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
pip install binance_historical_data
from binance_historical_data import BinanceDataDumper
data_dumper = BinanceDataDumper(
path_dir_where_to_dump=".",
asset_class="spot", # spot, um, cm
data_type="klines", # aggTrades, klines, trades
data_frequency="1m",
)
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
data_dumper.dump_data(
tickers=None,
date_start=None,
date_end=None,
is_to_update_existing=False,
tickers_to_exclude=["UST"],
)
Arguments:
- tickers=None:
- (list) Trading pairs for which to dump dataif equals to None - all USDT pairs will be used
- date_start=None:
- (datetime.date) The date from which to start dumpif 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 dataif 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
data_dumper.delete_outdated_daily_results()
Please be advised that the first data dump for all trading pairs might take some time (~40 minutes)
data_dumper.dump_data()
data_dumper.dump_data()
data_dumper.dump_data(
date_start=datetime.date(year=2021, month=1, day=1),
date_end=datetime.date(year=2022, month=1, day=1),
is_to_update_existing=True
)
print(data_dumper.get_list_all_trading_pairs())
print(data_dumper.get_min_start_date_for_ticker())
print(
data_dumper.get_all_tickers_with_data(timeperiod_per_file="daily")
)
print(
data_dumper.get_all_dates_with_data_for_ticker(
ticker,
timeperiod_per_file="monthly"
)
)
print(
data_dumper.get_local_dir_to_data(
ticker,
timeperiod_per_file,
)
)
print(
data_dumper.create_filename(
ticker,
date_obj,
timeperiod_per_file="monthly",
)
)
- Email: [email protected]
- vk.com
This project is licensed under the MIT License.