Product updates
New exchange coverage, channels, clients and API changes
Hyperliquid fast order book normalization
Hyperliquid order book normalization now uses the 5-level fastBook feed for real-time streaming and historical data recorded from 2026-06-17 onward. This applies to the Node.js client and the normalized book_snapshot_5 and book_snapshot_25 CSV datasets. From that date, both datasets are derived from snapshots currently observed around every 500ms. Earlier historical data continues to use the 20-level l2Book feed.
Available in Node.js client tardis-dev 18.1.0 or newer.
Gemini WebSocket v3 market data
Gemini raw historical feeds now use Gemini WebSocket API v3 from 2026-07-24 UTC onward. Captured v3 data includes public trades on trade, 100ms incremental level 2 order book updates on the Tardis depth channel, and native top-of-book updates on bookTicker.
Gemini v3 raw payloads use lowercase symbols such as btcusd. For backward compatibility with Gemini v2, Tardis symbol IDs and normalized messages remain uppercase, while Gemini filters match symbols case-insensitively so existing filters such as BTCUSD continue to work. Historical data recorded before the switch remains available in the legacy v2 format.
Kraken WebSocket v2 market data
Kraken raw historical feeds now use Kraken WebSocket API v2 from 2026-07-10 UTC onward. Captured v2 data includes public trades, 1000-level order books, BBO-triggered tickers, and instrument reference data including tokenized assets.
Kraken v2 also changes exchange-native symbol IDs for pairs containing Bitcoin or Dogecoin: v1 XBT and XDG become v2 BTC and DOGE. For example, use XBT/USD before the switch and BTC/USD from 2026-07-10 onward. This applies to every pair containing either currency.
Kraken v2 real-time streaming and data normalization require Node.js client tardis-dev 16.6.3 or newer, or Tardis Machine 16.6.2 or newer.
Bybit pre-launch derivatives data
Market data for Bybit Derivatives pre-launch instruments is now available once Bybit moves an instrument into the ContinuousTrading phase.
These symbols are included in Bybit Derivatives historical and real-time feeds for supported channels, including trades, order book data, tickers, liquidations, and book ticker data. The Instruments Metadata API marks them with underlyingType: pre_market, so clients can distinguish pre-launch contracts from normal crypto-native contracts. Bybit auction-only pre-launch phases remain excluded until continuous trading starts.
Faster exchange and instrument metadata APIs
Exchange details and Instruments Metadata API responses are now faster and more reliable for large exchanges and broad filters, including options-heavy venues and filters for futures, perpetuals, and options.
Metadata responses now return the full available instrument universe more consistently, including historical or inactive symbols that previously could be omitted on exchanges with very large symbol lists. This makes symbol discovery, availability checks, and automated instrument selection more predictable across supported exchanges.
Metadata refreshes are also more resilient to temporary upstream issues, so newly listed, delisted, and recovered symbols should appear more consistently. The /v1/exchanges/:exchange response no longer includes the legacy zero-valued datasets.stats placeholder; use datasets.symbols for CSV dataset availability.
OKX order book and Tokyo migration
OKX Spot, Futures, Swap, and Options raw order book feeds now use the public books channel instead of the colocation-only books-l2-tbt channel from 2026-05-21 UTC onward.
The OKX recorders were moved from Hong Kong to Tokyo after OKX announced its Hong Kong to Tokyo trading server migration and updated its colocation policy to support DMM/DMT clients only. We were asked to switch from colocation domains to the public network domains www.okx.com and ws.okx.com. A migration data gap affected OKX feeds on 2026-05-21 from 00:00:00 UTC to 05:16:19 UTC.
Replaying OKX Spot, Futures, Swap, and Options order book data recorded from 2026-05-21 onward requires Node.js client tardis-dev 16.4.2 or newer, or Tardis Machine 16.4.2 or newer.
Optimized filtered raw data replay API requests
Filtered raw data replay API requests can now use the optional sliceSize parameter to fetch up to 10 consecutive minutes per request. Use it to reduce the number of API requests when replaying historical data. Omit sliceSize to keep the existing one-minute behavior.
Responses include x-slice-size with the slice size used and x-suggested-slice-size as a recommendation for future requests with the same filter applied. The recommendation balances fewer requests against response size.
The Node.js client tardis-dev 16.3.1, Python client tardis-dev 4.2.0, and Tardis Machine 16.2.1 use this automatically for filtered historical replay, so library users get fewer API requests without changing replay code.
Bitget V3 market data
Bitget Spot and Bitget Futures raw historical feeds now use Bitget WebSocket API V3. Order book collection now uses the books full-depth channel.
Bitget Futures also includes the V3 liquidation channel. Replaying or normalizing Bitget data recorded from 2026-04-28 onward requires Node.js client tardis-dev 16.2.1 or newer, or Tardis Machine 16.1.2 or newer, because older clients do not support the new V3 raw message formats.
Find instrument symbols
You can now find exchange-specific instrument symbols from normalized market filters across multiple exchanges. Use this when you know the market you want, such as active BTC/USDT linear perpetuals, but do not want to hardcode each exchange's symbol format.
The new Node.js findInstrumentSymbols() helper and Python find_instrument_symbols() helpers use Instruments Metadata API filters and return symbols grouped by exchange.
Available in Node.js client tardis-dev 16.2.0 and Python client tardis-dev 4.1.0.
Instruments metadata min notional and underlying type
Instruments metadata now includes minNotional when an exchange exposes a minimum order value or notional separately from minimum order quantity.
It also includes underlyingType for non-option instruments, using native for crypto-native instruments and exchange-sourced classifications such as equity, commodity, fx, index, fixed_income, or pre_market when available. The instruments filter endpoint accepts underlyingType, so you can query categories such as commodity perpetuals on supported exchanges.
Binance index constituents
You can now replay historical Binance USDS-M Futures index price constituents through the generated indexConstituents channel.
Binance's REST endpoint exposes the current index constituents. We record those payloads into the minute-by-minute historical feed, so you can inspect how each index's constituent exchanges, symbols, prices and weights changed over time.
Binance premium index data
You can now replay Binance USDS-M Futures premium index snapshots through the generated premiumIndex channel.
This adds access to Binance's REST premium index payloads in the same minute-by-minute historical feed format as our other channels, including interestRate, which is not available in the WebSocket markPrice stream.
Unified Python client v3
The Python client is now a unified tardis-dev client for historical replay, CSV dataset downloads, cache management and exchange metadata.
It exposes a simpler top-level API for the most common workflows:
replay()for historical market data replaydownload_datasets()for CSV dataset downloadsclear_cache()for local cache cleanupget_exchange_details()for exchange metadata
replay() also accepts Python datetime values for from_date and to_date. Naive datetimes are treated as UTC.
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