cbhist

A python library for pulling in historical candles from coinbase.

Dependencies 🌐

Python 3.11.6:

• pandas
• requests
• tenacity

Raison D'être 💭

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 📥

This is a python package hosted on pypi, so to install simply run the following command:

pip install cbhist

Usage example 👀

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 📝

The project is available under the MIT License.