Introduction

Welcome to the Data Catalogue! The document gives you descriptions on database we are using, all available data feeds we are collecting, and all available api that we are tracking.

Database is InfluxDB,whihc is a time-series database. Few terminologies to explain, tags in the influxdb is the unqie index and it is very useful to sort tickers via taging. Measurement is another word for table in the influxdb. Time is the defalut column in the table, which means the time that data wrote into database. Currently, we have two influxbd servers, one is primary server and another one is backup server.

Host Server 1: Host-1 (Primary): 35-183-117-153 Host Server 2: Host-2 (Backup): 15-223-67-67

Data Catalogue

The summary for all available data feeds.

Case Sensitive applys in table names

Table Summary

TableName	Frequency	DataType	CurrentStatus
aave_rates	realtime	Lending Rate	Running
bigone_orderbook	30 seconds	Orderbook Data	Running
bigone_trades	30 seconds	Trades Data	Running
binance_borrow_rates_clean	30 minutes	Borrow Rates	Running
binance_funding_rates	8 hours	Trades Data	Running
binance_future_stats_long_short_ratio	Varies	Futures Data	Running
binance_future_stats_long_short_ratio_account	Varies	Futures Data	Running
binance_future_stats_long_short_ratio_position	Varies	Futures Data	Running
binance_future_stats_open_interest	Varies	Futures Data	Running
binance_future_stats_taker_buy_sell_volume	Varies	Futures Data	Running
binance_liquidation_trades	1 hour	Liquidation Trades Data	Running
binance_insurance_fund	1 day	Insurance Fund	Running
binance_open_interest_clean	1 minute	Open Interest	Running
binance_orderbook_futures_clean	30 seconds	Orderbook Data	Running
binance_orderbook_spot_clean	30 seconds	Orderbook Data	Running
binance_trade_futures	2 minutes	Trades Data	Running
binance_trade_spot	2 minutes	Trades Data	Running
bitfinex_funding_orderbook	30 seconds	Funding Orderbook	Running
bitfinex_funding_trade	1 hour	Funding Trades	Running
bitfinex_leaderboard	Varies	Leaderboard	Running
bitmex_full_orderbook	RealTime	Orderbook	Running
bitmex_funding	8 hours	Funding	Running
bitmex_funding_rates	1 minute	Funding	Running
bitmex_instrument	Realtime	Market Summary	Running
bitmex_instrument_v1	Realtime	Market Summary	Running
bitmex_insurance	1 day	Insurance Fund	Running
bitmex_leaderboard_notional	1 hour	Leaderboard	Running
bitmex_leaderboard_ROE	1 hour	Leaderboard	Running
bitmex_leaderboard_notional_1m	1 minute	Leaderboard	Running
bitmex_leaderboard_ROE_1m	1 minute	Leaderboard	Running
bitmex_liquidation	RealTime	Liquidation	Running
bitmex_settlement	1 week	Settlement	NoLongerUpated
bitmex_trade	RealTime	Trade Data	Running
bybit_funding_rate	8 hours	Funding Rates	Running
bybit_tickers	1 minute	Ticker	Running
bybit_trades	1 minute	Trade Data	Running
bybit_liquidation	5 minutes	Liquidatoin Data	Running
cftc_futures_report	1 week	Commodity Futures Report	Running
cme_futures_index	1 hour	CME BTC Futures	Running
coinbase_custody	1 hour	Custody Data	Running
coinbase_orderbook	30 seconds	Orderbook	Running
coinbase_trades	5 minutes	Trades Data	Running
coinex_orderbook	30 seconds	Orderbook	Running
coinex_trades	30 seconds	Trade Data	Running
coinflex_burn_fees	1 day	Burn Fees	NoLongerUpdating
compound_borrow_rates	1 minute	Borrow Rates	Running
compound_leaderboard	12 hours	Leaderboard	Runnning
cosmos_validator_ranking	1 hour	Validator Ranking	Running
cosmos_validator_status	1 hour	Validator Status	Running
deribit_fundingRate	8 hours	Funding Rate	Running
deribit_liquidation	RealTime	Liquidation Trade	Running
deribit_optoinTicker	RealTime	Option Ticker	Stopped
deribit_orderbook	30 seconds	Orderbok	Running
deribit_ticker	RealTime	Ticker	Stopped
deribit_tickers	1 minute	Ticker	Stopped
deribit_trades	RealTime	Trade Data	Running
dydx_borrow_rates	1 minute	Borrow Rates	Running
exchange_open_interest	1 minute	Open Interest	Running
FTX_funding_rates	1 minute	Funding Rates	Running
FTX_future_stats	1 minute	Market Summary	Running
FTX_leaderboard	1 hour	Leaderboard	Running
FTX_leaderboard_1m	1 minute	Leaderboard	Running
FTX_liquidation	1 hour	Liquidation	Running
FTX_option_request	1 second	Request Data	Running
FTX_orderbook	30 seconds	Orderbook	Running
FTX_trades	10 minutes	Trades	Running
FTX_trades_option	1 second	Trades	Running
gateio_orderbook	30 seconds	Orderbook	Running
gateio_trades_data	RealTime	Trades	Running
hashpool_coins	1 hour	Summary	Running
hnscan_block_info	1 hour	BlockChain	Running
hnscan_chart_data	1 day	Chart	Running
hnscan_chart_data_snapshot	1 day	Chart	Running
hnscan_status	9 minutes	Summary	Running
hnscan_summary	9 minutes	Summary	Running
hnscan_transaction	1 hour	BlockChian	Running
huobidm_contract_delivery_price	1 minute	Delivery Price	Running
huobidm_contract_market_overview	1 minute	Market Overview	Running
huobidm_contract_price_limit	1 minute	Price Limit	Running
huobidm_contract_risk_info	1 minute	Risk Info	Running
huobidm_liquidation	1 minute	Liquidation	Running
huobidm_contract_elite_account_ratio	1 minute	Futures Data	Runnning
huobidm_contract_elite_position_ratio	1 minute	Futures Data	Runnning
huobidm_index_price	1 minute	Index Price	Running
huobidm_insurance_fund	1 minute	Insurance Fund	Running
huobidm_open_interest	1 minute	Open Interest	Running
huobidm_orderbook	30 seconds	Orderbook	Running
huobidm_trades	RealTime	Trade	Running
mxc_trades	5 minutes	Trade	Running
mxc_orderbook	30 seconds	Orderbook	Running
namebase_domain	9 hours	Domain Data	Running
namebase_orderbook	30 seconds	Orderbook	Running
namebase_trade	RealTime	Trade	Running
nervos_block	10 minutes	BLockChain	Running
nervos_hashrate	10 minutes	Hash Rate	Running
okex_fundingRate	8 hours	Funding Rate	Running
okex_future_stats_contractBasis	Varies	Futures Data	Running
okex_future_stats_FutureTakerBuySell	Varies	Futures Data	Running
okex_future_stats_longShortPositionRatio	Varies	Futures Data	Running
okex_future_stats_OpenInterestVolume	Varies	Futures Data	Running
okex_future_stats_SwapFundingRate	Varies	Futures Data	Running
okex_future_stats_topTraderAverageMarginUsed	Varies	Futures Data	Running
okex_future_stats_topTraderSentimentIndex	Varies	Futures Data	Running
okex_liquidation	RealTime	Liquidation	Running
okex_markPrice	RealTime	Mark Price	Running
okex_Orderbook	RealTime	Orderbook	StoppedCollecting
okex_Orderbook_clean	30 seconds	Orderbook	Running
okex_priceRange	RealTime	Price Range	Running
okex_recentTrades	RealTime	Trade	StoppedCollecting
okex_recentTrades_clean	30 seconds	Trade	Running
okex_spotTrades	RealTime	Trade	StoppedCollecting
okex_SwapOpenInterest	RealTime	Open Interest	Running
okex_ticker	RealTime	Ticker	Running
okex_ticker_swap	RealTime	Ticker	Running
okex_ticker_v1	RealTime	Ticker	Running
poloniex_funding_orderbook	1 minute	Orderbook	Running
poloniex_leaderboard	1 hour	Leaderboard	Running
poloniex_orderbook	30 seconds	Orderbook	Running
poloniex_trades	10 minutes	Trade	Running
synthetix_open_interest	1 hour	Open Interest	Running
synthetix_dashboard_data	1 hour	Mix	Running
sp500_futures	1 second	Trade	Running
tether_richlist	1 hour	Leaderboard	Running
tezos_leaderboard	1 hour	Leaderboard	Running
wazirx_tickers	1 hour	Ticker	Running

Aave

Aave is a Decentrailized borrowing and lending platform.

Aave Rates

-- fetch one ticker
select * from aave_rates where symbol = 'REP'

[
    {
        'time': '2020-03-10T02:16:46Z', 
        'liquidationRate': 0.003351196162669402, 
        'stableBorrowRate': 0.05288284074185489, 
        'symbol': 'REP', 
        'utilizationRate': 0.18306272, 
        'variableBorrowRate': 0.018306272593483913
    }
]

Description

Aave rates includes borrow rates and ledning rates. Data feed is connected with websocket and updated realtime and data time range is from 2020-03-10T02:16:46 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
liquidationRate	float
stableBorrowRate	float
utilizationRate	float
variableBorrowRate	float
symbol	string	symbol is tag

Tag Vlaues

Symbol 'BAT', 'BUSD', 'DAI', 'ETH', 'KNC', 'LEND', 'LINK', 'MANA', 'MKR', 'REP', 'SNX', 'TUSD', 'USDC', 'USDT', 'WBTC', 'ZRX', 'sUSD'

Data Sanity

No downtime.

API Reference

WSS wss://api.thegraph.com/subgraphs/name/aave/protocol-raw

API Query Parameters

No parameters.

API Response Schema

No Information.

Binance

Binance is a cryptocurrency exchange that provides a platform for trading various cryptocurrencies. Biance provide a powerful api.

Binance Borrow Rate

-- fetch one ticker
select * from binance_borrow_rates_clean where symbol = 'ADA'

[
    {
        "time": "2020-04-16 20:39:55.416015",
        "borrowLimit": 5000000",
        "dailyInterestRate": 0.0016,
        "symbol": "ADA",
        "timestamp": "2020-04-16 20:39:55.416015",
        "vipLevel": 9
    }
]

Description

Binance borrow rate is part of margin data listed in the website. Binance borrow rate has a frequency of 30 minutes and data time range is from 2019-12-02 21:34:09 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
borrowLimit	float
dailyInterestRate	float
timestamp	string	data timstamp
vipLevel	string
symbol	string	symbol is tag

Tag Vlaues

symbol tags are ADA, ATOM, BAT, BCH, BNB, BTC, BUSD, DASH, EOS, ETC, ETH, IOST, IOTA, LINK, LTC, MATIC, NEO, ONT, QTUM, RVN, TRX, USDC, USDT, VET, XLM, XMR, XRP, XTZ, ZEC.

Data Sanity

No downtime.

API Reference

GET https://www.binance.com/gateway-api/v1/public/margin/vip/spec/list-all

API Query Parameters

No parameters.

API Response Schema

No Information.

Binance Funding Rate

select * from binance_funding_rates_clean

[
    {
        "symbol": "BTCUSDT",
        "fundingRate": "-0.03750000",
        "fundingTime": 1570608000000,
        "time": 1576566020000
    },
    {
        "symbol": "BTCUSDT",
        "fundingRate": "0.00010000",
        "fundingTime": 1570636800000,
        "time": 1576566020000
    }
]

Description

Binance funding rate has a frequency of 8 hours and data time range is from 2020-01-27 18:07:37 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
fundingRate	float
fundingTime	integer
time	string	data timestamp
symbol	string

Funding Rate Symbols

No tags in the table. All available symbols are BTCUSDT ETHUSDT, BCHUSDT, XRPUSDT, EOSUSDT, LTCUSDT, TRXUSDT, ETCUSDT, LINKUSDT, XLMUSDT, ADAUSDT, XMRUSDT, DASHUSDT, ZECUSDT, XTZUSDT, BNBUSDT, ATOMUSDT, ONTUSDT, IOTAUSDT, BATUSDT, VETUSDT, NEOUSDT.

Data Sanity

No downtime.

API Endpoint

GET https://fapi.binance.com/fapi/v1/fapi/v1/fundingRate

API Query Parameters

Name	Type	Mandatory	Description
symbol	string	yes
startTime	long	no	Timestamp in ms to get funding rate from INCLUSIVE
endTime	long	no	Timestamp in ms to get funding rate from INCLUSIVE
limit	integer	no	Default 100 max 1000

If startTime and endTime are not sent, the most recent limit datas are returned.
If the number of data between startTime and endTime is larger than limit, return as startTime + limit.
In ascending order.

API Response Schema

No information

Binance Long Short Ratio

select * from binance_future_stats_long_short_ratio where symbol = 'BTCUSDT'

[
    { 
         "time":"1583139600000",
         "symbol":"BTCUSDT",  // long/short account num ratio of all traders
          "long_short_ratio":0.1960,  //long account num ratio of all traders
          "long_account": "0.6622",   // short account num ratio of all traders
          "short_account":"0.3378", 
          "timestamp":"1583139600000"

     },

     {
         "time":"1583139900000"
         "symbol":"BTCUSDT",
          "long_short_ratio":"1.9559",
          "long_account": "0.6617", 
          "short_account":"0.3382",                  
          "timestamp":"1583139900000"

        },   

]

Description

Binance long short ratio is trading data in the Binance futures. Binance long short ratio data has a variety of frequency, which includes 5 minutes, 15 minutes, 30 minutes, 1 hour, 2 hour, 4 hour, 6 hour, 12 hour, and 1 day. Data time range is from 2019-12-10 00:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
frequency	string	tag values
long_account	string
short_account	string
long_short_ratio	float
symbol	string	tag values
timestamp	integer	data timestamp

Tag Vlaues

Frequency: 5 minutes, 15 minutes, 30 minutes, 1 hour, 2 hour, 4 hour, 6 hour, 12 hour, and 1 day

Symbol: ADAUSDT, ATOMUSDT, BATUSDT, BCHUSDT, BNBUSDT, BTCUSDT, DASHUSDT, EOSUSDT, ETCUSDT, ETHUSDT, IOSUSDT, IOATUSDT, LINKUSDT, LTCUSDT, NEOUSDT,ONTUSDT,QTUMUSDT, TRXUSDT, VETUSDT, XLMUSDT, XMRUSDT, XRPUSDT, XTZUSDT, ZECUSDT

Data Sanity

No downtime.

API Endpoint

GET https://fapi.binance.com/futures/data/globalLongShortAccountRatio

API Query Parameters

Name	Type	Mandatory	Description
symbol	string	yes
period	number	yes	"5m","15m","30m","1h","2h","4h","6h","12h","1d"
limit	long	no	Default 100 max 1000
startTime	integer	no
endTime	integer	no

If there is no limit of startime and endtime, it will return the value brfore the current time by default.
Only the data of the latest 30 days is available.

API Response Schema

No information

Binance Long Short Ratio Account

select * from binance_future_stats_long_short_ratio_account where symbol = 'BTCUSDT'

[
    { 
         "time":"1583139600000",
         "symbol":"BTCUSDT",  // long/short account num ratio of all traders
         "long_short_ratio":0.1960,  //long account num ratio of all traders
         "long_account": "0.6622",   // short account num ratio of all traders
         "short_account":"0.3378", 
         "timestamp":"1583139600000"

     },

     {
         "time":"1583139900000"
         "symbol":"BTCUSDT",
         "long_short_ratio":"1.9559",
         "long_account": "0.6617", 
         "short_account":"0.3382",                  
         "timestamp":"1583139900000"

        },   

]

Description

Binance long short ratio account is trading data in the Binance futures. Binance long short ratio account data has a variety of frequency, which includes 5 minutes, 15 minutes, 30 minutes, 1 hour, 2 hour, 4 hour, 6 hour, 12 hour, and 1 day. Data time range is from 2019-12-10 00:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
frequency	string	tag values
long_account	string
short_account	string
long_short_ratio	float
symbol	string	tag values
timestamp	integer	data timestamp

Tag Vlaues

Frequency: 5 minutes, 15 minutes, 30 minutes, 1 hour, 2 hour, 4 hour, 6 hour, 12 hour, and 1 day

Data Sanity

No downtime.

API Endpoint

GET https://fapi.binance.com/futures/data/topLongShortAccountRatio

API Query Parameters

Name	Type	Mandatory	Description
symbol	string	yes
period	number	yes	"5m","15m","30m","1h","2h","4h","6h","12h","1d"
limit	long	no	Default 100 max 1000
startTime	integer	no
endTime	integer	no

If there is no limit of startime and endtime, it will return the value brfore the current time by default.
Only the data of the latest 30 days is available.

Binance Long Short Ratio Position

select * from binance_future_stats_long_short_ratio_position where symbol = 'BTCUSDT'

[
    { 
         "time":"1583139600000",
         "symbol":"BTCUSDT",  // long/short account num ratio of all traders
         "long_short_ratio":0.1960,  //long account num ratio of all traders
         "long_account": "0.6622",   // short account num ratio of all traders
         "short_account":"0.3378", 
         "timestamp":"1583139600000"

     },

     {
         "time":"1583139900000"
         "symbol":"BTCUSDT",
         "long_short_ratio":"1.9559",
         "long_account": "0.6617", 
         "short_account":"0.3382",                  
         "timestamp":"1583139900000"

        },   

]

Description

Binance long short ratio position is trading data in the Binance futures. Binance long short ratio position data has a variety of frequency, which includes 5 minutes, 15 minutes, 30 minutes, 1 hour, 2 hour, 4 hour, 6 hour, 12 hour, and 1 day. Data time range is from 2019-12-10 00:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
frequency	string	tag values
long_account	string
short_account	string
long_short_account	float
symbol	string	tag values
timestamp	integer	data timestamp

Tag Vlaues

Frequency: 5 minutes, 15 minutes, 30 minutes, 1 hour, 2 hour, 4 hour, 6 hour, 12 hour, and 1 day

Data Sanity

No downtime.

API Endpoint

GET https://fapi.binance.com/futures/data/topLongShortPositionRatio

API Query Parameters

Name	Type	Mandatory	Description
symbol	string	yes
period	number	yes	"5m","15m","30m","1h","2h","4h","6h","12h","1d"
limit	long	no	Default 100 max 1000
startTime	integer	no
endTime	integer	no

If there is no limit of startime and endtime, it will return the value brfore the current time by default.
Only the data of the latest 30 days is available.

Binance Future Stats Open Interest

select * from binance_future_stats_open_interest where symbol = 'BTCUSDT'

[
    { 
         "time":"1583127900000",
         "symbol":"BTCUSDT",
         "open_interets":"20403.63700000",  // total open inerest 
         "notional_value_open_interest": "150570784.07809979",   // total open interet value
         "timestamp":"1583127900000"

     },

     {
         "time":"1583128200000",
         "symbol":"BTCUSDT",
         "open_interest":"20401.36700000",
         "notional_value_open_interest":"149940752.14464448",
         "timestamp":"1583128200000"

        },   

]

Description

Binance futures stats open interest is trading data in the Binance futures. Binance futures stats open interets data has a variety of frequency, which includes 5 minutes, 15 minutes, 30 minutes, 1 hour, 2 hour, 4 hour, 6 hour, 12 hour, and 1 day. Data time range is from 2019-12-10 00:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
frequency	string	tag values
notional_value_open_interest	float
open_interest	float
symbol	string	tag values
timestamp	integer	data timestamp

Tag Vlaues

Frequency: 5 minutes, 15 minutes, 30 minutes, 1 hour, 2 hour, 4 hour, 6 hour, 12 hour, and 1 day

Data Sanity

No downtime.

API Endpoint

GET https://fapi.binance.com/futures/data/openInterestHist

API Query Parameters

Name	Type	Mandatory	Description
symbol	string	yes
period	number	yes	"5m","15m","30m","1h","2h","4h","6h","12h","1d"
limit	long	no	Default 100 max 1000
startTime	integer	no
endTime	integer	no

If there is no limit of startime and endtime, it will return the value brfore the current time by default.
Only the data of the latest 30 days is available.

Binance Taker Buy Sell Volume

select * from binance_future_stats_taker_buy_sell_volume where symbol = 'BTCUSDT'

[
    { 
          "time":"1585614900000",
          "long_short_ratio":"1.5586",
          "long_volume": "387.3300", 
          "short_volume":"248.5030", 
          "timestamp":"1585614900000",
          "symbol": "BTCUSDT"

     },

     {
          "time":"1583139900000",
          "long_short_ratio":"1.3104",
          "long_volume": "343.9290", 
          "short_volume":"248.5030",                     
          "timestamp":"1583139900000",
          "symbol":"BTCUSDT"

        },   

]

Description

Binance taker buy sell volume is trading data in the Binance futures. Binance taker buy sell ratio data has a variety of frequency, which includes 5 minutes, 15 minutes, 30 minutes, 1 hour, 2 hour, 4 hour, 6 hour, 12 hour, and 1 day. Data time range is from 2019-12-10 00:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
frequency	string	tag values
long_volume	float
short_volume	float
long_short_ratio	float
symbol	string	tag values
timestamp	integer	data timestamp

Tag Vlaues

Frequency: 5 minutes, 15 minutes, 30 minutes, 1 hour, 2 hour, 4 hour, 6 hour, 12 hour, and 1 day

Data Sanity

No downtime.

API Endpoint

GET https://fapi.binance.com/futures/data/topLongShortPositionRatio

API Query Parameters

Name	Type	Mandatory	Description
symbol	string	yes
period	number	yes	"5m","15m","30m","1h","2h","4h","6h","12h","1d"
limit	long	no	Default 100 max 1000
startTime	integer	no
endTime	integer	no

If there is no limit of startime and endtime, it will return the value brfore the current time by default.
Only the data of the latest 30 days is available.

Binance Liquidation Trade

-- fetch one ticker
select * from binance_liquidation_trades where symbol = 'BTCUSDT'

[

    {
          "symbol": "BTCUSDT",                // SYMBOL
          "price": "7918.33",                 // ORDER_PRICE
          "origQty": "0.014",                 // ORDER_AMOUNT
          "executedQty": "0.014",             // FILLED_AMOUNT
          "avragePrice": "7918.33",           // AVG_PRICE
          "status": "FILLED",                 // STATUS
          "timeInForce": "IOC",               // TIME_IN_FORCE
          "type": "LIMIT",
          "side": "SELL",                     // DIRECTION
          "time": 1568014460893 
    },
]

Description

Binance liquidation trade has a frequency of 1 hour and data time range is from 2020-02-16 16:48:09 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	data timestamp
averagePrice	float
executedQty	float
origQty	float
price	float
side	string
status	string
timeInForce	string
symbol	string	tag values

Tag Vlaues

Symbol tags are ADAUSDT, ATOMUSDT, BATUSDT, BCHUSDT, BNBUSDT, BTCUSDT, DASHUSDT, EOSUSDT, ETCUSDT, ETHUSDT, IOSTUSDT, IOTAUSDT, LINKUSDT, LTCUSDT, NEOUSDT, ONTUSDT, QTUMUSDT, TRXUSDT, VETUSDT, XLMUSDT, XMRUSDT, XRPUSDT, XTZUSDT, ZECUSDT.

Data Sanity

No downtime.

API Reference

GET https://fapi.binance.com/fapi/v1/allForceOrders

API Query Parameters

Name	Type	Mandatory	Description
symbol	string	yes
limit	long	no	Default 100 max 1000
startTime	integer	no
endTime	integer	no

If the symbol is not sent, liquidation orders for all symbols will be returned.

API Response Schema

See code comments.

Binance Insurance Fund

-- fetch one ticker
select * from binance_insurance_fund where symbol = 'BTCUSDT'

[

    {
          time: 1589155204583000064 
          insurance_fund_balance_usdt: 7731989.46265009            
          symbol: BTCUSDT 
          timestamp:1589155204583
    }
]

Description

Binance insurance fund has a frequency of 1 day and data time range is different from ticker to ticker but all hostorical data is available. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	data timestamp
insurance_fund_balance_usdt	float
timestamp	int
symbol	string	tag values

Tag Vlaues

Data Sanity

No downtime.

API Reference

POST https://www.binance.com/gateway-api/v1/public/future/common/insuranceFundBalanceLogs

API Query Parameters

Name	Type	Mandatory	Description
symbol	string	yes
page	int	yes

API Response Schema

See code comments.

Binance Open Interest

-- fetch one ticker
select * from binance_open_interest_clean

[

   {
    "time": "1576866488447948032", 
    "openInterest": "10659.509", // Coin denominated OI
    "symbol": "BTCUSDT"
   }


]

Description

Binance open interest has a frequency of 1 minute and data time range is from 2019-12-20 18:28:09 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	data timestamp
open_interest	float
symbol	string

Open Interest symbols

Symbols are ADAUSDT, ATOMUSDT, BATUSDT, BCHUSDT, BNBUSDT, BTCUSDT, DASHUSDT, EOSUSDT, ETCUSDT, ETHUSDT, IOSTUSDT, IOTAUSDT, LINKUSDT, LTCUSDT, NEOUSDT, ONTUSDT, QTUMUSDT, TRXUSDT, VETUSDT, XLMUSDT, XMRUSDT, XRPUSDT, XTZUSDT, ZECUSDT.

Data Sanity

No downtime.

API Reference

GET https://fapi.binance.com/fapi/v1/openInterest

API Query Parameters

Name	Type	Mandatory	Description
symbol	string	yes

API Response Schema

See code comments.

Binance Orderbook

-- fetch futures 
select * from binance_orderbook_futures_clean where symbol = 'BTCUSDT'

-- fetch spot
select * from binance_orderbook_spot_clean where symbol = 'BTCUSDT'

[

 {
   "time": "2019-12-30T2019 8:29:05.271",
   "current_snapshot":1577737657121,
   "lastUpdateID": 2206697117,
   "price":7261.1,
   "qty": 4.784,
   "symbol": "BTCUSDT",
   "type": "ask"

 }

]

Description

Binance orderbook has a frequency of 30 seconds and data time range is from 2019-12-20 18:28:09 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
current_snapshot	integer	data timestamp
lastUpdateID	integer
price	float
qty	float
type	string
symbol	string	tag values

Tag Vlaues

Futures Symbols: ADAUSDT, ATOMUSDT, BATUSDT, BCHUSDT, BNBUSDT, BTCUSDT, DASHUSDT, EOSUSDT, ETCUSDT, ETHUSDT, IOSTUSDT, IOTAUSDT, LINKUSDT, LTCUSDT, NEOUSDT, ONTUSDT, QTUMUSDT, TRXUSDT, VETUSDT, XLMUSDT, XMRUSDT, XRPUSDT, XTZUSDT, ZECUSDT.

Spot Symbols: BCHBTC, BCHUSDT, BNBBTC, BNBETH, BNBUSDT, BTCUSDT, DGDBTC, DGDETH, ETHUSDT, KNCBTC, KNCETH, RENBNB, RENBTC, RENUSDT, SOLBNB, SOLBTC, SOLBUSD

Data Sanity

No downtime.

API Reference

GET https://fapi.binance.com/fapi/v1/depth

API Query Parameters

Name	Type	Mandatory	Description
symbol	string	yes
limit	int	no	Default 100; max 1000. Valid limits:[5, 10, 20, 50, 100, 500, 1000]

API Response Schema

See code comments.

Binance Trade

-- fetch futures 
select * from binance_trade_futures where symbol = 'BTCUSDT'

-- fetch spot
select * from binance_trade_spot where symbol = 'BTCUSDT'

[

 {
   "time": "2019-12-30T2019 8:29:05.271",
   "id":0,
   "isBuyerMaker": true,
   "price":4261.48,
   "qty": 0.1,
   "quoteQty":426.148,
   "symbol": "BTCUSDT",
   "trade_timestamp": "1502942428322"

 }

]

Description

Binance trade has a frequency of 2 minutes and data time range is from 2019-12-20 18:28:09 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
trade_timestamp	integer	data timestamp
id	integer
price	float
qty	float
quoteQty	float
isBuyerMaker	string
symbol	string	tag values

Tag Vlaues

Spot Symbols: BCHBTC, BCHUSDT, BNBBTC, BNBETH, BNBUSDT, BTCUSDT, DGDBTC, DGDETH, ETHUSDT, KNCBTC, KNCETH, RENBNB, RENBTC, RENUSDT, SOLBNB, SOLBTC, SOLBUSD

Data Sanity

Duplicates: There will be duplicates in the trades data since the api returns maximum of 1000 for each query in case of loss data. So deduplicating id field to make sure data is clean.

Others Trade data may have some gaps in the past but api can fetch all historical, so we will fill gap soon.

API Reference

GET https://fapi.binance.com/fapi/v1/trade

API Query Parameters

Name	Type	Mandatory	Description
symbol	string	yes
limit	int	no	Default 100; max 1000. Valid limits:[5, 10, 20, 50, 100, 500, 1000]

API Response Schema

See code comments.

Bitfinex

Bitfinex is a cryptocurrency exchange and check their api. Ratelimit for Bitfinex is 30 req/min.

Bitfinex Funding Orderbook

-- fetch funding orderbook  
select * from bitfinex_funding_orderbook where SYMBOL = 'fUSDT'

[

 {
   "time": "2019-12-30T2019 8:29:05.271",
   "AMOUNT":9568.95412246x,
   "COUNT": 1,
   "MTS": 1502942428322,
   "PERIOD":30,
   "RATE": 0.0002070,
   "symbol": "fUSDT",
   "TYPE":"bid"

 }

]

Description

Bitfinex funding orderbook has a frequency of 1 minute and data time range is from 2019-12-20 18:28:09 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
MTS	float	data timestamp
AMOUNT	float
COUNT	integer
RATE	float
TYPE	string
symbol	string	tag values

Tag Vlaues

Symbols: fUSD, fGBP, fEUR, fBTC, fLTC, fETH, fETC, fZEC, fXMR, fDSH, fJPY, fXRP, fIOT, fEOS, fSAN, fOMG, fNEO, fETP, fEDO, fBTG, fZRX, fXLM, fXTZ, fBSV, fBAB, fUST, fATO, fLEO, fALG, fFTT, fXAUT.

Data Sanity

No downtime.

API Reference

GET https://api-pub.bitfinex.com/v2/book/{Symbol}/{Precision}

API Query Parameters

Name	Type	Mandatory	Description	Example
Symbol	string	yes	The symbol you want information about	tBTCUSD, tETHUSD, fUSD, fBTC
Precision	string	yes	Level of price aggregation	P0, P1, P2, P3, P4, R0

API Response Schema

Fields	Type	Description
PRICE	float	Price level (Trading only)
RATE	float	Rate level (Funding only)
PERIOD	float	Period level (Funding only)
COUNT	int	Number of orders at that price level
±AMOUNT	float	Total amount available at that price level.
ORDER_ID	int	Order ID

Bitfinex Funding Trade

-- fetch funding orderbook  
select * from bitfinex_funding_trade where SYMBOL = 'fUSD'

[

 {
   "time": "2019-10-17T 22:31:23.271",
   "MTS":1469734163000,
   "AMOUNT": 50.845,
   "ID":8,
   "PERIOD": 2,
   "RATE":0.000218,
   "SYMBOL": "fUSD",

 }

]

Description

Bitfinex funding trade has a frequency of 1 hour and data time range is from 2019-12-20 18:28:09 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
MTS	float	data timestamp
AMOUNT	float
PERIOD	integer
RATE	float
symbol	string	tag values

Tag Vlaues

Symbols: fUSD, fGBP, fEUR, fBTC, fLTC, fETH, fETC, fZEC, fXMR, fDSH, fJPY, fXRP, fIOT, fEOS, fSAN, fOMG, fNEO, fETP, fEDO, fBTG, fZRX, fXLM, fXTZ, fBSV, fBAB, fUST, fATO, fLEO, fALG, fFTT, fXAUT.

Data Sanity

No downtime.

API Reference

GET https://api-pub.bitfinex.com/v2/trades/{Symbol}/hist

API Query Parameters

Name	Type	Mandatory	Description
symbol	string	yes	The symbol you want information about. (e.g. tBTCUSD, tETHUSD, fUSD, fBTC)
limit	int	yes	Number of records (Max: 10000)
start	string	yes	Millisecond start time
end	string	yes	Millisecond end time
sort	string	yes	If = 1 it sorts results returned with old > new

API Response Schema

Fields	Type	Description
ID	int	ID of the trade
MTS	int	millisecond time stamp
±AMOUNT	float	How much was bought (positive) or sold (negative).
PRICE	float	Price at which the trade was executed (trading tickers only)
RATE	float	Rate at which funding transaction occurred (funding tickers only)
PERIOD	int	Amount of time the funding transaction was for (funding tickers only)

Bitfinex Leaderboard

-- fetch leaderboard by symbol and type
select * from bitfinex_leaderboard where symbol = `1w:tGlobal:USD` and type = "unrealized_profit_period_delta"

[

 {
   "time": "2020-04-17T 17:12:21.271",
   "amount":802210.01,
   "name": "ubris",
   "rank":1,
   "symbol": "1M:tGLOBAL:USD",
   "timestamp": "1585699200000"
   "stype": "unrealized_profit_period_delta",


 }

]

Description

Bitfinex leaderboard has a variety of frequencies, including 3 hours, 1 week, 1 month. And data time range is from 2020-04-01 00:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
timestamp	float	data timestamp
amount	float
rank	integer
symbol	string	tag values
type	string	tag values

Tag Vlaues

Symbols (time:ticker): 3h:tGLOBAL:USD, 3h:tBTCUSD, 3h:tBTCF0:USTF0, 3h:tBTCUST, 3h:tBTCEUR, 3h:tLEOUSD, 3h:tETHUSD, 3h:tETHF0:USTF0, 3h:tETHUST, 3h:tEOSUSD, 3h:tLTCUSD, 3h:tETCUSD, 1w:tGLOBAL:USD, 1w:tGLOBAL:CHZ, 1M:tGLOBAL:USD

type: unrealized_profit_period_delta, unrealized_profit_inception, realized_profit, volume

Data Sanity

No downtime.

API Reference

GET https://api-pub.bitfinex.com/v2/rankings/{key}:{time_frame:symbol}/hist?limit={num_return}

API Query Parameters

Key	Available Time Frames	Available Symbols
"plu_diff" - (Unrealised Profit (Period Delta))	"1w", "1M"	tGLOBAL:USD
"plu" - (Unrealised Profit (Inception))	"3h" - for specific pairs "1w", "1M" - for tGLOBAL:USD	Trading Pairs (e.g. tBTCUSD, tETHUSD tGLOBAL:USD
"plr" - (Realized Profit)	"1w", "1M"	tGLOBAL:USD
"vol" - (Volume)	"3h", "1w", "1M"	Trading Pairs (e.g. tBTCUSD, tETHUSD) tGLOBAL:USD

API Response Schema

Fields	Type	Description
MTS	int	millisecond timestamp
USERNAME	string	Username
RANKING	int	Place on leaderboard
VALUE	float	Value of volume, unrealized profit, or realized profit
TWITTER_HANDLE	string	Shows the user's Twitter handle (if available)

Bitmex

Bitmex is a cryptocurrency exchange. Bitmex api has a very low rate limit so use it properly.

Bitmex Full Orderbook

-- fetch data
select * from bitmex_full_orderbook where symbol = 'XRPZ19'

[

 {
   "time": "2019-11-21 17:40:53.056972",
   "snapshot_time":"2019-11-21 17:40:53.188963"
   "id":34699996624,
   "price": 0.00003376,
   "size":100,
   "symbol": "XRPZ19",
   "side": "Sell",
 }

]

Description

Bitmex full orderbook has a frequency of 30 seconds for XBT symbols and has a frequency of 1 minute for other symbols. And data time range is from 2020-04-01 00:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
snapshot_time	float	data timestamp
id	integer
size	integer
symbol	string	tag values
price	float	tag values
side	string	"Buy/Sell"

Tag Vlaues

Symbols: ADAH20, ADAM20, ADAZ19, BCHH20, BCHM20, BCHZ19, EOSH20, EOSM20, EOSZ19, ETHH20, ETHM20, ETHUSD, ETHZ19. LTCH20, LTCM20, LTCZ19, TRXH20, TRXM20, TRXZ19, XBT7D_D95, XBT7D_U105, XBTH20, XBTM20, XBTU20, XBTUSD, XBTZ19, XRPH20, XRPM20, XRPUSD, XRPZ19

Data Sanity

No downtime.

