Building Cross-Exchange Trading Library With AsyncAPI
summary
Claim: a reusable cross‑exchange trading library is built that generates REST and WebSocket clients from exchange docs and plugs them into a domain API so the same arbitrage strategy runs across exchanges. It uses OpenAPI + AsyncAPI codegen to autogenerate clients, stores docs for Binance Coinbase Hyperliquid in a CI pipeline, implements the Gilda abstraction with local orderbook sync and trading signals, hits a codegen casing bug and lacks AsyncAPI→websocket generator but is open source and functional.
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chapters (10)
- 0:00Introduction
- 2:58Trading companies and exchange APIs
- 4:44Limitations of trading libraries
- 7:33Arduino’s abstraction model
- 11:32Gilda trading abstraction
- 12:58Multi-language support with DSL
- 14:03Generating exchange clients
- 15:47OpenAPI and AsyncAPI tooling
- 17:31API-first vs code-first
- 19:00Closing and community
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