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cryptocurrency-trading-data.md

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description
Description of data retrieval and processing of cryptocurrency data

Cryptocurrency Data Collection

Trading Data

The raw trading data is the basis of all further derived quantities such as prices and circulating supply numbers for all cryptocurrency exchanges. We retrieve and store trading data from as close to the data source as possible and with the highest precision possible.

Centralized Cryptocurrency Exchanges

All trading data is retrieved through Rest APIs or websocket APIs which are developed and maintained by the respective trading platform. See the below table for detailed information.
We remark that by the very nature of a websocket API, there is no retrieval frequency but instead, trading data comes in continuously as it is produced.

Exchange API Type API Link Retrieval Period
Binance Rest Binance Rest API Documentation 1 sec.
BitBay Websocket Bitbay API Documentation -
Bitfinex Websocket Bitfinex Websocket Documentation -
BitMax Websocket Bitmax API Documentation -
Bittrex Rest Bittrex Rest API Documentation 7 sec.
Coinbase Websocket Coinbase Websocket Documentation -
CREX24 Websocket CREX24 Websocket Documentation -
GateIO Websocket GateIO Websocket Documentation -
HitBTC Websocket HitBTC Websocket Documentation -
Huobi Websocket Huobi Websocket Documentation -
Kraken Rest Kraken Rest API Documentation 3 min.
KuCoin Websocket API Kucoin API Documentation -
LBank Websocket API LBank Websocket Documentation -
OKEx Websocket API OKEx Websocket Documentation -
Quoine Rest API Quoine Rest API Documentation 1.5 sec.
STEX Rest API STEX Rest API Documentation 1 min.
ZB Websocket API ZB Websocket Documentation -

Decentralized Cryptocurrency Exchanges (DEXes)

In contrast to centralized exchanges, in decentralized exchanges it is possible to retrieve trading data directly from the respective blockchain.

{% hint style="info" %} In order to supply data to our community as quickly as possible, we retrieved the trading data through different types of APIs for now (see table below). However, we remark that we are currently implementing data retrieval through the blockchain directly in order to reduce unnecessary dependencies. This concerns all decentralized exchanges. {% endhint %}

Exchange Data Retrieval API Link Blockchain Retrieval Period
0x Smart Contract Github Repository Ethereum -
Balancer Smart Contract Github Repository Ethereum -
Bancor Rest API Bancor API Documentation Ethereum 2 min.
CurveFi Smart Contract Github Repository Ethereum -
DForce Smart Contract Github Repository Ethereum -
Gnosis Smart Contract Github Repository Ethereum -
Kyber Smart Contract Github Repository Ethereum -
Loopring Websocket API Loopring Websocket Documentation Ethereum 2 min.
PancakeSwap Smart Contract Github Repository Ethereum -
SushiSwap Smart Contract Github Repository Ethereum -
Uniswap V2 Smart Contract Github Repository Ethereum -
Uniswap V3 Smart Contract Github Repository Ethereum
__ Coming soon:
Maker Rest API Maker API Documentation Ethereum 1 min.

Lending/Borrowing Data

We retrieve and store lending and borrowing rates such as locked volumes from as close to the data source as possible and with the highest precision possible. All lending/borrowing protocols in our database are decentralized and hence accessible directly through the respective blockchain.

{% hint style="info" %} In order to supply data to our community as quickly as possible, we retrieved lending and borrowing data through different types of APIs for now (see table below). However, we remark that we are currently implementing data retrieval through the blockchain directly in order to reduce unnecessary dependencies. This concerns all decentralized lending/borrowing protocols. {% endhint %}

Protocol Data Retrieval API Link Blockchain Retrieval Period
AAVE Thegraph API AAVE API Documentation Ethereum 1 min.
bZx Smart Contract bZx Base Protocol Ethereum 1 min.
Compound Smart Contract Compound Base Protocol Ethereum 1 min.
CREAM Smart Contract Compound Base Protocol Ethereum 1 min.
DDEX Rest API DDEX API Documentation Ethereum 1 min.
DY/DX Rest API DY/DX API Documentation Ethereum 1 min.
Fortube Smart Contract Ethereum 1 min.
NUO Rest API - Ethereum 1 min.