API Reference

GET https://www.bitmex.com/api/v1/orderBook/L2?symbol={Symbol}&depth={Depth}

API Query Parameters

Name	Type	Description
symbol	string	Instrument symbol. Send a series (e.g. XBT) to get data for the nearest contract in that series.
depth	double	Orderbook depth per side. Send 0 for full depth.

API Response Schema

No Information.

Bitmex Funding

-- fetch data
select * from bitmex_funding where symbol = 'ETHXBT'

[

 {
   "time": "2016-11-04 04:00:00",
   "fundingInterval":"2000-01-01T08:00:00.000Z"
   "fundingRate":-0.0016619999999999998,
   "fundingRateDaily": -0.004985999999999999,
   "symbol": "ETHXBT"
 }

]

Description

Bitmex funding is connected through webscoket so it is real-time update. And data time range is from 2016-11-04 04:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
fundingInterval	string
fundingRate	float
fundingRateDaily	float
symbol	string

Tag Vlaues

Symbols (time:ticker): XBTUSD, ETHUSD, ETHXBT, FCTXBT, LSKXBT, LTCXBT, XRPUSD

Data Sanity

No downtime.

API Reference

Websocket wss://www.bitmex.com/realtime?subscribe=funding

API Query Parameters

Name	Type	Description
symbol	string	Instrument symbol. Send a series (e.g. XBT) to get data for the nearest contract in that series.

API Response Schema

No information.

Bitmex Funding Rate

-- fetch data
select * from bitmex_funding_rates where symbol = 'XBTUSD'

[

 {
   "time": "2016-11-04 04:00:00",
   "fundingInterval":"2000-01-01T08:00:00.000Z"
   "fundingRate":0.00016619999999999998,
   "fundingRateDaily": 0.0004985999999999999,
   "indicativeFundingRate": None,
   "timestamp": None,
   "symbol": "XBTUSD"
 }

]

Description

Bitmex funding rate has a frequency of 1 minute. And data time range is from 2016-05-04 12:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
fundingInterval	string
fundingRate	float
fundingRateDaily	float
indicativeFundingRate	float
timestamp	string
symbol	string	tag values

Tag Vlaues

Symbols (time:ticker): XBTUSD, ETHUSD, ETHXBT, FCTXBT, LSKXBT, LTCXBT, XRPUSD

Data Sanity

No downtime.

API Reference

GET https://www.bitmex.com/api/v1/funding?reverse=True

API Query Parameters

Name	Type	Description
symbol	string	Instrument symbol. Send a series (e.g. XBT) to get data for the nearest contract in that series.

API Response Schema

No information.

Bitmex Instrument

-- fetch data
select * from bitmex_instrument where symbol = 'XRPUSD'

[

 {
    "symbol": "XRPUSD",
    "rootSymbol": "string",
    "state": "string",
    "typ": "string",
    "listing": "2020-04-18T20:55:42.795Z",
    "front": "2020-04-18T20:55:42.795Z",
    "expiry": "2020-04-18T20:55:42.795Z",
    "settle": "2020-04-18T20:55:42.795Z",
    "relistInterval": "2020-04-18T20:55:42.795Z",
    "inverseLeg": "string",
    "sellLeg": "string",
    "buyLeg": "string",
    "optionStrikePcnt": 0,
    "optionStrikeRound": 0,
    "optionStrikePrice": 0,
    "optionMultiplier": 0,
    "positionCurrency": "string",
    "underlying": "string",
    "quoteCurrency": "string",
    "underlyingSymbol": "string",
    "reference": "string",
    "referenceSymbol": "string",
    "calcInterval": "2020-04-18T20:55:42.795Z",
    "publishInterval": "2020-04-18T20:55:42.795Z",
    "publishTime": "2020-04-18T20:55:42.795Z",
    "maxOrderQty": 0,
    "maxPrice": 0,
    "lotSize": 0,
    "tickSize": 0,
    "multiplier": 0,
    "settlCurrency": "string",
    "underlyingToPositionMultiplier": 0,
    "underlyingToSettleMultiplier": 0,
    "quoteToSettleMultiplier": 0,
    "isQuanto": true,
    "isInverse": true,
    "initMargin": 0,
    "maintMargin": 0,
    "riskLimit": 0,
    "riskStep": 0,
    "limit": 0,
    "capped": true,
    "taxed": true,
    "deleverage": true,
    "makerFee": 0,
    "takerFee": 0,
    "settlementFee": 0,
    "insuranceFee": 0,
    "fundingBaseSymbol": "string",
    "fundingQuoteSymbol": "string",
    "fundingPremiumSymbol": "string",
    "fundingTimestamp": "2020-04-18T20:55:42.795Z",
    "fundingInterval": "2020-04-18T20:55:42.795Z",
    "fundingRate": 0,
    "indicativeFundingRate": 0,
    "rebalanceTimestamp": "2020-04-18T20:55:42.795Z",
    "rebalanceInterval": "2020-04-18T20:55:42.795Z",
    "openingTimestamp": "2020-04-18T20:55:42.795Z",
    "closingTimestamp": "2020-04-18T20:55:42.795Z",
    "sessionInterval": "2020-04-18T20:55:42.795Z",
    "prevClosePrice": 0,
    "limitDownPrice": 0,
    "limitUpPrice": 0,
    "bankruptLimitDownPrice": 0,
    "bankruptLimitUpPrice": 0,
    "prevTotalVolume": 0,
    "totalVolume": 0,
    "volume": 0,
    "volume24h": 0,
    "prevTotalTurnover": 0,
    "totalTurnover": 0,
    "turnover": 0,
    "turnover24h": 0,
    "homeNotional24h": 0,
    "foreignNotional24h": 0,
    "prevPrice24h": 0,
    "vwap": 0,
    "highPrice": 0,
    "lowPrice": 0,
    "lastPrice": 0,
    "lastPriceProtected": 0,
    "lastTickDirection": "string",
    "lastChangePcnt": 0,
    "bidPrice": 0,
    "midPrice": 0,
    "askPrice": 0,
    "impactBidPrice": 0,
    "impactMidPrice": 0,
    "impactAskPrice": 0,
    "hasLiquidity": true,
    "openInterest": 0,
    "openValue": 0,
    "fairMethod": "string",
    "fairBasisRate": 0,
    "fairBasis": 0,
    "fairPrice": 0,
    "markMethod": "string",
    "markPrice": 0,
    "indicativeTaxRate": 0,
    "indicativeSettlePrice": 0,
    "optionUnderlyingPrice": 0,
    "settledPrice": 0,
    "timestamp": "2020-04-18T20:55:42.796Z"
]

Description

Bitmex instrument is connected through webscoket so it is real-time update. And data time range is from 2019-07-11 04:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
askPrice	float
bidPrice	float
calcInterval	string
capped	boolean
closingTimestamp	string
deleverage	boolean
expiry	string
fairBasis	float
fairBasisRate	float
fairMethod	string
fairPrice	float
foreignNotional24h	float
front	string
fundingBaseSymbol	string
fundingInterval	string
fundingPremiumSymbol	string
fundingQuoteSymbol	string
fundingRate	float
fundingTimestamp	string
hasLiquidity	boolean
highPrice	float
homeNotional24h	float
impactAskPrice	float
impactBidPrice	float
impactMidPrice	float
indicativeFundingRate	float
indicativeSettlePrice	float
indicativeTaxRate	float
initMargin	float
insuranceFee	float
isInverse	boolean
isQuanto	boolean
lastChangePcnt	float
lastPrice	float
lastPriceProtected	float
lastTickDirection	string
limitDownPrice	float
limitUpPrice	float
listing	string
lotSize	float
lowPrice	float
maintMargin	float
makerFee	float
markMethod	string
markPrice	float
maxOrderQty	float
maxPrice	float
midPrice	float
multiplier	float
openInterest	float
openValue	float
openingTimestamp	string
optionMultiplier	float
optionStrikePcnt	float
optionStrikePrice	float
optionStrikeRound	float
optionUnderlyingPrice	float
positionCurrency	string
prevClosePrice	float
prevPrice24h	float
prevTotalTurnover	float
prevTotalVolume	float
publishInterval	string
publishTime	string
quoteCurrency	string
quoteToSettleMultiplier	float
reference	string
referenceSymbol	string
relistInterval	string
riskLimit	float
riskStep	float
rootSymbol	string
sessionInterval	string
settlCurrency	string
settle	string
settledPrice	float
settlementFee	float
state	string
takerFee	float
taxed	boolean
tickSize	float
timestamp	string
totalTurnover	float
totalVolume	float
turnover	float
turnover24h	float
typ	string
underlying	string
underlyingSymbol	string
underlyingToPositionMultiplier	float
underlyingToSettleMultiplier	float
volume	float
volume24h	float
vwap	float
symbol	string	tag values

Tag Vlaues

Symbols {time:ticker} (Symbols are subject to change): .BADAXBT, .BADAXBT30M, .BADAXBT_NEXT, .BBCHXBT, .BBCHXBT30M, .BBCHXBT_NEXT, .BEOSXBT, .BEOSXBT30M, .BEOSXBT_NEXT, .BETH, .BETH30M, .BETHXBT, .BETHXBT_NEXT, .BETHXBT30M, .BETHXBT_NEXT, .BLTCXBT, .BLTCXBT30M, .BLTCXBT_NEXT, .BTRXXBT, .BTRXXBT30M, .BTRXXBT_NEXT, .BVOL, .BVOL24H, .BVOL7D, .BXBT, .BXBT_NEXT,.BXBT30M, .BXBTJPY, .BXBTJPY30M, .BXRP, .BXRPXBT, .BXRP30M, .BXRP_NEXT, .BXRPXBT30M, .BXRPXBT_NEXT, .ETHBON, .ETHBON2H, .ETHBON8H, .ETHUSDPI, .ETHUSDPI2H, .ETHUSDPI8H, .EVOL7D, .TRXXBT, .TRXXBT30M, .USDBON, .USDBON2H, .USDBON8H, .XBT, .XBTBON, .XBTBON2H, .XBTBON8H, .XBTJPY, .XBTJPY30M, .XBTUSDPI, .XBTUSDPI2H, .XBTUSDPI8H, .XRPBON, .XRPBON2H, .XRPBON8H, .XRPUSDPI, .XRPUSDPI2H, .XRPUSDPI8H, ADAH20, ADAM20, ADAU19, ADAZ19, BCHH20, BCHM20, BCHZ19, BCHU20, EOSH20, EOSM20, EOSU19, EOSZ19, ETHH20, ETHM20, ETHUSD, ETHU19, ETHZ19. LTCH20, LTCM20, LTCZ19, LTCU19, TRXH20, TRXM20, TRXZ19,TRXU19, XBT7D_D95, XBT7D_U105, XBTH20, XBTM20, XBTU20, XBTUSD, XBTZ19, XBTU19, XRPH20, XRPM20, XRPU19, XRPUSD, XRPZ19

Data Sanity

No downtime.

API Reference

Websocket wss://www.bitmex.com/realtime?subscribe=instrument

API Query Parameters

Name	Type	Description
symbol	string	Instrument symbol. Send a series (e.g. XBT) to get data for the nearest contract in that series.

API Response Schema

No information.

Bitmex Insurance

-- fetch data
select * from bitmex_insurance

[

  {
    "currency": "string",
    "timestamp": "2020-04-18T20:55:42.859Z",
    "walletBalance": 0
  }

]

Description

Bitmex insurance is connected through webscoket so it is real-time update. And data time range is from 2019-07-11 12:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
currency	string
walletBalance	integer

Currency

The ticker is only XBt.

Data Sanity

No downtime.

API Reference

Websocket wss://www.bitmex.com/realtime?subscribe=insurance

API Query Parameters

No information.

API Response Schema

No information.

Bitmex Leaderboard

-- fetch leaderboard ROE
select * from bitmex_leaderboard_ROE 

-- fetch leaderbard notional
select * from bitmex_leaderboard_notional

[

 {
   "time": "2019-08-28 21:26:51.23435482",
   "CREATION_TIME":"2019-08-28 21:26:51.333642",
   "Rank":1,
   "isRealName": "false",
   "name":"Splash-Alpine-Twister",
   "profit": 5003.43,

 }

]

Description

Bitmex leaderboard has a variety of frequencies, including 3 hours, 1 week, 1 month. And data time range is from 2020-04-01 00:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
CREATION_TIME	string	data timestamp
Rank	integer
isRealName	boolean
name	string
profit	float

Data Sanity

No downtime.

API Reference

GET https://www.bitmex.com/api/v1/leaderboard?method={ROE/notional}

API Query Parameters

Name	Type	Description
method	string	ROE or notional

API Response Schema

No information.

Bitmex Liquidation

-- fetch data
select * from bitmex_liquidation where symbol = 'EOSU19'

[

 {
   "time": "2019-07-11 16:10:58.158",
   "leaveQty":50,
   "orderID":"319014a0-4495-b06c-da64-7dee1f49945e",
   "price":0.0004061,
   "symbol": "EOSU19",
   "side": "Buy",
   ""

 }

]

Description

Bitmex liquidation is connected through webscoket so it is real-time update. And data time range is from 2019-07-11 16:10:58.158 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
leavesQty	float
orderID	string
price	float
symbol	string	tag values
side	string	tag values

Tag Vlaues

Symbols: ADAH20, ADAM20, ADAU19, ADAZ19, BCHH20, BCHM20, BCHZ19, BCHU20, EOSH20, EOSM20, EOSU19, EOSZ19, ETHH20, ETHM20, ETHUSD, ETHU19, ETHZ19. LTCH20, LTCM20, LTCZ19, LTCU19, TRXH20, TRXM20, TRXZ19,TRXU19, XBT7D_D95, XBT7D_U105, XBTH20, XBTM20, XBTU20, XBTUSD, XBTZ19, XBTU19, XRPH20, XRPM20, XRPU19, XRPUSD, XRPZ19

side: Buy, sell

Data Sanity

No downtime.

API Reference

Websocket wss://www.bitmex.com/realtime?subscribe=liquidation

API Query Parameters

Name	Type	Description
symbol	string	Instrument symbol. Send a series (e.g. XBT) to get data for the nearest contract in that series.

API Response Schema

No information.

Bitmex Settlement

-- fetch data
select * from bitmex_settlement where symbol = 'XBTK15'

[

 {
   "time": "2015-05-29 12:00:00",
   "bankrupt": None,
   "optionStrikePrice": None,
   "optionUnderlyingPrice": None,
   "settledPrice":236.04,
   "settlementType": "Settlement"
   "symbol": "XBTKZ15",
   "taxBase": None,
   "taxRate": None
 }

]

Description

Bitmex settlement is connected through webscoket so it is real-time update And data time range is from 2015-05-29 12:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
bankrupt	float
optionStrikePrice	float
optionUnderlyingPrice	float
settledPrice	float
settlementType	string
taxBase	float
taxRate	float
symbol	string	tag values

Tag Vlaues

Symbols (Symbols are subject to change): A50G16, A50H16, A50J16, A50K16, A50M16, A50N16, A50Q16, ADAF18, ADAH18, ADAH19, ADAH20, ADAM18, ADAM19, ADAU18, ADAM18, ADAZ18, ADAZ19, BCHF18, BCHH18, BCHH19, BCHH20, BCHM18, BCHM19, BCHU18, BCHU19, BCHX17, BCHZ17, BCHZ18, BCHZ19, BFXQ16, BFXU16, BFXV16, BVOL24H, BVOL7D, B_BLOCKSZ17, B_SEGWITZ17, COIN_BH17, DAOETH, DASH7D, DASHH18, DASHJ17, DASHM17, DASHU17, DASHZ17, EOSH19, EOSH20, EOSM18, EOSM19, EOSN17, EOSU18, EOSU19, EOSZ18, EOSZ19, ETC24H, ETC7D, ETH7D, ETHH18, ETHH19, ETHH20, ETHJ17, ETHM17, ETHM18, ETHM19, ETHU17, ETHI19, ETHXBT, ETHZ17, ETHZ18, ETHZ19, FxT7D, FXCM17, FCTXBT, GNOM17, LSKXBT, LTC7D, LTCH18, LTCH19, LTCH20, LTCM18, LTCM19, LTCM20, LTCU18, LTCU19, LTCU20, LTCXBT, LTCZ18, LTCZ19, LTCZ20, NEOG18, NEOH18, QTUMU17, REP7D, SNTN17, TRXH19, TRXH20, TRXM19, TRXU18, TRXU19, TRXZ18, TRXZ19, WINZ16, XBCM17, XBCH17, XBCZ16, XBJ24H, XBJ7D, XBJM17, XBJU17, XBJZ16, XBJZ17, XBT24H, XBT48H, XBT7D, XBT7D_D90, XBT7D_D95, XBT7D_U105, XBT7D_U110, XBTH16, XBTH17, XBTH18, XBTH19, XBTH20, XBTK15, XBTM15, XBTM16, XBTM17, XBTM18, XBTM19, XBTN15, XBTQ15, XBTU15, XBTU16, XBTU17, XBTU18, XBTU19, XBTUSD, XBTV15, XBTZ15, XBTZ16, XBTZ17, XBTZ18, XBTZ19, XBU24H, XBU7D, XBUK15, XBUM15, XBUN15, XBUQ15, XBUU15, XBUZ15, XLMF18, XLMH18, XLT7D, XMR7D, XMRH18, XMRM17, XMRU17, XMRZ17, XRP7D, XRPH18, XRPH19, XRPH20, XRPM17, XRPM18, XRPM19, XRPU17, XRPU18, XRPU19, XRPZ17, XRPZ18, XRPZ19, XTZZ17, ZECH17, ZECH18, ZECM17, ZECU17, ZECZ16, ZECZ17

Data Sanity

No downtime.

API Reference

Websocket wss://www.bitmex.com/realtime?subscribe=settlement

API Query Parameters

Name	Type	Description
symbol	string	Instrument symbol. Send a series (e.g. XBT) to get data for the nearest contract in that series.

API Response Schema

No information.

Bitmex Trade

-- fetch data
select * from bitmex_trade where symbol = 'XBT7D_D95'

[

 {
   "time": "2019-07-11 14:59:42.056972",
   "foreignNotional":0.23265,
   "grossValue":235000000,
   "homeNotional": 23.5,
   "official_timestamp": None,
   "price": 0.00099,
   "symbol": "XBT7D_D95",
   "side": "Buy",
   "tickDirection": "PlusTick",
   "trdMatchID": "adffc000-d563-b5db-c9b6-a9ed3b304006"
 }

]

Description

Bitmex trade is connected through webscoket so it is real-time update. And data time range is from 2019-07-11 14:59:42.056972 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
foreignNotional	float
grossValue	float
homeNotional	float
official_timestamp	float
price	float
size	float
tickDirection	string
trdMatchID	string
symbol	string	tag values
side	string	tag values

Tag Vlaues

side: Buy, sell

Data Sanity

No downtime.

API Reference

Websocket wss://www.bitmex.com/realtime?subscribe=trade

API Query Parameters

Name	Type	Description
symbol	string	Instrument symbol. Send a series (e.g. XBT) to get data for the nearest contract in that series.

API Response Schema

No information

BigOne

BigOne exchange is a cryptocurrency exchange with api documents

BigOne Trade

-- fetch trades
select * from bigone_trades where symbol = "HNS-USDT"

[

 {
   "time": "2020-03-11T16:47:38Z",
   "amount":1.0,
   "price":4.5,
   "type": "BID",
   "symbol": "HNS-USDT",
   "timestamp": "2020-03-11T16:47:38Z",
   "tradeID": 123456,
 }

]

Description

Bigone trade has a frequency of 30 seconds and data time range is from 2020-03-11 16:47:38 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
timestamp	string	data timestamp
tradeID	integer
price	float
amount	float
type	string
symbol	string	tag values

Tag Vlaues

Symbol: HNS-BTC, HNS-USDT

Data Sanity

No downtime.

API Reference

GET https://big.one/api/v3/asset_pairs/{symbol}/trades

API Query Parameters

Attribute Name	Type	Require	Description	Excample
asset_pair_name	string	True	name of asset pair	BTC-USDT

API Response Schema

Attribute Name	Type	Description	Excample
id	number	id of trade
asset_pair_name	string	name of asset pair	BTC-USDT
price	string	deal price
amount	string	amount
taker_side	string	order side	one of "ASK/BID"
created_at	string	order created datetime

BigOne Orderbook

-- fetch trades
select * from bigone_orderbook where symbol = 'HNS-USDT'

[

 {
   "time": "2020-03-13T16:47:38Z",
   "order_count":1.0,
   "price":0.00039,
   "size": 798.3,
   "symbol": "HNS-USDT",
   "snapshot": "2020-03-11T16:47:38Z",
   "type": "ask",
 }

]

Description

Bigone orderbook has a frequency of 30 seconds and data time range is from 2020-03-13 16:47:38 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
snapshot	string	data timestamp
price	float
size	float
type	string	ask/bid
symbol	string	tag values

Tag Vlaues

Symbol: HNS-BTC, HNS-USDT

Data Sanity

No downtime.

API Reference

GET https://big.one/api/v3/asset_pairs/{asset_pair_name}/depth

API Query Parameters

Attribute Name	Type	Require	Description	Excample
asset_pair_name	string	True	name of asset pair	BTC-USDT

API Response Schema

PriceLevel

Attribute Name	Type	Description	Excample
price	string	price	5098.37
quantity	string	quantity	0.0679
order_count	string	order count in this level	10

OrderCount

Attribute Name	Type	Description	Excample
id	number	id of trade
asset_pair_name	string	name of asset pair	BTC-USDT
bids	PriceLevel array	bids
asks	PriceaLevel array	asks

Bybit

Bybit is a cryptocurrency exchange that only has BTCUSD, ETHUSD, EOSUSD, XRPUSD, and BTCUSDT with inverse perpetual and USDT perpetual api.

Bybit Trades

-- fetch trades
select * from bybit_trades where symbol = 'BTCUSDT'

[

 {
   "time": "2020-01-23T16:47:38Z",
   "current_snapshot":"2020-01-23T16:47:38Z",
   "id":32665362,
   "price": "8324",
   "qty": 3000,
   "symbol": "BTCUSD",
   "side": "Sell",
 }

]

Description

Bybit trades has a frequency of 60 seconds and data time range is from 2020-01-23 17:28:19 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
current_snapshot	string	data timestamp
id	integer
price	string
qty	integer
side	string	Sell/Buy
symbol	string	tag values

Tag Vlaues

Symbol: BTCUSD, BTCUSDT, EOSUSD, ETHUSD, XRPUSD

Data Sanity

Inverse perpetual collection starts from 2020-01-23 and USDT perpetual starts from 2020-04-17.

API Reference

Inverse Perpetual GET https://api.bybit.com/v2/public/trading-records

USDT Perpetual GET https://api.bybit.com/v2/public/public/linear/recent-trading-records

API Query Parameters

parameter	Type	Required	Description
symbol	string	True	Contract Type
from	int	False	From ID. Default: return latest data
limit	int	False	default 500; max 1000

API Response Schema

No information.

Bybit Funding Rate

-- fetch funding rate
select * from bybit_funding_rate

[

 {
   "time": "2020-01-23T16:47:38Z",
   "id":32665362,
   "value": "0.0001",
   "symbol": "BTCUSD"
 }

]

Description

Bybit funding rate has a frequency of 8 hours and data time range is from 2018-11-24 16:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
id	integer
value	string
symbol	string

Tickers Symbol

Symbols are BTCUSD, ETHUSD, EOSUSD, XRPUSD

Data Sanity

No downtime.

API Reference

GET https://api2.bybit.com/funding-rate/list

API Query Parameters

No information.

API Response Schema

No information.

Bybit Tickers

-- fetch tickers
select * from bybit_tickers

[

        {
            "time": "2020-01-23T16:47:38Z",
            "symbol": "BTCUSD",
            "bid_price": "7230",
            "ask_price": "7230.5",
            "last_price": "7230.00",
            "last_tick_direction": "ZeroMinusTick",
            "prev_price_24h": "7163.00",
            "price_24h_pcnt": "0.009353",
            "high_price_24h": "7267.50",
            "low_price_24h": "7067.00",
            "prev_price_1h": "7209.50",
            "price_1h_pcnt": "0.002843",
            "mark_price": "7230.31",
            "index_price": "7230.14",
            "open_interest": 117860186,
            "open_value": "16157.26",
            "total_turnover": "3412874.21",
            "turnover_24h": "10864.63",
            "total_volume": 28291403954,
            "volume_24h": 78053288,
            "funding_rate": "0.0001",
            "predicted_funding_rate": "0.0001",
            "next_funding_time": "2019-12-28T00:00:00Z",
            "countdown_hour": 2
          }
]

Description

Bybit funding rate has a frequency of 1 minute and data time range is from 2019-12-11 20:03:05 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
ask_price	string
bid_price	string
countdown_hour	integer
current_snapshot	string
funding_rate	string
high_price_24h	string
index_price	string
last_price	string
last_tick_direction	string
low_price_24h	string
mark_price	string
next_funding_time	string
open_interest	integer
open_value	string
predicted_funding_rate	string
prev_price_1h	string
prev_price_24h	string
price_1h_pcnt	string
price_24h_pcnt	string
symbol	string
total_turnover	string
total_volume	integer
turnover_24h	string
volume_24h	integer
symbol	string

Tickers Symbol

Symbols are BTCUSD, ETHUSD, EOSUSD, XRPUSD

Data Sanity

No downtime. The open_interest entry is wrong for a period of time.

The UTC time period is from 2020-04-29 02:52:36.097878988 to 2020-04-29 20:30:00 applys in table names

API Reference

GET https://api2.bybit.com/v2/public/tickers

API Query Parameters

parameter	Type	Required	Description
symbol	string	True	Contract Type

API Response Schema

No information.

Bybit Liquidation

-- fetch trades
select * from bybit_liquidation where symbol = 'BTCUSDT'

[

 {
   "time": "2020-05-22T16:47:38Z",
   "id":32665362,
   "price": "8324",
   "qty": 3000,
   "symbol": "BTCUSD",
   "side": "Sell",
 }

]

Description

Bybit liquidation has a frequency of 5 minutes and data time range is from 2020-05-22 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default data timestamp
id	integer
price	string
qty	float
side	string	Sell/Buy
symbol	string	tag values

Tag Vlaues

Symbol: BTCUSD, BTCUSDT, EOSUSD, ETHUSD, XRPUSD

Data Sanity

API Reference

GET https://api.bybit.com/v2/public/liq-records?symbol=BTCUSD&limit=1&start_time=1589979415000

API Query Parameters

parameter	Type	Required	Description
symbol	string	True	Contract Type
start_time	int	False
end_time	int	False
limit	int	False	default 500; max 1000

API Response Schema

No information.

Coinbase

Coinbase is a American based exchange. Check their api.

Coinbase Custody

-- fetch data
select * from coinbase_custody limit 1

[
        {
            "time": "2020-12-11 05:32:23",
            "current_snapshot": 1583213543701198567,
            "icon": "/api/marketing/currencies/icon/9",
            "market_cap": 123395720,
            "name": "OmiseGO",
            "price": 1.121465426947944 ,
            "symbol": "omg"
          }
]

Description

Coinbase custody has a frequency of 1 hour and data time range is from 2020-12-11 05:32:23 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
current_snapshot	int	data timestamp
icon	string
market_cap	int
name	string
price	float
symbol	string

Data Sanity

No downtime.

API Reference

GET https://api.custody.coinbase.com/api/marketing/currencies

API Query Parameters

Not required.

API Response Schema

No information.

Coinbase Orderbook

-- fetch data
select * from coinbase_orderbook limit 1

[
        {
            "time": "2020-03-02 23:17:52",
            "snapshot": 2020-03-02 23:17:52.230351,
            "num_orders": 1,
            "price": 0.00007918,
            "sequence": 19699223,
            "size": 667,
            "symbol": "KNC-BTC",
            "type": "ask"
          }
]

Description

Coinbase orderbook has a frequency of 30 seconds and data time range is from 2020-03-02 23:17:52.230351 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
snapshot	string	data timestamp
price	float
size	float
num_orders	float
sequence	int
type	string	ask/bid
symbol	string	tag values

Tag Values

symbol: KNC-USD, KNC-BTC, BTC-USD, ETH-USD

Data Sanity

No downtime.

API Reference

GET https://api.pro.coinbase.com/products/{product-id}/book?level={level_num}

API Query Parameters

Name	Default	Description
product-id	Yes	tickers
level	i	1: Only the best bid and ask; 2: Top 50 bids and asks (aggregated): 3: Full order book (non aggregated)

DETAILS: By default, only the inside (i.e. best) bid and ask are returned. This is equivalent to a book depth of 1 level. If you would like to see a larger order book, specify the level query parameter. If a level is not aggregated, then all of the orders at each price will be returned. Aggregated levels return only one size for each active price (as if there was only a single order for that size at the level).

API Response Schema

No information.

Coinbase Trades

-- fetch data
select * from coinbase_trades limit 1

[
        {
            "time": "2020-03-02 23:17:52",
            "timestamp": 2020-03-02 23:17:52.230351,
            "num_orders": 1,
            "price": 0.7045,
            "trade_id": 157095,
            "size": 504,
            "symbol": "KNC-BTC",
            "type": "sell"
          }
]

Description

Coinbase trade has a frequency of 5 minutes and data time range is from 2020-03-02 23:17:52.230351 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
timestamp	string	data timestamp
price	float
size	float
num_orders	float
trade_id	int
type	string	sell/buy
symbol	string	tag values

Tag Values

symbol: KNC-USD, KNC-BTC, BTC-USD, ETH-USD

Data Sanity

No downtime.

API Reference

GET https://api.pro.coinbase.com/products/<product-id>/trades

API Query Parameters

Name	Required	Description
product-id	Yes	tickers

SIDE: The trade side indicates the maker order side. The maker order is the order that was open on the order book. buy side indicates a down-tick because the maker was a buy order and their order was removed. Conversely, sell side indicates an up-tick.

API Response Schema

No information.

Coinex

Coinex is a crypto exchange. Check their api.

Coinex Orderbook

-- fetch data
select * from coinex_orderbook limit 1

[
        {
            "time": "2020-03-13 19:51:16.957000",
            "snapshot": "2020-03-13 19:51:16.957000",
            "price": 0.1565,
            "size": 35.631,
            "symbol": "hnsusdt",
            "type": "ask"
          }
]

Description

Coinex orderbook has a frequency of 30 seconds and data time range is from 2020-03-13 19:51:16.957000 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
snapshot	string	data timestamp
price	float
size	float
type	string	ask/bid
symbol	string	tag values

Tag Values

symbol: hnsbtc, hnsusdt

Data Sanity

No downtime.

API Reference

GET https://api.coinex.com/v1/market/depth?market={}&limit=50&merge=0"

API Query Parameters

Name	Type	Required	Description
market	String	Yes	Get all market
merge	String	Yes	'0', '0.1', '0.01', '0.001', '0.0001', '0.00001', '0.000001', '0.0000001', '0.00000001
limit	Interger	No(Default20)	Return amount，range: 5/10/20/50

API Response Schema

Name	Type	Description
last	String	Last price
time	Long	Updated time of Depth
asks	Array	Seller depth
asks[0][0]	String	Order price
asks[0][1]	String	Order amount
bids	Array	Buyer depth
bids[0][0]	String	Order price
bids[0][1]	String	Order amount

Coinex Trades

-- fetch data
select * from coinex_trades limit 1

[
        {
            "time": "2020-03-13 19:24:12.957000",
            "timestamp": 1584127452333,
            "tradeID": 1205232182,
            "price": 0.000026426,
            "amount": 16.7853,
            "symbol": "hnsbtc",
            "type": "sell"
          }
]

Description

Coinex trades has a frequency of 30 seconds and data time range is from 2020-03-13 19:24:16.957000 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
timestamp	string	data timestamp
tradeID	int
price	float
amount	float
type	string	buy/sell
symbol	string	tag values

Tag Values

symbol: hnsbtc, hnsusdt

Data Sanity

No downtime.

API Reference

GET https://api.coinex.com/v1/market/deals?market={}"

API Query Parameters

Name	Type	Required	Description
market	String	Yes	Get makret list
last_id	Integer	No	Transaction history id, send 0 to draw from the latest record.
limit	Integer	No(default 100)	Less than or equal to 1000

API Response Schema

Name	Type	Description
id	Integer	Transaction No
date	Integer	Transaction time
date_ms	Integer	Transaction time(ms)
amount	String	Transaction amount
price	String	Transaction price
type	String	buy/sell

Coinflex

Coinflex is a crypto exchange that focues on futures trading. Check their api.

Coinflex Burn Fees

-- fetch data
select * from coinflex_burn_fees limit 1

[
        {
            "time": "2019-12-30 20:29:11.657",
            "FLEX Acquisition Last 24 Hours": 39933.4489,
            "Revenue above burn threshold": 6528.39,
            "USDT to spend buying FLEX in current session": 1305.68,
            "Yesterday's Total Revenue": 27528.39,
          }
]

Description

Coinflex burn fees has a frequency of 1 day and data time range is from 2019-12-30 20:29:11.657 to 2020-02-17 21:39:25. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
FLEX Acquisition Last 24 Hours	float
Revenue above burn threshold	float
USDT to spend buying FLEX in current session	float
Yesterday's Total Revenue	float

Data Sanity

No downtime.

Webscrapy

The data is collected thourgh webscrapying and the website has changed its format since 2020-02-17 so it is no longer available.

Compound

Compound is a cryptocurrency exchange. Check their api.

Compound borrow rates

-- fetch data
select * from compound_borrow_rates limit 1

[
 "cToken": [{
   "borrow_rate": {"value": "0.051453109785093843"},
   "cash": {"value": "514.078443"},
   "collateral_factor": {"value": "0.80000000000000000"},
   "exchange_rate": {"value": "0.020024242770802729"},
   "interest_rate_model_address": "0x1a43bfd39b15dcf444e17ab408c4b5be32deb7f5",
   "name": "Compound USD Coin",
   "number_of_borrowers": 3,
   "number_of_suppliers": 34,
   "reserves": {"value": "0"},
   "supply_rate": {"value": "0.013237112532748109"},
   "symbol": "cUSDC",
   "token_address": "0x5b281a6dda0b271e91ae35de655ad301c976edb1",
   "total_borrows": {"value": "178.064546"},
   "total_supply": {"value": "34565.25157651"},
   "underlying_address": "0x4dbcdf9b62e891a7cec5a2568c3f4faf9e8abe2b",
   "underlying_name": "USD Coin",
   "underlying_price": {"value": "0.0041368287055953530000000000"},
   "underlying_symbol":"USDC"
  }],
 "error": null,
 "request": {
   "addresses": ["0x5b281a6dda0b271e91ae35de655ad301c976edb1"],
   "block_number": 4515576,
   "block_timestamp": 0
  }
}
]

Description

Compound borrow rates has a frequency of 1 minute and data time range is from 2019-12-13 21:52:44.471000 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
borrow_rate	string
cash	string
collateral_factor	string
exchange_rate	string
interest_rate_model_address	string
name	string
number_of_borrowers	integer
number_of_suppliers	integer
reserves	string
supply_rate	string
symbol	string
token_address	string
total_borrows	string
total_supply	string
underlying_address	string
underlying_name	string
underlying_price	string
underlying_symbol	string

Data Sanity

No downtime.

API Reference

GET https://api.compound.finance/api/v2/ctoken?meta=true

API Query Parameters

Type	Key	Description
bytes	addresses	List of token addresses to filter on, e.g.: ["0x...", ,"0x..."]
uint32	block_number	Only one of block_number or block timestamp should be provided.
uint32	block_timestamp	Only one of block_number or block timestamp should be provided.
bool	meta	Pass true to get metadata for the token addresses specified.
string	network	The ethereum network to use for the request

API Response Schema

Type	Key	Description
Error	error
CTokenRequest	request	The request parameters are echoed in the response.
CToken	cToken	The list of cToken matching the requested filter.
CTokenMeta	meta	Metadata for all CTokens specified

Compound Leaderboard

-- fetch data
select * from compound_leaderboard limit 1

{
   'time': '2020-04-28T18:38:34.664867271Z', 
   'account_url': 'https://polychain.capital/', 
   'address': '0xed409c9ff60f3020abf9012bcd45fc294f5608ff', 
   'balance': 0, 'name': 
   'Polychain Capital', 
   'proposals_created': 0, 
   'rank': 1, 
   'timestamp': 1588099114, 
   'vote': 325712.27, 
   'vote_weight': 0.032571227
}

Description

Compound borrow rates has a frequency of 12 hours and data time range is from 2020-04-28 18:38:34.664867271 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
account_url	string
address	string
balance	float
name	string
proposals_created	integer
rank	integer
timestamp	integer
vote	float
vote_weight	float

Data Sanity

No downtime.

