Using a Unified API to Get Order Book Data from Binance, Kraken and 135+ Cryptocurrency Exchanges
CCXT-REST allows client applications to connect to 135+ cryptocurrency exchanges using a unified REST API which allows for the retrieval of ticker, order, and order book data, as well as the creation and cancellation of orders. The project is built on top of the popular open source project CCXT.
In this post, we will be connecting to Binance and Kraken to retrieve order books for Ethereum-Bitcoin pairs.
Doing things manually
Both Binance and Kraken do not require API keys for querying supported asset pairs and order book data on their exchanges. Both exchanges, however, will require their own response handling due to the variances in structures returned by their APIs.
Binance
To find out what asset pairs are supported on Binance, we can use its public endpoint exchangeInfo to get a complete list of symbols.
https://api.binance.com/api/v1/exchangeInfo
{
"timezone": "UTC",
"serverTime": 1556741474070,
"rateLimits": [],
"exchangeFilters": [],
"symbols": [{
"symbol": "ETHBTC",
"status": "TRADING",
"baseAsset": "ETH",
"baseAssetPrecision": 8,
"quoteAsset": "BTC",
"quotePrecision": 8,
"orderTypes": [
"LIMIT",
"LIMIT_MAKER",
"MARKET",
"STOP_LOSS_LIMIT",
"TAKE_PROFIT_LIMIT"
],
"icebergAllowed": true,
"isSpotTradingAllowed": true,
"isMarginTradingAllowed": true,
"filters": [{
"filterType": "PRICE_FILTER",
"minPrice": "0.00000000",
"maxPrice": "0.00000000",
"tickSize": "0.00000100"
},
{
"filterType": "PERCENT_PRICE",
"multiplierUp": "10",
"multiplierDown": "0.1",
"avgPriceMins": 5
},
{
"filterType": "LOT_SIZE",
"minQty": "0.00100000",
"maxQty": "100000.00000000",
"stepSize": "0.00100000"
},
{
"filterType": "MIN_NOTIONAL",
"minNotional": "0.00100000",
"applyToMarket": true,
"avgPriceMins": 5
},
{
"filterType": "ICEBERG_PARTS",
"limit": 10
},
{
"filterType": "MAX_NUM_ALGO_ORDERS",
"maxNumAlgoOrders": 5
}
]
}]
}
From the response above, we have determined that Binance uses ETHBTC as its symbol for Ethereum-Bitcoin trading.
The next step is to retrieve the order book for ETHBTC.
https://api.binance.com/api/v1/depth?symbol=ETHBTC&limit=5
{
"lastUpdateId": 528915796,
"bids": [
[
"0.02969000",
"1.97400000"
],
[
"0.02968500",
"5.96500000"
],
[
"0.02968200",
"1.71400000"
],
[
"0.02968100",
"0.14700000"
],
[
"0.02968000",
"2.00000000"
]
],
"asks": [
[
"0.02969400",
"7.93900000"
],
[
"0.02969600",
"2.87900000"
],
[
"0.02970500",
"16.84300000"
],
[
"0.02970600",
"2.00000000"
],
[
"0.02970700",
"10.00000000"
]
]
}
Now that we know the bids and the asks for ETHBTC on Binance, let’s go check out Kraken.
Kraken
Kraken provides the publicly available endpoint AssetPairs to get a complete list of supported symbols.
