binance-data

Installation

binance-data requires Python v3.4+ to run.

Install via pip

pip install binance-data

Quick Start Example:

Store data for all available pairs from Binance listing date thru current date to csv's:

from binance_data import DataClient

futures = True
client = DataClient(futures=futures)
pair_list = client.get_binance_pairs()
store_data = client.kline_data(pair_list,'1m')

Usage:

get_binance_pairs()

Parameters:

Name	Type	Mandatory	Description
base_currencies	LIST	NO	List of base currencies to search for
quote_currencies	LIST	NO	List of quote currencies to search for

kline_data()

Parameters:

Name	Type	Mandatory	Description
pair_list	LIST	YES	List of currencies pairs to pull data for
interval	STRING	YES	Options: '1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h'
start_date	STRING	NO	Date to start pulling data from in MM/DD/YYYY format. If not provided and not previously ran will default to original listing date, else if not provided, and previously stored data exists, will erase data for the final day previously pulled and pick up from there
end_date	STRING	NO	Date to end data pull at in MM/DD/YYYY format. If not provided, will default to now.
storage	LIST	NO	Currently only supports CSV storage, SQL storage to come in future updates. Also allows to set intended storage directory by providing full fill path (if not provided, will create storage directories inside current directory). Example: storage=['csv','/home/user/kline_data/']
output	LIST	NO	Defaults to ['Opened','High','Low','Close','Volume','Closed'] if not provided (with Opened and Closed representing timestamps). Options include: Opened, High, Low, Close, Volume, Closed, Quote Asset Volume, Total Trades, Taker Buy Base Asset Volume,Taker Buy Quote Asset Volume
progress_statements	Boolean	NO	Defaults to False. If set to True, will output print statements to screen to keep you apprised of progress

Examples:

Example 1:

from binance_data.client import DataClient

pair_list = DataClient().get_binance_pairs(base_currencies=['BTC','XRP'],quote_currencies=['ETH','NEO','TRX'])

Response:

['ETHBTC', 'NEOBTC', 'TRXBTC', 'TRXXRP']

Example 2:

from binance_data.client import DataClient

pair_list = DataClient().get_binance_pairs(quote_currencies=['ETH','NEO','TRX'])

Response:

['ETHBTC', 'NEOBTC', 'ETHUSDT', 'NEOETH', 'TRXBTC', 'TRXETH', 'NEOUSDT', 'NEOBNB', 'ETHTUSD', 'TRXBNB', 'TRXUSDT', 'ETHPAX', 'ETHUSDC', 'TRXTUSD', 'NEOTUSD', 'TRXXRP', 'TRXPAX', 'TRXUSDC', 'NEOPAX', 'NEOUSDC']

Example 3:

from binance_data.client import DataClient

pair_list = DataClient().get_binance_pairs(base_currencies=['ETH'])

Response:

['QTUMETH', 'EOSETH', 'SNTETH', 'BNTETH', 'BNBETH', 'OAXETH', 'DNTETH', 'MCOETH', 'ICNETH', 'WTCETH', 'LRCETH', 'OMGETH', 'ZRXETH', 'STRATETH', 'SNGLSETH', 'BQXETH', 'KNCETH', 'FUNETH', 'SNMETH', 'NEOETH', 'IOTAETH', 'LINKETH', 'XVGETH', 'SALTETH', 'MDAETH', 'MTLETH', 'SUBETH', 'ETCETH', 'MTHETH', 'ENGETH', 'ZECETH', 'ASTETH', 'DASHETH', 'BTGETH', 'EVXETH', 'REQETH', 'VIBETH', 'HSRETH', 'TRXETH', 'POWRETH', 'ARKETH', 'YOYOETH', 'XRPETH', 'MODETH', 'ENJETH', 'STORJETH', 'VENETH', 'KMDETH', 'RCNETH', 'NULSETH', 'RDNETH', 'XMRETH', 'DLTETH', 'AMBETH', 'BCCETH', 'BATETH', 'BCPTETH', 'ARNETH', 'GVTETH', 'CDTETH', 'GXSETH', 'POEETH', 'QSPETH', 'BTSETH', 'XZCETH', 'LSKETH', 'TNTETH', 'FUELETH', 'MANAETH', 'BCDETH', 'DGDETH', 'ADXETH', 'ADAETH', 'PPTETH', 'CMTETH', 'XLMETH', 'CNDETH', 'LENDETH', 'WABIETH', 'LTCETH', 'TNBETH', 'WAVESETH', 'GTOETH', 'ICXETH', 'OSTETH', 'ELFETH', 'AIONETH', 'NEBLETH', 'BRDETH', 'EDOETH', 'WINGSETH', 'NAVETH', 'LUNETH', 'TRIGETH', 'APPCETH', 'VIBEETH', 'RLCETH', 'INSETH', 'PIVXETH', 'IOSTETH', 'CHATETH', 'STEEMETH', 'NANOETH', 'VIAETH', 'BLZETH', 'AEETH', 'RPXETH', 'NCASHETH', 'POAETH', 'ZILETH', 'ONTETH', 'STORMETH', 'XEMETH', 'WANETH', 'WPRETH', 'QLCETH', 'SYSETH', 'GRSETH', 'CLOAKETH', 'GNTETH', 'LOOMETH', 'BCNETH', 'REPETH', 'TUSDETH', 'ZENETH', 'SKYETH', 'CVCETH', 'THETAETH', 'IOTXETH', 'QKCETH', 'AGIETH', 'NXSETH', 'DATAETH', 'SCETH', 'NPXSETH', 'KEYETH', 'NASETH', 'MFTETH', 'DENTETH', 'ARDRETH', 'HOTETH', 'VETETH', 'DOCKETH', 'PHXETH', 'HCETH', 'PAXETH']

