Binance_Data_Getter

Used to extract and process data from Binance

INSTRUCTIONS:

BASE_FOLDER: This is the folder we wish to save the FINAL data in. And is therefore the filder we set for ALL operations from here on out.

STEP1: Download the data you want

This is done using the binance functions.

NOTE: you may wish to refer to https://github.com/binance/binance-public-data/tree/master/python

To create custom candles you will need to use download-trade.py

Otherwise - when we only use "Unpack_Zips.py" We can use download-kline.py, download-aggTrade.py. BUt we would only end up moving these files - we wouldn't do any of the merging - this will be done in a later update...maybe... :P

Running with arguments

Argument	Explanation
-h	show help messages
-s	Single symbol or multiple symbols separated by space
-y	Single year or multiple years separated by space
-m	Single month or multiple months separated by space
-d	single date or multiple dates separated by space
-startDate	Starting date to download in [YYYY-MM-DD] format
-endDate	Ending date to download in [YYYY-MM-DD] format
-folder	Directory to store the downloaded data
-c	1 to download checksum file, default 0
-i	single kline interval or multiple intervals separated by space
-t	Trading type: spot, um (USD-M Futures), cm (COIN-M Futures)

Example Usage:

    python3 download-trade.py -s LTCBTC -startDate 2020-01-01 -endDate 2020-02-02 -folder '/home/Desktop/Coin_Data'

STEP 2: Move the Zip files into the correct folder - and save as feathers

Used to unzip and then save data in a python readable format. Saved as Feather files to save space.

Running with arguments

Argument	Explanation
-base_folder	Where you wish to store all of your data - Note this should be the same as used above
-coin	Binance trading symbol for desired currency pair

Example Usage:

    python3 Unpack_Zips.py --base_folder '/home/Desktop/Coin_Data' --coin 'LTCBTC'

STEP 3: Create the candles that we want

Used to create the candles.

Running with arguments

Argument	Explanation
-base_folder	Where you wish to store all of your data - Note this should be the same as used above
-candle_size	Size of candle groupings - Must be specified in minutes
-remove_temp_file	Removes any file that were created in the interim processes - Previously created feather files
-remove_intermediate_files	Removes any file that were created in the interim processes - Back-up Candle files

Example Usage:

    python3 Create_Candles.py --base_folder '/home/Desktop/Coin_Data' --coin 'LTCBTC' --candle_size 25 --remove_temp_file True --remove_intermediate_files True