Lessons learned about CCXT Python package for 3 largest crypto exchanges Bitmex binance OKex

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(Last Updated On: May 23, 2018)

Lessons learned about CCXT Python package for 3 largest crypto exchanges Bitmex Binance OKex

Please be advised

Using CCXT with a recent script I sourced to download generically from various exchanges is powerful. I have thought come across some severe limitations in the process.

  1. Binance appears to be the most reliable since you have the widest selection of timeframes you can use. Also, you can download up to 1000 rows into a comma separated value file as well.
  2. Both Bitmex and OKEx offer some form downloading limit of 500 which really messes up my analytical Python script. When downloading, you can only seem to have a limit of 400 to just under 500. This seems to work only work for lower time frames like 1 or 5 minutes. As the timeframe selection is very limited compared to Binance.

I am unsure of other crypto currency exchanges what limitations offer but I will stick with Binance for now as the only exchange of interest. It seems that the others offer much lower daily volume which means slower fills due to lower liquidity.  Also the other exchanges have weird download exceptions which also means the charting will not work as well.


Further note about Bitfinix

I just execute 5 request no different than Binance, Bitfinex starts thinking it is being attacked where it responds:

ccxt.base.errors.DDoSProtection: bitfinex {“error”:”ERR_RATE_LIMIT”}

Pretty pathetic architecture if you ask me.

In summary, it just seems that Binance works out of box for both downloading and charting.


Update: Which Bitcoin crypto currency bot project? Gekko vs ccxt vs Tribeca vs Blackbird


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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs