crypto_vba
An Excel/VBA project to communicate with various cryptocurrency exchanges APIs. Tested on Windows 10 & Excel 365, but should work for Excel 2007+. Note: project is on hold - I'm working on other things and don't have the time & energy to jump through all the KYC hoops of exchanges to keep my accounts and test my code.
Exchanges:
Get information from/send information to:
- Binance
- Bitfinex
- Bitmex
- Bitstamp
- Bittrex
- BitVavo
- Bybit
- Coinbase
- CoinbasePro
- Coinone
- Coinspot
- HitBTC
- Huobi
- Kraken
- Kucoin
- OKEx
- Poloniex
- Coinigy - not an exchange, but a service where you can access multiple exchanges for a fee - not actively maintained
- [Cryptopia] -> hacked & closed
- [GDAX] -> see CoinbasePro
- [Liqui] -> exchange closed
- [WEXnz] -> exchange closed, removed
Most API messages/responses are pure JSON, for which I included https://github.com/VBA-tools/VBA-JSON to process and a function to build on that. As excel/VBA development is not very compatible with GIT, my pushes/forks/updates might be clunky. Please consider the code I provide as simple building blocks: if you want to build a project based on this code, you will have to know (some) VBA. There are plenty of courses available online, two simple ones I send starters to are: https://www.excel-pratique.com/en/ and https://homeandlearn.org/.
How to use?
Import the .bas files you need or simply take the sample Excel file. In the modules you'll find some examples how to use the code. Feel free to create an issue if things don't work for you. The project uses quite some Dictionaries in VBA, check out e.g. https://excelmacromastery.com/vba-dictionary/ if you want to know a bit more about them. You do need some references in your VBA editor (already set up in the example file):
- Visual Basic For Applications --- C:\Program Files (x86)\Common Files\Microsoft Shared\VBA\VBA7.1\VBE7.DLL
- Microsoft Excel 16.0 Object Library --- C:\Program Files (x86)\Microsoft Office\Root\Office16\EXCEL.EXE
- Microsoft Forms 2.0 Object Library --- C:\WINDOWS\SysWOW64\FM20.DLL
- Microsoft Scripting Runtime C:\Windows\SysWOW64\scrrun.dll
- Microsoft Visual Basic for Applications Extensibility 5.3 --- C:\Program Files (x86)\Common Files\Microsoft Shared\VBA\VBA6\VBE6EXT.OLB
- Microsoft HTML Object Library --- C:\Windows\SysWOW64\mshtml.tlb
And you do need .NET 3.5 or greater on your system, as it's used by the hashing algorithms (System.Security.Cryptography)
Virus warnings
From 2021 several issues have been filed that my example file (the xlsm file) triggers a virus warning, e.g. issue #67 & #73. I have no idea what triggers this (I didn't put any virus in) and have no idea how to solve it, suggestions are very welcome. A solution if you want to use the code is to import the .bas modules & setting up the right references yourself. An alternative:
- download the Github desktop app : https://desktop.github.com/
- clone the repository "URL": https://github.com/krijnsent/crypto_vba
- all files are in your local folder and the file should open without warning
ToDo
- Excel formulas need better caching to prevent a stalling/crashing Excel - an RTD would be a solution, but that's out of scope for me
- Better error handling
- Updating/adding exchanges: do create an issue if you want an exchange added/updated, as I'm not checking them.
Done
- For historical prices, included https://www.cryptocompare.com/api/ (now https://min-api.cryptocompare.com/ )
- Build excel functions to get the information directly to a sheet, has some caching, but - BETA STAGE - use at own risk
- Working examples of several exchanges in the example file
- Created a basic XLSM sample file for all provided exchanges
- ArrayToTable improvement to handle various data types (e.g. Trade and Margin trade) in one JSON response
- Post-process the Array to a more usable format (flat table)
- Process the response to something you can use in Excel: an array/Range etc.
- Build a function to transform the JSON to an Array
- Build tests for all modules/functions
- Integrate VBA-JSON into the project
- Build the Binance API connector
- Build the Bitfinex API connector
- Build the Bitstamp API connector
- Build the Bittrex API connector
- Build the Bitvavo API connector
- Build the Coinbase API connector
- Build the CoinbasePro API connector
- Build the Coinone API connector
- Build the Coinspot API connector
- Build the HitBTC API connector
- Build the Kraken API connector
- Build the Kucoin API connector
- Build the OKEx API connector
- Build the Poloniex API connector
- Build a working and tested VBA hash function
- Build a function to transform Dictionaries into JSON and URLencode
- Added the UrlEncode function for e.g. Cryptopia (and Excel versions before 2016)
- Removed inactive exchanges: Liqui, WEXnz/BTCe (nostalgia, that was the first exchange i got working in excel)
Donate
If this project/the Excel saves you a lot of programming time, consider sending me a coffee or a beer:
BTC: 1DNFF9y3dDMLNURpgdT3wXmFpmGBsQRyPa
ETH (or ERC-20 tokens): 0x9070C5D93ADb58B8cc0b281051710CB67a40C72B
Stellar: GCRCMHEXS4BHZQSCH4O4LHT24ZK2GTKOHML5KZ6HS5E3GV5RPVBDGDGB
Cheers!