{
var orderbook = await exchange.WatchOrderBook("BTC/USDT");
Console.WriteLine($"最优买价: {orderbook.Bids[0][0]}");
Console.WriteLine($"最优卖价: {orderbook.Asks[0][0]}");
}
await exchange.Close();Watching Trades (Live Trade Stream)
监控交易记录(实时交易流)
csharp
var exchange = new Binance();
while (true)
{
var trades = await exchange.WatchTrades("BTC/USDT");
foreach (var trade in trades)
{
Console.WriteLine($"{trade.Price} {trade.Amount} {trade.Side}");
}
}
await exchange.Close();csharp
var exchange = new Binance();
while (true)
{
var trades = await exchange.WatchTrades("BTC/USDT");
foreach (var trade in trades)
{
Console.WriteLine($"{trade.Price} {trade.Amount} {trade.Side}");
}
}
await exchange.Close();Watching Your Orders (Live Order Updates)
监控个人订单(实时订单更新)
csharp
var exchange = new Binance
{
ApiKey = "YOUR_API_KEY",
Secret = "YOUR_SECRET"
};
while (true)
{
var orders = await exchange.WatchOrders("BTC/USDT");
foreach (var order in orders)
{
Console.WriteLine($"{order.Id} {order.Status} {order.Filled}");
}
}
await exchange.Close();csharp
var exchange = new Binance
{
ApiKey = "YOUR_API_KEY",
Secret = "YOUR_SECRET"
};
while (true)
{
var orders = await exchange.WatchOrders("BTC/USDT");
foreach (var order in orders)
{
Console.WriteLine($"{order.Id} {order.Status} {order.Filled}");
}
}
await exchange.Close();Watching Balance (Live Balance Updates)
监控账户余额(实时余额更新)
csharp
var exchange = new Binance
{
ApiKey = "YOUR_API_KEY",
Secret = "YOUR_SECRET"
};
while (true)
{
var balance = await exchange.WatchBalance();
Console.WriteLine($"BTC: {balance["BTC"].Total}");
}
await exchange.Close();csharp
var exchange = new Binance
{
ApiKey = "YOUR_API_KEY",
Secret = "YOUR_SECRET"
};
while (true)
{
var balance = await exchange.WatchBalance();
Console.WriteLine($"BTC余额: {balance["BTC"].Total}");
}
await exchange.Close();Watching Multiple Symbols
监控多个交易对
csharp
var exchange = new Binance();
var symbols = new[] { "BTC/USDT", "ETH/USDT", "SOL/USDT" };
while (true)
{
var tickers = await exchange.WatchTickers(symbols);
foreach (var kvp in tickers)
{
Console.WriteLine($"{kvp.Key}: {kvp.Value.Last}");
}
}
await exchange.Close();csharp
var exchange = new Binance();
var symbols = new[] { "BTC/USDT", "ETH/USDT", "SOL/USDT" };
while (true)
{
var tickers = await exchange.WatchTickers(symbols);
foreach (var kvp in tickers)
{
Console.WriteLine($"{kvp.Key}: {kvp.Value.Last}");
}
}
await exchange.Close();Complete Method Reference
完整方法参考
Market Data Methods
市场数据方法
Tickers & Prices
行情与价格
- - Fetch ticker for one symbol
fetchTicker(symbol) - - Fetch multiple tickers at once
fetchTickers([symbols]) - - Fetch best bid/ask for multiple symbols
fetchBidsAsks([symbols]) - - Fetch last prices
fetchLastPrices([symbols]) - - Fetch mark prices (derivatives)
fetchMarkPrices([symbols])
- - 获取单个交易对行情
fetchTicker(symbol) - - 批量获取多个交易对行情
fetchTickers([symbols]) - - 获取多个交易对的最优买卖价
fetchBidsAsks([symbols]) - - 获取多个交易对的最新成交价
fetchLastPrices([symbols]) - - 获取多个交易对的标记价格(衍生品)
fetchMarkPrices([symbols])
Order Books
订单簿
- - Fetch order book
fetchOrderBook(symbol, limit) - - Fetch multiple order books
fetchOrderBooks([symbols]) - - Fetch level 2 order book
fetchL2OrderBook(symbol) - - Fetch level 3 order book (if supported)
fetchL3OrderBook(symbol)
- - 获取订单簿
fetchOrderBook(symbol, limit) - - 批量获取多个交易对的订单簿
fetchOrderBooks([symbols]) - - 获取Level 2订单簿
fetchL2OrderBook(symbol) - - 获取Level 3订单簿(如交易所支持)
fetchL3OrderBook(symbol)
Trades
交易记录
- - Fetch public trades
fetchTrades(symbol, since, limit) - - Fetch your trades (auth required)
fetchMyTrades(symbol, since, limit) - - Fetch trades for specific order
fetchOrderTrades(orderId, symbol)
- - 获取公开交易记录
fetchTrades(symbol, since, limit) - - 获取个人交易记录(需身份验证)
fetchMyTrades(symbol, since, limit) - - 获取指定订单的交易记录
fetchOrderTrades(orderId, symbol)
OHLCV (Candlesticks)
K线数据(蜡烛图)
- - Fetch candlestick data
fetchOHLCV(symbol, timeframe, since, limit) - - Fetch index price OHLCV
fetchIndexOHLCV(symbol, timeframe) - - Fetch mark price OHLCV
fetchMarkOHLCV(symbol, timeframe) - - Fetch premium index OHLCV
fetchPremiumIndexOHLCV(symbol, timeframe)
- - 获取K线数据
fetchOHLCV(symbol, timeframe, since, limit) - - 获取指数价格K线数据
fetchIndexOHLCV(symbol, timeframe) - - 获取标记价格K线数据
fetchMarkOHLCV(symbol, timeframe) - - 获取溢价指数K线数据
fetchPremiumIndexOHLCV(symbol, timeframe)
Account & Balance
账户与余额
- - Fetch account balance (auth required)
fetchBalance() - - Fetch sub-accounts
fetchAccounts() - - Fetch ledger history
fetchLedger(code, since, limit) - - Fetch specific ledger entry
fetchLedgerEntry(id, code) - - Fetch transactions
fetchTransactions(code, since, limit) - - Fetch deposit history
fetchDeposits(code, since, limit) - - Fetch withdrawal history
fetchWithdrawals(code, since, limit) - - Fetch both deposits and withdrawals
