tardis_thad

I run https://tardis.dev - tick-level cryptocurrency market data API. It's profitable and I'm working full time on it for almost a year now. Released it in August, so there's nothing statistically significant regarding profits.

No immediate plans for FIX API, many exchanges focus solely on WebSocket and REST APIs and even if there's FIX it's often built on top of WS API.

If you have precise symbols, date ranges and exchanges you're interested in, get in touch I'll work something out so it's not that taxing on your budget.

Yes, kaiko provides similar service and there are others in this space as well, but it's normalized data only and only snapshot of 10% of the top of the order book taken every minute - not streaming order book data (initial snapshot + incremental updates). It works for some use cases, but not all, hence my API which I'd hope fills that niche.

Thanks, really appreciate constructive feedback! Some of the points you've mentioned were already on the roadmap and I'll definitely consider the rest, although crypto markets are quite specific and can't be 1 to 1 compared to traditional wise hence my initial choices.

Thanks for the feedback, noted, will change soon.

Thanks for the feedback, really appreciate it.

1. Yes every message has also local timestamp (100 ns precision).

2. Currently it's around 4-5TB of compressed data (so 25-35TB uncompressed - need to check to be sure).

Indeed pricing is supposed to be very affordable as it's targeted at independent algo traders so without spending huge amounts of $$$ they can have good data to backtest on professional level (arguably if you can call crypto trading professional as some argue). Happy to provide you with the discount, please get in touch with me via email if interested.

Edit: some obsolete info redacted

Indeed, it's client order id, not customer id.

Yes, also there is no way to get historical order book data via exchanges APIs

Yes, you are correct, but it's not only order book but also trades, liquidations etc- full market data replay. If you trade on higher time frame, it's not that useful, you can use daily OHLC data,but for intraday and more HFT algo strategies it may be handy. General common knowledge is that order book is noise and fake data mostly but I disagree - check out https://www.reddit.com/r/highfreqtrading/comments/av5c4m/mar... for some ideas why such data is useful.

Indeed this data is available as real-time stream via public exchanges APIs, but you can't 'go back in time' and subscribe to data from for example two months ago replay it again and recreate exact market state at that time, using this API you can, does it make sense?

Hi, founder of https://tardis.dev here. Happy to answer any questions you have.

I've tried that in limited scope, didn't change much, but perhaps content wasn't good fit for the audience and I accept that.

This exactly. I've tried couple of times with my side project on show HN - https://tardis.dev (aimed at algotraders) and it didn't pick up, but on the other hand on reddit algotrading sub I received useful feedback and even few paying users.

Hi, founder of https://tardis.dev here. Happy to answer any questions you have.

Or course you're right, there is a lot of nuance into that. Btw, would you care to review historical tick crypto data API (https://tardis.dev) I've built? Seen your 'about' hence question.

Unless you have order book data, then you can simulate market impact of your trades as well.

No it's all custom stuff written from scratch, some in .NET Core, some in JavaScript (Cloudflare workers, Node.js client libs). I'm saving to flat files on Google Cloud Storage and Wasabi (S3 compatible alternative), given TBs of data it's much cheaper. Filtering is being done on demand. Regarding channels that heavily depends on exchange, you can use https://tardis.dev/api/v1/exchanges/:exchange API to get the list (eg. https://tardis.dev/api/v1/exchanges/bitmex)

Hi, thanks! It took me over six months to finish it and as always with my ideas seems like market for it is too small, at least currently.

Data is available since 2019-03-30 for majority of the supported exchanges. Yes it's all from public APIs.

It's also one of the reasons why I've built https://tardis.dev (historical tick-level cryptocurrency market data replay API).

Yes, pricing is per single date, initial version was 'per month' but that was too restrictive IMHO. With per day pricing one can order exact historical data that is necessary for the task and nothing more also mental calculation from day to month/year is rather quick.

No, it's my first one, perhaps it's obvious by looking at some aspects of the API and site, but did my best I could given my 'limitations'. Would love to hear some feedback on it.

Hi, founder of https://tardis.dev here. Happy to answer any questions you have.

Hi, founder of https://tardis.dev here. I've created it to scratch my own itch as couldn't find anything on the web that would give me historical high resolution data for crypto markets (futures, swaps, options included) with affordable pricing for individuals hence created my own - hope some of you will find it as useful as I do. There is a RunKit playground on the homepage so you can play around with the API and client libs that are available on GitHub (https://github.com/tardis-dev). You can access historical market data for first day of each month without API key.

It's raw non aggregated historical data API including trade, quote, liquidations and full order book snapshots & delta updates, useful for algo backtesting, designing quantitative models, market microstructure, order book dynamics research etc. Currently supported are BitMEX, Binance, Deribit, Bitfinex, Bitstamp, Coinbase Pro, Kraken, Crypto Facilities and OKEx.

I'd really appreciate any feedback you have.

Hi, I'm a founder of https://tardis.dev/ which I've built to scratch my own itch as couldn't find anything on the web that would give me historical high resolution data for crypto markets (futures, swaps, options included) with affordable pricing for individuals hence created my own - hope some of you will find it as useful as I do.

There is a RunKit playground on the homepage so you can play around with the API and client libs that are available on GitHub (https://github.com/tardis-dev). You can access historical market data for first day of each month without API key.

It's raw non aggregated historical data API including full order book snapshots & delta updates, useful for algo backtesting, designing quantitative models, market microstructure, order book dynamics research etc. Currently supported are BitMEX, Binance, Deribit, Bitfinex, Bitstamp, Coinbase Pro, Kraken, Crypto Facilities and OKEx.

I'd really appreciate any feedback you have.

Thanks! Thadeus

Hi,

I'm a founder of https://tardis.dev/ which I've built to scratch my own itch as couldn't find anything on the web that would give me historical high resolution data for crypto markets (futures, swaps, options included) with affordable pricing for individuals hence created my own - hope some of you will find it as useful as I do.

It's raw non aggregated historical data API including full order book snapshots & delta updates, really useful for algo backtesting, designing quantitative models, market microstructure, order book dynamics research etc.

There is a RunKit playground on the homepage so you can play around with the API and client libs that are available on GitHub (https://github.com/tardis-dev) without API key - first day of each month.

I'd really appreciate any feedback you have.

Thanks! Thadeus

Interesting, do you have any stats about it's speed advantage over let's say Node.js? In general binance API it's really high frequency'ish at all, it only pushes updates every second (aggregated)...