An all-in-one Crypto data SDK — real-time quotes, historical data, and Alpha factors, all at your fingertips.
TraderKits is a data infrastructure SDK built for the Crypto market, providing quantitative researchers, traders, and developers with a unified and clean data interface.
Whether you need:
- Real-time quotes and order book data
- Structured K-lines and historical trade data
- Cross-sectional factor computation (Alpha / risk factors)
TraderKits aims to be the plug-and-play data layer in your workflow.
The project is currently in early development (Alpha). API design and feature scope are still rapidly iterating. Everyone interested in Crypto data is welcome to join the discussion, open Issues, or contribute code.
| Module | Description | Status |
|---|---|---|
| Real-time Data | Unified WebSocket / REST wrapper for major exchanges | 🚧 In Progress |
| Historical Data | K-lines, trades, funding rates — fetch & cache | 🚧 In Progress |
| Alpha Factor Library | Cross-sectional Alpha factor implementations & backtesting helpers | 📋 Planned |
| Risk Factor Module | Volatility, liquidity, correlation cross-sectional factors | 📋 Planned |
| TypeScript SDK | Feature-equivalent port for frontend / Node.js environments | 📋 Planned |
uv is recommended for package management.
Note: The package has not been officially released yet. Installation instructions will be added once available on PyPI.
API still under design — usage examples will be added after the initial release.
TraderKits
├── packages/
│ ├── python/ # Python SDK
│ │ ├── data/ # Data interface layer (real-time & historical)
│ │ ├── factors/ # Alpha / risk factors
│ │ └── utils/ # Shared utilities
│ └── typescript/ # TypeScript SDK (planned)
└── docs/ # Documentation
- Python SDK foundation
- Real-time data integration for Binance, OKX, and other major exchanges
- Unified interface for historical K-lines / trades
- Publish to PyPI
- Initial cross-sectional Alpha factors (momentum, funding rate deviation, etc.)
- Risk factor module (volatility, liquidity score, etc.)
- TypeScript SDK
TraderKits is more than a data pipeline — we will continuously curate and share meaningful cross-sectional factor ideas for the Crypto market, such as:
- Funding Rate Factor: Build long-short signals from the cross-sectional distribution of perpetual contract funding rates
- On-chain Data Factor: Large transfer flows, net exchange inflows, and other on-chain metrics
- Liquidity Factor: Bid-ask spread, depth asymmetry
- Volatility Factor: Realized volatility, implied volatility cross-sectional ranking
- Momentum & Reversal: Short-term reversal vs. medium-term momentum in Crypto
These are preliminary ideas. Reference implementations will be gradually added under
packages/python/factors/with brief explanations.
| Language | Status |
|---|---|
| Python | 🚧 In Progress |
| TypeScript | 📋 Planned |
The project is in its early stages and all forms of contribution are very welcome:
- 🐛 Found a bug? Open an Issue with a description and reproduction steps
- 💡 Factor / feature ideas? Share your thoughts on Crypto data or factors in the Issues
- 🔧 Code contributions: Fork and submit a PR — all changes, big or small, are welcome
- 📖 Documentation: Fix ambiguities or gaps by editing and submitting a PR
If you have any questions during usage or want to discuss Crypto data and quantitative strategies, feel free to leave a comment in the Issues. Let's build this together.