# cbhist
<a href="https://pypi.org/project/cbhist/">
<img alt="PyPi" src="https://img.shields.io/pypi/v/cbhist">
</a>
A python library for pulling in historical candles from coinbase.
## Dependencies :globe_with_meridians:
Python 3.11.6:
- [pandas](https://pandas.pydata.org/)
- [requests](https://requests.readthedocs.io/en/latest/)
- [tqdm](https://github.com/tqdm/tqdm)
- [tenacity](https://tenacity.readthedocs.io/en/latest/)
## Raison D'être :thought_balloon:
The [coinbase exchange API](https://docs.cloud.coinbase.com/exchange/reference/exchangerestapi_getproductcandles) lets you pull down historical OHLC data but only 300 candles at a time. If you are trying to get data at the minute resolution this can take a long time. Typically the approach is to iterate across a time series and perform a request for each time chunk, however this can be sped up greatly by doing a binary search before doing an iterative pull to determine when the asset begins to have candles. Formalising this into a proper library produces a dataframe made it easier to work in different projects than re-inventing the wheel each time.
## Installation :inbox_tray:
This is a python package hosted on pypi, so to install simply run the following command:
`pip install cbhist`
## Usage example :eyes:
To pull a dataframe containing all the candles for a coinbase product:
```python
import datetime
from cbhist.historical import fetch_historical
granularity = 60 # Candle for every minute
df = fetch_coinbase("ETH-USD", granularity, datetime.datetime(2010, 1, 1))
```
This results in a dataframe with a datetime index and OHLC (+ volume) columns.
## License :memo:
The project is available under the [MIT License](LICENSE).
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