ccxt-csharp

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CCXT 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.NET
Or via Visual Studio:
  1. Right-click project → Manage NuGet Packages
  2. Search for "CCXT.NET"
  3. Click Install
bash
dotnet add package CCXT.NET
或者通过Visual Studio:
  1. 右键项目 → 管理NuGet程序包
  2. 搜索“CCXT.NET”
  3. 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

FeatureREST APIWebSocket API
Use forOne-time queries, placing ordersReal-time monitoring, live price feeds
Import
using ccxt;
using ccxt.pro;
Methods
Fetch*
(FetchTicker, FetchOrderBook)
Watch*
(WatchTicker, WatchOrderBook)
SpeedSlower (HTTP request/response)Faster (persistent connection)
Rate limitsStrict (1-2 req/sec)More lenient (continuous stream)
Best forTrading, account managementPrice monitoring, arbitrage detection
Method naming: C# uses PascalCase -
FetchTicker
not
fetchTicker
,
WatchTicker
not
watchTicker
特性REST APIWebSocket 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
using ccxt;
using ccxt.pro;
方法前缀
Fetch*
(如FetchTicker、FetchOrderBook)
Watch*
(如WatchTicker、WatchOrderBook)
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
FetchTicker
而非
fetchTicker
WatchTicker
而非
watchTicker

Creating 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 amount
csharp
// 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 levels
csharp
// 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 balance
csharp
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

  • fetchTicker(symbol)
    - Fetch ticker for one symbol
  • fetchTickers([symbols])
    - Fetch multiple tickers at once
  • fetchBidsAsks([symbols])
    - Fetch best bid/ask for multiple symbols
  • fetchLastPrices([symbols])
    - Fetch last prices
  • fetchMarkPrices([symbols])
    - Fetch mark prices (derivatives)
  • fetchTicker(symbol)
    - 获取单个交易对行情
  • fetchTickers([symbols])
    - 批量获取多个交易对行情
  • fetchBidsAsks([symbols])
    - 获取多个交易对的最优买卖价
  • fetchLastPrices([symbols])
    - 获取多个交易对的最新成交价
  • fetchMarkPrices([symbols])
    - 获取多个交易对的标记价格(衍生品)

Order Books

订单簿

  • fetchOrderBook(symbol, limit)
    - Fetch order book
  • fetchOrderBooks([symbols])
    - Fetch multiple order books
  • fetchL2OrderBook(symbol)
    - Fetch level 2 order book
  • fetchL3OrderBook(symbol)
    - Fetch level 3 order book (if supported)
  • fetchOrderBook(symbol, limit)
    - 获取订单簿
  • fetchOrderBooks([symbols])
    - 批量获取多个交易对的订单簿
  • fetchL2OrderBook(symbol)
    - 获取Level 2订单簿
  • fetchL3OrderBook(symbol)
    - 获取Level 3订单簿(如交易所支持)

Trades

交易记录

  • fetchTrades(symbol, since, limit)
    - Fetch public trades
  • fetchMyTrades(symbol, since, limit)
    - Fetch your trades (auth required)
  • fetchOrderTrades(orderId, symbol)
    - Fetch trades for specific order
  • fetchTrades(symbol, since, limit)
    - 获取公开交易记录
  • fetchMyTrades(symbol, since, limit)
    - 获取个人交易记录(需身份验证)
  • fetchOrderTrades(orderId, symbol)
    - 获取指定订单的交易记录

OHLCV (Candlesticks)

K线数据(蜡烛图)

  • fetchOHLCV(symbol, timeframe, since, limit)
    - Fetch candlestick data
  • fetchIndexOHLCV(symbol, timeframe)
    - Fetch index price OHLCV
  • fetchMarkOHLCV(symbol, timeframe)
    - Fetch mark price OHLCV
  • fetchPremiumIndexOHLCV(symbol, timeframe)
    - Fetch premium index OHLCV
  • fetchOHLCV(symbol, timeframe, since, limit)
    - 获取K线数据
  • fetchIndexOHLCV(symbol, timeframe)
    - 获取指数价格K线数据
  • fetchMarkOHLCV(symbol, timeframe)
    - 获取标记价格K线数据
  • fetchPremiumIndexOHLCV(symbol, timeframe)
    - 获取溢价指数K线数据

