REST API Introduction

The CryptoHFTData REST API gives you direct access to our cryptocurrency market data. You do not need the Python SDK. Use the REST API if you use a different programming language or if you prefer to send HTTP requests directly.

API Endpoint

Base URL: https://api.cryptohftdata.com/v1

Download Endpoint: GET /download

Versions, Errors & Rate Limits

Use the /v1 base URL for stable integrations. If we make a change that is not backward compatible, we put it in a new major path. When we retire an operation, we publish migration instructions. We also send the Deprecation, Sunset, and successor Link headers at least 180 days before we remove the operation.

A JSON error contains a human-readable error and a stable machine-readable code. Anonymous downloads have a limit of 60 requests for each 60-second window. Read the RateLimit, RateLimit-Policy, RateLimit-Limit, RateLimit-Remaining, and RateLimit-Reset headers. If you receive HTTP 429, wait for the number of seconds in Retry-After. Then send the request again.

Data Structure & File Paths

We divide all data into one-hour parts (UTC time). We keep each part as a compressed Parquet file. Each file contains the data for one hour of one trading pair and one data type.

File Path Pattern

{exchange}/{YYYY-MM-DD}/{HH}/{symbol}_{data_type}.parquet

Examples

binance_spot/2025-08-01/20/BTCUSDT_trades.parquet
binance_futures/2025-08-01/20/ETHUSDT_orderbook.parquet
bybit/2025-08-01/20/BTCUSDT_liquidations.parquet

Available Data Types

Spot Markets

orderbook L2 snapshots
trades Public trades
ticker 24h statistics

Futures Markets

orderbook L2 snapshots
trades Public trades
ticker 24h statistics
mark_price Mark price updates
open_interest Open interest data
liquidations Liquidation events

File Format

All data files are Parquet files that we compress with Zstandard (zstd). Parquet keeps data in columns. This gives efficient storage, high compression ratios and fast queries.

Decompression Necessary

Decompress the downloaded files (zstd). Then read them as Parquet files. Most programming languages have libraries for the two operations.