tardis-client
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Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
Provides fast, high level and developer friendly wrapper for more low level HTTP API with local file based caching build in.
Installation
Requires Python 3.7.0+ installed.
pip install tardis-client
Usage
import asyncio
from tardis_client import TardisClient, Channel
async def replay():
tardis_client = TardisClient()
messages = tardis_client.replay(
exchange="bitmex",
from_date="2019-06-01",
to_date="2019-06-02",
filters=[Channel(name="trade", symbols=["XBTUSD","ETHUSD"]), Channel("orderBookL2", ["XBTUSD"])],
)
async for local_timestamp, message in messages:
print(message)
asyncio.run(replay())
![Try on repl.it](https://repl-badge.jajoosam.repl.co/try.png)
API
tardis-client
package provides TardisClient
and Channel
classes.
from tardis_client import TardisClient, Channel
TardisClient
Optional client constructor parameters.
name | type | default value | description |
---|
api_key (optional) | string | "" | optional string containing API key for tardis.dev API. If not provided only first day of each month of data is accessible (free access) |
cache_dir (optional) | string | <os.tmpdir>/.tardis-cache | optional string with path to local dir that will be used as cache location. If not provided default temp dir for given OS will be used. |
Example:
tardis_client = TardisClient()
tardis_client = TardisClient(api_key="YOUR_API_KEY")
tardis_client = TardisClient(cache_dir="./cache")
-
tardis_client.clear_cache()
Removes local file cache dir and it's contents.
Example:
tardis_client = TardisClient()
tardis_client.clear_cache()
-
tardis_client.replay(exchange, from_date, to_date, filters=[])
Replays historical market data messages for given replay arguments.
Returns Async Generator with named tuples (namedtuple("Response", ["local_timestamp", "message"])
).
-
local_timestamp
is a Python datetime object specyfying when message has been received from the exchange real-time data feed.
-
message
is Python dict with parsed JSON that has exactly the same format as message provided by particular exchange's real-time data feed.
replay
method parameters:
name | type | default value | description |
---|
exchange | string | - | requested exchange name - see allowed exchanges list |
from_date | string | - | requested UTC start date of data feed - valid ISO date string, eg: 2019-04-05 or 2019-05-05T00:00:00 |
to_date | string | - | requested UTC end date of data feed - valid ISO date string, eg: 2019-04-05 or 2019-05-05T00:00:00 |
filters (optional) | List[Channel] | [] | optional filters of requested data feed. Use /exchanges/:exchange API call to get allowed channel names and symbols for requested exchange |
Channel
class
Channel
class constructor parameters.
name | type | description |
---|
name | string | Use /exchanges/:exchange API call to get allowed channel names and symbols for requested exchange |
symbols | List[string] | Use /exchanges/:exchange API call to get allowed channel names and symbols for requested exchange |
Channel(name="trade", symbols=["XBTUSD","ETHUSD"])
Channel("orderBookL2", ["XBTUSD"])
FAQ
How to debug it if something went wrong?
tardis-client
uses Python logging on DEBUG
level for that purpose. In doubt please create issue in this repository with steps how to reproduce the issue.
Where can I find more details about tardis.dev API?
Check out API docs.
License
MPL-2.0