API Documentation


Time Series

Examples | Type Definition

Time series objects represent data that changes over time. In Blocktap, time series data is comprised of statistics and metrics calculated using the raw data points.

A common example example is OHLCV "candle" data. These values are generated from raw trade data and aggregated by periods of time.

Blocktap supports time intervals of: _1m, _5m, _15m, _30m, _1h, _2h, _4h, _1d.

Blocktap has time series statstics for Asset, Market, and Exchange data. Our time series functionality allows returning results for all of these types in unison. This means you can write a single query that combines market statistics and peer-to-peer statistics.

Time series must always be given an initial argument of resolution which is the length of time that each object in the result set covers. For example, a simple query to retrieve price and volume data for a market:

Examples

Price data for single market

This example returns basic price data markets.

```graphql
query price {
  timeseries(resolution: _1d, limit: 7, startDate: "2018-10-01") {
    startDate
    markets(filter: {
      exchangeSymbol:{ _in:["Binance", "HitBTC" ]}
      baseSymbol: { _eq: "BTC" },
      quoteSymbol: { _eq: "USDT" } }
    ) {
      exchangeSymbol
      openPrice
      baseVolume
    }
  }
}
{
  "data": {
    "timeseries": [
      {
        "startDate": "2018-10-07T00:00:00.000Z",
        "markets": [
          {
            "exchangeSymbol": "Binance",
            "openPrice": "6596.44000000",
            "baseVolume": "17406.83176200"
          },
          {
            "exchangeSymbol": "HitBTC",
            "openPrice": "6595.47000000",
            "baseVolume": "8787.13000000"
          }
        ]
      },
      {
        "startDate": "2018-10-06T00:00:00.000Z",
        "markets": [
          {
            "exchangeSymbol": "Binance",
            "openPrice": "6635.65000000",
            "baseVolume": "10939.50539100"
          },
          {
            "exchangeSymbol": "HitBTC",
            "openPrice": "6627.73000000",
            "baseVolume": "12380.79000000"
          }
        ]
      },
      {
        "startDate": "2018-10-05T00:00:00.000Z",
        "markets": [
          {
            "exchangeSymbol": "Binance",
            "openPrice": "6591.69000000",
            "baseVolume": "16096.55239200"
          },
          {
            "exchangeSymbol": "HitBTC",
            "openPrice": "6590.84000000",
            "baseVolume": "12318.92000000"
          }
        ]
      },
      {
        "startDate": "2018-10-04T00:00:00.000Z",
        "markets": [
          {
            "exchangeSymbol": "Binance",
            "openPrice": "6510.01000000",
            "baseVolume": "20074.30081800"
          },
          {
            "exchangeSymbol": "HitBTC",
            "openPrice": "6507.52000000",
            "baseVolume": "10184.14000000"
          }
        ]
      },
      {
        "startDate": "2018-10-03T00:00:00.000Z",
        "markets": [
          {
            "exchangeSymbol": "Binance",
            "openPrice": "6525.79000000",
            "baseVolume": "28451.96913800"
          },
          {
            "exchangeSymbol": "HitBTC",
            "openPrice": "6525.91000000",
            "baseVolume": "9889.21000000"
          }
        ]
      },
      {
        "startDate": "2018-10-02T00:00:00.000Z",
        "markets": [
          {
            "exchangeSymbol": "Binance",
            "openPrice": "6610.00000000",
            "baseVolume": "28245.81008800"
          },
          {
            "exchangeSymbol": "HitBTC",
            "openPrice": "6605.26000000",
            "baseVolume": "14956.91000000"
          }
        ]
      },
      {
        "startDate": "2018-10-01T00:00:00.000Z",
        "markets": [
          {
            "exchangeSymbol": "Binance",
            "openPrice": "6626.57000000",
            "baseVolume": "20621.50689400"
          },
          {
            "exchangeSymbol": "HitBTC",
            "openPrice": "6626.36000000",
            "baseVolume": "11111.94000000"
          }
        ]
      }
    ]
  }
}

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Multiple markets

This example demonstrates how pricing data can be shown for multiple markets at the same time when using the same base and quote symbol.

query markets {
  timeseries(resolution: _1d, limit: 7, startDate: "2018-10-01") {
    startDate
    markets(
      filter: {
        exchangeSymbol: { _in: ["Binance", "HitBTC"] }
        baseSymbol: { _eq: "BTC" }
        quoteSymbol: { _eq: "USDT" }
      }
    ) {
      marketSymbol
      openPrice
      highPrice
      lowPrice
      closePrice
      baseVolume
      quoteVolume
      marketCount
      percentChange
    }
  }
}
{
  "data": {
    "timeseries": [
      {
        "startDate": "2018-10-07T00:00:00.000Z",
        "markets": [
          {
            "marketSymbol": "Binance:BTC/USDT",
            "openPrice": "6525.79000000",
            "highPrice": "6525.79000000",
            "lowPrice": "6525.79000000",
            "closePrice": "6525.79000000",
            "baseVolume": "0.00000000",
            "quoteVolume": "0.00000000",
            "marketCount": 1,
            "percentChange": "0"
          },
          {
            "marketSymbol": "HitBTC:BTC/USDT",
            "openPrice": "6524.17000000",
            "highPrice": "6524.17000000",
            "lowPrice": "6524.17000000",
            "closePrice": "6524.17000000",
