A few more traiding pairs

Hi Guys,

Yesterday I quickly added a few more trading pairs from GDax in order to sync matched trades into my local database:

  • BCH-USD
  • BTC-EUR
  • BTC-USD
  • ETH-BTC
  • ETH-USD
  • LTC-BTC
  • LTC-USD

As of now amount of rows in my gdax_matches tables is exactly 147,666.  I’m interested if within 24hr window there are some bigger percentage price variations than what I collected yesterday for Bitcoin-Dollar pair, which was at the level of ~1.5%.

I’m also interested if I can find within that 24hr time window a lot of places where price difference percentage is smaller, but kind of repeatable. What I mean is that instead of making 2 ideal transaction per day ( buy at lowest, sell at highest ) I could in theory make 1,000 transations ensuring that total balance is positive. Let’s not forget about transactional fee that every cryptocurrency exchange is charging. I guess for that next task idea I would need to write simple script. Yay!

Alright, let’s run some sql queries to find out first price differences for other pairs.

MariaDB [solocryptoprenuer]> SELECT product_id, MIN( price ), MAX( price ), ROUND(((MAX( price ) / MIN( price )) - 1) * 100, 2) AS percentage FROM gdax_matches WHERE time > DATE_SUB( NOW(), INTERVAL 24 HOUR ) GROUP BY product_id;
+------------+---------------+---------------+------------+
| product_id | MIN( price )  | MAX( price )  | percentage |
+------------+---------------+---------------+------------+
| BCH-USD   | 686.61999512   | 759.00000000  | 10.54      |
| BTC-EUR   | 5413.41015625  | 5792.00976562 | 6.99       |
| BTC-USD   | 6324.85009766  | 6813.35009766 | 7.72       |
| ETH-BTC   | 0.06752000     | 0.07135000    | 5.67       |
| ETH-USD   | 433.69000244   | 483.64999390  | 11.52      |
| LTC-BTC   | 0.01170000     | 0.01224000    | 4.62       |
| LTC-USD   | 74.62999725    | 83.06999969   | 11.31      |
+------------+---------------+---------------+------------+
7 rows in set (1.29 sec)

MariaDB [solocryptoprenuer]> SELECT product_id, MIN( price ), MAX( price ), ROUND(((MAX( price ) / MIN( price )) - 1) * 100, 2) AS percentage FROM gdax_matches WHERE time > DATE_SUB( NOW(), INTERVAL 12 HOUR ) GROUP BY product_id;
+------------+---------------+---------------+------------+
| product_id | MIN( price )  | MAX( price )  | percentage |
+------------+---------------+---------------+------------+
| BCH-USD   | 686.61999512   | 710.78997803  | 3.52       |
| BTC-EUR   | 5413.41015625  | 5547.70019531 | 2.48       |
| BTC-USD   | 6324.85009766  | 6474.95996094 | 2.37       |
| ETH-BTC   | 0.06752000     | 0.06946000    | 2.87       |
| ETH-USD   | 433.69000244   | 443.89999390  | 2.35       |
| LTC-BTC   | 0.01172000     | 0.01205000    | 2.82       |
| LTC-USD   | 74.62999725    | 76.88999939   | 3.03       |
+------------+---------------+---------------+------------+
7 rows in set (1.19 sec)

MariaDB [solocryptoprenuer]> SELECT product_id, MIN( price ), MAX( price ), ROUND(((MAX( price ) / MIN( price )) - 1) * 100, 2) AS percentage FROM gdax_matches WHERE time > DATE_SUB( NOW(), INTERVAL 6 HOUR ) GROUP BY product_id;
+------------+---------------+---------------+------------+
| product_id | MIN( price )  | MAX( price )  | percentage |
+------------+---------------+---------------+------------+
| BCH-USD    | 691.23999023  | 702.54998779  | 1.64       |
| BTC-EUR    | 5421.43017578 | 5464.02001953 | 0.79       |
| BTC-USD    | 6334.25000000 | 6409.45996094 | 1.19       |
| ETH-BTC    | 0.06825000    | 0.06923000    | 1.44       |
| ETH-USD    | 433.69000244  | 443.89999390  | 2.35       |
| LTC-BTC    | 0.01190000    | 0.01205000    | 1.26       |
| LTC-USD    | 75.66000366   | 76.88999939   | 1.63       |
+------------+---------------+---------------+------------+
7 rows in set (1.12 sec)

MariaDB [solocryptoprenuer]>

Quite interesting results. First table represents percentage price change for each pair within last 24 hours, second table takes data within last 12 hours and the last one operates on last 6 hours.

If you wonder how data would look like from just 1 last hour:


+------------+---------------+---------------+------------+
| product_id | MIN( price )  | MAX( price )  | percentage |
+------------+---------------+---------------+------------+
| BCH-USD    | 691.23999023  | 694.50000000  | 0.47       |
| BTC-EUR    | 5430.00000000 | 5443.00976562 | 0.24       |
| BTC-USD    | 6360.62011719 | 6388.29980469 | 0.44       |
| ETH-BTC    | 0.06859000    | 0.06879000    | 0.29       |
| ETH-USD    | 437.02999878  | 439.00000000  | 0.45       | 
| LTC-BTC    | 0.01200000    | 0.01203000    | 0.25       |  
| LTC-USD    | 76.31999969   | 76.76999664   | 0.59       | 
+------------+---------------+---------------+------------+
7 rows in set (0.11 sec)

More importantly yesterday on BTC-USD pair 24hr price change from lowest to highest was at the level of 1.5% and today it jumped to 7.72%. Nice.

I’m afraif that I won’t make a script today to browse for local extremas, but I definetely would like to make such an excercise. Maybe tomorrow. Before I finish today’s post entry I want to start exposing data to the public and for the time being I’ll put db dump on Google Drive share, available under following link. I’ll create a script that will be doing that on a daily basis.

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