/match-cryptocurrency-pairs

Pair matching engine for cryptocurrency. For example you can query `btcusdt` and be provided a list of other exchanges which carry `btcusdt` to make your arbitrage opportunity hunting easier.

Primary LanguageHTMLMIT LicenseMIT

pair matching engine

Pair Matching Engine: Discover where you can trade a pair

Table of Contents

General Information - View Demo

This repository concentrates on the endpoint POST /api/v2/public/match-pair designed to provide advice and inspiration for where you can trade specific pairs. The method is of particular use if you are planning to arbitrage a specific pair. 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

pairs

Useful affiliated repositories

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.

Error Codes

  • Any endpoint has the ability to return an ERROR

Sample Payload below:

"data": {
  "code": 1440,
  "error": "Missing POST parameter(s) required to proceed, review 'missing_parameters' for more information."
},

API Information

As follows is a run down of advisiable and accessible endpoints for usage for the match-cryptocurrency-pairs portion of executium.

Match Pair

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. Please review Symbols Supported (system/symbols) for more information about pairs.

Example scenario You are looking to find who else support BTCUSDT, the same way Binance do. You would run the following query:

GET https://marketdata.executium.com/api/v2/public/match-pair?code=btcusdt

The output of that query would be as follows:

{
  "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
        },
        "bitmart": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "USDT",
          "base": "BTC",
          "min": -1,
          "pp": 2,
          "pa": 5
        },
        "bitmax": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "USDT",
          "base": "BTC",
          "pp": 9,
          "pa": 5
        },
        "bittrex": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "USDT",
          "base": "BTC",
          "min": 1e-8,
          "pp": 8,
          "pa": 8
        },
        "ftx": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "USDT",
          "base": "BTC",
          "min": 0.5,
          "pp": 0.5,
          "pa": 0.0001
        },
        "gateio": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "usdt",
          "base": "btc",
          "min": 0.01,
          "pp": 2,
          "pa": 8
        },
        "huobipro": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "usdt",
          "base": "btc",
          "min": 0.01,
          "pp": 2,
          "pa": 6
        },
        "kraken": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "USDT",
          "base": "XXBT",
          "min": 0.1,
          "pp": 1,
          "pa": 8
        },
        "kucoin": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "USDT",
          "base": "BTC",
          "min": 0.1,
          "pp": 1,
          "pa": 8
        },
        "liquid": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "USDT",
          "base": "BTC",
          "min": 0.000001,
          "pp": 6,
          "pa": 8
        },
        "okex": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "USDT",
          "base": "BTC",
          "min": 0.1,
          "pp": 0.1,
          "pa": 1e-8
        },
        "poloniex": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "USDT",
          "base": "BTC",
          "min": 1e-8,
          "pp": 8,
          "pa": 8
        },
        "upbit": {
          "id": "btcusdt",
          "symbol": "BTC/USDT",
          "quote": "USDT",
          "base": "BTC",
          "min": 1e-8,
          "pp": 8,
          "pa": 8
        }
      },
      "possible_combinations": 196
    },
    "ETHBTC": {
      "pair": "ethbtc",
      "count": 18,
      "active": [
        "Binance",
        "Bitfinex",
        "Bitflyer",
        "Bitmart",
        "Bitmax",
        "Bitstamp",
        "Bittrex",
        "Coinbasepro",
        "Ftx",
        "Gateio",
        "Huobipro",
        "Indodax",
        "Kraken",
        "Kucoin",
        "Liquid",
        "Okex",
        "Poloniex",
        "Upbit"
      ],
      "detail": {
        "binance": {
          "id": "ethbtc",
          "symbol": "ETH/BTC",
          "quote": "BTC",
          "base": "ETH",
          "min": 0.000001,
          "pp": 6,
          "pa": 3
        },
	...
	...
	...

  }
}

This tells us everywhere which supports BTCUSDT and where we can trade.

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. Exclude the exchange code from your query and request just the pair like shown.

Symbols Supported

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.

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
      },
      ...
      ...

Fetch Symbol Price

Public API but restrictions apply based on your subscription level. You must provide the exact symbol code which executium provides. You can review symbols in the system/symbols endpoint. For this endpoint we accept both POST and GET. An example of GET would be https://marketdata.executium.com/api/v2/public/fetch-symbol-price?code=binance-btcusdt.

POST /api/v2/public/fetch-symbol-price

Parameters:

Name MinLength Required Default Description
code YES The executium code, which can be found at exchanges-supported.md or by calling the endpoint system/symbols. This endpoint can taken multiple inputs and is comma delimited. For example you could input binance-btcusdt,bitfinex-tnbbtc,bitfinex-btcusd. To a maximum of 10 inputs.

Successful response payload

  "data": {
    "binance-btcusdt": {
      "bids": {
        "price": 9410.77,
        "qty": 2.25,
        "time": 1594277489758
      },
      "asks": {
        "price": 9411.6,
        "qty": 0.009037,
        "time": 1594277489759
      }
    },
    "bitfinex-btcusdt": {
      "bids": {
        "price": 9407.1,
        "qty": 0.05118678,
        "time": 1594277489695
      },
      "asks": {
        "price": 9411.8,
        "qty": 0.010091,
        "time": 1594277478643
      }
    },
    "notes": "Refresh rate 1000-1500ms; To adjust please review your subscription."
  },

What can I do with this?

The idea is that you can pull the publicly accessible endpoints and create informative projects around it. For example, you could mix the symbols with the prices available at each exchange by doing the following:

  1. Pull Matching Pairs
  2. Store those
  3. Poll the public/fetch-symbol-price endpoint for data.
  4. Map the polled data to corresponding symbols.

Demo

demo

You can find the match pairs demo here. This provides a real-time look at data being returned. It also provides a look at symbol and feteching symbol prices.

Exchanges supported

We currently support 24 pairs as of the 9th July 2020. You can learn more about the support we currently have at our exchanges-support.md which is kept up to date more regular.