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.
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
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.
# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")
async def replay():
# replay method returns Async Generator
messages = tardis_client.replay(
exchange="dydx",
from_date="2021-09-01",
to_date="2021-09-02",
filters=[Channel(name="v3_orderbook", symbols=["BTC-USD"])]
)
# messages as provided by dYdX real-time stream
async for local_timestamp, message in messages:
print(message)
asyncio.run(replay())
See Python client docs.
Captured real-time channels
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.
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