bullsignals / binance-downloader

Python tool to download Binance Candlestick (k-line) data from REST API
MIT License
49 stars 18 forks source link
backtest backtesting backtesting-trading-strategies binance binance-api binance-crytpocurrency-exchange binance-exchange binance-utils candlesticks cryptocurrencies cryptocurrency cryptocurrency-exchanges kline trading trading-bot trading-data

Binance Downloader

Python tool to download Binance Candlestick (k-line) data from REST API

Instalation

LINUX

$ source /path-to-virtual-env/bin/activate
$ pip3 install -r requirements.txt
$ flit install --symlink

WINDOWS

$ source /path-to-virtual-env/bin/activate
$ pip install -r requirements.txt

To execute 'flit install --symlink' you need run command prompt as admin. You can do that by:

Go to start -> All Programs -> Acessories -> Right click on Command Prompt and select "Run as administrator"

Then go to project directory, activate you virtual environment e execute the command.

$ flit install --symlink

Now you can run the kline-binance command line. You don't need execute the command prompt as admin before do that.

Using the Command Line Interface

CLI for downloading Binance Candlestick (k-line) data in bulk

positional arguments: symbol (Required) Binance symbol pair, e.g. ETHBTC interval (Required) Frequency interval in minutes(m); hours(h); days(d); weeks(w); months(M); All possibles values: 1m 3m 5m 15m 30m 1h 2h 4h 6h 8h 12h 1d 3d 1w 1M

optional arguments: -h, --help show this help message and exit --start START Start date to get data (inclusive). Format: yyyy/mm/dd --end END End date to get data (exclusive). Format: yyyy/mm/dd --output OUTPUT File name to write data. Default: ./downloaded/timestamp_symbol_interval --dtfmt DATE_FORMAT Format to use for dates (DMY, MDY, YMD, etc). Default: YMD


- Downloading data
```console
$ kline-binance -i 1m -l 1500 -st 01/01/2016 -e 05/04/2018

License

This code is made available under the MIT License. See LICENSE file for detail.