crypto-history 1.2b9

crypto_history is a python package for extracting history of crypto-currencies from various exchanges and presenting them ivn a data-format of choice

This is a wrapper on binance and other exchange APIs to aggregate historical information in structured tabular formats (such as xarray.DataArray and SQLite).

Source code

https://github.com/vikramaditya91/crypto_history

Documentation

https://crypto-history.readthedocs.io/en/latest/

Features

• Cleans the data ticker-wise if incomplete

• Sets the correct type on the data obtained

• Is able to join data from various chunks of time in a single DataArray

• Candles of varying intervals can be obtained in a single DataArray

• Fetches information about all tickers available on Binance asynchronously

• Delays requests if it is close to the limit prescribed by Binance

• Retries when the requests have exceeded the performance limit of the machine

• Obtains the history of each/all tickers in the xarray.DataArray format

• Easily extendable to other exchanges and other data formats

• It does not require an API key from Binance

• null values can be dropped either timestamp-wise and/or coin-wise

• Can export data in SQLite format and xr.DataArray

• Chunks of time can be aggregated into a single data object

Quick Start

pip install crypto-history

See a basic example at :examples/binance_basic.py

exchange_factory = class_builders.get("market").get("binance")()

desired_fields = ["open_ts", "open"]

binance_homogenizer = exchange_factory.create_data_homogenizer()
base_assets = await binance_homogenizer.get_all_base_assets()
print(f"All the base assets available on the Binance exchange are {base_assets}")

time_range = {("25 Jan 2020", "27 May 2020"): "1d",
              ("26 Aug 2020", "now"):         "1h"}
time_aggregated_data_container = data_container_intra.TimeAggregatedDataContainer(
    exchange_factory,
    base_assets=["NANO", "IOST", "XRP"],
    reference_assets=["BTC"],
    ohlcv_fields=desired_fields,
    time_range_dict=time_range
)
xdataarray_of_coins = await time_aggregated_data_container.get_time_aggregated_data_container()
pprint(xdataarray_of_coins)

For more check out the documentation.