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Python bindings for Kaiko Bittrex Historical trade data

Project description

A python module that provides easier access to the Kaiko Bittrex Historical trade data. Assuming that you’ve bought the files from here, you can now use these (relativelly) simple 2 steps to process them.

  1. Create an index.csv file. We assume that you have unziped the file and when you ls Bittrex you see the pairs e.g. 2GIVEBTC, 8BITBTC etc. Then you run: find Bittrex -type f | grep -v ".DS_Store" > index.csv and an index.csv file must have been created for you. This file has all the .csv.gz files of the archive.
  2. When you install with pip install kaikobittrex, you can create an Index object from Python and access the content of those files like this:
#!/usr/bin/env python

from kaikobittrex import Index

idx = Index.from_file()

def process_pair(year, month, day, pair, f):
    for lineno, line in enumerate(f.readlines()):
        line = line.strip()
        if lineno == 0:
            assert line == "id,exchange,symbol,date,price,amount,sell"
        else:
            record = idx.parse_line(line)
            print record

idx.process_all(process_pair)

There are additional process_* methods that allow you to process subset of those data. process_day(self, year, month, day, f) and process_pair(self, year, month, day, pair, f) all take the same type of callback argument f and process the subset of records you defined. The Index object also exposes the index member which has records for given date/pair, the pairs member that has all available pairs and the pairs_map member that maps pairs to coin base/quote pairs. See the test file for more details.

Notes

To release python setup.py sdist, twine upload dist/*.

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