API Reference

GET https://api.compound.finance/api/v2/governance/accounts?page_size=100&page_number=1&with_history=false&network=mainnet

API Query Parameters

Type	Key	Description
int	page_size	number of data
int	page_number	number of page data
boolean	with_history	Fetch all historical data
string	network	mainnet or testnet

API Response Schema

Type	Key	Description
bytes	address	The address of the given COMP account
string	display_name	A human readable name that describes who owns the account
string	image_url	A url to retrieve an account image
string	account_url	A url for the organization/user of the COMP account
string	balance	The balance of COMP for the given account
string	votes	The total votes delegated to the account
string	vote_weight	The percentage of voting weight of the 10,000,000 total COMP
uint32	proposals_created	The number of proposals created in the Compound Governance System
DisplayCompAccount	delegate	The account this COMP account is delegating to (See DisplayCompAccount)
uint32	rank Either null or the rank order of top 100 COMP accounts for votes
CompAccountTransaction	transactions	Either null or a list of historical transactions for the account (See CompAccountTransaction)

Deribit

Deribit is a crypto exchange that only trading derivatives such as options, futures, swap. Check their websocket api and rpc api.

Deribit Funding Rate

-- fetch funding orderbook  
select * from deribit_fundingRate

[

 {
   'time': '2019-07-11T15:59:42.095025749Z', 
   'fundingRate': -0.0004270246217739543, 
   'symbol': 'ETH-PERPETUAL'
 }

]

Description

Deribit funding rate is connected through websocket and data time range is from 2019-07-11 15:59:42.095025749 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
fundingRate	float
symbol	string	tag values

Tag Vlaues

Symbols: BTC-PERPETUAL, ETH-PERPETUAL

Data Sanity

No downtime.

API Reference

Ednpoint: Websocket wss://www.deribit.com/ws/api/v2

Message: json {"jsonrpc": "2.0", "method": "public/subscribe", "id": 42, "params": { "channels": ["perpetual.BTC-PERPETUAL.raw"]} }

API Parameters

Parameters	Required	Type	Enum	Description
instrument_name	true	string	Instrument name
interval	true	string	100ms; raw	Frequency of notifications. Events will be aggregated over this interval. The value raw means no aggregation will be applied

API Response Schema

Name	Type	Description
data	object
› index_price	number	Current index price
› interest	number	Current interest
› timestamp	integer	The timestamp (milliseconds since the Unix epoch)

Deribit Ticker Historical Data

-- fetch option ticker 
select * from deribit_optionsTicker

-- fetch ticker 
select * from deribit_ticker

[

 {
   'time': '2019-07-11T15:59:41.176999936Z', 
   'best_ask_amount': 94830, 
   'best_ask_price': 11545.5, 
   'best_bid_amount': 130, 
   'best_bid_price': 11545, 
   'current_funding': 0, 
   'delivery_price': None, 
   'estimated_delivery_price': None, 
   'funding_8h': -6.37e-05, 
   'high': 12391.5, 
   'index_price': 11548.49, 
   'last_price': 11545, 
   'low': 11072.5, 
   'mark_price': 11547.79, 
   'max_price': 11721.43, 
   'min_price': 11374.98, 
   'open_interest': 72838741, 
   'price_change': None, 
   'settlement_price': 11603.01, 
   'state': 'open', 
   'symbol': 'BTC-PERPETUAL', 
   'volume': 78539.90505946, 
   'volume_usd': None
 }

]

Description

Deribit option ticker and ticker is connected thourgh websocket and data time range for ticker is from 2019-07-11T15:59:41.176999936Z till 2020-04-30 18:33:10. The collector is closed due to connection errors.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
ask_iv	float
best_ask_amount	float
best_ask_price	float
best_bid_amount	float
best_bid_price	float
bid_iv	float
change_id	integer
delivery_price	float
delta	float
estimated_delivery_price	float
gamma	float
high	float
index_price	float
interest_rate	float
last_price	float
low	float
mark_iv	float
mark_price	float
max_price	float
min_price	float
open_interest	float
price_change	float
rho	float
settlement_price	float
state	string
theta	float
underlying_index	string
underlying_price	float
vega	float
volume	float
symbol	string	tag values

Tag Vlaues

Option Symbols (Snapshot symbols since symbols will increase per day due to rolling option tickers): 'BTC-10APR20-4750-C', 'ETH-9APR20-185-C'

Futures and Swap Symbols: 'BTC-25SEP20', 'BTC-26JUN20', 'BTC-27DEC19', 'BTC-27MAR20', 'BTC-27SEP19', 'BTC-PERPETUAL', 'ETH-25SEP20', 'ETH-26JUN20', 'ETH-27DEC19', 'ETH-27MAR20', 'ETH-27SEP19', 'ETH-PERPETUAL'

Data Sanity

No downtime.

API Reference

Endpoint: Websocket wss://www.deribit.com/ws/api/v2

Message: json {"jsonrpc": "2.0", "method": "public/subscribe", "id": 42, "params": { "channels": ["ticker.BTC-PERPETUAL.raw"]} }

API Response Schema

Check api doc

Deribit Tickers

-- fetch option ticker 
select * from deribit_tickers

[

 {
   'time': '2020-04-30T19:16:02.529614956Z', 
   'askPrice': 0.506, 
   'bidPrice': 0.291, 
   'high': None, 
   'instrument_name': 'ETH-29MAY20-150-C', 
   'last': 0.267, 
   'low': None, 
   'markPrice': 0.3053, 
   'midPrice': 0.39849999999999997, 
   'open_interest': 1118, 
   'timestamp': '2020-04-30 19:16:02 GMT', 
   'uIx': 'SYN.ETH-29MAY20', 
   'uPx': 210.40805013776597, 
   'volume': None, 
   'volume_btc': None, 
   'volume_eth': None
 }

]

Description

Deribit tickers is connected thourgh RPC and data time range for ticker is from 2020-07-11T15:59:41.176999936Z till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
askPrice	float
bidPrice	float
high	float
last	float
low	float
markPrice	float
midPrice	float
open_interest	float
timestamp	string
uIx	string
uPx	float
volume	float
volume_btc	float
volume_eth	float
symbol	string	tag values

Tag Vlaues

Option Symbols (Snapshot symbols since symbols will increase per day due to rolling option tickers): 'BTC-10APR20-4750-C', 'ETH-9APR20-185-C'

Data Sanity

No downtime.

API Reference

Endpoint: GET /api/v1/public/getsummary

API Response Schema

Check api doc

Deribit Orderbook

-- fetch orderbook  
select * from deribit_orderbook

[

 {
   'time': '2020-02-25T00:47:24.731618392Z', 
   'amount': 1330, 
   'price': 9618.5, 
   'symbol': 'BTC-PERPETUAL', 
   'timestamp': 1582591644630, 
   'type': 'asks'

 }

]

Description

Deribit orderbook has a frequency of 10 or 20 seconds and data time range is from 2020-02-25T00:47:24.731618392Z till now but the data is consistently collecting for at least from 2020-03-15. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
amount	float
price	float
timestamp	integer
type	string
symbol	string	tag values

Tag Vlaues

Futures, Options and Swap Symbols(Symbol Snapshot and symbols will increase per day due to rolling option tickers): 'BTC-10APR20-4750-C', 'ETH-9APR20-155-C', 'ETH-PERPETUAL'

Data Sanity

No downtime.

API Reference

GET https://www.deribit.com/api/v1/public/getorderbook

API Query Parameters

Name	Type	Mandatory	Description
instrument	string	REQUIRED	The instrument name for which to retrieve the order book, see getinstruments to obtain instrument names.
depth	integer	Not Required	The number of entries to return for bids and asks

API Response Schema

Fields	Type	Example	Description
bids	list	[800(quantity/int),10322.5(price/float), 800(cm/int)]	The list of all bids, best bid first. See below for entry details
asks	list	[800(quantity/int),10322.5(price/float), 800(cm/int)]	The list of all asks, best ask first. See below for entry details
state	string	"open"	The state of the order book. Possible values include "open" and "closed".

Deribit Trades

-- fetch trades
select * from deribit_trades

-- ftech liquidation trades
select * from deribit_trades where liquidation = M

[

 {
   'time': '2019-07-11T15:55:52.404Z', 
   'amount': 1, 
   'block_trade_id': None, 
   'index_price': 269.61, 
   'iv': None, 
   'liquidation': None, 
   'price': 269.55, 
   'side': 'buy', 
   'symbol': 'ETH-PERPETUAL', 
   'tick_direction': 0,
   'timestamp': None, 
   'trade_id': 'ETH-6233051', 
   'trade_seq': 5254708
 }

]

Description

Deribit trades is connected thourgh websocket and data time range is from 2019-07-11T15:55:52.404Z till now. Collectors are continously runing in two hosts. And liquidation trades can be fetched by sorting liquidation column equls to M.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
amount	float
block_trade_id	string
index_price	float
iv	float
liquidation	string
price	float
tick_direction	integer
timestamp	integer
trade_id	string
trade_seq	integer
symbol	string	tag values

Tag Vlaues

Futures, Options and Swap Symbols(Symbol Snapshot and symbols will increase per day due to rolling option tickers): 'BTC-10APR20-4750-C', 'ETH-9APR20-155-C', 'ETH-PERPETUAL'

Data Sanity

No downtime.

API Reference

Endpoint: Websocket wss://www.deribit.com/ws/api/v2

Message: json { "jsonrpc" : "2.0", "id" : 4497, "method" : "public/get_last_settlements_by_currency", "params" : { "currency" : "BTC", "type" : "delivery", "count" : 2 } }

API Response Schema

Fields	Type	Description
amount	number	Trade amount.For perpetual and futures in USD units, for options it is amount of corresponding cryptocurrency contracts
price	number	Price in base currency

Dydx

Dydx is a crypto currency exchange. Check thier api.

Dydx Borrow Rates

-- fetch data
select * from compound_borrow_rates limit 1

[
{
'time': '2019-12-13T21:09:53.898804006Z', 
'borrowIndex': '1.006031229754822259', 
'borrowInterestRateSeconds': '0.00000000010466883', 
'collateralRatio': '1.15', 
'contractAddress': '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', 
'createdAt': '2018-07-10T04:08:53.352Z', 
'currencyUuid': '9debe831-5ccd-448b-91f7-cd247ecddc22', 
'decimals': 18, 
'id': 0, 
'lastIndexUpdateSeconds': '1576271271', 
'marginPremium': '0', 
'name': 'Ethereum', 
'oraclePrice': '144250000000000000000', 
'spreadPremium': '0', 
'supplyIndex': '1.000753414014796151', 
'supplyInterestRateSeconds': '0.00000000000820549837405634341628924066685701737125718373287686068422216351405335', 
'symbol': 'WETH', 
'totalBorrowAPR': '0.00330083622288', 
'totalBorrowAPY': '0.0033062899817690727', 
'totalBorrowPar': '7999732470426071831156', 
'totalBorrowWei': '8047980694932323332662.809402813438501404', 
'totalSupplyAPR': '0.0002587685967242408459760974936700028998199665462000046785376301485791864456', 
'totalSupplyAPY': '0.00025880208020567785', 
'totalSupplyPar': '97453140705341277722335', 
'totalSupplyWei': '97526563267334583101049.371353402604732585', 
'updatedAt': '2018-07-10T04:08:53.352Z', 
'uuid': '9debe831-5ccd-448b-91f7-cd247ecddc22'
}
]

Description

[Dydx borrow rates](https://trade.dydx.exchange/balances has a frequency of 1 minute and data time range is from 2019-12-13 21:09:44.88 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
borrowIndex	string
borrowInterestRateSeconds	string
collateralRatio	string
contractAddress	string
createdAt	string
currencyUuid	string
decimals	integer
id	integer
lastIndexUpdateSeconds	string
marginPremium	string
name	string
oraclePrice	string
spreadPremium	string
supplyIndex	string
supplyInterestRateSeconds	string
symbol	string
totalBorrowAPR	string
totalBorrowAPY	string
totalBorrowPar	string
totalBorrowWei	string
totalSupplyAPR	string
totalSupplyAPY	string
totalSupplyPar	string
totalSupplyWei	string
updatedAt	string
uuid	string

Data Sanity

No downtime.

API Reference

GET https://api.dydx.exchange/v1/markets

API Query Parameters

Not required.

API Response Schema

No information.

FTX

FTX is a cryptocurrency exchange. Check their api.

FTX Funding Rate

-- fetch data
select * from FTX_funding_rates limit 1

[
    {
          'time': '2019-09-03T15:00:00Z', 
          'rate': -4.9e-05, 
          'symbol': 'BNB-PERP'
   }
]

Description

FTX funding rates has a frequency of 1 minute and data time range is from 2019-09-03 15:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
rate	float
symbol	string	tag values

Tag Values

Symbol (Symbols are subject to change): 'ADA-PERP', 'ALGO-PERP', 'ALT-PERP', 'ATOM-PERP', 'BCH-PERP', 'BNB-PERP', 'BSV-PERP', 'BTC-PERP', 'BTMX-PERP', 'DOGE-PERP', 'DRGN-PERP', 'EOS-PERP', 'ETC-PERP', 'ETH-PERP', 'EXCH-PERP', 'HT-PERP', 'LEO-PERP', 'LINK-PERP', 'LTC-PERP', 'MATIC-PERP', 'MID-PERP', 'OKB-PERP', 'PAXG-PERP', 'PRIV-PERP', 'SHIT-PERP', 'TOMO-PERP', 'TRX-PERP', 'TRYB-PERP', 'USDT-PERP', 'XAUT-PERP', 'XRP-PERP', 'XTZ-PERP

Data Sanity

No downtime. Double check with FTX GUI.

API Reference

GET https://ftx.com/api/funding_rates

API Query Parameters

Name	Type	Value	Description
start_time	number	1559881511	optional
end_time	number	1559881711	optional
future	string	BTC-PERP	optional

API Response Schema

Name	Type	Value
future	string	BTC-PERP
rate	number	0.0025
time	string	2019-06-02T08:00:00+00:00

FTX Futures Statistics

-- fetch data
select * from FTX_future_stats limit 1

[
    {
          'time': '2019-09-04T17:01:01.333594927Z', 
          'expirationPrice': None, 
          'nextFundingRate': -0.000166, 
          'nextFundingTime': '2019-09-04T18:00:00+00:00', 
          'openInterest': 3662445, 
          'predictedExpirationPrice': None, 
          'strikePrice': None, 
          'symbol': 'ALGO-PERP', 
          'volume': 2239354
   }
]

Description

FTX future stats has a frequency of 1 minute and data time range is from 2019-09-04 17:01:01.333594927 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
expirationPrice	float
nextFundingRate	float
nextFundingTime	string
openInterest	float
predictedExpirationPrice	float
strikePrice	float
volume	float
symbol	string	tag values

Tag Values

Symbol (Symbols are subject to change): 'ADA-0327', 'ADA-0626', 'ADA-1227', 'ADA-PERP', 'ALGO-0327', 'ALGO-0626', 'ALGO-0927', 'ALGO-1227', 'ALGO-PERP', 'ALT-0327', 'ALT-0626', 'ALT-0927', 'ALT-1227', 'ALT-PERP', 'ATOM-0327', 'ATOM-0626', 'ATOM-1227', 'ATOM-PERP', 'BCH-0327', 'BCH-0626', 'BCH-0927', 'BCH-1227', 'BCH-PERP', 'BERNIE', 'BIDEN', 'BLOOMBERG', 'BNB-0327', 'BNB-0626', 'BNB-0927', 'BNB-1227', 'BNB-PERP', 'BSV-0327', 'BSV-0626', 'BSV-0927', 'BSV-1227', 'BSV-PERP', 'BTC-0327', 'BTC-0626', 'BTC-0925', 'BTC-0927', 'BTC-1227', 'BTC-MOVE-0101', 'BTC-MOVE-0102', 'BTC-MOVE-0103', 'BTC-MOVE-0104', 'BTC-MOVE-0105', 'BTC-MOVE-0106', 'BTC-MOVE-0107', 'BTC-MOVE-0108', 'BTC-MOVE-0109', 'BTC-MOVE-0110', 'BTC-MOVE-0111', 'BTC-MOVE-0112', 'BTC-MOVE-0113', 'BTC-MOVE-0114', 'BTC-MOVE-0115', 'BTC-MOVE-0116', 'BTC-MOVE-0117', 'BTC-MOVE-0118', 'BTC-MOVE-0119', 'BTC-MOVE-0120', 'BTC-MOVE-0121', 'BTC-MOVE-0122', 'BTC-MOVE-0123', 'BTC-MOVE-0124', 'BTC-MOVE-0125', 'BTC-MOVE-0126', 'BTC-MOVE-0127', 'BTC-MOVE-0128', 'BTC-MOVE-0129', 'BTC-MOVE-0130', 'BTC-MOVE-0131', 'BTC-MOVE-0201', 'BTC-MOVE-0202', 'BTC-MOVE-0203', 'BTC-MOVE-0204', 'BTC-MOVE-0205', 'BTC-MOVE-0206', 'BTC-MOVE-0207', 'BTC-MOVE-0208', 'BTC-MOVE-0209', 'BTC-MOVE-0210', 'BTC-MOVE-0211', 'BTC-MOVE-0212', 'BTC-MOVE-0213', 'BTC-MOVE-0214', 'BTC-MOVE-0215', 'BTC-MOVE-0216', 'BTC-MOVE-0217', 'BTC-MOVE-0218', 'BTC-MOVE-0219', 'BTC-MOVE-0220', 'BTC-MOVE-0221', 'BTC-MOVE-0222', 'BTC-MOVE-0223', 'BTC-MOVE-0224', 'BTC-MOVE-0225', 'BTC-MOVE-0226', 'BTC-MOVE-0227', 'BTC-MOVE-0228', 'BTC-MOVE-0229', 'BTC-MOVE-0301', 'BTC-MOVE-0302', 'BTC-MOVE-0303', 'BTC-MOVE-0304', 'BTC-MOVE-0305', 'BTC-MOVE-0306', 'BTC-MOVE-0307', 'BTC-MOVE-0308', 'BTC-MOVE-0309', 'BTC-MOVE-0310', 'BTC-MOVE-0311', 'BTC-MOVE-0312', 'BTC-MOVE-0313', 'BTC-MOVE-0314', 'BTC-MOVE-0315', 'BTC-MOVE-0316', 'BTC-MOVE-0317', 'BTC-MOVE-0318', 'BTC-MOVE-0319', 'BTC-MOVE-0320', 'BTC-MOVE-0321', 'BTC-MOVE-0322', 'BTC-MOVE-0323', 'BTC-MOVE-0324', 'BTC-MOVE-0325', 'BTC-MOVE-0326', 'BTC-MOVE-0327', 'BTC-MOVE-0328', 'BTC-MOVE-0329', 'BTC-MOVE-0330', 'BTC-MOVE-0331', 'BTC-MOVE-0401', 'BTC-MOVE-0402', 'BTC-MOVE-0403', 'BTC-MOVE-0404', 'BTC-MOVE-0405', 'BTC-MOVE-0406', 'BTC-MOVE-0407', 'BTC-MOVE-0408', 'BTC-MOVE-0409', 'BTC-MOVE-0410', 'BTC-MOVE-0411', 'BTC-MOVE-0412', 'BTC-MOVE-0413', 'BTC-MOVE-0414', 'BTC-MOVE-0415', 'BTC-MOVE-0416', 'BTC-MOVE-0417', 'BTC-MOVE-0418', 'BTC-MOVE-0419', 'BTC-MOVE-0420', 'BTC-MOVE-0421', 'BTC-MOVE-0422', 'BTC-MOVE-0925', 'BTC-MOVE-0926', 'BTC-MOVE-0927', 'BTC-MOVE-0928', 'BTC-MOVE-0929', 'BTC-MOVE-0930', 'BTC-MOVE-1001', 'BTC-MOVE-1002', 'BTC-MOVE-1003', 'BTC-MOVE-1004', 'BTC-MOVE-1005', 'BTC-MOVE-1006', 'BTC-MOVE-1007', 'BTC-MOVE-1008', 'BTC-MOVE-1009', 'BTC-MOVE-1010', 'BTC-MOVE-1011', 'BTC-MOVE-1012', 'BTC-MOVE-1013', 'BTC-MOVE-1014', 'BTC-MOVE-1015', 'BTC-MOVE-1016', 'BTC-MOVE-1017', 'BTC-MOVE-1018', 'BTC-MOVE-1019', 'BTC-MOVE-1020', 'BTC-MOVE-1121', 'BTC-MOVE-1122', 'BTC-MOVE-1123', 'BTC-MOVE-1124', 'BTC-MOVE-1125', 'BTC-MOVE-1126', 'BTC-MOVE-1127', 'BTC-MOVE-1128', 'BTC-MOVE-1129', 'BTC-MOVE-1130', 'BTC-MOVE-1201', 'BTC-MOVE-1202', 'BTC-MOVE-1203', 'BTC-MOVE-1204', 'BTC-MOVE-1205', 'BTC-MOVE-1206', 'BTC-MOVE-1207', 'BTC-MOVE-1208', 'BTC-MOVE-1209', 'BTC-MOVE-1210', 'BTC-MOVE-1211', 'BTC-MOVE-1212', 'BTC-MOVE-1213', 'BTC-MOVE-1214', 'BTC-MOVE-1215', 'BTC-MOVE-1216', 'BTC-MOVE-1217', 'BTC-MOVE-1218', 'BTC-MOVE-1219', 'BTC-MOVE-1220', 'BTC-MOVE-1221', 'BTC-MOVE-1222', 'BTC-MOVE-1223', 'BTC-MOVE-1224', 'BTC-MOVE-1225', 'BTC-MOVE-1226', 'BTC-MOVE-1227', 'BTC-MOVE-1228', 'BTC-MOVE-1229', 'BTC-MOVE-1230', 'BTC-MOVE-1231', 'BTC-MOVE-2019Q4', 'BTC-MOVE-2020Q1', 'BTC-MOVE-2020Q2', 'BTC-MOVE-2020Q3', 'BTC-MOVE-2020Q4', 'BTC-MOVE-WK-0103', 'BTC-MOVE-WK-0110', 'BTC-MOVE-WK-0117', 'BTC-MOVE-WK-0124', 'BTC-MOVE-WK-0131', 'BTC-MOVE-WK-0207', 'BTC-MOVE-WK-0214', 'BTC-MOVE-WK-0221', 'BTC-MOVE-WK-0228', 'BTC-MOVE-WK-0306', 'BTC-MOVE-WK-0313', 'BTC-MOVE-WK-0320', 'BTC-MOVE-WK-0327', 'BTC-MOVE-WK-0403', 'BTC-MOVE-WK-0410', 'BTC-MOVE-WK-0417', 'BTC-MOVE-WK-0424', 'BTC-MOVE-WK-0501', 'BTC-MOVE-WK-0508', 'BTC-MOVE-WK-0515', 'BTC-MOVE-WK-1122', 'BTC-MOVE-WK-1129', 'BTC-MOVE-WK-1206', 'BTC-MOVE-WK-1213', 'BTC-MOVE-WK-1220', 'BTC-MOVE-WK-1227', 'BTC-PERP', 'BTMX-0327', 'BTMX-0626', 'BTMX-1227', 'BTMX-PERP', 'DOGE-0327', 'DOGE-0626', 'DOGE-1227', 'DOGE-PERP', 'DRGN-0327', 'DRGN-0626', 'DRGN-1227', 'DRGN-PERP', 'EOS-0327', 'EOS-0626', 'EOS-0927', 'EOS-1227', 'EOS-PERP', 'ETC-0327', 'ETC-0626', 'ETC-0927', 'ETC-1227', 'ETC-PERP', 'ETH-0327', 'ETH-0626', 'ETH-0927', 'ETH-1227', 'ETH-PERP', 'EXCH-0327', 'EXCH-0626', 'EXCH-0927', 'EXCH-1227', 'EXCH-PERP', 'HT-0327', 'HT-0626', 'HT-0927', 'HT-1227', 'HT-PERP', 'LEO-0327', 'LEO-0626', 'LEO-0927', 'LEO-1227', 'LEO-PERP', 'LINK-0327', 'LINK-0626', 'LINK-1227', 'LINK-PERP', 'LTC-0327', 'LTC-0626', 'LTC-0927', 'LTC-1227', 'LTC-PERP', 'MATIC-0327', 'MATIC-0626', 'MATIC-1227', 'MATIC-PERP', 'MID-0327', 'MID-0626', 'MID-0927', 'MID-1227', 'MID-PERP', 'OKB-0327', 'OKB-0626', 'OKB-0927', 'OKB-1227', 'OKB-PERP', 'PAXG-0327', 'PAXG-0626', 'PAXG-PERP', 'PETE', 'PRIV-0327', 'PRIV-0626', 'PRIV-PERP', 'SHIT-0327', 'SHIT-0626', 'SHIT-0927', 'SHIT-1227', 'SHIT-PERP', 'TOMO-0327', 'TOMO-0626', 'TOMO-1227', 'TOMO-PERP', 'TRUMP', 'TRX-0327', 'TRX-0626', 'TRX-0927', 'TRX-1227', 'TRX-PERP', 'TRYB-0327', 'TRYB-0626', 'TRYB-1227', 'TRYB-PERP', 'USDT-0327', 'USDT-0626', 'USDT-0927', 'USDT-1227', 'USDT-PERP', 'WARREN', 'XAUT-0327', 'XAUT-0626', 'XAUT-PERP', 'XRP-0327', 'XRP-0626', 'XRP-0927', 'XRP-1227', 'XRP-PERP', 'XTZ-0327', 'XTZ-0626', 'XTZ-1227', 'XTZ-PERP'

Data Sanity

No downtime.

API Reference

GET https://ftx.com/api/futures/{future_name}/stats

API Query Parameters

Name	Type	Value	Description
future_name	string	LINK-1227	Futures name

API Response Schema

Name	Type	Value	Description
volume	number	1000.23	quantity traded in the last 24 hours
nextFundingRate	number	0.00025	upcoming funding rate (only applicable for perpetual contracts)
nextFundingTime	string	2019-03-29T03:00:00+00:00	upcoming funding time (only applicable for perpetual contracts)
expirationPrice	number	3992.1	price to which the future expired (only applicable if the future has expired)
predictedExpirationPrice	number	3993.0	only applicable if the future has not expired
openInterest	number	21124.583	number of open contracts in this future
strikePrice	number	8182.35009484	price of the underlying at the beginning of the expiration day (only applicable for MOVE contracts)

FTX Leaderboard

-- fetch data
select * from FTX_leaderboard limit 1

[
    {
          'time': '2020-04-17T18:03:11.308176903Z', 
          'current_timestamp': '2020-04-17 18:03:11.301949', 
          'isRealName': 'False', 
          'name': 'odin@folkvang.io', 
          'rank': 1, 
          'type': 'volume'
   }
]

Description

FTX leaderboard has a frequency of 1 hour and data time range is from 2020-04-17 18:03:11.308176903 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
current_timestamp	string
isRealName	string
name	string
rank	integer
type	string	tag values

Tag Values

Type: maker_volume, volume, pnl

Data Sanity

No downtime.

API Reference

GET https://ftx.com/api/leaderboard

API Query Parameters

Name	Type	Value	Description
type	string	volume

API Response Schema

No information.

FTX Option Request

-- fetch data
select * from FTX_option_request limit 1

[
    {
          'time': '2020-02-05T06:28:37.37463808Z', 
          'id': 5536365, 
          'option_exipry': '2020-02-06T03:00:00+00:00', 
          'option_type': 'call', 
          'requestExpiry': '2020-02-06T03:00:00+00:00', 
          'side': 'buy', 
          'size': 5, 
          'status': 'open', 
          'strike_price': 9200, 
          'underlying': 'BTC'
   }
]

Description

FTX option request has a frequency of 1 second and data time range is from 2020-02-05 06:28:37.37463808 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp

id integer option_exipry string option_type string requestExpiry string side string size float status string strike_price float underlying string

Data Sanity

No downtime.

API Reference

GET https://ftx.com/api/options/requests

API Query Parameters

Not required.

API Response Schema

Name	Type	Value	Description
id	number	512
option	dict	option object; see below
size	number	1.2
side	string	buy
time	string	2020-01-07T22:35:54.626023+00:00	when the request was placed
status	string	open
requestExpiry	string	2020-01-08T22:35:54.626023+00:00	when the request expires
limitPrice	number	10.2	optional; omitted when the request has no limit price or it is hidden
option -> underlying	string	BTC
option -> type	string	call	"call" or "put"
option -> strike	number	7800
option -> expiry	string	2020-01-08T03:00:00+00:00

FTX Orderbook

-- fetch data
select * from FTX_orderbook limit 1

[
    {
          'time': '2020-01-09T19:29:15.768404927Z', 
          'price': 121.25, 
          'size': 0.9787, 
          'snapshot': '2020-01-09 19:27:33.196682', 
          'symbol': 'BTC-MOVE-0109', 
          'type': 'ask'
   }
]

Description

FTX orderbook has a frequency of 30 second and data time range is from 2020-01-09 19:29:15.768404927 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
price	float
size	float
snapshot	string
type	string
symbol	string	tag values

Tag Values

Symbol(Symbols are subject to change): 'ADA-0327', 'ADA-0626', 'ADA-PERP', 'ALGO-0327', 'ALGO-0626', 'ALGO-PERP', 'ALT-0327', 'ALT-0626', 'ALT-PERP', 'ATOM-0327', 'ATOM-0626', 'ATOM-PERP', 'BCH-0327', 'BCH-0626', 'BCH-PERP', 'BERNIE', 'BIDEN', 'BLOOMBERG', 'BNB-0327', 'BNB-0626', 'BNB-PERP', 'BSV-0327', 'BSV-0626', 'BSV-PERP', 'BTC-0327', 'BTC-0626', 'BTC-0925', 'BTC-MOVE-0109', 'BTC-MOVE-0110', 'BTC-MOVE-0111', 'BTC-MOVE-0112', 'BTC-MOVE-0113', 'BTC-MOVE-0114', 'BTC-MOVE-0115', 'BTC-MOVE-0116', 'BTC-MOVE-0117', 'BTC-MOVE-0118', 'BTC-MOVE-0119', 'BTC-MOVE-0120', 'BTC-MOVE-0121', 'BTC-MOVE-0122', 'BTC-MOVE-0123', 'BTC-MOVE-0124', 'BTC-MOVE-0125', 'BTC-MOVE-0126', 'BTC-MOVE-0127', 'BTC-MOVE-0128', 'BTC-MOVE-0129', 'BTC-MOVE-0130', 'BTC-MOVE-0131', 'BTC-MOVE-0201', 'BTC-MOVE-0202', 'BTC-MOVE-0203', 'BTC-MOVE-0204', 'BTC-MOVE-0205', 'BTC-MOVE-0206', 'BTC-MOVE-0207', 'BTC-MOVE-0208', 'BTC-MOVE-0209', 'BTC-MOVE-0210', 'BTC-MOVE-0211', 'BTC-MOVE-0212', 'BTC-MOVE-0213', 'BTC-MOVE-0214', 'BTC-MOVE-0215', 'BTC-MOVE-0216', 'BTC-MOVE-0217', 'BTC-MOVE-0218', 'BTC-MOVE-0219', 'BTC-MOVE-0220', 'BTC-MOVE-0221', 'BTC-MOVE-0222', 'BTC-MOVE-0223', 'BTC-MOVE-0224', 'BTC-MOVE-0225', 'BTC-MOVE-0226', 'BTC-MOVE-0227', 'BTC-MOVE-0228', 'BTC-MOVE-0229', 'BTC-MOVE-0301', 'BTC-MOVE-0302', 'BTC-MOVE-0303', 'BTC-MOVE-0304', 'BTC-MOVE-0305', 'BTC-MOVE-0306', 'BTC-MOVE-0307', 'BTC-MOVE-0308', 'BTC-MOVE-0309', 'BTC-MOVE-0310', 'BTC-MOVE-0311', 'BTC-MOVE-0312', 'BTC-MOVE-0313', 'BTC-MOVE-0314', 'BTC-MOVE-0315', 'BTC-MOVE-0316', 'BTC-MOVE-0317', 'BTC-MOVE-0318', 'BTC-MOVE-0319', 'BTC-MOVE-0320', 'BTC-MOVE-0321', 'BTC-MOVE-0322', 'BTC-MOVE-0323', 'BTC-MOVE-0324', 'BTC-MOVE-0325', 'BTC-MOVE-0326', 'BTC-MOVE-0327', 'BTC-MOVE-0328', 'BTC-MOVE-0329', 'BTC-MOVE-0330', 'BTC-MOVE-0331', 'BTC-MOVE-0401', 'BTC-MOVE-0402', 'BTC-MOVE-0403', 'BTC-MOVE-0404', 'BTC-MOVE-0405', 'BTC-MOVE-0406', 'BTC-MOVE-0407', 'BTC-MOVE-0408', 'BTC-MOVE-0409', 'BTC-MOVE-0410', 'BTC-MOVE-0411', 'BTC-MOVE-0412', 'BTC-MOVE-0413', 'BTC-MOVE-0414', 'BTC-MOVE-0415', 'BTC-MOVE-0416', 'BTC-MOVE-0417', 'BTC-MOVE-0418', 'BTC-MOVE-0419', 'BTC-MOVE-0420', 'BTC-MOVE-0421', 'BTC-MOVE-0422', 'BTC-MOVE-2020Q1', 'BTC-MOVE-2020Q2', 'BTC-MOVE-2020Q3', 'BTC-MOVE-2020Q4', 'BTC-MOVE-WK-0110', 'BTC-MOVE-WK-0117', 'BTC-MOVE-WK-0124', 'BTC-MOVE-WK-0131', 'BTC-MOVE-WK-0207', 'BTC-MOVE-WK-0214', 'BTC-MOVE-WK-0221', 'BTC-MOVE-WK-0228', 'BTC-MOVE-WK-0306', 'BTC-MOVE-WK-0313', 'BTC-MOVE-WK-0320', 'BTC-MOVE-WK-0327', 'BTC-MOVE-WK-0403', 'BTC-MOVE-WK-0410', 'BTC-MOVE-WK-0417', 'BTC-MOVE-WK-0424', 'BTC-MOVE-WK-0501', 'BTC-MOVE-WK-0508', 'BTC-MOVE-WK-0515', 'BTC-PERP', 'BTMX-0327', 'BTMX-0626', 'BTMX-PERP', 'DOGE-0327', 'DOGE-0626', 'DOGE-PERP', 'DRGN-0327', 'DRGN-0626', 'DRGN-PERP', 'EOS-0327', 'EOS-0626', 'EOS-PERP', 'ETC-0327', 'ETC-0626', 'ETC-PERP', 'ETH-0327', 'ETH-0626', 'ETH-PERP', 'EXCH-0327', 'EXCH-0626', 'EXCH-PERP', 'HT-0327', 'HT-0626', 'HT-PERP', 'LEO-0327', 'LEO-0626', 'LEO-PERP', 'LINK-0327', 'LINK-0626', 'LINK-PERP', 'LTC-0327', 'LTC-0626', 'LTC-PERP', 'MATIC-0327', 'MATIC-0626', 'MATIC-PERP', 'MID-0327', 'MID-0626', 'MID-PERP', 'OKB-0327', 'OKB-0626', 'OKB-PERP', 'PAXG-0327', 'PAXG-0626', 'PAXG-PERP', 'PETE', 'PRIV-0327', 'PRIV-0626', 'PRIV-PERP', 'SHIT-0327', 'SHIT-0626', 'SHIT-PERP', 'TOMO-0327', 'TOMO-0626', 'TOMO-PERP', 'TRUMP', 'TRX-0327', 'TRX-0626', 'TRX-PERP', 'TRYB-0327', 'TRYB-0626', 'TRYB-PERP', 'USDT-0327', 'USDT-0626', 'USDT-PERP', 'WARREN', 'XAUT-0327', 'XAUT-0626', 'XAUT-PERP', 'XRP-0327', 'XRP-0626', 'XRP-PERP', 'XTZ-0327', 'XTZ-0626', 'XTZ-PERP'

Data Sanity

No downtime.

