How to do one thing with crypto data
A guide explains how this industry works. These are narrower and more immediate: one task, the two to six products here that do it, and the part nobody tells you — the rate limit, the candle that is not the candle you think, the export missing the field you needed.
How to backfill tick-level trade history
Years of individual prints and book updates, some from venues that no longer trade. Where the tape is sold, what a year of it weighs, what you may do with it.
Next to Market Data5 approachesUpdated
How to export your exchange trade history
Getting the file is the easy half. What the exchange hands over is a ledger in its own terms, and a tax report needs a cost basis it never recorded.
Next to Terminals4 approachesUpdated
How to get the price of a DEX pair
A pool quote is one number from one contract at one size. Four ways to read it, and why the figure you get back is not a price anyone could have traded.
Next to On-chain5 approachesUpdated
How to get a crypto implied volatility surface
IV, greeks and skew for BTC and ETH options — where the free marks come from, what a fitted surface costs, and why two vendors never quote the same number.
Next to Market Data6 approachesUpdated
How to get funding rates and open interest
Both numbers are free from the venue and one call away from an aggregator. But no two exchanges quote them in the same units or on the same clock.
Next to Market Data5 approachesUpdated
How to place an order on several exchanges from one codebase
One order method over many venues — which library or service to use, and what the unified call hides about precision, order flags, rate limits and fills.
Next to Bots5 approachesUpdated
How to pull OHLCV candles from a crypto exchange
One library covers 104 venues, the venue's own endpoint is free and unkeyed, and the two disagree about what a one-minute candle is. Which to use, and when.
Next to Market Data5 approachesUpdated
How to query a blockchain with SQL
SQL over a decoded copy of the chain, not over the chain. Four ways to run the query, and the five things that make the first one cost more than you planned.
Next to On-chain4 approachesUpdated
How to reconcile a token's supply and market cap
Two sources, two market caps, one token. The second factor is a judgement about which tokens count, and every vendor publishes a different one.
Next to Market Data5 approachesUpdated
How to watch liquidations on perpetual venues
A forced-liquidation feed is throttled at the exchange, so every total built on it is a floor. Four ways to read one, and what the print actually is.
Next to Market Data5 approachesUpdated