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Use BTC-e data from api instead of bitcoincharts #16

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alexxy opened this issue Jun 6, 2013 · 13 comments
Closed

Use BTC-e data from api instead of bitcoincharts #16

alexxy opened this issue Jun 6, 2013 · 13 comments

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@alexxy
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alexxy commented Jun 6, 2013

Its better to use btc-e data from api instead of bitcoincharts. It allows resolution up to 10 seconds

@askmike
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askmike commented Jun 6, 2013

I prefer to use the API of real exchanges but in the case of BTC-e I couldn't find any API (except for interacting with an user account). Do you know where I can find information about this API?

@alexxy
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alexxy commented Jun 6, 2013

You can check btce-api (in python) how to work with api. It can get up to 150 last ticks

@askmike
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askmike commented Jun 6, 2013

Gekko needs more trades history based on the trading method, the interval and the ticks. I have found an example of how to retrieve older data from btc-e: add a since parameter with a tid. Since BTC-e is the only API that works like this (instead of since being a unit of time) I would have to think about how to get this into Gekko.

@alexxy
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alexxy commented Jun 19, 2013

Btw BTC-e has api v3 beta available

@askmike
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askmike commented Jun 21, 2013

I can only find russian docs at this moment and it appears that there are some warnings around it (maybe it's beta?). I think I'll check again in a couple of days to see wether the docs are english.

@alexxy
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alexxy commented Jun 21, 2013

Heh. seems they didnt publish english docs yet. But it will be cool to have full btc-e support, especialy because mtgox disabled withdrowals for 2+ weeks

@askmike
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askmike commented Jun 23, 2013

If google translate is correct the v3 API will have the possibility to ask for trades based on time, this means it would be easy to use the BTC-e API (with support for all currencies) in Gekko.

The current problems for this are: the API appears to be in beta, there aren't any wrappers yet (I could write my own, like I did with bitstamp) and all the docs are in russian at this moment (which doesn't express a fully stable API for the international Bitcoin audience.

@alexxy
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alexxy commented Jun 24, 2013

Yes, Its in beta test. Also there no private api currently, but as was said in chat suggestions are welcome :)
A bit offtop: any plans for other exchanges like cryptsy?

@askmike
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askmike commented Jun 24, 2013

For the private API calls I could just use the old API, but I prefer the new one to be a bit more stable before writing a bunch of glue code that needs to get updated multiple times.

Cryptsy looks very interesting and I definitely want it in Gekko, but my current priorities are: implementing talib and enabling backtesting.

@StevieBoy495
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Sorry to be the lame duck in this discussion guys, but am I correct in saying that there is currently no BTC-e way (ie directly from the exchange) to get more than the last 150 trades ? Are there any reliable sources out there which have been collecting for a period of time that are worth a look ?

@askmike
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askmike commented Jun 25, 2013

The current API does support retrieving older trades by providing a tid parameter (trade id) in the request. This way you can ask most recent trades, ask again and providing the tid of the oldest trade to work backwards in time.

The problem for Gekko is that currently all other exchanges supported use a date parameter. The biggest difference is that while preparing Gekko fetches old-to-new, Gekko would have to use new-to-old, which means a rewrite of the whole Gekko core. Because BTC-e is building a new API and for current purposes Bitcoincharts can also deliver what we need I don't want to go this way just yet.

@StevieBoy495
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That's what I thought but the public one only allows 150 trades
retrieval and the AUTH API (https://btc-e.com/api/documentation) only
seems to return my trades and transactions (admittedly I have only
been setting the count = 1000 in requests). Are you perhaps referring
to the link in your previous comment and getting trade history from
that source (https://github.com/neofutur/bitcoin_simple_php...). This
not the actual published API though right ? Apologies if this is old
ground and I'm being dense !

@askmike
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askmike commented Sep 29, 2013

all information regarding new exchanges (and getting correct historical data from current ones) will be posted & discussed in this issue

@askmike askmike closed this as completed Sep 29, 2013
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