cached-binance-data 0.1.0

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

Cached Binance Futures Data Downloader

A 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
• Handles Binance API rate limits automatically
• Supports various timeframes (1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M)

Installation

pip install cached-binance-data

Quick Start

from cached_binance_data import BinanceDataDownloader

# Initialize downloader
downloader = BinanceDataDownloader()

# 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 automatically cached in hlocv_cache folder
print(data.head())

Cache Structure

Data is cached in the hlocv_cache folder with the following format:

SYMBOL_TIMEFRAME_STARTDATE_STARTTIME_ENDDATE_ENDTIME.npy
Example: XRPUSDT_1M_20240101_000000_20240131_235959.npy

Features

• Automatic data chunking for large date ranges
• Smart caching system
• Handles rate limits gracefully
• Supports all Binance futures trading pairs

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.