Bitfinex

Once a data agreement with Bitfinex is in place, we capture Bitfinex independently from two regions and merge the two streams by venue sequence number, as we do for every venue. Production capture starts at least 90 days before early access, so depth history covers three months or more on day one.

Venue type

Centralized exchange

Funding interval

Not planned at launch

Integrity

Venue sequence numbers, and book checksums where the feed includes them, verified at capture

Snapshots

A full-depth book snapshot at the top of every UTC hour (the 00:00 snapshot opens each daily file), plus the venue's own snapshots on reconnect, flagged with is_snapshot and snapshot_reason

Timestamps

Milliseconds in ts_exchange. ts_capture is int64 nanoseconds from a PTP-disciplined clock.

Regions

Two independent regions, assigned once the data agreement is in place

Participant id

Offered if the data agreement includes participant-level data

Bitfinex uses UST for Tether and prefixes trading pairs with t. Both conventions stay in venue_symbol only. The full rules are in symbology.

• An order removal is normalized to a cancel or fill event in book_l3.
• Signed sizes (negative for asks) are replaced by side and a positive size.
• Fills appear in trades with the venue trade id unchanged.

Extended fields are computed on ts_capture and published on a 100 ms grid. A field is available on a venue when its source data is.

The same calls work on every venue; only venue and symbol change. Endpoints go live with Phase 1, and the v1 spec is a draft until then.

from fdc import Client

fdc = Client(api_key="fdc_live_...")

# L4 order events with participant ids
book = fdc.book(
    venue="bitfinex",
    symbol="BTC-USD",
    depth="L4",
    start="2029-06-04",
    end="2029-06-04T01:00:00",
)
df = book.to_polars()

curl -H "Authorization: Bearer fdc_live_..." \
  "https://api.financedatacloud.com/v1/book/l4?venue=bitfinex&symbol=BTC-USD&start=2029-06-04T00:00:00Z&end=2029-06-04T00:05:00Z"

{"op":"subscribe","channel":"book_l4","venue":"bitfinex","symbol":"BTC-USD"}

aws s3 cp \
  s3://fdc-archive/book_l4/venue=bitfinex/date=2029-06-04/BTC-USD.parquet .