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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