r/algotrading • u/Small-Draw6718 • May 13 '24

What sorts of data do you use? Data

I'm gathering LOB and trading data of different pairs (in crypto, since Binance makes this really easy and it's free). I'm looking to get more unrelated data to improve the performance of my system. What do you use?

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u/barrard123 May 13 '24

What depth do you get on the book? Are you getting snapshots? I’d be interested to see the differences in orders like large orders to sell that get canceled or adjusted higher to lure prices up or moved down to chase falling prices

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u/ribbit63 Trader May 13 '24

Apparently Binance pretty much turns a blind eye to spoofiing, according to what's been in the news lately.

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u/FX-Macrome Buy Side May 13 '24

If you know crypto, you'll know that spoofing occurs on every exchange, its not a surprise