fetchDepositsWithdrawals(code, since, limit)
- - 获取账户余额(需身份验证)
fetchBalance() - - 获取子账户信息
fetchAccounts() - - 获取账户流水记录
fetchLedger(code, since, limit) - - 获取单个流水记录详情
fetchLedgerEntry(id, code) - - 获取交易记录
fetchTransactions(code, since, limit) - - 获取充值记录
fetchDeposits(code, since, limit) - - 获取提现记录
fetchWithdrawals(code, since, limit) - - 同时获取充值和提现记录
fetchDepositsWithdrawals(code, since, limit)
Trading Methods
交易操作方法
Creating Orders
创建订单
- - Create order (generic)
createOrder(symbol, type, side, amount, price, params) - - Create limit order
createLimitOrder(symbol, side, amount, price) - - Create market order
createMarketOrder(symbol, side, amount) - - Buy limit order
createLimitBuyOrder(symbol, amount, price) - - Sell limit order
createLimitSellOrder(symbol, amount, price) - - Buy market order
createMarketBuyOrder(symbol, amount) - - Sell market order
createMarketSellOrder(symbol, amount) - - Buy with specific cost
createMarketBuyOrderWithCost(symbol, cost) - - Stop-limit order
createStopLimitOrder(symbol, side, amount, price, stopPrice) - - Stop-market order
createStopMarketOrder(symbol, side, amount, stopPrice) - - Stop-loss order
createStopLossOrder(symbol, side, amount, stopPrice) - - Take-profit order
createTakeProfitOrder(symbol, side, amount, takeProfitPrice) - - Trailing stop
createTrailingAmountOrder(symbol, side, amount, trailingAmount) - - Trailing stop %
createTrailingPercentOrder(symbol, side, amount, trailingPercent) - - Trigger order
createTriggerOrder(symbol, side, amount, triggerPrice) - - Post-only order
createPostOnlyOrder(symbol, side, amount, price) - - Reduce-only order
createReduceOnlyOrder(symbol, side, amount, price) - - Create multiple orders at once
createOrders([orders]) - - OCO order
createOrderWithTakeProfitAndStopLoss(symbol, type, side, amount, price, tpPrice, slPrice)
- - 创建订单(通用方法)
createOrder(symbol, type, side, amount, price, params) - - 创建限价单
createLimitOrder(symbol, side, amount, price) - - 创建市价单
createMarketOrder(symbol, side, amount) - - 创建买入限价单
createLimitBuyOrder(symbol, amount, price) - - 创建卖出限价单
createLimitSellOrder(symbol, amount, price) - - 创建买入市价单
createMarketBuyOrder(symbol, amount) - - 创建卖出市价单
createMarketSellOrder(symbol, amount) - - 按指定金额买入
createMarketBuyOrderWithCost(symbol, cost) - - 创建止损限价单
createStopLimitOrder(symbol, side, amount, price, stopPrice) - - 创建止损市价单
createStopMarketOrder(symbol, side, amount, stopPrice) - - 创建止损单
createStopLossOrder(symbol, side, amount, stopPrice) - - 创建止盈单
createTakeProfitOrder(symbol, side, amount, takeProfitPrice) - - 创建追踪止损单(按金额)
createTrailingAmountOrder(symbol, side, amount, trailingAmount) - - 创建追踪止损单(按比例)
createTrailingPercentOrder(symbol, side, amount, trailingPercent) - - 创建触发单
createTriggerOrder(symbol, side, amount, triggerPrice) - - 创建只做市单
createPostOnlyOrder(symbol, side, amount, price) - - 创建只减仓单
createReduceOnlyOrder(symbol, side, amount, price) - - 批量创建多个订单
createOrders([orders]) - - 创建OCO订单(止盈止损联动单)
createOrderWithTakeProfitAndStopLoss(symbol, type, side, amount, price, tpPrice, slPrice)
Managing Orders
订单管理
- - Fetch single order
fetchOrder(orderId, symbol) - - Fetch all orders
fetchOrders(symbol, since, limit) - - Fetch open orders
fetchOpenOrders(symbol, since, limit) - - Fetch closed orders
fetchClosedOrders(symbol, since, limit) - - Fetch canceled orders
fetchCanceledOrders(symbol, since, limit) - - Fetch specific open order
fetchOpenOrder(orderId, symbol) - - Fetch orders by status
fetchOrdersByStatus(status, symbol) - - Cancel single order
cancelOrder(orderId, symbol) - - Cancel multiple orders
cancelOrders([orderIds], symbol) - - Cancel all orders for symbol
cancelAllOrders(symbol) - - Modify order
editOrder(orderId, symbol, type, side, amount, price)
- - 获取单个订单详情
fetchOrder(orderId, symbol) - - 获取所有订单
fetchOrders(symbol, since, limit) - - 获取未成交订单
fetchOpenOrders(symbol, since, limit) - - 获取已成交订单
fetchClosedOrders(symbol, since, limit) - - 获取已取消订单
fetchCanceledOrders(symbol, since, limit) - - 获取单个未成交订单
fetchOpenOrder(orderId, symbol) - - 按状态筛选订单
fetchOrdersByStatus(status, symbol) - - 取消单个订单
cancelOrder(orderId, symbol) - - 批量取消多个订单
cancelOrders([orderIds], symbol) - - 取消某交易对的所有订单
cancelAllOrders(symbol) - - 修改订单
editOrder(orderId, symbol, type, side, amount, price)
Margin & Leverage
保证金与杠杆
- - Fetch borrow rate for margin
fetchBorrowRate(code) - - Fetch multiple borrow rates
fetchBorrowRates([codes]) - - Historical borrow rates
fetchBorrowRateHistory(code, since, limit) - - Cross margin borrow rate
fetchCrossBorrowRate(code) - - Isolated margin borrow rate
fetchIsolatedBorrowRate(symbol, code) - - Borrow margin
borrowMargin(code, amount, symbol) - - Repay margin
repayMargin(code, amount, symbol) - - Fetch leverage
fetchLeverage(symbol) - - Set leverage
setLeverage(leverage, symbol) - - Fetch leverage tiers
