getBitMEXData 0.0.1

Utility to download bitMEX price data

This is a small utility for linux based systems to download or update Bitmex historical data in “1m”, “5m” or coarser binSizes.

It only requires some of BitMex api-connectors’s files (that I cutomized in auth.py) and a few other commonly used python modules such request and pandas.

Please, just check the import section of getBitmexData.py and install the packages you are missing, if any… and preferably in a virtual env. I like pipenv. :)

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"
# or if you install with pip
getBitmexData --startTime "2020-06-01"

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 getBitmexData.py -h

usage: getBitmexData.py [-h] [--fout FOUT] [--count COUNT] [--pause PAUSE]
                        [--binSize BINSIZE] [--startTime STARTTIME]
                        [--endTime ENDTIME] [--live] [--logLevel LOGLEVEL]

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  Name of the csv file where to save the results. (default btxData.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, -s BINSIZE
                        Bin size or type requested, or time resolution (default 1d), can also be 1m, 5m, 1h.
  --startTime STARTTIME, -t 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