tardis-dev

Python tardis-dev package provides convenient access to tick-level historical cryptocurrency market data in exchange-native format. It focuses on two primary workflows: replaying historical market data and downloading historical market data as CSV files. If you need normalized replay or real-time streaming, use the Node.js client or Tardis Machine.

replay() accepts ISO date strings or Python datetime values. Naive datetimes are treated as UTC.

import asyncio
from tardis_dev import Channel, replay


async def main():
    async for local_timestamp, message in replay(
        exchange="binance",
        from_date="2024-03-01",
        to_date="2024-03-02",
        filters=[Channel("trade", ["btcusdt"]), Channel("depth", ["btcusdt"])],
        api_key="YOUR_API_KEY",
    ):
        print(local_timestamp, message)


asyncio.run(main())

Features

• historical tick-level market data replay backed by Tardis.dev HTTP API

• historical market data downloads as CSV files

• support for many cryptocurrency exchanges — see docs.tardis.dev for the full list

Installation

Requires Python 3.9+ installed.

pip install tardis-dev

Documentation

See official docs

• Quickstart
• Replaying Historical Data
• CSV Dataset Downloads
• Migration Notice

Examples

Replay historical market data

import asyncio
from tardis_dev import Channel, replay


async def main():
    async for local_timestamp, message in replay(
        exchange="binance",
        from_date="2024-03-01",
        to_date="2024-03-02",
        filters=[Channel("trade", ["btcusdt"]), Channel("depth", ["btcusdt"])],
    ):
        print(local_timestamp, message)


asyncio.run(main())

Download CSV datasets

from tardis_dev import download_datasets


download_datasets(
    exchange="binance",
    data_types=["trades", "incremental_book_L2"],
    symbols=["BTCUSDT"],
    from_date="2024-03-01",
    to_date="2024-03-02",
    api_key="YOUR_API_KEY",
)

Migration from tardis-client

This package is the v3 API. Existing tardis-client and tardis_dev.datasets.download() users should migrate to the new top-level functions:

• replay: TardisClient().replay(...) -> replay(...)
• datasets: from tardis_dev import datasets; datasets.download(...) -> from tardis_dev import download_datasets
• cache cleanup: tardis_client.clear_cache() -> clear_cache()

See Migration Notice for the full migration guide.

See the tardis-dev docs for more examples.