Track daily availability of Binance USDT perpetual futures from Vision repository
Project description
binance-futures-availability
DuckDB-based availability tracker for Binance USDT-Margined perpetual futures from Binance Vision S3.
Installation
pip install binance-futures-availability
Development installation:
git clone https://github.com/terrylica/binance-futures-availability.git
cd binance-futures-availability
pip install -e ".[dev]"
Usage
Python API
from binance_futures_availability.queries import SnapshotQueries, TimelineQueries
# Query symbols available on a specific date
with SnapshotQueries() as q:
symbols = q.get_available_symbols_on_date('<DATE>')
# Query availability timeline for a symbol
with TimelineQueries() as q:
timeline = q.get_symbol_availability_timeline('<SYMBOL>')
CLI
binance-futures-availability query snapshot <DATE>
binance-futures-availability query timeline <SYMBOL>
binance-futures-availability query range <START_DATE> <END_DATE>
Data Source
Source: Binance Vision S3
Coverage: UM-futures inception to present (daily granularity)
Database Schema
Table: daily_availability
| Column | Type | Description |
|---|---|---|
| date | DATE | Trading date |
| symbol | VARCHAR | Futures symbol |
| available | BOOLEAN | Data availability flag |
| file_size_bytes | BIGINT | ZIP file size from S3 |
| last_modified | TIMESTAMP | S3 upload timestamp |
| quote_volume_usdt | DOUBLE | Daily USDT trading volume |
| trade_count | BIGINT | Number of trades |
| open/high/low/close_price | DOUBLE | OHLC prices |
Primary Key: (date, symbol)
Full schema: availability-database.schema.json
GitHub Releases
Pre-built database and volume rankings published to GitHub Releases:
gh release download latest --pattern "availability.duckdb.gz"
gh release download latest --pattern "volume-rankings-timeseries.parquet"
Architecture Decisions
| ADR | Decision |
|---|---|
| 0001 | Daily table pattern |
| 0002 | DuckDB storage |
| 0003 | Strict error handling |
| 0005 | AWS CLI bulk operations |
| 0007 | Volume metrics collection |
| 0009 | GitHub Actions automation |
| 0010 | Dynamic symbol discovery |
| 0013 | Volume rankings archive |
Documentation
Development
pytest -m "not integration"
pytest --cov --cov-fail-under=80
ruff check src/ tests/
License
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