fetchLeverageTiers(symbols) - - Leverage tiers for market
fetchMarketLeverageTiers(symbol) - - Set margin mode (cross/isolated)
setMarginMode(marginMode, symbol) - - Fetch margin mode
fetchMarginMode(symbol)
- - 获取保证金借贷利率
fetchBorrowRate(code) - - 批量获取多个币种的借贷利率
fetchBorrowRates([codes]) - - 获取借贷利率历史数据
fetchBorrowRateHistory(code, since, limit) - - 获取全仓保证金借贷利率
fetchCrossBorrowRate(code) - - 获取逐仓保证金借贷利率
fetchIsolatedBorrowRate(symbol, code) - - 借入保证金
borrowMargin(code, amount, symbol) - - 归还保证金
repayMargin(code, amount, symbol) - - 获取当前杠杆倍数
fetchLeverage(symbol) - - 设置杠杆倍数
setLeverage(leverage, symbol) - - 获取杠杆等级
fetchLeverageTiers(symbols) - - 获取指定交易对的杠杆等级
fetchMarketLeverageTiers(symbol) - - 设置保证金模式(全仓/逐仓)
setMarginMode(marginMode, symbol) - - 获取当前保证金模式
fetchMarginMode(symbol)
Derivatives & Futures
衍生品与期货
Positions
仓位
- - Fetch single position
fetchPosition(symbol) - - Fetch all positions
fetchPositions([symbols]) - - Fetch positions for symbol
fetchPositionsForSymbol(symbol) - - Position history
fetchPositionHistory(symbol, since, limit) - - Multiple position history
fetchPositionsHistory(symbols, since, limit) - - Fetch position mode (one-way/hedge)
fetchPositionMode(symbol) - - Set position mode
setPositionMode(hedged, symbol) - - Close position
closePosition(symbol, side) - - Close all positions
closeAllPositions()
- - 获取单个仓位信息
fetchPosition(symbol) - - 获取所有仓位信息
fetchPositions([symbols]) - - 获取指定交易对的仓位信息
fetchPositionsForSymbol(symbol) - - 获取仓位历史记录
fetchPositionHistory(symbol, since, limit) - - 批量获取多个交易对的仓位历史记录
fetchPositionsHistory(symbols, since, limit) - - 获取仓位模式(单向/双向)
fetchPositionMode(symbol) - - 设置仓位模式
setPositionMode(hedged, symbol) - - 平仓
closePosition(symbol, side) - - 全部平仓
closeAllPositions()
Funding & Settlement
资金费用与结算
- - Current funding rate
fetchFundingRate(symbol) - - Multiple funding rates
fetchFundingRates([symbols]) - - Funding rate history
fetchFundingRateHistory(symbol, since, limit) - - Your funding payments
fetchFundingHistory(symbol, since, limit) - - Funding interval
fetchFundingInterval(symbol) - - Settlement history
fetchSettlementHistory(symbol, since, limit) - - Your settlement history
fetchMySettlementHistory(symbol, since, limit)
- - 获取当前资金费率
fetchFundingRate(symbol) - - 批量获取多个交易对的资金费率
fetchFundingRates([symbols]) - - 获取资金费率历史数据
fetchFundingRateHistory(symbol, since, limit) - - 获取个人资金费用记录
fetchFundingHistory(symbol, since, limit) - - 获取资金费用结算间隔
fetchFundingInterval(symbol) - - 获取结算历史记录
fetchSettlementHistory(symbol, since, limit) - - 获取个人结算历史记录
fetchMySettlementHistory(symbol, since, limit)
Open Interest & Liquidations
持仓量与强平
- - Open interest for symbol
fetchOpenInterest(symbol) - - Multiple open interests
fetchOpenInterests([symbols]) - - OI history
fetchOpenInterestHistory(symbol, timeframe, since, limit) - - Public liquidations
fetchLiquidations(symbol, since, limit) - - Your liquidations
fetchMyLiquidations(symbol, since, limit)
- - 获取指定交易对的持仓量
fetchOpenInterest(symbol) - - 批量获取多个交易对的持仓量
fetchOpenInterests([symbols]) - - 获取持仓量历史数据
fetchOpenInterestHistory(symbol, timeframe, since, limit) - - 获取公开强平记录
fetchLiquidations(symbol, since, limit) - - 获取个人强平记录
fetchMyLiquidations(symbol, since, limit)
Options
期权
- - Fetch option info
fetchOption(symbol) - - Fetch option chain
fetchOptionChain(code) - - Fetch option greeks
fetchGreeks(symbol) - - Volatility history
fetchVolatilityHistory(code, since, limit) - - Fetch underlying assets
fetchUnderlyingAssets()
- - 获取期权合约信息
fetchOption(symbol) - - 获取期权链
fetchOptionChain(code) - - 获取期权希腊值
fetchGreeks(symbol) - - 获取波动率历史数据
fetchVolatilityHistory(code, since, limit) - - 获取标的资产信息
fetchUnderlyingAssets()
Fees & Limits
手续费与限制
- - Trading fee for symbol
fetchTradingFee(symbol) - - Trading fees for multiple symbols
fetchTradingFees([symbols]) - - Trading limits
fetchTradingLimits([symbols]) - - Transaction/withdrawal fee
fetchTransactionFee(code) - - Multiple transaction fees
fetchTransactionFees([codes]) - - Deposit/withdrawal fee
fetchDepositWithdrawFee(code) - - Multiple deposit/withdraw fees
fetchDepositWithdrawFees([codes])
- - 获取指定交易对的交易手续费
fetchTradingFee(symbol) - - 批量获取多个交易对的交易手续费
fetchTradingFees([symbols]) - - 获取交易限制
fetchTradingLimits([symbols]) - - 获取提币手续费
fetchTransactionFee(code) - - 批量获取多个币种的提币手续费
fetchTransactionFees([codes]) - - 获取充提手续费
fetchDepositWithdrawFee(code) - - 批量获取多个币种的充提手续费
fetchDepositWithdrawFees([codes])
Deposits & Withdrawals
充值与提现
- - Get deposit address
fetchDepositAddress(code, params) - - Multiple deposit addresses
fetchDepositAddresses([codes]) - - Addresses by network
fetchDepositAddressesByNetwork(code) - - Create new deposit address
createDepositAddress(code, params) - - Fetch single deposit
fetchDeposit(id, code) - - Fetch single withdrawal
