HTTP API Reference
HTTP based API providing historical market data feeds, supported exchanges details and more
/data-feeds/:exchange
GET https://api.tardis.dev/v1/data-feeds/:exchange
Provides historical cryptocurrency market data feed for requested exchange in minute by minute slices in new line delimited JSON format (NDJSON) with addition of local timestamp at the beginning of each line - in ISO 8601 format. JSON message in each line is a data message in exchange-native format.
Empty lines in response are being used as markers for disconnect events that occurred when collecting the data.
Responses are gzip compressed (content-encoding: gzip) and each one contains one minute of historical market data starting from requested date which is from date plus minute offset param.
Parallel request to this endpoint are supported and can speed up overall data fetching process substantially, but using more than ~60 parallel requests doesn't bring speed benefits.
In order to achieve best performance HTTP 1.1 protocol is recommended, in our testing HTTP 2 was noticeable slower.
As this is relatively low level API you may also want to try official client libraries that are built on top of it and provide more convenient way of consuming historical market data like requesting whole date ranges of data at once instead of minute by minute pagination or providing normalized data format.
Path Parameters
exchange*
string
one of https://api.tardis.dev/v1/exchanges (field id)
Query Parameters
from*
string
requested UTC start date of historical market data feed (e.g.: 2019-04-05 or 2019-04-05T01:02:00.000Z)
offset
number
minute offset that together with from date specifies exact minute slice of historical data that will be returned (e.g.: from date: 2019-04-05 with offset: 2 will provide historical data between 2019-04-05T00:02:00.000Z and 2010-04-05T00:03:00.000Z)
filters
string
URL encoded JSON string with{channel:string, symbols?: string[]}[] format with optional historical market data filters,
e.g.: [{"channel":"trade", "symbols":["XBTUSD"]}]
In order to get the list of allowed channels and symbols for each exchange usehttps://api.tardis.dev/v1/exchanges/:exchange API (documented below).
Headers
Authorization
string
For authenticated requests provide Authorization header with value: 'Bearer YOUR_API_KEY'.
Without API key historical data feeds for the first day of each month are available.
2019-04-01T00:00:34.8345516Z {"table":"trade","action":"insert","data":[{"timestamp":"2019-04-01T00:00:34.815Z","symbol":"ETHUSD","side":"Sell","size":7000,"price":141.2,"tickDirection":"ZeroMinusTick","trdMatchID":"baa369de-cb3b-b18f-685e-0ffdec00358c","grossValue":98840000,"homeNotional":28.654468050268125,"foreignNotional":4046.010888697859}]}
2019-04-01T00:00:34.8346465Z {"table":"orderBookL2","action":"update","data":[{"symbol":"ETHUSD","id":29699997176,"side":"Buy","size":65350}]}
2019-04-01T00:00:34.8395743Z {"table":"orderBookL2","action":"update","data":[{"symbol":"BCHM19","id":32999999571,"side":"Sell","size":333},{"symbol":"BCHM19","id":32999999572,"side":"Sell","size":576},{"symbol":"BCHM19","id":32999999573,"side":"Sell","size":353}]}
2019-04-01T00:00:34.8567501Z {"table":"trade","action":"insert","data":[{"timestamp":"2019-04-01T00:00:34.830Z","symbol":"XBTUSD","side":"Buy","size":182,"price":4089,"tickDirection":"ZeroPlusTick","trdMatchID":"fa93bd9b-e1b6-d38d-f4d4-65337a766e34","grossValue":4450992,"homeNotional":0.04450992,"foreignNotional":182}]}
2019-04-01T00:00:34.8567741Z {"table":"orderBookL2","action":"update","data":[{"symbol":"XBTUSD","id":8799591100,"side":"Sell","size":351568}]}
2019-04-01T00:00:34.8567783Z {"table":"orderBookL2","action":"update","data":[{"symbol":"ETHUSD","id":29699997176,"side":"Buy","size":55349}]}
2019-04-01T00:00:34.8567812Z {"table":"orderBookL2","action":"update","data":[{"symbol":"ETHUSD","id":29699997167,"side":"Sell","size":430305}]}
2019-04-01T00:00:34.8567847Z {"table":"orderBookL2","action":"insert","data":[{"symbol":"EOSM19","id":33199989652,"side":"Buy","size":216,"price":0.0010348}]}
2019-04-01T00:00:34.8605618Z {"table":"orderBookL2","action":"update","data":[{"symbol":"XBTUSD","id":8799591850,"side":"Buy","size":154511}]}
2019-04-01T00:00:34.8605944Z {"table":"orderBookL2","action":"update","data":[{"symbol":"TRXM19","id":33299999258,"side":"Sell","size":1493}]}
