bitFlyer
bitFlyer historical market data details - available instruments, data coverage and data collection specifics
BitFlyer historical data for all it's instruments is available since 2019-08-30.
https://api.tardis.dev/v1/exchanges/bitflyer
api.tardis.dev
See bitFlyer historical data coverage: available symbols, channels, date ranges and incidents
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.
Python
Node.js
cURL & HTTP API
cURL & tardis-machine
# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")
async def replay():
# replay method returns Async Generator
messages = 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 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: '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 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/bitflyer?from=2020-01-01&filters=[{"channel":"lightning_executions","symbols":["FX_BTC_JPY"]}]&offset=0'
https://api.tardis.dev/v1/data-feeds/bitflyer?from=2020-01-01&filters=[{%22channel%22:%22lightning_executions%22,%22symbols%22:[%22FX_BTC_JPY%22]}]&offset=0
api.tardis.dev
Example API response for bitFlyer historical market data request
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.
Bitcoin Exchange - bitFlyer Lightning
See bitFlyer WebSocket API docs providing documentation for each captured channel's format
- lightning_board_snapshot
lightning_board_snapshotchannel 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 vialightning_boardchannel.
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).
Last modified 2yr ago