candlestick_retriever

Retrieve all historical candlestick data from crypto exchange Binance and upload it to Kaggle.

Dependencies

• pandas
• requests
• pyarrow
• kaggle

Running

Simply run ./main.py to either download or update every single pair available:

[...]
2020-08-22 17:44:24.178846 959/970 Wrote 83000 new lines to file for DOGE-BTC 
2020-08-22 17:45:13.963455 960/970 Wrote 83000 new lines to file for NULS-ETH 
2020-08-22 17:45:14.573595 961/970 Already up to date with BTCB-BTC
2020-08-22 17:46:06.781870 962/970 Wrote 83000 new lines to file for ATOM-BTC 
2020-08-22 17:46:08.669972 963/970 Already up to date with LSK-BNB
[...]

Once that is completed you should end up with a directory with a Parquet file for each pair, currently 970 files totaling ~12GB.