dccd 2.1.0

Download Crypto Currency Data from different exchanges.

Python package to download crypto-currency data (OHLCV, trades, order book) from multiple exchanges via REST and WebSocket APIs. Data can be saved to CSV, Excel, SQLite, PostgreSQL, or Parquet.

Installation

From pip:

$ pip install dccd

With optional Parquet / Polars support:

$ pip install "dccd[io]"

From source:

$ git clone https://github.com/ArthurBernard/Download_Crypto_Currencies_Data
$ cd Download_Crypto_Currencies_Data
$ pip install -e .

Supported exchanges

Exchange	REST OHLCV	REST Trades	REST Order Book	WS OHLCV	WS Trades	WS Order Book
Binance	✓				✓	✓
Coinbase	✓
Kraken	✓			✓	✓	✓
Bybit	✓				✓	✓
OKX	✓			✓	✓	✓
Bitfinex				✓*	✓	✓
Bitmex					✓	✓

* Bitfinex WS OHLCV is aggregated from the trades stream via get_ohlc_bitfinex.

Presentation

Historical Downloader dccd.histo_dl

Download OHLCV data via REST APIs and save to disk. Supports chunked requests, automatic retry on rate-limit (HTTP 429), and incremental updates from the last saved timestamp.

Continuous Downloader dccd.continuous_dl

Stream real-time data (order book, trades) via WebSocket with automatic reconnection and configurable processing/saving callbacks.

Output formats

Historical data can be saved as CSV, Excel (.xlsx), SQLite, PostgreSQL (via SQLAlchemy), or Parquet (requires dccd[io]). Parquet files can be read back as either a pandas.DataFrame or a polars.DataFrame.

Quick start

Historical data (pandas):

from dccd.histo_dl import FromBinance

obj = FromBinance('/path/to/data/', 'BTC', 3600, fiat='USDT')
obj.import_data(start='2024-01-01 00:00:00', end='2024-12-31 00:00:00')
obj.save(form='parquet')
df = obj.get_data()            # pandas DataFrame

Polars output:

df_pl = obj.get_data(format='polars')

Incremental update (resume from last saved point):

obj.import_data(start='last', end='now').save(form='parquet')

Other exchanges:

from dccd.histo_dl import FromKraken, FromBybit, FromOKX

FromKraken('/path/', 'ETH', 3600).import_data(start='2024-01-01', end='now').save()
FromBybit('/path/', 'BTC', 86400).import_data(start='2024-01-01', end='now').save()
FromOKX('/path/', 'BTC', 3600).import_data(start='2024-01-01', end='now').save()

Links

• PyPI: https://pypi.org/project/dccd/

• Documentation: https://download-crypto-currencies-data.readthedocs.io/

• Source: https://github.com/ArthurBernard/Download_Crypto_Currencies_Data

• Changelog: https://github.com/ArthurBernard/Download_Crypto_Currencies_Data/blob/master/CHANGELOG.md