Gapless Crypto Data

PyPI version Python Versions Downloads License: MIT

Cryptocurrency OHLCV data collection with gap-free guarantee. Retrieves microstructure-enriched kline data from Binance Public Data Repository with automatic gap detection and filling.

Installation

# UV (recommended)
uv add gapless-crypto-data

# pip
pip install gapless-crypto-data

Quick Start

import gapless_crypto_data as gcd

# Fetch historical data
df = gcd.download("BTCUSDT", timeframe="1h", start="2024-01-01", end="2024-06-30")

# Fetch recent data with limit
df = gcd.fetch_data("ETHUSDT", timeframe="4h", limit=1000)

# Get available symbols and timeframes
symbols = gcd.get_supported_symbols()
timeframes = gcd.get_supported_timeframes()

# Fill gaps in existing data directory
results = gcd.fill_gaps("./data")

Data Format

Returns pandas DataFrames with microstructure columns:

Column Type Description
date datetime64 Period open timestamp
open, high, low, close float64 OHLC prices
volume float64 Base asset volume
close_time datetime64 Period close timestamp
quote_asset_volume float64 Quote asset volume
number_of_trades int64 Trade count
taker_buy_base_asset_volume float64 Taker buy volume (base)
taker_buy_quote_asset_volume float64 Taker buy volume (quote)

See Data Format Specification for column semantics and constraints.

Supported Timeframes

All Binance spot kline intervals. Query dynamically:

import gapless_crypto_data as gcd
print(gcd.get_supported_timeframes())

API Reference

Function-based API

import gapless_crypto_data as gcd

# Primary collection function
df = gcd.download(symbol, timeframe, start, end)
df = gcd.fetch_data(symbol, timeframe, limit=None, start=None, end=None)

# Gap filling
results = gcd.fill_gaps(directory, symbols=None)

# Discovery
symbols = gcd.get_supported_symbols()
timeframes = gcd.get_supported_timeframes()

Class-based API

from gapless_crypto_data import BinancePublicDataCollector, UniversalGapFiller

# Data collection with full control
collector = BinancePublicDataCollector(
    symbol="BTCUSDT",
    start_date="2024-01-01",
    end_date="2024-12-31"
)
result = collector.collect_timeframe_data("1h")
df = result["dataframe"]

# Gap detection and filling
gap_filler = UniversalGapFiller()
gaps = gap_filler.detect_all_gaps(csv_file, timeframe)
result = gap_filler.process_file(csv_file, timeframe)

Full API documentation: Python API Reference

Data Sources

Source Method Use Case
Binance Public Data Repository Monthly/daily ZIP archives Historical bulk collection
Binance REST API Per-request klines Gap filling, recent data

Collection strategy: Repository archives for bulk historical data, API for gaps and recent periods. See Data Collection Guide.

AI Agent Integration

Programmatic discovery via __probe__ module:

import gapless_crypto_data
probe = gapless_crypto_data.__probe__

# API discovery
probe.discover_api()
probe.get_capabilities()
probe.get_task_graph()

See Probe Usage for AI agent integration patterns.

Development

Setup

git clone https://github.com/terrylica/gapless-crypto-data.git
cd gapless-crypto-data
uv venv && source .venv/bin/activate
uv sync --dev
uv run pre-commit install

Commands

Task Command
Run tests uv run pytest
Format uv run ruff format .
Lint uv run ruff check --fix .
Type check uv run mypy src/
Build uv build

Project Structure

src/gapless_crypto_data/
├── __init__.py          # Package exports
├── api.py               # Function-based API
├── __probe__.py         # AI agent discovery
├── collectors/          # Data collection
├── gap_filling/         # Gap detection/filling
└── validation/          # Data validation

Full development guide: Development Setup

Architecture

  • BinancePublicDataCollector: Bulk data retrieval from public repository
  • UniversalGapFiller: Gap detection and API-based filling
  • AtomicCSVOperations: Corruption-proof file operations
  • ValidationStorage: DuckDB-backed validation persistence

Architecture documentation: Overview

License

MIT License - see LICENSE

Links

Project links

Data verified by PyPI on Aug 31, 2026
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Key dates

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  • Released:
Latest release

1 maintainer

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Avatar for terrylica from gravatar.com terrylica

Credits

Author: Eon Labs

Maintainer: Terry Li

GitHub Statistics

Data verified by PyPI on Aug 31, 2026
The GitHub source repository was provided by the project maintainers and verified by PyPI at the time of upload. Stars, forks, and open issues/PRs are derived from that repository and have not been independently verified.

License

MIT License (MIT)

Requires

Python >=3.9

Tags

OHLCV api binance ccxt collection crypto cryptocurrency data financial-data gap-filling gapless klines liquidity microstructure order-flow pandas taker-volume time-series timeframe trading

Classifiers

Report project as malware

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