getBitMEXData 0.1.3

Utility to download bitMEX historical price data

This is an utility to download and update Bitmex historical price data. It can download several binSize (“1m”, “5m” or coarser). By default you can easily download data for XBTUSD and ADAM20 instruments.

Licence

GNU GENERAL PUBLIC LICENSE Version 3, 29 June 2007

Installation

git clone [e-mail]:maliky/getBitMEXData.git
cd getBitMEXData

Or with pip

pip install getBitMEXData

Usage

Just run the getBitMEXData.py like this for exemple

python getBitMEXData.py --startTime "2019-08-01" --live
# or if you install with pip
getBitMEXData --startTime "2020-06-01"  --live

Or update an existing file previously downloaded with getBitMEXData.py (columns of csv file should be the same). It will get the time from the last saved record in the file and the bin size from the file name and continue from there.

python update_date.py yourBitmexDataFile-1d.csv

Help and other options

python -m  getBitMEXData.getBitMEXData -h

usage: getBitMEXData.py [-h] [--fout FOUT] [--count COUNT] [--pause PAUSE]
                        [--binSize BINSIZE] [--startTime STARTTIME]
                        [--endTime ENDTIME] [--live] [--logLevel LOGLEVEL]
                        [--entryPoint ENTRYPOINT] [--symbol SYMBOL]

An application to download bitmex's data with what ever resolution you need.

optional arguments:
  -h, --help            show this help message and exit
  --fout FOUT, -f FOUT  base Name of the csv file where to save the results.
                        (default btxData-freq-lastrecorddate.csv)
  --count COUNT, -c COUNT
                        Max number each of records in requests (default 600)
  --pause PAUSE, -p PAUSE
                        Min time to wait between 2 requests (default 1.2). to
                        avoid overloading the server
  --binSize BINSIZE, -b BINSIZE
                        Bin size or type requested, or time resolution
                        (default 1d), can also be 1m, 5m, 1h.
  --startTime STARTTIME, -s STARTTIME
                        Time to start the data collection (default, oldest
                        available 2016-05-05 04:00:00 'UTC'). Check time zones
  --endTime ENDTIME, -e ENDTIME
                        Time to end the data collection (default, now - 1 unit
                        of chosen resolution)-05-05 04:00:00 'UTC'). Check TZ
  --live, -l            If present use LIVE keys to get the data else use the
                        test site.
  --logLevel LOGLEVEL, -L LOGLEVEL
                        set the log level
  --entryPoint ENTRYPOINT, -E ENTRYPOINT
                        Set the entry level. the path to append to the LIVE or
                        TEST url before the query
  --symbol SYMBOL, -S SYMBOL
                        Set the symbol for which to get historical data def.
                        XBTUSD. default start date may change depending on
                        symbol