Dear All, to reduce the cost burden on our operation and to put more focus on our library https://github.com/crypto-chassis/ccapi, starting May 26, 2023, we will stop servicing data to external users. We deeply apologize for the inconvenience. However, if you would like to quickly set up an in-house data collection pipeline, we can provide coding and consulting services for that purpose. Feel free to directly email us at [email protected] or contact us on Discord https://discord.gg/b5EKcp9s8T.

Table of Contents generated with DocToc

• Public Data API From CryptoChassis
  • General API Information
  • Reqeust Rate Limits
  • Public API Endpoints
    • Information
    • Market Depth
    • Trade
  • Troubleshoot

Public Data API From CryptoChassis

• This REST API provides snapshot data (e.g. market depth) and tick data (e.g. trades) for crypto-instruments.
• Supported exchanges: see the allowed values of parameter exchange for the information endpoint.
• Backfill history: historical data since 2016-01-01, wherever applicable.
• Institutional quality and independently verifiable.
• To spur innovation and industry collaboration, this API is open for use by the public without cost.
• We specialize in market data collection, high speed trading system, infrastructure optimization, and proprietary market making. Hire us as engineers, liquidity providers, traders, or asset managers.
• Join us on Discord https://discord.gg/b5EKcp9s8T and Medium https://cryptochassis.medium.com.

General API Information

• The base url is: https://api.cryptochassis.com/v1

Reqeust Rate Limits

• The limit on the API is based on public IPs: 10 requests per second per IP.

Public API Endpoints

Information

GET /information?dataType=<dataType>&exchange=<exchange>&instrument=<instrument>

Information about available data types, exchanges, instruments, and the available time range.

Parameters:

Response:

[
  {
    "dataType": "market-depth",
    "exchange": "coinbase",
    "instrument": "btc-usd",
    "availability": {
      "depth_10": {
        "firstAvailableTime": {
          "seconds": 1594166400,
          "iso": "2020-07-08T00:00:00.000Z"
        },
        "lastAvailableTime": {
          "seconds": 1630886400,
          "iso": "2021-09-06T00:00:00.000Z"
        }
      },
      "depth_1": {
        "firstAvailableTime": {
          "seconds": 1572480000,
          "iso": "2019-10-31T00:00:00.000Z"
        },
        "lastAvailableTime": {
          "seconds": 1630886400,
          "iso": "2021-09-06T00:00:00.000Z"
        }
      }
    },
    "examples": [
      "https://api.cryptochassis.com/v1/market-depth/coinbase/btc-usd"
    ]
  },
  ...
]

Examples:

https://api.cryptochassis.com/v1/information?dataType=market-depth&exchange=coinbase

Market Depth

GET /market-depth/<exchange>/<instrument>?depth=<depth>&startTime=<startTime>

Daily 1-second snapshot data on market depth (aka order books or Level 2 data) up to a depth of 10.

Parameters:

Response:

{
    "urls": [
        {
            "startTime": {
                "seconds": 1594166400, // unix time
                "iso": "2020-07-08T00:00:00.000Z"
            },
            "endTime": {
                "seconds": 1594252800, // unix time
                "iso": "2020-07-09T00:00:00.000Z"
            },
            "url": "https://marketdata-e0323a9039add2978bf5b49550572c7c.s3.amazonaws.com/market_depth/bitfinex/btc_usd/1594166400.csv.gz?AWSAccessKeyId=AKIATPNB7YZIUQR3JVNF&Expires=1594515416&Signature=T25g0YP0ALalj5jCUAQ9mtZ41M0%3D"
            // daily data, gzipped csv. Url is pre-signed and could expire.
        }
    ],
    "expiration": "300 seconds"
}

Examples:

https://api.cryptochassis.com/v1/market-depth/coinbase/btc-usd

CSV file format:

time_seconds,bid_price_bid_size|...,ask_price_ask_size|... 1594512000,9234.05_2.20765974|...,9234.98_2|...

If there is a gap in "time_seconds", it means that the market depth snapshot at that moment is the same as the previous moment.

Trade

GET /trade/<exchange>/<instrument>?startTime=<startTime>

Daily trade ticks. Each tick represents a single trade.

Parameters:

Response:

{
    "urls": [
        {
            "startTime": {
                "seconds": 1577318400, // unix time
                "iso": "2019-12-26T00:00:00.000Z"
            },
            "endTime": {
                "seconds": 1577404800, // unix time
                "iso": "2019-12-27T00:00:00.000Z"
            },
            "url": "https://marketdata-e0323a9039add2978bf5b49550572c7c.s3.amazonaws.com/trade/coinbase/btc_usd/1577318400.csv.gzip?AWSAccessKeyId=AKIATPNB7YZIUQR3JVNF&Expires=1577486042&Signature=jQ9Vya3X9yBc7x26MyWhRKdKEdI%3D"
            // daily data, gzipped csv. Url is pre-signed and could expire.
        }
    ],
    "expiration": "300 seconds"
}

Examples:

https://api.cryptochassis.com/v1/trade/coinbase/btc-usd

CSV file format:

time_seconds,price,size,is_buyer_maker 1594512000.14,9235,0.004,0

Legacy CSV file format:

time_seconds,time_nanoseconds,price,size,is_buyer_maker,trade_id 1594512000,140000000,9235,0.004,0,96572013

Troubleshoot

• macOS Archive Utility can't unzip gzipped files (Error 79 - Inappropriate file type or format). This is a known bug on some versions of macOS (see https://apple.stackexchange.com/questions/388759/archive-utility-cant-open-some-gzipped-text-files-based-on-their-contents). Try to unzip the files by other means (e.g. https://stackoverflow.com/questions/50993318/uncompress-a-txt-gz-file-in-mac).
• gunzip: 1572998400.csv.gzip: unknown suffix -- ignored. Try to cat 1572998400.csv.gzip | gunzip > 1572998400.csv.