Poloniex

Poloniex historical market data details - currency pairs, data coverage and data collection specifics

Poloniex exchange historical data for all it's currency pairs 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

USDT_BTC

2020-07-01

Download sample

incremental_book_L2

USDT_BTC

2020-07-01

Download sample

quotes

USDT_BTC

2020-07-01

Download sample

trades

SPOT

2020-07-01

Download sample

API Access and data format

Historical data format is the same as provided by real-time Poloniex WebSocket v2 API with addition of local timestamps and also with addition of symbol at the end of each message which allows us providing filtering for the data server-side. 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 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="poloniex",
    from_date="2020-07-01",
    to_date="2020-07-02",
    filters=[Channel(name="price_aggregated_book", symbols=["USDT_BTC"])]
  )

  # messages as provided by Poloniex 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: 'poloniex',
      from: '2020-07-01',
      to: '2020-07-02',
      filters: [{ channel: 'price_aggregated_book', symbols: ['USDT_BTC'] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by Poloniex 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/poloniex?from=2020-07-01&filters=[{"channel":"price_aggregated_book","symbols":["USDT_BTC"]}]'

See HTTP API docs.

curl -g 'localhost:8000/replay?options={"exchange":"poloniex","filters":[],"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.

price_aggregated_book - initial book snapshot, book modifications, and trades During data collection integrity of order book incremental updates is being validated using sequence numbers provided by real-time feed - in case of detecting missed message WebSocket connection is being restarted.

Each collected Poloniex real-time data message has appended symbol at the end of array - this allows us providing data filtering via API.

Market data collection details

Market data collection infrastructure for Poloniex is located in GCP europe-west2 region (London, UK). Real-time market data is captured via multiple WebSocket connections.

Poloniex servers are located in AWS eu-west-1 region (Dublin, Ireland). All it's public APIs are proxied through Cloudflare.

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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="poloniex", from_date="2020-07-01", to_date="2020-07-02", filters=[Channel(name="price_aggregated_book", symbols=["USDT_BTC"])] ) # messages as provided by Poloniex 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: 'poloniex', from: '2020-07-01', to: '2020-07-02', filters: [{ channel: 'price_aggregated_book', symbols: ['USDT_BTC'] }], apiKey: 'YOUR_API_KEY' }); // messages as provided by Poloniex real-time stream for await (const { localTimestamp, message } of messages) { console.log(localTimestamp, message); } } catch (e) { console.error(e); } } run();