Exchange Layer¶

AIS supports multiple exchanges through a unified abstraction layer. All exchange communication goes through ExchangeProvider.

Architecture¶

classDiagram
    class ExchangeProvider {
        <<abstract>>
        +exchange_id: str
        +asset_classes: set
        +get_ticker(symbol) Ticker
        +get_klines(symbol, interval, limit) list~OHLCV~
        +get_order_book(symbol) OrderBook
        +get_positions() list~ExchangePosition~
        +create_order(order) ExecutionResult
        +cancel_order(symbol, order_id) bool
    }

    class ExchangeRegistry {
        +register(provider)
        +get_provider(exchange_id) ExchangeProvider
        +list_providers() list
    }

    class SymbolRouter {
        +route(symbol) ExchangeProvider
        +load_config(path)
    }

    ExchangeProvider <|-- AsterProvider
    ExchangeProvider <|-- BinanceProvider
    ExchangeProvider <|-- CoinbaseProvider
    ExchangeProvider <|-- BybitProvider
    ExchangeProvider <|-- IBProvider

    ExchangeRegistry o-- ExchangeProvider
    SymbolRouter --> ExchangeRegistry

Components¶

ExchangeProvider (ABC)¶

Base class for all exchange implementations. Defines the interface for market data and order execution.

Key responsibilities: - Encapsulates all exchange-specific tool names (e.g., MCP tool references) - Provides canonical type conversion from exchange-specific formats - Handles paper/shadow/live mode differences

ExchangeRegistry¶

Manages multiple provider instances. Allows lookup by exchange ID.

SymbolRouter¶

Maps symbols to exchanges based on config/exchanges.yaml. When the coordinator needs to trade BTCUSDT, the router determines which exchange handles it.

Supported Exchanges¶

Exchange	ID	Asset Classes	Symbol Format	Gateway
Aster DEX	`aster`	SPOT, FUTURES	`BTCUSDT`	MCP
Binance	`binance`	SPOT, FUTURES	`BTCUSDT`	MCP
Coinbase	`coinbase`	SPOT	`BTC-USD`	MCP
Bybit	`bybit`	SPOT, FUTURES, OPTIONS	`BTCUSDT`	MCP
Interactive Brokers	`ib`	STOCKS, OPTIONS, FUTURES, FOREX	`AAPL`	MCP

Configuration¶

# config/exchanges.yaml
exchanges:
  aster:
    enabled: true
    asset_classes: [spot, futures]
    symbols: [BTCUSDT, ETHUSDT]
    mcp_url: ${AIS_MCP_SERVER_URL}

  binance:
    enabled: true
    asset_classes: [spot, futures]
    symbols: [SOLUSDT, AVAXUSDT]
    mcp_url: ${AIS_BINANCE_MCP_URL}
    api_key: ${BINANCE_API_KEY}
    api_secret: ${BINANCE_API_SECRET}

  coinbase:
    enabled: false
    asset_classes: [spot]
    symbols: [BTC-USD]

Provider Selection¶

Providers are automatically selected based on execution mode:

Paper: Provider(MockMCPGateway()) — simulated fills, no exchange connection
Shadow/Live: Provider(HTTPMCPGateway(url)) — real exchange via MCP gateway

Override via bootstrap_from_config(gateway=...).

Adding a New Exchange¶

Create a new provider in exchange/providers/
Extend ExchangeProvider, implement all abstract methods
Map exchange-specific data formats to canonical types (OHLCV, Ticker, etc.)
Register the provider in exchange/registry.py
Add configuration in config/exchanges.yaml
Add environment variables for credentials