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Improve your trading insights and transparency
Benefit from OneTick's experience in Data, Analytics and Trade Surveillance for your Crypto Trading.
OneTick Crypto Solutions
Rebuild Order Books
Analyze Trade Data
Working with Crypto Data
OneTick can be used to provide analytics to rebuild crypto order books, join trades to prevailing market prices, calculate performance metrics, and generate trading signals. Leverage the built-in OneTick analytics to first rebuild the order book down to a certain number of levels, and then output it either as a running book or output it periodically: every second, every five seconds, or just at a particular point in time. You also have the power to analyze trade data from multiple exchanges, looking at multiple coins and tokens over time. When exploring this data, you can step through by hand or automate analyses to run continuously at your desired interval, whether that be month by month, week by week, or minute by minute. You can also export your trade data on file and explore the detailed summaries. With OneTick, you have the power to choose the data dimensions you want using our comprehensive filters to help you better navigate your data.
Best Practices for Analytics Crypto Markets
Learn the best practices of analytics and how they can be applied to crypto markets
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OneTick Crypto Solutions
Designed to Allow You To Extract the Value from the Data and see Multiple Markets
Leverage the powerful analytics with OneTick when consuming and processing crypto pricing data. OneTick is a tick analytic platform that provides all the building blocks to create trading analytics for your crypto trading activities, so that you can focus on trading.
Complex trading requires trading analytics of the full market; you can’t just look at the top of the book and back-test across historical data. You have to go down the book and accumulate statistics. OneTick empowers you to do exactly that. Use OneTick to collect trades, order books, and order book messages for select instruments across selected venues, then load that data into memory databases to make it available for querying. Live analytics as new subscribed data appears. Data is available for historic and intraday querying and for string processing.
OneTick isn't just a tick collection platform. OneTick can be used to provide analytics to rebuild crypto order books, join trades to prevailing market prices, calculate performance metrics, and generate trading signals. Leverage the built-in OneTick analytics to first rebuild the order book down to a certain number of levels, and then output it either as a running book or output it periodically, every second, every five seconds, or just at a particular point in time.
Trade data broken down day to day, month by month, as seen above.
Order Flow Performance
When you use OneTick, you have access to fully attributed data history, so you can easily investigate anomalous participant behavior down to the nanosecond or we can zoom out and look at the whole day across our participants. With crypto, all the orders flowing through the matching engine are captured. Each order is associated with a specific market participant and instrument and goes through the placement to partial fill, fill, or cancel lifecycle. Once it is stored, this fully attributed order flow, with the layered surveillance capabilities on top, empowers our customers with automatically generated alerts when a participant's flow breaches specific criteria and a clear map to the moment when executions occurred.
OneTick allows you to rebuild the market and step back through time, replaying the specific market activity across a specific alert. Or, you can always look back across the whole day, then zoom down to a small sub-second time window. You have the power to recalculate the full depth at each point in time, event by event, and back across the day; or you can focus in on a specific number of price levels, size, or price skew. As the order flow is fully attributed, we can group order flow by participant and calculate the specific performance statistics across defined time windows. Whether it's simple counts of event frequency or more complex position participation, transaction costs and PNL calculations, we have the data so we can build the calculations.
Order book examined across a 2 hour window
Unique Challenges of Crypto Data
OneTick addresses the unique differences in order sizes and prices found with cryptocurrencies. With other types of markets, typically there are double values for price and integer values for size or quantity. However, with the case of crypto, size is not an integer, and price can be any value and more granular.
Given that crypto order size isn't an integer, OneTick configures its book processing to determine the size of crypto orders by redefining our databases, normalizing records, updating the query designer’s arguments, and redefining all new variables and/or new fields as doubles not integers. To adjust for price, OneTick supports a special type-called decimal, which is a 128 bit floating point number.