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Topic: Trading API's - Tell me your experiences (Read 6331 times)

full member
Activity: 276
Merit: 102
September 25, 2017, 05:28:21 AM
#23
Have you guys managed to get much history for a market from Nova?

Code:
/remote/v2/market/orderhistory//

Doesn't appear to be very deep, with Bittrex I've managed to get a much better history. Just wandered if any had managed to so with Nova.
member
Activity: 76
Merit: 10
September 18, 2017, 01:55:08 AM
#22
that's great .thanks a lot~
sr. member
Activity: 410
Merit: 257
September 16, 2017, 08:53:39 PM
#21
There are already some libs for this purpose?
newbie
Activity: 5
Merit: 0
September 15, 2017, 06:43:13 PM
#20
Quick question to this thread: would it be beneficial for the algo traders if there was a service that streamlined all the various exchanges into a single uniform API interface?

Is this something that developers and companies will be willing to pay for?
sr. member
Activity: 410
Merit: 257
Ok, you want to do technical trading. So REST speed might be fine for you. Also have to complete my nova implementation.
newbie
Activity: 55
Merit: 0
I am writing my first analyzer against coinmarketcap.com right now. I realize this data is iffy / slow, but the coin market is so big that trading in a single exchange is impossible at the moment.

I am writing against the Novaexchange API as well.

REST vs sockets (or native transactions): as far as I can tell, the algo's I want to write (my first, so forgive me if I am naive) will be fine with REST speeds. As a matter of fact I assume a lot of my trades will be across exchanges and require manual trading. I need the algo just to give me the tips I am looking for.

C(++) / Verilog: Hahaha... what? Are you planning to implement this trading software within mining implementations or something? I mean, even writing in C seems like maybe you are expecting to execute trades on a system which syncs multiple blockchains in containers on the same server, or at least in the local network? If this is the case, you are definitely an order of magnitude above what I am doing.

Sounds really cool, though!
sr. member
Activity: 410
Merit: 257
Hi!

Almost forgot about this thread...  Embarrassed

I use mainky Java atm, but started some C(++) code and thinking about verilog.
These days I implemented CryptoDao and tradeSatoshi, but I can't get any withdraw fees. Not sure, if these exchanges are a scam.
Novaexchange is also on my list and btc-e was the first exchange I wrote code for.
But know I think, this whole REST stuff is waaayyyy too slow. Want to write faster bots.
newbie
Activity: 55
Merit: 0
@arunka71

Sorry, I bailed on this thread... In the mean time I built and ethereum miner and started trading crypto like crazy.

I am still interested in writing some trading scripts.

1) what exchanges do you like? I now use BTC-e, Novaexchange, cryptopia and a few tiny ones (I have spent no time working with API's as I have been trying to learn everything...)

2) If not js, what do you like to program in? I have a heavy PHP background (Magento mostly).
sr. member
Activity: 410
Merit: 257
Ok, JS is not my language of choice, but maybe we could collaborate on technical trading algorithms? I'd like to expand my collection of bots into this direction anyway.
newbie
Activity: 55
Merit: 0
@carap, thanks for your insight... very useful.

You want to do technical trading or arb?

What language do you want to use?


I was thinking technical since (to me) it is the easiest to automate.

Language... any js based framework, I was going to use node, but not sure if there is a better option depending on the services involved.
sr. member
Activity: 410
Merit: 257
You want to do technical trading or arb?

What language do you want to use?
member
Activity: 86
Merit: 11
poloniex gives you 5, 15, 30min 2 hours and 1 day charts (OHLC point) and in that you can get the prices and their volume and that is enough for analysis, isn't it?

Not at all for 2 reasons:
1. I prefer trading against fiat and for that reason poloniex is not my favorite exchange.
2. I want to automate my trades, and implementing  some sort of graphical analysis over chart displayed by poloniex in the web browser is not a good start (not stable and quite resource consuming).

that limit is not really that bad. it is there to prevent DDoS attacks or someone unknowingly making a huge amount of requests on an infinite loop Smiley
and if you are a developer and use the API a lot you can always contact the exchange service and ask them to remove/improve your limitations.
Limits are for purpose, that's true. But, when you work politely, request public API like a ticker every 5-30 minutes and still, after some point your application stops working because the limits for unsuccessful retries has been exceeded - that doesn't look like measures against potential DDoS. I tried to contact support of that exchange (quite popular one) and my ticket (and reminding message) is still unanswered for already more than half a year! I already found my work around long time ago, but that required additional time and thinking...
legendary
Activity: 2128
Merit: 1293
There is trouble abrewing
SealTx, I'm also a programmer and I spent some time speculating about volume per some custom period of time.
24h-Volume is not really practical, some strategies require details about hourly and 5-10-30min volumes.

So, the only working method I came up with is by analyzing the trading history on a particular exchange. Like every minute you send a request to receive all the executed orders for the past minute and you sync them with some local database.

poloniex gives you 5, 15, 30min 2 hours and 1 day charts (OHLC point) and in that you can get the prices and their volume and that is enough for analysis, isn't it?

