Fetch binance historical klines or trades easily.
Project description
Fetch binance public data easily.
Usage
>>> import binance_history as bh
>>> klines = bh.fetch_klines(
... asset_type="spot",
... symbol="BTCUSDT",
... timeframe="1m",
... start="2022-12-14",
... end="2022-12-24",
... tz="Asia/Shanghai"
... )
open high low close volume quote_volume trades close_datetime
open_datetime
2022-12-14 00:00:00+08:00 17753.54 17768.41 17752.78 17766.99 240.82918 4.277685e+06 5241 2022-12-14 00:00:59.999000+08:00
2022-12-14 00:01:00+08:00 17766.99 17786.40 17764.37 17781.81 311.47670 5.536668e+06 6278 2022-12-14 00:01:59.999000+08:00
2022-12-14 00:02:00+08:00 17781.81 17790.54 17771.44 17785.37 372.12992 6.616562e+06 6911 2022-12-14 00:02:59.999000+08:00
2022-12-14 00:03:00+08:00 17786.23 17800.18 17774.63 17777.35 401.52223 7.142210e+06 6926 2022-12-14 00:03:59.999000+08:00
2022-12-14 00:04:00+08:00 17777.35 17785.98 17769.15 17781.93 218.03837 3.876373e+06 5519 2022-12-14 00:04:59.999000+08:00
... ... ... ... ... ... ... ... ...
2022-12-23 23:56:00+08:00 16850.22 16850.22 16839.55 16842.59 146.38906 2.465894e+06 4229 2022-12-23 23:56:59.999000+08:00
2022-12-23 23:57:00+08:00 16842.59 16846.22 16839.00 16840.99 86.95440 1.464495e+06 3152 2022-12-23 23:57:59.999000+08:00
2022-12-23 23:58:00+08:00 16840.99 16843.61 16827.28 16830.27 208.41471 3.508642e+06 4918 2022-12-23 23:58:59.999000+08:00
2022-12-23 23:59:00+08:00 16830.27 16836.66 16824.41 16832.16 154.10833 2.593717e+06 4502 2022-12-23 23:59:59.999000+08:00
2022-12-24 00:00:00+08:00 16832.15 16833.62 16828.42 16830.52 119.28572 2.007721e+06 3725 2022-12-24 00:00:59.999000+08:00
[14401 rows x 8 columns]
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