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Historical Data #160

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@whittlem

Is it possible to retrieve historical data for a market via the API? I don't see a method for it described in the documentation.

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  1. liquid-8 commented on Aug 25, 2021

    @liquid-8
    Member

    It doesn't at the moment but it is possible to add this feature.

  2. whittlem commented on Aug 25, 2021

    @whittlem
    Author

    Thanks for the reply. If it could be added that would be great.

  3. romanbsd commented on Aug 26, 2021

    @romanbsd
    Contributor

    @liquid-8 how would you do that? As far as I know uniswap doesn't have a history of trades. Are you referring to tracing the transactions with router?

  4. ErikBjare commented on Aug 26, 2021

    @ErikBjare
    Member

    You would have to trace back all the Swap events, which is a very resource intensive activity.

    Example of a Swap event: https://etherscan.io/tx/0x506f2153271a75449d4b074614250ce3f5a8e93e105428bc02ccaf22062c1f9a#eventlog

    image

  5. romanbsd commented on Aug 26, 2021

    @romanbsd
    Contributor

    Right, this is what I assumed. I'm curious, what is the real-world use case of such history of trades? Apart from academic interest, one can extrapolate the activity between two price points (in time) just using the L curve.

  6. liquid-8 commented on Aug 26, 2021

    @liquid-8
    Member

    You might call ExactAmounts(block_parameter) and similar methods to build charts and stuff, for example. Obviously, you need local ethereum node and quite powerful host for that. Event log processing is out of scope for sure just because it is Python, you know.

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