Bitfinex (high caps)

Bitfinex exchange historical data for: BTCUSD, BTCUST, ETHUSD, ETHUST, LTCUSD, TRXUSD, EOSUSD, XRPUSD, LEOUSD, BABUSD currency pairs is available since 2019-05-23, data for other high caps is available since 2020-05-28.

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Downloadable CSV files

Historical CSV datasets for the first day of each month are available to download without API key. See downloadable CSV files documentation.

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API Access and data format

Historical data format is the same as provided by real-time Bitfinex WebSocket v2 API with addition of local timestamps and since 2020-05-27 also with addition of channel and symbol at the end of each message which allows us providing filtering for the data server-side. 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="bitfinex",
    from_date="2020-06-01",
    to_date="2020-06-02",
    filters=[Channel(name="book", symbols=["BTCUSD"])]
  )
​
  # messages as provided by Bitfinex 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: 'bitfinex',
      from: '2020-06-01',
      to: '2020-06-02',
      filters: [{ channel: 'book', symbols: ['BTCUSD'] }],
      apiKey: 'YOUR_API_KEY'
    });
​
    // messages as provided by Bitfinex 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/bitfinex?from=2020-06-1&filters=[{"channel":"book","symbols":["BTCUSD"]}]&offset=3'

curl -g 'localhost:8000/replay?options={"exchange":"bitfinex","filters":[],"from":"2019-08-01","to":"2019-08-02"}'

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Captured real-time channels

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• ​trades​

• ​book (prec=P0, freq=F0, len=100) During data collection integrity of order book incremental updates is being validated using sequence numbers (SEQ_ALL option) provided by real-time feed - in case of detecting missed message WebSocket connection is being restarted.

• ​raw_book (prec=R0, freq=F0, len=100)

All data collection is performed with TIMESTAMP and SEQ_ALL config flags set.

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Market data collection details

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

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