ccxt-download 0.0.1

A lightweight package to efficiently download cryptocurrency data using CCXT.

CCXT Download Utility

A lightweight package to conventiently and efficiently download cryptocurrency data using CCXT.

Why is this necessary? Because many times I have found myself wanting to quickly download a bunch of price data for some quick analysis, only to spend some time writing a hacky script to download the data with no thought about storing it for later. Expecially when I need data for multiple periods of time and for multiple symbols, things get messy, fast. Not to mention the problems that pop up when I want to load that data later...

With this package, the above issues are no longer a worry. For me anyway.

Usage

from ccxt_download import public, CANDLES

# Download candles
public.download(
    exchange="bybit",
    data_types=[CANDLES],
    symbols=[
        "ETH/USDT:USDT",
        "BTC/USDT:USDT",
    ],
    start_date="2023-09-01",
    end_date="2023-09-05",
)

Data will be downloaded to file between the dates specified. If the data already exists, it will not be re-downloaded.

Installation

pip install ccxt-download

Notes

• Current implementation is most suited for minutely aggregated data. If longer aggregation windows were used, the 1-day file partitioning will need to be revised. An option is to partition dynamically, for example daily for 1 minutely data, weekly for 30 minutely, and so on.

To Do

• Test commitizen version bumping and changelog setup
• Support private API downloads
• Support trade data downloads
• Progress verbosity
• Docstrings
• Add license to repo
• Expand contributing section

Contributing

Contributions to ccxt-download are welcomed. However, please try follow the guidelines below.

Seek early feedback

Please open an issue before a pull request to discuss any changes you wish to make.

Code style

The code in this project is formatted using Black. The Black package is included in the dev dependencies of ccxt-download. As mentioned below, please run black . before opening a pull request.

Setting up for Development

Fork this repository, then install from source using an editable installation. Additionally, install with the optional dev dependencies.

pip install -e .[dev]

If you want to make sure you have formatted the code before commiting, install the pre-commit hook using the command below. This will check that the code is formatted whenever you try to make a commit.

pre-commit install

If you get a message saying the code isn't formatted correctly, simply run the command below and try again.

black .