Account & Balance

账户与余额

  • fetchBalance()
    - Fetch account balance (auth required)
  • fetchAccounts()
    - Fetch sub-accounts
  • fetchLedger(code, since, limit)
    - Fetch ledger history
  • fetchLedgerEntry(id, code)
    - Fetch specific ledger entry
  • fetchTransactions(code, since, limit)
    - Fetch transactions
  • fetchDeposits(code, since, limit)
    - Fetch deposit history
  • fetchWithdrawals(code, since, limit)
    - Fetch withdrawal history
  • fetchDepositsWithdrawals(code, since, limit)
    - Fetch both deposits and withdrawals
  • fetchBalance()
    - 获取账户余额(需身份验证)
  • fetchAccounts()
    - 获取子账户信息
  • fetchLedger(code, since, limit)
    - 获取账户流水记录
  • fetchLedgerEntry(id, code)
    - 获取单个流水记录详情
  • fetchTransactions(code, since, limit)
    - 获取交易记录
  • fetchDeposits(code, since, limit)
    - 获取充值记录
  • fetchWithdrawals(code, since, limit)
    - 获取提现记录
  • fetchDepositsWithdrawals(code, since, limit)
    - 同时获取充值和提现记录

Trading Methods

交易操作方法

Creating Orders

创建订单

  • createOrder(symbol, type, side, amount, price, params)
    - Create order (generic)
  • createLimitOrder(symbol, side, amount, price)
    - Create limit order
  • createMarketOrder(symbol, side, amount)
    - Create market order
  • createLimitBuyOrder(symbol, amount, price)
    - Buy limit order
  • createLimitSellOrder(symbol, amount, price)
    - Sell limit order
  • createMarketBuyOrder(symbol, amount)
    - Buy market order
  • createMarketSellOrder(symbol, amount)
    - Sell market order
  • createMarketBuyOrderWithCost(symbol, cost)
    - Buy with specific cost
  • createStopLimitOrder(symbol, side, amount, price, stopPrice)
    - Stop-limit order
  • createStopMarketOrder(symbol, side, amount, stopPrice)
    - Stop-market order
  • createStopLossOrder(symbol, side, amount, stopPrice)
    - Stop-loss order
  • createTakeProfitOrder(symbol, side, amount, takeProfitPrice)
    - Take-profit order
  • createTrailingAmountOrder(symbol, side, amount, trailingAmount)
    - Trailing stop
  • createTrailingPercentOrder(symbol, side, amount, trailingPercent)
    - Trailing stop %
  • createTriggerOrder(symbol, side, amount, triggerPrice)
    - Trigger order
  • createPostOnlyOrder(symbol, side, amount, price)
    - Post-only order
  • createReduceOnlyOrder(symbol, side, amount, price)
    - Reduce-only order
  • createOrders([orders])
    - Create multiple orders at once
  • createOrderWithTakeProfitAndStopLoss(symbol, type, side, amount, price, tpPrice, slPrice)
    - OCO order
  • createOrder(symbol, type, side, amount, price, params)
    - 创建订单(通用方法)
  • createLimitOrder(symbol, side, amount, price)
    - 创建限价单
  • createMarketOrder(symbol, side, amount)
    - 创建市价单
  • createLimitBuyOrder(symbol, amount, price)
    - 创建买入限价单
  • createLimitSellOrder(symbol, amount, price)
    - 创建卖出限价单
  • createMarketBuyOrder(symbol, amount)
    - 创建买入市价单
  • createMarketSellOrder(symbol, amount)
    - 创建卖出市价单
  • createMarketBuyOrderWithCost(symbol, cost)
    - 按指定金额买入
  • createStopLimitOrder(symbol, side, amount, price, stopPrice)
    - 创建止损限价单
  • createStopMarketOrder(symbol, side, amount, stopPrice)
    - 创建止损市价单
  • createStopLossOrder(symbol, side, amount, stopPrice)
    - 创建止损单
  • createTakeProfitOrder(symbol, side, amount, takeProfitPrice)
    - 创建止盈单
  • createTrailingAmountOrder(symbol, side, amount, trailingAmount)
    - 创建追踪止损单(按金额)
  • createTrailingPercentOrder(symbol, side, amount, trailingPercent)
    - 创建追踪止损单(按比例)
  • createTriggerOrder(symbol, side, amount, triggerPrice)
    - 创建触发单
  • createPostOnlyOrder(symbol, side, amount, price)
    - 创建只做市单
  • createReduceOnlyOrder(symbol, side, amount, price)
    - 创建只减仓单
  • createOrders([orders])
    - 批量创建多个订单
  • createOrderWithTakeProfitAndStopLoss(symbol, type, side, amount, price, tpPrice, slPrice)
    - 创建OCO订单(止盈止损联动单)

