A python library for cryptocurrency trading for Binance and Deribit
Project description
DQR Data Package
A python library for cryptocurrency trading for Binance and Deribit
we currently work on uniswap and other decentralized exchange platform :blush:
Method :smiley:
:arrow_forward:Binance
Time format : %d/%m/%Y %H:%M:%S
, eg: 01/02/2021 00:00:00
method | parameter | explain |
---|---|---|
realtime_price | channel |
Get the real-time tick data. If you want to stop, press ctr-c , it will stop retrieve the data and return the data to you channel is list type : ["btcusdt@aggTrade","btcusdt@depth"] |
get_historical_price | crypto start_time end_time interval |
Get the historical price. interval : 1s , 1m , 1h , 1d , 1w ,1M |
get_historical_aggtrade | crypto start_time end_time |
Get compressed, aggregate trades. Trades that fill at the time, from the same order, with the same price will have the quantity aggregated. |
:arrow_forward:Deribit
method | parameter | explain |
---|---|---|
get_instruments | crypto kind=None expired=False |
Retrieves available trading instruments. This method can be used to see which instruments are available for trading, or which instruments have recently expired.crypto -- > eg: BTC ETH USDC kind -- > eg : future option spot future_combo option_combo expired --> Set to true to show recently expired instruments instead of active ones. |
get_instrument | instrument_name |
Retrieves information about instrument |
get_book_summary_by_currency | crypto ,kind |
Retrieves the summary information such as open interest, 24h volume, etc. for all instruments for the currency (optionally filtered by kind). kind is Instrument kind, if not provided instruments of all kinds are considered. eg : future option spot future_combo option_combo |
get_book_summary_by_instrument | instrument_name |
Retrieves the summary information such as open interest, 24h volume, etc. for a specific instrument. |
get_tradingview_chart_data | instrument_name start_timestamp end_timestamp resolution :str |
Publicly available market data used to generate a TradingView candle chart. resolution : Chart bars resolution given in full minutes or keyword 1D (only some specific resolutions are supported). eg: '1' '5' '10' '15' '30' '60' '120' '180' '360' '720' '1D' |
get_ticker | instrument_name |
Get real-time ticker data |
Install :space_invader:
Make sure that you have already have correct library on your local environment
Check your pip library list on your environment
pip3 list
if you can't find the required library, please install it :
pip3 install requests
pip3 install websocket-client
pip3 install aiohttp
pip3 install pandas
pip install DQR-Data==0.1.3
Example :see_no_evil:
DQR_Data_client=DQR_Data()
print(DQR_Data_client.binance.get_historical_aggtrade("BTCUSDT","01/02/2021 00:00:00","01/02/2021 00:05:00"))
print(DQR_Data_client.binance.realtime_price(["btcusdt@trade"]))
""" Example output
{
"e": "trade", // Event type
"E": 123456789, // Event time
"s": "BNBBTC", // Symbol
"t": 12345, // Trade ID
"p": "0.001", // Price
"q": "100", // Quantity
"b": 88, // Buyer order ID
"a": 50, // Seller order ID
"T": 123456785, // Trade time
"m": true, // Is the buyer the market maker?
"M": true // Ignore
}
"""
print(DQR_Data_client.deribit.get_ticker("BTC-PERPETUAL"))
""" Example output
{
"jsonrpc": "2.0",
"id": 8106,
"result": {
"best_ask_amount": 53040,
"best_ask_price": 36290,
"best_bid_amount": 4600,
"best_bid_price": 36289.5,
"current_funding": 0,
"estimated_delivery_price": 36297.02,
"funding_8h": 0.00002203,
"index_price": 36297.02,
"instrument_name": "BTC-PERPETUAL",
"interest_value": 1.7362511643080387,
"last_price": 36289.5,
"mark_price": 36288.31,
"max_price": 36833.4,
"min_price": 35744.73,
"open_interest": 502231260,
"settlement_price": 36169.49,
"state": "open",
"stats": {
"high": 36824.5,
"low": 35213.5,
"price_change": 0.2362,
"volume": 7831.26548117,
"volume_usd": 282615600
},
"timestamp": 1623059681955
}
}
"""
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DQR_Data-0.1.4.tar.gz
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