Binance DEX

Binance DEX exchange historical data for all it's currency pairs is available since 2019-06-04.

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Downloadable CSV files

Not available.

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API Access and data format

Historical data format is the same as provided by real-time Binance DEX WebSocket API with addition of local timestamps. If you'd like to work with normalized data format instead (same format for each exchange) see downloadable CSV files or official client libs that perform data normalization client-side.

# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")
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async def replay():
  # replay method returns Async Generator
  messages = tardis_client.replay(
    exchange="binance-dex",
    from_date="2019-12-01",
    to_date="2019-12-02",
    filters=[Channel(name="marketDiff", symbols=[])]
  )
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  # messages as provided by Binance DEX real-time stream
  async for local_timestamp, message in messages:
    print(message)
​
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asyncio.run(replay())

// npm install tardis-dev
const { replay } = require('tardis-dev');
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async function run() {
  try {
    const messages = replay({
      exchange: 'binance-dex',
      from: '2019-12-01',
      to: '2019-12-02',
      filters: [{ channel: 'marketDiff', symbols: [] }],
      apiKey: 'YOUR_API_KEY'
    });
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    // messages as provided by Binance DEX real-time stream
    for await (const { localTimestamp, message } of messages) {
      console.log(localTimestamp, message);
    }
  } catch (e) {
    console.error(e);
  }
}
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run();

curl -g 'https://api.tardis.dev/v1/data-feeds/binance-dex?from=2019-12-01&filters=[{"channel":"marketDiff","symbols":[]}]&offset=0'

curl -g 'localhost:8000/replay?options={"exchange":"binance-dex","filters":[{"channel":"marketDiff","symbols":[]}],"from":"2019-12-01","to":"2019-12-02"}'

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Captured real-time channels

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• ​trades​

• ​marketDiff​

• ​depthSnapshot - generated channel with full order book snapshots Binance DEX real-time WebSocket API does not provide initial order book snapshots . To overcome this issue we fetch initial order book snapshots from REST API and store them together with the rest of the WebSocket messages - top 1000 levels. Such snapshot messages are marked with "stream":"<symbol>@depthSnapshot" and "generated":true fields.

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Market data collection details

​Market data collection infrastructure for Binance DEX is located in GCP europe-west2 region (London, UK). Real-time market data is captured via multiple WebSocket connections.

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