Historic Data Set Gatherer

- Only for Binance

Historic Data Set Gatherer (HDSG) aims to do what the name implies, to gather historic OHCL data from Binance and Kucoin.

• Configure the timeframe, download location and list of tickers
• Run the program
• Dump data into data files from which they can be processed further

Features

• It's simple!
• Fetch data from Binance.
• Dump data in csv files for further usage.
• Each data file has 1 month of data, regardless the timeframe.
• More features yet to be developed...

A Binance account and API key and secret are required to get the data. If you don't have an account yet, do me a favor and create it with my referral code. Thanks! :) Create Binance account

What to do first

Copy .env.secret.dev and name it .env.secret.prod and add your key and secret.

BINANCE_API_KEY=your-api-key-goes-here
BINANCE_API_SECRET=your-secret-goes-here

Install the requirements:

$ pip install -r requirements.txt

How to operate

If you don't want to use environment variables, you can just add your keys in config.py. Replace the "not_defined" string with your key and secret.

BINANCE_API_SECRET="not_defined"
BINANCE_API_KEY="not_defined"

Don't forget to update the destination directory in the config.py file.

OUTPUT_DIR="/home/user/Data"

Once you are set to go, adjust the run parameters to your liking in the config.py file and run the main.py file.

PAIRS="ETHUSDT,BTCUSDT"
INTERVAL="1m"
FROM_MMYY="0122"
TO_MMYY=""

Some additional info about what is expected in the config.py file:

• Don't change the value of BINANCE_SUPPORTED_TFS.
• PAIRS are separated by a comma and have no spaces between, before or after them.
• All the possible values for intervals can be found in the config.py file in the list named BINANCE_SUPPORTED_TFS.
• Respect the date format "mmyy" for the FROM_MMYY and TO_MMYY parameters. When TO_MMYY is left empty, TO_MMYY is automatically set to current month meaning all data is fetched from the FROM_MMYY until today.

License

MIT

Free Software, Hell Yeah!

TODO

• Get minute candles from Binance and Kucoin for several pairs that trade on both exchanges

Data analysis

TODO:

• Find out the correlation between trading pairs that exists on Binance and Kucoin, e.g. USDTAGIX, USDTBTC.