Free Real-time Crypto Market Data Feed
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feed-viewer Support batched trade events in single WebSocket message May 11, 2018
README.md Update README.md May 16, 2018

README.md

CRYPTTO Real-time Market Data Feed

Our consolidated feed provides real time normalized trade data from major crypto exchanges for free. We do not aggregate or conflate trade data in any way, only normalize the protocols and publish the trade data to subscribers. At the moment we provide access to real time trade information for all pairs listed on Bitstamp, Bitfinex, Poloniex, Quoinex, GDAX, and Gemini. Bitmex, OKEX, and Binance to be added soon with others to follow.

The market data feed is being delivered via our C++ based low-latency market data handler capable of maintaining connections and processing all data from all crypto exchanges on a single commodity server.

CRYPTTO is developing a quantitative crypto trading platform, providing users access to market-neutral fully-automated trading strategies and low-latency intelligent execution algorithms across major exchanges. To find out more, please, visit our website at https://cryptto.io.

If you have any questions or suggestions regarding our data feed, please, join our Telegram chat at https://t.me/cryptto_chat

CRYPTTO uses Pusher for real time websocket streaming. Please refer to the Pusher documentation and libraries to connect to our websocket stream. You can also find an example below.

Example

Working online example of data feed and feed viewer written in JavaScript can be found here. Source code for the example is here.

Receiving Real-time data

What Is WebSocket?

WebSocket is a computer communications protocol, providing full-duplex communication channels over a single TCP connection. The WebSocket protocol was standardized by the IETF as RFC 6455 in 2011, and the WebSocket API in Web IDL is being standardized by the W3C. The WebSocket protocol enables interaction between a web client (such as a browser) and a web server with lower overheads, facilitating real-time data transfer from and to the server.

Pusher Keys and Channels

Authentication

We use Pusher user authentication process. For more information please refer to the Pusher "authenticating users" docs section. Our authenticating endpoint expects a valid "auth_key" properties item. To request your personal auth key, please, register on our website and click ”Request API access” in your personal profile.

Data Format

We stream data as json array objects.

[
  [1525350863972,"GDAX","BTCUSD","A",9230.1,0.375],
  [1525350863975,"BITF","BTCUSD","B",9230.5,0.5]
]
  • Index 0: Milliseconds timestamp (1525350863972)
  • Index 1: Exchange code ("GDAX")
  • Index 2: Pair ("BTCUSD")
  • Index 3: Trade side "A" for asks, "B" for bids ("A")
  • Index 4: Price (9230.1)
  • Index 5: Trade size (0.375)

Crypto Exchanges Codes

  • OKEX: OKEX
  • BINA: Binance
  • BMEX: BitMEX
  • GMNI: Gemini
  • PLNX: Poloniex
  • BITS: Bitstamp
  • BITF: Bitfinex
  • QUNX: Quoinex
  • GDAX: Global Digital Asset Exchange

JavaScript Example

<!DOCTYPE html>
<head>
  <title>Pusher Test</title>
  <script src="https://js.pusher.com/4.1/pusher.min.js"></script>
  <script>
 
	// Enable pusher logging - don't include this in production
	Pusher.logToConsole = true;
 
	var pusher = new Pusher('35ef78a63946cd79fdc8', {
  	wsHost: 'ws.pusherapp.com',
  	httpHost: 'sockjs.pusher.com',
  	encrypted: true,
  	authEndpoint: 'https://cryptto.io/user/api/auth',
  	auth: {params: {auth_key: "<ENTER YOU API KEY HERE>"}}
	});
 
	var channel = pusher.subscribe('private-cryptto-trades');
 
	channel.bind('trade', function(data) {
    	alert(JSON.stringify(data));
	});
 
  </script>
</head>

Node.js Example

Install PusherJS via NPM:

npm install pusher-js

code:

const Pusher = require('pusher-js');

//Enable pusher logging - don't include this in production
Pusher.logToConsole = true;

var pusher = new Pusher('35ef78a63946cd79fdc8', {
	wsHost: 'ws.pusherapp.com',
	httpHost: 'sockjs.pusher.com',
	encrypted: true,
    authEndpoint: 'https://cryptto.io/user/api/auth',
    auth: {params: {auth_key: "<ENTER YOU AUTH KEY HERE>"}}
});

var channel = pusher.subscribe('private-cryptto-trades');
channel.bind('trade', function(data) {
	console.log(data);
});