pricehub 0.0.2

Open-High-Low-Close (OHLC) prices data from different brokers

pricehub

pricehub is a Python package for retrieving OHLC (Open-High-Low-Close) data across various brokers' APIs with a unified interface.

It supports multiple markets, including spot and futures, and provides flexible timestamp inputs and a wide range of intervals.

Effective trading begins with thorough data analysis, visualization, and backtesting. This package simplifies access to such data, providing a unified solution for retrieving OHLC information across various broker APIs.

Key Features

• Unified Interface: Supports multiple brokers and markets (spot, futures) with a single interface.
• Unified Intervals: Use the same interval format across all brokers.
• Timestamp Flexibility: Accepts timestamps (start, end) in various formats (int, float, string, Arrow, pandas, datetime).
• No Credential Requirement: Fetch public market data without authentication.
• Extended Date Ranges: This package will paginate and collect all data across large date ranges.
• All fields from official API: Retrieve all fields available in the official API (e.g., Number of trades, Taker buy base asset volume).

Supported Brokers

• Binance Spot
• Binance Futures
• Bybit Spot

Supported Intervals

• Minutes: 1m, 3m, 5m, 15m, 30m
• Hours: 1h, 2h, 4h, 6h, 12h
• Days: 1d, 3d
• Weeks: 1w
• Months: 1M

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Installation

pip install pricehub

Quick Start

Example Usage

Retrieve OHLC data from Binance Spot for a 6-hour interval

from pricehub import get_ohlc

df = get_ohlc(
    broker="binance_spot",
    symbol="BTCUSDT",
    interval="6h",
    start="2024-10-01",
    end="2024-10-02"
)
print(df)

                        Open     High      Low    Close      Volume              Close time  Quote asset volume  Number of trades  Taker buy base asset volume  Taker buy quote asset volume  Ignore
Open time                                                                                                                                                                                           
2024-10-01 00:00:00  63309.0  63872.0  63000.0  63733.9   39397.714 2024-10-01 05:59:59.999        2.500830e+09          598784.0                    19410.785                  1.232417e+09     0.0
2024-10-01 06:00:00  63733.9  64092.6  63683.1  63699.9   32857.923 2024-10-01 11:59:59.999        2.100000e+09          446330.0                    15865.753                  1.014048e+09     0.0
2024-10-01 12:00:00  63700.0  63784.0  61100.0  62134.1  242613.990 2024-10-01 17:59:59.999        1.512287e+10         2583155.0                   112641.347                  7.022384e+09     0.0
2024-10-01 18:00:00  62134.1  62422.3  60128.2  60776.8  114948.208 2024-10-01 23:59:59.999        7.031801e+09         1461890.0                    54123.788                  3.312086e+09     0.0
2024-10-02 00:00:00  60776.7  61858.2  60703.3  61466.7   51046.012 2024-10-02 05:59:59.999        3.133969e+09          668558.0                    27191.919                  1.669187e+09     0.0

Retrieve OHLC data from Bybit Spot for a 1-day interval

from pricehub import get_ohlc

df = get_ohlc(
    broker="bybit_spot",
    symbol="ETHUSDT",
    interval="1d",
    start=1727740800.0, # Unix timestamp in seconds for "2024-10-01"
    end=1728086400000, # Unix timestamp in ms for "2024-10-05"
)
print(df)

               Open     High      Low    Close        Volume      Turnover
Open time                                                                 
2024-10-01  2602.00  2659.31  2413.15  2447.95  376729.77293  9.623060e+08
2024-10-02  2447.95  2499.82  2351.53  2364.01  242498.88477  5.914189e+08
2024-10-03  2364.01  2403.50  2309.75  2349.91  242598.38255  5.716546e+08
2024-10-04  2349.91  2441.82  2339.15  2414.67  178050.43782  4.254225e+08
2024-10-05  2414.67  2428.69  2389.83  2414.54  106665.69595  2.573030e+08

Function Reference

def get_ohlc(broker: SupportedBroker, symbol: str, interval: Interval, start: Timestamp, end: Timestamp) -> pd.DataFrame

Retrieves OHLC data for the specified broker, symbol, interval, and date range.

• Parameters:

  • broker: The broker to fetch data from (e.g., binance_spot, bybit_spot).
  • symbol: The trading pair symbol (e.g., BTCUSDT).
  • interval: The interval for OHLC data (1m, 1h, 1d, etc.).
  • start: Start time of the data (supports various formats).
  • end: End time of the data.

• Returns:

  • pandas.DataFrame: A DataFrame containing OHLC data with Open time as the index.

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