Managing Orders

订单管理

  • fetchOrder(orderId, symbol)
    - Fetch single order
  • fetchOrders(symbol, since, limit)
    - Fetch all orders
  • fetchOpenOrders(symbol, since, limit)
    - Fetch open orders
  • fetchClosedOrders(symbol, since, limit)
    - Fetch closed orders
  • fetchCanceledOrders(symbol, since, limit)
    - Fetch canceled orders
  • fetchOpenOrder(orderId, symbol)
    - Fetch specific open order
  • fetchOrdersByStatus(status, symbol)
    - Fetch orders by status
  • cancelOrder(orderId, symbol)
    - Cancel single order
  • cancelOrders([orderIds], symbol)
    - Cancel multiple orders
  • cancelAllOrders(symbol)
    - Cancel all orders for symbol
  • editOrder(orderId, symbol, type, side, amount, price)
    - Modify order
  • fetchOrder(orderId, symbol)
    - 获取单个订单详情
  • fetchOrders(symbol, since, limit)
    - 获取所有订单
  • fetchOpenOrders(symbol, since, limit)
    - 获取未成交订单
  • fetchClosedOrders(symbol, since, limit)
    - 获取已成交订单
  • fetchCanceledOrders(symbol, since, limit)
    - 获取已取消订单
  • fetchOpenOrder(orderId, symbol)
    - 获取单个未成交订单
  • fetchOrdersByStatus(status, symbol)
    - 按状态筛选订单
  • cancelOrder(orderId, symbol)
    - 取消单个订单
  • cancelOrders([orderIds], symbol)
    - 批量取消多个订单
  • cancelAllOrders(symbol)
    - 取消某交易对的所有订单
  • editOrder(orderId, symbol, type, side, amount, price)
    - 修改订单