API Reference

GET https://ftx.com/api/markets/{market_name}/orderbook?depth={depth}

API Query Parameters

Name	Type	Value	Description
market_name	string	BTC-0628	Required. Name of the market.
depth	number	35	max 100, default 20

API Response Schema

Name	Type	Value	Description
asks	array	[4114.25, 6.263]	Array with price and size
bids	array	[4112, 49.29]	Array with price and size

FTX Trades

-- fetch trades data
select * from FTX_trades where liquidation = false limit 1 

-- fetch liquidation
select * from FTX_trades where liquidation = true limit 1

[
    {
          'time': '2019-03-05T12:26:49.486594048Z', 
          'id': 4, 
          'liquidation': False, 
          'price': 127.77, 
          'side': 'sell', 
          'size': 0.04, 
          'symbol': 'ETH-PERP', 
          'trade_time': None
   }
]

Description

FTX trade has a frequency of 10 minutes and data time range is from 2019-03-05 12:26:49.486594048 till now. Collectors are continously runing in two hosts. FTX liquidation shares the same table with FTX trade.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
id	integer
liquidation	boolean	Filter out liquidation trades by true and false
price	float
side	string
size	float
trade_time	string
symbol	string	tag values

Tag Values

Symbol (Symbols are subject to change): 'ADA-0327', 'ADA-0626', 'ADA-1227', 'ADA-PERP', 'ADABEAR/USD', 'ADABULL/USD', 'ADADOOM/USD', 'ADAHEDGE/USD', 'ADAMOON/USD', 'ALGO-0327', 'ALGO-0626', 'ALGO-0927', 'ALGO-1227', 'ALGO-PERP', 'ALGOBEAR/USD', 'ALGOBULL/USD', 'ALGODOOM/USD', 'ALGOHALF/USD', 'ALGOHALF/USDT', 'ALGOHEDGE/USD', 'ALT-0327', 'ALT-0626', 'ALT-0927', 'ALT-1227', 'ALT-PERP', 'ALTBEAR/USD', 'ALTBULL/USD', 'ALTDOOM/USD', 'ALTHEDGE/USD', 'ALTMOON/USD', 'ATOM-0327', 'ATOM-0626', 'ATOM-1227', 'ATOM-PERP', 'ATOMBEAR/USD', 'ATOMBULL/USD', 'ATOMDOOM/USD', 'ATOMHEDGE/USD', 'ATOMMOON/USD', 'BCH-0327', 'BCH-0626', 'BCH-0927', 'BCH-1227', 'BCH-PERP', 'BCH/USD', 'BCH/USDT', 'BCHBEAR/USD', 'BCHBEAR/USDT', 'BCHBULL/USD', 'BCHBULL/USDT', 'BCHDOOM/USD', 'BCHHEDGE/USD', 'BCHMOON/USD', 'BEAR/USD', 'BEAR/USDT', 'BEARSHIT/USD', 'BERNIE', 'BIDEN', 'BLOOMBERG', 'BNB-0327', 'BNB-0626', 'BNB-0927', 'BNB-1227', 'BNB-PERP', 'BNB/USD', 'BNB/USDT', 'BNBBEAR/USD', 'BNBBEAR/USDT', 'BNBBULL/USD', 'BNBBULL/USDT', 'BNBDOOM/USD', 'BNBHEDGE/USD', 'BNBMOON/USD', 'BSV-0327', 'BSV-0626', 'BSV-0927', 'BSV-1227', 'BSV-PERP', 'BSVBEAR/USD', 'BSVBEAR/USDT', 'BSVBULL/USD', 'BSVBULL/USDT', 'BSVDOOM/USD', 'BSVHEDGE/USD', 'BSVMOON/USD', 'BTC-0327', 'BTC-0626', 'BTC-0925', 'BTC-0927', 'BTC-1227', 'BTC-MOVE-0101', 'BTC-MOVE-0102', 'BTC-MOVE-0103', 'BTC-MOVE-0104', 'BTC-MOVE-0105', 'BTC-MOVE-0106', 'BTC-MOVE-0107', 'BTC-MOVE-0108', 'BTC-MOVE-0109', 'BTC-MOVE-0110', 'BTC-MOVE-0111', 'BTC-MOVE-0112', 'BTC-MOVE-0113', 'BTC-MOVE-0114', 'BTC-MOVE-0115', 'BTC-MOVE-0116', 'BTC-MOVE-0117', 'BTC-MOVE-0118', 'BTC-MOVE-0119', 'BTC-MOVE-0120', 'BTC-MOVE-0121', 'BTC-MOVE-0122', 'BTC-MOVE-0123', 'BTC-MOVE-0124', 'BTC-MOVE-0125', 'BTC-MOVE-0126', 'BTC-MOVE-0127', 'BTC-MOVE-0128', 'BTC-MOVE-0129', 'BTC-MOVE-0130', 'BTC-MOVE-0131', 'BTC-MOVE-0201', 'BTC-MOVE-0202', 'BTC-MOVE-0203', 'BTC-MOVE-0204', 'BTC-MOVE-0205', 'BTC-MOVE-0206', 'BTC-MOVE-0207', 'BTC-MOVE-0208', 'BTC-MOVE-0209', 'BTC-MOVE-0210', 'BTC-MOVE-0211', 'BTC-MOVE-0212', 'BTC-MOVE-0213', 'BTC-MOVE-0214', 'BTC-MOVE-0215', 'BTC-MOVE-0216', 'BTC-MOVE-0217', 'BTC-MOVE-0218', 'BTC-MOVE-0219', 'BTC-MOVE-0220', 'BTC-MOVE-0221', 'BTC-MOVE-0222', 'BTC-MOVE-0223', 'BTC-MOVE-0224', 'BTC-MOVE-0225', 'BTC-MOVE-0226', 'BTC-MOVE-0227', 'BTC-MOVE-0228', 'BTC-MOVE-0229', 'BTC-MOVE-0301', 'BTC-MOVE-0302', 'BTC-MOVE-0303', 'BTC-MOVE-0304', 'BTC-MOVE-0305', 'BTC-MOVE-0306', 'BTC-MOVE-0307', 'BTC-MOVE-0308', 'BTC-MOVE-0309', 'BTC-MOVE-0310', 'BTC-MOVE-0311', 'BTC-MOVE-0312', 'BTC-MOVE-0313', 'BTC-MOVE-0314', 'BTC-MOVE-0315', 'BTC-MOVE-0316', 'BTC-MOVE-0317', 'BTC-MOVE-0318', 'BTC-MOVE-0319', 'BTC-MOVE-0320', 'BTC-MOVE-0321', 'BTC-MOVE-0322', 'BTC-MOVE-0323', 'BTC-MOVE-0324', 'BTC-MOVE-0325', 'BTC-MOVE-0326', 'BTC-MOVE-0327', 'BTC-MOVE-0328', 'BTC-MOVE-0329', 'BTC-MOVE-0330', 'BTC-MOVE-0331', 'BTC-MOVE-0401', 'BTC-MOVE-0402', 'BTC-MOVE-0403', 'BTC-MOVE-0404', 'BTC-MOVE-0405', 'BTC-MOVE-0406', 'BTC-MOVE-0407', 'BTC-MOVE-0408', 'BTC-MOVE-0409', 'BTC-MOVE-0410', 'BTC-MOVE-0411', 'BTC-MOVE-0415', 'BTC-MOVE-0416', 'BTC-MOVE-0417', 'BTC-MOVE-0418', 'BTC-MOVE-0420', 'BTC-MOVE-0421', 'BTC-MOVE-0422', 'BTC-MOVE-0925', 'BTC-MOVE-0926', 'BTC-MOVE-0927', 'BTC-MOVE-0928', 'BTC-MOVE-0929', 'BTC-MOVE-0930', 'BTC-MOVE-1001', 'BTC-MOVE-1002', 'BTC-MOVE-1003', 'BTC-MOVE-1004', 'BTC-MOVE-1005', 'BTC-MOVE-1006', 'BTC-MOVE-1007', 'BTC-MOVE-1008', 'BTC-MOVE-1009', 'BTC-MOVE-1010', 'BTC-MOVE-1011', 'BTC-MOVE-1012', 'BTC-MOVE-1013', 'BTC-MOVE-1014', 'BTC-MOVE-1015', 'BTC-MOVE-1016', 'BTC-MOVE-1017', 'BTC-MOVE-1018', 'BTC-MOVE-1019', 'BTC-MOVE-1020', 'BTC-MOVE-1121', 'BTC-MOVE-1122', 'BTC-MOVE-1123', 'BTC-MOVE-1124', 'BTC-MOVE-1125', 'BTC-MOVE-1126', 'BTC-MOVE-1127', 'BTC-MOVE-1128', 'BTC-MOVE-1129', 'BTC-MOVE-1130', 'BTC-MOVE-1201', 'BTC-MOVE-1202', 'BTC-MOVE-1203', 'BTC-MOVE-1204', 'BTC-MOVE-1205', 'BTC-MOVE-1206', 'BTC-MOVE-1207', 'BTC-MOVE-1208', 'BTC-MOVE-1209', 'BTC-MOVE-1210', 'BTC-MOVE-1211', 'BTC-MOVE-1212', 'BTC-MOVE-1213', 'BTC-MOVE-1214', 'BTC-MOVE-1215', 'BTC-MOVE-1216', 'BTC-MOVE-1217', 'BTC-MOVE-1218', 'BTC-MOVE-1219', 'BTC-MOVE-1220', 'BTC-MOVE-1221', 'BTC-MOVE-1222', 'BTC-MOVE-1223', 'BTC-MOVE-1224', 'BTC-MOVE-1225', 'BTC-MOVE-1226', 'BTC-MOVE-1227', 'BTC-MOVE-1228', 'BTC-MOVE-1229', 'BTC-MOVE-1230', 'BTC-MOVE-1231', 'BTC-MOVE-2019Q4', 'BTC-MOVE-2020Q1', 'BTC-MOVE-2020Q2', 'BTC-MOVE-2020Q3', 'BTC-MOVE-2020Q4', 'BTC-MOVE-WK-0103', 'BTC-MOVE-WK-0110', 'BTC-MOVE-WK-0117', 'BTC-MOVE-WK-0124', 'BTC-MOVE-WK-0131', 'BTC-MOVE-WK-0207', 'BTC-MOVE-WK-0214', 'BTC-MOVE-WK-0221', 'BTC-MOVE-WK-0228', 'BTC-MOVE-WK-0306', 'BTC-MOVE-WK-0313', 'BTC-MOVE-WK-0320', 'BTC-MOVE-WK-0327', 'BTC-MOVE-WK-0403', 'BTC-MOVE-WK-0410', 'BTC-MOVE-WK-0417', 'BTC-MOVE-WK-0424', 'BTC-MOVE-WK-0501', 'BTC-MOVE-WK-0508', 'BTC-MOVE-WK-0515', 'BTC-MOVE-WK-1122', 'BTC-MOVE-WK-1129', 'BTC-MOVE-WK-1206', 'BTC-MOVE-WK-1213', 'BTC-MOVE-WK-1220', 'BTC-MOVE-WK-1227', 'BTC-PERP', 'BTC/USD', 'BTC/USDT', 'BTMX-0327', 'BTMX-0626', 'BTMX-1227', 'BTMX-PERP', 'BTMX/USD', 'BTMXBEAR/USD', 'BTMXBEAR/USDT', 'BTMXBULL/USD', 'BTMXBULL/USDT', 'BTMXDOOM/USD', 'BTMXHALF/USD', 'BTMXHEDGE/USD', 'BTMXMOON/USD', 'BULL/USD', 'BULL/USDT', 'BULLSHIT/USD', 'DOGE-0327', 'DOGE-0626', 'DOGE-1227', 'DOGE-PERP', 'DOGEBEAR/USD', 'DOGEBULL/USD', 'DOGEDOOM/USD', 'DOGEMOON/USD', 'DOOM/USD', 'DOOMSHIT/USD', 'DRGN-0327', 'DRGN-0626', 'DRGN-1227', 'DRGN-PERP', 'DRGNBEAR/USD', 'DRGNBULL/USD', 'DRGNDOOM/USD', 'DRGNHEDGE/USD', 'DRGNMOON/USD', 'EOS-0327', 'EOS-0626', 'EOS-0927', 'EOS-1227', 'EOS-PERP', 'EOSBEAR/USD', 'EOSBEAR/USDT', 'EOSBULL/USD', 'EOSBULL/USDT', 'EOSDOOM/USD', 'EOSHEDGE/USD', 'EOSMOON/USD', 'ETC-0327', 'ETC-0626', 'ETC-0927', 'ETC-1227', 'ETC-PERP', 'ETCBEAR/USD', 'ETCBULL/USD', 'ETCDOOM/USD', 'ETCHEDGE/USD', 'ETCMOON/USD', 'ETH-0327', 'ETH-0626', 'ETH-0927', 'ETH-1227', 'ETH-PERP', 'ETH/USD', 'ETH/USDT', 'ETHBEAR/USD', 'ETHBEAR/USDT', 'ETHBULL/USD', 'ETHBULL/USDT', 'ETHDOOM/USD', 'ETHHEDGE/USD', 'ETHMOON/USD', 'EXCH-0327', 'EXCH-0626', 'EXCH-0927', 'EXCH-1227', 'EXCH-PERP', 'EXCHBEAR/USD', 'EXCHBULL/USD', 'EXCHDOOM/USD', 'EXCHHEDGE/USD', 'EXCHMOON/USD', 'FTT/BTC', 'FTT/USD', 'FTT/USDT', 'HALF/USD', 'HEDGE/USD', 'HEDGESHIT/USD', 'HT-0327', 'HT-0626', 'HT-0927', 'HT-1227', 'HT-PERP', 'HTBEAR/USD', 'HTBULL/USD', 'HTDOOM/USD', 'HTHEDGE/USD', 'HTMOON/USD', 'LEO-0327', 'LEO-0626', 'LEO-0927', 'LEO-1227', 'LEO-PERP', 'LEOBEAR/USD', 'LEOBULL/USD', 'LEODOOM/USD', 'LEOHEDGE/USD', 'LEOMOON/USD', 'LINK-0327', 'LINK-0626', 'LINK-1227', 'LINK-PERP', 'LINKBEAR/USD', 'LINKBEAR/USDT', 'LINKBULL/USD', 'LINKBULL/USDT', 'LINKDOOM/USD', 'LINKHALF/USD', 'LINKHEDGE/USD', 'LINKMOON/USD', 'LTC-0327', 'LTC-0626', 'LTC-0927', 'LTC-1227', 'LTC-PERP', 'LTC/USD', 'LTC/USDT', 'LTCBEAR/USD', 'LTCBEAR/USDT', 'LTCBULL/USD', 'LTCBULL/USDT', 'LTCDOOM/USD', 'LTCHEDGE/USD', 'LTCMOON/USD', 'MATIC-0327', 'MATIC-0626', 'MATIC-1227', 'MATIC-PERP', 'MATICBEAR/USD', 'MATICBULL/USD', 'MATICDOOM/USD', 'MATICHEDGE/USD', 'MATICMOON/USD', 'MID-0327', 'MID-0626', 'MID-0927', 'MID-1227', 'MID-PERP', 'MIDBEAR/USD', 'MIDBULL/USD', 'MIDDOOM/USD', 'MIDHEDGE/USD', 'MIDMOON/USD', 'MOON/USD', 'MOONSHIT/USD', 'OKB-0327', 'OKB-0626', 'OKB-0927', 'OKB-1227', 'OKB-PERP', 'OKBBEAR/USD', 'OKBBULL/USD', 'OKBDOOM/USD', 'OKBHEDGE/USD', 'OKBMOON/USD', 'PAXG-0327', 'PAXG-0626', 'PAXG-PERP', 'PAXG/USD', 'PAXG/USDT', 'PAXGBEAR/USD', 'PAXGBULL/USD', 'PAXGHEDGE/USD', 'PETE', 'PRIV-0327', 'PRIV-0626', 'PRIV-PERP', 'PRIVBEAR/USD', 'PRIVBULL/USD', 'PRIVHEDGE/USD', 'SHIT-0327', 'SHIT-0626', 'SHIT-0927', 'SHIT-1227', 'SHIT-PERP', 'TOMO-0327', 'TOMO-0626', 'TOMO-1227', 'TOMO-PERP', 'TOMOBEAR/USD', 'TOMOBULL/USD', 'TOMODOOM/USD', 'TOMOHEDGE/USD', 'TOMOMOON/USD', 'TRUMP', 'TRX-0327', 'TRX-0626', 'TRX-0927', 'TRX-1227', 'TRX-PERP', 'TRXBEAR/USD', 'TRXBULL/USD', 'TRXDOOM/USD', 'TRXHEDGE/USD', 'TRXMOON/USD', 'TRYB-0327', 'TRYB-0626', 'TRYB-1227', 'TRYB-PERP', 'TRYB/USD', 'TRYBBEAR/USD', 'TRYBBULL/USD', 'TRYBHEDGE/USD', 'USDT-0327', 'USDT-0626', 'USDT-0927', 'USDT-1227', 'USDT-PERP', 'USDT/USD', 'USDTBEAR/USD', 'USDTBULL/USD', 'USDTDOOM/USD', 'USDTHEDGE/USD', 'USDTMOON/USD', 'WARREN', 'XAUT-0327', 'XAUT-0626', 'XAUT-PERP', 'XAUT/USD', 'XAUT/USDT', 'XAUTBEAR/USD', 'XAUTBULL/USD', 'XRP-0327', 'XRP-0626', 'XRP-0927', 'XRP-1227', 'XRP-PERP', 'XRPBEAR/USD', 'XRPBEAR/USDT', 'XRPBULL/USD', 'XRPBULL/USDT', 'XRPDOOM/USD', 'XRPHEDGE/USD', 'XRPMOON/USD', 'XTZ-0327', 'XTZ-0626', 'XTZ-1227', 'XTZ-PERP', 'XTZBEAR/USD', 'XTZBEAR/USDT', 'XTZBULL/USD', 'XTZBULL/USDT', 'XTZDOOM/USD', 'XTZHEDGE/USD', 'XTZMOON/USD'

Data Sanity

No downtime.

API Reference

GET https://ftx.com/api/markets/{market_name}/trades?limit={limit}&start_time={start_time}&end_time={end_time}

API Query Parameters

Name	Type	Value	Description
market_name	string	BTC-0628	name of the market
limit	number	35	optional, max 100, default 20
start_time	number	1559881511	optional
end_time	number	1559881711	optional

API Response Schema

Name	Type	Value	Description
id	number	3855995	trade id
liquidation	boolean	false	if this trade involved a liquidation order
price	number	3857.75
side	string	buy
size	number	0.111
time	string	2019-03-20T18:16:23.397991+00:00

FTX Trades Option

-- fetch data
select * from FTX_trades_option limit 1

[
    {
          'time': '2020-01-13T16:31:07.307401984Z', 
          'id': 1068, 
          'option_exipry': '2020-01-14T03:00:00+00:00', 
          'option_type': 'put', 
          'price': 4.4569, 
          'size': 0.1, 
          'strike_price': 7900, 
          'underlying': 'BTC'
   }
]

Description

FTX trade options has a frequency of 1 second and data time range is from 2020-01-13 16:31:07.307401984 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp

id integer option_exipry string option_type string price float size float strike_price float underlying string

Data Sanity

No downtime.

API Reference

GET https://ftx.com/api/options/trades

API Query Parameters

Not required.

API Response Schema

No information.

Gateio

Gateio is a crypto currency exchange. Check their api.

Gateio Orderbook

-- fetch data
select * from gateio_orderbook limit 1

[
    {
          'time': '2020-02-28T20:32:20.344462492Z', 
          'price': 1.3333, 
          'size': 692.98, 
          'snapshot': '2020-02-28 20:32:19.602171', 
          'symbol': 'hns_usdt', 
          'type': 'ask'
   }
]

Description

Gateio trades has a frequency of 30 seconds and data time range is from 2020-02-28T20:32:20.344462492Z till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
price	float
size	float
snapshot	string
type	string
symbol	string	tag values

Tag Values

symbol: hns_usdt, hns_btc

Data Sanity

No downtime.

API Reference

GET https://data.gateio.life/api2/1/orderBook/[CURR_A]_[CURR_B]

API Query Parameters

Name	Type	Required	Description
market	String	Yes	Get makret list

API Response Schema

No information.

Gateio Trades

-- fetch data
select * from gateio_trades limit 1

[
    {
         'time': '2020-02-19T04:31:03.000003072Z', 
         'amount': 176.77, 
         'price': 3e-05, 
         'symbol': 'hns_btc', 
         'timestamp': 1582086663, 
         'total': 0.0053031, 
         'tradeID': 228611456, 
         'type': 'sell'
   }
]

Description

Gateio trades has a frequency of 1 hour and data time range is from 2020-02-19T04:31:03.000003072Z till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
amount	float
price	float
timestamp	integer
total	float
tradeID	integer
type	string
symbol	string	tag values

Tag Values

symbol: hns_usdt, hns_btc

Data Sanity

No downtime.

API Reference

GET https://data.gateio.life/api2/1/tradeHistory/[CURR_A]_[CURR_B]

API Query Parameters

Name	Type	Required	Description
market	String	Yes	Get makret list

API Response Schema

No information.

HuobiDM

Huobi Derivative Makret is a cryptocurrency exchange that has all derivatives. Check their api.

Huobidm Contract Delivery Price

-- fetch data
select * from huobidm_contract_delivery_price limit 1

[
    {
        'time': '2020-01-29T00:14:35.339000064Z', 
        'delivery_price': 8307.7331803005, 
        'symbol': 'BTC'
   }
]

Description

Huobidm contract delivery price has a frequency of 1 minute and data time range is from 2020-01-29 00:14:35.339000064 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
delivery_price	float
symbol	string	tag values

Tag Values

symbol: 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Data Sanity

No downtime.

API Reference

GET https://api.hbdm.com/api/v1/contract_delivery_price?symbol={symbol}

API Query Parameters

Name	Type	Required	Description
symbol	string	true	Case-Insenstive.Both uppercase and lowercase are supported.e.g."BTC","ETH"...

API Response Schema

Name	Type	Description
status	string	Request Processing Result
delivery_price	string	estimated delivery price
ts	long	Time of Respond Generation, Unit: Millisecond

Huobidm Contract Market Overview

-- fetch data
select * from huobidm_contract_market_overview limit 1

[
    {
        'time': '2020-01-29T00:51:08.304Z', 
        'amount': '8579307.0972995652712865674097690524479882706', 
        'ask_amt': '270', 
        'ask_price': '11.668', 
        'bid_amt': '55', 
        'bid_price': '11.657', 
        'close': '11.657', 
        'contract_type': 'ETC_CW', 
        'count': 46701, 
        'high': '11.817', 
        'id': 1580259068, 
        'low': '10.8', 
        'open': '10.951', 
        'vol': '9525756'
   }
]

Description

Huobidm contract market overview has a frequency of 1 minute and data time range is from 2020-01-29 00:51:08.304 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
amount	string
ask_amt	string
ask_price	string
bid_amt	string
bid_price	string
close	string
count	integer
high	string
id	integer
low	string
open	string
vol	string
contract_type	string	tag values

Tag Values

Symbol (Symbols are subject to change): 'BCH200131', 'BCH200207', 'BCH200214', 'BCH200221', 'BCH200228', 'BCH200306', 'BCH200313', 'BCH200320', 'BCH200327', 'BCH200403', 'BCH200410', 'BCH200417', 'BCH200424', 'BCH200501', 'BCH200626', 'BCH_CQ', 'BCH_CW', 'BCH_NW', 'BSV200131', 'BSV200207', 'BSV200214', 'BSV200221', 'BSV200228', 'BSV200306', 'BSV200313', 'BSV200320', 'BSV200327', 'BSV200403', 'BSV200410', 'BSV200417', 'BSV200424', 'BSV200501', 'BSV200626', 'BSV_CQ', 'BSV_CW', 'BSV_NW', 'BTC200131', 'BTC200207', 'BTC200214', 'BTC200221', 'BTC200228', 'BTC200306', 'BTC200313', 'BTC200320', 'BTC200327', 'BTC200403', 'BTC200410', 'BTC200417', 'BTC200424', 'BTC200501', 'BTC200626', 'BTC_CQ', 'BTC_CW', 'BTC_NW', 'EOS200131', 'EOS200207', 'EOS200214', 'EOS200221', 'EOS200228', 'EOS200306', 'EOS200313', 'EOS200320', 'EOS200327', 'EOS200403', 'EOS200410', 'EOS200417', 'EOS200424', 'EOS200501', 'EOS200626', 'EOS_CQ', 'EOS_CW', 'EOS_NW', 'ETC200131', 'ETC200207', 'ETC200214', 'ETC200221', 'ETC200228', 'ETC200306', 'ETC200313', 'ETC200320', 'ETC200327', 'ETC200403', 'ETC200410', 'ETC200417', 'ETC200424', 'ETC200501', 'ETC200626', 'ETC_CQ', 'ETC_CW', 'ETC_NW', 'ETH200131', 'ETH200207', 'ETH200214', 'ETH200221', 'ETH200228', 'ETH200306', 'ETH200313', 'ETH200320', 'ETH200327', 'ETH200403', 'ETH200410', 'ETH200417', 'ETH200424', 'ETH200501', 'ETH200626', 'ETH_CQ', 'ETH_CW', 'ETH_NW', 'LTC200131', 'LTC200207', 'LTC200214', 'LTC200221', 'LTC200228', 'LTC200306', 'LTC200313', 'LTC200320', 'LTC200327', 'LTC200403', 'LTC200410', 'LTC200417', 'LTC200424', 'LTC200501', 'LTC200626', 'LTC_CQ', 'LTC_CW', 'LTC_NW', 'TRX200131', 'TRX200207', 'TRX200214', 'TRX200221', 'TRX200228', 'TRX200306', 'TRX200313', 'TRX200320', 'TRX200327', 'TRX200403', 'TRX200410', 'TRX200417', 'TRX200424', 'TRX200501', 'TRX200626', 'TRX_CQ', 'TRX_CW', 'TRX_NW', 'XRP200131', 'XRP200207', 'XRP200214', 'XRP200221', 'XRP200228', 'XRP200306', 'XRP200313', 'XRP200320', 'XRP200327', 'XRP200403', 'XRP200410', 'XRP200417', 'XRP200424', 'XRP200501', 'XRP200626', 'XRP_CQ', 'XRP_CW', 'XRP_NW'

Data Sanity

No downtime.

API Reference

GET https://api.hbdm.com/market/detail/merged?symbol={contract_type}

API Query Parameters

Name	Type	Required	Description
contract_type	string	true	Case-Insenstive.Both uppercase and lowercase are supported.

API Response Schema

Name	Type	Description
status	string	Request Processing Result
tick	string	estimated delivery price
ts	long	Time of Respond Generation, Unit: Millisecond

Huobidm Contract Price Limit

-- fetch data
select * from huobidm_contract_price_limit limit 1

[
    {
        'time': '1970-01-01T00:26:20.256885167Z', 
        'contract_code': 'BTC200131', 
        'contract_type': 'this_week',
        'high_limit': 9761.84,
        'low_limit': 9039.79, 
        'symbol': 'BTC'
   }
]

Description

Huobidm contract price limit has a frequency of 1 minute and data time range is from 2020-01-29 00:51:08.304 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
contract_code	string
high_limit	float
low_limit	float
contract_type	string
symbol	string

Tag Values

Contract Type: this_week, next_week, quarter

Symbol: 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Data Sanity

No downtime.

API Reference

GET https://api.hbdm.com/api/v1/contract_price_limit?symbol={symbol}&contract_type={contract_type}

API Query Parameters

Name	Type	Required	Description
contract_type	string	true	Case-Insenstive.Both uppercase and lowercase are supported.
symbol	string	true	Symbol name

API Response Schema

Name	Type	Description
status	string	Request Processing Result
symbol	string	Variety code "BTC","ETH" ...
high_limit	decimal	Highest Buying Price
low_limit	decimal	Lowest Selling Price
contract_code	string	Contract Code eg "BTC180914" ...
contract_type	string	Contract Type "this_week","next_week","quarter"
ts	long	Time of Respond Generation, Unit: Millisecond

Huobidm Contract Risk Info

-- fetch data
select * from huobidm_contract_risk_info limit 1

[
    {
        'time': '2020-01-29T00:14:37.136Z',
        'estimated_clawback': 0, 
        'insurance_fund': 870.6348136893932, 
        'symbol': 'BTC'
   }
]

Description

Huobidm contract risk info has a frequency of 1 minute and data time range is from 2020-01-29 00:51:08.304 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
estimated_clawback	float
insurance_fund	float
symbol	string

Tag Values

Symbol: 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Data Sanity

No downtime.

API Reference

GET https://api.hbdm.com/api/v1/contract_risk_info?symbol={symbol}

API Query Parameters

Name	Type	Required	Description
symbol	string	true	Symbol name

API Response Schema

Name	Type	Description
status	string	Request Processing Result
symbol	string	symbol name
insurance_fund	float	insurance fund balance
estimated_clawback	float	estimated clawback rate
ts	long	Time of Respond Generation, Unit: Millisecond

Huobidm Index Price

-- fetch data
select * from huobidm_index_price limit 1

[
    {
        'time': '2020-01-28T18:41:00.028999936Z', 
        'index_price': 285.84063562725, 
        'index_ts': 1580236860029, 
        'symbol': 'BSV'
   }
]

Description

Huobidm index price has a frequency of 1 minute and data time range is from 2020-01-29 00:51:08.304 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
index_price	float
index_ts	integer
symbol	string	Tag values

Tag Values

Symbol: 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Data Sanity

No downtime.

API Reference

GET https://api.hbdm.com/api/v1/contract_index?symbol={symmbol}

API Query Parameters

Name	Type	Required	Description
symbol	string	true	Symbol name.

API Response Schema

Name	Type	Description
status	string	Request Processing Result
symbol	string	symbol name
index_price	float	index price
ts	long	Time of Respond Generation, Unit: Millisecond

Huobidm Insurance Fund

-- fetch data
select * from huobidm_insurance_fund limit 1

[
    {
        'time': '2018-11-10T08:00:00Z', 
        'insurance_fund': 0, 
        'symbol': 'BTC'
   }
]

Description

Huobidm insurance fund has a frequency of 1 day and data time range is from 2018-11-10 08:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
index_price	float
index_ts	integer
symbol	string	Tag values

Tag Values

Symbol: 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Data Sanity

No downtime.

API Reference

GET https://api.hbdm.com/api/v1/contract_insurance_fund?symbol={symmbol}

API Query Parameters

Name	Type	Required	Description
symbol	string	true	Symbol name.

API Response Schema

Name	Type	Description
status	string	Request Processing Result
symbol	string	symbol name
insurance_fund	float	insurance fund
ts	long	Time of Respond Generation, Unit: Millisecond

Huobidm Open Interest

-- fetch data
select * from huobidm_open_interest limit 1

[
    {
        'time': '2020-01-23T23:29:17.432110597Z', 
        'amount': 279899.30625102425, 
        'contract_code': 'LTC200327', 
        'contract_type': 'quarter', 
        'symbol': 'LTC', 
        'ts': 1579822034204, 
        'volume': 1537179
   }
]

Description

Huobidm open interest has a frequency of 1 minute and data time range is from 2020-01-23 23:29:17.432110597 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
amount	float
contract_code	string
contract_type	string
ts	integer
volume	float
symbol	string	Tag values

Tag Values

Symbol: 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Data Sanity

No downtime.

API Reference

GET https://api.hbdm.com/api/v1/contract_his_open_interest?symbol={symmbol}

API Query Parameters

Name	Type	Required	Description
symbol	string	true	Symbol name.

API Response Schema

Name	Type	Description
status	string	Request Processing Result
symbol	string	symbol name
volume	float	open interst
amount_type	string	open interest unit
ts	long	Time of Respond Generation, Unit: Millisecond

Huobidm Liquidation

-- fetch data
select * from huobidm_liquidation limit 1

[
    {
        'time': '2020-04-23T02:46:39.430815831Z', 
        'contract_code': 'BTC200626', 
        'direction': 'buy', 
        'offset': 'close', 
        'price': 7207.98, 
        'symbol': 'BTC', 
        'timestamp': 1587606977462, 
        'volume': 20
   }
]

Description

Huobidm liquidation has a frequency of 1 week and data time range is from 2020-01-26 13:51:39.430815831Z till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
direction	string
offset	string
price	float
timestamp	integer
volume	integer
symbol	string	Tag values

Tag Values

Symbol: 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Data Sanity

No downtime. Check Huobi GUI for reference.

API Reference

Futures GET https://api.hbdm.com/api/v1/contract_liquidation_orders?symbol=BTC&trade_type=0&create_date=7

API Query Parameters

Name	Type	Required	Description
symbol	string	true	Symbol name.
trade_type	int	true	long&short, long, short
create_date	int	true	7 days or 90 days

API Response Schema

Name	Type	Description
status	string	Request Processing Result
symbol	string	symbol name
price	float	liquidation price
volume	float	liquidation amount
ts	long	Time of Respond Generation, Unit: Millisecond

Huobidm Contract Elite Account Ratio

-- fetch data
select * from huobidm_contract_elite_account_ratio limit 1

[
    {
        'time': '2020-03-24T16:00:00Z', 
        'buy_ratio': 0.42, 
        'frequency': '1440', 
        'locked_ratio': 0.02, 
        'sell_ratio': 0.56, 
        'symbol': 'BCH', 
        'timestamp': 1585065600000
   }
]

Description

Huobidm contract elite account ratio has a varity of frequency for 5, 15, 30, 60, 240, 1440 minutes and data time range is from 2020-03-24 16:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
buy_ratio	float
locked_ratio	float
sell_ratio	float
timestamp	integer
frequency	string	Tag values
symbol	string	Tag values

Tag Values

Symbol: 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Frequency: 5, 15, 30, 60, 240, 14440

Data Sanity

No downtime.

API Reference

Futures GET https://api.hbdm.com/api/v1/contract_elite_account_ratio?symbol=BTC&period=60min

SWAP: GET https://api.hbdm.com/swap-api/v1/swap_elite_account_ratio?contract_code=BTC-USD&period=60min

API Query Parameters

Name	Type	Required	Description
symbol	string	true	symbol Case-Insenstive.Both uppercase and lowercase are supported."BTC","ETH"...
period	string	true	period 5min, 15min, 30min, 60min,4hour,1day

API Response Schema

Name	Type	Description
status	string	Request Processing Result
symbol	string	symbol name
buy_ratio	float	net long account ratio
sell_ratio	float	net short account ratio
locked_ratio	float	locked account ratio
ts	long	Time of Respond Generation, Unit: Millisecond

Huobidm Contract Elite Position Ratio

-- fetch data
select * from huobidm_contract_elite_position_ratio limit 1

[
    {
        'time': '2020-03-24T16:00:00Z', 
        'buy_ratio': 0.471, 
        'frequency': '1440', 
        'sell_ratio': 0.529, 
        'symbol': 'BCH', 
        'timestamp': 1585065600000

]

Description

Huobidm contract elite position ratio has a varity of frequency for 5, 15, 30, 60, 240, 1440 minutes and data time range is from 2020-03-24 16:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
buy_ratio	float
sell_ratio	float
timestamp	integer
frequency	string	Tag values
symbol	string	Tag values

Tag Values

Symbol: 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Frequency: 5, 15, 30, 60, 240, 14440

Data Sanity

No downtime.

