I offer for free use part of the infrastructure from my own arsenal. Separate service i launched specifically for Smartlab users. I hope someone will find it useful. Cryptocurrency derivatives and spot markets data. There are all the main sites. Deals feeds are listened, volumes are converted to USD, grouped and sent to subscribers' web sockets in the form of JSON documents. Inside contains both basic information and a bunch of different metrics. Somehow:
- indicator of toxicity of demand
- interest rates in futures price
- weighted prices
- sum and volume difference
related article: He was bullied at school but now lives a lavish lifestyle thanks to trading in Bitcoin and other cryptocurrency
There is a subscription to the minute data frames and the stream of the every second index price. If the service is in demand and will not burden me, it will work constantly.
Using the standard API, connection and several subscriptions:
related article: Australian investor bought a 2,800sqm property in Charleville with money he earned by innovative financial tool
ws: //vps802263.ovh.net: 8080 / SmartLab /
{event: ‘updSubscription’, name: ‘BTCi05’, add: true, cid: 0}
{event: ‘updSubscription’, name: ‘BTCt1m’, add: true, cid: 0}
{event: ‘ping’, cid: 0}
Example of a minute frame:
<code id = "data_elem"> { "event": "time_frame", "name": "BTCt1m", "frame_size": 60000, "base": { "sequence": 64, "price": 5760.186818181818, "UTC": 1584625623974.838, "UTCs": "2020-03-19 13:47:03" }, "augment": { "price": 4.243181818181256, "time": 60010.075439453125, "volume": 14249720.72478677, "dvolume": 617998.9250846342, "qty": 6818, "dqty": 370, "prc": 0.07366396181436005, "xvolume": 2473.8296125757674, "dxvolume": 107.28800030129983 }, "pvt": 5449658407.482548, "slice": { "summ": 0.01013329178493869, "summ2": 0.10867270409221169, "buy": 0.00010701344946503717, "sell": 0.00007658710754934937 }, "advanced": { "volume": -23356585.115530062, "qty": 3315, "dlog": 0.10385014020000227, "log": 0.08679282212637318, "dpin": 5, "logtime": 4.094512472115331 }, "ema": { "envqty30": 612.9046260485029, "envqty300": 584.8939261367891, "qty30": 182.94514349814065, "qty300": 184.9781853069827, "domination30": 42.584746489888616, "domination300": 45.306823544219725 }, "pin": { "time": 0, "volume": 4, "qty": 5, "price": 3 }, "wap": { "time": 5757.065215251463, "custom": 5756.755975774189, "volume": 5754.458779269313, "qty": 5756.370645691236 }, "meta": { "trade_latency": 0.017941878574724665, "frame_latency": 0.1495319902896881, "frame_latency_env": 0.32087501883506775 }, "environment": { "qpin": -1, "qty": 23633, "domination": 41, "qwapBitmex": 5778.161338661339, "qwapDeribit": 5779.224576271186, "futures": { "hbdm": { "BTC": { "stake": 0.8672854264492545, "CW": 5775.003921669141, "NW": 5752.161759317922, "CQ": 5743.259297875158 }, "ETH": { "stake": 0.9698528071317697, "CW": 125.49541932290943, "NW": 125.09158155947371, "CQ": 125.32041301574482 }, "EOS": { "stake": 0.6411571920756035, "CW": 2.0778278199545968, "NW": 2.0597485674326688, "CQ": 2.042700825957555 }, "LTC": { "stake": 0.528551240592969, "CW": 36.04224713585396, "NW": 35.606873006086545, "CQ": 35.171464961000154 }, "BCH": { "stake": 0.7184502333631116, "CW": 189.8523539040619, "NW": 188.6929941517511, "CQ": 187.45939196255338 }, "XRP": { "stake": 0.45460052330381595, "CW": 0.15428983837668095, "NW": 0.15232185826902475, "CQ": 0.14966488564187375 }, "ETC": { "stake": 0.4482455206045448, "CW": 4.75996559671845, "NW": 4.73931784857574, "CQ": 4.583285732614345 }, "TRX": { "stake": 0.530048324588686, "CW": 0.010800070125743435, "NW": 0.010755194808539259, "CQ": 0.010507450409708222 }, "BSV": { "stake": 0.43475697460118906, "CW": 125.2737132484613, "NW": 124.38020158638582, "CQ": 120.85693338509712 } }, "okexfut": { "xrp": { "stake": 0.4459476734834493, "this_week": 0.15448028943683198, "next_week": 0.1525966751218537, "quarter": 0.149707864107849, "bi_quarter": 0.14782445250407858 }, "btc": { "stake": 0.8922067552809801, "this_week": 5775.445509850609, "next_week": 