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.
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.
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:
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