Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
Project description
tardis-client
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()
# replay method returns Async Generator
# https://rickyhan.com/jekyll/update/2018/01/27/python36.html
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"])],
)
# this will print all trades and orderBookL2 messages for XBTUSD
# and all trades for ETHUSD for bitmex exchange
# between 2019-06-01T00:00:00.000Z and 2019-06-02T00:00:00.000Z (whole first day of June 2019)
async for local_timestamp, message in messages:
# local timestamp is a Python datetime that marks timestamp when given message has been received
# message is a message object as provided by exchange real-time stream
print(message)
asyncio.run(replay())
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:
# creates new client instance with access only to sample data (first day of each month)
tardis_client = TardisClient()
# creates new client with access to all data for given API key
tardis_client = TardisClient(api_key="YOUR_API_KEY")
# creates new client with custom cache dir
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
or2019-05-05T00:00:00
to_date
string
- requested UTC end date of data feed - valid ISO date string, eg: 2019-04-05
or2019-05-05T00:00:00
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
classChannel
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
Project details
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MD5 | c38cfb14044a6b785a90b2230e111fbe |
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BLAKE2b-256 | e13b8ec6c8e8f2ac16e58b39bfa4284c05a0fb0a84456d07a7306e6dfa9012ac |