dYdX v4 historical market data details - available instruments, data coverage and data collection specifics
Last updated
# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")
async def replay():
# replay method returns Async Generator
messages = tardis_client.replay(
exchange="dydx-v4",
from_date="2024-09-01",
to_date="2024-09-02",
filters=[Channel(name="v4_orderbook", symbols=["BTC-USD"])]
)
# messages as provided by dYdX v4 real-time stream
async for local_timestamp, message in messages:
print(message)
asyncio.run(replay())// npm install tardis-dev
const { replay } = require('tardis-dev');
async function run() {
try {
const messages = replay({
exchange: 'dydx-v4',
from: '2024-09-01',
to: '2024-09-02',
filters: [{ channel: 'v4_orderbook', symbols: ['BTC-USD'] }],
apiKey: 'YOUR_API_KEY'
});
// messages as provided by dYdX v4 real-time stream
for await (const { localTimestamp, message } of messages) {
console.log(localTimestamp, message);
}
} catch (e) {
console.error(e);
}
}
run();curl -g 'https://api.tardis.dev/v1/data-feeds/dydx-v4?from=2024-09-01&filters=[{"channel":"v4_orderbook","symbols":["BTC-USD"]}]&offset=0'curl -g 'localhost:8000/replay?options={"exchange":"dydx-v4","filters":[{"channel":"v4_orderbook","symbols":["BTC-USD"]}],"from":"2024-09-01","to":"2024-09-02"}'