Billy1900 / Binance-data-downloader

AXQ Capital Interview OA

Requirements

File: Question book

Input

• symbol
• start date
• end date
• interval

output

print k-line data in csv format (Doc: https://github.com/binance/binance-public-data/)

Open time	Open	High	Low	Close	Volume	Close time	Quote asset volume	Number of trades	Taker buy base asset volume	Taker buy quote asset volume	Ignore
1601510340000	4.15070000	4.15870000	4.15060000	4.15540000	539.23000000	1601510399999	2240.39860900	13	401.82000000	1669.98121300	0

Usage

Argument	Explanation	Default	Mandatory
-t	Market type: spot, um (USD-M Futures), cm (COIN-M Futures)	spot	Yes
-s	Single symbol or multiple symbols separated by space	All symbols	No
-i	single kline interval or multiple intervals separated by space	All intervals	No
-y	Single year or multiple years separated by space	All available years from 2020 to current year	No
-m	Single month or multiple months separated by space	All available months	No
-d	single date or multiple dates separated by space	All available dates from 2020-01-01	No
-startDate	Starting date to download in [YYYY-MM-DD] format	2020-01-01	No
-endDate	Ending date to download in [YYYY-MM-DD] format	Current date	No
-skip-monthly	1 to skip downloading of monthly data	0	No
-skip-daily	1 to skip downloading of daily data	0	No
-folder	Directory to store the downloaded data	Current directory	No
-c	1 to download checksum file	0	No
-h	show help messages	-	No

And the results will be put into a directory save/

Example

• python3 download.py -t spot -s BNBBUSD -startDate 2020-01-01 -endDate 2022-02-01 -i 1w

• download ETHUSDT BTCUSDT BNBBUSD spot kline of 1 week interval from year 2020, month of Feb and Dec with CHECKSUM file: python3 download.py -t spot -s ETHUSDT BTCUSDT BNBBUSD -i 1w -y 2020 -m 02 -d 12 -c 1

• download all symbols' daily USD-M futures kline of 1 minute interval from 2021-01-01 to 2021-02-02: python3 download.py -t um -i 1m -skip-monthly 1 -startDate 2021-01-01 -endDate 2021-02-02

Build from Docker

I provide a dockerfile so you can build via docker.

$ docker build -t test .
$ docker run -it test python download.py -t spot -s BNBBUSD -startDate 2020-01-01 -endDate 2022-02-01 -i 1w

Run Test

Integration test is to ensure the data integrity via python3 test_integration.py. In docker, run the test with docker run -it test python test_integration.py