https://api.kraken.com/0/public/AssetPairs
{
"error": [],
"result": {
"XETCZUSD": {
"altname": "ETCUSD",
"wsname": "ETC/USD",
"aclass_base": "currency",
"base": "XETC",
"aclass_quote": "currency",
"quote": "ZUSD",
"lot": "unit",
"pair_decimals": 3,
"lot_decimals": 8,
"lot_multiplier": 1,
"fee_volume_currency": "ZUSD",
"margin_call": 80,
"margin_stop": 40
},
"XETHXXBT": {
"altname": "ETHXBT",
"wsname": "ETH/XBT",
"aclass_base": "currency",
"base": "XETH",
"aclass_quote": "currency",
"quote": "XXBT",
"lot": "unit",
"pair_decimals": 5,
"lot_decimals": 8,
"lot_multiplier": 1,
"fee_volume_currency": "ZUSD",
"margin_call": 80,
"margin_stop": 40
}
}
}
From the response above, Kraken uses ETHXBT as the symbol for Ethereum-Bitcoin trading. (XBT is the symbol for Bitcoin used only by a couple of exchanges. Most exchanges will use BTC)
The next step is to retrieve the order book for ETHXBT.
https://api.kraken.com/0/public/Depth?pair=ETHXBT&count=5
{
"error": [],
"result": {
"XETHXXBT": {
"asks": [
[
"0.029680",
"1.073",
1556747672
],
[
"0.029690",
"32.050",
1556747668
],
[
"0.029700",
"250.315",
1556747673
],
[
"0.029710",
"9.736",
1556747594
],
[
"0.029720",
"24.300",
1556747594
]
],
"bids": [
[
"0.029650",
"0.028",
1556747668
],
[
"0.029640",
"269.524",
1556747669
],
[
"0.029610",
"9.636",
1556747671
],
[
"0.029600",
"65.158",
1556747669
],
[
"0.029590",
"154.906",
1556747650
]
]
}
}
}
The problem with the standard approach
In the previous section, we were able to retrieve the Ethereum-Bitcoin trading symbol and order books from both Binance and Kraken using 4 different API endpoints.
Binance
GET /api/v1/exchangeInfo
GET /api/v1/depth
Kraken
GET /0/public/AssetPairs
GET /0/public/Depth
We would have designed our applications to handle 4 different API responses — 2 for each exchange.
What if we needed to perform the same tasks on 10 additional exchanges?
That would mean at least 20 more different API request-response sets developers have to code for and handle.
One API to connect to all of the major exchanges
CCXT-REST attempts to boost developer productivity by reducing the lines of code needed to manage the connectivity with support for over a hundred cryptocurrency exchanges.
CCXT-REST can be installed using docker or with Node.js package manager.
Installation with docker:
docker run -p 3000:3000 ccxtrest/ccxt-rest
Installation with npm:
npm install -g ccxt-rest
ccxt-rest
To confirm that we have CCXT-REST up and running, try accessing the link below on your browser.
http://localhost:3000/explorer
Let's use CCXT-REST to do the following on Binance and Kraken:
Get the available trading pairs and identify the symbol used for Ethereum-Bitcoin trading using CCXT-REST's markets endpoint.
GET /exchange/{exchangeName}/marketsRetrieve order books for that symbol using CCXT-REST's orderBook
endpoint.GET /exchange/{exchangeName}/orderBook
Binance
http://localhost:3000/exchange/binance/markets
[
{
"id": "ETHBTC",
