Binance DEX
Binance DEX historical market data details - currency pairs, data coverage and data collection specifics
Binance DEX exchange historical data for all it's currency pairs is available since 2019-06-04.
https://api.tardis.dev/v1/exchanges/binance-dex
api.tardis.dev
See Binance DEX historical data coverage: available symbols, channels, date ranges and incidents
Downloadable CSV files
Not available.
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.
Python
Node.js
cURL & HTTP API
cURL & tardis-machine
1
# pip install tardis-client
2
import asyncio
3
from tardis_client import TardisClient, Channel
4
tardis_client = TardisClient(api_key="YOUR_API_KEY")
5
6
async def replay():
7
# replay method returns Async Generator
8
messages = tardis_client.replay(
9
exchange="binance-dex",
10
from_date="2019-12-01",
11
to_date="2019-12-02",
12
filters=[Channel(name="marketDiff", symbols=[])]
13
)
14
15
# messages as provided by Binance DEX real-time stream
16
async for local_timestamp, message in messages:
17
print(message)
18
19
20
asyncio.run(replay())
Copied!
1
// npm install tardis-dev
2
const { replay } = require('tardis-dev');
3
4
async function run() {
5
try {
6
const messages = replay({
7
exchange: 'binance-dex',
8
from: '2019-12-01',
9
to: '2019-12-02',
10
filters: [{ channel: 'marketDiff', symbols: [] }],
11
apiKey: 'YOUR_API_KEY'
12
});
13
14
// messages as provided by Binance DEX real-time stream
15
for await (const { localTimestamp, message } of messages) {
16
console.log(localTimestamp, message);
17
}
18
} catch (e) {
19
console.error(e);
20
}
21
}
22
23
run();
Copied!
1
curl -g 'https://api.tardis.dev/v1/data-feeds/binance-dex?from=2019-12-01&filters=[{"channel":"marketDiff","symbols":[]}]&offset=0'
Copied!
https://api.tardis.dev/v1/data-feeds/binance-dex?from=2019-12-01&filters=[{%22channel%22:%22marketDiff%22,%22symbols%22:[]}]&offset=0
api.tardis.dev
Example API response for Binance DEX historical market data request
1
curl -g 'localhost:8000/replay?options={"exchange":"binance-dex","filters":[{"channel":"marketDiff","symbols":[]}],"from":"2019-12-01","to":"2019-12-02"}'
Copied!
Tardis-machine is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to HTTP API that provides data only in minute by minute slices.
Captured real-time channels
WebSockets - Streams - Binance Chain Docs
See Binance DEX WebSocket API docs providing documentation for each captured channel's format
- 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":truefields.
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.
Last modified 1yr ago