Exchange data api

• Base url: https://api.exchange-data.carmine.finance

Endpoints

/v1/liveness

• Returns "Live"

/v1/errors

• Given start and end timestamp, returns list of errors encountered when fetching the data, for all available symbols

Param	Type	Description
start	int	UNIX timestamp
end	int	UNIX timestamp, not inclusive

• Returns

  • List of JSONs with following fields:

    • timestamp: When did the error occur
    • exchange: Exchange
    • symbol: Our symbol representation
    • exchange_symbol: How the symbol is represented in exchange API
    • msg: Error message received by the exchange API

  • Example:

    [{
        'timestamp': '1723883987',
        'exchange': 'GATE',
        'symbol': 'SOL-USDT',
        'exchange_symbol': 'SOL_USDT',
        'msg': 'Internal server error'
    }]
    

  • Note that endpoint returns daily data only, meaning that for start and end, data for every day starting from start till the end (not inclusive) will be returned

• Limits:

  • Max of 5 days can be fetched (end - start <= 86400 * 5)

• Headers:

  • X-API-Key header needs to be provided with valid API key

• Fetch example:

  import requests
  import time
  
  base_url = "https://api.exchange-data.carmine.finance"
  endpoint = "/v1/errors"
  
  end = int(time.time())
  start =  end - 86_400
  
  headers = {
      "X-API-Key" : "<INSERT API KEY HERE>"
  }
  
  request_url = (
      base_url +
      endpoint + 
      f"?start={start}&end={end}"
  )
  
  response = requests.get(request_url, headers=headers)

/v1/orderbooks

• Given start and end timestamp and symbol returns list of orderbook snapshots for given symbol, across all monitored venues
• Allowed symbols: SOL-USDT, SOL-USDC, SOL-USD, SOL-USDT-PERP, SOL-USDC-PERP

Param	Type	Description
start	int	UNIX timestamp
end	int	UNIX timestamp, not inclusive
symbol	str	Symbol identifier

• Returns

  • List of JSONs with following fields:

    • timestamp: Timestamp
    • exchange: Exchange
    • symbol: Our symbol representation
    • exchange_symbol: How the symbol is represented in exchange API
    • bids: List of bids which are two-sized lists [price, amount]
    • asks: List of asks which are two-sized lists [price, amount]

  • Example:

    {
        'timestamp': '1724008227',
        'exchange': 'BINANCE',
        'symbol': 'SOL-USDT',
        'exchange_symbol': 'SOLUSDT',
        'bids': [
            ['145.66000000', '104.86900000'],
            ['145.65000000', '99.47700000'],
            ['145.64000000', '279.89900000'],
            ['145.63000000', '168.73900000'],
            ...
        ],
        'asks': [
            ['145.67000000', '263.95200000'],
            ['145.68000000', '258.06600000'],
            ['145.69000000', '90.96400000'],
            ['145.70000000', '408.18300000'],
            ...
        ]
    }
    

  • Note that endpoint returns daily data only, meaning that for start and end, data for every day starting from start till the end (not inclusive) will be returned

  • For every orderbook snapshot, 100 levels is returned

• Limits:

  • Max of 5 days can be fetched (end - start <= 86400 * 5)

• Headers:

  • X-API-Key header needs to be provided with valid API key

• Fetch example:

  import requests
  import time
  
  base_url = "https://api.exchange-data.carmine.finance"
  endpoint = "/v1/orderbooks"
  
  end = int(time.time())
  start = end - 86_400
  symbol = 'SOL-USDT'
  
  headers = {
      "X-API-Key" : "<INSERT API KEY HERE>"
  }
  
  request_url = (
      base_url +
      endpoint + 
      f"?start={start}&end={end}&symbol={symbol}"
  )
  
  response = requests.get(request_url, headers=headers)

/v1/trades

• Given start and end timestamp and symbol returns list of aggregated trade volumes for given symbol
• Allowed symbols: SOL-USDT, SOL-USDC, SOL-USD, SOL-USDT-PERP, SOL-USDC-PERP

Param	Type	Description
start	int	UNIX timestamp
end	int	UNIX timestamp, not inclusive
symbol	str	Symbol identifier

• Returns

  • List of JSONs with following fields:

    • symbol: Our symbol representation
    • exchange: The exchange where the data is sourced from
    • period_start: The start timestamp of the aggregation period
    • period_end: The end timestamp of the aggregation period
    • volume: The traded volume in the specified period
    • price_lower: The lower price bound for aggregation bucket
    • price_upper: The upper price bound for aggregation bucket

  • Example:

    {
        "symbol": "SOL-USDT",
        "exchange": "BINANCE",
        "period_start": "2024-11-18 21:00:00",
        "period_end": "2024-11-18 21:00:00",
        "volume": 5000,
        "price_lower": 230.0,
        "price_upper": 240.0
    }
    

  • Note that endpoint returns daily data only, meaning that for start and end, data for every day starting from start till the end (not inclusive) will be returned

• Limits:

  • Max of 5 days can be fetched (end - start <= 86400 * 5)

• Headers:

  • X-API-Key header needs to be provided with valid API key

• Fetch example:

  import requests
  import time
  
  base_url = "https://api.exchange-data.carmine.finance"
  endpoint = "/v1/trades"
  
  end = int(time.time())
  start = end - 86_400
  symbol = 'SOL-USDT'
  
  headers = {
      "X-API-Key" : "<INSERT API KEY HERE>"
  }
  
  request_url = (
      base_url +
      endpoint + 
      f"?start={start}&end={end}&symbol={symbol}"
  )
  
  response = requests.get(request_url, headers=headers)