Poloniex

Poloniex exchange historical data for all it's currency pairs is available since 2020-07-01.

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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.

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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")
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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"])]
  )
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  # messages as provided by Poloniex real-time stream
  async for local_timestamp, message in messages:
    print(message)
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asyncio.run(replay())

// npm install tardis-dev
const { replay } = require('tardis-dev');
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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'
    });
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    // messages as provided by Poloniex real-time stream
    for await (const { localTimestamp, message } of messages) {
      console.log(localTimestamp, message);
    }
  } catch (e) {
    console.error(e);
  }
}
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run();

curl -g 'https://api.tardis.dev/v1/data-feeds/poloniex?from=2020-07-01&filters=[{"channel":"price_aggregated_book","symbols":["USDT_BTC"]}]'

curl -g 'localhost:8000/replay?options={"exchange":"poloniex","filters":[],"from":"2020-07-01","to":"2020-07-02"}'

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Captured real-time channels

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• ​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.

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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.

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