Gate.io Futures

Gate.io Futures historical market data details - available instruments, data coverage and data collection specifics

Gate.io Futures historical data for all it's instruments is available since 2020-07-01.

https://api.tardis.dev/v1/exchanges/gate-io-futuresapi.tardis.dev

See Gate.io Futures historical data coverage: available symbols, channels, date ranges and incidents

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_USDT	2020-07-01	Download sample
incremental_book_L2	BTC_USDT	2020-07-01	Download sample
quotes	BTC_USDT	2020-07-01	Download sample
derivative_ticker	BTC_USDT	2020-07-01	Download sample
trades	PERPETUALS	2020-07-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time Gate.io Futures WebSocket v4 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

# 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="gate-io-futures",
    from_date="2020-07-01",
    to_date="2020-07-02",
    filters=[Channel(name="order_book", symbols=["BTC_USDT"])]
  )

  # messages as provided by Gate.io Futures real-time stream
  async for local_timestamp, message in messages:
    print(message)


asyncio.run(replay())

See Python client docs.

Node.js

// npm install tardis-dev
const { replay } = require('tardis-dev');

async function run() {
  try {
    const messages = replay({
      exchange: 'gate-io-futures',
      from: '2020-07-01',
      to: '2020-07-02',
      filters: [{ channel: 'order_book', symbols: ['BTC_USDT'] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by Gate.io Futures real-time stream
    for await (const { localTimestamp, message } of messages) {
      console.log(localTimestamp, message);
    }
  } catch (e) {
    console.error(e);
  }
}

run();

See Node.js client docs.

cURL & HTTP API

curl -g 'https://api.tardis.dev/v1/data-feeds/gate-io-futures?from=2020-07-01&filters=[{"channel":"order_book","symbols":["BTC_USDT"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/gate-io-futures?from=2020-07-01&filters=[{%22channel%22:%22order_book%22,%22symbols%22:[%22BTC_USDT%22]}]&offset=0api.tardis.dev

Example API response for Gate.io Futures historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"gate-io-futures","filters":[{"channel":"order_book","symbols":["BTC_USDT"]}],"from":"2020-07-01","to":"2020-07-02"}'

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

Gate.io Futures WebSocket v4 | Gate API v4

See Gate.io Futures WebSocket 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.

• trades
• order_book (limit=20, interval="0")
• tickers

Market data collection details

Market data collection infrastructure for Gate.io Futures is located in GCP asia-northeast1 (Tokyo, Japan). Real-time market data is captured via multiple WebSocket connections.

Gate.io Futures servers are located in AWS ap-northeast-1 region (Tokyo, Japan).