"symbol": "ETH/BTC",
"base": "ETH",
"quote": "BTC",
"info": {
"symbol": "ETHBTC",
"status": "TRADING",
"baseAsset": "ETH",
"baseAssetPrecision": 8,
"quoteAsset": "BTC",
"quotePrecision": 8,
"orderTypes": [
"LIMIT",
"LIMIT_MAKER",
"MARKET",
"STOP_LOSS_LIMIT",
"TAKE_PROFIT_LIMIT"
],
"icebergAllowed": true,
"isSpotTradingAllowed": true,
"isMarginTradingAllowed": true,
"filters": [
{
"filterType": "PRICE_FILTER",
"minPrice": "0.00000000",
"maxPrice": "0.00000000",
"tickSize": "0.00000100"
},
{
"filterType": "PERCENT_PRICE",
"multiplierUp": "10",
"multiplierDown": "0.1",
"avgPriceMins": 5
},
{
"filterType": "LOT_SIZE",
"minQty": "0.00100000",
"maxQty": "100000.00000000",
"stepSize": "0.00100000"
},
{
"filterType": "MIN_NOTIONAL",
"minNotional": "0.00100000",
"applyToMarket": true,
"avgPriceMins": 5
},
{
"filterType": "ICEBERG_PARTS",
"limit": 10
},
{
"filterType": "MAX_NUM_ALGO_ORDERS",
"maxNumAlgoOrders": 5
}
]
},
"limits": {
"amount": {
"min": 0.001,
"max": 100000
},
"price": {
"min": 0
},
"cost": {
"min": 0.001
}
},
"precision": {
"amount": 3,
"price": 6
}
},
{
"id": "LTCBTC",
"symbol": "LTC/BTC",
"base": "LTC",
"quote": "BTC",
"info": {
"symbol": "LTCBTC",
"status": "TRADING",
"baseAsset": "LTC",
"baseAssetPrecision": 8,
"quoteAsset": "BTC",
"quotePrecision": 8,
"orderTypes": [
"LIMIT",
"LIMIT_MAKER",
"MARKET",
"STOP_LOSS_LIMIT",
"TAKE_PROFIT_LIMIT"
],
"icebergAllowed": true,
"isSpotTradingAllowed": true,
"isMarginTradingAllowed": false,
"filters": [
{
"filterType": "PRICE_FILTER",
"minPrice": "0.00000000",
"maxPrice": "0.00000000",
"tickSize": "0.00000100"
},
{
"filterType": "PERCENT_PRICE",
"multiplierUp": "10",
"multiplierDown": "0.1",
"avgPriceMins": 5
},
{
"filterType": "LOT_SIZE",
"minQty": "0.01000000",
"maxQty": "100000.00000000",
"stepSize": "0.01000000"
},
{
"filterType": "MIN_NOTIONAL",
"minNotional": "0.00100000",
"applyToMarket": true,
"avgPriceMins": 5
},
{
"filterType": "ICEBERG_PARTS",
"limit": 10
},
{
"filterType": "MAX_NUM_ALGO_ORDERS",
"maxNumAlgoOrders": 5
}
]
},
"limits": {
"amount": {
"min": 0.01,
"max": 100000
},
"price": {
"min": 0
},
"cost": {
"min": 0.001
}
},
"precision": {
"amount": 2,
"price": 6
}
}
]
Through CCXT-REST’s markets endpoint, we find out that Binance supports ETH/BTC.
The next step is retrieving the order book for ETH/BTC using the orderBook endpoint.
http://localhost:3000/exchange/binance/orderBook?symbol=ETH%2FBTC&limit=5
{
"bids": [
{
"price": 0.028657,
"amount": 17.038
},
{
"price": 0.028653,
"amount": 0.134
},
{
"price": 0.028652,
"amount": 3.873
},
{
"price": 0.028651,
"amount": 9.157
},
{
"price": 0.02865,
"amount": 20.295
}
],
"asks": [
{
"price": 0.028668,
"amount": 0.257
},
{
"price": 0.028669,
"amount": 2.995
},
{
"price": 0.02867,
"amount": 1.48
},
{
"price": 0.028673,
"amount": 0.554
},
{
"price": 0.028674,
"amount": 6
}
]
}
Now that we have the ETH/BTC order book from Binance, let’s see how to repeat the same steps on Kraken.
