cryptohftdata 0.1.3

Python SDK for accessing cryptocurrency high-frequency trading data

CryptoHFTData Python SDK

A Python SDK for accessing cryptocurrency high-frequency trading data with a simple and intuitive API.

Installation

pip install cryptohftdata

Quick Start

import cryptohftdata as chd

# Get kline/candlestick data
klines = chd.get_klines("BTCUSDT", chd.exchanges.BINANCE_FUTURES, "2025-01-01", "2025-02-01")

# Get orderbook data
orderbook = chd.get_orderbook("ETHUSDT", chd.exchanges.BYBIT_SPOT, "2025-01-01", "2025-02-01")

# Get trade data
trades = chd.get_trades("BTCUSDT", chd.exchanges.BINANCE_SPOT, "2025-01-01", "2025-01-02")

# All methods return pandas DataFrames ready for analysis
print(klines.head())
print(f"Average price: ${klines['close'].mean():.2f}")

Features

• Simple API: Clean and intuitive interface for accessing cryptocurrency market data
• Direct pandas Integration: All methods return pandas DataFrames ready for analysis
• Parquet Support: Efficient data transfer using parquet files for large datasets
• Multiple Exchanges: Support for Binance, Bybit, Kraken and OKX (both spot and futures markets)
• Multiple Data Types: Access to klines, orderbook, trades, ticker, mark price, funding rates, open interest, and liquidations data
• High Performance: Optimized for handling large datasets efficiently with pandas and pyarrow
• Type Safety: Full type hints for better IDE support and code quality
• Async Support: Both synchronous and asynchronous APIs available
• Flexible Date Handling: Support for various date formats and timezones

Supported Exchanges

• Binance (Spot & Futures)
• Bybit (Spot & Futures)
• Kraken (Spot & Derivatives)
• OKX (Spot & Futures)

More exchanges coming soon...

Documentation

Full documentation is available at cryptohftdata.com/docs

Examples

See the examples directory for more detailed usage examples.

Development

Setting up the development environment

git clone https://github.com/cryptohftdata/sdk.git
cd sdk/python
pip install -e ".[dev]"

Running tests

To run the test suite, navigate to the sdk/python directory and use one of the following commands:

Using pytest (recommended):

pytest

This command will automatically use the configurations specified in pyproject.toml, including test paths and coverage options.

If you need to target a specific test file or directory, you can do so, but be mindful of the addopts in pyproject.toml:

pytest tests/test_client.py

If you don't have pytest or prefer to use the built-in unittest module:

python -m unittest discover tests

Make sure you have an active virtual environment with development dependencies installed. Some tests might require a CRYPTOHFTDATA_API_KEY environment variable to be set for tests that interact with the live API.

Code formatting

black cryptohftdata tests
isort cryptohftdata tests

Type checking

mypy cryptohftdata

License

This project is licensed under the MIT License - see the LICENSE file for details.

Support

• Documentation: cryptohftdata.com/docs
• Issues: GitHub Issues
• Email: [e-mail]