BAZ.CX — exchange connector

Location: /data/src/experiments/BAZ.CX/

Overview

BAZ.CX is the real-time cryptocurrency exchange connector for the BAZ platform. It connects to major exchanges via WebSocket and REST, normalises market data into a common schema, and streams it to BAZ.Palantir over WebSocket.

Binance  ──WS──┐
Kraken   ──WS──┤
Coinbase ──REST─┤──▶ BAZ.CX ──WS──▶ BAZ.Palantir
Bybit    ──REST─┤              (:8000 → :8080)
Bitfinex ──REST─┘

Stack

Layer	Library	Purpose
HTTP/WS server	FastAPI + uvicorn	REST endpoints + WebSocket push
Exchange WS	python-binance, kraken-ws	Real-time exchange feeds
Exchange REST	CCXT	Unified REST polling relay
Async	asyncio	Background per-stream tasks
Testing	pytest	8 tests against live exchange APIs

Streams

BAZ.CX pre-warms 20 streams across 5 exchanges:

Exchange	Connection	Streams
Binance	WebSocket	aggTrade (BTC/USDT, ETH/USDT), bookTicker (BTC/USDT), kline_1m (BTC/USDT)
Kraken	WebSocket	ticker (BTC/USD, ETH/USD), OHLC-1 (BTC/USD)
Coinbase	CCXT REST poll	OHLC (BTC/USD, ETH/USD) — 1m interval
Bybit	CCXT REST poll	OHLC (BTC/USDT, ETH/USDT) — 1m interval
Bitfinex	CCXT REST poll	OHLC (BTC/USD, ETH/USD) — 1m interval

No API keys required — all data comes from free public endpoints.

Data schema

All streams normalise to a common schema before forwarding:

@dataclass
class Tick:
    exchange: str
    symbol: str
    price: float
    volume: float
    timestamp: int
    bid: float | None = None
    ask: float | None = None

@dataclass
class Candle:
    exchange: str
    symbol: str
    timeframe: str
    open: float
    high: float
    low: float
    close: float
    volume: float
    timestamp: int

Subscription API

BAZ.Palantir controls which symbols and stream types to receive:

WS command:  {"cmd": "subscribe",   "symbol": "BTC/USDT", "kinds": ["tick", "candle"]}
WS command:  {"cmd": "unsubscribe", "symbol": "ETH/USDT", "kinds": ["tick"]}
WS event:    {"type": "tick",   "exchange": "binance", "symbol": "BTC/USDT", ...}
WS event:    {"type": "candle", "exchange": "binance", "symbol": "BTC/USDT", ...}

REST fallback for snapshot data:

Endpoint	Method	Purpose
/health	GET	Health check
/streams	GET	List active streams
/subscribe	POST	Subscribe to a stream
/unsubscribe	POST	Unsubscribe from a stream

Connector architecture

main.py
  ├── BinanceWS(exchange, symbols, kinds)
  │     asyncio tasks per (symbol, kind) via python-binance websocket
  ├── KrakenWS(exchange, symbols, kinds)
  │     asyncio tasks via kraken-ws library
  └── CCXTPoller(exchange, symbols, kinds)
        Polling loop via CCXT fetch_ohlcv every 60s

Each connector runs in its own asyncio task. FastAPI lifespan events start/stop all background tasks. Exceptions in one stream do not affect others.

Deployment

pip install -r requirements.txt
uvicorn src.main:app --host 0.0.0.0 --port 8000

Docker:

docker build -t baz-cx .
docker run -p 8000:8000 baz-cx

Testing

8 tests covering all three connector types, run against live exchange APIs:

pytest tests/ -v

Tests verify:

• Binance WS connection and tick receipt
• Kraken WS connection and tick/OHLC receipt
• CCXT poller fetches valid OHLC data from Coinbase, Bybit, Bitfinex
• Connection error handling and reconnection
• Data schema compliance

WIT contract

BAZ.CX ships with WIT type definitions for the platform's data types:

src/wit/hft_types.py  — Python mapping of WIT records (tick, candle, position, receipt)

These mirror the WIT world defined by the glither.hft compiler (package glither:hft) so that BAZ.CX can act as the WASM host runtime when strategies are deployed.