Tardis.dev Documentation
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API
Miscellaneous
FTX
FTX historical market data details - available instruments, data coverage and data collection specifics
FTX historical data for all it's instruments is available since 2019-08-01.
https://api.tardis.dev/v1/exchanges/ftx
api.tardis.dev
See FTX historical data coverage: available symbols, channels, date ranges and incidents
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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.
Derivative ticker datasets are available since 2020-05-13 - date since we've started collecting that data via FTX REST API (instrument channel).
data type
symbol
date
​
How to download all FTX datasets for all instruments
Python
Node.js
cURL
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# requires Python >=3.6
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# pip install tardis-dev
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​
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from tardis_dev import datasets, get_exchange_details
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import logging
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​
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# optionally enable debug logs
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# logging.basicConfig(level=logging.DEBUG)
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​
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exchange = 'ftx'
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exchange_details = get_exchange_details(exchange)
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​
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# iterate over and download all data for every symbol
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for symbol in exchange_details["datasets"]["symbols"]:
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# alternatively specify datatypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
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# see available options https://docs.tardis.dev/downloadable-csv-files#data-types
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data_types = symbol["dataTypes"]
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symbol_id = symbol["id"]
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from_date = symbol["availableSince"]
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to_date = symbol["availableTo"]
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​
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# skip groupped symbols
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if symbol_id in ['PERPETUALS', 'SPOT', 'FUTURES']:
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continue
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​
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print(f"Downloading {exchange} {data_types} for {symbol_id} from {from_date} to {to_date}")
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​
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# each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
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# see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
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datasets.download(
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exchange = exchange,
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data_types = data_types,
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from_date = from_date,
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to_date = to_date,
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symbols = [symbol_id],
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# TODO set your API key here
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api_key = "YOUR_API_KEY",
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# path where CSV data will be downloaded into
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download_dir = "./datasets",
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)
Copied!
See docs that shows all available download options (download path customization, filenames conventions and more).
1
// npm install tardis-dev
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// requires node version >=12
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const { downloadDatasets, getExchangeDetails } = require('tardis-dev')
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​
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;(async () => {
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const exchange = 'ftx'
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const exchangeDetails = await getExchangeDetails(exchange)
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​
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// iterate over and download all data for every symbol
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for (const symbol of exchangeDetails.datasets.symbols) {
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// alternatively specify dataTypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
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// see available options https://docs.tardis.dev/downloadable-csv-files#data-types
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const dataTypes = symbol.dataTypes
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const symbolId = symbol.id
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​
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const from = symbol.availableSince
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const to = symbol.availableTo
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​
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// skip groupped symbols
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if (['PERPETUALS', 'SPOT', 'FUTURES'].includes(symbolId)) {
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continue
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}
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​
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console.log(`Downloading ${exchange} ${dataTypes} for ${symbolId} from ${from} to ${to}`)
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​
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// each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
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// see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
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await downloadDatasets({
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exchange,
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dataTypes,
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from,
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to,
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symbols: [symbolId],
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// TODO: set your API key here
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apiKey: 'YOUR_API_KEY',
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// path where CSV data will be downloaded into
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downloadDir: './datasets'
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})
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}
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})()
Copied!
See docs that shows all available download options (download path customization, filenames conventions and more).
1
curl -o ftx_trades_2019-11-01_BTC-PERP.csv.gz https://datasets.tardis.dev/v1/ftx/trades/2019/11/01/BTC-PERP.csv.gz
Copied!
​
​
API Access and data format
Historical data format is the same as provided by real-time FTX 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 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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​
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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="ftx",
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from_date="2020-01-01",
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to_date="2020-01-02",
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filters=[Channel(name="orderbook", symbols=["BTC-PERP"])]
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)
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​
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# messages as provided by FTX 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!
1
// 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: 'ftx',
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from: '2020-01-01',
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to: '2020-01-02',
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filters: [{ channel: 'orderbook', symbols: ['BTC-PERP'] }],
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apiKey: 'YOUR_API_KEY'
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});
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​
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// messages as provided by FTX 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!
1
curl -g 'https://api.tardis.dev/v1/data-feeds/ftx?from=2020-01-01&filters=[{"channel":"orderbook","symbols":["BTC-PERP"]}]&offset=0'
Copied!
https://api.tardis.dev/v1/data-feeds/ftx?from=2020-01-01&filters=[{%22channel%22:%22orderbook%22,%22symbols%22:[%22BTC-PERP%22]}]&offset=0
api.tardis.dev
Example API response for FTX historical market data request
1
curl -g 'localhost:8000/replay?options={"exchange":"ftx","filters":[{"channel":"orderbook","symbols":["BTC-PERP"]}],"from":"2020-01-01","to":"2020-01-02"}'
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.
​
Captured real-time channels
API Documentation
See FTX WebSocket API docs providing documentation for each captured channel's format
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- ​orderbookGrouped - available since 2020-07-21 As
orderbookchannel provides data only about the orderbook's best 100 orders on either side, grouped orderbooks channel supplies orderbook data with grouped (collapsed) prices allowing retrieving lower-granularity, higher-depth information about the orderbook. We setgroupingparam to instruments'priceIncrementvalue multiplied by 10. - ​instrument - generated channel, available since 2020-05-13 Since FTX does not offer currently real-time WebSocket instrument info channel with next funding rate, open interest or mark price data, we simulate it by fetching that info from FTX REST API (https://docs.ftx.com/#get-future and https://docs.ftx.com/#get-future-stats) every 3-5 seconds for each derivative instrument. Such messages are marked with
"channel":"instrument"and"generated":truefields anddatafield has the same format as REST API responses.
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Market data collection details
​Market data collection infrastructure for FTX since 2020-05-14 is located in GCP asia-northeast1 (Tokyo, Japan), before that it was located in GCP europe-west2 region (London, UK).
Real-time market data is captured via multiple WebSocket connections.
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FTX servers are located in AWS ap-northeast-1 region (Tokyo, Japan).
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Last modified 2d ago