Upbit

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

Upbit exchange historical data for all it's currency pairs is available since 2021-03-03.

https://api.tardis.dev/v1/exchanges/upbitapi.tardis.dev

See Upbit 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	KRW-BTC	2021-09-01	Download sample
incremental_book_L2	KRW-BTC	2021-09-01	Download sample
quotes	KRW-BTC	2021-09-01	Download sample
book_snapshot 25	KRW-BTC	2021-09-01	Download sample
trades	SPOT	2021-08-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time Upbit WebSocket Market Data API v1 (wss://api.upbit.com/websocket/v1) 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="upbit",
    from_date="2021-09-01",
    to_date="2021-09-02",
    filters=[Channel(name="orderbook", symbols=["KRW-BTC"])]
  )

  # messages as provided by Upbit 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: 'upbit',
      from: '2021-09-01',
      to: '2021-09-02',
      filters: [{ channel: 'orderbook', symbols: ['KRW-BTC'] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by Upbit 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/upbit?from=2021-09-01&filters=[{%22channel%22:%22orderbook%22,%22symbols%22:[%22KRW-BTC%22]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/upbit?from=2021-09-01&filters=[{%22channel%22:%22orderbook%22,%22symbols%22:[%22KRW-BTC%22]}]&offset=0api.tardis.dev

Example API response for Upbit historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"upbit","filters":[{"channel":"orderbook","symbols":["KRW-BTC"]}],"from":"2021-09-01","to":"2021-09-02"}'

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

WebSocket을 이용한 업비트 시세 수신업비트 개발자 센터

See Upbit 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.

• trade
• orderbook
• ticker

Market data collection details

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