haxchange 🤑

About

The goal of this project is to create a uniform E-DSL for various cryptocurrency exchanges. This could have many uses from arbitraging to algorithmic trading. I will initially only be implementing a select set of functions, but the hope is to extend it in the future.

Progress

Exchange	getMarkets	getTicker	getBalance	buyLimit	sellLimit
Kraken	✔️	✔️	✔️	✔️	✔️
Binance	✔️	✔️	✔️	✔️	✔️
Bittrex	✖️	✔️	✖️*	✖️*	✖️*

*New accounts are currently blocked

Templates

There is a template folder which contains the modules and tests necessary for adding a new exchange, along with most of the bolier plate.

There is a script for creating the files needed to add a new exchange.

Adding a new exchange

run the following

cd templates
sh make.sh <name of new exchange>

This will copy the template files replacing all <newmodule> tags with the name of the new exchange.

Contributions are welcomed with open arms :)

Implementation

There are shared ADT's that are uniform accross all exchanges. Each exchange implements custom FromJSON instances as appropriate.

In order to improve effeciency, the data types are mostly Text.

There are ToText and FromText type classes which each have one method

  toText :: a -> Text
  fromText :: Text -> a

Each exchange then implements overrides the ToText class with its own implementation

This helps with wrangling data into the unified model and vice-versa. The toText function is used to override the general version for special cases.

import qualified Types as T
instance ToText Currency where
  toText (COIN BTC) = "XBT"
  toText a          = T.toText a
  

*Kraken refers to Bitcoin as XBT whereas most exchanges refer to it as BTC

For more information please see the source