The Shrimpy Developer APIs currently provide access to a number of different types of historical data. These different types include historical order book snapshots, tick-by-tick trades, and candlesticks.
At the time of writing this article, collecting candlestick data does not count towards data credits. That means candlestick data is completely free to access. For that reason, we will focus on discussing the other two major data types: Order book snapshots and tick-by-tick trade data.
Order Book Snapshots
Historical order book snapshots count as 10 data credits. That means each individual order book snapshot which is collected from the historical Shrimpy APIs will consume 10 data credits.
Note: There is a difference between historical snapshots and maintaining the order book through live websocket streams. Pricing for the live websocket streams is described below.
Tick-by-tick Trade Data Points
Each historical trade data point counts as 1 data credit. That means every historical trade which is collected from the historical Shrimpy APIs will consume exactly 1 data credit.
Note: Accessing trade data through our websockets in real-time is calculated differently. See additional information below for more details.
Trade and Order Book Websockets
Websockets are priced differently in Shrimpy than historical data points. While connected to a websocket Shrimpy charges a flat rate of 1 data credit per 10 minutes per subscription. That means if you subscribe to order book streams of 10 trading pairs for 10 minutes, it would cost 10 data credits.
Historical Candlestick (OHLCV) Data
The historical candlesticks (OHLCV) endpoints cost 10 data credits per candle stick. That means if you pull 100 candlesticks from a trading pair, it will cost 1,000 data credits.
Note: There are two different candlestick endpoints. The historical and the live candlesticks. The live candlesticks do not cost data credits. Only the historical candlestick (OHLCV) data endpoints require credits.
Credit Usage Example
Let's say you have subscribed to a data plan which provides 100 data credits. You can therefore access any of the following amounts of data from the different data endpoints.
- 100 tick-by-tick trades
- 10 order book snapshots
- 1,000 minutes of live order book websocket data for one trading pair
- 5 order book snapshots, 40 tick-by-tick trades, and 100 minutes of one trading pair's live trade websocket data
- 3 order book snapshots, 7 tick-by-tick trades, 3 order book websocket subscriptions for 100 minutes, and 3 trade websocket subscriptions for 200 minutes.
Please notice how you cannot collect both the maximum number of order book snapshots, tick-by-tick trades, and websocket minutes. Using credits for one data endpoint means you cannot use the same credits for another data endpoint.
At the end of each subscription period, the number of data credits you can access is reset. That means if you subscribe to a plan which supports 100,000 order book snapshots, you will be able to collect up to 100k order book snapshots each month.