quantease-binance 0.1.3

This project provides a Python API for fetching historical data from the Binance exchange. It includes functionalities for retrieving Klines, trades, aggregate trades, book ticker data, funding rates, and metrics.

Project Documentation

Project Description

This project provides a Python API for fetching historical data from the Binance exchange. It includes functionalities for retrieving Klines, trades, aggregate trades, book ticker data, funding rates, and metrics.

Quick Start Guide

To use the functions in quantease_binance, you need to import the necessary modules and call the desired functions with appropriate parameters. Here are some examples:

Install Dependencies

Make sure to install the required dependencies before running the code:

pip install pandas pendulum asyncio uvloop tqdm

Fetch All Trading Pairs

To fetch all trading pairs from the Binance exchange, you can use the fetch_all_symbols function. Here’s how to use it:

import quantease_binance as qb

symbols = qb.fetch_all_symbols()
print(symbols)

This will return a list of trading pairs based on the specified asset_type. By default, asset_type is set to "spot". If you want to get trading pairs for perpetual contracts, specify asset_type as "futures/um" or "futures/cm".

Fetch Aggregate Trade Data

import quantease_binance as qb

agg_trades = qb.fetch_agg_trades(
    symbol='BTCUSDT',
    start='2024-01-01',
    end='2024-05-01',
    asset_type='spot',
    tz='UTC'
)
print(agg_trades)

Fetch Book Ticker Data

book_ticker = qb.fetch_book_ticker(
    symbol='AAVEUSD_PERP',
    start='2024-01-01',
    end='2024-02-01',
    asset_type='futures/cm',
    tz='UTC'
)
print(book_ticker)

Fetch Funding Rate Data

funding_rate = qb.fetch_funding_rate(
    symbol='ETHUSDT',
    start='2019-01-01',
    end='2024-07-01',
    asset_type='futures/um',
    tz='UTC'
)
print(funding_rate)

Fetch Trade Data

trade = qb.fetch_trades(
    symbol='ETHUSDT',
    start='2024-05-01',
    end='2024-07-10',
    asset_type='spot',
    tz='UTC'
)
print(trade)

Fetch Kline Data

klines = qb.fetch_klines(
    symbol='BTCUSDT',
    start='2018-01-01',
    end='2024-07-12',
    timeframe='1m',
    asset_type='spot',
    tz='UTC'
)
print(klines)

Fetch Metrics Data

metrics = qb.fetch_metrics(
    symbol='BTCUSDT',
    start='2024-01-01',
    end='2024-04-01',
    asset_type='futures/um',
    tz='UTC'
)
print(metrics)

Make sure to replace the placeholders for symbol, start, end, and other parameters as needed.

API Documentation

fetch_klines

Convenience function to fetch Kline data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• start (str or datetime): Start time for the data request.
• end (str or datetime): End time for the data request.
• timeframe (str, optional): Kline interval. Default is "1m".
• asset_type (str, optional): Asset type for the data request. Default is "spot".
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing open, high, low, close, volume, trades, close_datetime columns.

fetch_trades

Convenience function to fetch trade data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• start (str or datetime): Start time for the data request.
• end (str or datetime): End time for the data request.
• asset_type (str, optional): Asset type for the data request. Default is "spot".
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing id, price, qty, quoteQty, time, isBuyerMaker, isBestMatch columns.

fetch_agg_trades

Convenience function to fetch aggregate trade data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• start (str or datetime): Start time for the data request.
• end (str or datetime): End time for the data request.
• asset_type (str, optional): Asset type for the data request. Default is "spot".
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing id, price, qty, firstTradeId, lastTradeId, time, isBuyerMaker, isBestMatch columns.

fetch_book_ticker

Convenience function to fetch book ticker data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• start (str or datetime): Start time for the data request.
• end (str or datetime): End time for the data request.
• asset_type (str, optional): Asset type for the data request. Default is "spot".
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing symbol, bidPrice, bidQty, askPrice, askQty, time columns.

fetch_funding_rate

Convenience function to fetch funding rate data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• start (str or datetime): Start time for the data request.
• end (str or datetime): End time for the data request.
• asset_type (str): Asset type for the data request. Must be one of "spot", "futures/um", or "futures/cm".
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing symbol, fundingRate, fundingTime columns.

fetch_metrics

Convenience function to fetch metrics data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• start (str or datetime): Start time for the data request.
• end (str or datetime): End time for the data request.
• asset_type (str): Asset type for the data request. Must be one of "spot", "futures/um", or "futures/cm".
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing symbol, openInterest, numberOfTrades, volume, quoteVolume, takerBuyBaseAssetVolume, takerBuyQuoteAssetVolume, openTime, closeTime columns.

fetch_data

Main function to fetch data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• asset_type (str): Asset type for the data request. Must be one of "spot", "futures/um", or "futures/cm".
• data_type (str): Type of data to request. Must be one of "klines", "aggTrades", "bookTicker", "fundingRate", "metrics".
• start (datetime): Start time for the data request.
• end (datetime): End time for the data request.
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is "UTC".
• timeframe (str, optional): Kline interval. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing the requested data.

fetch_all_symbols

Function to fetch all trading pairs from the Binance exchange.

Parameters:

• exchange (object): Exchange object initialized using the ccxt library. Default is config.EXCHANGE.
• asset_type (str, optional): Asset type for the trading pairs to fetch. Must be one of "spot", "futures/um", or "futures/cm". Default is "spot".

Returns:

• List[str]: List of trading pair IDs based on the specified asset_type.

Notes

Functions in this API require the quantease_binance.utils module and its gen_dates, get_data, unify_datetime, and get_data_async functions. Ensure to import them as well.