DpExchangeCore
⚠️ EXPERIMENTAL — read this before depending on it
This package has never run in production anywhere. It is published early and openly so it can be used and reported on, not because it is finished.
- The API may change without a major version. While it is
0.x, a minor bump can break you. Pin three-part (~> 0.1.0), not~> 0.1.- Verification is uneven, and the gaps are on the expensive side. The conformance suite passes against fakes the authors wrote, and against venues' live public endpoints. Order placement and authenticated flows are thinly covered. No test in this repo spends money, and none ever will.
- Maturity is declared per endpoint, not per package. Do not trust this banner as your check — read
capabilities/0, which reports:proven,:experimentalor:unsupportedfor each call. A package can be broadly usable while the one endpoint you need is unproven, and the reverse.- You should be able to decide against using this from this section alone. If you need a client that has been battle-tested against real money on a real venue, this is not that yet.
Divergences, surprises and outright breakage are all worth reporting: open an issue.
The shared contract for the DpExchange family of exchange adapters: behaviours, value types, canonical-pair normalisation, and the conformance suite every venue package must pass.
This package on its own talks to no exchange. It defines what a venue package is, so that a consumer can drive any venue through one identical facade and add a new one without editing anything outside its own repo.
The family
| Package | Venue | Status |
|---|---|---|
dp_exchange_core | — the contract | experimental |
dp_exchange_coinbase | Coinbase | not yet published |
dp_exchange_gemini | Gemini | not yet published |
dp_exchange_webull | Webull | not yet published |
dp_exchange_robinhood | Robinhood | not yet published |
dp_exchange_schwab | Charles Schwab | not yet published |
Every package shares the DpExchange.* module namespace, which dp_exchange_core owns.
dp_exchange_binance and dp_exchange_kraken are reserved names with no
implementation — see the idea doc
for why, and for what picking either up would take.
What the contract covers
87 callbacks, of which a handful are required and the rest are declared. A venue package
implements what its venue serves and declares the rest :unsupported — which answers
{:error, :not_supported}, never a raise and never a missing function.
| group | callbacks |
|---|---|
| market data | quotes, top of book, order book, trades, candles, instruments, market overview |
| derivatives | option chains, expirations, greeks, futures, event contracts, funding, contract stats |
| reference | fundamentals, corporate events, filings, news, screeners, watchlists |
| account | accounts, balances, positions, portfolios, roles, fees, trade volume |
| orders | place, place many, preview, replace, preview replace, cancel, cancel all, close position |
| staking | rates, balances, rewards, history, stake, unstake |
| conversion | one-step, and the quote/commit pair |
| money movement | deposit addresses, networks, allowlist, withdrawal estimate, withdraw, payment methods, internal transfer |
| lifecycle | child_spec/1, subscribe/2, subscribe_notices/1, coverage/1, capabilities/0 |
Two lists tell a consumer why something is absent: venue_does_not_serve/0 separates the
venue's own gaps from what a package has not ported, and Venue.peripheral_endpoints/0 names
the ones a consumer can live without, with the reason for each.
Guides
| Authentication | what the host does, what the package does, per venue |
| Money movement | the one group where a defect moves funds |
| Live and demo together | per-process, not per-node |
| Feeds and notices | four venues push, one polls, nothing above the facade knows |
| Symbols | the round-trip invariant, and venues whose symbol is not a pair |
| Testing | four tiers, and which capability each group can reach |
| Implementing a venue package | start here to write one |
Installation
def deps do
[
{:dp_exchange_core, "~> 0.1.0"}
]
end
Pin all three segments. While this is 0.x a minor bump may break you, and that is the
signal it is meant to send.
Usage
Consumers do not use this package directly — they depend on a venue package, which
depends on this one. See that package's usage-rules.md.
Implementers of a venue package start at DpExchange.Core.Venue (the facade every
package exposes) and DpExchange.Core.AdapterContract (the suite that proves it).
Supervision
This library does not start itself. Venue packages expose child_spec/1 and are
supervised by you — nothing opens a socket because a dependency was compiled in.
License
MIT. See LICENSE.