dYdX
dYdX historical market data details - currency pairs, data coverage and data collection specifics
dYdX exchange historical data for all it's instruments is available since 2021-04-06.
https://api.tardis.dev/v1/exchanges/dydx
api.tardis.dev
See dYdX historical data coverage: available symbols, channels, date ranges and incidents
    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 of and working on a fix.
    nextFundingRate published via v3_markets channel does not exactly matching up with the funding rates that dydx end up paying for open positions, it's also something dYdX team is aware of and working on a fix.

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
trades
BTC-USD
2021-09-01
incremental_book_L2
BTC-USD
2021-09-01
quotes
SOL-USD
2021-09-01
book_snapshot 25
SOL-USD
2021-09-01
trades
PERPETUALS
2021-09-01
derivative_ticker
BTC-USD
2021-09-01

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 or official client libs that can 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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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="dydx",
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from_date="2021-09-01",
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to_date="2021-09-02",
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filters=[Channel(name="v3_orderbook", symbols=["BTC-USD"])]
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)
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# messages as provided by dYdX real-time stream
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async for local_timestamp, message in messages:
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print(message)
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asyncio.run(replay())
Copied!
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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async function run() {
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try {
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const messages = replay({
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exchange: 'dydx',
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from: '2021-09-01',
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to: '2021-09-02',
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filters: [{ channel: 'v3_orderbook', symbols: ['BTC-USD'] }],
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apiKey: 'YOUR_API_KEY'
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});
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// messages as provided by dYdX 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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run();
Copied!
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curl -g 'https://api.tardis.dev/v1/data-feeds/dydx?from=2021-09-01&filters=[{%22channel%22:%22v3_orderbook%22,%22symbols%22:[%22BTC-USD%22]}]&offset=0'
Copied!
https://api.tardis.dev/v1/data-feeds/dydx?from=2021-09-01&filters=[{%22channel%22:%22v3_orderbook%22,%22symbols%22:[%22BTC-USD%22]}]&offset=0
api.tardis.dev
Example API response for dYdX historical market data request
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curl -g 'localhost:8000/replay?options={"exchange":"dydx","filters":[{"channel":"v3_orderbook","symbols":["BTC-USD"]}],"from":"2021-09-01","to":"2021-09-02"}'
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

v3 dYdX Documentation
See dYdX WebSocket v3 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.

Market data collection details

Market data collection infrastructure for dYdX is located in GCP europe-west2 region (London, UK). Real-time market data is captured via multiple WebSocket connections.
dYdX servers are located in AWS us-east-1 region (N. Virginia, USA).
Last modified 16d ago