Example 4:

from binance_data.client import DataClient

pair_list = DataClient().get_binance_pairs()

Response:

['ETHBTC', 'LTCBTC', 'BNBBTC', 'NEOBTC', 'QTUMETH', 'EOSETH', 'SNTETH', 'BNTETH', 'BCCBTC', 'GASBTC', 'BNBETH', 'BTCUSDT', 'ETHUSDT', 'HSRBTC', 'OAXETH', 'DNTETH', 'MCOETH', 'ICNETH', 'MCOBTC', 'WTCBTC', 'WTCETH', 'LRCBTC', 'LRCETH', 'QTUMBTC', 'YOYOBTC', 'OMGBTC', 'OMGETH', 'ZRXBTC', 'ZRXETH', 'STRATBTC', 'STRATETH', 'SNGLSBTC', 'SNGLSETH', 'BQXBTC', 'BQXETH', 'KNCBTC', 'KNCETH', 'FUNBTC', 'FUNETH', 'SNMBTC', 'SNMETH', 'NEOETH', 'IOTABTC', 'IOTAETH', 'LINKBTC', 'LINKETH', 'XVGBTC', 'XVGETH', 'SALTBTC', 'SALTETH', 'MDABTC', 'MDAETH', 'MTLBTC', 'MTLETH', 'SUBBTC', 'SUBETH', 'EOSBTC', 'SNTBTC', 'ETCETH', 'ETCBTC', 'MTHBTC', 'MTHETH', 'ENGBTC', 'ENGETH', 'DNTBTC', 'ZECBTC', 'ZECETH', 'BNTBTC', 'ASTBTC', 'ASTETH', 'DASHBTC', 'DASHETH', 'OAXBTC', 'ICNBTC', 'BTGBTC', 'BTGETH', 'EVXBTC', 'EVXETH', 'REQBTC', 'REQETH', 'VIBBTC', 'VIBETH', 'HSRETH', 'TRXBTC', 'TRXETH', 'POWRBTC', 'POWRETH', 'ARKBTC', 'ARKETH', 'YOYOETH', 'XRPBTC', 'XRPETH', 'MODBTC', 'MODETH', 'ENJBTC', 'ENJETH', 'STORJBTC', 'STORJETH', 'BNBUSDT', 'VENBNB', 'YOYOBNB', 'POWRBNB', 'VENBTC', 'VENETH', 'KMDBTC', 'KMDETH', 'NULSBNB', 'RCNBTC', 'RCNETH', 'RCNBNB', 'NULSBTC', 'NULSETH', 'RDNBTC', 'RDNETH', 'RDNBNB', 'XMRBTC', 'XMRETH', 'DLTBNB', 'WTCBNB', 'DLTBTC', 'DLTETH', 'AMBBTC', 'AMBETH', 'AMBBNB', 'BCCETH', 'BCCUSDT', 'BCCBNB', 'BATBTC', 'BATETH', 'BATBNB', 'BCPTBTC', 'BCPTETH', 'BCPTBNB', 'ARNBTC', 'ARNETH', 'GVTBTC', 'GVTETH', 'CDTBTC', 'CDTETH', 'GXSBTC', 'GXSETH', 'NEOUSDT', 'NEOBNB', 'POEBTC', 'POEETH', 'QSPBTC', 'QSPETH', 'QSPBNB', 'BTSBTC', 'BTSETH', 'BTSBNB', 'XZCBTC', 'XZCETH', 'XZCBNB', 'LSKBTC', 'LSKETH', 'LSKBNB', 'TNTBTC', 'TNTETH', 'FUELBTC', 'FUELETH', 'MANABTC', 'MANAETH', 'BCDBTC', 'BCDETH', 'DGDBTC', 'DGDETH', 'IOTABNB', 'ADXBTC', 'ADXETH', 'ADXBNB', 'ADABTC', 'ADAETH', 'PPTBTC', 'PPTETH', 'CMTBTC', 'CMTETH', 'CMTBNB', 'XLMBTC', 'XLMETH', 'XLMBNB', 'CNDBTC', 'CNDETH', 'CNDBNB', 'LENDBTC', 'LENDETH', 'WABIBTC', 'WABIETH', 'WABIBNB', 