DQR-Data 0.1.4

A python library for cryptocurrency trading for Binance and Deribit

DQR Data Package

A python library for cryptocurrency trading for Binance and Deribit

we currently work on uniswap and other decentralized exchange platform :blush:

Method :smiley:

:arrow_forward:Binance

Time format : %d/%m/%Y %H:%M:%S, eg: 01/02/2021 00:00:00

method	parameter	explain
realtime_price	channel	Get the real-time tick data. If you want to stop, press ctr-c, it will stop retrieve the data and return the data to you channel is list type : ["btcusdt@aggTrade","btcusdt@depth"]
get_historical_price	crypto start_time end_time interval	Get the historical price. interval : 1s, 1m, 1h, 1d, 1w,1M
get_historical_aggtrade	crypto start_time end_time	Get compressed, aggregate trades. Trades that fill at the time, from the same order, with the same price will have the quantity aggregated.

:arrow_forward:Deribit

method	parameter	explain
get_instruments	crypto kind=None expired=False	Retrieves available trading instruments. This method can be used to see which instruments are available for trading, or which instruments have recently expired. crypto -- > eg: BTC ETH USDC kind -- > eg : future option spot future_combo option_combo expired --> Set to true to show recently expired instruments instead of active ones.
get_instrument	instrument_name	Retrieves information about instrument
get_book_summary_by_currency	crypto,kind	Retrieves the summary information such as open interest, 24h volume, etc. for all instruments for the currency (optionally filtered by kind). kind is Instrument kind, if not provided instruments of all kinds are considered. eg : future option spot future_combo option_combo
get_book_summary_by_instrument	instrument_name	Retrieves the summary information such as open interest, 24h volume, etc. for a specific instrument.
get_tradingview_chart_data	instrument_name start_timestamp end_timestamp resolution:str	Publicly available market data used to generate a TradingView candle chart. resolution: Chart bars resolution given in full minutes or keyword 1D (only some specific resolutions are supported). eg: '1' '5' '10' '15' '30' '60' '120' '180' '360' '720' '1D'
get_ticker	instrument_name	Get real-time ticker data

Install :space_invader:

Make sure that you have already have correct library on your local environment

Check your pip library list on your environment

pip3 list

if you can't find the required library, please install it :

pip3 install requests
pip3 install websocket-client
pip3 install aiohttp
pip3 install pandas
pip install DQR-Data==0.1.3

Example :see_no_evil:

DQR_Data_client=DQR_Data()
print(DQR_Data_client.binance.get_historical_aggtrade("BTCUSDT","01/02/2021 00:00:00","01/02/2021 00:05:00"))


print(DQR_Data_client.binance.realtime_price(["btcusdt@trade"]))

""" Example output
{
  "e": "trade",     // Event type
  "E": 123456789,   // Event time
  "s": "BNBBTC",    // Symbol
  "t": 12345,       // Trade ID
  "p": "0.001",     // Price
  "q": "100",       // Quantity
  "b": 88,          // Buyer order ID
  "a": 50,          // Seller order ID
  "T": 123456785,   // Trade time
  "m": true,        // Is the buyer the market maker?
  "M": true         // Ignore
}

"""

print(DQR_Data_client.deribit.get_ticker("BTC-PERPETUAL"))

""" Example output
{
  "jsonrpc": "2.0",
  "id": 8106,
  "result": {
    "best_ask_amount": 53040,
    "best_ask_price": 36290,
    "best_bid_amount": 4600,
    "best_bid_price": 36289.5,
    "current_funding": 0,
    "estimated_delivery_price": 36297.02,
    "funding_8h": 0.00002203,
    "index_price": 36297.02,
    "instrument_name": "BTC-PERPETUAL",
    "interest_value": 1.7362511643080387,
    "last_price": 36289.5,
    "mark_price": 36288.31,
    "max_price": 36833.4,
    "min_price": 35744.73,
    "open_interest": 502231260,
    "settlement_price": 36169.49,
    "state": "open",
    "stats": {
      "high": 36824.5,
      "low": 35213.5,
      "price_change": 0.2362,
      "volume": 7831.26548117,
      "volume_usd": 282615600
    },
    "timestamp": 1623059681955
  }
}

"""