Cryptocurrency Data Collection

Description of data retrieval and processing of cryptocurrency data

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.

Bitfinex

Websocket

Bitfinex Websocket Documentation

-

Bittrex

Rest

Bittrex Rest API Documentation

7 sec.

Coinbase

Websocket

Coinbase 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.

LBank

Websocket

LBank Websocket Documentation

-

OKEx

Websocket

OKEx Websocket Documentation

-

Quoine

Rest

Quoine Rest API Documentation

1.5 sec.

ZB

Websocket

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.

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.

Exchange

Data Retrieval

API Link

Blockchain

Retrieval Period

Bancor

Rest API

Bancor API Documentation

Ethereum

-

CurveFi

Thegraph API

CurveFi API

Ethereum

1 min.

Gnosis

Thegraph API

Gnosis API Documentation

Ethereum

1 min.

Loopring

Websocket API

Loopring Websocket Documentation

Ethereum

-

Uniswap V2

Thegraph API

Uniswap API Documentation

Ethereum

1 min.

Coming soon:

Balancer

Thegraph API

Balancer API Documentation

Ethereum

1 min.

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.

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.

Protocol

Data Retrieval

API Link

Blockchain

Retrieval Period

AAVE

Thegraph API

AAVE API Documentation

Ethereum

1 min.

bZx

Blockchain

bZx Base Protocol

Ethereum

1 min.

Compound

Blockchain

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.

NUO

Rest API

-

Ethereum

1 min.