2019-04-01T00:00:34.8617223Z {"table":"orderBookL2","action":"update","data":[{"symbol":"ADAM19","id":33099998260,"side":"Buy","size":224039}]}Requests examplesimport json
import requests
def get_data_feeds():
filters = [
{"channel": "trade", "symbols": ["XBTUSD", "ETHUSD"]},
{"channel": "orderBookL2", "symbols": ["XBTUSD", "ETHUSD"]},
]
qs_params = {"from": "2019-07-01", "offset": 3, "filters": json.dumps(filters)}
headers = {"Authorization": "Bearer YOUR_API_KEY"}
url = "https://api.tardis.dev/v1/data-feeds/bitmex"
response = requests.get(url, headers=headers, params=qs_params, stream=True)
for line in response.iter_lines():
# empty lines in response are being used as markers
# for disconnect events that occurred when collecting the data
if len(line) <= 1:
continue
parts = line.decode("utf-8").split(" ")
local_timestamp = parts[0]
message = json.loads(parts[1])
# local_timestamp string marks message arrival timestamp
# message is a message dict as provided by exchange real-time stream
print(local_timestamp, message)
get_data_feeds()const fetch = require('node-fetch')
const split2 = require('split2')
const serialize = (options) => {
return encodeURIComponent(JSON.stringify(options))
}
async function getDataFeeds() {
const filters = serialize([
{
channel: 'trade',
symbols: ['XBTUSD', 'ETHUSD']
},
{
channel: 'orderBookL2',
symbols: ['XBTUSD', 'ETHUSD']
}
])
const base_url = 'https://api.tardis.dev/v1/data-feeds/bitmex'
const url = `${base_url}?from=2019-07-01&offset=3&filters=${filters}`
const response = await fetch(url)
const lines = response.body.pipe(split2())
for await (const line of lines) {
// empty lines in response are being used as markers
// for disconnect events that occurred when collecting the data
if (line.length === 0) {
continue
}
const parts = line.split(' ')
const localTimestamp = parts[0]
const message = JSON.parse(parts[1])
// localTimestamp string marks message arrival timestamp
// message is a message dict as provided by exchange real-time stream
console.log(localTimestamp, message)
}
}
getDataFeeds()curl -g 'https://api.tardis.dev/v1/data-feeds/bitmex?from=2019-07-01&filters=[{"channel":"trade","symbols":["XBTUSD"]}]&offset=3'Sample requests
/exchanges
GET https://api.tardis.dev/v1/exchanges
Gets the list of all supported exchanges that historical market data is available for.
[
{
"id": "bitmex",
"name": "BitMEX",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-03-30T00:00:00.000Z"
},
{
"id": "deribit",
"name": "Deribit",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-03-30T00:00:00.000Z"
},
{
"id": "binance-futures",
"name": "Binance Futures",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-11-17T00:00:00.000Z"
},
{
"id": "binance",
"name": "Binance (high caps)",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-03-30T00:00:00.000Z"
},
{
"id": "ftx",
"name": "FTX",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-08-01T00:00:00.000Z"
},
{
"id": "okex-futures",
"name": "OKEx Futures",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-03-30T00:00:00.000Z"
},
{
"id": "okex-options",
"name": "OKEx Options",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2020-02-01T00:00:00.000Z"
},
{
"id": "okex-swap",
"name": "OKEx Perpetual Swap",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-03-30T00:00:00.000Z"
},
{
"id": "okex",
"name": "OKEx Spot (high caps)",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-03-30T00:00:00.000Z"
},
{
"id": "huobi-dm",
"name": "Huobi DM",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-11-19T00:00:00.000Z"
},
{
"id": "huobi-dm-swap",
"name": "Huobi DM Swap",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2020-03-28T00:00:00.000Z"
},
{
"id": "huobi",
"name": "Huobi Spot (high caps)",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-11-19T00:00:00.000Z"
},
{
"id": "bitfinex-derivatives",
"name": "Bitfinex Derivatives",
"enabled": true,
"filterable": false,
"supportsDatasets": true,
"availableSince": "2019-09-14T00:00:00.000Z"
},
{
"id": "bitfinex",
"name": "Bitfinex (high caps)",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-05-23T00:00:00.000Z"
},
{
"id": "bitfinex-alts",
"name": "Bitfinex (alts)",
"enabled": true,
"filterable": false,
"supportsDatasets": true,
"availableSince": "2020-02-01T00:00:00.000Z"
},
{
"id": "bitflyer",
"name": "bitFlyer",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-08-30T00:00:00.000Z"
},
{
