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Implement fallback exchange

Open provinzio opened this issue 3 years ago • 5 comments

Binance for example does not provide full historical data for all pairs. We should implement a fallback like coinbase, coinmarketcape, coingecko ... for situations where we can not retrieve historical prices from an exchange.

We should add an additional column to our price database which holds the fallback exchange in case one was used.

provinzio avatar Mar 02 '21 17:03 provinzio

even with #16 we will still need a fallback for when we cant get historical data from exchanges e.g for coins which are traded through smart contracts only. Coingecko seems like the ideal fallback due to not requiring a api key.

scientes avatar Jan 01 '22 11:01 scientes

https://www.coingecko.com/en/api/documentation

scientes avatar Jan 01 '22 11:01 scientes

From what I've seen, the problem with Coingecko is that there's only daily historic data available. CryptoCompare offers daily/hourly/minutely historic OHLCV data, but apparently only for certain coins: https://min-api.cryptocompare.com/documentation

There are already Python wrappers for the two options that we could include: https://github.com/lagerfeuer/cryptocompare https://github.com/man-c/pycoingecko

Griffsano avatar Apr 09 '22 13:04 Griffsano

In that case. Crypto compare sounds like a good option. We should definitely start to add a remark column to alle prices in our db to mark from where the price information comes.

Any perhaps a second column, when the price is not exactly for the timestamp but for the day or 5 seconds ago.

provinzio avatar Apr 09 '22 16:04 provinzio

I wanted to add custom non ccxt exchanges to the ohlcv Implementation (defi, coingecko, etc)

scientes avatar Apr 09 '22 17:04 scientes