# Binance DEX

Binance DEX exchange historical data for **all its currency pairs** is available since **2019-06-04** until **2022-10-04**.

{% embed url="<https://api.tardis.dev/v1/exchanges/binance-dex>" %}
See Binance DEX historical data coverage: available symbols, channels, date ranges and incidents
{% endembed %}

### 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](https://docs.tardis.dev/downloadable-csv-files/overview) or official [client libs](https://docs.tardis.dev/api/quickstart) that perform data normalization client-side.

{% tabs %}
{% tab title="Python" %}

```python
# pip install tardis-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="binance-dex",
        from_date="2020-01-01",
        to_date="2020-01-02",
        filters=[Channel(name="marketDiff", symbols=["BTCB-1DE_BUSD-BD1"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by Binance DEX real-time stream
        print(message)

asyncio.run(main())
```

See [Python client docs](https://docs.tardis.dev/python-client/quickstart).
{% endtab %}

{% tab title="Node.js" %}

```javascript
// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'binance-dex',
  from: '2020-01-01',
  to: '2020-01-02',
  filters: [{ channel: 'marketDiff', symbols: ['BTCB-1DE_BUSD-BD1'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by Binance DEX real-time stream
for await (const { localTimestamp, message } of messages) {
  console.log(localTimestamp, message);
}
```

See [Node.js client docs](https://docs.tardis.dev/node-client/quickstart).
{% endtab %}

{% tab title="cURL & HTTP API" %}

```bash
curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/binance-dex?from=2020-01-01&filters=[{"channel":"marketDiff","symbols":["BTCB-1DE_BUSD-BD1"]}]&offset=0'
```

{% embed url="<https://api.tardis.dev/v1/data-feeds/binance-dex?from=2020-01-01&filters=[{%22channel%22:%22marketDiff%22,%22symbols%22:[%22BTCB-1DE_BUSD-BD1%22]}]&offset=0>" %}
Example API response for Binance DEX historical market data request
{% endembed %}

See [HTTP API docs](https://docs.tardis.dev/api/http-api-reference).
{% endtab %}

{% tab title="cURL & tardis-machine" %}

```bash
curl -g 'localhost:8000/replay?options={"exchange":"binance-dex","filters":[{"channel":"marketDiff","symbols":["BTCB-1DE_BUSD-BD1"]}],"from":"2020-01-01","to":"2020-01-02"}'
```

[Tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to [HTTP API](https://docs.tardis.dev/api/http-api-reference) that provides data only in minute by minute slices.

See [tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) docs.
{% endtab %}
{% endtabs %}

### Captured real-time channels

{% embed url="<https://github.com/thaaddeus/binance-dex-docs-site/blob/master/docs/api-reference/dex-api/ws-streams.md>" %}
See Binance DEX WebSocket API docs providing documentation for each captured channel's format
{% endembed %}

{% hint style="info" %}
Click any channel below to see [HTTP API](https://docs.tardis.dev/api/http-api-reference#data-feeds-exchange) response with historical data recorded for it.
{% endhint %}

* [trades](https://api.tardis.dev/v1/data-feeds/binance-dex?from=2020-06-01\&filters=\[{%22channel%22:%22trades%22}]\&offset=1) Public spot trade executions stream
* [marketDiff](https://api.tardis.dev/v1/data-feeds/binance-dex?from=2020-06-01\&filters=\[{%22channel%22:%22marketDiff%22}]) Incremental order book updates stream
* [depthSnapshot](https://api.tardis.dev/v1/data-feeds/binance-dex?from=2020-06-01\&filters=\[{%22channel%22:%22depthSnapshot%22}]) — *generated* Generated full order book snapshots stream

  Binance DEX 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). Snapshot messages are marked with `"stream":"<symbol>@depthSnapshot"` and `"generated":true`.

  During data collection, order book integrity is validated using sequence numbers from the real-time feed. If a missed message is detected, the WebSocket connection is restarted. Initial book snapshots fetched from REST API are also validated for overlap with received depth messages.
* [ticker](https://api.tardis.dev/v1/data-feeds/binance-dex?from=2019-07-01\&filters=\[{%22channel%22:%22ticker%22}]) 24h ticker updates stream

### Market data collection details

[Market data collection infrastructure](https://docs.tardis.dev/faq/general#what-is-your-infrastructure-setup) for Binance DEX was located in GCP europe-west2 region (London, UK).

Real-time market data is captured via **multiple WebSocket connections** to `wss://dex-european.binance.org/api/ws`.
