Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Release/1.1.0 #25

Merged
merged 12 commits into from
Jan 4, 2025
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
34 changes: 0 additions & 34 deletions .github/workflows/Formatter.yml

This file was deleted.

6 changes: 3 additions & 3 deletions .github/workflows/pytest.yaml
Original file line number Diff line number Diff line change
Expand Up @@ -13,15 +13,15 @@ jobs:
- name: Set up Python
uses: actions/setup-python@v2
with:
python-version: 3.9 # 使用するPythonのバージョンを指定してください
python-version: 3.9

- name: Install dependencies
run: |
python -m pip install --upgrade pip
pip install pipenv
pip install git+https://github.com/aoki-h-jp/binance-bulk-downloader
pipenv install --dev # Pipenvを使用して依存関係をインストール
pipenv install --dev

- name: Run pytest
run: |
pipenv run pytest -v -s # pytestを実行するコマンドを指定
pipenv run pytest -v -s
65 changes: 48 additions & 17 deletions README.md
Original file line number Diff line number Diff line change
@@ -1,19 +1,21 @@
# binance-bulk-downloader

[![Python 3.11](https://img.shields.io/badge/python-3.11-blue.svg)](https://www.python.org/downloads/release/python-3110//)
[![Format code](https://github.com/aoki-h-jp/binance-bulk-downloader/actions/workflows/Formatter.yml/badge.svg?branch=main)](https://github.com/aoki-h-jp/binance-bulk-downloader/actions/workflows/Formatter.yml)
[![pytest](https://github.com/aoki-h-jp/binance-bulk-downloader/actions/workflows/pytest.yaml/badge.svg)](https://github.com/aoki-h-jp/binance-bulk-downloader/actions/workflows/pytest.yaml)
[![Github All Releases](https://img.shields.io/github/downloads/aoki-h-jp/binance-liquidation-feeder/total.svg)]()

## Python library for bulk downloading Binance historical data

A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COIN-M, options) and all data frequencies.

## Installation

```bash
pip install git+https://github.com/aoki-h-jp/binance-bulk-downloader
pip install binance-bulk-downloader
```

## Usage

### Download all klines 1m data (USDT-M futures)

```python
Expand All @@ -32,6 +34,31 @@ downloader = BinanceBulkDownloader(data_frequency='1h', asset='spot')
downloader.run_download()
```

### Download specific symbols only

```python
from binance_bulk_downloader.downloader import BinanceBulkDownloader

# Download single symbol
downloader = BinanceBulkDownloader(
data_type="klines",
data_frequency="1h",
asset="spot",
timeperiod_per_file="daily",
symbols="BTCUSDT",
)
downloader.run_download()

# Download multiple symbols
downloader = BinanceBulkDownloader(
data_type="trades",
asset="spot",
timeperiod_per_file="daily",
symbols=["BTCUSDT", "ETHUSDT"],
)
downloader.run_download()
```

### Download all aggTrades data (USDT-M futures)

```python
Expand All @@ -42,6 +69,7 @@ downloader.run_download()
```

### Other examples

Please see /example directory.

```bash
Expand All @@ -55,25 +83,26 @@ python -m pytest
```

## Available data types

✅: Implemented and tested. ❌: Not available on Binance.

### by data_type

| data_type | spot | um | cm | options |
| :------------------ | :--: | :--: | :--: | :-----: |
| aggTrades | ✅ | ✅ | ✅ | ❌ |
| bookDepth | ❌ | ✅ | ✅ | ❌ |
| bookTicker | ❌ | ✅ | ✅ | ❌ |
| fundingRate | ❌ | ✅ | ✅ | ❌ |
| indexPriceKlines | ❌ | ✅ | ✅ | ❌ |
| klines | ✅ | ✅ | ✅ | ❌ |
| liquidationSnapshot | ❌ | ✅ | ✅ | ❌ |
| markPriceKlines | ❌ | ✅ | ✅ | ❌ |
| metrics | ❌ | ✅ | ✅ | ❌ |
| premiumIndexKlines | ❌ | ✅ | ✅ | ❌ |
| trades | ✅ | ✅ | ✅ | ❌ |
| BVOLIndex | ❌ | ❌ | ❌ | ✅ |
| EOHSummary | ❌ | ❌ | ❌ | ✅ |
| data_type | spot | um | cm | options |
| :------------------ | :--: | :--: | :--: | :-----: |
| aggTrades | ✅ | ✅ | ✅ | ❌ |
| bookDepth | ❌ | ✅ | ✅ | ❌ |
| bookTicker | ❌ | ✅ | ✅ | ❌ |
| fundingRate | ❌ | ✅ | ✅ | ❌ |
| indexPriceKlines | ❌ | ✅ | ✅ | ❌ |
| klines | ✅ | ✅ | ✅ | ❌ |
| liquidationSnapshot | ❌ | ✅ | ✅ | ❌ |
| markPriceKlines | ❌ | ✅ | ✅ | ❌ |
| metrics | ❌ | ✅ | ✅ | ❌ |
| premiumIndexKlines | ❌ | ✅ | ✅ | ❌ |
| trades | ✅ | ✅ | ✅ | ❌ |
| BVOLIndex | ❌ | ❌ | ❌ | ✅ |
| EOHSummary | ❌ | ❌ | ❌ | ✅ |

### by data_frequency (klines, indexPriceKlines, markPriceKlines, premiumIndexKlines)

Expand All @@ -97,9 +126,11 @@ python -m pytest
| 1mo | ✅ | ✅ | ✅ | ❌ |

## If you want to report a bug or request a feature

Please create an issue on this repository!

## Disclaimer

This project is for educational purposes only. You should not construe any such information or other material as legal,
tax, investment, financial, or other advice. Nothing contained here constitutes a solicitation, recommendation,
endorsement, or offer by me or any third party service provider to buy or sell any securities or other financial
Expand Down
1 change: 1 addition & 0 deletions binance_bulk_downloader/__init__.py
Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
"""
BinanceBulkDownloader: A library to efficiently and concurrently download historical data from Binance.
"""

import binance_bulk_downloader.downloader
import binance_bulk_downloader.exceptions
Loading
Loading