> For the complete documentation index, see [llms.txt](https://docs.tardis.dev/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.tardis.dev/historical-data-details/dydx.md).

# dYdX

dYdX historical market data details - currency pairs, data coverage and data collection specifics

dYdX exchange historical data for **all its instruments** is available since **2021-04-06** until **2024-10-30**.

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

{% hint style="info" %}

* Currently there's a problem with occasional order book crossed state (best bid>=best ask) when reconstructing the book from dYdX WS updates, it's something [dYdX team is aware](https://discord.com/channels/724804754382782534/724806126859976754) of and working on a fix.
* `nextFundingRate` published via `v3_markets` channel does not exactly match the funding rates that dYdX ends up paying for open positions, it's also something [dYdX team is aware](https://discord.com/channels/724804754382782534/724806126859976754) of and working on a fix.
  {% endhint %}

### Downloadable **CSV** files

Historical CSV datasets for the first day of each month are **available to download without a Data API key**. See [downloadable CSV files documentation](/downloadable-csv-files/overview.md).

| data type             | symbol  | date       |                                                                                                      |
| --------------------- | ------- | ---------- | ---------------------------------------------------------------------------------------------------- |
| incremental\_book\_L2 | BTC-USD | 2021-09-01 | [Download sample](https://datasets.tardis.dev/v1/dydx/incremental_book_L2/2021/09/01/BTC-USD.csv.gz) |
| trades                | BTC-USD | 2021-09-01 | [Download sample](https://datasets.tardis.dev/v1/dydx/trades/2021/09/01/BTC-USD.csv.gz)              |
| derivative\_ticker    | BTC-USD | 2021-09-01 | [Download sample](https://datasets.tardis.dev/v1/dydx/derivative_ticker/2021/09/01/BTC-USD.csv.gz)   |

### API Access and data format

Historical data format is the same as provided by real-time dYdX WebSocket **Market Data API v3** (<wss://api.dydx.exchange/v3/ws>) 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](/downloadable-csv-files/overview.md) or official [client libs](/api/quickstart.md) that can 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="dydx",
        from_date="2022-01-01",
        to_date="2022-01-02",
        filters=[Channel(name="v3_orderbook", symbols=["BTC-USD"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by dYdX real-time stream
        print(message)

asyncio.run(main())
```

See [Python client docs](/python-client/quickstart.md).
{% endtab %}

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

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

const messages = replay({
  exchange: 'dydx',
  from: '2022-01-01',
  to: '2022-01-02',
  filters: [{ channel: 'v3_orderbook', symbols: ['BTC-USD'] }],
  apiKey: 'YOUR_API_KEY'
});

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

See [Node.js client docs](/node-client/quickstart.md).
{% endtab %}

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

```bash
curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/dydx?from=2022-01-01&filters=[{"channel":"v3_orderbook","symbols":["BTC-USD"]}]&offset=0'
```

{% embed url="<https://api.tardis.dev/v1/data-feeds/dydx?from=2022-01-01&filters=[{%22channel%22:%22v3_orderbook%22,%22symbols%22:[%22BTC-USD%22]}]&offset=0>" %}
Example API response for dYdX historical market data request
{% endembed %}

See [HTTP API docs](/api/http-api-reference.md).
{% endtab %}

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

```bash
curl -g 'localhost:8000/replay?options={"exchange":"dydx","filters":[{"channel":"v3_orderbook","symbols":["BTC-USD"]}],"from":"2022-01-01","to":"2022-01-02"}'
```

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

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

### Captured real-time channels

{% embed url="<https://dydxprotocol.github.io/v3-teacher/#v3-websocket-api>" %}
See dYdX WebSocket v3 API docs providing documentation for each captured channel's format
{% endembed %}

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

* [v3\_trades](https://api.tardis.dev/v1/data-feeds/dydx?from=2024-01-01\&filters=\[{%22channel%22:%22v3_trades%22}]) Trade executions stream
* [v3\_orderbook](https://api.tardis.dev/v1/data-feeds/dydx?from=2024-01-01\&filters=\[{%22channel%22:%22v3_orderbook%22}]) Order book snapshots and incremental updates stream
* [v3\_markets](https://api.tardis.dev/v1/data-feeds/dydx?from=2024-01-01\&filters=\[{%22channel%22:%22v3_markets%22}]) Market metadata, funding rate and index price updates stream

### Market data collection details

[Market data collection infrastructure](/faq/general.md#what-is-your-infrastructure-setup) for dYdX was located in GCP europe-west2 region (London, UK).

Real-time market data was captured via **multiple WebSocket connections** to `wss://api.dydx.exchange/v3/ws`.

{% hint style="info" %}
dYdX servers were located in AWS ap-northeast-1 region (Tokyo, Japan) from **2022-08-03**. Before that they were located in AWS us-east-1 region (N. Virginia, USA).
{% endhint %}


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