Naming conventions
Exchange
We use upper case words to name exchanges and symbols, and break crypto currency products into groups based on their asset classes: SPOT, FUTURES, SWAP and OPTIONS.
If an exchange trades multiple asset classes, it will be treated as multiple exchanges.
- Spot exchange names are similar to the actual exchange names: BINANCE, HUOBI, OKEX, FTX, COINBASE
- Swap exchange names have _SWAP after their corresponding spot exchange names: BINANCE_SWAP, HUOBI_SWAP, OKEX_SWAP, FTX_SWAP
- Futures exchange names have _FUTURES after their corresponding spot exchange names: BINANCE_FUTURES, HUOBI_FUTURES, OKEX_FUTURES, FTX_FUTURES
- Options exchange names have _OPTIONS after their corresponding spot exchange names: BINANCE_OPTIONS, DERIBIT_OPTIONS
Symbol
Symbol names follows similar conventions, but without the underscore, e.g. BTCUSDTSWAP
- Spot names are combinations of the names of the related currency pairs. e.g. BTCUSDT, ETHUSD
- Swap names have SWAP after their corresponding spot names. e.g BTCUSDTSWAP, ETHUSDSWAP
- Futures names have expiration dates after their corresponding spot names. e.g BTCUSD210325