Author Topic: Market history from blocks  (Read 425 times)

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Offline csyk

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Market history from blocks
« on: March 23, 2018, 11:14:29 am »
Hi,

I working on a trading bot and I want to test my strategies on historic datas.
I am using pybitshares to communicate openledger blockchain, and I saw that there is no clue if an order is filled.
For example: https://cryptofresh.com/b/25477122 you can see that paying for an asset there is no blockhash only signed as virtual. How this transaction stored on blockchain and how can I get back the full market history from the very beginning?

Best regards,
Csyk

Offline abit

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Re: Market history from blocks
« Reply #1 on: March 24, 2018, 06:40:21 pm »
There is a `get_fill_order_history` API in history_api provided by the node, but I don't know what's the corresponding one in pybitshares (which is an API wrapper).

By the way, public API servers (e.g. OpenLedger) by default only stores history of 3 days. To get more data, you can run your own node with appropriate settings.
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Offline csyk

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Re: Market history from blocks
« Reply #2 on: March 27, 2018, 01:58:43 pm »
Thanks, abit!

I getting started to run a full node.

Offline litepresence

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Re: Market history from blocks
« Reply #3 on: April 04, 2018, 04:45:55 pm »
I working on a trading bot and I want to test my strategies on historic datas.

check out the Extinction Event framework, it allows you to backtest against centralized exchange data which should be sufficient for most altcoin/bitcoin pairs as:

LTC/BTC on CEX very closely matches OPEN.LTC/OPEN.BTC on DEX; at least on daily candle scale.


By the way, public API servers (e.g. OpenLedger) by default only stores history of 3 days.

that's a crucial tidbit I didn't know