/cryptocurrency-combination-spread-data

This repository is provided to give access to developers who wish to pull down the executium spread data. This repository is provided as a standalone focused project. It is part of the executium REST API version 2.

MIT LicenseMIT

Cryptocurrency Combination Spread Data

spread

Table of Contents

General Information - View Demo

This repository is provided to give access to developers who wish to pull down the executium spread data. This repository is provided as a standalone focused project. It is part of the executium REST API version 2.

  • The base for public marketdata is : marketdata.executium.com
  • All endpoints return either a JSON object or array.
  • Data returned is limited according to subscription.
  • Timestamp fields vary and are labeled to their corresponding contents of milliseconds or time

HTTP Return Codes

  • HTTP 4XX return codes are used for malformed requests where the issue exists with the sender.
  • HTTP 418 return code is used when an IP has been banned automatically for continuing to send requests after receiving 429 codes.
  • HTTP 422 return code is applied when a user input is unexpected.
  • HTTP 429 return code is used when breaking a request rate limit.
  • HTTP 5XX return codes are used for internal errors.

Demo

There is a useful online demo provided by executium here

spread

Live Spread Graphs

With executium we offer up the ability to watch real-time spreads on higher subscription tiers.

live spreads

Limits

You are only able to pull the current days candle data based on 1 minute ticks. For more history please see your executium account.

Fetch Spread Candlestick Data

Spreads are calculated as Ask-Bid for price, and Ask/Bid for ratio.

POST /api/v2/public/fetch-spread-data

Parameters:

Name MinLength Required Default Description
combination 1 YES Provide a valid combination such as binance-btcusdt+bitmax-btcusdc. The + acts as a join for the combination. The order is ascending by time.
latestonly NO Set as true to activate. Useful to pull when you are only looking to update the latest point

Successful Response Payload:

   "data":[
      {
         "price":{
            "open":9.14,
            "close":9.52,
            "high":9.52,
            "low":8.23,
            "time":"1594294380000"
         },
         "ratio":{
            "open":1.001,
            "close":1.001,
            "high":1.001,
            "low":1.0009,
            "time":"1594294380000"
         }
      }
   ],

Symbols

All symbols listed and supported on executium. This endpoint also accepts GET, you can filter the data using the exchange parameter, for example GET /api/v2/system/symbols?exchange=bifinex.

To get a working code you need to combine the exchange with the id. For example binance-ethbtc is a combination of the two. So binance-ethbtc+bitfinex-ethbtc would provide the candle data for that combination.

POST /api/v2/system/symbols

Parameters:

Name MinLength Required Default Description
exchange NO Filter the data by exchange.

Successful Response Payload:

{
  "data": {
    "binance": [
      {
        "id": "ethbtc",
        "symbol": "ETH/BTC",
        "quote": "BTC",
        "base": "ETH",
        "min": 0.000001,
        "pp": 6,
        "pa": 3
      },
      {
        "id": "ltcbtc",
        "symbol": "LTC/BTC",
        "quote": "BTC",
        "base": "LTC",
        "min": 0.000001,
        "pp": 6,
        "pa": 2
      },
      ...
      ...
      ...
    "bitfinex": [
      {
        "id": "btcusd",
        "symbol": "BTC/USD",
        "quote": "USD",
        "base": "BTC",
        "min": 0.000009999999999999999,
        "pp": 5,
        "pa": -1
      },
      {
        "id": "ltcusd",
        "symbol": "LTC/USD",
        "quote": "USD",
        "base": "LTC",
        "min": 0.000009999999999999999,
        "pp": 5,
        "pa": -1
      },
      ...
      ...

Match Pairs

This system is provided to give insight into a pairing and where you can also trade it. For this endpoint we accept both POST and GET. An example of GET would be https://marketdata.executium.com/api/v2/public/match-pair?code=btcusdt,btcusd.

POST /api/v2/public/match-pair

Parameters:

Name MinLength Required Default Description
code 1 YES Provide a pair such as btcusdt to discover where else you can trade the pairing btcusdt. Comma delimited list acceptable upto 10. Exclude the exchange code from your query and request just the pair like shown.
limit NO 10
pagenumber NO 1

Successful Response Payload:

{
  "data": {
  
      "BTCUSDT": {
      "pair": "btcusdt",
      "count": 14,
      "active": [
        "Binance",
        "Bitfinex",
        "Bitmart",
        "Bitmax",
        "Bittrex",
        "Ftx",
        "Gateio",
        "Huobipro",
        "Kraken",
        "Kucoin",
        "Liquid",
        "Okex",
        "Poloniex",
        "Upbit"
      ],
      "detail": {
        "binance": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "USDT",
          "base": "BTC",
          "min": 0.01,
          "pp": 2,
          "pa": 6
        },
        "bitfinex": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "UST",
          "base": "BTC",
          "min": 0.000009999999999999999,
          "pp": 5,
          "pa": -1
        },
        ...
        ...
        ...

      },
      "possible_combinations": 196
    },
    "BTCUSD": {
      "pair": "btcusd",
      "count": 11,
      "active": [
        "Bitfinex",
        "Bitflyer",
        "Bitmex",
        "Bitstamp",
        "Bittrex",
        "Coinbase",
        "Coinbasepro",
        "Ftx",
        "Itbit",
        "Kraken",
        "Liquid"
      ],
      "detail": {
        "bitfinex": {
          "id": "btcusd",
          "symbol": "BTC/USD",
          "quote": "USD",
          "base": "BTC",
          "min": 0.000009999999999999999,
          "pp": 5,
          "pa": -1
        },
        ...
        ...
        ...
		}
	}