            "baseVolume": "0.00000000",
            "quoteVolume": "0.00000000",
            "marketCount": 1,
            "percentChange": "0"
          }
        ]
      },
      {
        "startDate": "2018-10-06T00:00:00.000Z",
        "markets": [
          {
            "marketSymbol": "Binance:BTC/USDT",
            "openPrice": "6525.79000000",
            "highPrice": "6525.79000000",
            "lowPrice": "6525.79000000",
            "closePrice": "6525.79000000",
            "baseVolume": "0.00000000",
            "quoteVolume": "0.00000000",
            "marketCount": 1,
            "percentChange": "0"
          },
          {
            "marketSymbol": "HitBTC:BTC/USDT",
            "openPrice": "6524.17000000",
            "highPrice": "6524.17000000",
            "lowPrice": "6524.17000000",
            "closePrice": "6524.17000000",
            "baseVolume": "0.00000000",
            "quoteVolume": "0.00000000",
            "marketCount": 1,
            "percentChange": "0"
          }
        ]
      },
      {
        "startDate": "2018-10-05T00:00:00.000Z",
        "markets": [
          {
            "marketSymbol": "Binance:BTC/USDT",
            "openPrice": "6525.79000000",
            "highPrice": "6525.79000000",
            "lowPrice": "6525.79000000",
            "closePrice": "6525.79000000",
            "baseVolume": "0.00000000",
            "quoteVolume": "0.00000000",
            "marketCount": 1,
            "percentChange": "0"
          },
          {
            "marketSymbol": "HitBTC:BTC/USDT",
            "openPrice": "6524.17000000",
            "highPrice": "6524.17000000",
            "lowPrice": "6524.17000000",
            "closePrice": "6524.17000000",
            "baseVolume": "0.00000000",
            "quoteVolume": "0.00000000",
            "marketCount": 1,
            "percentChange": "0"
          }
        ]
      },
      {
        "startDate": "2018-10-04T00:00:00.000Z",
        "markets": [
          {
            "marketSymbol": "Binance:BTC/USDT",
            "openPrice": "6525.79000000",
            "highPrice": "6525.79000000",
            "lowPrice": "6525.79000000",
            "closePrice": "6525.79000000",
            "baseVolume": "0.00000000",
            "quoteVolume": "0.00000000",
            "marketCount": 1,
            "percentChange": "0"
          },
          {
            "marketSymbol": "HitBTC:BTC/USDT",
            "openPrice": "6524.17000000",
            "highPrice": "6524.17000000",
            "lowPrice": "6524.17000000",
            "closePrice": "6524.17000000",
            "baseVolume": "0.00000000",
            "quoteVolume": "0.00000000",
            "marketCount": 1,
            "percentChange": "0"
          }
        ]
      },
      {
        "startDate": "2018-10-03T00:00:00.000Z",
        "markets": [
          {
            "marketSymbol": "Binance:BTC/USDT",
            "openPrice": "6525.79000000",
            "highPrice": "6525.79000000",
            "lowPrice": "6525.79000000",
            "closePrice": "6525.79000000",
            "baseVolume": "0.00000000",
            "quoteVolume": "0.00000000",
            "marketCount": 1,
            "percentChange": "0"
          },
          {
            "marketSymbol": "HitBTC:BTC/USDT",
            "openPrice": "6524.17000000",
            "highPrice": "6524.17000000",
            "lowPrice": "6524.17000000",
            "closePrice": "6524.17000000",
            "baseVolume": "0.00000000",
            "quoteVolume": "0.00000000",
            "marketCount": 1,
            "percentChange": "0"
          }
        ]
      },
      {
        "startDate": "2018-10-02T00:00:00.000Z",
        "markets": [
          {
            "marketSymbol": "Binance:BTC/USDT",
            "openPrice": "6610.00000000",
            "highPrice": "6640.00000000",
            "lowPrice": "6494.00000000",
            "closePrice": "6525.79000000",
            "baseVolume": "28245.81008800",
            "quoteVolume": "185725492.28023912",
            "marketCount": 1,
            "percentChange": "-1.27"
          },
          {
            "marketSymbol": "HitBTC:BTC/USDT",
            "openPrice": "6605.26000000",
            "highPrice": "6630.49000000",
            "lowPrice": "6483.89000000",
            "closePrice": "6524.17000000",
            "baseVolume": "14956.91000000",
            "quoteVolume": "98321688.98470000",
            "marketCount": 1,
            "percentChange": "-1.23"
          }
        ]
      },
      {
        "startDate": "2018-10-01T00:00:00.000Z",
        "markets": [
          {
            "marketSymbol": "Binance:BTC/USDT",
            "openPrice": "6626.57000000",
            "highPrice": "6667.09000000",
            "lowPrice": "6510.00000000",
            "closePrice": "6611.61000000",
            "baseVolume": "20621.50689400",
            "quoteVolume": "136115256.96830679",
            "marketCount": 1,
            "percentChange": "-0.23"
          },
          {
            "marketSymbol": "HitBTC:BTC/USDT",
            "openPrice": "6626.36000000",
            "highPrice": "6659.71000000",
            "lowPrice": "6521.36000000",
            "closePrice": "6606.79000000",
            "baseVolume": "11111.94000000",
            "quoteVolume": "73380338.74390000",
            "marketCount": 1,
            "percentChange": "-0.3"
          }
        ]
      }
    ]
  }
}

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