Welcome to CSuite

This is an unofficial interfacing framework for crypto trading on Binance using the Binance API and providing additional proprietary functionality aimed at algorithmic trading.

Note

This project is under active development.

Contents

• Getting Started
• BConnector
  • The API Client
  • Get Spot Timeseries
    • Get Multiple Spot Timeseries
  • Get Quote & Limit Order Book
    • Viewing the Orderbook
    • Get Quote
    • Getting Symbol Trade Parameters
  • Get Futures Data
    • Get Futures-Spot Spread
    • Get Futures Open Interest
    • Get Futures Long-Short
    • Get Futures Funding Rate
  • Options Data
    • Get Option Skew
    • Get Multiple Issue Skew
    • Options Vol Smirk
• CTester
  • Handing Timeseries
    • Download
    • Slice
    • Summarize
    • Linear Regression
    • Seasonality
    • Autocorrelation
    • A.D. Fuller
  • Plotting Timeseries
    • TimeSeries Plots
    • Quantile Plots
    • Seasonality Plot
    • Autocorrelation Plot
    • Benchmark Plot
  • Handling Portfolios
    • Calculte Equity Curve
    • Load Data
    • Summarize
  • Long Only Portfolio Backtesting
    • Run Simulation
    • Efficient Frontier
  • Pairs Trading
    • The Spread
      • Johansen test
      • VCEM Forecast
• CTrader
  • Setup & The Ledger
  • Orders & Order Entry
    • The Order Engine
    • Limit Order
      • Submit
      • Test
      • Cancel
      • Verify
    • Market Order
    • Post-Only Order
  • Order Book Functions
    • Build Ledger
    • Plot Limit Order Book
    • Expected Sweep Cost
    • Plot Expected Sweep Cost
  • Order Execution Algorithms
    • Tick Match
      • Direct Access
      • via OrderEngine Wrapper
    • Mid-Point Match
      • Direct Access
      • via OrderEngine Wrapper
    • Mini-Lot
      • Direct Access
      • via OrderEngine Wrapper
    • Breakeven
      • Direct Access
      • via OrderEngine Wrapper
• Recipes
  • Buy Order
  • Tick-Match Buy
  • Expected Sweep Cost