bitFlyer
BitFlyer historical data for all it's instruments is available since 2019-08-30.
Click any channel below to see HTTP API response with historical data recorded for it.
When recording, 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.
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.
See CSV data exports.
Bitflyer servers are located in AWS ap-northeast-1 region (Asia Pacific, Tokyo).