'LTCETH', 'LTCUSDT', 'LTCBNB', 'TNBBTC', 'TNBETH', 'WAVESBTC', 'WAVESETH', 'WAVESBNB', 'GTOBTC', 'GTOETH', 'GTOBNB', 'ICXBTC', 'ICXETH', 'ICXBNB', 'OSTBTC', 'OSTETH', 'OSTBNB', 'ELFBTC', 'ELFETH', 'AIONBTC', 'AIONETH', 'AIONBNB', 'NEBLBTC', 'NEBLETH', 'NEBLBNB', 'BRDBTC', 'BRDETH', 'BRDBNB', 'MCOBNB', 'EDOBTC', 'EDOETH', 'WINGSBTC', 'WINGSETH', 'NAVBTC', 'NAVETH', 'NAVBNB', 'LUNBTC', 'LUNETH', 'TRIGBTC', 'TRIGETH', 'TRIGBNB', 'APPCBTC', 'APPCETH', 'APPCBNB', 'VIBEBTC', 'VIBEETH', 'RLCBTC', 'RLCETH', 'RLCBNB', 'INSBTC', 'INSETH', 'PIVXBTC', 'PIVXETH', 'PIVXBNB', 'IOSTBTC', 'IOSTETH', 'CHATBTC', 'CHATETH', 'STEEMBTC', 'STEEMETH', 'STEEMBNB', 'NANOBTC', 'NANOETH', 'NANOBNB', 'VIABTC', 'VIAETH', 'VIABNB', 'BLZBTC', 'BLZETH', 'BLZBNB', 'AEBTC', 'AEETH', 'AEBNB', 'RPXBTC', 'RPXETH', 'RPXBNB', 'NCASHBTC', 'NCASHETH', 'NCASHBNB', 'POABTC', 'POAETH', 'POABNB', 'ZILBTC', 'ZILETH', 'ZILBNB', 'ONTBTC', 'ONTETH', 'ONTBNB', 'STORMBTC', 'STORMETH', 'STORMBNB', 'QTUMBNB', 'QTUMUSDT', 'XEMBTC', 'XEMETH', 'XEMBNB', 'WANBTC', 'WANETH', 'WANBNB', 'WPRBTC', 'WPRETH', 'QLCBTC', 'QLCETH', 'SYSBTC', 'SYSETH', 'SYSBNB', 'QLCBNB', 'GRSBTC', 'GRSETH', 'ADAUSDT', 'ADABNB', 'CLOAKBTC', 'CLOAKETH', 'GNTBTC', 'GNTETH', 'GNTBNB', 'LOOMBTC', 'LOOMETH', 'LOOMBNB', 'XRPUSDT', 'BCNBTC', 'BCNETH', 'BCNBNB', 'REPBTC', 'REPETH', 'REPBNB', 'BTCTUSD', 'TUSDBTC', 'ETHTUSD', 'TUSDETH', 'TUSDBNB', 'ZENBTC', 'ZENETH', 'ZENBNB', 'SKYBTC', 'SKYETH', 'SKYBNB', 'EOSUSDT', 'EOSBNB', 'CVCBTC', 'CVCETH', 'CVCBNB', 'THETABTC', 'THETAETH', 'THETABNB', 'XRPBNB', 'TUSDUSDT', 'IOTAUSDT', 'XLMUSDT', 'IOTXBTC', 'IOTXETH', 'QKCBTC', 'QKCETH', 'AGIBTC', 'AGIETH', 'AGIBNB', 'NXSBTC', 'NXSETH', 'NXSBNB', 'ENJBNB', 'DATABTC', 'DATAETH', 'ONTUSDT', 'TRXBNB', 'TRXUSDT', 'ETCUSDT', 'ETCBNB', 'ICXUSDT', 'SCBTC', 'SCETH', 'SCBNB', 'NPXSBTC', 'NPXSETH', 'VENUSDT', 'KEYBTC', 'KEYETH', 'NASBTC', 'NASETH', 'NASBNB', 'MFTBTC', 'MFTETH', 'MFTBNB', 'DENTBTC', 'DENTETH', 'ARDRBTC', 'ARDRETH', 'ARDRBNB', 'NULSUSDT', 'HOTBTC', 'HOTETH', 'VETBTC', 'VETETH', 'VETUSDT', 'VETBNB', 'DOCKBTC', 