# Delta Exchange

Delta Exchange historical data for **all its instruments** is available since **2020-03-30**.

{% embed url="<https://api.tardis.dev/v1/exchanges/delta>" %}
See Delta Exchange historical data coverage: available symbols, channels, date ranges and incidents
{% endembed %}

### 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](https://docs.tardis.dev/downloadable-csv-files/overview).

| data type             | symbol | date       |                                                                                                      |
| --------------------- | ------ | ---------- | ---------------------------------------------------------------------------------------------------- |
| incremental\_book\_L2 | BTCUSD | 2020-06-01 | [Download sample](https://datasets.tardis.dev/v1/delta/incremental_book_L2/2020/06/01/BTCUSD.csv.gz) |
| trades                | BTCUSD | 2020-06-01 | [Download sample](https://datasets.tardis.dev/v1/delta/trades/2020/06/01/BTCUSD.csv.gz)              |
| derivative\_ticker    | BTCUSD | 2020-06-01 | [Download sample](https://datasets.tardis.dev/v1/delta/derivative_ticker/2020/06/01/BTCUSD.csv.gz)   |

### 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](https://docs.tardis.dev/downloadable-csv-files/overview) or official [client libs](https://docs.tardis.dev/api/quickstart) that perform data normalization client-side.

{% tabs %}
{% tab title="Python" %}

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

async def main():
    async for local_timestamp, message in replay(
        exchange="delta",
        from_date="2023-01-01",
        to_date="2023-01-02",
        filters=[Channel(name="l2_orderbook", symbols=["BTCUSDT"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by Delta Exchange real-time stream
        print(message)

asyncio.run(main())
```

See [Python client docs](https://docs.tardis.dev/python-client/quickstart).
{% endtab %}

{% tab title="Node.js" %}

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

const messages = replay({
  exchange: 'delta',
  from: '2023-01-01',
  to: '2023-01-02',
  filters: [{ channel: 'l2_orderbook', symbols: ['BTCUSDT'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by Delta Exchange real-time stream
for await (const { localTimestamp, message } of messages) {
  console.log(localTimestamp, message);
}
```

See [Node.js client docs](https://docs.tardis.dev/node-client/quickstart).
{% endtab %}

{% tab title="cURL & HTTP API" %}

```bash
curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/delta?from=2023-01-01&filters=[{"channel":"l2_orderbook","symbols":["BTCUSDT"]}]&offset=0'
```

{% embed url="<https://api.tardis.dev/v1/data-feeds/delta?from=2023-01-01&filters=[{%22channel%22:%22l2_orderbook%22,%22symbols%22:[%22BTCUSDT%22]}]&offset=0>" %}
Example API response for Delta Exchange historical market data request
{% endembed %}

See [HTTP API docs](https://docs.tardis.dev/api/http-api-reference).
{% endtab %}

{% tab title="cURL & tardis-machine" %}

```bash
curl -g 'localhost:8000/replay?options={"exchange":"delta","filters":[{"channel":"l2_orderbook","symbols":["BTCUSDT"]}],"from":"2023-01-01","to":"2023-01-02"}'
```

[Tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to [HTTP API](https://docs.tardis.dev/api/http-api-reference) that provides data only in minute by minute slices.

See [tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) docs.
{% endtab %}
{% endtabs %}

### Captured real-time channels

{% embed url="<https://docs.delta.exchange/#websocket-feed>" %}
See Delta Exchange WebSocket API docs providing documentation for each captured channel's format
{% endembed %}

{% hint style="info" %}
Click any channel below to see [HTTP API](https://docs.tardis.dev/api/http-api-reference#data-feeds-exchange) response with historical data recorded for it.
{% endhint %}

* [recent\_trade](https://api.tardis.dev/v1/data-feeds/delta?from=2020-10-01\&filters=\[{%22channel%22:%22recent_trade%22}]) — available **until 2020-10-14** Legacy trade updates stream replaced by all\_trades. After that date 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>
* [all\_trades](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22all_trades%22}]) — available since **2020-10-14** Trade executions stream
* [l2\_orderbook](https://api.tardis.dev/v1/data-feeds/delta?from=2023-04-01\&filters=\[{%22channel%22:%22l2_orderbook%22}]) Order book snapshots and incremental updates stream
* [l2\_updates](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22l2_updates%22}]) — available since **2023-04-01** Incremental level 2 order book updates stream
* [l1\_orderbook](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22l1_orderbook%22}]) — available since **2023-04-01** Top of book snapshots stream
* [mark\_price](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22mark_price%22}]) Mark price updates stream
* [funding\_rate](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22funding_rate%22}]) Funding rate updates stream
* [spot\_price](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22spot_price%22}]) Spot index price updates stream
* [product\_updates](https://api.tardis.dev/v1/data-feeds/delta?from=2020-10-01\&filters=\[{%22channel%22:%22product_updates%22}]) — available **until 2020-10-14** Instrument definition and status updates stream
* [announcements](https://api.tardis.dev/v1/data-feeds/delta?from=2020-10-01\&filters=\[{%22channel%22:%22announcements%22}]) — available **until 2020-10-14** Exchange announcements stream
* [v2/ticker](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22v2/ticker%22}]) — available since **2020-10-14** Best bid/ask, last price and 24h market stats stream
* [spot\_30mtwap\_price](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22spot_30mtwap_price%22}]) — available since **2023-04-01** 30 minute TWAP spot price updates stream

### Market data collection details

[Market data collection infrastructure](https://docs.tardis.dev/faq/general#what-is-your-infrastructure-setup) for Delta Exchange is located in GCP europe-west2 region (London, UK).

Real-time market data is captured via **multiple WebSocket connections** to `wss://socket.delta.exchange`.

{% hint style="info" %}
Delta Exchange servers are located in AWS ap-northeast-1 region (Tokyo, Japan).
{% endhint %}