Kraken
http://localhost:3000/exchange/kraken/markets
[
{
"id": "ADACAD",
"symbol": "ADA/CAD",
"base": "ADA",
"quote": "CAD",
"info": {
"altname": "ADACAD",
"wsname": "ADA/CAD",
"aclass_base": "currency",
"base": "ADA",
"aclass_quote": "currency",
"quote": "ZCAD",
"lot": "unit",
"pair_decimals": 6,
"lot_decimals": 8,
"lot_multiplier": 1,
"leverage_buy": [],
"leverage_sell": [],
"fees": [
[
0,
0.26
],
[
50000,
0.24
],
[
100000,
0.22
],
[
250000,
0.2
],
[
500000,
0.18
],
[
1000000,
0.16
],
[
2500000,
0.14
],
[
5000000,
0.12
],
[
10000000,
0.1
]
],
"fees_maker": [
[
0,
0.16
],
[
50000,
0.14
],
[
100000,
0.12
],
[
250000,
0.1
],
[
500000,
0.08
],
[
1000000,
0.06
],
[
2500000,
0.04
],
[
5000000,
0.02
],
[
10000000,
0
]
],
"fee_volume_currency": "ZUSD",
"margin_call": 80,
"margin_stop": 40
},
"limits": {
"amount": {
"min": 1,
"max": 100000000
},
"price": {
"min": 0.000001
},
"cost": {
"min": 0
}
},
"precision": {
"amount": 8,
"price": 6
}
},
{
"id": "XETHXXBT",
"symbol": "ETH/BTC",
"base": "ETH",
"quote": "BTC",
"info": {
"altname": "ETHXBT",
"wsname": "ETH/XBT",
"aclass_base": "currency",
"base": "XETH",
"aclass_quote": "currency",
"quote": "XXBT",
"lot": "unit",
"pair_decimals": 5,
"lot_decimals": 8,
"lot_multiplier": 1,
"leverage_buy": [
2,
3,
4,
5
],
"leverage_sell": [
2,
3,
4,
5
],
"fees": [
[
0,
0.26
],
[
50000,
0.24
],
[
100000,
0.22
],
[
250000,
0.2
],
[
500000,
0.18
],
[
1000000,
0.16
],
[
2500000,
0.14
],
[
5000000,
0.12
],
[
10000000,
0.1
]
],
"fees_maker": [
[
0,
0.16
],
[
50000,
0.14
],
[
100000,
0.12
],
[
250000,
0.1
],
[
500000,
0.08
],
[
1000000,
0.06
],
[
2500000,
0.04
],
[
5000000,
0.02
],
[
10000000,
0
]
],
"fee_volume_currency": "ZUSD",
"margin_call": 80,
"margin_stop": 40
},
"limits": {
"amount": {
"min": 0.02,
"max": 100000000
},
"price": {
"min": 0.00001
},
"cost": {
"min": 0
}
},
"precision": {
"amount": 8,
"price": 5
}
}
]
http://localhost:3000/exchange/kraken/orderBook?symbol=ETH%2FBTC&limit=5
{
"bids": [
{
"price": 0.02866,
"amount": 207.065
},
{
"price": 0.02865,
"amount": 4.551
},
{
"price": 0.02864,
"amount": 0.999
},
{
"price": 0.02863,
"amount": 1.071
},
{
"price": 0.02862,
"amount": 0.932
}
],
"asks": [
{
"price": 0.02868,
"amount": 16
},
{
"price": 0.02869,
"amount": 124.643
},
{
"price": 0.02871,
"amount": 9.738
},
{
"price": 0.02873,
"amount": 37.638
},
{
"price": 0.02874,
"amount": 162.903
}
]
}
Impact on developer productivity
To get the order books from Binance and Kraken using the manual, fully native approach, developers had to:
Learn and code for a total of 4 API endpoints (and their supported query parameters), and
Learn different nomenclature for what is essentially the same symbol.
Exchange Native APIs CCXT-REST Binance ETHBTC ETH/BTC Kraken ETHXBT ETH/BTC
Using CCXT-REST, developers can:
- Reduce the total API endpoints they have to connect to in half, and
- Get order book data, execute and cancel orders using the same symbols for asset pairs across different exchanges, without having to worry about nomenclature.
Where to go from here
CCXT-REST makes integration with 135+ cryptocurrency exchanges seamless for developers looking to write software to get real-time pricing, identify arbitrage opportunities, or perform automated trading with bots.
Learn about what the CCXT-REST team has been up to.
