Fetch historical data from the exchange platform and save it in a csv file.
- Binance
python3 -m venv env
On Unix or MacOS, run:
source env/bin/activate
On Windows, run:
env\Scripts\activate.bat
pip install -r requirements.txt
To get your API: https://www.binance.com/en/support/faq/360002502072-How-to-create-API
Add your API to your environment:
export BINANCE_API_KEY=YOUR_API_KEY
export BINANCE_API_SECRET=YOUR_API_SECRET
Run ./historical_data.py -h for more information.
For example run:
./historical_data.py -s BTCUSDT --from-date "18/12/2020 00:00:00" --to-date "20/12/2020 00:00:00" -i 1m --format short
This will fetch candlesticks data from 18/12/2020 00:00:00
to the 20/12/2020 00:00:00 of the BTCUSDT symbol with a 1 minute interval.
The csv file is located in the dataset directory by default.
The short format will display only the minimum necessary to preserve the file size.