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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