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.

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.

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.

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

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.

SushiSwap

​Smart Contract​

​Github Repository​

Ethereum

-

Uniswap V2

​Smart Contract​

​Github Repository​

Ethereum

-

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Coming soon:

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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

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.