Exchange Connectivity¶

How TradAI connects to cryptocurrency exchanges for market data and trading.

Supported Exchanges¶

TradAI uses CCXT as a unified exchange abstraction layer. Any CCXT-supported exchange can be configured, though the platform is primarily tested with:

Trading Modes¶

The TradingMode enum controls which markets are queried:

• SPOT -- Spot trading markets
• MARGIN -- Margin trading markets
• FUTURES -- Perpetual swaps and delivery futures (maps to CCXT types swap and future)

from tradai.common import ExchangeConfig, TradingMode

# Binance futures (default)
config = ExchangeConfig(name="binance", trading_mode=TradingMode.FUTURES)

# Binance spot
config = ExchangeConfig(name="binance", trading_mode=TradingMode.SPOT)

Credential Management¶

Exchange credentials are stored in AWS Secrets Manager and loaded at runtime via ExchangeConfig.from_secret().

Secret Format¶

CEX (centralized exchange) secrets:

{
    "auth_type": "api_key",
    "api_key": "your-api-key",
    "api_secret": "your-api-secret",
    "passphrase": ""
}

DEX (decentralized exchange) secrets:

{
    "auth_type": "private_key",
    "private_key": "0x...",
    "wallet_address": "0x..."
}

Loading Credentials¶

from tradai.common import ExchangeConfig

# Load from Secrets Manager
config = ExchangeConfig.from_secret(
    secret_name="tradai/prod/exchange/binance",
    name="binance",
)

# Validate credentials work (calls fetch_balance)
config.validate_credentials(timeout=10)

The get_secret() function in tradai.common.aws.secrets_manager is thread-safe (uses explicit locking) and retrieves the secret as a parsed JSON dictionary.

Credential Rotation¶

Credentials must be rotated manually:

1. Generate new API key/secret on the exchange.
2. Update the secret in AWS Secrets Manager:

   aws secretsmanager update-secret \
       --secret-id tradai/prod/exchange/binance \
       --secret-string '{"auth_type":"api_key","api_key":"NEW_KEY","api_secret":"NEW_SECRET","passphrase":""}'
   

3. Restart affected ECS services so they pick up the new credentials:

   aws ecs update-service --cluster tradai-dev --service data-collection --force-new-deployment
   

4. Verify connectivity by checking service health logs.
5. Revoke the old API key on the exchange.

Rate Limiting¶

CCXT provides built-in rate limiting (enableRateLimit: true is set by default in create_ccxt_client). Each exchange class in CCXT enforces its own rate limits based on the exchange's documented API limits.

No additional application-level rate limiting is applied. CCXT's rate limiter is sufficient for the platform's data fetching patterns (sequential symbol iteration with pagination).

Failover Behavior¶

ResilientDataRepository¶

The ResilientDataRepository wraps any DataRepository with a circuit breaker:

from tradai.data.infrastructure.repositories import CCXTRepository, ResilientDataRepository

config = ExchangeConfig(name="binance", trading_mode=TradingMode.FUTURES)
repo = CCXTRepository(config)
resilient = ResilientDataRepository(repo, name="binance")

# Use exactly like a normal repository
data = resilient.fetch_ohlcv(symbols, date_range, timeframe)

Circuit breaker behavior:

• Tracks consecutive failures from retriable exceptions (ExternalServiceError, ConnectionError, TimeoutError).
• When the failure threshold is reached, the circuit opens and subsequent requests fail immediately with CircuitOpenError.
• After a recovery timeout, the circuit enters half-open state and allows a probe request.
• A successful probe closes the circuit; a failed probe re-opens it.

Partial Success Handling¶

CCXTRepository.fetch_ohlcv() fetches symbols sequentially. If some symbols fail:

• The repository logs a warning and continues with remaining symbols.
• Only raises DataFetchError if all symbols fail.
• Partial results are returned for the symbols that succeeded.

Current Limitations¶

Multi-exchange failover (falling back to a secondary exchange when the primary is down) is not implemented. The ResilientDataRepository operates on a single exchange. Multi-exchange failover is tracked as a separate initiative.

Configuration Reference¶

Source Files¶