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Ehdtd - cryptoCurrency Exchange history data to database

Project description

Ehdtd - cryptoCurrency Exchange history data to database

This class retrieves historical data from exchanges and stores it in a database.



pip install ehdtd


import time
from ehdtd import Ehdtd

exchange = 'binance'
symbol = 'BTC/USDT'
interval = '1m'
limit = 10

db_data = {
    'db_type': 'postgresql',  # postgresql, mysql
    'db_name': 'ehdtd',
    'db_user': 'ehdtd',
    'db_pass': 'xxxxxxxxx',
    'db_host': '',
    'db_port': '5432'

fetch_data = [
        'symbol': symbol,
        'interval': interval

ehd = Ehdtd(exchange, fetch_data, db_data)  # Create an instance
ehd.start()  # Start fetching data

time.sleep(900)  # First time Wait for available data, for the data to be updated,
                 # you must wait between 90 minutes and 2.5 hours depending on the interval

for v in fetch_data:
    symbol = v['symbol']
    interval = v['interval']
    start_from = 0
    until_to = None
    return_type = 'pandas'
    data_db = ehd.get_data_from_db(symbol, interval, start_from, until_to, return_type)

ehd.stop()  # Stop fetching data

How It Works:

For Binance:

  1. Try to retrieve data from a file. Check this link:
    Binance Public Data
  2. If the file is not available, try to retrieve data from the API.
  3. Then get data from the WebSocket API using the Ccxw class.

Database Columns:

  • open_time, open_date, open_price, close_time, close_date, close_price, low, high, volume, exchange, symbol, interval, status, data

  • Column data is not used,
    and column status can have three values: '__NON_CHECK__', '__OK__', '__ERROR__'.

    • If status == '__OK__', the file has consistent data.
    • If status == '__ERROR__', the file has inconsistent data.
    • If status == '__NON_CHECK__', the file is not analyzed.

Retrieving Data from Database:

Use the function ehd.get_data_from_db(symbol, interval, start_from, until_to, return_type):

  • If return_type == 'pandas', it returns a Pandas DataFrame.
  • If return_type == 'list', it returns a list of dictionaries.

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