zhoudaqing / cryptobigbro

Python script to fetch historical OHLCV data from various crypto exchanges.

Crypto Big Bro

A python tool to maintain a local OHLCV candles history of crypto instruments for various exchanges.

Goal

The goal is to gather and save a lot of OHLCV data from crypto exchanges for analysis and crypto trading/investing.

Most exchanges are not keeping many OHLCV candles. For example Coinbase Pro only gives use a few hundreds candles in the past. This script allows to fetch periodically the data and save it for later use.

Setup

In a clone of the repository, run the following commands to install a python 3 virtual environment for running the script:

virtualenv venv
source venv/Scripts/activate
pip install -r requirements.txt

Usage

python cryptobigbro ACTION EXCHANGE INSTRUMENT FOLDER [--timeframes TIMEFRAMELIST]

Examples:

• python cryptobigbro fetch-ohlcv bitmex XBTUSD /home/me/bitmex-XBTUSD-history
• python cryptobigbro fetch-ohlcv binance ETHBTC /home/me/binance-ETHBTC-history --timeframes 1m,30m,1d
• python cryptobigbro list-instruments coinbasepro
• python cryptobigbro list-timeframes binance
• python cryptobigbro list-exchanges

CSV Files

The fetch-ohlcv command update a file 'EXCHANGE-INSTRUMENT.csv' in the folder specified on the command line. If the file or the folder do not exist, they are created.

The columns of the CSV file are open_timestamp_utc, close_timestamp_utc, open, high, low, close and volume.

Timestamps are in seconds and in UTC timezone.

Todo

• Better README.md
• Store information about each product in a json file
• Check how to get api rate limit with each python api
• Replace usage of bitmex bravado API with simple requests: