Supported Exchanges

Exchange support matrix with market types, fees, limits, and capabilities

Exchange Matrix

ClyptQ supports the following cryptocurrency exchanges for data, backtesting, and live trading:

Exchange	Spot	Derivatives	Market Type	Max Leverage	Quote Currencies	Live Trading
Binance	Yes	Yes (USDT-M)	futures	125×	USDT, USDC	Yes
Bybit	Yes	Yes (USDT Perp)	linear	100×	USDT, USDC	Yes
Gateio	Yes	Yes (USDT Futures)	futures	100×	USDT	Yes
Coinbase	Yes	Yes (USDC Perp)	perpetual	10× (CFTC)	USDC	Yes
Kraken	Yes	Yes (USD Perp)	perpetual	50×	USD	Yes
OKX	Yes	Yes (USDT-M Swap)	swap	125×	USDT, USDC	Yes
Aster	Yes	Yes (USDT Futures)	futures	20×	USDT	Yes

Market type normalization: normalize_market_type("futures", "bybit") auto-maps to "linear". normalize_market_type("futures", "coinbase") and normalize_market_type("futures", "kraken") auto-map to "perpetual". normalize_market_type("futures", "okx") auto-maps to "swap". You can use "futures" in code and it will be normalized per exchange.

Fee Structures

Default Rates (Non-VIP)

Fees are auto-fetched from each exchange via CCXT. These are default tier rates:

Exchange	Spot Maker	Spot Taker	Futures Maker	Futures Taker
Binance	0.10%	0.10%	0.02%	0.04%
Bybit	0.10%	0.10%	0.02%	0.055%
Gateio	0.20%	0.20%	0.015%	0.05%
Coinbase	0.40%	0.60%	0.02%	0.06%
Kraken	0.25%	0.40%	0.02%	0.05%
OKX	0.08%	0.10%	0.02%	0.05%

VIP Rate Override

If you have VIP status, override fees in your AccountSpec:

AccountSpec(
    exchange="binance",
    market_type="futures",
    base_currency="USDT",
    cost_model=CostModelSpec(
        maker_fee=0.0002,   # VIP 1: 0.02%
        taker_fee=0.0004,   # VIP 1: 0.04%
    ),
)

See Cost Models for the full fee resolution priority chain.

Margin & Liquidation

Exchange	Default MMR	Liquidation Fee	Threshold	Formula Style
Binance	1.3%	0.75%	100%	Inverted (MMR/Equity)
Bybit	0.5%	0.6%	1.0	Normal (Equity/MMR)
Gateio	1.0%	0.5%	1.5	Normal (conservative)
Coinbase	6.67%	1.0%	1.0	Normal (CFTC)
Kraken	2.0%	1.5%	1.0	Normal
OKX	0.5%	0.5%	1.0	Inverted (MMR/Equity)
Aster	2.5%	2.5%	1.0	Normal (DEX)

See Liquidation Logic for detailed calculation formulas.

Funding Rate Support

Exchange	Interval	Settlement Times (UTC)	Historical Data	Auto-Inject
Binance	8h	00:00, 08:00, 16:00	Full	Yes
Bybit	8h	00:00, 08:00, 16:00	Full	Yes
Gateio	8h	00:00, 08:00, 16:00	Full	Yes
Coinbase	1h	Every hour	Collected (1h)	No (has_funding_rate=False)
Kraken	4h	6× per day	Full	Yes
OKX	8h	00:00, 08:00, 16:00	Full	Yes
Aster	8h	00:00, 08:00, 16:00	Full	Yes

Backtest funding accuracy: Binance, Bybit, Gateio, OKX, and Aster have full 8h funding simulation. Kraken’s 4h schedule is fully simulated at all 6 daily settlement times. Coinbase funding data is collected but not auto-injected in backtests (has_funding_rate=False). See Funding Rate Simulation for details.

Data Availability

OHLCV Data

Exchange	Timeframes	Historical Depth	Storage
Binance	1m, 5m, 15m, 30m, 1h, 4h, 1d	Partial	Parquet
Bybit	1m, 5m, 15m, 30m, 1h, 4h, 1d	Partial	Parquet
Gateio	1m, 5m, 15m, 30m, 1h, 4h, 1d	Partial	Parquet
Coinbase	1m, 5m, 15m, 30m, 1h, 2h, 6h, 1d	Partial	Parquet
Kraken	1m, 5m, 15m, 30m, 1h, 4h, 1d	Partial	Parquet
OKX	1m, 5m, 15m, 30m, 1h, 4h, 1d	Partial	Parquet
Aster	1m, 5m, 15m, 30m, 1h, 4h, 1d	Partial	Parquet

Historical depth varies by exchange and symbol. Data is available from listing date but coverage may be partial. Use Helper.data_catalog() to check available symbols, exchanges, and date ranges for your local data.

Live Data

Exchange	WebSocket	Reconnection
Binance	Yes	Automatic
Bybit	Yes	Automatic
Gateio	Yes	Automatic
Coinbase	Yes	Automatic
Kraken	Yes	Automatic
OKX	Yes	Automatic
Aster	Yes	Automatic

Settlement Currencies

Exchange	Spot	Futures
Binance	USDT, FDUSD, USDC, BTC, ETH	USDT, USDC
Bybit	USDT, USDC	USDT, USDC
Gateio	USDT, BTC, ETH	USDT
Coinbase	USD, USDC	USDC
Kraken	USD, USDT	USD
OKX	USDT, USDC	USDT, USDC
Aster	USDT	USDT

Multi-exchange strategies require matching symbol formats: BTC/USDT (Binance) vs BTC/USD:USD (Kraken). The convert_symbol() function handles automatic conversion.

Position Modes

Exchange	One-Way	Hedge Mode	Notes
Binance	Yes	Yes	position_side: "long"/"short"
Bybit	Yes	Yes
Gateio	Yes	Yes
OKX	Yes	Yes
Coinbase	Yes	No	position_side: "both" only
Kraken	Yes	No
Aster	Yes	No	DEX

Configuration Examples

Single Exchange

symbol_source_map = SymbolSourceMap({
    "binance:futures": ["BTC/USDT:USDT", "ETH/USDT:USDT"],
})

spec = TradingSpec(
    data=TradingDataSpec(
        symbol_source_map=symbol_source_map,
        observations=[OHLCVSpec(exchange="binance", market_type="futures", timeframe="1m")],
    ),
    execution=TradingExecutionSpec(
        accounts=[AccountSpec(exchange="binance", market_type="futures", base_currency="USDT", initial_cash=10_000)],
    ),
    mode="backtest",
)

Multi-Exchange

symbol_source_map = SymbolSourceMap({
    "binance:futures": ["BTC/USDT:USDT", "ETH/USDT:USDT"],
    "gateio:futures": ["SOL/USDT:USDT", "DOGE/USDT:USDT"],
})

spec = TradingSpec(
    data=TradingDataSpec(
        symbol_source_map=symbol_source_map,
        observations=[
            OHLCVSpec(exchange=["binance", "gateio"], market_type="futures", timeframe="1m"),
        ],
    ),
    execution=TradingExecutionSpec(
        accounts=[
            AccountSpec(exchange="binance", market_type="futures", base_currency="USDT", initial_cash=30_000),
            AccountSpec(exchange="gateio", market_type="futures", base_currency="USDT", initial_cash=20_000),
        ],
    ),
    mode="backtest",
)

Each exchange is independently simulated with its own fees, margin rules, funding rates, and order validation.

Related Pages

Exchange Specifics

Detailed per-exchange backtesting parameters

Cost Models

Fee resolution, slippage, and VIP overrides