exchanges

exchanges

Go exchange SDKs, capability-honest adapters, and a trading runtime inspired by NautilusTrader's strategy, execution, risk, portfolio, backtest, and live-node workflow style.

This repository has two connected responsibilities:

• provide venue-native SDKs and normalized crypto exchange adapters;
• provide a Go trading runtime where one strategy can use the same strategy.Runtime shape in deterministic backtests and live node wiring.

The implementation is clean-room and idiomatic Go. NautilusTrader is used as the behavioral style reference in this README only; the docs site describes this project on its own terms.

Start Here

If you are new to the repository, read these in order:

1. Getting Started: install the module, fetch data, write a strategy, run a backtest, and assemble a live node.
2. Module Guide: what every package does and when to import it.
3. Runtime Flow: how data, orders, fills, risk, portfolio, and reconciliation move through the system.
4. Reliable Quant Program Guide: practical rules for writing safer trading programs.
5. Examples: runnable API recipes from simple adapter market data to an in-memory live node.
6. Documentation Index: the full docs site map.

Current Status

The repository already contains first-pass implementations across SDKs, adapters, model, cache, data, execution, account, risk, portfolio, strategy, backtest, live, platform, and reusable tests. Many surfaces are still marked Partial or Planned in the feature and capability matrices.

Do not treat a venue or runtime feature as production-complete only because a package exists. Capability truth comes from:

• Complete Feature Matrix
• Adapter Capability Matrix
• Master Scorecard
• Complete Quality Gate

The long-running project target is measured through a 1000 point NautilusTrader-style parity scorecard implemented in testsuite. Required release status means all mandatory cases pass, every claimed adapter capability has evidence, and unsupported lifecycle behavior is explicit.

Architecture At A Glance

strategy code
        |
        v
strategy.Runtime
        |
        +--> backtest.Runner
        |
        +--> live.Node
                 |
                 v
             platform.Node
                 |
                 +--> data.Engine -----> venue.DataClient -----> adapter/* -----> sdk/*
                 +--> execution.Engine -> venue.ExecutionClient -> adapter/* -----> sdk/*
                 +--> account.Reconciler
                 +--> risk.Engine
                 +--> portfolio.Portfolio
                 +--> cache.Cache
                 +--> bus.Bus

Layer boundaries:

• sdk/: venue-native protocol clients.
• adapter/ and venue/: normalized cross-venue surfaces and declared capabilities.
• runtime packages: strategy, data, execution, account, risk, portfolio, cache, backtest, live, platform, bus, and kernel behavior.

Read Project Architecture and Module Guide for the detailed version.

Supported Venue Families

The repository currently has SDK and adapter coverage for Binance, Aster, OKX, Bybit, Bitget, Hyperliquid, Lighter, Nado, EdgeX, GRVT, StandX, and Backpack.

Capability truth is not this overview table; it is the adapter's venue.DeclaredCapabilities plus the Adapter Capability Matrix.

Installation

go get github.com/QuantProcessing/exchanges

The module currently targets Go 1.26.

Quick Example: Adapter Market Data

package main

import (
    "context"
    "fmt"

    "github.com/QuantProcessing/exchanges/adapter/binance"
    "github.com/QuantProcessing/exchanges/model"
)

func main() {
    ctx := context.Background()

    adp, err := binance.NewSpotAdapter(ctx, binance.Options{})
    if err != nil {
        panic(err)
    }
    defer adp.Close(ctx)

    ticker, err := adp.Data().FetchTicker(ctx, model.MustInstrumentID("BTC-USDT-SPOT.BINANCE"))
    if err != nil {
        panic(err)
    }

    fmt.Println(ticker.Last)
}

The compiled version of this pattern lives in 01_fetch_ticker_with_adapter.go.

Quick Example: Strategy Shape

type Strategy struct {
    runtime      strategy.Runtime
    accountID    model.AccountID
    instrumentID model.InstrumentID
}

func (s *Strategy) OnStart(ctx context.Context, rt strategy.Runtime) error {
    s.runtime = rt
    return rt.SubscribeOrderBookDepth(ctx, s.instrumentID, 2)
}

func (s *Strategy) OnOrderBook(ctx context.Context, book model.OrderBook) error {
    if len(book.Asks) == 0 {
        return nil
    }
    order := s.runtime.OrderFactory(s.accountID).Limit(
        book.InstrumentID,
        model.OrderSideBuy,
        decimal.RequireFromString("0.01"),
        book.Asks[0].Price,
    )
    _, err := s.runtime.SubmitOrder(ctx, order)
    return err
}

Continue with Strategy Authoring, Backtesting, and Live Trading. The matching runnable code is organized in examples.

NautilusTrader-Style Contract

The target behavior is:

A strategy written once against the Go strategy.Runtime can run unchanged in backtest and live modes; submit bracket, list, and advanced orders; receive typed order, fill, position, account, and data callbacks; survive private stream disconnects and startup gaps; reconcile missing fills, orders, and positions without duplicate state; enforce risk before execution; compute portfolio state and PnL consistently; and pass a reusable NautilusTrader-style scorecard for every claimed adapter capability.

Golden scenarios:

Verification

Use the smallest gate that proves the claim being made.

env GOCACHE=/private/tmp/go-build-exchanges go test -count=1 ./examples/...
env GOCACHE=/private/tmp/go-build-exchanges go test -count=1 ./strategy ./backtest ./live ./platform
env GOCACHE=/private/tmp/go-build-exchanges go test -count=1 ./venue ./testsuite ./adapter/... ./config/all -run 'Adapter|Capability|Contract|PrivateStream|Resubscribe'
env GOCACHE=/private/tmp/go-build-exchanges go test -count=1 ./testsuite -run 'TestNautilusMaster'
git diff --check

Full local gates:

bash scripts/verify_nautilus_parity.sh
bash scripts/generate_nautilus_benchmark_report.sh

Live Test Policy

Public SDK read tests may call real public exchange endpoints. Private read tests require credentials and should skip when credentials are absent. Live write tests must never execute by default; they require an exchange-specific enable flag plus credentials and should use internal/testenv.RequireLiveWrite.

Unsupported behavior must return model.ErrNotSupported or a wrapped equivalent that works with errors.Is.

Related Docs

• SDK README
• Examples
• Documentation Index
• Project Architecture
• Module Guide
• Quant Developer Use Cases
• Adapter Capabilities
• Platform Completion Plan