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.
See Binance DEX historical data coverage: available symbols, channels, date ranges and incidents
Downloadable CSV files
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.
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.
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.