How to Get Historical and Real-Time Crypto Data From Multiple Exchanges

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To claim the cryptocurrency market is thriving is like saying nothing at all. Just ten years ago, there were approximately 50 different cryptocurrencies in circulation; today, there are over 13,000. According to Forbes, users can trade them on over 600 cryptocurrency exchanges. Only Binance, the largest of these, has 170 million registered users globally by 2023. The Binance daily trading volume is $22,573,063,014. The overall market capitalisation of all cryptocurrencies is $1.32 trillion and increasing.

How to Get Historical and Real-Time Crypto Data From Multiple Exchanges
How to Get Historical and Real-Time Crypto Data From Multiple Exchanges

 

Why is crypto data collection important?

As a result, it’s not surprising that an increasing number of digital products related to cryptocurrency trading are entering the market: wallets, crypto trading bots, portfolio management solutions, crypto tax and accounting solutions, and so on. Businesses want to give their users with the most accurate information so that they may make informed decisions. Academic study and analysis are now being conducted on cryptocurrency markets. As a result, the question arises: how to obtain historical and real-time cryptocurrency data from numerous exchanges? As is usually the case, the answer is determined on your requirements and the goal of the data collecting.

Data availability in cryptocurrency
Some information is best obtained directly from the source, such as a bitcoin exchange. So, if you require the current Bitcoin price on Kraken, all you have to do is go directly to the platform. That was the easiest part. The tough part begins when you need aggregated historical data. It becomes even more difficult when you try various exchanges for different cryptocurrencies. Another challenge is gathering crypto data in real time.

How can I access historical and real-time cryptocurrency data?

There are three well-established methods for collecting complex crypto data. Below, we detail which one to use based on the specific conditions.

Method 1: Official APIs:

Most cryptocurrency trading platforms have official APIs that give users access to historical and current data on prices, trading volumes, and other pertinent information. These APIs are often well-documented and provide a reliable way to acquire data straight from the exchanges. Advantages include immediate access to real-time and historical data, which is frequently free up to a certain consumption limit and is both dependable and safe.

However, this technique is only suitable if you require data from one or two exchanges. Also, if you have software and development skills. Integration with an exchange, as well as upkeep, can be hard and time-consuming.

Furthermore, rate constraints can limit the quantity of data that you can get at once. There is one more issue to consider. Data obtained from many exchanges may be non-standardized, making comparison problematic.

Pros of official APIs

1: Historical data
2: Real-time data
3: Helpful documentation
4: Security

Cons of official APIs

. Long integration time
. High integration costs
. Non-standardized data

Method 2: Flat files


This solution is most commonly used by colleges and analysts who do not want to integrate through APIs. Flat files are organised data files that bring together relevant historical information and preserve it in CSV format .
This is the simplest way to obtain the data because you simply enter the specific information you require and the time range from which it should be retrieved. You then make the payment and obtain the file. Cryptotick is a utility that generates flat files. It provides you with tick-by-tick data, which is necessary for backtesting trading techniques and understanding prior market circumstances.

Pros of flat files:

. Quick and easy
. No need for integration
. No need for developer hours
. Well-organized data
. A wide array of data types

Cons of flat files:

. No real-time data

Method 3: Market Data API

In Method One, we discussed connecting to exchanges via APIs, which is time-consuming when integrating with many platforms. Fortunately, you may utilise the Market Data API instead. It is a platform from a third-party provider, such as CoinAPI, that is already linked to hundreds of cryptocurrency exchanges. To access them all at once, all you need is one API connection .

Read the whole guide to CoinAPI’s bitcoin data API .

Market Data API provides both historical and real-time data from several exchanges. It offers quotes, trades, indices, order books, and the ability to follow multiple cryptocurrency prices in one spot. The data is standardised, which means it follows the same format across multiple exchanges, making it easier to use and analyse .

Another advantage is that you don’t have to spend development time integrating and managing connections. CoinAPI connects to exchanges using REST APIs, Websockets, or the FIX protocol, whatever one the exchange supports. It is also in charge of high-level maintenance and guaranteeing low latency in the transport of real-time data.

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