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etherdelta / etherdelta.github.io

https://etherdelta.com
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API Feature Request: Get All Orders #229

Open adamsmd opened 6 years ago

adamsmd commented 6 years ago

I would like to request a way to download all current orders.

My client analyzes across all trading pairs on EtherDelta in order to find market openings. Getting all order data with the current EtherDelta API requires sending a getMarket for every token on EtherDelta. With the rate limit of 12 requests per minute and the ~370 tokens on EtherDelta, that takes 30 minutes. (I can avoid this issue for trade data by getting it from the blockchain.)

I imagine that as other clients get more sophisticated they will need similar information.

For a sense of scale, it looks like the buys and sells parts the markets for all tokens totals around 30MB uncompressed (or 7 MB compressed with gzip). I don't know if that would be overly taxing to your server.

One solution might be to publish orders on Whisper or Swarm, but I don't know if that is consistent with your goals and/or business model.

yangbod123 commented 6 years ago

I think most time we just need each pair's ask/bid orders, or just 20 orders each side, not all of them. Do you agree? Have you or someone else found out a better way to overcome this?