fetchWithdrawal(id, code) - - Fetch withdrawal addresses
fetchWithdrawAddresses(code) - - Fetch whitelist
fetchWithdrawalWhitelist(code) - - Withdraw funds
withdraw(code, amount, address, tag, params) - - Deposit funds (if supported)
deposit(code, amount, params)
- - 获取充值地址
fetchDepositAddress(code, params) - - 批量获取多个币种的充值地址
fetchDepositAddresses([codes]) - - 获取指定币种按网络分类的充值地址
fetchDepositAddressesByNetwork(code) - - 创建新的充值地址
createDepositAddress(code, params) - - 获取单个充值记录
fetchDeposit(id, code) - - 获取单个提现记录
fetchWithdrawal(id, code) - - 获取提币地址
fetchWithdrawAddresses(code) - - 获取提币白名单
fetchWithdrawalWhitelist(code) - - 提币
withdraw(code, amount, address, tag, params) - - 充值(如交易所支持)
deposit(code, amount, params)
Transfer & Convert
划转与兑换
- - Internal transfer
transfer(code, amount, fromAccount, toAccount) - - Fetch transfer info
fetchTransfer(id, code) - - Fetch transfer history
fetchTransfers(code, since, limit) - - Currencies available for convert
fetchConvertCurrencies() - - Get conversion quote
fetchConvertQuote(fromCode, toCode, amount) - - Execute conversion
createConvertTrade(fromCode, toCode, amount) - - Fetch convert trade
fetchConvertTrade(id) - - Convert history
fetchConvertTradeHistory(code, since, limit)
- - 内部划转
transfer(code, amount, fromAccount, toAccount) - - 获取划转记录详情
fetchTransfer(id, code) - - 获取划转历史记录
fetchTransfers(code, since, limit) - - 获取支持兑换的币种
fetchConvertCurrencies() - - 获取兑换报价
fetchConvertQuote(fromCode, toCode, amount) - - 执行兑换
createConvertTrade(fromCode, toCode, amount) - - 获取兑换记录详情
fetchConvertTrade(id) - - 获取兑换历史记录
fetchConvertTradeHistory(code, since, limit)
Market Info
市场信息
- - Fetch all markets
fetchMarkets() - - Fetch all currencies
fetchCurrencies() - - Fetch exchange server time
fetchTime() - - Fetch exchange status
fetchStatus() - - Borrow interest paid
fetchBorrowInterest(code, symbol, since, limit) - - Long/short ratio
fetchLongShortRatio(symbol, timeframe, since, limit) - - L/S ratio history
fetchLongShortRatioHistory(symbol, timeframe, since, limit)
- - 获取所有交易对信息
fetchMarkets() - - 获取所有币种信息
fetchCurrencies() - - 获取交易所服务器时间
fetchTime() - - 获取交易所状态
fetchStatus() - - 获取保证金借贷利息记录
fetchBorrowInterest(code, symbol, since, limit) - - 获取多空持仓比
fetchLongShortRatio(symbol, timeframe, since, limit) - - 获取多空持仓比历史数据
fetchLongShortRatioHistory(symbol, timeframe, since, limit)
WebSocket Methods (ccxt.pro)
WebSocket方法(ccxt.pro)
All REST methods have WebSocket equivalents with prefix:
watch*所有REST方法都有对应的WebSocket方法,前缀为:
watch*Real-time Market Data
实时市场数据
- - Watch single ticker
watchTicker(symbol) - - Watch multiple tickers
watchTickers([symbols]) - - Watch order book updates
watchOrderBook(symbol) - - Watch multiple order books
watchOrderBookForSymbols([symbols]) - - Watch public trades
watchTrades(symbol) - - Watch candlestick updates
watchOHLCV(symbol, timeframe) - - Watch best bid/ask
watchBidsAsks([symbols])
- - 监控单个交易对行情
watchTicker(symbol) - - 批量监控多个交易对行情
watchTickers([symbols]) - - 监控订单簿实时更新
watchOrderBook(symbol) - - 批量监控多个交易对的订单簿
watchOrderBookForSymbols([symbols]) - - 监控公开交易实时流
watchTrades(symbol) - - 监控K线实时更新
watchOHLCV(symbol, timeframe) - - 监控多个交易对的最优买卖价实时更新
watchBidsAsks([symbols])
Real-time Account Data (Auth Required)
实时账户数据(需身份验证)
- - Watch balance updates
watchBalance() - - Watch your order updates
watchOrders(symbol) - - Watch your trade updates
watchMyTrades(symbol) - - Watch position updates
watchPositions([symbols]) - - Watch positions for symbol
watchPositionsForSymbol(symbol)
- - 监控账户余额实时更新
watchBalance() - - 监控个人订单实时更新
watchOrders(symbol) - - 监控个人交易记录实时更新
watchMyTrades(symbol) - - 监控仓位实时更新
watchPositions([symbols]) - - 监控指定交易对的仓位实时更新
watchPositionsForSymbol(symbol)
Authentication Required
需身份验证的方法
Methods marked with 🔒 require API credentials:
- All methods (creating orders, addresses)
create* - All methods (canceling orders)
cancel* - All methods (modifying orders)
edit* - All methods (your trades, orders)
fetchMy* - ,
fetchBalance,fetchLedgerfetchAccounts - ,
withdraw,transferdeposit - Margin/leverage methods
- Position methods
- ,
watchBalance,watchOrders,watchMyTradeswatchPositions
标记有🔒的方法需要API凭证:
- 所有方法(创建订单、创建地址等)
create* - 所有方法(取消订单等)
cancel* - 所有方法(修改订单等)
edit* - 所有方法(个人交易记录、个人订单等)
fetchMy* - 、
fetchBalance、fetchLedgerfetchAccounts - 、
withdraw、transferdeposit - 保证金/杠杆相关方法
- 仓位相关方法
- 、
watchBalance、watchOrders、watchMyTradeswatchPositions
Checking Method Availability
检查方法可用性
Not all exchanges support all methods. Check before using:
// Check if method is supported
if (exchange.has['fetchOHLCV']) {
const candles = await exchange.fetchOHLCV('BTC/USDT', '1h')
}
// Check multiple capabilities
console.log(exchange.has)
// {
// fetchTicker: true,
// fetchOHLCV: true,
// fetchMyTrades: true,
// fetchPositions: false,
// ...
