Canton Venues

Canton Venues SDK

The Canton Algorithmic Trading Toolkit: an open-source Python SDK for trading and reading every venue on the Canton Network. It powers cantonvenues.com. Install and import it as cantonvenues.

The core (cantonvenues.core) is venue-agnostic: a small typed domain model and four adapter interfaces, all with a shared VenueError hierarchy.

• PoolDataAdapter — read and price an AMM: Instrument, Pool, Quote.
• VenueAdapter — a PoolDataAdapter you can also trade: Balance, SwapResult.
• MarketDataAdapter — read-only market state for venues shaped as a symbol and a book rather than a pool and a swap: Market, OrderBook, Trade, Ticker, FundingRate.
• OrderTradingAdapter — a MarketDataAdapter you can also trade: limit orders (post-only, with expiry), cancels, open orders, balances. Trading is off unless the adapter is built with trading=True, so a market-data reader holding the same key can never place an order.

Eight venues, four market structures, one client:

CantexAdapter wraps the official cantex_sdk async client, so auth, signing and transport live in the SDK and the adapter only translates its models and exceptions. The other venues ship no Python SDK (or, like Temple, only a JavaScript one) and are called directly over HTTP. Every integration point is mapped to the source or the live response it came from in SOURCES.md.

Install

cantex_sdk is not published on PyPI, so it is declared as a git dependency and pulled directly from GitHub:

pip install "cantonvenues @ git+https://github.com/olevasyliev/canton-venues-sdk"

or, from a checkout:

pip install -e ".[dev]"

Environment variables

Credentials are read only from the environment (never hard-coded). The names are the SDK's own:

Usage

import asyncio

from decimal import Decimal from cantonvenues import CantexAdapter, Instrument

async def main(): async with CantexAdapter() as venue: # reads keys from the environment pools = await venue.pools() quote = await venue.quote( Decimal("1"), pools[0].token_a, pools[0].token_b, ) print(quote.returned_amount, quote.trade_price)

asyncio.run(main())

Market data from an order-book venue, no key needed:

from cantonvenues import RockyAdapter

async def top_of_book(): async with RockyAdapter() as rocky: # RockyAdapter("perp") for perpetuals book = await rocky.order_book("CBTC-USDCX", 20) print(book.best_bid, book.best_ask, book.mid_price)

Live showcase

Canton Venues runs on this toolkit (examples/canton_venues): prices for every token across the venues above, Canton's premium to outside markets, best execution by trade size across pools and order books, a cross-venue spread scanner, a daily study of how fast spreads close, an open JSON API and an MCP server for AI agents.

Run tests

pip install -e ".[dev]"

pytest # fully offline; the SDK client is mocked at its method boundary ruff check .

Live smoke

scripts/live_smoke.py is a read-only check against the real Cantex API: it authenticates (connect()), lists pools, and prices one small quote. It never calls swap() or transfer().

Create (or fill) a .env at the toolkit root with the real keys (same names as the Environment variables table above):

CANTEX_OPERATOR_KEY=...

CANTEX_TRADING_KEY=... CANTEX_BASE_URL=...

Then run:

python scripts/live_smoke.py

The script never prints credential values, only step results and, on failure, whether it was an auth error or a request error (exit code 1 either way).

Status

Live-validated on every venue. Tests are fully offline and run against the real response shapes captured from each venue.

• Temple (mainnet, 2026-10-04) — settled volume per market without a key; ticker, order book (up to 200 levels) and trades with an account key. The live payloads differ from the types in Temple's own JavaScript SDK, and the adapter follows the live ones; see SOURCES.md. Trading: balances, open orders and trading_status (linked wallet, delegation, fee balance) are verified live; placing and cancelling are implemented from the SDK and scripts/temple_order_smoke.py (dry run unless --execute; a post-only order priced never to fill, cancelled at once) is the check that will close them, on Temple's testnet first.
• Rocky (mainnet, 2026-10-03) — spot and perp markets, 24h tickers, depth and trades over its public Binance-style API. The ticker reports bid and ask as 0, so top of book comes from depth.
• OneSwap and Pool Party (mainnet, 2026-10-03) — pool reserves (and, for Pool Party, per-pool volume) without a key, priced locally as constant product.
• Ekiden moved to mainnet as the default on 2026-10-03 (live since 2026-09-08); the same routes answer there as on testnet.
• Canborsa (mainnet, 2026-10-28) — perp markets, funding, 30-day volume, and prices and execution depth from the socket its web app reads; no documented API yet.

• Cantex (mainnet, 2026-07-17) — challenge-response auth, pools, quoting, and an executed swap with real funds: 10 CC sold for 1.2981357151 USDCx on the CC-USDC market.
• Reference DEX (hosted testnet, 2026-07-29) — swaps in both directions through the adapter, with balance deltas and pool reserves reconciling exactly. Two swap routes are supported: the documented wallet-authored allocation path, and deployments that host the trader's party themselves. scripts/dexref_testnet_report.py additionally exercises the venue's own hosted routes end to end: multi-level two-sided quoting from one party, the RFQ lifecycle with its best-execution receipt, and liquidity provision with the LP token.
• Ekiden (Canton testnet gateway, 2026-07-27) — markets, tickers, order book, recent trades and funding history across all three of its perpetual markets. Trading needs an Ed25519-signed session and is not implemented.
• Tradecraft (mainnet, 2026-08-11) — 23 pools across 13 tokens, read and priced end to end. scripts/tradecraft_market_smoke.py prices 45 of 45 directions and reproduces the venue's own quote to ~1e-16 relative from pool state alone, which is how the fee model in SOURCES.md was established rather than assumed: the engine charges half the pool's total fee on *each* leg, so the realized fee is 0.299775% where 0.3% is published. Orders settle through Daml choices on the venue's package and need a validator node, so the adapter reads and prices but cannot trade.

Run the live checks with scripts/live_swap_smoke.py (Cantex, dry-run by default), scripts/dexref_testnet_smoke.py and scripts/dexref_testnet_report.py (reference DEX, read-only unless given --execute), scripts/ekiden_market_smoke.py (Ekiden) and scripts/tradecraft_market_smoke.py (Tradecraft) — the last two are read-only by construction.