API Reference

Futures GET https://api.hbdm.com/api/v1/contract_elite_position_ratio?symbol=BTC&period=60min

SWAP: GET https://api.hbdm.com/swap-api/v1/swap_elite_position_ratio?contract_code=BTC-USD&period=60min

API Query Parameters

Name	Type	Required	Description
symbol	string	true	symbol Case-Insenstive.Both uppercase and lowercase are supported."BTC","ETH"...
period	string	true	period 5min, 15min, 30min, 60min,4hour,1day

API Response Schema

Name	Type	Description
status	string	Request Processing Result
symbol	string	symbol name
buy_ratio	float	net long account ratio
sell_ratio	float	net short account ratio
ts	long	Time of Respond Generation, Unit: Millisecond

Huobidm Orderbook

-- fetch data
select * from huobidm_orderbook limit 1

[
    {
        'time': '2020-02-25T00:47:54.152897372Z', 
        'contract_code': 'BTC200228', 
        'current_timestamp': 1582591673815, 
        'id': 48226038904, 
        'price': 9645.21, 
        'type': 'ask', 
        'vol': 275
   }
]

Description

Huobidm orderbook has a frequency of 30 seconds and data time range is from 2020-01-23 23:29:17.432110597 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
current_timestamp	integer
id	integer
price	float
type	string
vol	float
contract_code	string	Tag values

Tag Values

Contract_code (Contract_code are subject to change): 'BCH-USD', 'BCH200228', 'BCH200306', 'BCH200313', 'BCH200320', 'BCH200327', 'BCH200403', 'BCH200410', 'BCH200417', 'BCH200424', 'BCH200501', 'BCH200626', 'BSV-USD', 'BSV200228', 'BSV200306', 'BSV200313', 'BSV200320', 'BSV200327', 'BSV200403', 'BSV200410', 'BSV200417', 'BSV200424', 'BSV200501', 'BSV200626', 'BTC-USD', 'BTC200228', 'BTC200306', 'BTC200313', 'BTC200320', 'BTC200327', 'BTC200403', 'BTC200410', 'BTC200417', 'BTC200424', 'BTC200501', 'BTC200626', 'EOS-USD', 'EOS200228', 'EOS200306', 'EOS200313', 'EOS200320', 'EOS200327', 'EOS200403', 'EOS200410', 'EOS200417', 'EOS200424', 'EOS200501', 'EOS200626', 'ETC-USD', 'ETC200228', 'ETC200306', 'ETC200313', 'ETC200320', 'ETC200327', 'ETC200403', 'ETC200410', 'ETC200417', 'ETC200424', 'ETC200501', 'ETC200626', 'ETH-USD', 'ETH200228', 'ETH200306', 'ETH200313', 'ETH200320', 'ETH200327', 'ETH200403', 'ETH200410', 'ETH200417', 'ETH200424', 'ETH200501', 'ETH200626', 'LINK-USD', 'LTC-USD', 'LTC200228', 'LTC200306', 'LTC200313', 'LTC200320', 'LTC200327', 'LTC200403', 'LTC200410', 'LTC200417', 'LTC200424', 'LTC200501', 'LTC200626', 'TRX-USD', 'TRX200228', 'TRX200306', 'TRX200313', 'TRX200320', 'TRX200327', 'TRX200403', 'TRX200410', 'TRX200417', 'TRX200424', 'TRX200501', 'TRX200626', 'XRP-USD', 'XRP200228', 'XRP200306', 'XRP200313', 'XRP200320', 'XRP200327', 'XRP200403', 'XRP200410', 'XRP200417', 'XRP200424', 'XRP200501', 'XRP200626'

Data Sanity

No downtime.

API Reference

GET https://api.hbdm.com/market/depth?symbol={symbol}&type={step}

API Query Parameters

Name	Type	Required	Description
symbol	string	true	Case-Senstive.Only uppercase is supported.e.g. "BTC_CW" represents BTC “This Week”，"BTC_NW" represents BTC “Next Week”，"BTC_CQ" represents BTC “Quarter”
type	string	true	Get depth data within step 150, use step0, step1, step2, step3, step4, step5（merged depth data 0-5）；when step is 0，depth data will not be merged; Get depth data within step 20, use step6, step7, step8, step9, step10, step11(merged depth data 7-11); when step is 6, depth data will not be merged.

API Response Schema

Name	Type	Description
status	string	Request Processing Result
asks	list	symbol name
bids	list	open interst
amount_type	string	open interest unit
ts	long	Time of Respond Generation, Unit: Millisecond

Huobidm Trade

-- fetch data
select * from huobidm_trades limit 1

[
    {
        'time': '2020-01-29T11:34:29.923000064Z', 
        'amount': 34, 
        'direction': 'sell', 
        'id': 424745151260000, 
        'price': 0.2393, 
        'symbol': 'XRP200207'
   }
]

Description

Huobidm trades has a frequency of 1 minute and data time range is from 2020-01-29 11:34:29.923000064 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
direction	string
id	integer
price	float
symbol	string	Tag values

Tag Values

Symbol (Symbols are subject to change): 'BCH-USD', 'BCH200131', 'BCH200207', 'BCH200214', 'BCH200221', 'BCH200228', 'BCH200306', 'BCH200313', 'BCH200320', 'BCH200327', 'BCH200403', 'BCH200410', 'BCH200417', 'BCH200424', 'BCH200501', 'BCH200626', 'BSV-USD', 'BSV200131', 'BSV200207', 'BSV200214', 'BSV200221', 'BSV200228', 'BSV200306', 'BSV200313', 'BSV200320', 'BSV200327', 'BSV200403', 'BSV200410', 'BSV200417', 'BSV200424', 'BSV200501', 'BSV200626', 'BTC-USD', 'BTC200131', 'BTC200207', 'BTC200214', 'BTC200221', 'BTC200228', 'BTC200306', 'BTC200313', 'BTC200320', 'BTC200327', 'BTC200403', 'BTC200410', 'BTC200417', 'BTC200424', 'BTC200501', 'BTC200626', 'EOS-USD', 'EOS200131', 'EOS200207', 'EOS200214', 'EOS200221', 'EOS200228', 'EOS200306', 'EOS200313', 'EOS200320', 'EOS200327', 'EOS200403', 'EOS200410', 'EOS200417', 'EOS200424', 'EOS200501', 'EOS200626', 'ETC-USD', 'ETC200131', 'ETC200207', 'ETC200214', 'ETC200221', 'ETC200228', 'ETC200306', 'ETC200313', 'ETC200320', 'ETC200327', 'ETC200403', 'ETC200410', 'ETC200417', 'ETC200424', 'ETC200501', 'ETC200626', 'ETH-USD', 'ETH200131', 'ETH200207', 'ETH200214', 'ETH200221', 'ETH200228', 'ETH200306', 'ETH200313', 'ETH200320', 'ETH200327', 'ETH200403', 'ETH200410', 'ETH200417', 'ETH200424', 'ETH200501', 'ETH200626', 'LINK-USD', 'LTC-USD', 'LTC200131', 'LTC200207', 'LTC200214', 'LTC200221', 'LTC200228', 'LTC200306', 'LTC200313', 'LTC200320', 'LTC200327', 'LTC200403', 'LTC200410', 'LTC200417', 'LTC200424', 'LTC200501', 'LTC200626', 'TRX-USD', 'TRX200131', 'TRX200207', 'TRX200214', 'TRX200221', 'TRX200228', 'TRX200306', 'TRX200313', 'TRX200320', 'TRX200327', 'TRX200403', 'TRX200410', 'TRX200417', 'TRX200424', 'TRX200501', 'TRX200626', 'XRP-USD', 'XRP200131', 'XRP200207', 'XRP200214', 'XRP200221', 'XRP200228', 'XRP200306', 'XRP200313', 'XRP200320', 'XRP200327', 'XRP200403', 'XRP200410', 'XRP200417', 'XRP200424', 'XRP200501', 'XRP200626'

Data Sanity

No downtime.

API Reference

GET https://api.hbdm.com/market/trade?symbol={symbol}

API Query Parameters

Name	Type	Required	Description
symbol	string	true	Case-Senstive.Only uppercase is supported.e.g. "BTC_CW" represents BTC “This Week”，"BTC_NW" represents BTC “Next

API Response Schema

Name	Type	Description
status	string	Request Processing Result
tick	object	trade data
ts	long	Time of Respond Generation, Unit: Millisecond

MXC

MXC exchange is a crypto currency. Check their api

MXC Trades

-- fetch data
select * from mxc_trades limit 1

[
    {
        'time': '2020-03-05T20:20:10.715612701Z', 
        'amount': 124.7, 
        'price': 0.39951, 
        'side': 'sell', 
        'symbol': 'HNS_USDT', 
        'trade_time': '2020-03-06 04:19:48.771'
   }
]

Description

MXC trades has a frequency of 5 minute and data time range is from 2020-03-05 20:20:10.715612701 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
amount	float
price	float
side	string
trade_time	string	data time
symbol	string	tag values

Tag Values

symbol: HNS_USDT

Data Sanity

No downtime.

API Reference

GET https://www.mxc.io/open/api/v1/data/history

API Query Parameters

Name	Type	Required	Description
market	String	Yes	Get makret list

API Response Schema

Name	Type	Description
tradeTime	Integer	Transaction time
tradePrice	float	Transaction price
tradeQuantity	float	Transaction amount
tradeType	String	buy/sell

MXC Orderbook

-- fetch data
select * from mxc_orderbook limit 1

[
    {
       'time': '2020-03-05T19:57:35.660565377Z', 
       'amount': 15.03, 
       'current_timetamp': '2020-03-05 19:57:35.634187', 
       'price': 0.40517, 
       'symbol': 'HNS_USDT', 
       'type': 'asks'
   }
]

Description

MXC orderbook has a frequency of 30 seconds and data time range is from 2020-03-05T19:57:35.660565377 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
amount	float
current_timetamp	string
price	float
type	string	asks/bids
symbol	string	tag values

Tag Values

symbol: HNS_USDT

Data Sanity

No downtime.

API Reference

GET https://www.mxc.io/open/api/v1/data/depth

API Query Parameters

Name	Type	Required	Description
market	String	Yes	Get makret list
depth	string	Yes	Market depth

API Response Schema

Name	Type	Description
Price	float	Book price
Quantity	float	Book amount

OKEX

OKEX is a cryptocurrency exchange. Check their api.

OKEX Funding Rate

-- fetch data
select * from okex_fundingRate limit 1

[
    {
       'time': '2019-07-11T16:00:11.902586715Z', 
       'finding_time': '2019-07-11T20:00:00.000Z', 
       'funding_rate': '-0.00033', 
       'interest_rate': '0', 
       'symbol': 'BTC-USD-SWAP'
   }
]

Description

OKEX funding rate is connected through websocket and data time range is from 2019-07-11T16:00:11.902586715Z till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
finding_time	string
funding_rate	string
interest_rate	string
symbol	string	tag values

Tag Values

Swap Symbol (Symbols are subject to change): 'BCH-USD-SWAP', 'BCH-USDT-SWAP', 'BSV-USD-SWAP', 'BSV-USDT-SWAP', 'BTC-USD-SWAP', 'BTC-USDT-SWAP', 'EOS-USD-SWAP', 'EOS-USDT-SWAP', 'ETC-USD-SWAP', 'ETC-USDT-SWAP', 'ETH-USD-SWAP', 'ETH-USDT-SWAP', 'LTC-USD-SWAP', 'LTC-USDT-SWAP', 'TRX-USD-SWAP', 'TRX-USDT-SWAP', 'XRP-USD-SWAP', 'XRP-USDT-SWAP'

Data Sanity

No downtime.

API Reference

Endpoint: Websocket wss://real.okex.com:8443/ws/v3

Payload: {"op": "subscribe", "args":["swap/funding_rate:BTC-USD-SWAP"]}

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Symbol name

API Response Schema

Name	Type	Description
interest_rate	String	interest rate
instrument_id	String	Contract ID , eg: BTC-USD-SWAP,BTC-USDT-SWAP
funding_time	String	Current funding time
funding_rate	String	Current funding rate
estimated_rate	String	next estimated funding rate
settlement_time	String	settlement time

OKEX Future Stats Contract Basis

-- fetch data
select * from okex_future_stats_contractBasis limit 1

[
    {
       'time': '2017-05-04T04:00:00Z', 
       'basis': -1582.7099999999998, 
       'contract_index_price': 2954.99, 
       'contract_price': 1372.28, 
       'contract_type': 'next_week', 
       'frequency': '1440', 
       'symbol': 'BTC'
   }
]

Description

OKEX contract basis has frequencies of 1, 5, 60 and 1440 minutes and data time range is from 2017-05-04 04:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
basis	float
contract_index_price	float
contract_price	float
frequency	string	tag values
symbol	string	tag values

Tag Values

Symbol (Symbols are subject to change): 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Frequency: 1, 5, 60, 1440

Data Sanity

No downtime.

API Reference

GET https://www.okex.com/api/index/v3/instruments/{symbol}-USD/candles?granularity=300&size=1000

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Symbol name
granularity	long	Yes
size	long	Yes	data size

API Response Schema

No information.

OKEX Future Stats Taker Buy Sell

-- fetch data
select * from okex_future_stats_FutureTakerBuySell limit 1

[
    {
       'time': '2019-11-25T16:00:00Z', 
       'buy_volume': 14337074, 
       'frequency': '24', 
       'sell_volume': 14785062, 
       'symbol': 'BCH', 
       'timestamps': 1574697600000
   }
]

Description

OKEX taker buy sell volume has frequencies of 5 minutes, 1 hour, and 24 hours and data time range is from 2019-11-25 16:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
buy_volume	integer
sell_volume	integer
timestamps	integer	data timestamp
symbol	string	tag values

Tag Values

Symbol (Symbols are subject to change): 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Frequency: 5, 60, 24

Data Sanity

No downtime.

API Reference

GET https://www.okex.com/v3/futures/pc/market/takerTradeVolume/{symbol}?unitType=0

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Symbol name
unitType	int	Yes	data granuality

API Response Schema

No information.

OKEX Future Stats Long Short Ratio Position

-- fetch data
select * from okex_future_stats_longShortPositionRatio limit 1

[
    {
       'time': '2019-07-10T16:00:00Z', 
       'frequency': '1440', 
       'ratios': 1.36, 
       'symbol': 'BTC'
   }
]

Description

OKEX long short ratio position has frequencies of 5 minutes, 1 hour and 1 day and data time range is from 2019-07-10 16:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
ratios	float
frequency	string	tag values
symbol	string	tag values

Tag Values

Symbol (Symbols are subject to change): 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Frequency: 5, 60, 24

Data Sanity

No downtime.

API Reference

GET https://www.okex.com/v3/futures/pc/market/longShortPositionRatio/{}?currency={}&unitType=0

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Symbol name
unitType	int	Yes	data granuality

API Response Schema

No information.

OKEX Future Stats Open Interest Volume

-- fetch data
select * from okex_future_stats_OpenInterestVolume limit 1

[
    {
       'time': '2019-03-02T16:00:00Z',
       'frequency': '24', 
       'open_interests': 442255, 
       'symbol': 'BCH', 
       'volumes': 2245545
   }
]

Description

OKEX open interest volume has frequencies of 5, 60 and 1440 minutes and data time range is from 2019-03-02 16:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
open_interests	integer
volumes	integer
frequency	string	tag values
symbol	string	tag values

Tag Values

Symbol (Symbols are subject to change): 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Frequency: 5, 60, 1440

Data Sanity

No downtime.

API Reference

GET https://www.okex.com/v3/futures/pc/market/openInterestAndVolume/{}?unitType=0

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Symbol name
unitType	int	Yes	data granuality

API Response Schema

No information.

OKEX Future Stats Swap Funding Rate

-- fetch data
select * from okex_future_stats_SwapFundingRate limit 1

[
    'time': '2018-12-13T16:00:45Z', 
    'frequency': '24', 
    'funding_rate': 0.00125, 
    'symbol': 'BTC'
]

Description

OKEX swap funding rate has frequencies of 5 minutes, 1 hour and 1 day and data time range is from 2018-12-13 16:00:45 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
funding_rate	float
frequency	string	tag values
symbol	string	tag values

Tag Values

Symbol (Symbols are subject to change): 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Frequency: 5, 60, 24

Data Sanity

No downtime.

API Reference

GET https://www.okex.com/v2/perpetual/pc/public/calculate/fundingRate?contract={}&interval={}

API Query Parameters

Name	Type	Required	Description
contract	String	Yes	Symbol name
interval	int	Yes	data granuality

API Response Schema

No information.

OKEX Future Stats Top Trader Average Margin Used

-- fetch data
select * from okex_future_stats_topTraderAverageMarginUsed limit 1

[
    'time': '2020-02-03T23:00:00Z', 
    'frequency': '60', 
    'long_position': 0.2624, 
    'short_position': 0.1834, 
    'symbol': 'BTC'
]

Description

OKEX top trader average margin used has frequencies of 5 minutes, 15 minutes and 1 hour and data time range is from 2020-02-03 23:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
long_position	float
short_position	float
frequency	string	tag values
symbol	string	tag values

Tag Values

Symbol (Symbols are subject to change): 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Frequency: 5, 15, 60

Data Sanity

No downtime.

API Reference

GET https://www.okex.com/v2/futures/pc/public/getFuturePositionRatio.do?symbol=f_usd_{}&type=0

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Symbol name
type	int	Yes	data granuality

API Response Schema

No information.

OKEX Future Stats Top Trader Sentimental Index

-- fetch data
select * from okex_future_stats_topTraderSentimentIndex limit 1

[
    'time': '2020-02-03T23:00:00Z', 
    'frequency': '60', 
    'long_position': 0.2624, 
    'short_position': 0.1834, 
    'symbol': 'BTC'
]

Description

OKEX top trader sentimental index has frequencies of 5 minutes, 15 minutes and 1 hour and data time range is from 2020-02-02 17:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp

long_position float short_position float frequency | string | tag values symbol | string | tag values

Tag Values

Symbol (Symbols are subject to change): 'BCH', 'BSV', 'BTC', 'EOS', 'ETC', 'ETH', 'LTC', 'TRX', 'XRP'

Frequency: 5, 15, 60

Data Sanity

No downtime.

API Reference

GET https://www.okex.com/v2/futures/pc/public/eliteScale.do?symbol=f_usd_{}&type=0

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Symbol name
type	int	Yes	data granuality

API Response Schema

No information.

OKEX Liquidation

-- fetch data
select * from okex_liquidation limit 1

[
    {
       'time': '2019-07-11T04:27:35.969000192Z', 
       'loss': '0', 
       'price': '96.48', 
       'size': '45', 
       'symbol': 'LTC-USD-SWAP', 
       'type': '3'
   }
]

Description

OKEX liquidation has a frequency of 1 hour and data time range is from 2019-07-11 04:27:35.969000192 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
loss	string
price	string
size	string
type	string
symbol	string	tag values

Tag Values

Swap Symbol (Symbols are subject to change): 'BCH-USD-SWAP', 'BCH-USDT-SWAP', 'BSV-USD-SWAP', 'BSV-USDT-SWAP', 'BTC-USD-SWAP', 'BTC-USDT-SWAP', 'DASH-USD-SWAP', 'DASH-USDT-SWAP', 'EOS-USD-SWAP', 'EOS-USDT-SWAP', 'ETC-USD-SWAP', 'ETC-USDT-SWAP', 'ETH-USD-SWAP', 'ETH-USDT-SWAP', 'LINK-USD-SWAP', 'LINK-USDT-SWAP', 'LTC-USD-SWAP', 'LTC-USDT-SWAP', 'NEO-USD-SWAP', 'NEO-USDT-SWAP', 'TRX-USD-SWAP', 'TRX-USDT-SWAP', 'XRP-USD-SWAP', 'XRP-USDT-SWAP'

Data Sanity

No downtime.

API Reference

GET https://www.okex.com/api/swap/v3/instruments/liquidation

API Query Parameters

Not required.

API Response Schema

No information.

OKEX Mark Price

-- fetch data
select * from okex_markPrice limit 1

[
    {
       'time': '2019-07-11T15:59:41.304Z', 
       'expiration': 'quarterly', 
       'mark_price': '11604.41', 
       'symbol': 'BTC-USD-190927'
   }
]

Description

[OKEX mark price](https://www.okex.com/docs/en/#futures_ws-mark is connected through websocket and data time range is from 2019-07-11 15:59:41.304 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
expiration	string	tag values
mark_price	string
symbol	string	tag values

Tag Values

Futures and Swap Symbol (Symbols are subject to change): 'BCH-USD-200131', 'BCH-USD-200207', 'BCH-USD-200214', 'BCH-USD-200221', 'BCH-USD-200228', 'BCH-USD-200306', 'BCH-USD-200313', 'BCH-USD-200320', 'BCH-USD-200327', 'BCH-USD-200403', 'BCH-USD-200410', 'BCH-USD-200417', 'BCH-USD-200424', 'BCH-USD-200501', 'BCH-USD-200626', 'BCH-USD-SWAP', 'BCH-USDT-200131', 'BCH-USDT-200207', 'BCH-USDT-200214', 'BCH-USDT-200221', 'BCH-USDT-200228', 'BCH-USDT-200306', 'BCH-USDT-200313', 'BCH-USDT-200320', 'BCH-USDT-200327', 'BCH-USDT-200403', 'BCH-USDT-200410', 'BCH-USDT-200417', 'BCH-USDT-200424', 'BCH-USDT-200501', 'BCH-USDT-200626', 'BCH-USDT-SWAP', 'BSV-USD-200131', 'BSV-USD-200207', 'BSV-USD-200214', 'BSV-USD-200221', 'BSV-USD-200228', 'BSV-USD-200306', 'BSV-USD-200313', 'BSV-USD-200320', 'BSV-USD-200327', 'BSV-USD-200403', 'BSV-USD-200410', 'BSV-USD-200417', 'BSV-USD-200424', 'BSV-USD-200501', 'BSV-USD-200626', 'BSV-USD-SWAP', 'BSV-USDT-200131', 'BSV-USDT-200207', 'BSV-USDT-200214', 'BSV-USDT-200221', 'BSV-USDT-200228', 'BSV-USDT-200306', 'BSV-USDT-200313', 'BSV-USDT-200320', 'BSV-USDT-200327', 'BSV-USDT-200403', 'BSV-USDT-200410', 'BSV-USDT-200417', 'BSV-USDT-200424', 'BSV-USDT-200501', 'BSV-USDT-200626', 'BSV-USDT-SWAP', 'BTC-USD-190712', 'BTC-USD-190719', 'BTC-USD-190726', 'BTC-USD-190802', 'BTC-USD-190809', 'BTC-USD-190816', 'BTC-USD-190823', 'BTC-USD-190830', 'BTC-USD-190906', 'BTC-USD-190913', 'BTC-USD-190920', 'BTC-USD-190927', 'BTC-USD-191004', 'BTC-USD-191011', 'BTC-USD-191018', 'BTC-USD-191025', 'BTC-USD-191122', 'BTC-USD-191129', 'BTC-USD-191206', 'BTC-USD-191213', 'BTC-USD-191220', 'BTC-USD-191227', 'BTC-USD-200103', 'BTC-USD-200110', 'BTC-USD-200117', 'BTC-USD-200124', 'BTC-USD-200131', 'BTC-USD-200207', 'BTC-USD-200214', 'BTC-USD-200221', 'BTC-USD-200228', 'BTC-USD-200306', 'BTC-USD-200313', 'BTC-USD-200320', 'BTC-USD-200327', 'BTC-USD-200403', 'BTC-USD-200410', 'BTC-USD-200417', 'BTC-USD-200424', 'BTC-USD-200501', 'BTC-USD-200626', 'BTC-USD-SWAP', 'BTC-USDT-191213', 'BTC-USDT-191220', 'BTC-USDT-191227', 'BTC-USDT-200103', 'BTC-USDT-200110', 'BTC-USDT-200117', 'BTC-USDT-200124', 'BTC-USDT-200131', 'BTC-USDT-200207', 'BTC-USDT-200214', 'BTC-USDT-200221', 'BTC-USDT-200228', 'BTC-USDT-200306', 'BTC-USDT-200313', 'BTC-USDT-200320', 'BTC-USDT-200327', 'BTC-USDT-200403', 'BTC-USDT-200410', 'BTC-USDT-200417', 'BTC-USDT-200424', 'BTC-USDT-200501', 'BTC-USDT-200626', 'BTC-USDT-SWAP', 'EOS-USD-191213', 'EOS-USD-191220', 'EOS-USD-191227', 'EOS-USD-200103', 'EOS-USD-200110', 'EOS-USD-200117', 'EOS-USD-200124', 'EOS-USD-200131', 'EOS-USD-200207', 'EOS-USD-200214', 'EOS-USD-200221', 'EOS-USD-200228', 'EOS-USD-200306', 'EOS-USD-200313', 'EOS-USD-200320', 'EOS-USD-200327', 'EOS-USD-200403', 'EOS-USD-200410', 'EOS-USD-200417', 'EOS-USD-200424', 'EOS-USD-200501', 'EOS-USD-200626', 'EOS-USD-SWAP', 'EOS-USDT-191213', 'EOS-USDT-191220', 'EOS-USDT-191227', 'EOS-USDT-200103', 'EOS-USDT-200110', 'EOS-USDT-200117', 'EOS-USDT-200124', 'EOS-USDT-200131', 'EOS-USDT-200207', 'EOS-USDT-200214', 'EOS-USDT-200221', 'EOS-USDT-200228', 'EOS-USDT-200306', 'EOS-USDT-200313', 'EOS-USDT-200320', 'EOS-USDT-200327', 'EOS-USDT-200403', 'EOS-USDT-200410', 'EOS-USDT-200417', 'EOS-USDT-200424', 'EOS-USDT-200501', 'EOS-USDT-200626', 'EOS-USDT-SWAP', 'ETC-USD-200131', 'ETC-USD-200207', 'ETC-USD-200214', 'ETC-USD-200221', 'ETC-USD-200228', 'ETC-USD-200306', 'ETC-USD-200313', 'ETC-USD-200320', 'ETC-USD-200327', 'ETC-USD-200403', 'ETC-USD-200410', 'ETC-USD-200417', 'ETC-USD-200424', 'ETC-USD-200501', 'ETC-USD-200626', 'ETC-USD-SWAP', 'ETC-USDT-200131', 'ETC-USDT-200207', 'ETC-USDT-200214', 'ETC-USDT-200221', 'ETC-USDT-200228', 'ETC-USDT-200306', 'ETC-USDT-200313', 'ETC-USDT-200320', 'ETC-USDT-200327', 'ETC-USDT-200403', 'ETC-USDT-200410', 'ETC-USDT-200417', 'ETC-USDT-200424', 'ETC-USDT-200501', 'ETC-USDT-200626', 'ETC-USDT-SWAP', 'ETH-USD-190712', 'ETH-USD-190719', 'ETH-USD-190726', 'ETH-USD-190802', 'ETH-USD-190809', 'ETH-USD-190816', 'ETH-USD-190823', 'ETH-USD-190830', 'ETH-USD-190906', 'ETH-USD-190913', 'ETH-USD-190920', 'ETH-USD-190927', 'ETH-USD-191004', 'ETH-USD-191011', 'ETH-USD-191018', 'ETH-USD-191025', 'ETH-USD-191122', 'ETH-USD-191129', 'ETH-USD-191206', 'ETH-USD-191213', 'ETH-USD-191220', 'ETH-USD-191227', 'ETH-USD-200103', 'ETH-USD-200110', 'ETH-USD-200117', 'ETH-USD-200124', 'ETH-USD-200131', 'ETH-USD-200207', 'ETH-USD-200214', 'ETH-USD-200221', 'ETH-USD-200228', 'ETH-USD-200306', 'ETH-USD-200313', 'ETH-USD-200320', 'ETH-USD-200327', 'ETH-USD-200403', 'ETH-USD-200410', 'ETH-USD-200417', 'ETH-USD-200424', 'ETH-USD-200501', 'ETH-USD-200626', 'ETH-USD-SWAP', 'ETH-USDT-191213', 'ETH-USDT-191220', 'ETH-USDT-191227', 'ETH-USDT-200103', 'ETH-USDT-200110', 'ETH-USDT-200117', 'ETH-USDT-200124', 'ETH-USDT-200131', 'ETH-USDT-200207', 'ETH-USDT-200214', 'ETH-USDT-200221', 'ETH-USDT-200228', 'ETH-USDT-200306', 'ETH-USDT-200313', 'ETH-USDT-200320', 'ETH-USDT-200327', 'ETH-USDT-200403', 'ETH-USDT-200410', 'ETH-USDT-200417', 'ETH-USDT-200424', 'ETH-USDT-200501', 'ETH-USDT-200626', 'ETH-USDT-SWAP', 'LTC-USD-190712', 'LTC-USD-190719', 'LTC-USD-190726', 'LTC-USD-190802', 'LTC-USD-190809', 'LTC-USD-190816', 'LTC-USD-190823', 'LTC-USD-190830', 'LTC-USD-190906', 'LTC-USD-190913', 'LTC-USD-190920', 'LTC-USD-190927', 'LTC-USD-191004', 'LTC-USD-191011', 'LTC-USD-191018', 'LTC-USD-191025', 'LTC-USD-191122', 'LTC-USD-191129', 'LTC-USD-191206', 'LTC-USD-191213', 'LTC-USD-191220', 'LTC-USD-191227', 'LTC-USD-200103', 'LTC-USD-200110', 'LTC-USD-200117', 'LTC-USD-200124', 'LTC-USD-200131', 'LTC-USD-200207', 'LTC-USD-200214', 'LTC-USD-200221', 'LTC-USD-200228', 'LTC-USD-200306', 'LTC-USD-200313', 'LTC-USD-200320', 'LTC-USD-200327', 'LTC-USD-200403', 'LTC-USD-200410', 'LTC-USD-200417', 'LTC-USD-200424', 'LTC-USD-200501', 'LTC-USD-200626', 'LTC-USD-SWAP', 'LTC-USDT-191213', 'LTC-USDT-191220', 'LTC-USDT-191227', 'LTC-USDT-200103', 'LTC-USDT-200110', 'LTC-USDT-200117', 'LTC-USDT-200124', 'LTC-USDT-200131', 'LTC-USDT-200207', 'LTC-USDT-200214', 'LTC-USDT-200221', 'LTC-USDT-200228', 'LTC-USDT-200306', 'LTC-USDT-200313', 'LTC-USDT-200320', 'LTC-USDT-200327', 'LTC-USDT-200403', 'LTC-USDT-200410', 'LTC-USDT-200417', 'LTC-USDT-200424', 'LTC-USDT-200501', 'LTC-USDT-200626', 'LTC-USDT-SWAP', 'TRX-USD-191213', 'TRX-USD-191220', 'TRX-USD-191227', 'TRX-USD-200103', 'TRX-USD-200110', 'TRX-USD-200117', 'TRX-USD-200124', 'TRX-USD-200131', 'TRX-USD-200207', 'TRX-USD-200214', 'TRX-USD-200221', 'TRX-USD-200228', 'TRX-USD-200306', 'TRX-USD-200313', 'TRX-USD-200320', 'TRX-USD-200327', 'TRX-USD-200403', 'TRX-USD-200410', 'TRX-USD-200417', 'TRX-USD-200424', 'TRX-USD-200501', 'TRX-USD-200626', 'TRX-USD-SWAP', 'TRX-USDT-191213', 'TRX-USDT-191220', 'TRX-USDT-191227', 'TRX-USDT-200103', 'TRX-USDT-200110', 'TRX-USDT-200117', 'TRX-USDT-200124', 'TRX-USDT-200131', 'TRX-USDT-200207', 'TRX-USDT-200214', 'TRX-USDT-200221', 'TRX-USDT-200228', 'TRX-USDT-200306', 'TRX-USDT-200313', 'TRX-USDT-200320', 'TRX-USDT-200327', 'TRX-USDT-200403', 'TRX-USDT-200410', 'TRX-USDT-200417', 'TRX-USDT-200424', 'TRX-USDT-200501', 'TRX-USDT-200626', 'TRX-USDT-SWAP', 'XRP-USD-191213', 'XRP-USD-191220', 'XRP-USD-191227', 'XRP-USD-200103', 'XRP-USD-200110', 'XRP-USD-200117', 'XRP-USD-200124', 'XRP-USD-200131', 'XRP-USD-200207', 'XRP-USD-200214', 'XRP-USD-200221', 'XRP-USD-200228', 'XRP-USD-200306', 'XRP-USD-200313', 'XRP-USD-200320', 'XRP-USD-200327', 'XRP-USD-200403', 'XRP-USD-200410', 'XRP-USD-200417', 'XRP-USD-200424', 'XRP-USD-200501', 'XRP-USD-200626', 'XRP-USD-SWAP', 'XRP-USDT-191213', 'XRP-USDT-191220', 'XRP-USDT-191227', 'XRP-USDT-200103', 'XRP-USDT-200110', 'XRP-USDT-200117', 'XRP-USDT-200124', 'XRP-USDT-200131', 'XRP-USDT-200207', 'XRP-USDT-200214', 'XRP-USDT-200221', 'XRP-USDT-200228', 'XRP-USDT-200306', 'XRP-USDT-200313', 'XRP-USDT-200320', 'XRP-USDT-200327', 'XRP-USDT-200403', 'XRP-USDT-200410', 'XRP-USDT-200417', 'XRP-USDT-200424', 'XRP-USDT-200501', 'XRP-USDT-200626', 'XRP-USDT-SWAP'

Expiration: biweekly, weekly, quarterly

Data Sanity

No downtime.

