OKX Futures historical market data details - 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="okex-futures",
from_date="2024-01-01",
to_date="2024-01-02",
filters=[Channel(name="books-l2-tbt", symbols=["BTC-USD-240329"])]
)
# messages as provided by OKX 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: 'okex-futures',
from: '2024-01-01',
to: '2024-01-02',
filters: [{ channel: 'books-l2-tbt', symbols: ['BTC-USD-240329'] }],
apiKey: 'YOUR_API_KEY'
});
// messages as provided by OKX 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/okex-futures?from=2024-01-01&filters=[{"channel":"books-l2-tbt","symbols":["BTC-USD-240329"]}]&offset=0'curl -g 'localhost:8000/replay?options={"exchange":"okex-futures","filters":[{"channel":"books-l2-tbt","symbols":["BTC-USD-240329"]}],"from":"2024-01-01","to":"2024-01-02"}'