Fetch Binance BTC, ETH and USDT market data and create/update csv candle files.
Files are stored in ./data/binance/{timeframe}. Timeframe can be anything like 1d, 1h, etc.
The first time and then every time you want to update the data in your csv files, just run it like this:
$ python fetch_and_update_candles.py --timeframe 1dEach csv file contains 5 columns:
- date (unix timestamp),
- open,
- high,
- low,
- close,
- volume
Hourly timeframe example (1h): there are 350+ pairs (files) which amount to 500+ MB of data for 1h and 15MB for 1d, that is why the first run will take some time.
$ ls data/binance/1h
ADA-BTC.csv BTG-BTC.csv ENJ-BTC.csv IOTA-BTC.csv NAS-BTC.csv RDN-BTC.csv VET-BTC.csv
ADA-ETH.csv BTS-BTC.csv ENJ-ETH.csv IOTA-ETH.csv NAS-ETH.csv REN-BTC.csv VET-ETH.csv
ADA-USDT.csv BTS-USDT.csv ENJ-USDT.csv IOTA-USDT.csv NAV-BTC.csv REN-USDT.csv VET-USDT.csv
ADX-BTC.csv BTT-USDT.csv EOS-BTC.csv IOTX-BTC.csv NCASH-ETH.csv REP-BTC.csv VIA-BTC.csv
ADX-ETH.csv BUSD-USDT.csv EOS-ETH.csv IOTX-ETH.csv NEBL-BTC.csv REP-ETH.csv VIB-BTC.csv
AE-BTC.csv CDT-BTC.csv EOS-USDT.csv IOTX-USDT.csv NEBL-ETH.csv REQ-BTC.csv VIB-ETH.csv
AE-ETH.csv CDT-ETH.csv ERD-BTC.csv KAVA-BTC.csv NEO-BTC.csv RLC-BTC.csv VIBE-BTC.csv
AGI-BTC.csv CELR-BTC.csv ERD-USDT.csv KAVA-USDT.csv NEO-ETH.csv RLC-ETH.csv VITE-BTC.csv
AION-BTC.csv CELR-USDT.csv ETC-BTC.csv KEY-ETH.csv NEO-USDT.csv RLC-USDT.csv VITE-USDT.csv
AION-ETH.csv CHR-BTC.csv ETC-ETH.csv KEY-USDT.csv NKN-BTC.csv RVN-BTC.csv WABI-BTC.csv
AION-USDT.csv CHR-USDT.csv ETC-USDT.csv KMD-BTC.csv NKN-USDT.csv RVN-USDT.csv WAN-BTC.csv
ALGO-BTC.csv CHZ-BTC.csv ETH-BTC.csv KMD-ETH.csv NPXS-ETH.csv SC-BTC.csv WAN-ETH.csv
ALGO-USDT.csv CHZ-USDT.csv ETH-USDT.csv KNC-BTC.csv NPXS-USDT.csv SC-ETH.csv WAN-USDT.csv
AMB-BTC.csv CMT-BTC.csv EUR-USDT.csv KNC-ETH.csv NULS-BTC.csv SKY-BTC.csv WAVES-BTC.csv
ANKR-BTC.csv CMT-ETH.csv EVX-BTC.csv LEND-BTC.csv NULS-ETH.csv SNGLS-BTC.csv WAVES-ETH.csv
ANKR-USDT.csv CND-BTC.csv EVX-ETH.csv LEND-ETH.csv NULS-USDT.csv SNM-BTC.csv WAVES-USDT.csv
APPC-BTC.csv COCOS-USDT.csv FET-BTC.csv LEND-USDT.csv NXS-BTC.csv SNT-BTC.csv WIN-USDT.csv
ARDR-BTC.csv COS-BTC.csv FET-USDT.csv LINK-BTC.csv OAX-BTC.csv SNT-ETH.csv WPR-BTC.csv
ARDR-USDT.csv COS-USDT.csv FTM-BTC.csv LINK-ETH.csv OGN-BTC.csv SOL-BTC.csv WRX-BTC.csv
ARK-BTC.csv COTI-BTC.csv FTM-USDT.csv LINK-USDT.csv OGN-USDT.csv STEEM-BTC.csv WRX-USDT.csv
ARN-BTC.csv COTI-USDT.csv FTT-BTC.csv LOOM-BTC.csv OMG-BTC.csv STEEM-ETH.csv WTC-BTC.csv
ARN-ETH.csv CTSI-BTC.csv FTT-USDT.csv LOOM-ETH.csv OMG-ETH.csv STORJ-BTC.csv WTC-ETH.csv
ARPA-BTC.csv CTSI-USDT.csv FUEL-BTC.csv LRC-BTC.csv OMG-USDT.csv STORJ-ETH.csv WTC-USDT.csv
ARPA-USDT.csv CTXC-BTC.csv FUN-BTC.csv LRC-ETH.csv ONE-BTC.csv STORM-BTC.csv XEM-BTC.csv
