We’re pleased to announce that we’ve became an official BitMEX partner.
In order to celebrate that, we’ve prepared a special offer for everyone that would like to access high frequency historical BitMEX data including highest granularity order book updates, tick-by-tick trades, liquidations, open interest, funding rates and more.
You can start a 30-day free trial with access to the last four months of BitMEX data or get a 10% discount for annual subscription that provides access to all BitMEX datasets we’ve collected so far — over two years.
There are two main ways to access historical BitMEX data: raw data…
Cryptocurrency exchanges landscape is no doubt fast moving target with many competing exchanges across the globe. It’s fragmented nature while driving innovation, makes answering one would think simple question like “What is the current price of Bitcoin?” rather tricky due to price differences across exchanges, market data APIs downtimes etc.
In order to answer it, I’ll write simple price index CLI script providing real-time Bitcoin price in US Dollars using an volume weighted average from leading spot exchanges. Such indexes are often used by derivatives exchanges in order to reliably track instrument’s underlying price.
Live liquidations data is public and can be accessed via exchanges WebSocket APIs, however, it can be quite tricky for people to access this data stream for multiple exchanges at once due to different data formats and quirks how that data is provided.
We’ll use open source
tardis-dev lib here, so most of the hard work is handled for us — real-time WS connections management, data normalization, consolidate data streaming from multiple exchanges…
The most granular data for cryptocurrency markets