// }并非所有交易所都支持所有方法,使用前请检查:
// 检查方法是否支持
if (exchange.has['fetchOHLCV']) {
const candles = await exchange.fetchOHLCV('BTC/USDT', '1h')
}
// 检查多个功能支持情况
console.log(exchange.has)
// {
// fetchTicker: true,
// fetchOHLCV: true,
// fetchMyTrades: true,
// fetchPositions: false,
// ...
// }Method Naming Convention
方法命名规范
- - REST API methods (HTTP requests)
fetch* - - WebSocket methods (real-time streams)
watch* - - Create new resources (orders, addresses)
create* - - Cancel existing resources
cancel* - - Modify existing resources
edit* - - Configure settings (leverage, margin mode)
set* - suffix - WebSocket variant (some exchanges)
*Ws
- - REST API方法(HTTP请求)
fetch* - - WebSocket方法(实时流)
watch* - - 创建新资源(订单、地址等)
create* - - 取消现有资源
cancel* - - 修改现有资源
edit* - - 配置设置(杠杆、保证金模式等)
set* - 后缀 - WebSocket变体方法(部分交易所支持)
*Ws
Proxy Configuration
代理配置
CCXT supports HTTP, HTTPS, and SOCKS proxies for both REST and WebSocket connections.
CCXT支持HTTP、HTTPS和SOCKS代理,适用于REST和WebSocket连接。
Setting Proxy
设置代理
// HTTP Proxy
exchange.httpProxy = 'http://your-proxy-host:port'
// HTTPS Proxy
exchange.httpsProxy = 'https://your-proxy-host:port'
// SOCKS Proxy
exchange.socksProxy = 'socks://your-proxy-host:port'
// Proxy with authentication
exchange.httpProxy = 'http://user:pass@proxy-host:port'// HTTP代理
exchange.httpProxy = 'http://your-proxy-host:port'
// HTTPS代理
exchange.httpsProxy = 'https://your-proxy-host:port'
// SOCKS代理
exchange.socksProxy = 'socks://your-proxy-host:port'
// 带身份验证的代理
exchange.httpProxy = 'http://user:pass@proxy-host:port'Proxy for WebSocket
WebSocket代理
WebSocket connections also respect proxy settings:
exchange.httpsProxy = 'https://proxy:8080'
// WebSocket connections will use this proxyWebSocket连接同样会遵循代理设置:
exchange.httpsProxy = 'https://proxy:8080'
// WebSocket连接将使用此代理Testing Proxy Connection
测试代理连接
exchange.httpProxy = 'http://localhost:8080'
try {
await exchange.fetchTicker('BTC/USDT')
console.log('Proxy working!')
} catch (error) {
console.error('Proxy connection failed:', error)
}exchange.httpProxy = 'http://localhost:8080'
try {
await exchange.fetchTicker('BTC/USDT')
console.log('代理连接正常!')
