BitFlyer historical data for all it's instruments is available since 2019-08-30.
Real-time market data provided by bitFlyer exchange isn't always the most reliable and clean, especially during market volatility periods (crossed order books, delayed trade data).
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 | |
trades | FX_BTC_JPY | 2020-01-01 | |
incremental_book_L2 | FX_BTC_JPY | 2020-01-01 | |
quotes | FX_BTC_JPY | 2020-01-01 | |
trades | FUTURES | 2020-03-01 |
Historical data format is the same as provided by real-time bitFlyer lightning JSON-RPC 2.0 over 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 can perform data normalization client-side.
# pip install tardis-clientimport asynciofrom tardis_client import TardisClient, Channeltardis_client = TardisClient(api_key="YOUR_API_KEY")async def replay():# replay method returns Async Generatormessages = tardis_client.replay(exchange="bitflyer",from_date="2020-01-01",to_date="2020-02-02",filters=[Channel(name="lightning_executions", symbols=["FX_BTC_JPY"])])# messages as provided by bitFlyer real-time streamasync for local_timestamp, message in messages:print(message)asyncio.run(replay())
See Python client docs.
// npm install tardis-devconst { replay } = require('tardis-dev');async function run() {try {const messages = replay({exchange: 'bitflyer',from: '2020-01-01',to: '2020-01-02',filters: [{ channel: 'lightning_executions', symbols: ['FX_BTC_JPY'] }],apiKey: 'YOUR_API_KEY'});// messages as provided by bitFlyer real-time streamfor await (const { localTimestamp, message } of messages) {console.log(localTimestamp, message);}} catch (e) {console.error(e);}}run();
See Node.js client docs.
curl -g 'https://api.tardis.dev/v1/data-feeds/bitflyer?from=2020-01-01&filters=[{"channel":"lightning_executions","symbols":["FX_BTC_JPY"]}]&offset=0'
See HTTP API docs.
curl -g 'localhost:8000/replay?options={"exchange":"bitflyer","filters":[{"channel":"lightning_executions","symbols":["FX_BTC_JPY"]}],"from":"2020-01-01","to":"2020-01-02"}'
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.
See tardis-machine docs.
Click any channel below to see HTTP API response with historical data recorded for it.
lightning_board_snapshot
lightning_board_snapshot
channel is subscribed only in order to get initial order book snapshot, after that it's automatically unsubscribed as all order book update are being provided via lightning_board
channel.
Market data collection infrastructure for bitFlyer since 2020-05-28 is located in GCP asia-northeast1 (Tokyo, Japan), before that it was located in GCP europe-west2 region (London, UK). Real-time market data is captured via single WebSocket connection.
Bitflyer servers are located in AWS ap-northeast-1 region (Tokyo, Japan).