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.

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

incremental_book_L2

BTC_USDT

2020-07-01

quotes

BTC_USDT

2020-07-01

derivative_ticker

BTC_USDT

2020-07-01

trades

PERPETUALS

2020-07-01

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.

# 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.

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

See HTTP API docs.

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

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).

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# 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())

// 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();