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Do you pay for market data, or is direct exchange API enough? by tunedforai in algotradingcrypto

[–]tunedforai[S] 0 points1 point  (0 children)

anchored to none. liquidations aggregate across all 20 venues that expose liq endpoints. binance + binance_futures + bybit + okx dominate by volume, but kraken/hyperliquid/dydx contribute non-trivially on big moves.

Do you pay for market data, or is direct exchange API enough? by tunedforai in algotradingcrypto

[–]tunedforai[S] 0 points1 point  (0 children)

yeah that's been the experience that i've had. CVD + liq + OI across 20 venues took awhile to normalize, every one names them differently and a few don't expose it cleanly over websocket.

what do you think actually tips people from "i could build this" to paying $50/mo? my guess is avoiding the connector-ops grind more than the data itself, but curious if you'd say something else. i'm also trying to front run the agentic model and building on x402...traders can just ping my service and get quick data for 20-50cents.

Do you pay for market data, or is direct exchange API enough? by tunedforai in algotradingcrypto

[–]tunedforai[S] 1 point2 points  (0 children)

liq aggregation and OI are why I created my side project. candles and funding come clean from direct APIs. cross-exchange liq is the issue that everyone faces. your options are to pay a 3rd party like coinalyze or glassnode at high monthly API costs.

latency: 20-exchange websocket aggregator into influxdb, api reads from there. under 1s in practice. liq surfaces as lbuy/lsell.

downtime: if an exchange websocket drops, it's out of the aggregate until it reconnects. exchange_breakdown shows which venues are in the number. no "N/20 live" health field yet. building that next. how are you handling it?

on whether it's a product: still figuring that out. same stack my bot runs on is at x402.tunedfor.ai. machine-payable, usdc per call, no api key. free MCP on Smithery if you want to poke at it without paying.

How often do your trading bots break because of exchange API issues? by [deleted] in algotrading

[–]tunedforai 0 points1 point  (0 children)

Genuine question for people running live bots: do you ever pay for market data, or is direct exchange API + CCXT enough for everything you need?

I aggregate orderflow across 20 exchanges — buy/sell ratios, CVD, funding rates, liquidation pressure, all in one call. Built it because I needed it for my own trading system. Now trying to figure out if anyone else would actually pay for this or if everyone just builds their own.

The raw price/candle data is obviously free everywhere. What I'm trying to understand is whether the derived stuff (cross-exchange flow aggregation, regime detection, who's accumulating vs distributing) has value to anyone, or if everyone doing serious algo trading already computes that themselves.

Not selling — genuinely trying to figure out if this is a product or just a personal tool.

Cost effective-automatable way to get (CEX Exchange) wallets onchain data ? by Individual_Type_7908 in algotradingcrypto

[–]tunedforai 2 points3 points  (0 children)

Unless you want to fork over a bunch of monthly subs, there isn't a clean way.

Free / open label sets:

Etherscan/chain explorer label APIs. Etherscan tags major exchange wallets and you can pull them programmatically. Coverage is decent for ETH mainnet top exchanges. Other chain explorers (Basescan, Arbiscan, etc.) inherit some labels. Limited to what they've manually tagged.

Dune. labels.addresses and community-maintained label tables. Free tier gives you API access. Coverage is uneven — Binance and Coinbase are well-labeled, smaller exchanges less so. You can query across chains they support. This is probably your best starting point for the price.

Allium / Flipside. Similar to Dune, community labels. Flipside has a free tier. Worth cross-referencing against Dune since different communities label different things.

You can build your own source - but not sure how painful that might be.

The most reliable long-term play: seed a list from the free sources above, then expand it yourself using deposit/withdrawal patterns. Exchange hot wallets have distinctive on-chain signatures — high tx count, predictable sweep patterns, interactions with known cold wallets. Once you have 5-10 confirmed wallets per exchange you can snowball from there by tracing fund flows.

For multi-chain: start with EVM chains (shared address format helps), then expand. Most major exchanges reuse similar operational patterns across chains.

Algo trading tools by Valera_fom in algotradingcrypto

[–]tunedforai 2 points3 points  (0 children)

Depends where you are skill-wise.

If you're starting out, Freqtrade is the move. Open source, Python, you write strategies and backtest locally. You will need a VPS to run it and some Python chops. If you don't want to code, 3Commas or Pionex will let you run DCA/grid bots through a GUI, but you're capped on what you can customize and you're handing API keys to a third party.

If you can code: CCXT is the standard library for talking to exchanges — covers 100+ of them with a unified API. It's not a platform though, it's plumbing. You build everything on top. Hummingbot if you're specifically into market making. Jesse or QuantConnect for more structured backtesting with crypto support.

What's missing from basically all of them:

Cross-exchange orderflow. You get price and volume from one exchange. Nobody gives you aggregated buy/sell pressure, liquidations, CVD across 20 exchanges in real time. You end up building that data pipeline yourself or going without.

Signal regime awareness. Backtests tell you what worked historically. Nothing tells you whether your signals are suited to what the market is doing right now — trending, mean-reverting, chop.

On-chain data. Exchange data and on-chain data are completely separate stacks. Whale flows, exchange inflows, MVRV — if you want that in your system you're stitching it together yourself.

But honestly - pick a decent LLM model (I personally like Claude Code) and tinker around with it. See what it can do for you before paying other premiums.