Delta

Downloadable CSV files API Docs Historical Data Details
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Delta
Delta historical market data details - available instruments, data coverage and data collection specifics
Delta exchange historical data for all it's instruments is available since 2020-03-30. 
https://api.tardis.dev/v1/exchanges/delta
api.tardis.dev
See Delta 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
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trades
BTCUSD
2020-06-01
​Download sample​
incremental_book_L2
BTCUSD
2020-06-01
​Download sample​
quotes
BTCUSD
2020-06-01
​Download sample​
book_snapshot_25
BTCUSD
2020-06-01
​Download sample​
derivative_ticker
BTCUSD
2020-06-01
​Download sample​
trades
PERPETUALS
2020-06-01
​Download sample​
​
API Access and data format
Historical data format is the same as provided by real-time Delta Exchange 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 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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​
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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="delta",
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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="l2_orderbook", symbols=["BTCUSD"])]
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  )
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​
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  # messages as provided by Delta Exchange real-time stream
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  async for local_timestamp, message in messages:
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    print(message)
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​
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​
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asyncio.run(replay())
Copied!
See Python client docs.
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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​
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async function run() {
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  try {
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    const messages = replay({
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      exchange: 'delta',
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      from: '2020-06-01',
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      to: '2020-06-02',
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      filters: [{ channel: 'l2_orderbook', symbols: ['BTCUSD'] }],
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      apiKey: 'YOUR_API_KEY'
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    });
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​
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    // messages as provided by Delta Exchange 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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​
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run();
Copied!
See Node.js client docs.
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curl -g 'https://api.tardis.dev/v1/data-feeds/delta?from=2020-06-01&filters=[{"channel":"l2_orderbook","symbols":["BTCUSD"]}]&offset=0'
Copied!
https://api.tardis.dev/v1/data-feeds/delta?from=2020-06-01&filters=[{%22channel%22:%22l2_orderbook%22,%22symbols%22:[%22BTCUSD%22]}]&offset=0
api.tardis.dev
Example API response for Delta Exchange historical market data request
See HTTP API docs.
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curl -g 'localhost:8000/replay?options={"exchange":"delta","filters":[{"channel":"l2_orderbook","symbols":["BTCUSD"]}],"from":"2020-06-01","to":"2020-06-02"}'
Copied!
​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 
Delta Exchange Api
See Delta Exchange 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.
​l2_orderbook​
​recent_trade - available until 2020-10-14, after that trades are available via all_trades channel, this is due to change in Delta exchange API which discontinued recent_trade channel support, see https://docs.delta.exchange/#new-socket-channels

​recent_trade_snapshot - available until 2020-10-14
​all_trades - available from 2020-10-14
​mark_price​
​spot_price​
​funding_rate​
​funding_rate_8h​
product_updates
announcements
​v2/ticker - available from 2020-10-14
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Market data collection details
​Market data collection infrastructure for Delta Exchange is located in GCP europe-west2 region (London, UK). 

Real-time market data is captured via multiple WebSocket connection.
​
Delta Exchange servers are located in AWS eu-west-1 region (Dublin, Ireland).
​
​
Phemex
FTX US
Last modified 10mo ago
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Contents
Downloadable CSV files
API Access and data format
Captured real-time channels
Market data collection details