API Reference

Endpoint: Websocket wss://real.okex.com:8443/ws/v3

Futures Payload: {"op": "subscribe", "args":["futures/price_range:BTC-USD-190628"]

Swap Payload: {"op": "subscribe", "args":["swap/price_range:BTC-USD-190628"]

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Futures symbol name

API Response Schema

Name	Type	Description
instrument_id	String	Contract ID, e.g. BTC-USD-170310,BTC-USDT-191227
mark_price	String	Mark Price
timestamp	String	Timestamp

OKEX Price Range

-- fetch data
select * from okex_priceRange limit 1

[
    {
       'time': '2019-07-11T15:59:45.007000064Z', 
       'expiration': None, 
       'highest': '275.09', 
       'lowest': '264.30', 
       'symbol': 'ETH-USD-SWAP
   }
]

Description

OKEX price range is connected through websocket and data time range is from 2019-07-11 15:59:41.304 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
lowest	string
highest	string
symbol	string	tag values

Tag Values

Futures and swap Symbol (Symbols are subject to change): 'BCH-USD-200131', 'BCH-USD-200207', 'BCH-USD-200214', 'BCH-USD-200221', 'BCH-USD-200228', 'BCH-USD-200306', 'BCH-USD-200313', 'BCH-USD-200320', 'BCH-USD-200327', 'BCH-USD-200403', 'BCH-USD-200410', 'BCH-USD-200417', 'BCH-USD-200424', 'BCH-USD-200501', 'BCH-USD-200626', 'BCH-USD-SWAP', 'BCH-USDT-200131', 'BCH-USDT-200207', 'BCH-USDT-200214', 'BCH-USDT-200221', 'BCH-USDT-200228', 'BCH-USDT-200306', 'BCH-USDT-200313', 'BCH-USDT-200320', 'BCH-USDT-200327', 'BCH-USDT-200403', 'BCH-USDT-200410', 'BCH-USDT-200417', 'BCH-USDT-200424', 'BCH-USDT-200501', 'BCH-USDT-200626', 'BCH-USDT-SWAP', 'BSV-USD-200131', 'BSV-USD-200207', 'BSV-USD-200214', 'BSV-USD-200221', 'BSV-USD-200228', 'BSV-USD-200306', 'BSV-USD-200313', 'BSV-USD-200320', 'BSV-USD-200327', 'BSV-USD-200403', 'BSV-USD-200410', 'BSV-USD-200417', 'BSV-USD-200424', 'BSV-USD-200501', 'BSV-USD-200626', 'BSV-USD-SWAP', 'BSV-USDT-200131', 'BSV-USDT-200207', 'BSV-USDT-200214', 'BSV-USDT-200221', 'BSV-USDT-200228', 'BSV-USDT-200306', 'BSV-USDT-200313', 'BSV-USDT-200320', 'BSV-USDT-200327', 'BSV-USDT-200403', 'BSV-USDT-200410', 'BSV-USDT-200417', 'BSV-USDT-200424', 'BSV-USDT-200501', 'BSV-USDT-200626', 'BSV-USDT-SWAP', 'BTC-USD-190712', 'BTC-USD-190719', 'BTC-USD-190726', 'BTC-USD-190802', 'BTC-USD-190809', 'BTC-USD-190816', 'BTC-USD-190823', 'BTC-USD-190830', 'BTC-USD-190906', 'BTC-USD-190913', 'BTC-USD-190920', 'BTC-USD-190927', 'BTC-USD-191004', 'BTC-USD-191011', 'BTC-USD-191018', 'BTC-USD-191025', 'BTC-USD-191122', 'BTC-USD-191129', 'BTC-USD-191206', 'BTC-USD-191213', 'BTC-USD-191220', 'BTC-USD-191227', 'BTC-USD-200103', 'BTC-USD-200110', 'BTC-USD-200117', 'BTC-USD-200124', 'BTC-USD-200131', 'BTC-USD-200207', 'BTC-USD-200214', 'BTC-USD-200221', 'BTC-USD-200228', 'BTC-USD-200306', 'BTC-USD-200313', 'BTC-USD-200320', 'BTC-USD-200327', 'BTC-USD-200403', 'BTC-USD-200410', 'BTC-USD-200417', 'BTC-USD-200424', 'BTC-USD-200501', 'BTC-USD-200626', 'BTC-USD-SWAP', 'BTC-USDT-191213', 'BTC-USDT-191220', 'BTC-USDT-191227', 'BTC-USDT-200103', 'BTC-USDT-200110', 'BTC-USDT-200117', 'BTC-USDT-200124', 'BTC-USDT-200131', 'BTC-USDT-200207', 'BTC-USDT-200214', 'BTC-USDT-200221', 'BTC-USDT-200228', 'BTC-USDT-200306', 'BTC-USDT-200313', 'BTC-USDT-200320', 'BTC-USDT-200327', 'BTC-USDT-200403', 'BTC-USDT-200410', 'BTC-USDT-200417', 'BTC-USDT-200424', 'BTC-USDT-200501', 'BTC-USDT-200626', 'BTC-USDT-SWAP', 'EOS-USD-191213', 'EOS-USD-191220', 'EOS-USD-191227', 'EOS-USD-200103', 'EOS-USD-200110', 'EOS-USD-200117', 'EOS-USD-200124', 'EOS-USD-200131', 'EOS-USD-200207', 'EOS-USD-200214', 'EOS-USD-200221', 'EOS-USD-200228', 'EOS-USD-200306', 'EOS-USD-200313', 'EOS-USD-200320', 'EOS-USD-200327', 'EOS-USD-200403', 'EOS-USD-200410', 'EOS-USD-200417', 'EOS-USD-200424', 'EOS-USD-200501', 'EOS-USD-200626', 'EOS-USD-SWAP', 'EOS-USDT-191213', 'EOS-USDT-191220', 'EOS-USDT-191227', 'EOS-USDT-200103', 'EOS-USDT-200110', 'EOS-USDT-200117', 'EOS-USDT-200124', 'EOS-USDT-200131', 'EOS-USDT-200207', 'EOS-USDT-200214', 'EOS-USDT-200221', 'EOS-USDT-200228', 'EOS-USDT-200306', 'EOS-USDT-200313', 'EOS-USDT-200320', 'EOS-USDT-200327', 'EOS-USDT-200403', 'EOS-USDT-200410', 'EOS-USDT-200417', 'EOS-USDT-200424', 'EOS-USDT-200501', 'EOS-USDT-200626', 'EOS-USDT-SWAP', 'ETC-USD-200131', 'ETC-USD-200207', 'ETC-USD-200214', 'ETC-USD-200221', 'ETC-USD-200228', 'ETC-USD-200306', 'ETC-USD-200313', 'ETC-USD-200320', 'ETC-USD-200327', 'ETC-USD-200403', 'ETC-USD-200410', 'ETC-USD-200417', 'ETC-USD-200424', 'ETC-USD-200501', 'ETC-USD-200626', 'ETC-USD-SWAP', 'ETC-USDT-200131', 'ETC-USDT-200207', 'ETC-USDT-200214', 'ETC-USDT-200221', 'ETC-USDT-200228', 'ETC-USDT-200306', 'ETC-USDT-200313', 'ETC-USDT-200320', 'ETC-USDT-200327', 'ETC-USDT-200403', 'ETC-USDT-200410', 'ETC-USDT-200417', 'ETC-USDT-200424', 'ETC-USDT-200501', 'ETC-USDT-200626', 'ETC-USDT-SWAP', 'ETH-USD-190712', 'ETH-USD-190719', 'ETH-USD-190726', 'ETH-USD-190802', 'ETH-USD-190809', 'ETH-USD-190816', 'ETH-USD-190823', 'ETH-USD-190830', 'ETH-USD-190906', 'ETH-USD-190913', 'ETH-USD-190920', 'ETH-USD-190927', 'ETH-USD-191004', 'ETH-USD-191011', 'ETH-USD-191018', 'ETH-USD-191025', 'ETH-USD-191122', 'ETH-USD-191129', 'ETH-USD-191206', 'ETH-USD-191213', 'ETH-USD-191220', 'ETH-USD-191227', 'ETH-USD-200103', 'ETH-USD-200110', 'ETH-USD-200117', 'ETH-USD-200124', 'ETH-USD-200131', 'ETH-USD-200207', 'ETH-USD-200214', 'ETH-USD-200221', 'ETH-USD-200228', 'ETH-USD-200306', 'ETH-USD-200313', 'ETH-USD-200320', 'ETH-USD-200327', 'ETH-USD-200403', 'ETH-USD-200410', 'ETH-USD-200417', 'ETH-USD-200424', 'ETH-USD-200501', 'ETH-USD-200626', 'ETH-USD-SWAP', 'ETH-USDT-191213', 'ETH-USDT-191220', 'ETH-USDT-191227', 'ETH-USDT-200103', 'ETH-USDT-200110', 'ETH-USDT-200117', 'ETH-USDT-200124', 'ETH-USDT-200131', 'ETH-USDT-200207', 'ETH-USDT-200214', 'ETH-USDT-200221', 'ETH-USDT-200228', 'ETH-USDT-200306', 'ETH-USDT-200313', 'ETH-USDT-200320', 'ETH-USDT-200327', 'ETH-USDT-200403', 'ETH-USDT-200410', 'ETH-USDT-200417', 'ETH-USDT-200424', 'ETH-USDT-200501', 'ETH-USDT-200626', 'ETH-USDT-SWAP', 'LTC-USD-190712', 'LTC-USD-190719', 'LTC-USD-190726', 'LTC-USD-190802', 'LTC-USD-190809', 'LTC-USD-190816', 'LTC-USD-190823', 'LTC-USD-190830', 'LTC-USD-190906', 'LTC-USD-190913', 'LTC-USD-190920', 'LTC-USD-190927', 'LTC-USD-191004', 'LTC-USD-191011', 'LTC-USD-191018', 'LTC-USD-191025', 'LTC-USD-191122', 'LTC-USD-191129', 'LTC-USD-191206', 'LTC-USD-191213', 'LTC-USD-191220', 'LTC-USD-191227', 'LTC-USD-200103', 'LTC-USD-200110', 'LTC-USD-200117', 'LTC-USD-200124', 'LTC-USD-200131', 'LTC-USD-200207', 'LTC-USD-200214', 'LTC-USD-200221', 'LTC-USD-200228', 'LTC-USD-200306', 'LTC-USD-200313', 'LTC-USD-200320', 'LTC-USD-200327', 'LTC-USD-200403', 'LTC-USD-200410', 'LTC-USD-200417', 'LTC-USD-200424', 'LTC-USD-200501', 'LTC-USD-200626', 'LTC-USD-SWAP', 'LTC-USDT-191213', 'LTC-USDT-191220', 'LTC-USDT-191227', 'LTC-USDT-200103', 'LTC-USDT-200110', 'LTC-USDT-200117', 'LTC-USDT-200124', 'LTC-USDT-200131', 'LTC-USDT-200207', 'LTC-USDT-200214', 'LTC-USDT-200221', 'LTC-USDT-200228', 'LTC-USDT-200306', 'LTC-USDT-200313', 'LTC-USDT-200320', 'LTC-USDT-200327', 'LTC-USDT-200403', 'LTC-USDT-200410', 'LTC-USDT-200417', 'LTC-USDT-200424', 'LTC-USDT-200501', 'LTC-USDT-200626', 'LTC-USDT-SWAP', 'TRX-USD-191213', 'TRX-USD-191220', 'TRX-USD-191227', 'TRX-USD-200103', 'TRX-USD-200110', 'TRX-USD-200117', 'TRX-USD-200124', 'TRX-USD-200131', 'TRX-USD-200207', 'TRX-USD-200214', 'TRX-USD-200221', 'TRX-USD-200228', 'TRX-USD-200306', 'TRX-USD-200313', 'TRX-USD-200320', 'TRX-USD-200327', 'TRX-USD-200403', 'TRX-USD-200410', 'TRX-USD-200417', 'TRX-USD-200424', 'TRX-USD-200501', 'TRX-USD-200626', 'TRX-USD-SWAP', 'TRX-USDT-191213', 'TRX-USDT-191220', 'TRX-USDT-191227', 'TRX-USDT-200103', 'TRX-USDT-200110', 'TRX-USDT-200117', 'TRX-USDT-200124', 'TRX-USDT-200131', 'TRX-USDT-200207', 'TRX-USDT-200214', 'TRX-USDT-200221', 'TRX-USDT-200228', 'TRX-USDT-200306', 'TRX-USDT-200313', 'TRX-USDT-200320', 'TRX-USDT-200327', 'TRX-USDT-200403', 'TRX-USDT-200410', 'TRX-USDT-200417', 'TRX-USDT-200424', 'TRX-USDT-200501', 'TRX-USDT-200626', 'TRX-USDT-SWAP', 'XRP-USD-191213', 'XRP-USD-191220', 'XRP-USD-191227', 'XRP-USD-200103', 'XRP-USD-200110', 'XRP-USD-200117', 'XRP-USD-200124', 'XRP-USD-200131', 'XRP-USD-200207', 'XRP-USD-200214', 'XRP-USD-200221', 'XRP-USD-200228', 'XRP-USD-200306', 'XRP-USD-200313', 'XRP-USD-200320', 'XRP-USD-200327', 'XRP-USD-200403', 'XRP-USD-200410', 'XRP-USD-200417', 'XRP-USD-200424', 'XRP-USD-200501', 'XRP-USD-200626', 'XRP-USD-SWAP', 'XRP-USDT-191213', 'XRP-USDT-191220', 'XRP-USDT-191227', 'XRP-USDT-200103', 'XRP-USDT-200110', 'XRP-USDT-200117', 'XRP-USDT-200124', 'XRP-USDT-200131', 'XRP-USDT-200207', 'XRP-USDT-200214', 'XRP-USDT-200221', 'XRP-USDT-200228', 'XRP-USDT-200306', 'XRP-USDT-200313', 'XRP-USDT-200320', 'XRP-USDT-200327', 'XRP-USDT-200403', 'XRP-USDT-200410', 'XRP-USDT-200417', 'XRP-USDT-200424', 'XRP-USDT-200501', 'XRP-USDT-200626', 'XRP-USDT-SWAP

Expiration: biweekly, weekly, quarterly

Data Sanity

No downtime.

API Reference

Endpoint: Websocket wss://real.okex.com:8443/ws/v3

Futures Payload: {"op": "subscribe", "args":["futures/price_range:BTC-USD-190628"]

Swap Payload: {"op": "subscribe", "args":["swap/price_range:BTC-USD-190628"]

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Futures symbol name

API Response Schema

Name	Type	Description
timestamp	String	timestamp
lowest	String	Minimum buying price
instrument_id	String	Contract ID, e.g. BTC-USD-170310,BTC-USDT-191227
highest	String	Maximum buying price

OKEX Orderbook

-- fetch data
select * from okex_Orderbook limit 1

[
    {
       'time': '2019-10-01T20:17:47.402132336Z', 
       'orders_depth': '2', 
       'price_amount': '8500', 
       'price_depth': '0.0381', 
       'symbol': 'HBAR-USDT', 
       'timestamp': '2019-10-01T20:17:18.304Z', 
       'type': 'bids'
   }
]

Description

OKEX orderbook is connected through websocket and data time range is from 2019-10-01 20:17:47.402132336 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
orders_depth	string
price_amount	string
price_depth	string
timestamp	string
type	string
symbol	string	tag values

Tag Values

Futures, Spot and Swap Symbol (Symbols are subject to change): 'ALGO-BTC', 'ALGO-ETH', 'ALGO-USDK', 'ALGO-USDT', 'BCH-USD-200228', 'BCH-USD-200306', 'BCH-USD-200313', 'BCH-USD-200320', 'BCH-USD-200327', 'BCH-USD-200403', 'BCH-USD-200410', 'BCH-USD-200417', 'BCH-USD-200424', 'BCH-USD-200501', 'BCH-USD-200626', 'BCH-USD-200925', 'BCH-USD-SWAP', 'BCH-USDT-200228', 'BCH-USDT-200306', 'BCH-USDT-200313', 'BCH-USDT-200320', 'BCH-USDT-200327', 'BCH-USDT-200403', 'BCH-USDT-200410', 'BCH-USDT-200417', 'BCH-USDT-200424', 'BCH-USDT-200501', 'BCH-USDT-200626', 'BCH-USDT-200925', 'BCH-USDT-SWAP', 'BSV-USD-200228', 'BSV-USD-200306', 'BSV-USD-200313', 'BSV-USD-200320', 'BSV-USD-200327', 'BSV-USD-200403', 'BSV-USD-200410', 'BSV-USD-200417', 'BSV-USD-200424', 'BSV-USD-200501', 'BSV-USD-200626', 'BSV-USD-200925', 'BSV-USD-SWAP', 'BSV-USDT-200228', 'BSV-USDT-200306', 'BSV-USDT-200313', 'BSV-USDT-200320', 'BSV-USDT-200327', 'BSV-USDT-200403', 'BSV-USDT-200410', 'BSV-USDT-200417', 'BSV-USDT-200424', 'BSV-USDT-200501', 'BSV-USDT-200626', 'BSV-USDT-200925', 'BSV-USDT-SWAP', 'BTC-USD-200228', 'BTC-USD-200306', 'BTC-USD-200313', 'BTC-USD-200320', 'BTC-USD-200327', 'BTC-USD-200403', 'BTC-USD-200410', 'BTC-USD-200417', 'BTC-USD-200424', 'BTC-USD-200501', 'BTC-USD-200626', 'BTC-USD-200925', 'BTC-USD-SWAP', 'BTC-USDT', 'BTC-USDT-200228', 'BTC-USDT-200306', 'BTC-USDT-200313', 'BTC-USDT-200320', 'BTC-USDT-200327', 'BTC-USDT-200403', 'BTC-USDT-200410', 'BTC-USDT-200417', 'BTC-USDT-200424', 'BTC-USDT-200501', 'BTC-USDT-200626', 'BTC-USDT-200925', 'BTC-USDT-SWAP', 'DASH-USD-SWAP', 'DASH-USDT-SWAP', 'EOS-USD-200228', 'EOS-USD-200306', 'EOS-USD-200313', 'EOS-USD-200320', 'EOS-USD-200327', 'EOS-USD-200403', 'EOS-USD-200410', 'EOS-USD-200417', 'EOS-USD-200424', 'EOS-USD-200501', 'EOS-USD-200626', 'EOS-USD-200925', 'EOS-USD-SWAP', 'EOS-USDT-200228', 'EOS-USDT-200306', 'EOS-USDT-200313', 'EOS-USDT-200320', 'EOS-USDT-200327', 'EOS-USDT-200403', 'EOS-USDT-200410', 'EOS-USDT-200417', 'EOS-USDT-200424', 'EOS-USDT-200501', 'EOS-USDT-200626', 'EOS-USDT-200925', 'EOS-USDT-SWAP', 'ETC-USD-200228', 'ETC-USD-200306', 'ETC-USD-200313', 'ETC-USD-200320', 'ETC-USD-200327', 'ETC-USD-200403', 'ETC-USD-200410', 'ETC-USD-200417', 'ETC-USD-200424', 'ETC-USD-200501', 'ETC-USD-200626', 'ETC-USD-200925', 'ETC-USD-SWAP', 'ETC-USDT-200228', 'ETC-USDT-200306', 'ETC-USDT-200313', 'ETC-USDT-200320', 'ETC-USDT-200327', 'ETC-USDT-200403', 'ETC-USDT-200410', 'ETC-USDT-200417', 'ETC-USDT-200424', 'ETC-USDT-200501', 'ETC-USDT-200626', 'ETC-USDT-200925', 'ETC-USDT-SWAP', 'ETH-USD-200228', 'ETH-USD-200306', 'ETH-USD-200313', 'ETH-USD-200320', 'ETH-USD-200327', 'ETH-USD-200403', 'ETH-USD-200410', 'ETH-USD-200417', 'ETH-USD-200424', 'ETH-USD-200501', 'ETH-USD-200626', 'ETH-USD-200925', 'ETH-USD-SWAP', 'ETH-USDT', 'ETH-USDT-200228', 'ETH-USDT-200306', 'ETH-USDT-200313', 'ETH-USDT-200320', 'ETH-USDT-200327', 'ETH-USDT-200403', 'ETH-USDT-200410', 'ETH-USDT-200417', 'ETH-USDT-200424', 'ETH-USDT-200501', 'ETH-USDT-200626', 'ETH-USDT-200925', 'ETH-USDT-SWAP', 'HBAR-BTC', 'HBAR-USDK', 'HBAR-USDT', 'LINK-USD-SWAP', 'LINK-USDT-SWAP', 'LTC-USD-200228', 'LTC-USD-200306', 'LTC-USD-200313', 'LTC-USD-200320', 'LTC-USD-200327', 'LTC-USD-200403', 'LTC-USD-200410', 'LTC-USD-200417', 'LTC-USD-200424', 'LTC-USD-200501', 'LTC-USD-200626', 'LTC-USD-200925', 'LTC-USD-SWAP', 'LTC-USDT-200228', 'LTC-USDT-200306', 'LTC-USDT-200313', 'LTC-USDT-200320', 'LTC-USDT-200327', 'LTC-USDT-200403', 'LTC-USDT-200410', 'LTC-USDT-200417', 'LTC-USDT-200424', 'LTC-USDT-200501', 'LTC-USDT-200626', 'LTC-USDT-200925', 'LTC-USDT-SWAP', 'NEO-USD-SWAP', 'NEO-USDT-SWAP', 'TRX-USD-200228', 'TRX-USD-200306', 'TRX-USD-200313', 'TRX-USD-200320', 'TRX-USD-200327', 'TRX-USD-200403', 'TRX-USD-200410', 'TRX-USD-200417', 'TRX-USD-200424', 'TRX-USD-200501', 'TRX-USD-200626', 'TRX-USD-200925', 'TRX-USD-SWAP', 'TRX-USDT-200228', 'TRX-USDT-200306', 'TRX-USDT-200313', 'TRX-USDT-200320', 'TRX-USDT-200327', 'TRX-USDT-200403', 'TRX-USDT-200410', 'TRX-USDT-200417', 'TRX-USDT-200424', 'TRX-USDT-200501', 'TRX-USDT-200626', 'TRX-USDT-200925', 'TRX-USDT-SWAP', 'XRP-USD-200228', 'XRP-USD-200306', 'XRP-USD-200313', 'XRP-USD-200320', 'XRP-USD-200327', 'XRP-USD-200403', 'XRP-USD-200410', 'XRP-USD-200417', 'XRP-USD-200424', 'XRP-USD-200501', 'XRP-USD-200626', 'XRP-USD-200925', 'XRP-USD-SWAP', 'XRP-USDT-200228', 'XRP-USDT-200306', 'XRP-USDT-200313', 'XRP-USDT-200320', 'XRP-USDT-200327', 'XRP-USDT-200403', 'XRP-USDT-200410', 'XRP-USDT-200417', 'XRP-USDT-200424', 'XRP-USDT-200501', 'XRP-USDT-200626', 'XRP-USDT-200925', 'XRP-USDT-SWAP'

Data Sanity

No downtime.

API Reference

Endpoint: Websocket wss://real.okex.com:8443/ws/v3

Futures Payload: {"op": "subscribe", "args":["futures/depth:BTC-USD-190628"]

Spot Payload: {"op": "subscribe", "args":["spot/depth:BTC-USD"]

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Futures symbol name

API Response Schema

Name	Type	Description
asks	List	Sell side depth
bids	List	Buy side depth
timestamp	String	System time stamp
instrument_id	String	Contract ID，e.g .BTC-USD-191227 ,BTC-USDT-191227
checksum	String	checksum

OKEX Trades

-- fetch data 
select * from okex_recentTrades limit 1 

select * from okex_spotTrades limit 1

[
    {
       'time': '2019-07-11T15:59:41.101000192Z', 
       'expiration': None, 
       'price': '11548.7', 
       'qty': None, 
       'side': None, 
       'side_1': 'buy', 
       'size': '129', 
       'symbol': 'BTC-USD-SWAP', 
       'timestamp': None, 
       'trade_id': '276009036083044400'
   }
]

Description

OKEX trades is connected through websocket and data time range is from 2019-07-11 15:59:41.101000192 till now. okex_recentTrades has the same data schema as okex_spotTrades. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
price	float	okex_recentTrades & okex_spotTrades are in string
qty	float	okex_recentTrades & okex_spotTrades are in string
side_1	string	duplicated for tag value side for okex_recentTrades
size	float	okex_recentTrades & okex_spotTrades are in string
timestamp	string
trade_id	int	okex_recentTrades & okex_spotTrades are in string
symbol	string	tag values
side	string	tag values for okex_recentTrades & okex_spotTrades

Tag Values

Futures, Spot and Swap Symbol (Symbols are subject to change): 'ALGO-BTC', 'ALGO-ETH', 'ALGO-USDK', 'ALGO-USDT', 'BTC-USDT', 'ETH-USDT', 'HBAR-BTC', 'HBAR-USDK', 'HBAR-USDT','BCH-USD-200131', 'BCH-USD-200207', 'BCH-USD-200214', 'BCH-USD-200221', 'BCH-USD-200228', 'BCH-USD-200306', 'BCH-USD-200313', 'BCH-USD-200320', 'BCH-USD-200327', 'BCH-USD-200403', 'BCH-USD-200410', 'BCH-USD-200417', 'BCH-USD-200424', 'BCH-USD-200501', 'BCH-USD-200626', 'BCH-USD-200925', 'BCH-USD-SWAP', 'BCH-USDT-200131', 'BCH-USDT-200207', 'BCH-USDT-200214', 'BCH-USDT-200221', 'BCH-USDT-200228', 'BCH-USDT-200306', 'BCH-USDT-200313', 'BCH-USDT-200320', 'BCH-USDT-200327', 'BCH-USDT-200403', 'BCH-USDT-200410', 'BCH-USDT-200417', 'BCH-USDT-200424', 'BCH-USDT-200501', 'BCH-USDT-200626', 'BCH-USDT-200925', 'BCH-USDT-SWAP', 'BSV-USD-200131', 'BSV-USD-200207', 'BSV-USD-200214', 'BSV-USD-200221', 'BSV-USD-200228', 'BSV-USD-200306', 'BSV-USD-200313', 'BSV-USD-200320', 'BSV-USD-200327', 'BSV-USD-200403', 'BSV-USD-200410', 'BSV-USD-200417', 'BSV-USD-200424', 'BSV-USD-200501', 'BSV-USD-200626', 'BSV-USD-200925', 'BSV-USD-SWAP', 'BSV-USDT-200131', 'BSV-USDT-200207', 'BSV-USDT-200214', 'BSV-USDT-200221', 'BSV-USDT-200228', 'BSV-USDT-200306', 'BSV-USDT-200313', 'BSV-USDT-200320', 'BSV-USDT-200327', 'BSV-USDT-200403', 'BSV-USDT-200410', 'BSV-USDT-200417', 'BSV-USDT-200424', 'BSV-USDT-200501', 'BSV-USDT-200626', 'BSV-USDT-200925', 'BSV-USDT-SWAP', 'BTC-USD-190712', 'BTC-USD-190719', 'BTC-USD-190726', 'BTC-USD-190802', 'BTC-USD-190809', 'BTC-USD-190816', 'BTC-USD-190823', 'BTC-USD-190830', 'BTC-USD-190906', 'BTC-USD-190927', 'BTC-USD-191213', 'BTC-USD-191220', 'BTC-USD-191227', 'BTC-USD-200103', 'BTC-USD-200110', 'BTC-USD-200117', 'BTC-USD-200124', 'BTC-USD-200131', 'BTC-USD-200207', 'BTC-USD-200214', 'BTC-USD-200221', 'BTC-USD-200228', 'BTC-USD-200306', 'BTC-USD-200313', 'BTC-USD-200320', 'BTC-USD-200327', 'BTC-USD-200403', 'BTC-USD-200410', 'BTC-USD-200417', 'BTC-USD-200424', 'BTC-USD-200501', 'BTC-USD-200626', 'BTC-USD-200925', 'BTC-USD-SWAP', 'BTC-USDT-191213', 'BTC-USDT-191220', 'BTC-USDT-191227', 'BTC-USDT-200103', 'BTC-USDT-200110', 'BTC-USDT-200117', 'BTC-USDT-200124', 'BTC-USDT-200131', 'BTC-USDT-200207', 'BTC-USDT-200214', 'BTC-USDT-200221', 'BTC-USDT-200228', 'BTC-USDT-200306', 'BTC-USDT-200313', 'BTC-USDT-200320', 'BTC-USDT-200327', 'BTC-USDT-200403', 'BTC-USDT-200410', 'BTC-USDT-200417', 'BTC-USDT-200424', 'BTC-USDT-200501', 'BTC-USDT-200626', 'BTC-USDT-200925', 'BTC-USDT-SWAP', 'DASH-USD-SWAP', 'DASH-USDT-SWAP', 'EOS-USD-191213', 'EOS-USD-191220', 'EOS-USD-191227', 'EOS-USD-200103', 'EOS-USD-200110', 'EOS-USD-200117', 'EOS-USD-200124', 'EOS-USD-200131', 'EOS-USD-200207', 'EOS-USD-200214', 'EOS-USD-200221', 'EOS-USD-200228', 'EOS-USD-200306', 'EOS-USD-200313', 'EOS-USD-200320', 'EOS-USD-200327', 'EOS-USD-200403', 'EOS-USD-200410', 'EOS-USD-200417', 'EOS-USD-200424', 'EOS-USD-200501', 'EOS-USD-200626', 'EOS-USD-200925', 'EOS-USD-SWAP', 'EOS-USDT-191213', 'EOS-USDT-191220', 'EOS-USDT-191227', 'EOS-USDT-200103', 'EOS-USDT-200110', 'EOS-USDT-200117', 'EOS-USDT-200124', 'EOS-USDT-200131', 'EOS-USDT-200207', 'EOS-USDT-200214', 'EOS-USDT-200221', 'EOS-USDT-200228', 'EOS-USDT-200306', 'EOS-USDT-200313', 'EOS-USDT-200320', 'EOS-USDT-200327', 'EOS-USDT-200403', 'EOS-USDT-200410', 'EOS-USDT-200417', 'EOS-USDT-200424', 'EOS-USDT-200501', 'EOS-USDT-200626', 'EOS-USDT-200925', 'EOS-USDT-SWAP', 'ETC-USD-200131', 'ETC-USD-200207', 'ETC-USD-200214', 'ETC-USD-200221', 'ETC-USD-200228', 'ETC-USD-200306', 'ETC-USD-200313', 'ETC-USD-200320', 'ETC-USD-200327', 'ETC-USD-200403', 'ETC-USD-200410', 'ETC-USD-200417', 'ETC-USD-200424', 'ETC-USD-200501', 'ETC-USD-200626', 'ETC-USD-200925', 'ETC-USD-SWAP', 'ETC-USDT-200131', 'ETC-USDT-200207', 'ETC-USDT-200214', 'ETC-USDT-200221', 'ETC-USDT-200228', 'ETC-USDT-200306', 'ETC-USDT-200313', 'ETC-USDT-200320', 'ETC-USDT-200327', 'ETC-USDT-200403', 'ETC-USDT-200410', 'ETC-USDT-200417', 'ETC-USDT-200424', 'ETC-USDT-200501', 'ETC-USDT-200626', 'ETC-USDT-200925', 'ETC-USDT-SWAP', 'ETH-USD-190712', 'ETH-USD-190719', 'ETH-USD-190726', 'ETH-USD-190802', 'ETH-USD-190809', 'ETH-USD-190816', 'ETH-USD-190823', 'ETH-USD-190830', 'ETH-USD-190906', 'ETH-USD-190927', 'ETH-USD-191213', 'ETH-USD-191220', 'ETH-USD-191227', 'ETH-USD-200103', 'ETH-USD-200110', 'ETH-USD-200117', 'ETH-USD-200124', 'ETH-USD-200131', 'ETH-USD-200207', 'ETH-USD-200214', 'ETH-USD-200221', 'ETH-USD-200228', 'ETH-USD-200306', 'ETH-USD-200313', 'ETH-USD-200320', 'ETH-USD-200327', 'ETH-USD-200403', 'ETH-USD-200410', 'ETH-USD-200417', 'ETH-USD-200424', 'ETH-USD-200501', 'ETH-USD-200626', 'ETH-USD-200925', 'ETH-USD-SWAP', 'ETH-USDT-191213', 'ETH-USDT-191220', 'ETH-USDT-191227', 'ETH-USDT-200103', 'ETH-USDT-200110', 'ETH-USDT-200117', 'ETH-USDT-200124', 'ETH-USDT-200131', 'ETH-USDT-200207', 'ETH-USDT-200214', 'ETH-USDT-200221', 'ETH-USDT-200228', 'ETH-USDT-200306', 'ETH-USDT-200313', 'ETH-USDT-200320', 'ETH-USDT-200327', 'ETH-USDT-200403', 'ETH-USDT-200410', 'ETH-USDT-200417', 'ETH-USDT-200424', 'ETH-USDT-200501', 'ETH-USDT-200626', 'ETH-USDT-200925', 'ETH-USDT-SWAP', 'LINK-USD-SWAP', 'LINK-USDT-SWAP', 'LTC-USD-190712', 'LTC-USD-190719', 'LTC-USD-190726', 'LTC-USD-190802', 'LTC-USD-190809', 'LTC-USD-190816', 'LTC-USD-190823', 'LTC-USD-190830', 'LTC-USD-190906', 'LTC-USD-190927', 'LTC-USD-191213', 'LTC-USD-191220', 'LTC-USD-191227', 'LTC-USD-200103', 'LTC-USD-200110', 'LTC-USD-200117', 'LTC-USD-200124', 'LTC-USD-200131', 'LTC-USD-200207', 'LTC-USD-200214', 'LTC-USD-200221', 'LTC-USD-200228', 'LTC-USD-200306', 'LTC-USD-200313', 'LTC-USD-200320', 'LTC-USD-200327', 'LTC-USD-200403', 'LTC-USD-200410', 'LTC-USD-200417', 'LTC-USD-200424', 'LTC-USD-200501', 'LTC-USD-200626', 'LTC-USD-200925', 'LTC-USD-SWAP', 'LTC-USDT-191213', 'LTC-USDT-191220', 'LTC-USDT-191227', 'LTC-USDT-200103', 'LTC-USDT-200110', 'LTC-USDT-200117', 'LTC-USDT-200124', 'LTC-USDT-200131', 'LTC-USDT-200207', 'LTC-USDT-200214', 'LTC-USDT-200221', 'LTC-USDT-200228', 'LTC-USDT-200306', 'LTC-USDT-200313', 'LTC-USDT-200320', 'LTC-USDT-200327', 'LTC-USDT-200403', 'LTC-USDT-200410', 'LTC-USDT-200417', 'LTC-USDT-200424', 'LTC-USDT-200501', 'LTC-USDT-200626', 'LTC-USDT-200925', 'LTC-USDT-SWAP', 'NEO-USD-SWAP', 'NEO-USDT-SWAP', 'TRX-USD-191213', 'TRX-USD-191220', 'TRX-USD-191227', 'TRX-USD-200103', 'TRX-USD-200110', 'TRX-USD-200117', 'TRX-USD-200124', 'TRX-USD-200131', 'TRX-USD-200207', 'TRX-USD-200214', 'TRX-USD-200221', 'TRX-USD-200228', 'TRX-USD-200306', 'TRX-USD-200313', 'TRX-USD-200320', 'TRX-USD-200327', 'TRX-USD-200403', 'TRX-USD-200410', 'TRX-USD-200417', 'TRX-USD-200424', 'TRX-USD-200501', 'TRX-USD-200626', 'TRX-USD-200925', 'TRX-USD-SWAP', 'TRX-USDT-191213', 'TRX-USDT-191220', 'TRX-USDT-191227', 'TRX-USDT-200103', 'TRX-USDT-200110', 'TRX-USDT-200117', 'TRX-USDT-200124', 'TRX-USDT-200131', 'TRX-USDT-200207', 'TRX-USDT-200214', 'TRX-USDT-200221', 'TRX-USDT-200228', 'TRX-USDT-200306', 'TRX-USDT-200313', 'TRX-USDT-200320', 'TRX-USDT-200327', 'TRX-USDT-200403', 'TRX-USDT-200410', 'TRX-USDT-200417', 'TRX-USDT-200424', 'TRX-USDT-200501', 'TRX-USDT-200626', 'TRX-USDT-200925', 'TRX-USDT-SWAP', 'XRP-USD-191213', 'XRP-USD-191220', 'XRP-USD-191227', 'XRP-USD-200103', 'XRP-USD-200110', 'XRP-USD-200117', 'XRP-USD-200124', 'XRP-USD-200131', 'XRP-USD-200207', 'XRP-USD-200214', 'XRP-USD-200221', 'XRP-USD-200228', 'XRP-USD-200306', 'XRP-USD-200313', 'XRP-USD-200320', 'XRP-USD-200327', 'XRP-USD-200403', 'XRP-USD-200410', 'XRP-USD-200417', 'XRP-USD-200424', 'XRP-USD-200501', 'XRP-USD-200626', 'XRP-USD-200925', 'XRP-USD-SWAP', 'XRP-USDT-191213', 'XRP-USDT-191220', 'XRP-USDT-191227', 'XRP-USDT-200103', 'XRP-USDT-200110', 'XRP-USDT-200117', 'XRP-USDT-200124', 'XRP-USDT-200131', 'XRP-USDT-200207', 'XRP-USDT-200214', 'XRP-USDT-200221', 'XRP-USDT-200228', 'XRP-USDT-200306', 'XRP-USDT-200313', 'XRP-USDT-200320', 'XRP-USDT-200327', 'XRP-USDT-200403', 'XRP-USDT-200410', 'XRP-USDT-200417', 'XRP-USDT-200424', 'XRP-USDT-200501', 'XRP-USDT-200626', 'XRP-USDT-200925', 'XRP-USDT-SWAP'

Side: buy, sell

Data Sanity

No downtime.

API Reference

Endpoint: Websocket wss://real.okex.com:8443/ws/v3

Futures Payload: {"op": "subscribe", "args":["futures/trade:BTC-USD-190628"]

Swap Payload: {"op": "subscribe", "args":["spot/depth:BTC-USD-SWAP"]

Spot Payload: {"op": "subscribe", "args":["spot/depth:BTC-USD"]

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Futures symbol name

API Response Schema

Name	Type	Description
price	float	transaction price
size	float	transaction amount
timestamp	String	System time stamp
instrument_id	String	Contract ID，e.g .BTC-USD-191227 ,BTC-USDT-191227
checksum	String	checksum

OKEX Open Interest Swap

-- fetch data 
select * from okex_recentTrades limit 1

[
    {
        'time': '2019-07-11T15:59:41.927000064Z', 
        'openInterest': '966338', 
        'symbol': 'BTC-USD-SWAP'
   }
]

Description

OKEX open interest hsd s frequency of 5 minutes and data time range is from 2019-07-11 15:59:41.927000064 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
openInterest	string
symbol	string	tag values

Tag Values

Futures, Spot and Swap Symbol: 'BCH-USD-SWAP', 'BCH-USDT-SWAP', 'BSV-USD-SWAP', 'BSV-USDT-SWAP', 'BTC-USD-SWAP', 'BTC-USDT-SWAP', 'DASH-USD-SWAP', 'DASH-USDT-SWAP', 'EOS-USD-SWAP', 'EOS-USDT-SWAP', 'ETC-USD-SWAP', 'ETC-USDT-SWAP', 'ETH-USD-SWAP', 'ETH-USDT-SWAP', 'LINK-USD-SWAP', 'LINK-USDT-SWAP', 'LTC-USD-SWAP', 'LTC-USDT-SWAP', 'NEO-USD-SWAP', 'NEO-USDT-SWAP', 'TRX-USD-SWAP', 'TRX-USDT-SWAP', 'XRP-USD-SWAP', 'XRP-USDT-SWAP

Data Sanity

No downtime.