AST-BTC.csv CTXC-USDT.csv FUN-ETH.csv LSK-BTC.csv ONE-USDT.csv STORM-ETH.csv XEM-ETH.csv
ATOM-BTC.csv CVC-BTC.csv FUN-USDT.csv LSK-ETH.csv ONG-BTC.csv STORM-USDT.csv XLM-BTC.csv
ATOM-USDT.csv CVC-ETH.csv GAS-BTC.csv LSK-USDT.csv ONG-USDT.csv STPT-BTC.csv XLM-ETH.csv
BAND-BTC.csv CVC-USDT.csv GNT-BTC.csv LTC-BTC.csv ONT-BTC.csv STPT-USDT.csv XLM-USDT.csv
BAND-USDT.csv DASH-BTC.csv GNT-ETH.csv LTC-ETH.csv ONT-ETH.csv STRAT-BTC.csv XMR-BTC.csv
BAT-BTC.csv DASH-ETH.csv GO-BTC.csv LTC-USDT.csv ONT-USDT.csv STRAT-ETH.csv XMR-ETH.csv
BAT-ETH.csv DASH-USDT.csv GRS-BTC.csv LTO-BTC.csv OST-BTC.csv STRAT-USDT.csv XMR-USDT.csv
BAT-USDT.csv DATA-BTC.csv GTO-BTC.csv LTO-USDT.csv OST-ETH.csv STX-BTC.csv XRP-BTC.csv
BCD-BTC.csv DATA-ETH.csv GTO-ETH.csv LUN-BTC.csv PAX-USDT.csv STX-USDT.csv XRP-ETH.csv
BCD-ETH.csv DATA-USDT.csv GTO-USDT.csv MANA-BTC.csv PERL-BTC.csv SYS-BTC.csv XRP-USDT.csv
BCH-BTC.csv DCR-BTC.csv GVT-BTC.csv MANA-ETH.csv PERL-USDT.csv TCT-BTC.csv XTZ-BTC.csv
BCH-USDT.csv DENT-ETH.csv GXS-BTC.csv MATIC-BTC.csv PHB-BTC.csv TCT-USDT.csv XTZ-USDT.csv
BCPT-BTC.csv DENT-USDT.csv GXS-ETH.csv MATIC-USDT.csv PIVX-BTC.csv TFUEL-BTC.csv XVG-BTC.csv
BEAM-BTC.csv DLT-BTC.csv GXS-USDT.csv MBL-BTC.csv PIVX-ETH.csv TFUEL-USDT.csv XVG-ETH.csv
BEAM-USDT.csv DNT-BTC.csv HBAR-BTC.csv MBL-USDT.csv POA-BTC.csv THETA-BTC.csv XZC-BTC.csv
BLZ-BTC.csv DOCK-BTC.csv HBAR-USDT.csv MCO-BTC.csv POE-BTC.csv THETA-ETH.csv XZC-ETH.csv
BLZ-ETH.csv DOCK-ETH.csv HC-BTC.csv MCO-ETH.csv POLY-BTC.csv THETA-USDT.csv XZC-USDT.csv
BNB-BTC.csv DOCK-USDT.csv HC-USDT.csv MCO-USDT.csv POWR-BTC.csv TNB-BTC.csv YOYOW-BTC.csv
BNB-ETH.csv DOGE-BTC.csv HIVE-BTC.csv MDA-BTC.csv POWR-ETH.csv TNT-BTC.csv ZEC-BTC.csv
BNB-USDT.csv DOGE-USDT.csv HIVE-USDT.csv MFT-ETH.csv PPT-BTC.csv TNT-ETH.csv ZEC-ETH.csv
BNT-BTC.csv DREP-BTC.csv HOT-BTC.csv MFT-USDT.csv QKC-BTC.csv TOMO-BTC.csv ZEC-USDT.csv
BNT-ETH.csv DREP-USDT.csv HOT-ETH.csv MITH-BTC.csv QKC-ETH.csv TOMO-USDT.csv ZEN-BTC.csv
BNT-USDT.csv DUSK-BTC.csv HOT-USDT.csv MITH-USDT.csv QLC-BTC.csv TROY-BTC.csv ZEN-ETH.csv
BQX-BTC.csv DUSK-USDT.csv ICX-BTC.csv MTH-BTC.csv QLC-ETH.csv TROY-USDT.csv ZIL-BTC.csv
BQX-ETH.csv EDO-BTC.csv ICX-ETH.csv MTL-BTC.csv QSP-BTC.csv TRX-BTC.csv ZIL-ETH.csv
BRD-BTC.csv EDO-ETH.csv ICX-USDT.csv MTL-ETH.csv QSP-ETH.csv TRX-ETH.csv ZIL-USDT.csv
BRD-ETH.csv ELF-BTC.csv INS-BTC.csv MTL-USDT.csv QTUM-BTC.csv TRX-USDT.csv ZRX-BTC.csv
BTC-USDT.csv ELF-ETH.csv IOST-BTC.csv NANO-BTC.csv QTUM-ETH.csv TUSD-USDT.csv ZRX-ETH.csv
BTCDOWN-USDT.csv ENG-BTC.csv IOST-ETH.csv NANO-ETH.csv QTUM-USDT.csv USDC-USDT.csv ZRX-USDT.csv
BTCUP-USDT.csv ENG-ETH.csv IOST-USDT.csv NANO-USDT.csv RCN-BTC.csv USDS-USDT.csv