Table of Contents
binance_historical_data is a python package (py>=3.8) which makes download of historical crypto data (prices and volumes) from binance server as simple as it can only be. You don't even need to have an account at binance.com to download all history of crypto data
Dumped locally and then unzipped,
so you would have an identical local ready to use data copy
And if you need to update already downloaded data then once again 3 lines of python code will do the job
So there is a delay in which you can get the data.
Arguments:
- path_dir_where_to_dump:
- (string) Path to folder where to dump the data
- asset_class:
- (string) Source of data: [spot, um, cm] um: usd(t) margined futures, cm: coin margined futures
- data_type="klines":
- (string) data type to dump:
[aggTrades, klines, trades] for spot
[aggTrades, klines, trades, indexPriceKlines, markPriceKlines, premiumIndexKlines, metrics] for futures (metrics only supported for um)
Refer to binance doc for additional info: https://github.com/binance/binance-public-data
- str_data_frequency:
- (string) One of [1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h]
Frequency of price-volume data candles to get
Arguments:
- tickers=None:
- (list) Trading pairs for which to dump data
if equals to None - all USDT pairs will be used
- date_start=None:
- (datetime.date) The date from which to start dump
if equals to None - every trading pair will be dumped from the early begining (the earliest is 2017-01-01)
- date_end=True=None:
- (datetime.date) The last date for which to dump data
if equals to None - Today's date will be used
- is_to_update_existing=False:
- (bool) Flag if you want to update the data if it's already exist
- tickers_to_exclude=None:
- (list) Tickers to exclude from dump
Deleta all daily data for which full month monthly data was already dumped
"Open"
"High"
"Low"
"Close"
"Volume"
"Close time" - Timestamp
"Quote asset volume"
"Number of trades"
"Taker buy base asset volume"
"Taker buy quote asset volume"
"Ignore"
Please be advised that the first data dump for all trading pairs might take some time (~40 minutes)
The data_dumper will find all the dates for which data already exists
and will try to dump only the new data
This project is licensed under the MIT License.