Margin & Leverage

保证金与杠杆

  • fetchBorrowRate(code)
    - Fetch borrow rate for margin
  • fetchBorrowRates([codes])
    - Fetch multiple borrow rates
  • fetchBorrowRateHistory(code, since, limit)
    - Historical borrow rates
  • fetchCrossBorrowRate(code)
    - Cross margin borrow rate
  • fetchIsolatedBorrowRate(symbol, code)
    - Isolated margin borrow rate
  • borrowMargin(code, amount, symbol)
    - Borrow margin
  • repayMargin(code, amount, symbol)
    - Repay margin
  • fetchLeverage(symbol)
    - Fetch leverage
  • setLeverage(leverage, symbol)
    - Set leverage
  • fetchLeverageTiers(symbols)
    - Fetch leverage tiers
  • fetchMarketLeverageTiers(symbol)
    - Leverage tiers for market
  • setMarginMode(marginMode, symbol)
    - Set margin mode (cross/isolated)
  • fetchMarginMode(symbol)
    - Fetch margin mode
  • fetchBorrowRate(code)
    - 获取保证金借贷利率
  • fetchBorrowRates([codes])
    - 批量获取多个币种的借贷利率
  • fetchBorrowRateHistory(code, since, limit)
    - 获取借贷利率历史数据
  • fetchCrossBorrowRate(code)
    - 获取全仓保证金借贷利率
  • fetchIsolatedBorrowRate(symbol, code)
    - 获取逐仓保证金借贷利率
  • borrowMargin(code, amount, symbol)
    - 借入保证金
  • repayMargin(code, amount, symbol)
    - 归还保证金
  • fetchLeverage(symbol)
    - 获取当前杠杆倍数
  • setLeverage(leverage, symbol)
    - 设置杠杆倍数
  • fetchLeverageTiers(symbols)
    - 获取杠杆等级
  • fetchMarketLeverageTiers(symbol)
    - 获取指定交易对的杠杆等级
  • setMarginMode(marginMode, symbol)
    - 设置保证金模式(全仓/逐仓)
  • fetchMarginMode(symbol)
    - 获取当前保证金模式

Derivatives & Futures

衍生品与期货

Positions

仓位

  • fetchPosition(symbol)
    - Fetch single position
  • fetchPositions([symbols])
    - Fetch all positions
  • fetchPositionsForSymbol(symbol)
    - Fetch positions for symbol
  • fetchPositionHistory(symbol, since, limit)
    - Position history
  • fetchPositionsHistory(symbols, since, limit)
    - Multiple position history
  • fetchPositionMode(symbol)
    - Fetch position mode (one-way/hedge)
  • setPositionMode(hedged, symbol)
    - Set position mode
  • closePosition(symbol, side)
    - Close position
  • closeAllPositions()
    - Close all positions
  • fetchPosition(symbol)
    - 获取单个仓位信息
  • fetchPositions([symbols])
    - 获取所有仓位信息
  • fetchPositionsForSymbol(symbol)
    - 获取指定交易对的仓位信息
  • fetchPositionHistory(symbol, since, limit)
    - 获取仓位历史记录
  • fetchPositionsHistory(symbols, since, limit)
    - 批量获取多个交易对的仓位历史记录
  • fetchPositionMode(symbol)
    - 获取仓位模式(单向/双向)
  • setPositionMode(hedged, symbol)
    - 设置仓位模式
  • closePosition(symbol, side)
    - 平仓
  • closeAllPositions()
    - 全部平仓

Funding & Settlement

资金费用与结算

  • fetchFundingRate(symbol)
    - Current funding rate
  • fetchFundingRates([symbols])
    - Multiple funding rates
  • fetchFundingRateHistory(symbol, since, limit)
    - Funding rate history
  • fetchFundingHistory(symbol, since, limit)
    - Your funding payments
  • fetchFundingInterval(symbol)
    - Funding interval
  • fetchSettlementHistory(symbol, since, limit)
    - Settlement history
  • fetchMySettlementHistory(symbol, since, limit)
    - Your settlement history
  • fetchFundingRate(symbol)
    - 获取当前资金费率
  • fetchFundingRates([symbols])
    - 批量获取多个交易对的资金费率
  • fetchFundingRateHistory(symbol, since, limit)
    - 获取资金费率历史数据
  • fetchFundingHistory(symbol, since, limit)
    - 获取个人资金费用记录
  • fetchFundingInterval(symbol)
    - 获取资金费用结算间隔
  • fetchSettlementHistory(symbol, since, limit)
    - 获取结算历史记录
  • fetchMySettlementHistory(symbol, since, limit)
    - 获取个人结算历史记录