"id": "cryptofacilities",
"name": "Kraken Futures (Crypto Facilities)",
"enabled": false,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-03-30T00:00:00.000Z"
},
{
"id": "kraken",
"name": "Kraken",
"enabled": false,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-06-04T00:00:00.000Z"
},
{
"id": "bitstamp",
"name": "Bitstamp",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-03-30T00:00:00.000Z"
},
{
"id": "coinbase",
"name": "Coinbase Pro",
"enabled": false,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-03-30T00:00:00.000Z"
},
{
"id": "gemini",
"name": "Gemini",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-08-30T00:00:00.000Z"
},
{
"id": "coinflex",
"name": "CoinFLEX",
"enabled": true,
"filterable": true,
"supportsDatasets": false,
"availableSince": "2020-02-01T00:00:00.000Z"
},
{
"id": "bybit",
"name": "Bybit",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-11-07T00:00:00.000Z"
},
{
"id": "phemex",
"name": "Phemex",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2020-03-17T00:00:00.000Z"
},
{
"id": "okcoin",
"name": "OKCoin",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-11-19T00:00:00.000Z"
},
{
"id": "hitbtc",
"name": "HitBTC (high caps)",
"enabled": true,
"filterable": true,
"supportsDatasets": false,
"availableSince": "2019-11-19T00:00:00.000Z"
},
{
"id": "binance-jersey",
"name": "Binance Jersey",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-10-30T00:00:00.000Z"
},
{
"id": "binance-us",
"name": "Binance US",
"enabled": true,
"filterable": true,
"supportsDatasets": true,
"availableSince": "2019-09-25T00:00:00.000Z"
},
{
"id": "binance-dex",
"name": "Binance DEX",
"enabled": true,
"filterable": true,
"supportsDatasets": false,
"availableSince": "2019-06-04T00:00:00.000Z"
}
]Sample request
/exchanges/:exchange
GET https://api.tardis.dev/v1/exchanges/:exchange
Gets the exchanges details: available symbols, availability dates, available channels, CSV datasets info, incidents etc.
Path Parameters
exchange*
string
one of https://api.tardis.dev/v1/exchanges (field id)
{
"id": "binance-futures",
"name": "Binance Futures",
"enabled": true,
"availableSince": "2019-11-17T00:00:00.000Z",
"availableChannels": [
"trade",
"aggTrade",
"ticker",
"depth",
"markPrice",
"depthSnapshot",
"bookTicker",
"forceOrder"
],
"availableSymbols": [
{
"id": "btcusdt",
"type": "perpetual",
"availableSince": "2019-11-17T00:00:00.000Z"
},
{
"id": "ethusdt",
"type": "perpetual",
"availableSince": "2019-11-27T00:00:00.000Z"
}
],
"datasets": {
"dataTypes": [
"trades",
"incremental_book_L2",
"quotes",
"derivative_ticker"
],
"formats": [
"csv"
],
"exportedFrom": "2019-11-17T00:00:00.000Z",
"exportedUntil": "2020-05-06T00:00:00.000Z",
"stats": {
"trades": 261878395,
"bookChanges": 10097435451
},
"symbols": [
{
"id": "PERPETUALS",
"type": "perpetual",
"availableSince": "2019-11-17T00:00:00.000Z",
"availableTo": "2020-05-06T00:00:00.000Z",
"stats": {
"trades": 261878395,
"bookChanges": 10097435432
}
},
{
"id": "BTCUSDT",
"type": "perpetual",
"availableSince": "2019-11-17T00:00:00.000Z",
"availableTo": "2020-05-06T00:00:00.000Z",
"stats": {
"trades": 96479149,
"bookChanges": 3312038141
}
},
{
"id": "ETHUSDT",
"type": "perpetual",
"availableSince": "2019-11-27T00:00:00.000Z",
"availableTo": "2020-05-06T00:00:00.000Z",
"stats": {
"trades": 37859849,
"bookChanges": 1470630154
}
}
]
},
"incidentReports": [
{
"from": "2020-03-25T13:32:00.000Z",
"to": "2020-03-25T13:39:00.000Z",
"status": "resolved",
"details": "Google Cloud K8s node networking issue caused connection timeouts and as a result missing data for approximately 6 minutes due to not being able to connect to WS endpoints. Node has been automaticaly replaced with healthy node by auto-repair logic."
}
]
}Sample request
/api-key-info
GET https://api.tardis.dev/v1/api-key-info
Given API_KEY provided in request header provides information about what historical data (exchanges, date ranges, symbols) is available for given API_KEY.
Headers
Authorization*
string
Authorization header with value: 'Bearer YOUR_API_KEY'
[
{
"exchange": "bitmex",
"accessType": "pro",
"from": "2019-03-30T00:00:00.000Z",
"to": "2050-12-02T00:00:00.000Z",
"symbols": [],
"dataPlan": "unlimited"
},
{
"exchange": "deribit",
"accessType": "one-off-purchase",
"from": "2019-03-30T00:00:00.000Z",
"to": "2050-12-02T00:00:00.000Z",
"symbols": [],
"dataPlan": "unlimited"
}
]Last updated