binance-data

Python package to retrieve historical data from Binance


Keywords
Binance, Cryptocurrency, Data, OHCLV
License
MIT
Install
pip install binance-data==0.1.6

Documentation

binance-data

PyPI version Build Status PyPI - Python Version

Installation

binance-data requires Python v3.4+ to run.

Install via pip

pip install binance-data

Quick Start Example:

Store data for all available pairs from Binance listing date thru current date to csv's:

from binance_data import DataClient

futures = True
client = DataClient(futures=futures)
pair_list = client.get_binance_pairs()
store_data = client.kline_data(pair_list,'1m')

Usage:

get_binance_pairs()

Parameters:

Name Type Mandatory Description
base_currencies LIST NO List of base currencies to search for
quote_currencies LIST NO List of quote currencies to search for

kline_data()

Parameters:

Name Type Mandatory Description
pair_list LIST YES List of currencies pairs to pull data for
interval STRING YES Options: '1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h'
start_date STRING NO Date to start pulling data from in MM/DD/YYYY format. If not provided and not previously ran will default to original listing date, else if not provided, and previously stored data exists, will erase data for the final day previously pulled and pick up from there
end_date STRING NO Date to end data pull at in MM/DD/YYYY format. If not provided, will default to now.
storage LIST NO Currently only supports CSV storage, SQL storage to come in future updates. Also allows to set intended storage directory by providing full fill path (if not provided, will create storage directories inside current directory). Example: storage=['csv','/home/user/kline_data/']
output LIST NO Defaults to ['Opened','High','Low','Close','Volume','Closed'] if not provided (with Opened and Closed representing timestamps). Options include: Opened, High, Low, Close, Volume, Closed, Quote Asset Volume, Total Trades, Taker Buy Base Asset Volume,Taker Buy Quote Asset Volume
progress_statements Boolean NO Defaults to False. If set to True, will output print statements to screen to keep you apprised of progress

Examples:

Example 1:

from binance_data.client import DataClient

pair_list = DataClient().get_binance_pairs(base_currencies=['BTC','XRP'],quote_currencies=['ETH','NEO','TRX'])

Response:

['ETHBTC', 'NEOBTC', 'TRXBTC', 'TRXXRP']

Example 2:

from binance_data.client import DataClient

pair_list = DataClient().get_binance_pairs(quote_currencies=['ETH','NEO','TRX'])

Response:

['ETHBTC', 'NEOBTC', 'ETHUSDT', 'NEOETH', 'TRXBTC', 'TRXETH', 'NEOUSDT', 'NEOBNB', 'ETHTUSD', 'TRXBNB', 'TRXUSDT', 'ETHPAX', 'ETHUSDC', 'TRXTUSD', 'NEOTUSD', 'TRXXRP', 'TRXPAX', 'TRXUSDC', 'NEOPAX', 'NEOUSDC']

Example 3:

from binance_data.client import DataClient

pair_list = DataClient().get_binance_pairs(base_currencies=['ETH'])

Response:

['QTUMETH', 'EOSETH', 'SNTETH', 'BNTETH', 'BNBETH', 'OAXETH', 'DNTETH', 'MCOETH', 'ICNETH', 'WTCETH', 'LRCETH', 'OMGETH', 'ZRXETH', 'STRATETH', 'SNGLSETH', 'BQXETH', 'KNCETH', 'FUNETH', 'SNMETH', 'NEOETH', 'IOTAETH', 'LINKETH', 'XVGETH', 'SALTETH', 'MDAETH', 'MTLETH', 'SUBETH', 'ETCETH', 'MTHETH', 'ENGETH', 'ZECETH', 'ASTETH', 'DASHETH', 'BTGETH', 'EVXETH', 'REQETH', 'VIBETH', 'HSRETH', 'TRXETH', 'POWRETH', 'ARKETH', 'YOYOETH', 'XRPETH', 'MODETH', 'ENJETH', 'STORJETH', 'VENETH', 'KMDETH', 'RCNETH', 'NULSETH', 'RDNETH', 'XMRETH', 'DLTETH', 'AMBETH', 'BCCETH', 'BATETH', 'BCPTETH', 'ARNETH', 'GVTETH', 'CDTETH', 'GXSETH', 'POEETH', 'QSPETH', 'BTSETH', 'XZCETH', 'LSKETH', 'TNTETH', 'FUELETH', 'MANAETH', 'BCDETH', 'DGDETH', 'ADXETH', 'ADAETH', 'PPTETH', 'CMTETH', 'XLMETH', 'CNDETH', 'LENDETH', 'WABIETH', 'LTCETH', 'TNBETH', 'WAVESETH', 'GTOETH', 'ICXETH', 'OSTETH', 'ELFETH', 'AIONETH', 'NEBLETH', 'BRDETH', 'EDOETH', 'WINGSETH', 'NAVETH', 'LUNETH', 'TRIGETH', 'APPCETH', 'VIBEETH', 'RLCETH', 'INSETH', 'PIVXETH', 'IOSTETH', 'CHATETH', 'STEEMETH', 'NANOETH', 'VIAETH', 'BLZETH', 'AEETH', 'RPXETH', 'NCASHETH', 'POAETH', 'ZILETH', 'ONTETH', 'STORMETH', 'XEMETH', 'WANETH', 'WPRETH', 'QLCETH', 'SYSETH', 'GRSETH', 'CLOAKETH', 'GNTETH', 'LOOMETH', 'BCNETH', 'REPETH', 'TUSDETH', 'ZENETH', 'SKYETH', 'CVCETH', 'THETAETH', 'IOTXETH', 'QKCETH', 'AGIETH', 'NXSETH', 'DATAETH', 'SCETH', 'NPXSETH', 'KEYETH', 'NASETH', 'MFTETH', 'DENTETH', 'ARDRETH', 'HOTETH', 'VETETH', 'DOCKETH', 'PHXETH', 'HCETH', 'PAXETH']