Open Interest & Liquidations

持仓量与强平

  • fetchOpenInterest(symbol)
    - Open interest for symbol
  • fetchOpenInterests([symbols])
    - Multiple open interests
  • fetchOpenInterestHistory(symbol, timeframe, since, limit)
    - OI history
  • fetchLiquidations(symbol, since, limit)
    - Public liquidations
  • fetchMyLiquidations(symbol, since, limit)
    - Your liquidations
  • fetchOpenInterest(symbol)
    - 获取指定交易对的持仓量
  • fetchOpenInterests([symbols])
    - 批量获取多个交易对的持仓量
  • fetchOpenInterestHistory(symbol, timeframe, since, limit)
    - 获取持仓量历史数据
  • fetchLiquidations(symbol, since, limit)
    - 获取公开强平记录
  • fetchMyLiquidations(symbol, since, limit)
    - 获取个人强平记录

Options

期权

  • fetchOption(symbol)
    - Fetch option info
  • fetchOptionChain(code)
    - Fetch option chain
  • fetchGreeks(symbol)
    - Fetch option greeks
  • fetchVolatilityHistory(code, since, limit)
    - Volatility history
  • fetchUnderlyingAssets()
    - Fetch underlying assets
  • fetchOption(symbol)
    - 获取期权合约信息
  • fetchOptionChain(code)
    - 获取期权链
  • fetchGreeks(symbol)
    - 获取期权希腊值
  • fetchVolatilityHistory(code, since, limit)
    - 获取波动率历史数据
  • fetchUnderlyingAssets()
    - 获取标的资产信息

Fees & Limits

手续费与限制

  • fetchTradingFee(symbol)
    - Trading fee for symbol
  • fetchTradingFees([symbols])
    - Trading fees for multiple symbols
  • fetchTradingLimits([symbols])
    - Trading limits
  • fetchTransactionFee(code)
    - Transaction/withdrawal fee
  • fetchTransactionFees([codes])
    - Multiple transaction fees
  • fetchDepositWithdrawFee(code)
    - Deposit/withdrawal fee
  • fetchDepositWithdrawFees([codes])
    - Multiple deposit/withdraw fees
  • fetchTradingFee(symbol)
    - 获取指定交易对的交易手续费
  • fetchTradingFees([symbols])
    - 批量获取多个交易对的交易手续费
  • fetchTradingLimits([symbols])
    - 获取交易限制
  • fetchTransactionFee(code)
    - 获取提币手续费
  • fetchTransactionFees([codes])
    - 批量获取多个币种的提币手续费
  • fetchDepositWithdrawFee(code)
    - 获取充提手续费
  • fetchDepositWithdrawFees([codes])
    - 批量获取多个币种的充提手续费

Deposits & Withdrawals

充值与提现

  • fetchDepositAddress(code, params)
    - Get deposit address
  • fetchDepositAddresses([codes])
    - Multiple deposit addresses
  • fetchDepositAddressesByNetwork(code)
    - Addresses by network
  • createDepositAddress(code, params)
    - Create new deposit address
  • fetchDeposit(id, code)
    - Fetch single deposit
  • fetchWithdrawal(id, code)
    - Fetch single withdrawal
  • fetchWithdrawAddresses(code)
    - Fetch withdrawal addresses
  • fetchWithdrawalWhitelist(code)
    - Fetch whitelist
  • withdraw(code, amount, address, tag, params)
    - Withdraw funds
  • deposit(code, amount, params)
    - Deposit funds (if supported)
  • fetchDepositAddress(code, params)
    - 获取充值地址
  • fetchDepositAddresses([codes])
    - 批量获取多个币种的充值地址
  • fetchDepositAddressesByNetwork(code)
    - 获取指定币种按网络分类的充值地址
  • createDepositAddress(code, params)
    - 创建新的充值地址
  • fetchDeposit(id, code)
    - 获取单个充值记录
  • fetchWithdrawal(id, code)
    - 获取单个提现记录
  • fetchWithdrawAddresses(code)
    - 获取提币地址
  • fetchWithdrawalWhitelist(code)
    - 获取提币白名单
  • withdraw(code, amount, address, tag, params)
    - 提币
  • deposit(code, amount, params)
    - 充值(如交易所支持)