API Reference

Endpoint: GET https://www.okex.com/api/swap/v3/instruments/open_interest

API Query Parameters

Name	Type	Required	Description
instrument_id	String	Yes	Futures symbol name

API Response Schema

Name	Type	Description
openInterest	float	Open interest amount in USD.
timestamp	String	System time stamp
instrument_id	String	Contract ID，e.g .BTC-USD-191227 ,BTC-USDT-191227
checksum	String	checksum

OKEX Ticker

-- fetch data 
select * from okex_tikcer limit 1

[
    {
       'time': '2019-07-11T15:59:41.463000064Z', 
       'best_ask': '100.832', 
       'best_ask_size': None, 
       'best_bid': '100.801', 
       'best_bid_size': None, 
       'expiration': 'quarterly', 
       'high_24h': '111.53', 
       'last': '100.838', 
       'last_qty': None,
       'low_24h': '95.701', 
       'open_24h': '107.153', 
       'open_interest': '3210586', 
       'symbol': 'LTC-USD-190927', 
       'volume_24h': '21717883', 
       'volume_token_24h': '2153739.959142387'
   }
]

Description

OKEX ticker is connected through websocket and data time range is from2019-07-11 15:59:41.101000192 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp

best_ask string best_ask_size string best_bid string best_bid_size string high_24h string last string last_qty string low_24h string open_24h string open_interest string volume_24h string volume_token_24h string symbol | string | tag values

Tag Values

Futures, Spot and Swap Symbol (Symbols are subject to change): 'BCH-USD-200131', 'BCH-USD-200207', 'BCH-USD-200214', 'BCH-USD-200221', 'BCH-USD-200228', 'BCH-USD-200306', 'BCH-USD-200313', 'BCH-USD-200320', 'BCH-USD-200327', 'BCH-USD-200403', 'BCH-USD-200410', 'BCH-USD-200417', 'BCH-USD-200424', 'BCH-USD-200501', 'BCH-USD-200626', 'BCH-USD-SWAP', 'BCH-USDT-200131', 'BCH-USDT-200207', 'BCH-USDT-200214', 'BCH-USDT-200221', 'BCH-USDT-200228', 'BCH-USDT-200306', 'BCH-USDT-200313', 'BCH-USDT-200320', 'BCH-USDT-200327', 'BCH-USDT-200403', 'BCH-USDT-200410', 'BCH-USDT-200417', 'BCH-USDT-200424', 'BCH-USDT-200501', 'BCH-USDT-200626', 'BCH-USDT-SWAP', 'BSV-USD-200131', 'BSV-USD-200207', 'BSV-USD-200214', 'BSV-USD-200221', 'BSV-USD-200228', 'BSV-USD-200306', 'BSV-USD-200313', 'BSV-USD-200320', 'BSV-USD-200327', 'BSV-USD-200403', 'BSV-USD-200410', 'BSV-USD-200417', 'BSV-USD-200424', 'BSV-USD-200501', 'BSV-USD-200626', 'BSV-USD-SWAP', 'BSV-USDT-200131', 'BSV-USDT-200207', 'BSV-USDT-200214', 'BSV-USDT-200221', 'BSV-USDT-200228', 'BSV-USDT-200306', 'BSV-USDT-200313', 'BSV-USDT-200320', 'BSV-USDT-200327', 'BSV-USDT-200403', 'BSV-USDT-200410', 'BSV-USDT-200417', 'BSV-USDT-200424', 'BSV-USDT-200501', 'BSV-USDT-200626', 'BSV-USDT-SWAP', 'BTC-USD-190712', 'BTC-USD-190719', 'BTC-USD-190726', 'BTC-USD-190802', 'BTC-USD-190809', 'BTC-USD-190816', 'BTC-USD-190823', 'BTC-USD-190830', 'BTC-USD-190906', 'BTC-USD-190927', 'BTC-USD-191213', 'BTC-USD-191220', 'BTC-USD-191227', 'BTC-USD-200103', 'BTC-USD-200110', 'BTC-USD-200117', 'BTC-USD-200124', 'BTC-USD-200131', 'BTC-USD-200207', 'BTC-USD-200214', 'BTC-USD-200221', 'BTC-USD-200228', 'BTC-USD-200306', 'BTC-USD-200313', 'BTC-USD-200320', 'BTC-USD-200327', 'BTC-USD-200403', 'BTC-USD-200410', 'BTC-USD-200417', 'BTC-USD-200424', 'BTC-USD-200501', 'BTC-USD-200626', 'BTC-USD-SWAP', 'BTC-USDT-191213', 'BTC-USDT-191220', 'BTC-USDT-191227', 'BTC-USDT-200103', 'BTC-USDT-200110', 'BTC-USDT-200117', 'BTC-USDT-200124', 'BTC-USDT-200131', 'BTC-USDT-200207', 'BTC-USDT-200214', 'BTC-USDT-200221', 'BTC-USDT-200228', 'BTC-USDT-200306', 'BTC-USDT-200313', 'BTC-USDT-200320', 'BTC-USDT-200327', 'BTC-USDT-200403', 'BTC-USDT-200410', 'BTC-USDT-200417', 'BTC-USDT-200424', 'BTC-USDT-200501', 'BTC-USDT-200626', 'BTC-USDT-SWAP', 'EOS-USD-191213', 'EOS-USD-191220', 'EOS-USD-191227', 'EOS-USD-200103', 'EOS-USD-200110', 'EOS-USD-200117', 'EOS-USD-200124', 'EOS-USD-200131', 'EOS-USD-200207', 'EOS-USD-200214', 'EOS-USD-200221', 'EOS-USD-200228', 'EOS-USD-200306', 'EOS-USD-200313', 'EOS-USD-200320', 'EOS-USD-200327', 'EOS-USD-200403', 'EOS-USD-200410', 'EOS-USD-200417', 'EOS-USD-200424', 'EOS-USD-200501', 'EOS-USD-200626', 'EOS-USD-SWAP', 'EOS-USDT-191213', 'EOS-USDT-191220', 'EOS-USDT-191227', 'EOS-USDT-200103', 'EOS-USDT-200110', 'EOS-USDT-200117', 'EOS-USDT-200124', 'EOS-USDT-200131', 'EOS-USDT-200207', 'EOS-USDT-200214', 'EOS-USDT-200221', 'EOS-USDT-200228', 'EOS-USDT-200306', 'EOS-USDT-200313', 'EOS-USDT-200320', 'EOS-USDT-200327', 'EOS-USDT-200403', 'EOS-USDT-200410', 'EOS-USDT-200417', 'EOS-USDT-200424', 'EOS-USDT-200501', 'EOS-USDT-200626', 'EOS-USDT-SWAP', 'ETC-USD-200131', 'ETC-USD-200207', 'ETC-USD-200214', 'ETC-USD-200221', 'ETC-USD-200228', 'ETC-USD-200306', 'ETC-USD-200313', 'ETC-USD-200320', 'ETC-USD-200327', 'ETC-USD-200403', 'ETC-USD-200410', 'ETC-USD-200417', 'ETC-USD-200424', 'ETC-USD-200501', 'ETC-USD-200626', 'ETC-USD-SWAP', 'ETC-USDT-200131', 'ETC-USDT-200207', 'ETC-USDT-200214', 'ETC-USDT-200221', 'ETC-USDT-200228', 'ETC-USDT-200306', 'ETC-USDT-200313', 'ETC-USDT-200320', 'ETC-USDT-200327', 'ETC-USDT-200403', 'ETC-USDT-200410', 'ETC-USDT-200417', 'ETC-USDT-200424', 'ETC-USDT-200501', 'ETC-USDT-200626', 'ETC-USDT-SWAP', 'ETH-USD-190712', 'ETH-USD-190719', 'ETH-USD-190726', 'ETH-USD-190802', 'ETH-USD-190809', 'ETH-USD-190816', 'ETH-USD-190823', 'ETH-USD-190830', 'ETH-USD-190906', 'ETH-USD-190927', 'ETH-USD-191213', 'ETH-USD-191220', 'ETH-USD-191227', 'ETH-USD-200103', 'ETH-USD-200110', 'ETH-USD-200117', 'ETH-USD-200124', 'ETH-USD-200131', 'ETH-USD-200207', 'ETH-USD-200214', 'ETH-USD-200221', 'ETH-USD-200228', 'ETH-USD-200306', 'ETH-USD-200313', 'ETH-USD-200320', 'ETH-USD-200327', 'ETH-USD-200403', 'ETH-USD-200410', 'ETH-USD-200417', 'ETH-USD-200424', 'ETH-USD-200501', 'ETH-USD-200626', 'ETH-USD-SWAP', 'ETH-USDT-191213', 'ETH-USDT-191220', 'ETH-USDT-191227', 'ETH-USDT-200103', 'ETH-USDT-200110', 'ETH-USDT-200117', 'ETH-USDT-200124', 'ETH-USDT-200131', 'ETH-USDT-200207', 'ETH-USDT-200214', 'ETH-USDT-200221', 'ETH-USDT-200228', 'ETH-USDT-200306', 'ETH-USDT-200313', 'ETH-USDT-200320', 'ETH-USDT-200327', 'ETH-USDT-200403', 'ETH-USDT-200410', 'ETH-USDT-200417', 'ETH-USDT-200424', 'ETH-USDT-200501', 'ETH-USDT-200626', 'ETH-USDT-SWAP', 'LTC-USD-190712', 'LTC-USD-190719', 'LTC-USD-190726', 'LTC-USD-190802', 'LTC-USD-190809', 'LTC-USD-190816', 'LTC-USD-190823', 'LTC-USD-190830', 'LTC-USD-190906', 'LTC-USD-190927', 'LTC-USD-191213', 'LTC-USD-191220', 'LTC-USD-191227', 'LTC-USD-200103', 'LTC-USD-200110', 'LTC-USD-200117', 'LTC-USD-200124', 'LTC-USD-200131', 'LTC-USD-200207', 'LTC-USD-200214', 'LTC-USD-200221', 'LTC-USD-200228', 'LTC-USD-200306', 'LTC-USD-200313', 'LTC-USD-200320', 'LTC-USD-200327', 'LTC-USD-200403', 'LTC-USD-200410', 'LTC-USD-200417', 'LTC-USD-200424', 'LTC-USD-200501', 'LTC-USD-200626', 'LTC-USD-SWAP', 'LTC-USDT-191213', 'LTC-USDT-191220', 'LTC-USDT-191227', 'LTC-USDT-200103', 'LTC-USDT-200110', 'LTC-USDT-200117', 'LTC-USDT-200124', 'LTC-USDT-200131', 'LTC-USDT-200207', 'LTC-USDT-200214', 'LTC-USDT-200221', 'LTC-USDT-200228', 'LTC-USDT-200306', 'LTC-USDT-200313', 'LTC-USDT-200320', 'LTC-USDT-200327', 'LTC-USDT-200403', 'LTC-USDT-200410', 'LTC-USDT-200417', 'LTC-USDT-200424', 'LTC-USDT-200501', 'LTC-USDT-200626', 'LTC-USDT-SWAP', 'TRX-USD-191213', 'TRX-USD-191220', 'TRX-USD-191227', 'TRX-USD-200103', 'TRX-USD-200110', 'TRX-USD-200117', 'TRX-USD-200124', 'TRX-USD-200131', 'TRX-USD-200207', 'TRX-USD-200214', 'TRX-USD-200221', 'TRX-USD-200228', 'TRX-USD-200306', 'TRX-USD-200313', 'TRX-USD-200320', 'TRX-USD-200327', 'TRX-USD-200403', 'TRX-USD-200410', 'TRX-USD-200417', 'TRX-USD-200424', 'TRX-USD-200501', 'TRX-USD-200626', 'TRX-USD-SWAP', 'TRX-USDT-191213', 'TRX-USDT-191220', 'TRX-USDT-191227', 'TRX-USDT-200103', 'TRX-USDT-200110', 'TRX-USDT-200117', 'TRX-USDT-200124', 'TRX-USDT-200131', 'TRX-USDT-200207', 'TRX-USDT-200214', 'TRX-USDT-200221', 'TRX-USDT-200228', 'TRX-USDT-200306', 'TRX-USDT-200313', 'TRX-USDT-200320', 'TRX-USDT-200327', 'TRX-USDT-200403', 'TRX-USDT-200410', 'TRX-USDT-200417', 'TRX-USDT-200424', 'TRX-USDT-200501', 'TRX-USDT-200626', 'TRX-USDT-SWAP', 'XRP-USD-191213', 'XRP-USD-191220', 'XRP-USD-191227', 'XRP-USD-200103', 'XRP-USD-200110', 'XRP-USD-200117', 'XRP-USD-200124', 'XRP-USD-200131', 'XRP-USD-200207', 'XRP-USD-200214', 'XRP-USD-200221', 'XRP-USD-200228', 'XRP-USD-200306', 'XRP-USD-200313', 'XRP-USD-200320', 'XRP-USD-200327', 'XRP-USD-200403', 'XRP-USD-200410', 'XRP-USD-200417', 'XRP-USD-200424', 'XRP-USD-200501', 'XRP-USD-200626', 'XRP-USD-SWAP', 'XRP-USDT-191213', 'XRP-USDT-191220', 'XRP-USDT-191227', 'XRP-USDT-200103', 'XRP-USDT-200110', 'XRP-USDT-200117', 'XRP-USDT-200124', 'XRP-USDT-200131', 'XRP-USDT-200207', 'XRP-USDT-200214', 'XRP-USDT-200221', 'XRP-USDT-200228', 'XRP-USDT-200306', 'XRP-USDT-200313', 'XRP-USDT-200320', 'XRP-USDT-200327', 'XRP-USDT-200403', 'XRP-USDT-200410', 'XRP-USDT-200417', 'XRP-USDT-200424', 'XRP-USDT-200501', 'XRP-USDT-200626', 'XRP-USDT-SWAP'

Data Sanity

No downtime.

API Reference

Endpoint: Websocket wss://real.okex.com:8443/ws/v3

Futures Payload: {"op": "subscribe", "args":["futures/ticker:BTC-USD-190628"]

Swap Payload: {"op": "subscribe", "args":["swap/ticker:BTC-USD-SWAP"]

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Futures symbol name

API Response Schema

No information

OKEX Ticker Swap

-- fetch data 
select * from okex_tikcer_swap limit 1

[
    {
       'time': '2020-01-29T18:49:08.165409534Z', 
       'changePercent': '0.0429', 
       'close': '9365', 
       'coinName': 'BTC', 
       'coinVolume': '76997.5945', 
       'contractId': '100', 
       'current_snapshot': '2020-01-29 18:46:56.538472', 
       'high': '9444', 
       'holdAmount': '2264193', 
       'low': '8964', 
       'open': '8979.5', 
       'symbol': 'BTC-USD-SWAP', 
       'type': 'USD', 
       'unitAmount': '100', 
       'volume': '7166582'
   }
]

Description

OKEX ticker swap has a frequency of 1 second and data time range is from 2020-01-29 18:49:08.165409534 till now. Collectors are continously runing in two hosts. OKEX ticker swap is redundantly collection of OKEX ticker.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
changePercent	string
close	string
coinName	string
coinVolume	string
contractId	string
current_snapshot	string
high	string
holdAmount	string	Open Interest
low	string
open	string
symbol	string
type	string
unitAmount	string
volume	string
symbol	string

Data Sanity

No downtime.

API Reference

Endpoint POST https://www.okex.com/v2/perpetual/pc/public/contracts/tickers?type={}

Payload {"symbol":symbol}

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Futures symbol name

API Response Schema

No information

OKEX Ticker V1

-- fetch data 
select * from okex_tikcer_v1 limit 1

[
    {
       'time': '2019-12-20T00:50:58.201236084Z', 
       'buy': 7076.8, 
       'changePercent': -2.2865, 
       'coinVolume': 14709.1511, 
       'contractId': 201912201100018, 
       'contractType': 1, 
       'current_snapshot': '2019-12-20 00:49:39.666432', 
       'dayHigh': 0, 
       'dayLow': 0, 
       'high': 7253.9, 
       'holdAmount': 30918937, 
       'last': 7076.9, 
       'limitHigh': '7285.4', 
       'limitLow': '6860.5', 
       'low': 7046.3, 
       'markPrice': 7076, 
       'open_interest': 3091.8937, 
       'sell': 7077.5, 
       'status': 2, 
       'symbol': 'BTC-USDT-191220', 
       'unitAmount': 0.0001, 
       'usdCnyRate': 7.029, 
       'volume': 147091511
   }
]

Description

OKEX ticker new version has frequency of 1 second and data time range is from 2019-12-20 00:50:58.201236084 till now. Collectors are continously runing in two hosts. OKEX ticker new version include coin denominatd open interest.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
buy	float
changePercent	float
coinVolume	float
contractId	integer
contractType	integer
current_snapshot	string
dayHigh	float
dayLow	float
high	float
holdAmount	integer
last	float
limitHigh	string
limitLow	string
low	float
markPrice	float
open_interest	float	Coin denominated open interest
sell	float
status	integer
symbol	string
unitAmount	float
usdCnyRate	float
volume	float

Data Sanity

No downtime.

API Reference

Endpoint POST https://www.okex.com/v2/futures/pc/market/tickers.do

Payload {"symbol":symbol}

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Futures symbol name

API Response Schema

No information

Poloniex

Poloniex is a cryptocurrency exchange. Check their api.

Poloniex Funding Orderbook

-- fetch data
select * from poloniex_funding_orderbook limit 1

[
    {
       'time': '2019-10-18T20:41:17.431642305Z', 
       'amount': '4.34079922', 
       'rangeMax': 2, 
       'rangeMin': 2, 
       'rate': '0.00025000', 
       'symbol': 'ATOM', 
       'timestamp': None, 
       'type': 'offers'
   }
]

Description

Poloniex funding orderbook has a frequency of 1 minute and data time range is from 2019-10-18 20:41:17.431642305 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
amount	string
rangeMax	integer
rangeMin	integer
rate	string
timestamp	string
type	string
symbol	string	tag values

Tag Values

symbol: ATOM, BCHABC, BCHSV, BTC, DASH, DOGE, EOS, ETC, ETH, LTC, STR, TRX, USDC, USDT, XMR, XRP

Data Sanity

No downtime.

API Reference

GET https://poloniex.com/public?command=returnOrderBook&currencyPair={}&depth=100

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Symbol name
depth	string	Yes	Market depth

API Response Schema

Name	Type	Description
rate	string	The interest rate in percentage per day charged for this loan.
amount	string	The total number of units available at this rate and within this range.
rangeMin	integer	The lowest duration in days offered by the loans within this group.
rangeMax	integer	The highest duration in days offered by the loans within this group.

Poloniex Leaderboard

-- fetch data
select * from poloniex_leaderboard limit 1

[
        {
            'time': '2020-01-22T18:44:07.917126986Z', 
            'account': '10****83', 
            'current_snapshot': '2020-01-22T18:00:00.000Z', 
            'net_deposit': '7000001.00000000', 
            'rank': '1', 
            'rank_change': 0
          }
]

Description

Poloniex leaderboard has a frequency of 1 hour and data time range is from 2020-01-22T18:44:07.917126986Z to 2020-02-17 21:39:25. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp

account string current_snapshot string net_deposit string rank string rank_change integer

Data Sanity

No downtime.

Webscrapy

The data is collected thourgh webscrapying.

Poloniex Trades

-- fetch data
select * from poloniex_trades limit 1

[
    {
       'time': '2020-04-03T04:14:20.052070509Z', 
       'amount': 2.40343333, 
       'date': '2020-04-03 03:02:23', 
       'globalTradeID': 457133708, 
       'orderNumber': 12065214, 
       'price': 0.6609214, 
       'symbol': 'USDT_SNX', 
       'total': 1.58848052, 
       'tradeID': 1752, 
       'type': 'buy'
   }
]

Description

Poloniex trade has a frequency of 10 minutes and data time range is from 2019-10-18 20:41:17.431642305 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp

amount float date string globalTradeID integer orderNumber integer price float total float tradeID integer type string symbol | string | tag values

Tag Values

symbol: BTC_SNX, TRX_SNX, USDT_SNX

Data Sanity

No downtime.

API Reference

GET https://poloniex.com/public?command=returnTradeHistory&currencyPair={}&start={}&end={}

API Query Parameters

Name	Type	Required	Description
symbol	String	Yes	Symbol name
startTime	string	No	Start timestamp
endTime	string	No	End timestamp

API Response Schema

Name	Type	Description
globalTradeID	int	The globally unique ID associated with this trade.
tradeID	int	The ID unique only to this currency pair associated with this trade.
date	string	The UTC date and time of the trade execution.
type	string	Designates this trade as a buy or a sell from the side of the taker.
rate	float	The price in base currency for this asset.
amount	float	The number of units transacted in this trade.
total	float	The total price in base units for this trade.

Poloniex Orderbook

-- fetch data
select * from poloniex_orderbook limit 1

[
    {
       'time': '2020-04-03T01:40:20.696600872Z', 
       'amount': 99.31426668, 
       'price': 0.64999999, 
       'symbol': 'USDT_SNX', 
       'timestamp': '2020-04-03 01:40:20.648743', '
       'type': 'asks'
   }
]

Description

Poloniex orderbook has a frequency of 30 seconds and data time range is from 2020-04-03T01:40:20.696600872Z till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp

amount float price float timestamp string type string symbol | string | tag values

Tag Values

symbol: BTC_SNX, TRX_SNX, USDT_SNX

Data Sanity

No downtime.

API Reference

GET https://poloniex.com/public?command=returnOrderBook&currencyPair={}&depth=100

API Query Parameters

Name	Type	Required	Description
currencyPair	string	Yes	A pair like BTC_ETH or all
depth	int	No	Default depth is 50. Max depth is 100.

API Response Schema

Name	Type	Description
asks	float	An array of price aggregated offers in the book ordered from low to high price.
bids	float	An array of price aggregated bids in the book ordered from high to low price.
isFrozen	boolean	Indicates if trading the market is currently disabled or not.
seq	int	An always-incrementing sequence number for this market.

Synthetix

Synthetix is a protocol fo trading synthetic assets on Ethereum.

Synthetix Open Interest

-- fetch data
select * from synthetix_open_interest

[

 {
   'time': '2020-05-08T02:43:55.922030898Z', 
   'long_open_interest': 1137511.4865866182, 
   'short_open_interest': 33900.846024030354, 
   'symbol': 'BTC', 
   'total_open_interest': 1171412.3326106486
 }

]

Description

Synthetix open interest has a frequency of 1 hour and data time range is from 2020-05-08 02:43:56 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
long_open_interest	float
short_open_interest	float
total_open_interest	float
symbol	string	tag values

Tag Values

Symbols are 'ADA', 'BCH', 'BNB', 'BTC', 'CEX', 'DASH', 'DEFI', 'EOS', 'ETC', 'ETH', 'LINK', 'LTC', 'TRX', 'XMR', 'XRP', 'XTZ'

Data Sanity

No downtime.

API Reference

GET https://api.synthetix.io/api/exchange/openInterest

API Query Parameters

Not required.

API Response Schema

No Information

Synthetix Dashboard

-- fetch data
select * from synthetix_dashboard_data

[

 {
   'time': '2020-05-08T03:01:53.085625926Z', 
   'ActiveCollateralizationRatio': 0.11388472795482954, 
   'LockedHavBalance': 143900197.85960978, 
   'LockedHavRatio': 0.7829395175483044, 
   'LockedHavUsdBalance': 126889301.83503677, 
   'NetworkCollateralizationRatio': 0.10184858031584323, 
   'NominFeesCollected': 20268.74910677504, 
   'UnlockedHavBalance': 39894584.02880305
 }

]

Description

Synthetix dashboard data has a frequency of 1 hour and data time range is from 2020-05-08 02:43:56 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
ActiveCollateralizationRatio	float
LockedHavBalance	float
LockedHavRatio	float
LockedHavUsdBalance	float
NetworkCollateralizationRatio	float
NominFeesCollected	float
UnlockedHavBalance	float

Data Sanity

No downtime.

API Reference

GET https://api.synthetix.io/api/dataPoint/dashboardData

API Query Parameters

Not required.

API Response Schema

No Information

WazirX

WazirX is a cryptocurrency exchange in India. The api is listed.

WazirX Tickers

-- fetch data
select * from wazirx_tickers

[

 {
   "time": "2020-04-02 17:50:00",
   "buy":527000,
   "high": 529536,
   "last": 527156,
   "low": 490000,
   "open": 494950,
   "sell":528000,
   "symbol": "BTC/INR",
   "type": "SPOT",
   "volume": 69.6269
 }

]

Description

WazirX tickres has a frequency of 1 hour and data time range is from 2020-04-02 17:50:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
buy	float
high	float
last	float
low	float
open	float
sell	float
type	string
volume	float
symbol	string	tag values

Tag Values

Symbols are BTC/INR, XRP/INR, ETH/INR, USDT/INR, WRX/INR, MATIC/INR, LTC/INR, XRP/BTC, TRX/BTC, ETH/BTC, NCASH/BTC, ZIL/BTC, BAT/BTC, LTC/BTC, QKC/BTC, NPXS/BTC, DASH/BTC, FUN/BTC, GNT/BTC, IOST/BTC, NULS/BTC, OMG/BTC, POE/BTC, REQ/BTC, SNT/BTC, STORM/BTC, SUB/BTC, THETA/BTC, ZRX/BTC, EOS/BTC, ICX/BTC, HOT/BTC, POLY/BTC, PAX/BTC, USDC/BTC, XLM/BTC, BTT/BTC, FET/BTC, CELR/BTC, MATIC/BTC, ADA/BTC, RVN/BTC, XMR/BTC, ATOM/BTC, BNB/BTC, WRX/BTC, BTC/USDT, TRX/USDT, XRP/USDT, EOS/USDT, ETH/USDT, ICX/USDT, LTC/USDT, TUSD/USDT, NPXS/USDT, HOT/USDT, BANCA/USDT, BAT/USDT, DASH/USDT, NCASH/USDT, QKC/USDT, ZIL/USDT, ZRX/USDT, BCHABC/USDT, BCHSV/USDT, PAX/USDT, USDC/USDT, OMG/USDT, POLY/USDT, DENT/USDT, IOST/USDT, STORM/USDT, FUN/USDT, POE/USDT, GNT/USDT, SNT/USDT, THETA/USDT, REQ/USDT, SUB/USDT, CS/USDT, OCN/USDT, ZCO/USDT, STQ/USDT, XLM/USDT, XTZ/USDT, BTT/USDT, FET/USDT, TFUEL/USDT, CELR/USDT, MATIC/USDT, ADA/USDT, RVN/USDT, XMR/USDT, ATOM/USDT, ALGO/USDT, LINK/USDT, QTUM/USDT, ETC/USDT, IOTA/USDT, ZEC/USDT, WAVES/USDT, FTM/USDT, ENJ/USDT, LSK/USDT, STEEM/USDT, XVG/USDT, LOOM/USD, MANA/USDT, REP/USDT, FUEL/USDT, BLZ/USDT, XZC/USDT, NANO/USDT, SC/USDT, BTG/USDT, XEM/USDT, BTS/USDT, ARDR/USDT, STRAT/USDT, NAS/USDT, WIN/USDT, BNB/USDT, CHZ/USDT, WRX/USDT, KAVA/USDT, ANKR/USDT.

Data Sanity

No downtime.

API Reference

GET https://api.wazirx.com/api/v2/tickers

API Query Parameters

Not required.

API Response Schema

Fields	Type	Description
base_unit	string	ticker code of base market
quote_unit	string	ticker code of quote asset
low	string	24 hrs lowest price of base asset
high	string	24 hrs highest price of base asset
last	string	Last traded price in current market
open	string	Market Open price 24hrs ago
volume	string	Last 24hrs traded volume
sell	string	Top ask order price
buy	string	Top bid order price
name	string	Display text of market
at	string	Timestamp when ticker information is fetched

Cosmos

Cosmos is a blockchain platform. Check their api.

Cosmos Validator Ranking

-- fetch data
select * from cosmos_validator_ranking limit 1

[

{
'time': '2020-01-14T22:11:55.440187916Z', 
'consensus_pubkey': 'cosmosvalconspub1zcjduepq6fpkt3qn9xd7u44478ypkhrvtx45uhfj3uhdny420hzgsssrvh3qnzwdpe', 
'current_snapshot': '2020-01-14 22:10:05.695135', 'delegator_shares': '13024650451734.000000000000000000', 
'details': 'We are the leading staking service provider for blockchain projects. Join our community to help secure networks and earn rewards. We know staking.', 
'identity': '90B597A673FC950E', 
'jailed': False, 
'keybase_url': 'https://s3.amazonaws.com/keybase_processed_uploads/e1378cd4d5203ded716906687ad53905_360_360.jpg', 
'max_change_rate': '0.010000000000000000', 
'max_rate': '1.000000000000000000', 
'min_self_delegation': '1', 
'moniker': 'stake.fish', 
'operator_address': 'cosmosvaloper1sjllsnramtg3ewxqwwrwjxfgc4n4ef9u2lcnj0', 
'rank': 1, 'rate': '0.040000000000000000', 
'status': 2, 
'tokens': '13024650451734', 
'unbonding_height': '0', 
'unbonding_time': '1970-01-01T00:00:00Z', 
'update_time': '2019-03-13T23:00:00Z', 
'uptime_address': 'AC2D56057CD84765E6FBE318979093E8E44AA18F', 
'uptime_missed_blocks': 0, 
'uptime_over_blocks': 100, 
'website': 'stake.fish'
}

]

Description

Cosmos validator ranking has a frequency of 12 hours and data time range is from 2020-01-14 22:55:4400 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
consensus_pubkey	string
current_snapshot	string
delegator_shares	string
details	string
identity	string
jailed	boolean
keybase_url	string
max_change_rate	string
max_rate	string
min_self_delegation	string
moniker	string
operator_address	string
rank	integer
rate	string
status	integer
tokens	string
unbonding_height	string
unbonding_time	string
update_time	string
uptime_address	string
uptime_missed_blocks	integer
uptime_over_blocks	integer
website	string

Data Sanity

No downtime.

API Reference

GET https://api.cosmostation.io/v1/staking/validators

API Query Parameters

Not required.

API Response Schema

No information.

Cosmos Validator Status

-- fetch data
select * from cosmos_validator_status limit 1

[

{
'time': '2020-01-14T22:09:52.259536896Z', 
'block_height': 419669, 
'block_time': 7.110479, 
'bonded_tokens': 185528854760059, 
'chain_id': 'cosmoshub-3', 
'jailed_validator_num': 103, 
'not_bonded_tokens': 3038646508792, 
'total_circulating_tokens': 188567501268851, 
'total_supply_tokens': 250002065076468, 
'total_txs_num': 101530, 
'total_validator_num': 228, 
'unjailed_validator_num': 125
}

]

Description

Cosmos validator status has a frequency of 12 hours and data time range is from 2020-01-14 22:55:4400 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
block_height	integer
block_time	float
bonded_tokens	integer
chain_id	string
jailed_validator_num	integer
not_bonded_tokens	integer
total_circulating_tokens	integer
total_supply_tokens	integer
total_txs_num	integer
total_validator_num	integer
unjailed_validator_num	integer

Data Sanity

No downtime.

API Reference

GET https://api.cosmostation.io/v1/status

API Query Parameters

Not required.

API Response Schema

No information.

Hashpool

Hashpool is blockchain. Check their api.

Hashpool Coins

-- fetch data
select * from hashpool_coins limit 1

[

      {     
          'time': '2020-04-08T17:21:32.267377023Z', 
          'coin': 'TRB', 
          'fee': 5, 
          'netHashRate': 15.35, 
          'netHashRateUnit': 'TH/s', 
          'payoutThreshould': 1, 
          'poolHashRate': 4.06, 
          'poolHashRateUnit': 'TH/s', 
          'sort': 700
      }
]

Description

Hsahpool coins has a frequency of 1 hour and data time range is from 2020-04-08 17:21:32.267377023 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp

coin string fee float netHashRate float netHashRateUnit string payoutThreshould float poolHashRate float poolHashRateUnit string sort integer

Data Sanity

No downtime.

API Reference

GET https://hashpool.com/api/blocks/{coin}?offset=0&limit=50

API Query Parameters

Name	Type	Description
coin	string	Coin symbol

API Response Schema

Name	Type	Description
coin	string	Coin symbol
fee	float	Pool mining fee percent
minPay	int	Minimum payout
poolHashrate	float	Hashrate of hashpool
poolHashrateUnit	string	The unit of pool hashrate
netHashrate	float	Total hashrate of network
netHashrateUnit	string	The unit of network hashrate

HNScan

HNSCAN is a blockchain and they have issued token called HNS.

HNScan Blockchain

-- fetch data
select * from hnscan_block_info limit 1

[

      {     
          'time': '2020-03-04T23:19:29.759560883Z', 
          'averageFee': 36500, 
          'bits': 436425535, 
          'chainwork': '000000000000000000000000000000000000000000000001fb05f10db38c926e', 
          'coinbase': '6632706f6f6c;0eaeb63ca16e32df;0000000000000000', 
          'confirmations': 1, 
          'difficulty': 5045429.038128846, 
          'fees': 292000, 
          'hash': '00000000000000c09cac081eab89f6a784af4a008a9cf47e06c946a55883d2d9', 
          'height': 4853, 
          'mask': '0000000000000000000000000000000000000000000000000000000000000000', 
          'medianTime': 1583361324, 
          'merkleRoot': 'a90bfb87d502095d9e06a2a470d48759b518403c10a09c026d35c745f8518d6b', 
          'miner': 'hs1qqzlmrc6phwz2drwshstcr30vuhjacv5z0u2x9l', 
          'nextHash': None, 
          'nonce': 4189087, 
          'prevBlock': '0000000000000154466ef6ed90a0254dc50074bba469189c39ec7077ab760452', 
          'reservedRoot': '0000000000000000000000000000000000000000000000000000000000000000', 
          'size': 4540, 
          'strippedSize': 2797, 
          'treeRoot': '197fcbc1c0f5acea51221800ec407299b57b73a65e900276644f8d1360b4c332', 
          'txs': 8, 
          'version': 0, 
          'weight': 12931, 
          'witnessRoot': 'c832921f2811a66ecf5e614953caeccef5c1ef5725efe74e785d83969eb850c5'
      }
]

Description

Hnscan block info has a freqeuncy of 1 hour and data time range is from 2020-03-04 23:19:29.759560883 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
averageFee	integer
bits	integer
chainwork	string
coinbase	string
confirmations	integer
difficulty	float
fees	integer
hash	string
height	integer
mask	string
medianTime	integer
merkleRoot	string
miner	string
nextHash	string
nonce	integer
prevBlock	string
reservedRoot	string
size	integer
strippedSize	integer
treeRoot	string
txs	integer
version	integer
weight	integer
witnessRoot	string

Data Sanity

No downtime.

API Reference

GET https://api.hnscan.com/blocks/?offset={}&limit={}

API Query Parameters

Name	Type	Description
offset	int	how far to gp back
limit	int	number of return data

API Response Schema

No information.

HNScan Chart

-- fetch data
select * from hnscan_chart_data limit 1

[

      {     
          'time': '2019-04-04T00:00:00Z', 
          'burned': 0, 
          'daily_tx': 182, 
          'difficulty': 0.026332745837485908, 
          'supply': 366373.032008, 
          'total_tx': 181
      }
]

Description

Hnscan chart has a freqeuncy of 1 day and data time range is from 2019-04-04 00:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
burned	float
daily_tx	integer
difficulty	float
supply	float
total_tx	integer

Data Sanity

No downtime.

API Reference

Difficulty: GET https://api.hnscan.com/charts/difficulty?endTime={}&startTime={}

DailyTX: GET https://api.hnscan.com/charts/dailyTransactions?endTime={}&startTime={}

DailyTotalTx: GET https://api.hnscan.com/charts/dailyTotalTransactions?endTime={}&startTime={}

Supply: GET https://api.hnscan.com/charts/supply?endTime={}&startTime={}

Burned: GET https://api.hnscan.com/charts/burned?endTime={}&startTime={}

API Query Parameters

Name	Type	Description
startTime	int	start timestamp
endTime	int	end timestamp

API Response Schema

No information.

HNScan Summary

-- fetch data
select * from hnscan_summary limit 1

[

      {     
          'time': '2020-02-07T04:34:02.057248932Z', 
          'chainWork': '000000000000000000000000000000000000000000000000073571d46064ea4b', 
          'difficulty': 532765.0078885447, 
          'hashrate': 4064061692099.727, 
          'network': 'main', 
          'registeredNames': 0, 
          'unconfirmed': 0, 
          'unconfirmedSize': 0
      }
]

Description

Hnscan summary has a freqeuncy of 9 minutes and data time range is from 2020-02-07 04:34:02.057248932 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
chainWork	string
difficulty	float
hashrate	float
network	string
registeredNames	integer
unconfirmed	integer
unconfirmedSize	integer

Data Sanity

No downtime.

