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.
https://api.tardis.dev/v1/exchanges/poloniex
api.tardis.dev
See Poloniex 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
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.
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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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="poloniex",
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from_date="2020-07-01",
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to_date="2020-07-02",
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filters=[Channel(name="price_aggregated_book", symbols=["USDT_BTC"])]
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)
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# messages as provided by Poloniex real-time stream
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async for local_timestamp, message in messages:
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print(message)
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asyncio.run(replay())
Copied!
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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async function run() {
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try {
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const messages = replay({
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exchange: 'poloniex',
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from: '2020-07-01',
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to: '2020-07-02',
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filters: [{ channel: 'price_aggregated_book', symbols: ['USDT_BTC'] }],
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apiKey: 'YOUR_API_KEY'
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});
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// messages as provided by Poloniex 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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run();
Copied!
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curl -g 'https://api.tardis.dev/v1/data-feeds/poloniex?from=2020-07-01&filters=[{"channel":"price_aggregated_book","symbols":["USDT_BTC"]}]'
Copied!
https://api.tardis.dev/v1/data-feeds/poloniex?from=2020-07-01&filters=[{%22channel%22:%22price_aggregated_book%22,%22symbols%22:[%22USDT_BTC%22]}]
api.tardis.dev
Example API response for Poloniex historical market data request
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curl -g 'localhost:8000/replay?options={"exchange":"poloniex","filters":[],"from":"2020-07-01","to":"2020-07-02"}'
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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
Poloniex API Reference
See Poloniex WebSocket API docs providing documentation for each captured channel's format
- 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.
Last modified 1yr ago