5759.946467462293, "quarter": 5750.185172977109, "bi_quarter": 5774.739221614085 }, "ltc": { "stake": 0.5171206353929464, "this_week": 36.041403316983285, "next_week": 35.65448319164488, "quarter": 35.136677028129576, "bi_quarter": 34.78810126126878 }, "eth": { "stake": 1.0368877668671246, "this_week": 125.52705938407517, "next_week": 125.03882992731053, "quarter": 125.62207174030829, "bi_quarter": 125.6886503189597 }, "etc": { "stake": 0.47900398205479156, "this_week": 4.769195314306392, "next_week": 4.720873270729219, "quarter": 4.633544457211092, "bi_quarter": 4.600570206960877 }, "bch": { "stake": 0.6030577645120817, "this_week": 190.45736554351325, "next_week": 188.70200405544597, "quarter": 186.7971374528021, "bi_quarter": 187.5767914121546 }, "bsv": { "stake": 0.4413951290848324, "this_week": 125.28686873891832, "next_week": 124.1515330880141, "quarter": 121.17975563227817, "bi_quarter": 120.88999813578319 }, "eos": { "stake": 0.5627877908487343, "this_week": 2.0791855004588182, "next_week": 2.056998289491499, "quarter": 2.033836697804651, "bi_quarter": 2.0140031686385065 }, "trx": { "stake": 0.5842318106520535, "this_week": 0.010799260597858542, "next_week": 0.010798022837231138, "quarter": 0.010518792184352239, "bi_quarter": 0.010833938785392086 } } }, "structure": { "Binance-BTCUSDT": { "volume": 1002623.9104882107, "vpin": -33, "vwap": 5754.347504651936, "avgtradesize": 940.5477584317174 }, "BinanceF-BTCUSDT": { "volume": 2291577.11106, "vpin": 1, "vwap": 5748.287056825013, "avgtradesize": 2787.8067044525546 }, "Bitmex-XBTUSD": { "volume": 1644023, "vpin": -15, "vwap": 5778.201076262315, "avgtradesize": 1642.3806193806195 }, "Okexfut-btc_next_week": { "volume": 296800, "vpin": -8, "vwap": 5758.297088948787, "avgtradesize": 3372.727272727272725 }, "Hbdm-BTC_CQ": { "volume": 3267800, "vpin": 20, "vwap": 5734.220903360058, "avgtradesize": 2965.3357531760435 }, "Okex-btc_usdt": { "volume": 445303.04282291187, "vpin": 18, "vwap": 5756.900407456504, "avgtradesize": 732.4063204324208 }, "Huobi-btcusdt": { "volume": 681047.5386897385, "vpin": -11, "vwap": 5752.642750172864, "avgtradesize": 1205.3938737871479 }, "Hitbtc-BTCUSD": { "volume": 1385524.5070315998, "vpin": -29, "vwap": 5750.873876054303, "avgtradesize": 35526.26941106666 }, "Coinbase-BTC-USD": { "volume": 200133.4532307177, "vpin": 45, "vwap": 5785.182110008025, "avgtradesize": 1627.1012457781928 }, "Kraken-XBT / USD": { "volume": 15197.414192958999, "vpin": -45, "vwap": 5783.2515454779905, "avgtradesize": 1169.031860996846 }, "Okexfut-btc_quarter": { "volume": 856900, "vpin": 48, "vwap": 5742.128931030458, "avgtradesize": 1516.6371681415928 }, "OkexSWAP-BTC-USD-SWAP": { "volume": 1182800, "vpin": 38, "vwap": 5782.162774771728, "avgtradesize": 3240.5479452054797 }, "Bitstamp-live_trades": { "volume": 106578.07061806561, "vpin": 2, "vwap": 5785.030867411467, "avgtradesize": 2804.6860688964634 }, "Deribit-BTC-PERPETUAL": { "volume": 42700, "vpin": 82, "vwap": 5779.838407494145, "avgtradesize": 361.864406779661 }, "Hbdm-BTC_CW": { "volume": 203200, "vpin": 57, "vwap": 5771.77562992126, "avgtradesize": 2673.684210526316 }, "Bitfinex-BTCUSD": { "volume": 33421.476561427866, "vpin": 24, "vwap": 5775.498999444387, "avgtradesize": 434.0451501484138 }, "KrakenF-PI_XBTUSD": { "volume": 3015, "vpin": -99, "vwap": 5777.493864013267, "avgtradesize": 376.875 }, "Okexfut-btc_this_week": { "volume": 184400, "vpin": -27, "vwap": 5771.975818872017, "avgtradesize": 2597.1830985915494 }, "Hbdm-BTC_NW": { "volume": 121400, "vpin": 74, "vwap": 5748.638945634267, "avgtradesize": 2334.6153846153848 }, "Gemini-btcusd": { "volume": 4699.4726411344, "vpin": 94, "vwap": 5789.642953459284, "avgtradesize": 293.7170400709 }, "FTX-BTC-PERP": { "volume": 280576.72745, "vpin": -68, "vwap": 5773.065793535488, "avgtradesize": 56115.34549 } } } } </code>
The format is not documented, but you can guess what’s what by the name of the fields.
Telegram group to support:
https://t.me/FLWSCCMD
Demo: http://vps802263.ovh.net/