} catch (error) {
console.error('代理连接失败:', error)
}WebSocket-Specific Methods
WebSocket专属方法
Some exchanges provide WebSocket variants of REST methods for faster order placement and management. These use the suffix:
*Ws部分交易所提供了REST方法的WebSocket变体,用于更快地下单和管理订单,这些方法以为后缀:
*WsTrading via WebSocket
通过WebSocket进行交易
Creating Orders:
- - Create order via WebSocket (faster than REST)
createOrderWs - - Create limit order via WebSocket
createLimitOrderWs - - Create market order via WebSocket
createMarketOrderWs - - Buy limit order via WebSocket
createLimitBuyOrderWs - - Sell limit order via WebSocket
createLimitSellOrderWs - - Buy market order via WebSocket
createMarketBuyOrderWs - - Sell market order via WebSocket
createMarketSellOrderWs - - Stop-limit order via WebSocket
createStopLimitOrderWs - - Stop-market order via WebSocket
createStopMarketOrderWs - - Stop-loss order via WebSocket
createStopLossOrderWs - - Take-profit order via WebSocket
createTakeProfitOrderWs - - Trailing stop via WebSocket
createTrailingAmountOrderWs - - Trailing stop % via WebSocket
createTrailingPercentOrderWs - - Post-only order via WebSocket
createPostOnlyOrderWs - - Reduce-only order via WebSocket
createReduceOnlyOrderWs
Managing Orders:
- - Edit order via WebSocket
editOrderWs - - Cancel order via WebSocket (faster than REST)
cancelOrderWs - - Cancel multiple orders via WebSocket
cancelOrdersWs - - Cancel all orders via WebSocket
cancelAllOrdersWs
Fetching Data:
- - Fetch order via WebSocket
fetchOrderWs - - Fetch orders via WebSocket
fetchOrdersWs - - Fetch open orders via WebSocket
fetchOpenOrdersWs - - Fetch closed orders via WebSocket
fetchClosedOrdersWs - - Fetch your trades via WebSocket
fetchMyTradesWs - - Fetch balance via WebSocket
fetchBalanceWs - - Fetch position via WebSocket
fetchPositionWs - - Fetch positions via WebSocket
fetchPositionsWs - - Fetch positions for symbol via WebSocket
fetchPositionsForSymbolWs - - Fetch trading fees via WebSocket
fetchTradingFeesWs
创建订单:
- - 通过WebSocket创建订单(比REST更快)
createOrderWs - - 通过WebSocket创建限价单
createLimitOrderWs - - 通过WebSocket创建市价单
createMarketOrderWs - - 通过WebSocket创建买入限价单
createLimitBuyOrderWs - - 通过WebSocket创建卖出限价单
createLimitSellOrderWs - - 通过WebSocket创建买入市价单
createMarketBuyOrderWs - - 通过WebSocket创建卖出市价单
createMarketSellOrderWs - - 通过WebSocket创建止损限价单
createStopLimitOrderWs - - 通过WebSocket创建止损市价单
createStopMarketOrderWs - - 通过WebSocket创建止损单
createStopLossOrderWs - - 通过WebSocket创建止盈单
createTakeProfitOrderWs - - 通过WebSocket创建追踪止损单(按金额)
createTrailingAmountOrderWs - - 通过WebSocket创建追踪止损单(按比例)
createTrailingPercentOrderWs - - 通过WebSocket创建只做市单
createPostOnlyOrderWs - - 通过WebSocket创建只减仓单
createReduceOnlyOrderWs
订单管理:
- - 通过WebSocket修改订单
editOrderWs - - 通过WebSocket取消订单(比REST更快)
cancelOrderWs - - 通过WebSocket批量取消多个订单
cancelOrdersWs - - 通过WebSocket取消某交易对的所有订单
cancelAllOrdersWs
数据获取:
- - 通过WebSocket获取订单详情
fetchOrderWs - - 通过WebSocket获取订单列表
fetchOrdersWs - - 通过WebSocket获取未成交订单
fetchOpenOrdersWs - - 通过WebSocket获取已成交订单
fetchClosedOrdersWs - - 通过WebSocket获取个人交易记录
fetchMyTradesWs - - 通过WebSocket获取账户余额
fetchBalanceWs - - 通过WebSocket获取仓位信息
fetchPositionWs - - 通过WebSocket获取所有仓位信息
fetchPositionsWs - - 通过WebSocket获取指定交易对的仓位信息
fetchPositionsForSymbolWs - - 通过WebSocket获取交易手续费
fetchTradingFeesWs
When to Use WebSocket Methods
何时使用WebSocket方法
Use methods when:
*Ws- You need faster order placement (lower latency)
- You're already connected via WebSocket
- You want to reduce REST API rate limit usage
- Trading strategies require sub-100ms latency
Use REST methods when:
- You need guaranteed execution confirmation
- You're making one-off requests
- The exchange doesn't support the WebSocket variant
- You need detailed error responses
当以下情况时使用方法:
*Ws- 你需要更快的下单速度(更低延迟)
- 你已经通过WebSocket连接到交易所
- 你想减少REST API的请求限制消耗
- 交易策略要求延迟低于100毫秒
当以下情况时使用REST方法:
- 你需要确保执行确认
- 你只需要进行一次性请求
- 交易所不支持对应的WebSocket变体方法
- 你需要详细的错误响应信息
Example: Order Placement Comparison
示例:下单方式对比
REST API (slower, more reliable):
const order = await exchange.createOrder('BTC/USDT', 'limit', 'buy', 0.01, 50000)WebSocket API (faster, lower latency):
const order = await exchange.createOrderWs('BTC/USDT', 'limit', 'buy', 0.01, 50000)REST API(速度较慢,可靠性更高):
const order = await exchange.createOrder('BTC/USDT', 'limit', 'buy', 0.01, 50000)WebSocket API(速度更快,延迟更低):
const order = await exchange.createOrderWs('BTC/USDT', 'limit', 'buy', 0.01, 50000)Checking WebSocket Method Availability
检查WebSocket方法可用性
Not all exchanges support WebSocket trading methods:
if (exchange.has['createOrderWs']) {
// Exchange supports WebSocket order creation
const order = await exchange.createOrderWs('BTC/USDT', 'limit', 'buy', 0.01, 50000)
} else {
// Fall back to REST
const order = await exchange.createOrder('BTC/USDT', 'limit', 'buy', 0.01, 50000)
}并非所有交易所都支持WebSocket交易方法:
if (exchange.has['createOrderWs']) {
// 交易所支持通过WebSocket创建订单
const order = await exchange.createOrderWs('BTC/USDT', 'limit', 'buy', 0.01, 50000)
} else {
