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I am trying to obtain order book (buy, sell, volume, price) info from GDAX. I am familiar with the Bittrex api - specifically this call:

https://bittrex.com/api/v1.1/public/getmarketsummary?market=usdt-eth

which produces the following response:

{
 success: true,
 message: "",
 result: [
  {
   MarketName: "USDT-ETH",
   High: 770,
   Low: 729.70000005,
   Volume: 12847.90985907,
   Last: 752,
   BaseVolume: 9641897.74525487,
   TimeStamp: "2017-12-27T13:49:29.463",
   Bid: 751.99999999,
   Ask: 752.9999,
   OpenBuyOrders: 2072,
   OpenSellOrders: 1933,
   PrevDay: 738.99899999,
   Created: "2017-04-20T17:26:37.647"
   }
  ]
 }

Does anyone know what the equivalent call would be in the gdax api ?

I am using Python and tried out Client.get_product_order_book('ETH-USD') but its output is limited and the order book seems rather thin.

  In [54]: client.get_product_order_book('ETH-USD')
  Out[54]: 
         {'asks': [['756.97', '168.24847073', 8]],
          'bids': [['756.96', '77.74495889', 14]],
          'sequence': 1810832728}

Based on the docs the call above with level=1 corresponds to the inside (i.e. best bid and ask prices)

But the output from the Bittrex api seems to be the best bid and ask prices as well. So does anyone know the difference ?

femibyte
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1 Answers1

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Does anyone know what the equivalent call would be in the gdax api ?

If you want something similar, a better try would be:

  >> client.get_product_24hr_stats('ETH-USD')
  >> {
      "open": "416.11000000",
      "high": "433.83000000",
      "low": "410.11000000",
      "volume": "91763.71115699",
      "last": "432.79000000",
      "volume_30day": "4011593.85194549"
     }

I am using Python and tried out Client.get_product_order_book('ETH-USD') but its output is limited and the order book seems rather thin.

Level   Description
  1     Only the best bid and ask
  2     Top 50 bids and asks (aggregated)
  3     Full order book (non aggregated)

You are calling it with the default level of 1 so you are only getting the lowest ask and the highest bid, only 2, so yes, it's thin. If you need more info, consider calling it with level 2 or 3 according to the snippet above taken from the GDAX official docs. More here.

But the output from the Bittrex api seems to be the best bid and ask prices as well. So does anyone know the difference ?

The difference is that Bittrex only gives you the best bid and ask price while GDAX api gives you the bid/ask price, the total size of all the orders, and the number of orders.

thithien
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