Example 4:

from binance_data.client import DataClient

pair_list = DataClient().get_binance_pairs()

Response:

['ETHBTC', 'LTCBTC', 'BNBBTC', 'NEOBTC', 'QTUMETH', 'EOSETH', 'SNTETH', 'BNTETH', 'BCCBTC', 'GASBTC', 'BNBETH', 'BTCUSDT', 'ETHUSDT', 'HSRBTC', 'OAXETH', 'DNTETH', 'MCOETH', 'ICNETH', 'MCOBTC', 'WTCBTC', 'WTCETH', 'LRCBTC', 'LRCETH', 'QTUMBTC', 'YOYOBTC', 'OMGBTC', 'OMGETH', 'ZRXBTC', 'ZRXETH', 'STRATBTC', 'STRATETH', 'SNGLSBTC', 'SNGLSETH', 'BQXBTC', 'BQXETH', 'KNCBTC', 'KNCETH', 'FUNBTC', 'FUNETH', 'SNMBTC', 'SNMETH', 'NEOETH', 'IOTABTC', 'IOTAETH', 'LINKBTC', 'LINKETH', 'XVGBTC', 'XVGETH', 'SALTBTC', 'SALTETH', 'MDABTC', 'MDAETH', 'MTLBTC', 'MTLETH', 'SUBBTC', 'SUBETH', 'EOSBTC', 'SNTBTC', 'ETCETH', 'ETCBTC', 'MTHBTC', 'MTHETH', 'ENGBTC', 'ENGETH', 'DNTBTC', 'ZECBTC', 'ZECETH', 'BNTBTC', 'ASTBTC', 'ASTETH', 'DASHBTC', 'DASHETH', 'OAXBTC', 'ICNBTC', 'BTGBTC', 'BTGETH', 'EVXBTC', 'EVXETH', 'REQBTC', 'REQETH', 'VIBBTC', 'VIBETH', 'HSRETH', 'TRXBTC', 'TRXETH', 'POWRBTC', 'POWRETH', 'ARKBTC', 'ARKETH', 'YOYOETH', 'XRPBTC', 'XRPETH', 'MODBTC', 'MODETH', 'ENJBTC', 'ENJETH', 'STORJBTC', 'STORJETH', 'BNBUSDT', 'VENBNB', 'YOYOBNB', 'POWRBNB', 'VENBTC', 'VENETH', 'KMDBTC', 'KMDETH', 'NULSBNB', 'RCNBTC', 'RCNETH', 'RCNBNB', 'NULSBTC', 'NULSETH', 'RDNBTC', 'RDNETH', 'RDNBNB', 'XMRBTC', 'XMRETH', 'DLTBNB', 'WTCBNB', 'DLTBTC', 'DLTETH', 'AMBBTC', 'AMBETH', 'AMBBNB', 'BCCETH', 'BCCUSDT', 'BCCBNB', 'BATBTC', 'BATETH', 'BATBNB', 'BCPTBTC', 'BCPTETH', 'BCPTBNB', 'ARNBTC', 'ARNETH', 'GVTBTC', 'GVTETH', 'CDTBTC', 'CDTETH', 'GXSBTC', 'GXSETH', 'NEOUSDT', 'NEOBNB', 'POEBTC', 'POEETH', 'QSPBTC', 'QSPETH', 'QSPBNB', 'BTSBTC', 'BTSETH', 'BTSBNB', 'XZCBTC', 'XZCETH', 'XZCBNB', 'LSKBTC', 'LSKETH', 'LSKBNB', 'TNTBTC', 'TNTETH', 'FUELBTC', 'FUELETH', 'MANABTC', 'MANAETH', 'BCDBTC', 'BCDETH', 'DGDBTC', 'DGDETH', 'IOTABNB', 'ADXBTC', 'ADXETH', 'ADXBNB', 'ADABTC', 'ADAETH', 'PPTBTC', 'PPTETH', 'CMTBTC', 'CMTETH', 'CMTBNB', 'XLMBTC', 'XLMETH', 'XLMBNB', 'CNDBTC', 'CNDETH', 'CNDBNB', 'LENDBTC', 'LENDETH', 'WABIBTC', 'WABIETH', 'WABIBNB', 