Quote
hahah... yes! I was just working on this. It seems to be a major lack, but also an easy number to get. I figured I could even sell subscriptions to a volume API or socket.
Not that easy, some exchanges simply ban you IP after you make more than some allowed number of request. Or they might cause you delays, during which you miss a lot of transactions with no chance to recover them.
that limit is not really that bad. it is there to prevent DDoS attacks or someone unknowingly making a huge amount of requests on an infinite loop Smiley
and if you are a developer and use the API a lot you can always contact the exchange service and ask them to remove/improve your limitations.
member
Activity: 86
Merit: 11
Quote
hahah... yes! I was just working on this. It seems to be a major lack, but also an easy number to get. I figured I could even sell subscriptions to a volume API or socket.
Not that easy, some exchanges simply ban you IP after you make more than some allowed number of request. Or they might cause you delays, during which you miss a lot of transactions with no chance to recover them.


Quote
I was just going to look at transactions per blockchain on the top 20 to 100 capitalized networks... but I am doing a little more research first. To be honest, I cannot believe this does not yet exist!

edited to add: I guess a lot of the transactions never show up in the block chains if the exchange has sufficient liquidity in the various currencies... which is why you mentioned looking at exchange trading history and not transactions on the blockchains themselves?
Most of transactions will never be shown in any chain!
You are a programmer, think of an exchange as of separate arrays of balances (with separate cell for each currency) for each user and exchange itself. Executed order means that a value in some cell of an array of one user become smaller and another cell of an array of a different user become bigger. That happen thousands times every minute and there is absolutely no need to fix it in the public chain. New record in the official chain occurs only when someone withdraws funds from exchange to their wallet, or when someone transfers money to the exchange (in order to top-up his cell in the array of balances).  
newbie
Activity: 55
Merit: 0
April 14, 2017, 01:38:43 PM
#9
another side for exchanges, sorted by trading volume by default (you can change sorting):
https://exchangewar.info/

Better ignore any exchange that does not offer USD and or EUR (or altcointrading). And ignore Quoine.

Ah... this is fantastic. The addition of the fees is something I was really looking for.

Poloniex socket does only support "Autobahn" at the moment. For me this autobahn stuff is too complicated, I use ws4py python module for websockets, but this does not work for poloniex =/

Hmmm... I really don't know either. Right now I am just trying to get my head around all that is currently available. Its staggering really. There must be a lot of money to be made... which makes it fun Smiley
newbie
Activity: 55
Merit: 0
April 14, 2017, 01:25:05 PM
#8
SealTx, I'm also a programmer and I spent some time speculating about volume per some custom period of time.
24h-Volume is not really practical, some strategies require details about hourly and 5-10-30min volumes.

So, the only working method I came up with is by analyzing the trading history on a particular exchange. Like every minute you send a request to receive all the executed orders for the past minute and you sync them with some local database.

hahah... yes! I was just working on this. It seems to be a major lack, but also an easy number to get. I figured I could even sell subscriptions to a volume API or socket.

I was just going to look at transactions per blockchain on the top 20 to 100 capitalized networks... but I am doing a little more research first. To be honest, I cannot believe this does not yet exist!

edited to add: I guess a lot of the transactions never show up in the block chains if the exchange has sufficient liquidity in the various currencies... which is why you mentioned looking at exchange trading history and not transactions on the blockchains themselves?
member
Activity: 86
Merit: 11
April 14, 2017, 09:25:05 AM
#7
SealTx, I'm also a programmer and I spent some time speculating about volume per some custom period of time.
24h-Volume is not really practical, some strategies require details about hourly and 5-10-30min volumes.

So, the only working method I came up with is by analyzing the trading history on a particular exchange. Like every minute you send a request to receive all the executed orders for the past minute and you sync them with some local database.
legendary
Activity: 2968
Merit: 1133
April 14, 2017, 06:19:42 AM
#6
another side for exchanges, sorted by trading volume by default (you can change sorting):
https://exchangewar.info/

Better ignore any exchange that does not offer USD and or EUR (or altcointrading). And ignore Quoine.

Poloniex socket does only support "Autobahn" at the moment. For me this autobahn stuff is too complicated, I use ws4py python module for websockets, but this does not work for poloniex =/
newbie
Activity: 55
Merit: 0
April 13, 2017, 11:58:12 PM
#5
poloniex has very nice options in their API, specially because they offer charts data (OHLC points) which makes the bots that much better and without needing the exchange. also they offer sockets which is a nice feature to get live data and don't have to update manually.

Yes, I really liked Polonix as well. Also Cex.io has sockets.

what is "star power" and why is your list sorted with the least knows sites on top?

Lol, I started with a list from here: https://www.cryptocompare.com/exchanges/#/crypto

...which explains the weird order. I do not know anything about these exchanges.

This basically answers the popularity question (and possibly all my other questions indirectly):

https://coinmarketcap.com/exchanges/volume/24-hour/
legendary
Activity: 3472
Merit: 10611
April 13, 2017, 11:12:57 PM
#4
poloniex has very nice options in their API, specially because they offer charts data (OHLC points) which makes the bots that much better and without needing the exchange. also they offer sockets which is a nice feature to get live data and don't have to update manually.

sadly i trade on bittrex and they don't have this two Smiley

Presented here in order of "star power" from above link in April 2017
what is "star power" and why is your list sorted with the least knows sites on top?
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