What typical data does data source market_data contain?

Hi there,

I understand that each connector/ exchange API can be completely different, but is there any fields that are very common or is there any mandatory fields the all_markets dict from get_active_exchange_markets method should have in order to proceed downstream?

For the exchange I am working with, they seems only have one API endpoint that looks equivalent to exchange_data, and I couldn’t find anything related to market_data, thurs, I want to confirm if the following payload has enough data as a typical function return should contain.

            'id': '371',
            'product_type': 'CurrencyPair',
            'code': 'CASH',
            'name': None,
            'market_ask': 0.000268,
            'market_bid': 0.00023007,
            'indicator': -1,
            'currency': 'ETH',
            'currency_pair_code': 'COTETH',
            'symbol': None,
            'btc_minimum_withdraw': None,
            'fiat_minimum_withdraw': None,
            'pusher_channel': 'product_cash_coteth_371',
            'taker_fee': '0.001',
            'maker_fee': '0.001',
            'low_market_bid': '0.0002',
            'high_market_ask': '0.000268',
            'volume_24h': '100040.0',
            'last_price_24h': '0.00021',
            'last_traded_price': '0.00024',
            'last_traded_quantity': '6902.0',
            'quoted_currency': 'ETH',
            'base_currency': 'COT',
            'disabled': False,
            'margin_enabled': False,
            'cfd_enabled': False,
            'last_event_timestamp': '1571981945.5294845'

Thank you

Hi Shawn,

The critical fields you should take note of are baseAsset, quoteAsset and USDVolume.

From the looks of it, this is sufficient. From this API response, the relevant properties you should be looking at are volume_24h, last_traded_price, quoted_currency, base_currency.

With these properties, you would also be required to calculate the USD traded volume for this particular CurrencyPair.


Ah I see, thank you Daniel!