Universal Websockets for Real-Time Crypto Exchange Order Book Data

The Shrimpy team has been known to make solid products and services. Lots of things. From our portfolio management application to our trading APIs for KuCoin and Coinbase, or our real-time rest API endpoints for market data.

Everyone loves robust services!

That’s why we are announcing the release of more fan favorites today! Unlike other services which charge an arm and a leg for real-time data websockets to exchanges, Shrimpy is opening up our live websockets for everyone at a low cost. Collect real-time order book data across 16 different exchanges with a unified set of APIs. 

It’s easy to get started!

When Shrimpy says easy, we mean easy easy. None of that gotch-ya complexity. We even provided an example of how you can get started in less than 5 minutes!

Why do we focus on making easy to use products?

Cryptocurrency startups are struggling. Exchanges have become increasingly difficult to manage and developers don’t have the resources available to integrate proper solutions into their applications. Our team is on a mission to solve this growing problem. 

The Shrimpy infrastructure is designed to manage the entire exchange integration process for developers. That way we present data in uniform formats, trade execution is consistent across all exchanges, and you never need to write custom code to manage individual exchanges. 

We have more releases coming soon, so stay up to date with everything Shrimpy has to offer by joining our Developer Telegram.

Websocket Code Example

Let’s dive right into how you can start collecting data from the live Shrimpy websocket! To follow along with this example, feel free to visit the Shrimpy Developer API documentation where you can find an in-depth discussion of these features. Jump into the link here.

The Shrimpy Real-Time Order Book Websocket

Access the websocket stream at wss://ws-feed.shrimpy.io/.

Order Book Subscription

{
    "type": "subscribe",
    "exchange": "coinbasepro",
    "pair": "btc-ltc",
    "channel": "orderbook"
}

---

Snapshot Format

The order book channel provides the full order book for the given pair and exchange. Once subscribed, the first update will be the initial order book snapshot.

{
    "exchange": "coinbasepro",
    "pair": "btc-ltc",
    "channel": "orderbook",
    "snapshot": true,
    "content": {
        "sequence": 6784322,
        "asks": [
            {
                "price": "59.782355",
                "quantity": "3.456722"
            },
            {
                "price": "60.782355",
                "quantity": "3.456722"
            },
            ...
        ],
        "bids": [
            {
                "price": "58.782355",
                "quantity": "3.456722"
            },
            {
                "price": "56.782355",
                "quantity": "3.456722"
            },
            ...
        ]
    }
}

---

Update Format

The snapshot will be followed by order book updates. Updates include the full list of bid/ask data. 

{
    "exchange": "coinbasepro",
    "pair": "btc-ltc",
    "channel": "orderbook",
    "snapshot": false,
    "content": {
        "sequence": 6784322,
        "asks": [
            {
                "price": "59.782355",
                "quantity": "3.456722"
            },
            {
                "price": "60.782355",
                "quantity": "3.456722"
            },
            ...
        ],
        "bids": [
            {
                "price": "58.782355",
                "quantity": "3.456722"
            },
            {
                "price": "56.782355",
                "quantity": "3.456722"
            },
            ...
        ]
    }
}

It’s as easy as that!  

Integrate this data into your application to enable real-time full order book data for your users.

Whether you support 1 or 1,000,000 users, Shrimpy is ready to scale with you. Manage users across the 16 exchanges we support, execute smart order routing strategies, and build the future of crypto trading.

Shrimpy | Crypto Trading APIs for Developers

About Shrimpy

Shrimpy is an application for crypto market indexing, rebalancing, and portfolio management. Begin automating your portfolio in less than 3 minutes by linking each of your exchange accounts. Shrimpy supports Binance, Bittrex, Kraken, Coinbase Pro, KuCoin, Poloniex, and more!

Shrimpy’s Universal Crypto Exchange APIs are the only unified APIs for crypto exchanges that are specifically designed for application developers. Manage user exchange accounts, execute trading strategies, collect data, and simplify the way you connect to each exchange.

CoinOrderBook is a public order book data provider for every major cryptocurrency exchange. Browse asset listings, analyze arbitrage opportunities, collect order book data, and evaluate trading pair spreads.

~The Shrimpy Team