A python library for pulling in historical candles from coinbase.
Project description
cbhist
A python library for pulling in historical candles from coinbase.
Dependencies :globe_with_meridians:
Python 3.11.6:
Raison D'être :thought_balloon:
The coinbase exchange API lets you pull down historical OHLC data but only 300 candles at a time. If you are trying to get data at the minute resolution this can take a long time. Typically the approach is to iterate across a time series and perform a request for each time chunk, however this can be sped up greatly by doing a binary search before doing an iterative pull to determine when the asset begins to have candles. Formalising this into a proper library produces a dataframe made it easier to work in different projects than re-inventing the wheel each time.
Installation :inbox_tray:
This is a python package hosted on pypi, so to install simply run the following command:
pip install cbhist
Usage example :eyes:
To pull a dataframe containing all the candles for a coinbase product:
import datetime
from cbhist.historical import fetch_historical
granularity = 60 # Candle for every minute
df = fetch_coinbase("ETH-USD", granularity, datetime.datetime(2010, 1, 1))
This results in a dataframe with a datetime index and OHLC (+ volume) columns.
License :memo:
The project is available under the MIT License.
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