binance-historical-data 0.1.14

Initialize main object: data_dumper

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:

1. path_dir_where_to_dump:

   (string) Path to folder where to dump the data

2. asset_class:

   (string) Source of data: [spot, um, cm] um: usd(t) margined futures, cm: coin margined futures

3. 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

4. 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

1) The only method to dump the data

data_dumper.dump_data(
    tickers=None,
    date_start=None,
    date_end=None,
    is_to_update_existing=False,
    tickers_to_exclude=["UST"],
)

Arguments:

1. tickers=None:

   (list) Trading pairs for which to dump data

   if equals to None - all USDT pairs will be used

2. date_start=None:

   (datetime.date) The date from which to start dump

   if equals to None - every trading pair will be dumped from the early begining (the earliest is 2017-01-01)

3. date_end=True=None:

   (datetime.date) The last date for which to dump data

   if equals to None - Today’s date will be used

4. is_to_update_existing=False:

   (bool) Flag if you want to update the data if it’s already exist

5. tickers_to_exclude=None:

   (list) Tickers to exclude from dump

2) Delete outdated daily results

Delete all daily data for which full month monthly data was already dumped

data_dumper.delete_outdated_daily_results()

How to dump all data for all USDT trading pairs

Please be advised that the first data dump for all trading pairs might take some time (~40 minutes)

data_dumper.dump_data()

How to update data (get all new data)

data_dumper.dump_data()

How to update (reload) data for the asked time period

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
)

Get all trading pairs (tickers) from binance

print(data_dumper.get_list_all_trading_pairs())

Get the first data when data for the ticker can be found

print(data_dumper.get_min_start_date_for_ticker())

Get all tickers with locally saved data

print(
    data_dumper.get_all_tickers_with_data(timeperiod_per_file="daily")
)

Get all dates for which there is locally saved data

print(
    data_dumper.get_all_dates_with_data_for_ticker(
        ticker,
        timeperiod_per_file="monthly"
    )
)

Get directory where the local data of exact ticker lies

print(
    data_dumper.get_local_dir_to_data(
        ticker,
        timeperiod_per_file,
    )
)

Create file name for the local file

print(
    data_dumper.create_filename(
        ticker,
        date_obj,
        timeperiod_per_file="monthly",
    )
)