Market Prices Throughput

Hi,

I’m not able to look at as many prices as I’d hoped, as the size of the data returned by querying /v3/markets/{market_ids}/last_executed_prices/ or /v3/markets/{market_ids}/quotes with 100 markets is prohibitively large.

For example, I get a 4 Meg response querying last_executed_prices with 100 market ids, which takes me six seconds to receive.

Is it possible to add optional HTTP compression to these responses, as well as perhaps a “more_recent_than” parameter, where you would only receive trades/prices which had been updated since the ISO timestamp supplied.

Thanks,
Alex

Hi, thanks for your suggestion. We’ll make sure to consider it when making updates in the future. Unfortunately, for now, I can only recommend querying last_executed_prices with fewer markets.