Transfer & Convert

划转与兑换

  • transfer(code, amount, fromAccount, toAccount)
    - Internal transfer
  • fetchTransfer(id, code)
    - Fetch transfer info
  • fetchTransfers(code, since, limit)
    - Fetch transfer history
  • fetchConvertCurrencies()
    - Currencies available for convert
  • fetchConvertQuote(fromCode, toCode, amount)
    - Get conversion quote
  • createConvertTrade(fromCode, toCode, amount)
    - Execute conversion
  • fetchConvertTrade(id)
    - Fetch convert trade
  • fetchConvertTradeHistory(code, since, limit)
    - Convert history
  • transfer(code, amount, fromAccount, toAccount)
    - 内部划转
  • fetchTransfer(id, code)
    - 获取划转记录详情
  • fetchTransfers(code, since, limit)
    - 获取划转历史记录
  • fetchConvertCurrencies()
    - 获取支持兑换的币种
  • fetchConvertQuote(fromCode, toCode, amount)
    - 获取兑换报价
  • createConvertTrade(fromCode, toCode, amount)
    - 执行兑换
  • fetchConvertTrade(id)
    - 获取兑换记录详情
  • fetchConvertTradeHistory(code, since, limit)
    - 获取兑换历史记录

Market Info

市场信息

  • fetchMarkets()
    - Fetch all markets
  • fetchCurrencies()
    - Fetch all currencies
  • fetchTime()
    - Fetch exchange server time
  • fetchStatus()
    - Fetch exchange status
  • fetchBorrowInterest(code, symbol, since, limit)
    - Borrow interest paid
  • fetchLongShortRatio(symbol, timeframe, since, limit)
    - Long/short ratio
  • fetchLongShortRatioHistory(symbol, timeframe, since, limit)
    - L/S ratio history
  • fetchMarkets()
    - 获取所有交易对信息
  • fetchCurrencies()
    - 获取所有币种信息
  • fetchTime()
    - 获取交易所服务器时间
  • fetchStatus()
    - 获取交易所状态
  • fetchBorrowInterest(code, symbol, since, limit)
    - 获取保证金借贷利息记录
  • fetchLongShortRatio(symbol, timeframe, since, limit)
    - 获取多空持仓比
  • fetchLongShortRatioHistory(symbol, timeframe, since, limit)
    - 获取多空持仓比历史数据

WebSocket Methods (ccxt.pro)

WebSocket方法(ccxt.pro)

All REST methods have WebSocket equivalents with
watch*
prefix:
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

  • watchTicker(symbol)
    - Watch single ticker
  • watchTickers([symbols])
    - Watch multiple tickers
  • watchOrderBook(symbol)
    - Watch order book updates
  • watchOrderBookForSymbols([symbols])
    - Watch multiple order books
  • watchTrades(symbol)
    - Watch public trades
  • watchOHLCV(symbol, timeframe)
    - Watch candlestick updates
  • watchBidsAsks([symbols])
    - Watch best bid/ask
  • watchTicker(symbol)
    - 监控单个交易对行情
  • watchTickers([symbols])
    - 批量监控多个交易对行情
  • watchOrderBook(symbol)
    - 监控订单簿实时更新
  • watchOrderBookForSymbols([symbols])
    - 批量监控多个交易对的订单簿
  • watchTrades(symbol)
    - 监控公开交易实时流
  • watchOHLCV(symbol, timeframe)
    - 监控K线实时更新
  • watchBidsAsks([symbols])
    - 监控多个交易对的最优买卖价实时更新

Real-time Account Data (Auth Required)

实时账户数据(需身份验证)