// 回退到REST方法
const order = await exchange.createOrder('BTC/USDT', 'limit', 'buy', 0.01, 50000)
}Authentication
身份验证
Setting API Keys
设置API密钥
csharp
using System;
// During instantiation (recommended)
var exchange = new Binance
{
ApiKey = Environment.GetEnvironmentVariable("BINANCE_API_KEY"),
Secret = Environment.GetEnvironmentVariable("BINANCE_SECRET"),
EnableRateLimit = true
};
// After instantiation
exchange.ApiKey = Environment.GetEnvironmentVariable("BINANCE_API_KEY");
exchange.Secret = Environment.GetEnvironmentVariable("BINANCE_SECRET");csharp
using System;
// 实例化时设置(推荐方式)
var exchange = new Binance
{
ApiKey = Environment.GetEnvironmentVariable("BINANCE_API_KEY"),
Secret = Environment.GetEnvironmentVariable("BINANCE_SECRET"),
EnableRateLimit = true
};
// 实例化后设置
exchange.ApiKey = Environment.GetEnvironmentVariable("BINANCE_API_KEY");
exchange.Secret = Environment.GetEnvironmentVariable("BINANCE_SECRET");Testing Authentication
测试身份验证
csharp
try
{
var balance = await exchange.FetchBalance();
Console.WriteLine("Authentication successful!");
}
catch (AuthenticationError)
{
Console.WriteLine("Invalid API credentials");
}csharp
try
{
var balance = await exchange.FetchBalance();
Console.WriteLine("身份验证成功!");
}
catch (AuthenticationError)
{
Console.WriteLine("API凭证无效");
}Error Handling
错误处理
Exception Hierarchy
异常层级
BaseError
├─ NetworkError (recoverable - retry)
│ ├─ RequestTimeout
│ ├─ ExchangeNotAvailable
│ ├─ RateLimitExceeded
│ └─ DDoSProtection
└─ ExchangeError (non-recoverable - don't retry)
├─ AuthenticationError
├─ InsufficientFunds
├─ InvalidOrder
└─ NotSupportedBaseError
├─ NetworkError(可恢复 - 可重试)
│ ├─ RequestTimeout
│ ├─ ExchangeNotAvailable
│ ├─ RateLimitExceeded
│ └─ DDoSProtection
└─ ExchangeError(不可恢复 - 请勿重试)
├─ AuthenticationError
├─ InsufficientFunds
├─ InvalidOrder
└─ NotSupportedBasic Error Handling
基础错误处理
csharp
using ccxt;
try
{
var ticker = await exchange.FetchTicker("BTC/USDT");
}
catch (NetworkError ex)
{
Console.WriteLine($"Network error - retry: {ex.Message}");
}
catch (ExchangeError ex)
{
Console.WriteLine($"Exchange error - do not retry: {ex.Message}");
}
catch (Exception ex)
{
Console.WriteLine($"Unknown error: {ex.Message}");
}csharp
using ccxt;
try
{
var ticker = await exchange.FetchTicker("BTC/USDT");
}
catch (NetworkError ex)
{
Console.WriteLine($"网络错误 - 可重试: {ex.Message}");
}
catch (ExchangeError ex)
{
Console.WriteLine($"交易所错误 - 请勿重试: {ex.Message}");
}
catch (Exception ex)
{
Console.WriteLine($"未知错误: {ex.Message}");
}Specific Exception Handling
特定异常处理
csharp
try
{
var order = await exchange.CreateOrder("BTC/USDT", "limit", "buy", 0.01, 50000);
}
catch (InsufficientFunds)
{
Console.WriteLine("Not enough balance");
}
catch (InvalidOrder)
{
Console.WriteLine("Invalid order parameters");
}
catch (RateLimitExceeded)
{
Console.WriteLine("Rate limit hit - wait before retrying");
await Task.Delay(1000); // Wait 1 second
}
catch (AuthenticationError)
{
Console.WriteLine("Check your API credentials");
}csharp
try
{
var order = await exchange.CreateOrder("BTC/USDT", "limit", "buy", 0.01, 50000);
}
catch (InsufficientFunds)
{
Console.WriteLine("余额不足");
}
catch (InvalidOrder)
{
Console.WriteLine("订单参数无效");
}
catch (RateLimitExceeded)
{
Console.WriteLine("触发请求限制 - 请等待后重试");
await Task.Delay(1000); // 等待1秒
}
catch (AuthenticationError)
{
Console.WriteLine("请检查你的API凭证");
}Retry Logic for Network Errors
网络错误的重试逻辑
csharp
async Task<Ticker> FetchWithRetry(int maxRetries = 3)
{
for (int i = 0; i < maxRetries; i++)
{
try
{
return await exchange.FetchTicker("BTC/USDT");
}
catch (NetworkError)
{
if (i < maxRetries - 1)
{
Console.WriteLine($"Retry {i + 1}/{maxRetries}");
await Task.Delay(1000 * (i + 1)); // Exponential backoff
}
else
{
throw;
}
}
}
return null;
}csharp
async Task<Ticker> FetchWithRetry(int maxRetries = 3)
{
for (int i = 0; i < maxRetries; i++)
{
try
{
return await exchange.FetchTicker("BTC/USDT");
}
catch (NetworkError)
{
if (i < maxRetries - 1)
{
Console.WriteLine($"第{i + 1}/{maxRetries}次重试");
await Task.Delay(1000 * (i + 1)); // 指数退避等待
}
else
{
throw;
}
}
}
return null;
}Rate Limiting
请求限制
Built-in Rate Limiter (Recommended)
内置请求限制器(推荐)
csharp
var exchange = new Binance
{
EnableRateLimit = true // Automatically throttles requests
};csharp
var exchange = new Binance
{
EnableRateLimit = true // 自动限制请求频率
};Manual Delays
手动延迟
csharp
await exchange.FetchTicker("BTC/USDT");
await Task.Delay((int)exchange.RateLimit); // Wait between requests
await exchange.FetchTicker("ETH/USDT");csharp
await exchange.FetchTicker("BTC/USDT");
await Task.Delay((int)exchange.RateLimit); // 请求之间添加等待
await exchange.FetchTicker("ETH/USDT");Checking Rate Limit
查看请求限制
csharp
Console.WriteLine(exchange.RateLimit); // Milliseconds between requestscsharp
Console.WriteLine(exchange.RateLimit); // 请求之间的等待间隔(毫秒)Common Pitfalls
常见陷阱
Wrong Method Casing
方法命名大小写错误
csharp
// Wrong - lowercase (JavaScript style)
var ticker = await exchange.fetchTicker("BTC/USDT"); // ERROR!
