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Node.js client for tardis.dev - historical tick-level cryptocurrency market data replay API.
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README.md

tardis-client

Version Try on RunKit

Node.js client for tardis.dev - historical tick-level cryptocurrency market data replay API.

Provides fast easy to use wrapper for more level REST API with local file based caching build in.

Installation

Requires Node.js v12 installed.

npm install tardis-client

Usage

const { TardisClient } = require('tardis-client')
const tardisClient = new TardisClient()

// replay method returns async iterator
// https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Statements/for-await...of

const bitmexDataFeedMessages = tardisClient.replay({
  exchange: 'bitmex',
  from: '2019-05-01',
  to: '2019-05-02',
  filters: [
    {
      channel: 'trade',
      symbols: ['XBTUSD', 'ETHUSD']
    },
    {
      channel: 'orderBookL2',
      symbols: ['XBTUSD']
    }
  ]
})

// 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 await (let { message, localTimestamp } of bitmexDataFeedMessages) {
  console.log(localTimestamp, message)

  // 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 } = require('tardis-client')

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 isused

Example:

new TardisClient() // creates new client instance with access only to sample data (first day of each month)
new TardisClient({ apiKey: 'YOUR_API_KEY' }) // creates new client with access to all data for given API key
new TardisClient({ cacheDir: './cache' }) // creates new client with custom cache dir
  • tardisClient.clearCache()

    Clears local file cache - it's an async function.

    Example:

    const tardisClient = new TardisClient()
    await tardisClient.clearCache()
  • tardisClient.replay(ReplayOptions)

    Replays data feed for given replay options as async iterator.

    Returns iterator of { localTimestamp: Date; message: object } type.

    • localTimestamp is a date when message has been received in ISO 8601 format with 100 nano second resolution.

    • 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. Check out allowed echanges
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 = new 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.replay({
  exchange: 'coinbase',
  from: '2019-05-01',
  to: '2019-06-01',
  filters: [
    {
      channel: 'match',
      symbols: ['BTC-USD']
    }
  ]
})

for await (let { message, localTimestamp } of coinbaseBTCTradesInMay) {

}

const bimtexPerpTradesAndOrderBookUpdatesInApril = tardisClient.replay({
  exchange: 'bitmex',
  from: '2019-04-01',
  to: '2019-05-01',
  filters: [
    {
      channel: 'trade',
      symbols: ['XBTUSD','ETHUSD']
    },
    {
      channel: 'orderBookL2',
      symbols: ['XBTUSD','ETHUSD']
    }
  ]
})

for await (let { message, localTimestamp } of bimtexPerpTradesAndOrderBookUpdatesInApril) {

}

const wholeDeribitExchangeDataFeedInFirstOfMay = tardisClient.replay({
  exchange: 'deribit',
  from: '2019-05-01',
  to: '2019-05-02'
})

for await (let { message, localTimestamp } of wholeDeribitExchangeDataFeedInFirstOfMay) {

}
  • tardisClient.ReplayRaw(ReplayOptions)

    Replays data feed for given replay options as async iterator.

    Accepts the same options as replay method.

    Returns iterator of { localTimestamp: Buffer; message: Buffer } type, it's faster than replay (no decoding to objects/dates, just raw buffers), but may manual decoding from buffers depending on the use case.

    Example:

    const rawDeribitDataFeedMessages = tardisClient.replayRaw({
      exchange: 'deribit',
      from: '2019-05-01',
      to: '2019-05-02'
    })
    
    for await (let { message, localTimestamp } of rawDeribitDataFeedMessages) {
      // 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

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