Author

Topic: Historical Crypto Exchange Data API (Read 145 times)

member
Activity: 276
Merit: 48
September 19, 2019, 04:34:51 PM
#7
Our data goes back decently far for every exchange. Of course it depends on the exchange (Since some have been around longer than others), but we have data which goes back all the way to 2012. This is basically a lifetime for the crypto market.
So at least you could get almost every data that an exchange has, right? That's good to know because if I were to analyze that using an AI, I would want much data as possible that I could get, to see the possibilities that the market could have. We won't know the success rate is going to be but at least there would be analytical evidence that could increase our chances with predicting the right outcome.

There are all sorts of applications which use our data. Some want to use the data to backtest strategies, some want to develop new strategies, some want to research the market, some want to better understand what happened at specific points in time, and so on. There is no limit to what you can do with the data.
I understand. There would be a lot of useful results that could come up upon getting the historical data in a given exchange.

When planning to order with that data, can it be both OHLC and VWAP without any additional pricing? I'm going to use OHLC to visualize the price movements, obviously, and the VWAP for the volume aspect of it.

Great questions! Yes, the OHLC data is completely free to access, the VWAP can also be calculated using the free data also. I recently just published an article on how to get access to the data and plot it. This might give you an idea of how easy it is to use the API. (although you don't plan on using it for plotting)

https://blog.shrimpy.io/blog/a-python-script-for-cryptocurrency-price-charts

Let me know if you have any other questions!
copper member
Activity: 2940
Merit: 1280
https://linktr.ee/crwthopia
September 18, 2019, 12:45:30 AM
#6
Our data goes back decently far for every exchange. Of course it depends on the exchange (Since some have been around longer than others), but we have data which goes back all the way to 2012. This is basically a lifetime for the crypto market.
So at least you could get almost every data that an exchange has, right? That's good to know because if I were to analyze that using an AI, I would want much data as possible that I could get, to see the possibilities that the market could have. We won't know the success rate is going to be but at least there would be analytical evidence that could increase our chances with predicting the right outcome.

There are all sorts of applications which use our data. Some want to use the data to backtest strategies, some want to develop new strategies, some want to research the market, some want to better understand what happened at specific points in time, and so on. There is no limit to what you can do with the data.
I understand. There would be a lot of useful results that could come up upon getting the historical data in a given exchange.

When planning to order with that data, can it be both OHLC and VWAP without any additional pricing? I'm going to use OHLC to visualize the price movements, obviously, and the VWAP for the volume aspect of it.
member
Activity: 276
Merit: 48
September 17, 2019, 06:59:29 PM
#5
I know someone who is working with large amounts of data to be analyzed using an A.I. They use it to check possible formations of different price actions and the history repeating itself kind of data analysis, machine learning, algorithmic approaches, etc. Market prediction is no easy feat, maybe an A.I. could help improve chances with that. So I have a couple of questions with regards to that.

  • How far back can you collect data from all 16 exchanges you are offering?
  • Do you plan to add exchanges in the future?
  • Do you have other practical application with regards to using those data that can be collected?

I'm looking forward to your answer. A.I. is an exciting topic, and I think we are nearly there to correctly have the right approach to something a human cannot decipher easily. We all know those emotions and egos that hinder us from actual productivity.

Thank you for the questions!

Our data goes back decently far for every exchange. Of course it depends on the exchange (Since some have been around longer than others), but we have data which goes back all the way to 2012. This is basically a lifetime for the crypto market.

Yes, we certainly plan on adding as many exchanges as possible as we continue to grow.

There are all sorts of applications which use our data. Some want to use the data to backtest strategies, some want to develop new strategies, some want to research the market, some want to better understand what happened at specific points in time, and so on. There is no limit to what you can do with the data.

Please let me know if you have any other questions!
copper member
Activity: 2940
Merit: 1280
https://linktr.ee/crwthopia
September 16, 2019, 03:52:32 AM
#4
I know someone who is working with large amounts of data to be analyzed using an A.I. They use it to check possible formations of different price actions and the history repeating itself kind of data analysis, machine learning, algorithmic approaches, etc. Market prediction is no easy feat, maybe an A.I. could help improve chances with that. So I have a couple of questions with regards to that.

  • How far back can you collect data from all 16 exchanges you are offering?
  • Do you plan to add exchanges in the future?
  • Do you have other practical application with regards to using those data that can be collected?

I'm looking forward to your answer. A.I. is an exciting topic, and I think we are nearly there to correctly have the right approach to something a human cannot decipher easily. We all know those emotions and egos that hinder us from actual productivity.
member
Activity: 276
Merit: 48
September 11, 2019, 12:57:29 PM
#3
i honestly don't understand the point of most of your API calls. for example all the data for orderbooks, ticker, list of coins and markets, ... are already available for exchanges that i have checked (Binance, Bittrex, Poloniex). there is no reason to use a third party.

as for those APIs that require authentication such as making orders, no offense but it is not even safe to trust a third party with it!

the only thing i liked about this was your OHLC API at candles link which is not available for most exchanges.
there is also the historical section which seems interesting although i personally can't think of a reason to use it for an "altcoin"!

with all that said, i would be interested in using all of the API calls if it were for an exchange that has a shitty API such as Yobit!

I'm sorry to hear you don't understand the point. Shrimpy provides a unified way to interface with every major exchange. This means you don't need to spend months to integrate all of these exchanges, but can just spend a few hours integrating Shrimpy to get access to every major exchange.

While you can certainly integrate every exchange yourself, collect data, store it, manage trade execution, write custom logic to execute trades on each exchange, manage historical data, manage users, manage the linking of exchanges, automate collecting data for each user, detect deposit / withdrawals to exchange accounts, create analytics, and more... You could also just use Shrimpy which does all of these things for you.

Developers use Shrimpy because it makes their lives easier, saves time, and requires less maintenance.

It's like asking why developers don't build their own login system instead of using services like Auth0. The answer is it saves thousands of development hours, which lifts a huge development burden from small teams.

I'd be happy to answer any other questions you might have for us!
legendary
Activity: 2128
Merit: 1293
There is trouble abrewing
September 11, 2019, 08:08:10 AM
#2
i honestly don't understand the point of most of your API calls. for example all the data for orderbooks, ticker, list of coins and markets, ... are already available for exchanges that i have checked (Binance, Bittrex, Poloniex). there is no reason to use a third party.

as for those APIs that require authentication such as making orders, no offense but it is not even safe to trust a third party with it!

the only thing i liked about this was your OHLC API at candles link which is not available for most exchanges.
there is also the historical section which seems interesting although i personally can't think of a reason to use it for an "altcoin"!

with all that said, i would be interested in using all of the API calls if it were for an exchange that has a shitty API such as Yobit!
member
Activity: 276
Merit: 48
September 10, 2019, 05:09:58 PM
#1
Hi Everyone,

I know there are a lot of people in this group who are looking for historical crypto exchange data. We are excited to announce the Shrimpy team has partnered with Kaiko to launch comprehensive historical data APIs.

These APIs include 1-minute order book snapshots and tick-by-tick trade data across 16 exchanges.

We would love to hear your feedback on the release.

Check out the announcement here: https://blog.shrimpy.io/blog/kaiko-partners-with-shrimpy

Looking forward to hearing from you guys!
Jump to: