bitFlyer

bitFlyer historical market data details - available instruments, data coverage and data collection specifics

bitFlyer historical data for all its instruments is available since 2019-08-30.

https://api.tardis.dev/v1/exchanges/bitflyerapi.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).

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
incremental_book_L2	FX_BTC_JPY	2020-01-01	Download sample
trades	FX_BTC_JPY	2020-01-01	Download sample
quotes	FX_BTC_JPY	2020-01-01	Download sample

API Access and data format

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

# pip install tardis-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="bitflyer",
        from_date="2023-03-01",
        to_date="2023-03-02",
        filters=[Channel(name="lightning_board", symbols=["FX_BTC_JPY"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by bitFlyer real-time stream
        print(message)

asyncio.run(main())

See Python client docs.

Node.js

// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'bitflyer',
  from: '2023-03-01',
  to: '2023-03-02',
  filters: [{ channel: 'lightning_board', 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);
}

See Node.js client docs.

cURL & HTTP API

curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/bitflyer?from=2023-03-01&filters=[{"channel":"lightning_board","symbols":["FX_BTC_JPY"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/bitflyer?from=2023-03-01&filters=[{%22channel%22:%22lightning_board%22,%22symbols%22:[%22FX_BTC_JPY%22]}]&offset=0api.tardis.dev

Example API response for bitFlyer historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"bitflyer","filters":[{"channel":"lightning_board","symbols":["FX_BTC_JPY"]}],"from":"2023-03-01","to":"2023-03-02"}'

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.

Captured real-time channels

Bitcoin Exchange - bitFlyer Lightninglightning.bitflyer.com

See bitFlyer WebSocket API docs providing documentation for each captured channel's format

Click any channel below to see HTTP API response with historical data recorded for it.

• lightning_executions Trade executions stream

• lightning_board_snapshot — generated Generated initial order book snapshot stream used for order book bootstrap

• lightning_board Order book snapshots and updates stream

• lightning_ticker Best bid/ask, last price and 24h stats stream. Docs state delivery frequency is throttled but do not specify interval.

Market data collection details

Market data collection infrastructure for bitFlyer is located in GCP asia-northeast1 region (Tokyo, Japan) since 2020-05-28. Before that it was located in GCP europe-west2 region (London, UK).

Real-time market data is captured via single WebSocket connection to wss://ws.lightstream.bitflyer.com/json-rpc.

bitFlyer servers are located in Microsoft Azure japaneast region (Tokyo, Japan).