fox34 / btc-order-book-crawler

Periodically crawl order books from popular bitcoin exchanges

WARNING: This repository is not maintained any longer.

Periodically crawl order books of common bitcoin exchanges

Data description

Request order books in short intervals. Periodically send aggregated data to custom api endpoint for aggregation in .csv/MySQL/whatever.

Bitstamp

• Reference: https://www.bitstamp.net/api/
• API URLs:
  • https://www.bitstamp.net/api/v2/order_book/btcusd
  • https://www.bitstamp.net/api/v2/order_book/btceur
• Request interval: 5 seconds

Bitfinex

• Reference: https://docs.bitfinex.com/reference#rest-public-books
• API URLs:
  • https://api-pub.bitfinex.com/v2/book/tBTCUSD/P0?len=25
  • https://api-pub.bitfinex.com/v2/book/tBTCEUR/P0?len=25
• Request interval: 5 seconds

Coinbase

• Reference: https://docs.pro.coinbase.com/#get-product-order-book
• API URLs:
  • https://api.pro.coinbase.com/products/BTC-USD/book?level=2
  • https://api.pro.coinbase.com/products/BTC-EUR/book?level=2
• Request interval: 5 seconds

Kraken

Kraken will be queried, however, the crawling process fails after a while because of API limitations.

• Reference: https://www.kraken.com/features/api#get-order-book
• API URLs:
  • https://api.kraken.com/0/public/Depth?pair=XBTUSD&count=10
  • https://api.kraken.com/0/public/Depth?pair=XBTEUR&count=10
• Request interval: 5 seconds