cached-binance-data 0.2.0

A lightweight Python module for downloading Binance futures market data with caching support

Cached Binance Futures Data Downloader

A lightweight Python module for downloading Binance futures market data with efficient caching support.

Features

• Download Binance futures data for different timeframes
• Support for custom start and end periods
• Efficient caching mechanism with automatic system document folder integration
• Handles Binance API rate limits automatically
• Supports various timeframes (1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M)
• Minimal dependencies with pure Python implementation

Installation

pip install cached-binance-data

Dependencies

• python-binance>=1.0.16: Core Binance API functionality
• requests>=2.26.0: HTTP requests handling
• python-dateutil>=2.8.2: Date manipulation utilities
• pytest>=7.0.0: Testing framework (development only)

Quick Start

from cached_binance_data import BinanceDataDownloader

# Initialize downloader (uses system document folder by default)
downloader = BinanceDataDownloader()

# Or specify a custom cache directory
# downloader = BinanceDataDownloader(cache_dir="path/to/cache")

# Download XRPUSDT data for a specific period
data = downloader.download(
    symbol="XRPUSDT",
    timeframe="1m",
    start_time="2024-01-01",
    end_time="2024-01-31"
)

# Data is returned as a list of [timestamp, high, low, open, close, volume]
print(f"Downloaded {len(data)} data points")

Cache Structure

By default, data is cached in your system's document folder under binance_data/:

• Windows: C:/Users/<username>/Documents/binance_data/
• macOS: /Users/<username>/Documents/binance_data/
• Linux: ~/Documents/binance_data/ or ~/binance_data/

Cache files are stored with the following format:

SYMBOL_TIMEFRAME_STARTDATE_ENDDATE.csv
Example: XRPUSDT_1M_20240101_20240131.csv

You can specify a custom cache directory when initializing the downloader:

downloader = BinanceDataDownloader(cache_dir="path/to/cache")

Features

• Automatic data chunking for large date ranges
• Smart caching system with system integration
• Handles rate limits gracefully
• Supports all Binance futures trading pairs
• Efficient CSV-based caching for better compatibility

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

License

This project is licensed under the MIT License - see the LICENSE file for details.