'LTCETH', 'LTCUSDT', 'LTCBNB', 'TNBBTC', 'TNBETH', 'WAVESBTC', 'WAVESETH', 'WAVESBNB', 'GTOBTC', 'GTOETH', 'GTOBNB', 'ICXBTC', 'ICXETH', 'ICXBNB', 'OSTBTC', 'OSTETH', 'OSTBNB', 'ELFBTC', 'ELFETH', 'AIONBTC', 'AIONETH', 'AIONBNB', 'NEBLBTC', 'NEBLETH', 'NEBLBNB', 'BRDBTC', 'BRDETH', 'BRDBNB', 'MCOBNB', 'EDOBTC', 'EDOETH', 'WINGSBTC', 'WINGSETH', 'NAVBTC', 'NAVETH', 'NAVBNB', 'LUNBTC', 'LUNETH', 'TRIGBTC', 'TRIGETH', 'TRIGBNB', 'APPCBTC', 'APPCETH', 'APPCBNB', 'VIBEBTC', 'VIBEETH', 'RLCBTC', 'RLCETH', 'RLCBNB', 'INSBTC', 'INSETH', 'PIVXBTC', 'PIVXETH', 'PIVXBNB', 'IOSTBTC', 'IOSTETH', 'CHATBTC', 'CHATETH', 'STEEMBTC', 'STEEMETH', 'STEEMBNB', 'NANOBTC', 'NANOETH', 'NANOBNB', 'VIABTC', 'VIAETH', 'VIABNB', 'BLZBTC', 'BLZETH', 'BLZBNB', 'AEBTC', 'AEETH', 'AEBNB', 'RPXBTC', 'RPXETH', 'RPXBNB', 'NCASHBTC', 'NCASHETH', 'NCASHBNB', 'POABTC', 'POAETH', 'POABNB', 'ZILBTC', 'ZILETH', 'ZILBNB', 'ONTBTC', 'ONTETH', 'ONTBNB', 'STORMBTC', 'STORMETH', 'STORMBNB', 'QTUMBNB', 'QTUMUSDT', 'XEMBTC', 'XEMETH', 'XEMBNB', 'WANBTC', 'WANETH', 'WANBNB', 'WPRBTC', 'WPRETH', 'QLCBTC', 'QLCETH', 'SYSBTC', 'SYSETH', 'SYSBNB', 'QLCBNB', 'GRSBTC', 'GRSETH', 'ADAUSDT', 'ADABNB', 'CLOAKBTC', 'CLOAKETH', 'GNTBTC', 'GNTETH', 'GNTBNB', 'LOOMBTC', 'LOOMETH', 'LOOMBNB', 'XRPUSDT', 'BCNBTC', 'BCNETH', 'BCNBNB', 'REPBTC', 'REPETH', 'REPBNB', 'BTCTUSD', 'TUSDBTC', 'ETHTUSD', 'TUSDETH', 'TUSDBNB', 'ZENBTC', 'ZENETH', 'ZENBNB', 'SKYBTC', 'SKYETH', 'SKYBNB', 'EOSUSDT', 'EOSBNB', 'CVCBTC', 'CVCETH', 'CVCBNB', 'THETABTC', 'THETAETH', 'THETABNB', 'XRPBNB', 'TUSDUSDT', 'IOTAUSDT', 'XLMUSDT', 'IOTXBTC', 'IOTXETH', 'QKCBTC', 'QKCETH', 'AGIBTC', 'AGIETH', 'AGIBNB', 'NXSBTC', 'NXSETH', 'NXSBNB', 'ENJBNB', 'DATABTC', 'DATAETH', 'ONTUSDT', 'TRXBNB', 'TRXUSDT', 'ETCUSDT', 'ETCBNB', 'ICXUSDT', 'SCBTC', 'SCETH', 'SCBNB', 'NPXSBTC', 'NPXSETH', 'VENUSDT', 'KEYBTC', 'KEYETH', 'NASBTC', 'NASETH', 'NASBNB', 'MFTBTC', 'MFTETH', 'MFTBNB', 'DENTBTC', 'DENTETH', 'ARDRBTC', 'ARDRETH', 'ARDRBNB', 'NULSUSDT', 'HOTBTC', 'HOTETH', 'VETBTC', 'VETETH', 'VETUSDT', 'VETBNB', 'DOCKBTC', 'DOCKETH', 