tardis-client
Node.js client for tardis.dev - historical tick-level cryptocurrency market data replay API.
Provides fast easy to use wrapper for more low level HTTP API with local file based caching build in.
Installation
Requires Node.js v12+ installed.
npm install tardis-client
Usage
const TardisClient = const tardisClient = // replay method returns async iterable// https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Statements/for-await...of const bitmexDataFeedMessages = tardisClient // this will return all trades and orderBookL2 messages for XBTUSD// and all trades for ETHUSD for bitmex exchange// between 2019-05-01T00:00:00.000Z and 2019-05-02T00:00:00.000Z (whole first day of May 2019)for { console // local timestamp is a JS Date (UTC) that marks timestamp when given message has been received // message is a message object as provided by exchange data feed}
API
tardis-client
exports single TardisClient
class.
const TardisClient =
TardisClient
Optional client constructor options
name | type | default value | description |
---|---|---|---|
apiKey (optional) |
string or undefined |
undefined |
optional string containing API key for tardis.dev API. If not provided only first day of each month of data is accessible (free access) |
cacheDir (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) apiKey: 'YOUR_API_KEY' // creates new client with access to all data for given API key cacheDir: './cache' // creates new client with custom cache dir
-
###
tardisClient.clearCache()
Clears local file cache - it's an async function.
Example:
const tardisClient =await tardisClient -
###
tardisClient.replay(ReplayOptions)
Replays historical market data messages for given replay options. Returns async iterable with objects of
{ localTimestamp: Date; message: object }
type.-
localTimestamp
is a JS Date object specyfying when message has been received from the exchange real-time data feed. -
message
is and JSON object/array with exactly the same structure as provided by particular exchange.
-
ReplayOptions
name | type | default value | description |
---|---|---|---|
exchange |
string |
- | requested exchange name - see allowed exchanges list |
from |
string |
- | requested UTC start date of data feed - (eg: 2019-04-05 or 2019-05-05T00:00:00.000Z ) |
to |
string |
- | requested UTC end date of data feed - (eg: 2019-04-05 or 2019-05-05T00:00:00.000Z ) |
filters (optional) |
{channel:string, symbols?: string[]}[] |
undefined | optional filters of requested data feed. Use /exchanges/:exchange API call to get allowed channel names and symbols for requested exchange |
Examples:
const tardisClient = apiKey: 'YOUR_API_KEY' // replay returns async iterator// https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Statements/for-await...of const coinbaseBTCTradesInMay = tardisClient for { } const bimtexPerpTradesAndOrderBookUpdatesInApril = tardisClient for { } const wholeDeribitExchangeDataFeedInFirstOfMay = tardisClient for { }
-
###
tardisClient.ReplayRaw(ReplayOptions)
Replays historical market data messages for given replay options. Accepts the same options as
replay
method. Returns async iterable with objects of{ localTimestamp: Buffer; message: Buffer }
type. It's faster thanreplay
(no decoding to objects/dates, just raw buffers), but may manual decoding from buffers depending on the use case.Example:
const rawDeribitDataFeedMessages = tardisClientfor {// here message and localtimestamps are Node.js buffers}
FAQ
How to debug it if something went wrong?
This lib uses debug package for verbose logging and debugging purposes that can be enabled via DEBUG
environment variable set to tardis-client
.
Where can I find more details about tardis.dev API?
Check out API docs.
License
MPL-2.0