MarketLab 1.1.0

Library to connect to MarketLab API. Get historical markets data to backtest your trading strategy on a cryptocurrencies exchanges like Binance, Poloniex, etc. This library includes a replaying engine. Get help from the documentation and example.

Install-Package MarketLab -Version 1.1.0

dotnet add package MarketLab --version 1.1.0

<PackageReference Include="MarketLab" Version="1.1.0" />

paket add MarketLab --version 1.1.0

// These fonctions must be used in a real project with class, etc.

using MarketLab;

// Init lib
MarketLabAPI ml = new MarketLabAP ('{YOUR_API_KEY}');

// Get list of exchanges
RootObjectExchanges list_exchanges = ml.get_exchanges();

// Get list of markets for an exchange
RootObjectMarkets list_markets = ml.get_markets('binance');

// Get information about a market
RootObjectInformationMarket info_market = ml.get_information_market('binance','eth_btc');

// Init replay, set false at the end to start it
ml.init_replay(callback, 'binance', 'eth_btc', '2020-04-06', '2020-04-08', 'trade', true);

// Callback on event (trade and orderbook)
void callback(Trade last_trade, Orderbook last_orderbook, MarketLabAPI.Event_type last_event_type) {
    // Add your trading algorithm here

    // Sample to get the price of the better ask and bid:
    if(last_orderbook != null){
        double best_ask = last_orderbook.orderbooks["asks"][0].price;
        double best_bid = last_orderbook.orderbooks["bids"][0].price;
    }

    // Event_type indicates if the last event is a trade, an orderbook or the end of replay.

   
    // Here return null but you can return an object
    return null;
}

// These fonctions must be used in a real project with class, etc.

using MarketLab;

// Init lib
MarketLabAPI ml = new MarketLabAP ('{YOUR_API_KEY}');

// Get list of exchanges
RootObjectExchanges list_exchanges = ml.get_exchanges();

// Get list of markets for an exchange
RootObjectMarkets list_markets = ml.get_markets('binance');

// Get information about a market
RootObjectInformationMarket info_market = ml.get_information_market('binance','eth_btc');

// Init replay, set false at the end to start it
ml.init_replay(callback, 'binance', 'eth_btc', '2020-04-06', '2020-04-08', 'trade', true);

// Callback on event (trade and orderbook)
void callback(Trade last_trade, Orderbook last_orderbook, MarketLabAPI.Event_type last_event_type) {
    // Add your trading algorithm here

    // Sample to get the price of the better ask and bid:
    if(last_orderbook != null){
        double best_ask = last_orderbook.orderbooks["asks"][0].price;
        double best_bid = last_orderbook.orderbooks["bids"][0].price;
    }

    // Event_type indicates if the last event is a trade, an orderbook or the end of replay.

   
    // Here return null but you can return an object
    return null;
}

Release Notes

Add posibility to return an object on callback

Dependencies

• .NETStandard 2.0

  • LumenWorksCsvReader (>= 4.0.0)
  • Newtonsoft.Json (>= 12.0.3)
  • RestSharp (>= 106.10.1)
  • SharpZipLib (>= 1.2.0)

Used By

Version History