bybit-history 0.1.0

A tool to download historical trading data from Bybit public API.

Bybit Historical Data Downloader

This script downloads historical market data (trades, klines, etc.) for specified cryptocurrency pairs from the Bybit public data repository (https://public.bybit.com/). It allows filtering by date range, coin pairs, and data types, organizing the downloaded and extracted CSV files into a structured directory format.

Features

• Command-line Interface: Configure downloads using CLI arguments.
• Flexible Filtering:
  • Specify start and end dates (--start-date, --end-date).
  • Select specific coin pairs (e.g., BTCUSDT,ETHUSDT) or download all (--coins ALL).
  • Choose data types (e.g., trading,spot) or download all (--data-types ALL).
• Organized Output: Data is saved to a specified output directory (--output-dir, default ./data), with subdirectories for each data type (e.g., ./data/trading/, ./data/spot/).
• Recursive Directory Traversal: Handles different directory structures found in the Bybit repository (e.g., flat file lists, coin-based subdirectories, year-based subdirectories).
• Automatic Extraction: Downloads .csv.gz archives, extracts them to .csv, and removes the archives.
• Skip Existing: Avoids re-downloading and extracting files if the .csv file already exists.
• Basic Logging: Provides informative output about the download process.

Requirements

• Python 3.8+
• Libraries: requests, beautifulsoup4

Installation (using Poetry)

1. Install Poetry: Follow the instructions at https://python-poetry.org/docs/#installation
2. Clone the repository:

   git clone https://github.com/suenot/bybit-history
   cd bybit-history
   

3. Install dependencies:

   poetry install
   

Usage

poetry run python bybit_data_downloader.py --start-date <YYYY-MM-DD> --coins <COINS> [OPTIONS]

Required Arguments:

• --start-date <YYYY-MM-DD>: The earliest date for data to download.
• --coins <COINS>: Comma-separated list of coin pairs (e.g., BTCUSDT,ETHUSDT) or ALL to attempt downloading all found pairs.

Optional Arguments:

• --end-date <YYYY-MM-DD>: The latest date for data to download. If omitted, downloads up to the most recent available data.
• --data-types <TYPES>: Comma-separated list of data types (e.g., trading,spot) or ALL. Defaults to trading. Known types: trading, spot, kline_for_metatrader4, premium_index, spot_index.
• --output-dir <PATH>: Directory to save the data. Defaults to ./data.
• --base-url <URL>: Base URL for the Bybit public data. Defaults to https://public.bybit.com/.
• --version: Show script version and exit.
• --help: Show help message and exit.

Example:

poetry run python bybit_data_downloader.py --start-date 2023-01-01 --end-date 2023-01-31 --coins BTCUSDT,ETHUSDT --data-types trading,spot --output-dir ./bybit_data

Algorithm Overview

flowchart TD
    A[Start] --> B{Parse CLI Args};
    B --> C[Create Output Directory];
    C --> D{Fetch Base URL HTML};
    D --> E{Extract Data Type Links};
    E --> F{Loop Through Requested Data Types};
    F -- For Each Type --> G[Construct Type URL & Output Path];
    G --> H(Call process_directory);
    F -- Loop Finished --> Z[End];

    subgraph process_directory [process_directory]
        H --> I{Fetch Directory HTML};
        I --> J{Find .csv.gz Links};
        J --> K{Loop Files};
        K -- For Each File --> L{Extract Date};
        L --> M{Filter by Date?};
        M -- Yes --> N{Extract Coin from Name?};
        N -- Yes --> O{Filter by Coin?};
        O -- Yes --> P{Build Paths};
        P --> Q{File Exists?};
        Q -- No --> R(Call download_and_extract);
        Q -- Yes --> K;
        R --> K;
        O -- No --> P; 
        N -- No --> P; 
        M -- No --> K;
        K -- Loop Finished --> S{Find Subdirectory Links};
        S --> T{Loop Subdirs};
        T -- For Each Subdir --> U{Build Next URL & Path};
        U --> V{Filter by Coin?};
        V -- Yes --> W(Recursive Call process_directory);
        W --> T;
        V -- No --> T;
        T -- Loop Finished --> X[Return Counts];
    end

    subgraph download_and_extract [download_and_extract]
        R --> R1{Download .gz?};
        R1 -- Success --> R2{Extract .csv?};
        R2 -- Success --> R3{Remove .gz};
        R3 --> R4[Return Success];
        R1 -- Fail --> R5[Log Error & Cleanup];
        R2 -- Fail --> R5;
        R5 --> R6[Return Failure];
    end

License

This project is licensed under the MIT License - see the LICENSE file for details (if available).