API Reference

GET https://api.hnscan.com/summary

API Query Parameters

Not required.

API Response Schema

No information.

HNScan Status

-- fetch data
select * from hnscan_status limit 1

[

      {     
          'time': '2020-03-03T22:11:31.390484993Z', 
          'agent': '/hsd:2.0.2/', 
          'connections': 155, 
          'difficulty': 3858106.8013179735, 
          'height': 4688, 
          'host': '138.68.61.31',
          'key': 'aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa', 
          'network': 'main', 
          'port': 12038, 
          'progress': 1, 
          'totalBytesRecv': 348831794, 
          'totalBytesSent': 770841723, 
          'uptime': 1569528, 
          'version': '0.0.0'}
      }
]

Description

Hnscan status has a freqeuncy of 9 minutes and data time range is from2020-03-03 22:11:31.390484993 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
agent	string
connections	integer
difficulty	float
height	integer
host	string
key	string
network	string
port	integer
progress	integer
totalBytesRecv	integer
totalBytesSent	integer
uptime	integer
version	string

Data Sanity

No downtime.

API Reference

GET https://api.hnscan.com/status/

API Query Parameters

Not required.

API Response Schema

No information.

Namebase

Namebase is a platform that can either trade crypto currency HNS or auction on website domian. Check their api.

Namebase Domain

-- fetch data
select * from namebase_domain limit 1

[

      {     
               'time': '2020-03-04T05:11:02.647999179Z', 
               'close_amount': None, 
               'current_snapshot': None, 
               'domain_type': 'bid_now', 
               'name': 'yang', 
               'release_block': None, 
               'reveal_block': 4791, 
               'total_number_bids': 21
      }
]

Description

Namebase domain has a frequency of 9 hours and data time range is from 2020-03-04 05:11:02.647999179 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
close_amount	string
current_snapshot	integer
name	string
release_block	integer
reveal_block	integer
total_number_bids	integer
domain_type	string	tag values

Tag Values

Domain Type: bid_now, ending_soon, ending_soon, recently_sold

Data Sanity

No downtime.

API Reference

Popular: https://www.namebase.io/api/domains/popular/{}

Ending Soon: https://www.namebase.io/api/domains/ending-soon/{}

Anticipated: https://www.namebase.io/api/domains/anticipated/{}

Recently Sold: https://www.namebase.io/api/domains/recently-sold/{}

API Query Parameters

Name	Type	Description
page	string	All available web pages.

API Response Schema

No information.

Namebase Trade

-- fetch data
select * from namebase_trade limit 1

[

      {     
            'time': '2020-02-06T22:21:18.460645367Z', 
            'createdAt': 1581027120481, 
            'isBuyerMaker': False, 
            'price': 5.95e-05, 
            'quantity': 458.960337, 
            'quoteQuantity': 0.02730814, 
            'symbol': 'HNSBTC', 
            'tradeId': 1571
      }
]

Description

Namebase domain has a frequency of 5 minutes and data time range is from 2020-02-06 22:21:18.460645367 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
createdAt	integer
isBuyerMaker	boolean
price	float
quantity	float
quoteQuantity	float
tradeId	integer
symbol	string	Tag Values

Tag Values

Symbol: HNSBTC

Data Sanity

No downtime.

API Reference

GET https://www.namebase.io/api/v0/trade?symbol={}&timestamp={}&receiveWindow=1000&limit=1000

API Query Parameters

Name	Type	Mandatory	Description
symbol	STRING	YES
tradeId	LONG	NO	Trade id to fetch from. Default gets most recent trades.
limit	INT	NO	Default 100; max 1000.
receiveWindow	LONG	NO
timestamp	LONG	YES

API Response Schema

Response: json [ { "tradeId": 28457, "price": "0.00003000", "quantity": "500.000000", "quoteQuantity": "0.01500000", "createdAt": 1555556529865, "isBuyerMaker": true } ]

Namebase Orderbook

-- fetch data
select * from namebase_orderbook limit 1

[

      {     
            'time': '2020-02-06T22:20:16.089313267Z', 
            'amount': 2290.179625, 
            'current_timetamp': '2020-02-06 22:17:52.513521', 
            'last_event_id': 74203, 
            'price': 0.0006211, 
            'symbol': 'HNSBTC', 
            'type': 'asks'
      }
]

Description

Namebase domain has a frequency of 5 minutes and data time range is from 2020-02-06 22:20:16.089313267 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
amount	float
current_timetamp	string
last_event_id	integer
price	float
type	string
symbol	string	Tag Values

Tag Values

Symbol: HNSBTC

Data Sanity

No downtime.

API Reference

GET https://www.namebase.io/api/v0/depth?symbol={}

API Query Parameters

Name	Type	Mandatory	Description
symbol	STRING	YES
limit	INT	NO	Default 100; max 1000. Valid limits:[5, 50, 100, 500, 1000]

API Response Schema

Response: json { "lastEventId": 6828, // The last event id this includes "bids": [ ["0.00003000", "200.000000"] // [Price level, Quantity] ], "asks": [ ["0.00003100", "100.000000"] ] }

Nervos

Nervos is a blockchain.

Nervos Block

-- fetch data
select * from nervos_block limit 1

[

      {     
            'time': '2019-11-21T17:39:36.469853695Z', 
            'alerts': False, 
            'chain': 'ckb', 
            'difficulty': 1598481419305342, 
            'epoch': 1357906557534226, 
            'id': '1574357944', 
            'is_initial_block_download': False, 
            'median_time': 1574357743225, 
            'type': 'statistic'
      }
]

Description

Nervos block has a frequency of 10 minutes and data time range is from 2019-11-21 17:39:36.469853695 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
alerts	boolean
chain	string
difficulty	integer
epoch	integer
id	string
is_initial_block_download	boolean
median_time	integer
type	string

Data Sanity

No downtime.

API Reference

GET https://api.explorer.nervos.org/api/v1/statistics/blockchain_info

API Query Parameters

Not required.

API Response Schema

No inforamtion.

Nervos Hashrate

-- fetch data
select * from nervos_hashrate limit 1

[

      {     
            'time': '2019-11-21T17:48:09.097825773Z', 
            'current_epoch_average_block_time': None, 
            'current_epoch_difficulty': 1598481419305342, 
            'hash_rate': '135299530429.022742604569512264281101267', 
            'id': '1574358452', 
            'tip_block_time': 29863, 
            'type': 'index_statistic'
      }
]

Description

Nervos block has a frequency of 10 minutes and data time range is from 2019-11-21 17:39:36.469853695 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp

current_epoch_average_block_time string current_epoch_difficulty integer hash_rate string id string tip_block_time integer type

Data Sanity

No downtime.

API Reference

GET https://api.explorer.nervos.org/api/v1/statistics/

API Query Parameters

Not required.

API Response Schema

No inforamtion.

Tether

Tether is a blockchian

Tether Richlist

-- fetch data
select * from tether_richlist limit 1

[
{'time': '2019-10-10T20:13:13.319694911Z', 
'Address': '1FoWyxwPXuj4C6abqwhjDWdz6D4PZgYRjA', 
'Amount': None, 
'Balance': '372,673,332', 
'Last Movement(UTC)': 'Oct 10 01:50 PM', 
'Remark': 'Binance', 
'Update Time': None
]

Description

Tezos richlist has a frequency of 1 hour and data time range is from 2019-10-10 20:13:13.319694911Z till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp

Address string Amount float Balance string Last Movement(UTC) string Remark string Update Time string

Data Sanity

No downtime.

Webscrapy

The data is collected thourgh webscrapying and the website

Tezos

Tezos is a blockchain.

Tezos Leaderboard

-- fetch data
select * from tezos_leaderboard limit 1

[
        {
            "time": "2020-02-04 05:46:48.567547",
            "current_timestamp": 2020-02-04 05:46:48.467547"
            "delegators": 65,
            "fees": 25.00% ,
            "rank": 1,
            "staked_amount": 46615903,
            "staked_amount_percentage": 0.07200000000000001,
            "validator_address": "tz1irJKkXS2DBWkU1NnmFQx1c1L7pbGg4yhk"",
            "validator_name": "Coinbase Custody"
          }
]

Description

Tezos leaderboard has a frequency of 1 hour and data time range is from 2020-02-04 05:46:48.467547 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp

current_timestamp string delegators string fees string rank integer staked_amount float staked_amount_percentage float validator_address string validator_name string

Data Sanity

No downtime.

Webscrapy

The data is collected thourgh webscrapying and the website

Aggregate Exchange

All data in this section is aggregated all exchange, i.e. open interest through out all exchanges.

Open Interest

-- fetch data
select * from exchange_open_interest limit 1

[

 {
   "time": "2020-04-11 01:50:00",
   "coin_denominated_open_interest":964669183078.0453,
   "coin_denominated_symbol": "XRP",
   "contract_exchange": "Bitmex",
   "contract_symbol": "XRPM20",
   "usd_denominated_open_interest": 26451229
 }

]

Description

OPen Interets has a frequency of 1 minute and data time range is from 2020-04-11 01:50:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	data timestamp
coin_denominated_open_interest	float
usd_denominated_open_interest	float
contract_symbol	string	tag values
contract_exchange	string	tag values

Tag Values

contract_symbol (snaphot & symbols are subject to change): 'ADA-0626', 'ADA-PERP', 'ADAM20', 'ADAUSDT', 'ALGO-0626', 'ALGO-PERP', 'ALT-0626', 'ALT-PERP', 'ATOM-0626', 'ATOM-PERP', 'ATOMUSDT', 'BATUSDT', 'BCH-0626', 'BCH-PERP', 'BCH-USD', 'BCH-USD-200417', 'BCH-USD-200424', 'BCH-USD-200501', 'BCH-USD-200626', 'BCH-USD-200925', 'BCH-USD-SWAP', 'BCH-USDT-200417', 'BCH-USDT-200424', 'BCH-USDT-200501', 'BCH-USDT-200626', 'BCH-USDT-200925', 'BCH-USDT-SWAP', 'BCH200417', 'BCH200424', 'BCH200501', 'BCH200626', 'BCHM20', 'BCHUSDT', 'BERNIE', 'BIDEN', 'BLOOMBERG', 'BNB-0626', 'BNB-PERP', 'BNBUSDT', 'BSV-0626', 'BSV-PERP', 'BSV-USD', 'BSV-USD-200417', 'BSV-USD-200424', 'BSV-USD-200501', 'BSV-USD-200626', 'BSV-USD-200925', 'BSV-USD-SWAP', 'BSV-USDT-200417', 'BSV-USDT-200424', 'BSV-USDT-200501', 'BSV-USDT-200626', 'BSV-USDT-200925', 'BSV-USDT-SWAP', 'BSV200417', 'BSV200424', 'BSV200501', 'BSV200626', 'BTC-0626', 'BTC-0925', 'BTC-11APR20-6375-C', 'BTC-11APR20-6375-P', 'BTC-11APR20-6500-C', 'BTC-11APR20-6500-P', 'BTC-11APR20-6625-C', 'BTC-11APR20-6625-P', 'BTC-11APR20-6750-C', 'BTC-11APR20-6750-P', 'BTC-24APR20-3000-C', 'BTC-24APR20-3000-P', 'BTC-24APR20-3500-C', 'BTC-24APR20-3500-P', 'BTC-24APR20-4000-C', 'BTC-24APR20-4000-P', 'BTC-MOVE-0413', 'BTC-MOVE-0414', 'BTC-MOVE-0415', 'BTC-MOVE-0416', 'BTC-MOVE-0417', 'BTC-MOVE-0418', 'BTC-MOVE-0419', 'BTC-MOVE-0420', 'BTC-MOVE-0421', 'BTC-MOVE-2020Q2', 'BTC-MOVE-2020Q3', 'BTC-MOVE-2020Q4', 'BTC-MOVE-WK-0417', 'BTC-MOVE-WK-0424', 'BTC-MOVE-WK-0501', 'BTC-MOVE-WK-0508', 'BTC-MOVE-WK-0515', 'BTC-PERP', 'BTC-PERPETUAL', 'BTC-USD', 'BTC-USD-200417', 'BTC-USD-200424', 'BTC-USD-200501', 'BTC-USD-200626', 'BTC-USD-200925', 'BTC-USD-SWAP', 'BTC-USDT-200417', 'BTC-USDT-200424', 'BTC-USDT-200501', 'BTC-USDT-200626', 'BTC-USDT-200925', 'BTC-USDT-SWAP', 'BTC200417', 'BTC200424', 'BTC200501', 'BTC200626', 'BTCUSDT', 'BTMX-0626', 'BTMX-PERP', 'DASH-USD-SWAP', 'DASH-USDT-SWAP', 'DASHUSDT', 'DOGE-0626', 'DOGE-PERP', 'DRGN-0626', 'DRGN-PERP', 'EOS-0626', 'EOS-PERP', 'EOS-USD', 'EOS-USD-200417', 'EOS-USD-200424', 'EOS-USD-200501', 'EOS-USD-200626', 'EOS-USD-200925', 'EOS-USD-SWAP', 'EOS-USDT-200417', 'EOS-USDT-200424', 'EOS-USDT-200501', 'EOS-USDT-200626', 'EOS-USDT-200925', 'EOS-USDT-SWAP', 'EOS200417', 'EOS200424', 'EOS200501', 'EOS200626', 'EOSM20', 'EOSUSDT', 'ETC-0626', 'ETC-PERP', 'ETC-USD', 'ETC-USD-200417', 'ETC-USD-200424', 'ETC-USD-200501', 'ETC-USD-200626', 'ETC-USD-200925', 'ETC-USD-SWAP', 'ETC-USDT-200417', 'ETC-USDT-200424', 'ETC-USDT-200501', 'ETC-USDT-200626', 'ETC-USDT-200925', 'ETC-USDT-SWAP', 'ETC200417', 'ETC200424', 'ETC200501', 'ETC200626', 'ETCUSDT', 'ETH-0626', 'ETH-11APR20-145-C', 'ETH-11APR20-145-P', 'ETH-11APR20-150-C', 'ETH-19APR20-185-C', 'ETH-19APR20-185-P', 'ETH-19APR20-190-C', 'ETH-19APR20-190-P', 'ETH-19APR20-195-C', 'ETH-19APR20-195-P', 'ETH-1MAY20-120-C', 'ETH-1MAY20-120-P', 'ETH-1MAY20-130-C', 'ETH-1MAY20-130-P', 'ETH-1MAY20-140-C', 'ETH-1MAY20-140-P', 'ETH-1MAY20-150-C', 'ETH-1MAY20-150-P', 'ETH-1MAY20-160-C', 'ETH-1MAY20-160-P', 'ETH-1MAY20-170-C', 'ETH-1MAY20-170-P', 'ETH-1MAY20-180-C', 'ETH-1MAY20-180-P', 'ETH-1MAY20-190-C', 'ETH-29MAY20-80-C', 'ETH-29MAY20-80-P', 'ETH-29MAY20-90-C', 'ETH-29MAY20-90-P', 'ETH-PERP', 'ETH-PERPETUAL', 'ETH-USD', 'ETH-USD-200417', 'ETH-USD-200424', 'ETH-USD-200501', 'ETH-USD-200626', 'ETH-USD-200925', 'ETH-USD-SWAP', 'ETH-USDT-200417', 'ETH-USDT-200424', 'ETH-USDT-200501', 'ETH-USDT-200626', 'ETH-USDT-200925', 'ETH-USDT-SWAP', 'ETH200417', 'ETH200424', 'ETH200501', 'ETH200626', 'ETHM20', 'ETHUSD', 'ETHUSDT', 'EXCH-0626', 'EXCH-PERP', 'HT-0626', 'HT-PERP', 'IOSTUSDT', 'IOTAUSDT', 'LEO-0626', 'LEO-PERP', 'LINK-0626', 'LINK-PERP', 'LINK-USD', 'LINK-USD-SWAP', 'LINK-USDT-SWAP', 'LINKUSDT', 'LTC-0626', 'LTC-PERP', 'LTC-USD', 'LTC-USD-200417', 'LTC-USD-200424', 'LTC-USD-200501', 'LTC-USD-200626', 'LTC-USD-200925', 'LTC-USD-SWAP', 'LTC-USDT-200417', 'LTC-USDT-200424', 'LTC-USDT-200501', 'LTC-USDT-200626', 'LTC-USDT-200925', 'LTC-USDT-SWAP', 'LTC200417', 'LTC200424', 'LTC200501', 'LTC200626', 'LTCM20', 'LTCUSDT', 'MATIC-0626', 'MATIC-PERP', 'MID-0626', 'MID-PERP', 'NEO-USD-SWAP', 'NEO-USDT-SWAP', 'NEOUSDT', 'OKB-0626', 'OKB-PERP', 'ONTUSDT', 'PAXG-0626', 'PAXG-PERP', 'PETE', 'PRIV-0626', 'PRIV-PERP', 'QTUMUSDT', 'SHIT-0626', 'SHIT-PERP', 'TOMO-0626', 'TOMO-PERP', 'TRUMP', 'TRX-0626', 'TRX-PERP', 'TRX-USD', 'TRX-USD-200417', 'TRX-USD-200424', 'TRX-USD-200501', 'TRX-USD-200626', 'TRX-USD-200925', 'TRX-USD-SWAP', 'TRX-USDT-200417', 'TRX-USDT-200424', 'TRX-USDT-200501', 'TRX-USDT-200626', 'TRX-USDT-200925', 'TRX-USDT-SWAP', 'TRX200417', 'TRX200424', 'TRX200501', 'TRX200626', 'TRXM20', 'TRXUSDT', 'TRYB-0626', 'TRYB-PERP', 'USDT-0626', 'USDT-PERP', 'VETUSDT', 'WARREN', 'XAUT-0626', 'XAUT-PERP', 'XBTM20', 'XBTU20', 'XBTUSD', 'XLMUSDT', 'XMRUSDT', 'XRP-0626', 'XRP-PERP', 'XRP-USD', 'XRP-USD-200417', 'XRP-USD-200424', 'XRP-USD-200501', 'XRP-USD-200626', 'XRP-USD-200925', 'XRP-USD-SWAP', 'XRP-USDT-200417', 'XRP-USDT-200424', 'XRP-USDT-200501', 'XRP-USDT-200626', 'XRP-USDT-200925', 'XRP-USDT-SWAP', 'XRP200417', 'XRP200424', 'XRP200501', 'XRP200626', 'XRPM20', 'XRPUSD', 'XRPUSDT', 'XTZ-0626', 'XTZ-PERP', 'XTZUSDT', 'ZECUSDT'

contract_exchange: 'Binance', 'Bitmex', 'Deribit', 'FTX', 'Huobi', 'Okex'

Data Sanity

OKEX all USDT tickers's USD denominated open interest is not corrected untill 1588352536827448309/ 2020-05-01 17:02:16.

API Reference

Binance: Check Binance open interest api

Bitmex: Check Bitmex open interest api

Bybit Check Bybit open interest api

Deribit: Check Deribit open interest api

FTX: Check FTX open interest api

Huobi: Check Huobi open interest api

Okex: Chexk Okex open interest api

Futures Market Data

Refinitiv

CME Group

-- fetch tickers
select * from cme_futures_index

Description

CME futures index has a frequency of 1 minute and data time range is from 2020-04-15 18:35:17 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
change	string
close	string
code	string
exchangeCode	string
expirationDate	string
expirationMonth	string
high	string
highLimit	string
hoghLowLimits	string
last	string
low	string
lowLimit	string
open	string
percentageChange	string
priorSettle	string
productCode	string
productId	integer
productName	string
updated	string
volume	string
symbol	string	tag values

Tag Values

Symbol: BTCJ0, BTCK0, BTCM0, BTCN0, BTCQ0, BTCU0, BTCV0, BTCZ0, BTCZ1

Data Sanity

No downtime.

API Reference

GET https://www.cmegroup.com/CmeWS/mvc/Quotes/Future/8478/G?quoteCodes=null

API Query Parameters

Not required.

API Response Schema

No information.

Commodity Futures Trading Commission

-- fetch tickers
select * from cftc_futures_report

Description

CFTC futures report has a frequency of 1 week and data time range is from 1986-01-15 00:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database time
As_of_Date_In_Form_YYMMDD	integer
CFTC_Commodity_Code	integer
CFTC_Market_Code	string
CFTC_Region_Code	integer
Change_in_Comm_Long_All	float
Change_in_Comm_Short_All	float
Change_in_NonComm_Long_All	float
Change_in_NonComm_Short_All	float
Change_in_NonComm_Spead_All	float
Change_in_NonRept_Long_All	float
Change_in_NonRept_Short_All	float
Change_in_Open_Interest_All	float
Change_in_Tot_Rept_Long_All	float
Change_in_Tot_Rept_Short_All	float
Comm_Positions_Long_All	integer
Comm_Positions_Long_Old	integer
Comm_Positions_Long_Other	integer
Comm_Positions_Short_All	integer
Comm_Positions_Short_Old	integer
Comm_Positions_Short_Other	integer
Conc_Gross_LE_4_TDR_Long_All	float
Conc_Gross_LE_4_TDR_Long_Old	float
Conc_Gross_LE_4_TDR_Long_Other	float
Conc_Gross_LE_4_TDR_Short_All	float
Conc_Gross_LE_4_TDR_Short_Old	float
Conc_Gross_LE_4_TDR_Short_Other	float
Conc_Gross_LE_8_TDR_Long_All	float
Conc_Gross_LE_8_TDR_Long_Old	float
Conc_Gross_LE_8_TDR_Long_Other	float
Conc_Gross_LE_8_TDR_Short_All	float
Conc_Gross_LE_8_TDR_Short_Old	float
Conc_Gross_LE_8_TDR_Short_Other	float
Conc_Net_LE_4_TDR_Long_All	float
Conc_Net_LE_4_TDR_Long_Old	float
Conc_Net_LE_4_TDR_Long_Other	float
Conc_Net_LE_4_TDR_Short_All	float
Conc_Net_LE_4_TDR_Short_Old	float
Conc_Net_LE_4_TDR_Short_Other	float
Conc_Net_LE_8_TDR_Long_All	float
Conc_Net_LE_8_TDR_Long_Old	float
Conc_Net_LE_8_TDR_Long_Other	float
Conc_Net_LE_8_TDR_Short_All	float
Conc_Net_LE_8_TDR_Short_Old	float
Conc_Net_LE_8_TDR_Short_Other	float
Contract_Units	string
Market_and_Exchange_Names	string
NonComm_Positions_Long_All	integer
NonComm_Positions_Long_Old	integer
NonComm_Positions_Long_Other	integer
NonComm_Positions_Short_All	integer
NonComm_Positions_Short_Old	integer
NonComm_Positions_Short_Other	integer
NonComm_Positions_Spread_Old	integer
NonComm_Positions_Spread_Other	integer
NonComm_Postions_Spread_All	integer
NonRept_Positions_Long_All	integer
NonRept_Positions_Long_Old	integer
NonRept_Positions_Long_Other	integer
NonRept_Positions_Short_All	integer
NonRept_Positions_Short_Old	integer
NonRept_Positions_Short_Other	integer
Open_Interest_All	integer
Open_Interest_Old	integer
Open_Interest_Other	integer
Pct_of_OI_Comm_Long_All	float
Pct_of_OI_Comm_Long_Old	float
Pct_of_OI_Comm_Long_Other	float
Pct_of_OI_Comm_Short_All	float
Pct_of_OI_Comm_Short_Old	float
Pct_of_OI_Comm_Short_Other	float
Pct_of_OI_NonComm_Long_All	float
Pct_of_OI_NonComm_Long_Old	float
Pct_of_OI_NonComm_Long_Other	float
Pct_of_OI_NonComm_Short_All	float
Pct_of_OI_NonComm_Short_Old	float
Pct_of_OI_NonComm_Short_Other	float
Pct_of_OI_NonComm_Spread_All	float
Pct_of_OI_NonComm_Spread_Old	float
Pct_of_OI_NonComm_Spread_Other	float
Pct_of_OI_NonRept_Long_All	float
Pct_of_OI_NonRept_Long_Old	float
Pct_of_OI_NonRept_Long_Other	float
Pct_of_OI_NonRept_Short_All	float
Pct_of_OI_NonRept_Short_Old	float
Pct_of_OI_NonRept_Short_Other	float
Pct_of_OI_Tot_Rept_Long_All	float
Pct_of_OI_Tot_Rept_Long_Old	float
Pct_of_OI_Tot_Rept_Long_Other	float
Pct_of_OI_Tot_Rept_Short_All	float
Pct_of_OI_Tot_Rept_Short_Old	float
Pct_of_OI_Tot_Rept_Short_Other	float
Pct_of_Open_Interest_All	integer
Pct_of_Open_Interest_Old	integer
Pct_of_Open_Interest_Other	integer
Tot_Rept_Positions_Long_All	integer
Tot_Rept_Positions_Long_Old	integer
Tot_Rept_Positions_Long_Other	integer
Tot_Rept_Positions_Short_All	integer
Tot_Rept_Positions_Short_Old	integer
Tot_Rept_Positions_Short_Other	integer
Traders_Comm_Long_All	integer
Traders_Comm_Long_Old	integer
Traders_Comm_Long_Other	integer
Traders_Comm_Short_All	integer
Traders_Comm_Short_Old	integer
Traders_Comm_Short_Other	integer
Traders_NonComm_Long_All	integer
Traders_NonComm_Long_Old	integer
Traders_NonComm_Long_Other	integer
Traders_NonComm_Short_All	integer
Traders_NonComm_Short_Old	integer
Traders_NonComm_Short_Other	integer
Traders_NonComm_Spead_Old	integer
Traders_NonComm_Spread_All	integer
Traders_NonComm_Spread_Other	integer
Traders_Tot_All	integer
Traders_Tot_Old	integer
Traders_Tot_Other	integer
Traders_Tot_Rept_Long_All	integer
Traders_Tot_Rept_Long_Old	integer
Traders_Tot_Rept_Long_Other	integer
Traders_Tot_Rept_Short_All	integer
Traders_Tot_Rept_Short_Old	integer
Traders_Tot_Rept_Short_Other	integer
CFTC_Contract_Market_Code	string	tag Values

Tag values

CFTC_Contract_Market_Code (Market codes are subject to change): 001601, 001602, 00160F, 001611, 001612, 001621, 001623, 001624, 001626, 001627, 001631, 002601, 002602, 002603, 002631, 004601, 004603, 005601, 005602, 005603, 005631, 006261, 006265, 006268, 00626F, 00626U, 006391, 006392, 006393, 00639H, 00639U, 00639V, 00639W, 00639X, 00639Y, 00639Z, 0063A1, 0063A2, 0063A3, 0063A4, 0063AA, 0063AB, 0063AD, 0063AM, 0063AN, 0063AQ, 0063AR, 0063AS, 0063B1, 0063BD, 0063BF, 0063BY, 0063CA, 0063CC, 0063CD, 0063CH, 0063CJ, 0063CL, 0063D9, 0063DB, 0063DJ, 0063DK, 0063DL, 0063DN, 0063DP, 006GEC, 007601, 007631, 014601, 020601, 020604, 020631, 021397, 02141B, 02141C, 02141R, 02141V, 02165A, 02165B, 02165C, 02165E, 02165G, 02165H, 02165I, 02165J, 02165K, 02165L, 02165R, 02165T, 021A17, 021A18, 021A19, 021A28, 021A29, 021A35, 021A56, 022651, 02265J, 02265T, 02265U, 02265V, 022A05, 022A09, 022A13, 022A18, 022A22, 022A24, 022A26, 022A60, 022A62, 022A66, 023391, 023392, 023393, 023394, 023395, 023396, 023397, 023398, 023399, 02339E, 02339Q, 02339U, 02339W, 02339Y, 0233A2, 0233A3, 0233A5, 0233A6, 0233A8, 0233AG, 0233AH, 0233AM, 0233AN, 0233AQ, 0233AT, 0233AW, 0233AY, 0233B1, 0233B7, 0233BA, 0233BB, 0233BC, 0233BD, 0233BH, 0233BL, 0233BM, 0233BQ, 0233BW, 0233BY, 0233C1, 0233C9, 0233CG, 0233CH, 0233CS, 0233CU, 0233CV, 0233CW, 0233CY, 0233CZ, 0233D4, 0233DR, 0233DT, 0233DW, 0233E5, 0233EB, 0233ED, 023611, 023651, 023653, 023655, 02365A, 02365B, 02365C, 02365D, 02365E, 02365F, 02365G, 02365J, 02365K, 02365L, 02365M, 02365N, 02365O, 02365P, 02365S, 02365T, 023A09, 023A10, 023A12, 023A13, 023A26, 023A37, 023A39, 023A55, 023A56, 023A85, 023P01, 023P02, 023P03, 024651, 024652, 024653, 024656, 024658, 025601, 025608, 025651, 025652, 026603, 029641, 029642, 03265A, 03265B, 03265C, 03265J, 032741, 033661, 035650, 035651, 035652, 035653, 035654, 035655, 035656, 035657, 035658, 03565B, 03565C, 037642, 039601, 039781, 040701, 041741, 042601, 042661, 043602, 043607, 044601, 044661, 045601, 045741, 045L2T, 047741, 048741, 049601, 049741, 050641, 050642, 052641, 052644, 052645, 052732, 052733, 052734, 054641, 054642, 056641, 056642, 057642, 058641, 058643, 060611, 061641, 06260E, 063642, 063731, 064363, 064391, 064392, 064394, 064395, 064396, 06439A, 06439B, 06439C, 06439E, 06439F, 06439K, 06439L, 06439N, 06439R, 0643A5, 0643A7, 0643A8, 0643AF, 0643AP, 0643AT, 0643AU, 0643AZ, 0643B1, 0643B3, 0643B9, 0643BA, 0643BC, 0643BE, 0643BF, 0643BG, 0643BM, 0643BR, 0643BS, 0643BT, 0643BW, 0643BX, 0643BY, 0643BZ, 0643C3, 0643C4, 0643C7, 0643C8, 0643CB, 0643CC, 0643CJ, 0643CK, 0643CL, 0643CM, 0643CN, 0643CR, 0643CU, 0643CV, 0643CZ, 0643D1, 0643D4, 0643D5, 0643D7, 0643D8, 0643DB, 0643DC, 0643DF, 0643DK, 0643DL, 0643DM, 0643EA, 0643F1, 0643F2, 0643F3, 0643IB, 0643ID, 064651, 064652, 064653, 064654, 064655, 064657, 064658, 06465A, 06465B, 06465C, 06465H, 06465I, 06465K, 06465M, 06465N, 06465O, 06465P, 06465S, 06465T, 064A01, 064A02, 064A34, 064A35, 064A38, 064A39, 064A42, 064A48, 064A49, 064A50, 064A51, 064A52, 064A53, 064A54, 064A55, 064A56, 064A57, 064A58, 064A59, 064A60, 064A61, 064A62, 064A63, 064A64, 064A65, 064A66, 064A67, 064A68, 064A69, 064A71, 064A78, 064A79, 064A80, 064A82, 064A84, 064A85, 064A87, 064A88, 064AAA, 064AAB, 064BFI, 064BFJ, 064C52, 064C74, 064C75, 064C76, 064C77, 064C78, 064C79, 064C86, 064C87, 064C88, 064CXO, 064CXP, 064DEU, 064DEW, 064DLW,064DLX, 064DPQ, 064DPR, 064EAS, 064EJI, 064EJJ, 064ERM, 064ERN, 064EUY, 064EUZ, 064EVG, 064EVH, 064EWU, 064EXE, 064EXF, 064FHK, 064FHL, 064FJY, 064FKA, 064FKB, 064FKC, 064FKD, 064FKE, 064FKF, 064FZA, 064FZB, 064GAA, 064HZR, 064IAN, 066411, 066413, 066416, 06641A, 06641D, 06641F, 06641G, 06641H, 066651, 066652, 066653, 066654, 066655, 066657, 06665A, 06665B, 06665G, 06665O, 06665P, 06665Q, 06665R, 06665S, 06665T, 06665W, 06665Z, 066A19, 067411, 06741Q, 06741R, 06741G, 06741R, 06742R, 06742T, 06742U, 067651, 067653, 067655, 06765A, 06765G, 06765I, 06765J, 06765L, 06765M, 06765N, 06765O, 06765T, 0676A5, 067A49, 067A71, 067A75, 067DUI, 073732, 075651, 076651, 080732, 080734, 083731, 084602, 084605, 084691, 085691,085692, 088604, 088606, 088691, 089741, 090741, 091741, 092741, 092772, 094741, 094742, 094743, 094771, 095741, 096742, 097741, 097772, 097811, 098661, 098662, 099661, 099741, 102741, 105741, 111415, 111651, 111652, 111655, 11165J, 11165K, 11165L, 111A11, 111A31, 111A34, 111A41, 111A47, 112661, 112741, 116661, 1170E1, 120602, 120741, 121601, 122741, 12460+, 124601, 124603, 124606, 132741, 1330E1, 133741, 134741, 134742, 135731, 136611, 136612, 137611, 13874+, 138741, 138747, 138748, 138749, 13874A, 13874C, 13874E, 13874F, 13874G, 13874H, 13874J, 13874N, 13874I, 13874V, 148771, 148776, 148777, 151602, 1601, 1611, 16164H, 1621, 1624, 16264C, 16264H, 1631, 191651, 191691, 191693, 161694, 192651, 194741, 195651, 196661,196741, 197741, 20601, 20631, 209601, 20974+, 209741, 209742, 210741, 218771, 221602, 223771, 22651, 232661, 232741, 23651, 238621, 239741, 239742, 239744, 239771, 239772, 239773, 239777, 23977A, 23977C, 240741, 240743, 244041, 244042, 244741, 244742, 246601, 246602, 2446605, 246606, 247601, 247602, 249601, 251601, 252601, 252691, 253601, 255691, 256741, 2601, 260741, 261P05, 261P07, 261P08, 261P09, 26265A, 26265D, 2631, 263601, 26603, 266741, 267741, 270741, 271741, 272741, 294661, 299661, 299741, 30653, 32741, 332661, 33661, 33663, 338741, 33874A, 343601, 344601, 355691, 390741, 392261, 394741, 39601, 399661, 399741, 40701, 41741, 42601, 42661, 432661, 43602, 43874A, 44601, 44661, 44662, 45601, 4601, 492661, 494661, 499661, 52731, 531601, 532601, 54631, 54641, 5601, 5631, 56641, 57642, 58641, 594661, 597741, 597742, 599661, 60611, 61641, 62601, 63731, 66651, 66752, 67651, 67652, 694661, 70642, 71604, 73732, 75671, 76691, 794661, 799661, 80732, 80733, 80734, 80735, 83731, 84602, 84691, 85691, 85692, 86465A, 86465C, 86465D, 86465K, 86565A, 86565C, 86565D, 86565G, 86565N, 86665A, 86665B, 86665E, 86665G, 86765A, 86665C, 869652, 869654, 88604, 88691, 88741, 90741, 91741, 91811, 92741, 92811, 94741, 94742, 93743, 94771, 94811, 96741, 96742, 967652, 967654, 96765A, 97741, 98661, 98662, 99661, 99741, ZB9105.

Data Sanity

Data is fetched through all historical data in the website.

Investing

-- fetch funding rate
select * from sp500_futures

[

 {
   "time": "2020-01-23T16:47:38Z",
   "CLose":915.25,
   "High": 934.25,
   "Low": 916.75,
   "Open": 933.75,
   "Volume": 11387
 }

]

Description

S&P 500 futures index has a frequency of 1 second and data time range is from 1990-02-15 00:00:00 till now. Collectors are continously runing in two hosts.

Data Schema

fieldName	fieldType	description
time	string	default database timestamp
Date	string	data timestamp
Close	float
High	float
Low	float
Open	float
Volume	float

Data Sanity

No downtime.

API Reference

GET https://www.investing.com/instruments/HistoricalDataAjax

API Query Parameters

Parameters {"curr_id":8839, "smllD":500066, "st_date":start_date, "end_date":end_date, "interval_sec":"Daily", "sort_col":"date", "sort_ord":"DESC"}

API Response Schema

No information.