I would like to check quotes from multiple bitcoin exchanges in a single, aggregated place. Is there such a service or at least something in that direction out there? Or do I have to connect to each and every exchange and get their market data by myself?
3 Answers
Coral Blocks has a free service that provides aggregated liquidity from Coinbase, Coinsetter, Okcoin and LakeBTC. You can get the aggregated book in JSON through the link:
http://www.coralblocks.com:45453/book/BTC-USD
{
"last updated": "20151015-21:01:27.551",
"time zone": "America/New_York",
"symbol": "BTC-USD",
"exchange": null,
"spread": -0.90,
"best bid size": 0.07000000,
"best bid price": 255.87,
"best ask size": 0.00090000,
"best ask price": 254.97,
"bids": [
[ "OKCN", 0.07000000, 255.87],
[ "OKCN", 0.07000000, 255.84],
[ "OKCN", 0.07000000, 255.81],
...
],
"asks": [
[ "LAKE", 0.00090000, 254.97],
[ "LAKE", 0.06700000, 254.98],
[ "LAKE", 0.60000000, 254.99],
...
]
}
You can also get real-time updates through TCP and FIX. More info about the API here:
http://www.coralblocks.com/index.php/2015/10/free-real-time-bitcoin-market-data/
Disclaimer: I am a developer at Coral Blocks.
I think coindesk is able to do what you are looking for. Not sure if this is all of them but its quite a few of the more popular exchanges.
http://www.coindesk.com/price/
Edit: Scratch this as it seems you are looking for liquidity. I apologize.
Yes, bitcoinaverage will do that for you.
https://api.bitcoinaverage.com/all
This will provide a JSON array for all of the exchanges! Now you can just query that one URL and pick out which exchange an info you need.
Example of info available for an exchange:
"bter": {
"display_URL": "https://bter.com/",
"display_name": "Bter",
"rates": {
"ask": 1741.88,
"bid": 1736.41,
"last": 1741.88
},
"source": "cache",
"volume_btc": 120.39,
"volume_percent": 9.33
},