FAQs

I see asset symbols with the .amb. suffix when using VWAP, TWAP and price-like features. What are these symbols?

The suffix .amb. is added to help handle asset collisions across exchanges and ensure you are receiving accurate aggregated metrics and insights for a given asset.

An asset collision is when two exchanges have the same symbol for two different assets. Let’s take a concrete example.

Neo Gas, has the symbol, gas on Poloniex, HTX, OKEX and Binance.

Gas DAO, has the symbol, gas on MEXC.

Neo Gas trades as the spot instrument gas_usdt and Gas DAO also trades as the spot instrument gas_usdt. This is an asset collision, as we have the same instrument pair referring to two different assets.

Now consider an aggregated metric like VWAP or Pair Trading Volume, these metrics will be incorrect for the asset gas because Neo Gas and Gas DAO trade at very different prices. Hence, Amberdata takes extra steps to ensure that metrics are aggregated correctly for the respective assets. Thereby, in order to distinguish between Neo Gas and Gas DAO, we append .amb. and an integer to one of the gas symbols. If another gas asset begins trading on a different exchange, say Gas Cloud on Bithumb, we would derive another new symbol gas.amb.2 to help identify Gas Cloud.

When using aggregated metric features like VWAP, TWAP, volume metrics etc. you should use the associated information endpoint to retrieve all supported assets, their symbols and names, helping you distinguish which asset is which before pulling your desired data.

I'm able to pull raw market data for an asset/instrument that recently got listed on an exchange, but I'm not able to get VWAP, TWAP or other aggregated metrics for the asset/instrument?

In order to ensure that Amberdata provides accurate data and aggregated metrics for an asset, a human asset review committee verifies if newly listed instruments on exchanges overlap with known assets or are entirely new assets. Part of this process is automated but the final confirmation is done by human subject matter experts.

Please note, that for newly listed assets and instruments, tick-by-tick market data (trades, ticket, OB Events, OB Snapshots etc.) are immediately available for access in Amberdata (API & Bulk). Because of the human-in-the-loop process, there is an expected delay of approximately ~1 week from when an asset is listed on an exchange and when Amberdata can serve aggregated metrics (VWAP, TWAP, etc.) and insights for that asset.

Will the .amb. suffixed symbol work for tick-by-tick market data features?

No, the .amb. suffixed symbols only work for the aggregated metrics. However, the information endpoints for aggregated metrics will enable you to discover the associated asset symbol that can be used for the tick-by-tick market data features. For example

{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "metadata": {
      "next": null
    },
    "data": [
      {
        "asset": "lsd",
        "startDate": 1708387200000,
        "endDate": 1708628220000,
        "assetName": "L7 DEX",
        "marketDataReference": [
          {
            "exchange": "huobi",
            "assetSymbol": "lsd"
          },
          {
            "exchange": "mexc",
            "assetSymbol": "lsd7"
          }
        ]
      }
    ]
  }
}

Here we see that the L7 DEX asset has the symbol lsd on HTX and lsd7 on MEXC. When asking for spot trades of L7 DEX on MEXC you should use the base symbol lsd7 for the respective instruments.

In order to reduce confusion when using the tick-by-tick market data features, for a given asset, A, Amberdata retains the exact symbol of A from each exchange for the instruments of A. Remember, an asset symbol is unique to a single exchange, but it is not unique across exchanges.