It’s been a week! Fees and a script

Hi Guys,

7th post after seven days, means I’m writing every day since a week! Yay! Super first milestone achieved.

Let’s analyze fees used on GDax exchange:

When you place an order at the market price that gets filled immediately, you are considered a taker and will pay a fee between 0.10% and 0.30%.

When you place an order which is not immediately matched by an existing order, that order is placed on the order book. If another customer places an order that matches yours, you are considered the maker and your fee will be 0%.

When you place an order that gets partially matched immediately, you pay a taker fee for that portion. The remainder of the order is placed on the order book and, when matched, is considered a maker order. The fee is 0% for that part of the total order.

Continue reading It’s been a week! Fees and a script

Putting transactions information into MariaDB

Hi Guys,

Hope you also had a lovely weekend!

It’s time to work a liitle bit and today’s very natural next step is about to store into database transactions from GDax.

Let’s first create a new table to store results:

CREATE TABLE gdax_matches (

id BIGINT NOT NULL AUTO_INCREMENT PRIMARY KEY,
size FLOAT (15,8) NOT NULL,
product_id CHAR (7) NOT NULL,
price FLOAT (15,8) NOT NULL,
time DATETIME NOT NULL,

INDEX (product_id),
INDEX (time)
);

Continue reading Putting transactions information into MariaDB

I need Data

Hi Guys,

In order to analyse and/or predict the trend in transactional price in the pair of BTC-USD I definetely need historical data. I don’t know yet what granularity is needed not mentioning time period needed to perform data mining.

Majority of google results were limited to last 2000 entries for free, where rest was paid. Data resolution wasn’t ideal too – 1 entry per day. I believe I need real-time data.

I gave it a try to SpreadStreet.io, where registration takes a second after which I was able to download my very first data set for Bitcoin historical data from GDax exchange. CSV files looks like that:

Continue reading I need Data