'POLYBTC', 'POLYBNB', 'PHXBTC', 'PHXETH', 'PHXBNB', 'HCBTC', 'HCETH', 'GOBTC', 'GOBNB', 'PAXBTC', 'PAXBNB', 'PAXUSDT', 'PAXETH', 'RVNBTC', 'RVNBNB', 'DCRBTC', 'DCRBNB', 'USDCBNB', 'USDCBTC', 'MITHBTC', 'MITHBNB', 'BCHABCBTC', 'BCHSVBTC', 'BCHABCUSDT', 'BCHSVUSDT', 'BNBPAX', 'BTCPAX', 'ETHPAX', 'XRPPAX', 'EOSPAX', 'XLMPAX', 'RENBTC', 'RENBNB', 'BNBTUSD', 'XRPTUSD', 'EOSTUSD', 'XLMTUSD', 'BNBUSDC', 'BTCUSDC', 'ETHUSDC', 'XRPUSDC', 'EOSUSDC', 'XLMUSDC', 'USDCUSDT', 'ADATUSD', 'TRXTUSD', 'NEOTUSD', 'TRXXRP', 'XZCXRP', 'PAXTUSD', 'USDCTUSD', 'USDCPAX', 'LINKUSDT', 'LINKTUSD', 'LINKPAX', 'LINKUSDC', 'WAVESUSDT', 'WAVESTUSD', 'WAVESPAX', 'WAVESUSDC', 'BCHABCTUSD', 'BCHABCPAX', 'BCHABCUSDC', 'BCHSVTUSD', 'BCHSVPAX', 'BCHSVUSDC', 'LTCTUSD', 'LTCPAX', 'LTCUSDC', 'TRXPAX', 'TRXUSDC', 'BTTBTC', 'BTTBNB', 'BTTUSDT', 'BNBUSDS', 'BTCUSDS', 'USDSUSDT', 'USDSPAX', 'USDSTUSD', 'USDSUSDC', 'BTTPAX', 'BTTTUSD', 'BTTUSDC', 'ONGBNB', 'ONGBTC', 'ONGUSDT', 'HOTBNB', 'HOTUSDT', 'ZILUSDT', 'ZRXBNB', 'ZRXUSDT', 'FETBNB', 'FETBTC', 'FETUSDT', 'BATUSDT', 'XMRBNB', 'XMRUSDT', 'ZECBNB', 'ZECUSDT', 'ZECPAX', 'ZECTUSD', 'ZECUSDC', 'IOSTBNB', 'IOSTUSDT', 'CELRBNB', 'CELRBTC', 'CELRUSDT', 'ADAPAX', 'ADAUSDC', 'NEOPAX', 'NEOUSDC', 'DASHBNB', 'DASHUSDT', 'NANOUSDT', 'OMGBNB', 'OMGUSDT', 'THETAUSDT', 'ENJUSDT', 'MITHUSDT', 'MATICBNB', 'MATICBTC', 'MATICUSDT', 'ATOMBNB', 'ATOMBTC', 'ATOMUSDT', 'ATOMUSDC', 'ATOMPAX', 'ATOMTUSD', 'ETCUSDC', 'ETCPAX', 'ETCTUSD', 'BATUSDC', 'BATPAX', 'BATTUSD', 'PHBBNB', 'PHBBTC', 'PHBUSDC', 'PHBTUSD', 'PHBPAX', 'TFUELBNB', 'TFUELBTC', 'TFUELUSDT', 'TFUELUSDC', 'TFUELTUSD', 'TFUELPAX', 'ONEBNB', 'ONEBTC', 'ONEUSDT', 'ONETUSD', 'ONEPAX', 'ONEUSDC']

Example 5:

from binance_data.client import DataClient

pair_list = DataClient().get_binance_pairs()
store_data = DataClient().kline_data(pair_list,'1m',start_date='06/01/2019',end_date='06/05/2019',storage=['csv','/home/user/kline_data/'],progress_statements=True)

Todos

  • Complete README
  • Write Tests
  • Add SQL Storage
  • Add trade by trade data storage

License

MIT