// Correct - PascalCase (C# style)
var ticker = await exchange.FetchTicker("BTC/USDT");csharp
// 错误写法 - 小写(JavaScript风格)
var ticker = await exchange.fetchTicker("BTC/USDT"); // 错误!
// 正确写法 - PascalCase(C#风格)
var ticker = await exchange.FetchTicker("BTC/USDT");Not Awaiting Async Methods
未等待异步方法
csharp
// Wrong - missing await
var ticker = exchange.FetchTicker("BTC/USDT"); // Returns Task, not Ticker!
Console.WriteLine(ticker.Last); // ERROR!
// Correct
var ticker = await exchange.FetchTicker("BTC/USDT");
Console.WriteLine(ticker.Last); // Works!csharp
// 错误写法 - 缺少await
var ticker = exchange.FetchTicker("BTC/USDT"); // 返回Task,而非Ticker对象!
Console.WriteLine(ticker.Last); // 错误!
// 正确写法
var ticker = await exchange.FetchTicker("BTC/USDT");
Console.WriteLine(ticker.Last); // 正常运行!Using REST for Real-time Monitoring
使用REST进行实时监控
csharp
// Wrong - wastes rate limits
while (true)
{
var ticker = await exchange.FetchTicker("BTC/USDT"); // REST
Console.WriteLine(ticker.Last);
await Task.Delay(1000);
}
// Correct - use WebSocket
using ccxt.pro;
var exchange = new Binance();
while (true)
{
var ticker = await exchange.WatchTicker("BTC/USDT"); // WebSocket
Console.WriteLine(ticker.Last);
}csharp
// 错误写法 - 浪费请求次数
while (true)
{
var ticker = await exchange.FetchTicker("BTC/USDT"); // REST请求
Console.WriteLine(ticker.Last);
await Task.Delay(1000);
}
// 正确写法 - 使用WebSocket
using ccxt.pro;
var exchange = new Binance();
while (true)
{
var ticker = await exchange.WatchTicker("BTC/USDT"); // WebSocket实时推送
Console.WriteLine(ticker.Last);
}Not Closing WebSocket Connections
未关闭WebSocket连接
csharp
// Wrong - memory leak
var exchange = new ccxt.pro.Binance();
var ticker = await exchange.WatchTicker("BTC/USDT");
// Forgot to close!
// Correct
var exchange = new ccxt.pro.Binance();
try
{
while (true)
{
var ticker = await exchange.WatchTicker("BTC/USDT");
Console.WriteLine(ticker.Last);
}
}
finally
{
await exchange.Close();
}csharp
// 错误写法 - 内存泄漏
var exchange = new ccxt.pro.Binance();
var ticker = await exchange.WatchTicker("BTC/USDT");
// 忘记关闭连接!
// 正确写法
var exchange = new ccxt.pro.Binance();
try
{
while (true)
{
var ticker = await exchange.WatchTicker("BTC/USDT");
Console.WriteLine(ticker.Last);
}
}
finally
{
await exchange.Close();
}Incorrect Symbol Format
交易对格式错误
csharp
// Wrong symbol formats
"BTCUSDT" // Wrong - no separator
"BTC-USDT" // Wrong - dash separator
"btc/usdt" // Wrong - lowercase
// Correct symbol format
"BTC/USDT" // Unified CCXT formatcsharp
// 错误的交易对格式
"BTCUSDT" // 错误 - 无分隔符
"BTC-USDT" // 错误 - 使用短横线分隔
"btc/usdt" // 错误 - 小写
// 正确的交易对格式
"BTC/USDT" // CCXT统一格式Troubleshooting
故障排除
Common Issues
常见问题
1. "Package CCXT.NET not found"
- Solution: Run
dotnet add package CCXT.NET
2. "RateLimitExceeded"
- Solution: Set
EnableRateLimit = true
3. "AuthenticationError"
- Solution: Check API key and secret
- Verify API key permissions on exchange
- Check system clock is synced
4. "InvalidNonce"
- Solution: Sync system clock
- Use only one exchange instance per API key
5. "InsufficientFunds"
- Solution: Check available balance ()
balance["BTC"].Free - Account for trading fees
6. "ExchangeNotAvailable"
- Solution: Check exchange status/maintenance
- Retry after a delay
1. "未找到CCXT.NET包"
- 解决方案:执行
dotnet add package CCXT.NET
2. "RateLimitExceeded"
- 解决方案:设置
EnableRateLimit = true
3. "AuthenticationError"
- 解决方案:检查API密钥和密钥
- 验证API密钥在交易所的权限设置
- 检查系统时钟是否同步
4. "InvalidNonce"
- 解决方案:同步系统时钟
- 每个API密钥仅使用一个交易所实例
5. "InsufficientFunds"
- 解决方案:检查可用余额()
balance["BTC"].Free - 考虑交易手续费
6. "ExchangeNotAvailable"
- 解决方案:检查交易所状态/维护公告
- 延迟后重试
Debugging
调试
csharp
// Enable verbose logging
exchange.Verbose = true;
// Check exchange capabilities
Console.WriteLine(exchange.Has);
// {
// FetchTicker = true,
// FetchOrderBook = true,
// CreateOrder = true,
// ...
// }
// Check market information
var market = exchange.Markets["BTC/USDT"];
// Check last request/response
Console.WriteLine(exchange.LastHttpResponse);
Console.WriteLine(exchange.LastJsonResponse);csharp
// 启用详细日志
exchange.Verbose = true;
// 检查交易所支持的功能
Console.WriteLine(exchange.Has);
// {
// FetchTicker = true,
// FetchOrderBook = true,
// CreateOrder = true,
// ...
// }
// 检查交易对信息
var market = exchange.Markets["BTC/USDT"];
// 查看最后一次请求/响应
Console.WriteLine(exchange.LastHttpResponse);
Console.WriteLine(exchange.LastJsonResponse);