  • watchBalance()
    - Watch balance updates
  • watchOrders(symbol)
    - Watch your order updates
  • watchMyTrades(symbol)
    - Watch your trade updates
  • watchPositions([symbols])
    - Watch position updates
  • watchPositionsForSymbol(symbol)
    - Watch positions for symbol
  • watchBalance()
    - 监控账户余额实时更新
  • watchOrders(symbol)
    - 监控个人订单实时更新
  • watchMyTrades(symbol)
    - 监控个人交易记录实时更新
  • watchPositions([symbols])
    - 监控仓位实时更新
  • watchPositionsForSymbol(symbol)
    - 监控指定交易对的仓位实时更新

Authentication Required

需身份验证的方法

Methods marked with 🔒 require API credentials:
  • All
    create*
    methods (creating orders, addresses)
  • All
    cancel*
    methods (canceling orders)
  • All
    edit*
    methods (modifying orders)
  • All
    fetchMy*
    methods (your trades, orders)
  • fetchBalance
    ,
    fetchLedger
    ,
    fetchAccounts
  • withdraw
    ,
    transfer
    ,
    deposit
  • Margin/leverage methods
  • Position methods
  • watchBalance
    ,
    watchOrders
    ,
    watchMyTrades
    ,
    watchPositions
标记有🔒的方法需要API凭证:
  • 所有
    create*
    方法(创建订单、创建地址等)
  • 所有
    cancel*
    方法(取消订单等)
  • 所有
    edit*
    方法(修改订单等)
  • 所有
    fetchMy*
    方法(个人交易记录、个人订单等)
  • fetchBalance
    fetchLedger
    fetchAccounts
  • withdraw
    transfer
    deposit
  • 保证金/杠杆相关方法
  • 仓位相关方法
  • watchBalance
    watchOrders
    watchMyTrades
    watchPositions

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

  • fetch*
    - REST API methods (HTTP requests)
  • watch*
    - WebSocket methods (real-time streams)
  • create*
    - Create new resources (orders, addresses)
  • cancel*
    - Cancel existing resources
  • edit*
    - Modify existing resources
  • set*
    - Configure settings (leverage, margin mode)
  • *Ws
    suffix - WebSocket variant (some exchanges)
  • fetch*
    - REST API方法(HTTP请求)
  • watch*
    - WebSocket方法(实时流)
  • create*
    - 创建新资源(订单、地址等)
  • cancel*
    - 取消现有资源
  • edit*
    - 修改现有资源
  • set*
    - 配置设置(杠杆、保证金模式等)
  • *Ws
    后缀 - WebSocket变体方法(部分交易所支持)

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 proxy
WebSocket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
*Ws
suffix:
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
*Ws
为后缀:

Trading via WebSocket

通过WebSocket进行交易

Creating Orders:
  • createOrderWs
    - Create order via WebSocket (faster than REST)
  • createLimitOrderWs
    - Create limit order via WebSocket
  • createMarketOrderWs
    - Create market order via WebSocket
  • createLimitBuyOrderWs
    - Buy limit order via WebSocket
  • createLimitSellOrderWs
    - Sell limit order via WebSocket
  • createMarketBuyOrderWs
    - Buy market order via WebSocket
  • createMarketSellOrderWs
    - Sell market order via WebSocket
  • createStopLimitOrderWs
    - Stop-limit order via WebSocket
  • createStopMarketOrderWs
    - Stop-market order via WebSocket
  • createStopLossOrderWs
    - Stop-loss order via WebSocket
  • createTakeProfitOrderWs
    - Take-profit order via WebSocket
  • createTrailingAmountOrderWs
    - Trailing stop via WebSocket
  • createTrailingPercentOrderWs
    - Trailing stop % via WebSocket
  • createPostOnlyOrderWs
    - Post-only order via WebSocket
  • createReduceOnlyOrderWs
    - Reduce-only order via WebSocket
Managing Orders:
  • editOrderWs
    - Edit order via WebSocket
  • cancelOrderWs
    - Cancel order via WebSocket (faster than REST)
  • cancelOrdersWs
    - Cancel multiple orders via WebSocket
  • cancelAllOrdersWs
    - Cancel all orders via WebSocket
Fetching Data:
  • fetchOrderWs
    - Fetch order via WebSocket
  • fetchOrdersWs
    - Fetch orders via WebSocket
  • fetchOpenOrdersWs
    - Fetch open orders via WebSocket
  • fetchClosedOrdersWs
    - Fetch closed orders via WebSocket
  • fetchMyTradesWs
    - Fetch your trades via WebSocket
  • fetchBalanceWs
    - Fetch balance via WebSocket
  • fetchPositionWs
    - Fetch position via WebSocket
  • fetchPositionsWs
    - Fetch positions via WebSocket
  • fetchPositionsForSymbolWs
    - Fetch positions for symbol via WebSocket
  • fetchTradingFeesWs
    - Fetch trading fees via WebSocket
创建订单:
  • createOrderWs
    - 通过WebSocket创建订单(比REST更快)
  • createLimitOrderWs
    - 通过WebSocket创建限价单
  • createMarketOrderWs
    - 通过WebSocket创建市价单
  • createLimitBuyOrderWs
    - 通过WebSocket创建买入限价单
  • createLimitSellOrderWs
    - 通过WebSocket创建卖出限价单
  • createMarketBuyOrderWs
    - 通过WebSocket创建买入市价单
  • createMarketSellOrderWs
    - 通过WebSocket创建卖出市价单
  • createStopLimitOrderWs
    - 通过WebSocket创建止损限价单
  • createStopMarketOrderWs
    - 通过WebSocket创建止损市价单
  • createStopLossOrderWs
    - 通过WebSocket创建止损单
  • createTakeProfitOrderWs
    - 通过WebSocket创建止盈单
  • createTrailingAmountOrderWs
    - 通过WebSocket创建追踪止损单(按金额)
  • createTrailingPercentOrderWs
    - 通过WebSocket创建追踪止损单(按比例)
  • createPostOnlyOrderWs
    - 通过WebSocket创建只做市单
  • createReduceOnlyOrderWs
    - 通过WebSocket创建只减仓单
订单管理:
  • editOrderWs
    - 通过WebSocket修改订单
  • cancelOrderWs
    - 通过WebSocket取消订单(比REST更快)
  • cancelOrdersWs
    - 通过WebSocket批量取消多个订单
  • cancelAllOrdersWs
    - 通过WebSocket取消某交易对的所有订单
数据获取:
  • fetchOrderWs
    - 通过WebSocket获取订单详情
  • fetchOrdersWs
    - 通过WebSocket获取订单列表
  • fetchOpenOrdersWs
    - 通过WebSocket获取未成交订单
  • fetchClosedOrdersWs
    - 通过WebSocket获取已成交订单
  • fetchMyTradesWs
    - 通过WebSocket获取个人交易记录
  • fetchBalanceWs
    - 通过WebSocket获取账户余额
  • fetchPositionWs
    - 通过WebSocket获取仓位信息
  • fetchPositionsWs
    - 通过WebSocket获取所有仓位信息
  • fetchPositionsForSymbolWs
    - 通过WebSocket获取指定交易对的仓位信息
  • fetchTradingFeesWs
    - 通过WebSocket获取交易手续费

When to Use WebSocket Methods

何时使用WebSocket方法

Use
*Ws
methods when:
  • 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
*Ws
方法:
  • 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
   └─ NotSupported
BaseError
├─ NetworkError(可恢复 - 可重试)
│  ├─ RequestTimeout
│  ├─ ExchangeNotAvailable
│  ├─ RateLimitExceeded
│  └─ DDoSProtection
└─ ExchangeError(不可恢复 - 请勿重试)
   ├─ AuthenticationError
   ├─ InsufficientFunds
   ├─ InvalidOrder
   └─ NotSupported

Basic 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 requests
csharp
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 format
csharp
// 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);

Learn More

了解更多