'DOCKETH', 'POLYBTC', 'POLYBNB', 'PHXBTC', 'PHXETH', 'PHXBNB', 'HCBTC', 'HCETH', 'GOBTC', 'GOBNB', 'PAXBTC', 'PAXBNB', 'PAXUSDT', 'PAXETH', 'RVNBTC', 'RVNBNB', 'DCRBTC', 'DCRBNB', 'USDCBNB', 'USDCBTC', 'MITHBTC', 'MITHBNB', 'BCHABCBTC', 'BCHSVBTC', 'BCHABCUSDT', 'BCHSVUSDT', 'BNBPAX', 'BTCPAX', 'ETHPAX', 'XRPPAX', 'EOSPAX', 'XLMPAX', 'RENBTC', 'RENBNB', 'BNBTUSD', 'XRPTUSD', 'EOSTUSD', 'XLMTUSD', 'BNBUSDC', 'BTCUSDC', 'ETHUSDC', 'XRPUSDC', 'EOSUSDC', 'XLMUSDC', 'USDCUSDT', 'ADATUSD', 'TRXTUSD', 'NEOTUSD', 'TRXXRP', 'XZCXRP', 'PAXTUSD', 'USDCTUSD', 'USDCPAX', 'LINKUSDT', 'LINKTUSD', 'LINKPAX', 'LINKUSDC', 'WAVESUSDT', 'WAVESTUSD', 'WAVESPAX', 'WAVESUSDC', 'BCHABCTUSD', 'BCHABCPAX', 'BCHABCUSDC', 'BCHSVTUSD', 'BCHSVPAX', 'BCHSVUSDC', 'LTCTUSD', 'LTCPAX', 'LTCUSDC', 'TRXPAX', 'TRXUSDC', 'BTTBTC', 'BTTBNB', 'BTTUSDT', 'BNBUSDS', 'BTCUSDS', 'USDSUSDT', 'USDSPAX', 'USDSTUSD', 'USDSUSDC', 'BTTPAX', 'BTTTUSD', 'BTTUSDC', 'ONGBNB', 'ONGBTC', 'ONGUSDT', 'HOTBNB', 'HOTUSDT', 'ZILUSDT', 'ZRXBNB', 'ZRXUSDT', 'FETBNB', 'FETBTC', 'FETUSDT', 'BATUSDT', 'XMRBNB', 'XMRUSDT', 'ZECBNB', 'ZECUSDT', 'ZECPAX', 'ZECTUSD', 'ZECUSDC', 'IOSTBNB', 'IOSTUSDT', 'CELRBNB', 'CELRBTC', 'CELRUSDT', 'ADAPAX', 'ADAUSDC', 'NEOPAX', 'NEOUSDC', 'DASHBNB', 'DASHUSDT', 'NANOUSDT', 'OMGBNB', 'OMGUSDT', 'THETAUSDT', 'ENJUSDT', 'MITHUSDT', 'MATICBNB', 'MATICBTC', 'MATICUSDT', 'ATOMBNB', 'ATOMBTC', 'ATOMUSDT', 'ATOMUSDC', 'ATOMPAX', 'ATOMTUSD', 'ETCUSDC', 'ETCPAX', 'ETCTUSD', 'BATUSDC', 'BATPAX', 'BATTUSD', 'PHBBNB', 'PHBBTC', 'PHBUSDC', 'PHBTUSD', 'PHBPAX', 'TFUELBNB', 'TFUELBTC', 'TFUELUSDT', 'TFUELUSDC', 'TFUELTUSD', 'TFUELPAX', 'ONEBNB', 'ONEBTC', 'ONEUSDT', 'ONETUSD', 'ONEPAX', 'ONEUSDC']

Example 5:

from binance_data.client import DataClient

pair_list = DataClient().get_binance_pairs()
store_data = DataClient().kline_data(pair_list,'1m',start_date='06/01/2019',end_date='06/05/2019',storage=['csv','/home/user/kline_data/'],progress_statements=True)

Todos

• Complete README
• Write Tests
• Add SQL Storage
• Add trade by trade data storage

License

MIT