rm-bdd 0.1.1a3

Binance Data Downloader

rm-binance-data-downloader

A Python library for downloading, extracting and formatting historical Binance market data.

The package provides a pipeline that:

1. Downloads data from Binance Vision
2. Extracts compressed archives
3. Formats data into a structured dataset

It is designed for fast data preparation for quantitative trading, backtesting and data analysis.

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Installation

pip install rm-bdd

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Features

• Download historical Binance data
• Automatic archive extraction
• Data formatting pipeline
• Metadata management
• Async architecture
• Easy integration into trading systems

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Quick Example

import asyncio
import time

from rm_bdd import get_manager


async def main():
    downloads_path = "downloads/"
    extracts_path = "extracts/"
    data_path = "data/"
    
    manager = get_manager(downloads_path, extracts_path, data_path)
    await manager.download_and_save("BTCUSDT", "1m")


asyncio.run(main())

Read data

import pandas as pd

df_1m = pd.read_parquet("data", filters=[("symbol", "==", "SOLUSDT"), ("timeframe", "==", "1m")])

Pipeline Overview

The processing pipeline consists of three stages:

Downloader

Downloads historical data archives from Binance Vision.

Extractor

Extracts downloaded archives.

Formatter

Formats extracted CSV data into a structured dataset ready for analysis.

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Metadata Manager

The library uses a metadata system to track downloaded, extracted and formatted data.

This prevents duplicate downloads and processing.

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Example Use Case

Typical workflow:

download → extract → format → analyze

Used for:

• algorithmic trading
• backtesting
• machine learning datasets
• market research

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Requirements

Python 3.10+

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License

MIT