This is a wrapper on binance and other exchange APIs to aggregate historical information in structured tabular formats (such as xarray.DataArray and SQLite).
- Source code
- https://github.com/vikramaditya91/crypto_history
- Documentation
- https://crypto-history.readthedocs.io/en/latest/
- Cleans the data ticker-wise if incomplete
- Sets the correct type on the data obtained
- Is able to join data from various chunks of time in a single DataArray
- Candles of varying intervals can be obtained in a single DataArray
- Fetches information about all tickers available on Binance asynchronously
- Delays requests if it is close to the limit prescribed by Binance
- Retries when the requests have exceeded the performance limit of the machine
- Obtains the history of each/all tickers in the xarray.DataArray format
- Easily extendable to other exchanges and other data formats
- It does not require an API key from Binance
- null values can be dropped either timestamp-wise and/or coin-wise
- Can export data in SQLite format and xr.DataArray
- Chunks of time can be aggregated into a single data object
pip install crypto-historySee a basic example at :examples/binance_basic.py
exchange_factory = class_builders.get("market").get("binance")()
desired_fields = ["open_ts", "open"]
binance_homogenizer = exchange_factory.create_data_homogenizer()
base_assets = await binance_homogenizer.get_all_base_assets()
print(f"All the base assets available on the Binance exchange are {base_assets}")
time_range = {("25 Jan 2020", "27 May 2020"): "1d",
("26 Aug 2020", "now"): "1h"}
time_aggregated_data_container = data_container_intra.TimeAggregatedDataContainer(
exchange_factory,
base_assets=["NANO", "IOST", "XRP"],
reference_assets=["BTC"],
ohlcv_fields=desired_fields,
time_range_dict=time_range
)
xdataarray_of_coins = await time_aggregated_data_container.get_time_aggregated_data_container()
pprint(xdataarray_of_coins)For more check out the documentation.