qwdataapi 1.0.4

Quantweb3 Data API for quants

qwdataapi

v1.0.4

Introduction

qwdataapi is a data service API provided by quantweb.ai, used for fetching historical data from various cryptocurrency exchanges and a variety of alternative data.

Installation Instructions

Installation can be done using pip:

pip install qwdataapi

Usage Instructions

Three steps to obtain minute-level market data:

from qwdataapi import *

auth('Your username', 'Your token')
df = fetch_data(symbol='BTCUSDT', start='2023-07-01 00:00:00')
print(df.head())

Replace 'Your username' and 'Your token' with your actual username and token, which could be obtained from quantweb.ai,

Function Description

fetch_data:

• Function Purpose

The fetch_data function is used to retrieve specific asset type and data type information from a designated exchange. The data can include candlestick (k-line) data, among others.

• Function Parameters

  • exchange (str): The name of the exchange, defaults to 'binance'.

  • symbol (str): The trading pair, for example 'BTCUSDT', defaults to 'BTCUSDT'.

  • asset_type (str): The type of asset, defaults to 'spot', representing spot trading.

  • data_type (str): The type of data, defaults to 'klines', representing candlestick data.

  • start (str): The start time of the data, formatted as 'YYYY-MM-DD HH:MM:SS', defaults to '2023-08-01 00:00:00'.

  • end (str): The end time of the data, formatted the same as the start time, defaults to '2024-07-17 00:00:00'.

  • batch_size (int): The size of the data batch for each request, a number between 40 and 100, defaults to 50.

• Usage Example

# Import the fetch_data function
from client import fetch_data

# Call the function to retrieve data
df = fetch_data(exchange='binance', symbol='ETHUSDT', start='2023-09-01 00:00:00', end='2023-09-30 23:59:59')

# View the retrieved data
print(df.head())