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A useful tool to download market history from popular exchanges.

Project description

tradingfeatures

A useful tool to download market history from popular exchanges.

Installation

pip install tradingfeatures

or

pip install git+https://github.com/realiti4/tradingfeatures.git@master --upgrade

Example

  • .get(): Returns most recent history amount you pass.
  • .get_history(): Downloads all avaliable history for that api.
  • .update(): Takes a csv file path and updates it.

You can use .get(), .get_history() and .update() with all avaliable apis. Currently supported:

  • bitfinex
  • bitstamp
  • binance
    • binance.funding
  • bitmex
    • bitmex.funding
    • bitmex.quote

Supported symbols: btcusd, ethusd, ltcusd. These are guaranteed to work with every module. You can stil use any symbol that an exchange supports. But same pair is different for each exchange of course. Using an unsupported symbol will give you a warning, but it should work just fine as long as you are using a correct symbol for that api.

Get history with .get()

import pandas as pd
from tradingfeatures import bitfinex, bitstamp, binance, bitmex

bitfinex = bitfinex()

df = bitfinex.get(2000)

df2 = bitfinex.get(2000, symbol='ethusd')   # Default is btcusd, you can pass others in symbol parameter

df3 = bitfinex.get(20000, interval='1m')    # You can pass any interval that exchange api supports

Just pass how much data you want. It will return the amount in most recent 1h data. If history amount is above api limit, .get() will run .get_history() under the hood, so you don't need to worry about it. But if you want everything avaliable on an exchange, just run .get_history().

Download all available history with .get_history()

The tool will download all avaliable history while respecting request per minute limits. Using it easy, and it takes couple of minutes for 1h data.

import pandas as pd
from tradingfeatures import bitfinex, bitstamp, binance, bitmex

bitstamp = bitstamp()

df = bitstamp.get_hist()
df.to_csv('bitstamp_1h.csv') 

Updating a csv file with .update()

import pandas as pd
from tradingfeatures import bitfinex, bitstamp, binance, bitmex

bitstamp = bitstamp()

bitstamp.update('bitstamp.csv')    

Update takes a path variable to csv file and updates it.

Project details


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