antalla is an open-source cryptocurrency exchange market data aggregation tool. The name comes from the Greek ανταλλαγή (antallagí), meaning “exchange”. antalla is part of the dudo project, which aims to foster research and open-source software in the space of cryptocurrency exchange design, auditability and market manipulation. Being the first piece of software that is part of the project, the purpose of antalla is to facilitate cryptocurrency exchange market data analysis, ranging from obtaining and storing the data to conducting analyses of locally hosted real-time order books.
Even though the majority of cryptocurency exchanges provide lots of free market data through APIs, it can be a tedious task normalising and managing this data. Even more so, existing API wrappers often stop after the normalisation of data and tend to be limited in the number of exchanges they include. In fact, obtaining historical market data can be very difficult unless one is willing to move to paid services.
antalla allows for easy addition of exchanges listeners, while also offering features for data analysis, such as generating snapshots of the state of a limit order book with any depth for a given market (or markets) at specified time intervals. Of course, standard visualisation capabilities are also included, e.g. real-time limit order book plots for any depth. By removing a substantial part of the engineering overhead, antalla seeks to stimulate new and innovative projects focused on cryptocurrency order book analysis.