Bitfinex (high caps)
Bitfinex historical market data details - currency pairs, data coverage and data collection specifics
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.
https://api.tardis.dev/v1/exchanges/bitfinex
api.tardis.dev
See Bitfinex historical data coverage: available symbols, channels, date ranges and incidents
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.
data type
symbol
date
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.
Python
Node.js
cURL & HTTP API
cURL & tardis-machine
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# pip install tardis-client
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import asyncio
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from tardis_client import TardisClient, Channel
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tardis_client = TardisClient(api_key="YOUR_API_KEY")
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async def replay():
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# replay method returns Async Generator
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messages = tardis_client.replay(
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exchange="bitfinex",
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from_date="2020-06-01",
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to_date="2020-06-02",
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filters=[Channel(name="book", symbols=["BTCUSD"])]
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)
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# messages as provided by Bitfinex real-time stream
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async for local_timestamp, message in messages:
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print(message)
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asyncio.run(replay())
Copied!
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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async function run() {
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try {
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const messages = replay({
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exchange: 'bitfinex',
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from: '2020-06-01',
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to: '2020-06-02',
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filters: [{ channel: 'book', symbols: ['BTCUSD'] }],
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apiKey: 'YOUR_API_KEY'
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});
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// messages as provided by Bitfinex real-time stream
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for await (const { localTimestamp, message } of messages) {
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console.log(localTimestamp, message);
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}
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} catch (e) {
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console.error(e);
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}
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}
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run();
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curl -g 'https://api.tardis.dev/v1/data-feeds/bitfinex?from=2020-06-1&filters=[{"channel":"book","symbols":["BTCUSD"]}]&offset=3'
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https://api.tardis.dev/v1/data-feeds/bitfinex?from=2020-06-1&filters=[{%22channel%22:%22book%22,%22symbols%22:[%22BTCUSD%22]}]&offset=3
api.tardis.dev
Example API response for Bitfinex historical market data request
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curl -g 'localhost:8000/replay?options={"exchange":"bitfinex","filters":[],"from":"2019-08-01","to":"2019-08-02"}'
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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
General
Bitfinex
See Bitfinex WebSocket API docs providing documentation for each captured channel's format
- 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.
All data collection is performed with
TIMESTAMP and SEQ_ALL config flags set.Since 2020-05-27 each collected Bitfinex real-time data message has appended channel and symbol at the end of array - this allows us providing data filtering via API. Before that date if filters are provided with API request, always all recorded, unfiltered data feed is being returned.
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.
Bitfinex servers are located in Market Synergy DC (Switzerland).
All it's public APIs are proxied through Cloudflare.
Last modified 2yr ago