Limits and Restrictions

Upper limit on returned data

The API documentation and its quality varies significantly across exchanges and, especially, between spot- and futures-markets.

BitMart, for example, doesn’t provide an upper limit of returned data in futures markets, but has a limit on 200 for the spot market.

A safe assumption in such cases is that the number of available data is limited by the listing date. Given this uncertainty, however, {cryptoQuotes} puts an upper limit on the date range for 200, to ensure consistency across exchanges

In this document the limits are inferred from the API documentation if declared; if this cant be inferred then the upper-limit is identified by extending the calls gradually until the API-endpoint produces an error.

Upper limit on returned rows across exchanges

Exchange	Spot	Futures
Binance	1000	1500
BitMart	200	1200
Bybit	1000	1000
Crypto.com	300	300
Huobi (HTX)	2000	2000
Kraken	720	5000
KuCoin	1500	200
MEXC	1000	2000

Implication

Each exchange handles API-calls differently on calls that exceed the allowed limits. Binance, for example, returns the first 1000 data points while Bitmart throws an error. Below is an example from Bitmart,

## 1) Get BTC
## from Bitmart with
## wide dates to force 
## error
ohlc <- try(
  cryptoQuotes::get_quote(
    ticker = "BTC_USDT",
    source = "bitmart",
    interval = "1m",
    futures = FALSE,
    from = Sys.Date() - 1000,
    to   = Sys.Date()
  )
)
#> Error in rmarkdown::render("/home/serkan/Documents/Projects/cryptoQuotes.wiki/Limits and Restrictions.Rmd",  : 
#>   ✖ Couldn't find "BTC_USDT" on "bitmart".
#> ✔ Run available_tickers(source = 'bitmart', futures = FALSE) to see available
#>   tickers.
#> ℹ If the error persists please submit a bug report.

## 2) print the
## class
class(ohlc)
#> [1] "try-error"

As per version 1.3.0 there is no fix on this inconsistent behavior. Therefore, if everything is correctly specified in your get_*()-function, the error is most likely on the API-side.

Note

Submit a bug-report if there appears to be errors on the client-side of the get_*()-function.

Workaround (Example)

Assume that you need 2000 of the latest datapoints that is only available on Binance, then one solution to the 1000-limit is the following,

## 1) generate a sequance
## of dates
dates <- seq(
  from = as.POSIXct(Sys.time()),
  by = "-15 mins",
  length.out = 2000
)


## 2) split the sequence
## in multiples of 100
## by assigning numbers
## to each indices of 100
idx <- rep(
  x = 1:2,
  each = 1000
)



## 3) use the idx to split
## the dates into equal parts
split_dates <- lapply(
  split(
    x = dates,
    f = idx
  ),
  function(x) {
    
    # 1) extract date range
    date_range <- range(x)
    
    # 2) round to nearest 15 minutes
    as.POSIXct(
      round(as.numeric(date_range) / 900) * 900,
      origin="1970-01-01"
      )
    
    
  }
)

## 4) collect all all
## calls in a list
## using lapply
ohlc <- lapply(
  X = split_dates,
  FUN = function(dates){
    
    Sys.sleep(1)
    
    cryptoQuotes::get_quote(
      ticker = "BTCUSDT",
      source = "binance",
      futures = FALSE,
      interval = "15m",
      from = dates[1],
      to   = dates[2]
    )
    
  }
)

## 4.1) rbind all
## elements
ohlc <- do.call(
  what = rbind, 
  args = ohlc
)


## 4.2) print the
## number of rows
cat(
  "OHLC has",nrow(ohlc), "rows!"
)
#> OHLC has 2000 rows!

Other Restrictions

There are other various restrictions on the returned data points that is dependent on the endpoint and exchange, which are not documented by the API-documentations.

One such undocumented restriction is from the Kucoin exchange, that won’t return historical market on higher granularity like the 15 minute candles. See the example below,

Restrictions by date and granularity (Example)

## 1) extract
## old 15m data
## from Kucoin
ohlc <- try(
   cryptoQuotes::get_quote(
      ticker = "BTCUSDTM",
      source = "kucoin",
      futures = TRUE,
      interval = "15m",
      from = Sys.Date() - 365,
      to   = Sys.Date() - 363
    )
)
#> Error in rmarkdown::render("/home/serkan/Documents/Projects/cryptoQuotes.wiki/Limits and Restrictions.Rmd",  : 
#>   ✖ Couldn't find "BTCUSDTM" on "kucoin".
#> ✔ Run available_tickers(source = 'kucoin', futures = TRUE) to see available
#>   tickers.
#> ℹ If the error persists please submit a bug report.

## 2) check class
## of the ohlv
class(ohlc)
#> [1] "try-error"

The error-message indicates that the BTCUSDT-pair doesn’t exist on the perpetual futures market. This behavior is not documented on the Kucoin API-documentation.

It would be a safe assumption that Kucoin doesn’t support higher granularity from last year. However, the below example which extracts data from the spot-market shows otherwise,

## 1) extract
## old 15m data
## from Kucoin
ohlc <- try(
   cryptoQuotes::get_quote(
      ticker   = "BTC-USDT",
      source   = "kucoin",
      futures  = FALSE,
      interval = "15m",
      from = Sys.Date() - 365,
      to   = Sys.Date() - 363
    )
)

## 2) check class
## of the ohlv
class(ohlc)
#> [1] "xts" "zoo"

Recommendation

As all the inconsistencies across and within Exchanges can’t be determined a priori due to lack of documentation, it is recommended to switch between enpoints and exchanges like in the example above.

Note

The same limits apply across other endpoints like get_lsratio()- and get_openinterest()-functions, with some variation. Therefore if the returned number of data points is not aligned with your expectations, it is most likely an endpoint restriction.

However, please submit a bug report if you are convinced that it is a client-side issue.