| Name | quantease-binance JSON |
| Version |
0.1.2
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| Summary | None |
| upload_time | 2024-09-27 03:23:35 |
| maintainer | None |
| docs_url | None |
| author | river |
| requires_python | <4.0,>=3.10 |
| license | None |
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## Project Description
This project provides a Python API for fetching historical data from the Binance exchange. It includes functions for fetching klines, trades, aggregated trades, book ticker data, funding rates, and metrics.
### Usage
To use the functions in `quantease_binance`, you need to import the necessary modules and call the desired function with the appropriate parameters. Here are some examples:
#### Fetch all the symbols
To fetch all symbols from the Binance exchange, you can use the `fetch_all_symbols` function. Here's an example of how to use it:
```python
import quantease_binance as qb
symbols = qb.fetch_all_symbols()
print(symbols)
```
This will return a list of symbols based on the specified `asset_type`. By default, the `asset_type` is set to "spot". If you want to fetch symbols for perp futures contracts, you can specify the `asset_type` as "futures/um" for linear contracts or "futures/cm" for inverse contracts.
#### Fetch Aggregated Trades Data
```python
import binace_history as qb
agg_trades = qb.fetch_agg_trades(
symbol='BTCUSDT',
start='2024-01-01',
end='2024-05-01',
asset_type='spot',
tz='UTC'
)
print(agg_trades)
```
#### Fetch Book Ticker Data
```python
book_ticker = qb.fetch_book_ticker(
symbol='AAVEUSD_PERP',
start='2024-01-01',
end='2024-02-01',
asset_type='futures/cm',
tz='UTC'
)
print(book_ticker)
```
#### Fetch Funding Rate Data
```python
funding_rate = qb.fetch_funding_rate(
symbol='ETHUSDT',
start='2019-01-01',
end='2024-07-01',
asset_type='futures/um',
tz='UTC'
)
print(funding_rate)
```
#### Fetch Trades Data
```python
trade = qb.fetch_trades(
symbol='ETHUSDT',
start='2024-05-01',
end='2024-07-10',
asset_type='spot',
tz='UTC'
)
print(trade)
```
#### Fetch Klines Data
```python
klines = qb.fetch_klines(
symbol='BTCUSDT',
start='2018-01-01',
end='2024-07-12',
timeframe='1m',
asset_type='spot',
tz='UTC'
)
print(klines)
```
#### Fetch Metrics Data
```python
metrics = qb.fetch_metrics(
symbol='BTCUSDT',
start='2024-01-01',
end='2024-04-01',
asset_type='futures/um',
tz='UTC'
)
print(metrics)
```
Make sure to replace the placeholders with the actual values for `symbol`, `start`, `end`, and other parameters as needed.
Make sure you have the required dependencies installed (`pandas`, `pendulum`, `asyncio`, `uvloop`, `tqdm`) before running the code.
### Function Documentation
#### `fetch_klines`
Convenience function for fetching klines data.
Parameters:
- `symbol` (str): The Binance market pair name, e.g., "BTCUSDT".
- `start` (str or datetime): The start datetime of the requested data.
- `end` (str or datetime): The end datetime of the requested data.
- `timeframe` (str, optional): The kline interval. Default is "1m".
- `asset_type` (str, optional): The asset type of the requested data. Default is "spot".
- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is None.
Returns:
- `DataFrame`: A pandas dataframe with columns `open`, `high`, `low`, `close`, `volume`, `trades`, `close_datetime`.
#### `fetch_trades`
Convenience function for fetching trades data.
Parameters:
- `symbol` (str): The Binance market pair name, e.g., "BTCUSDT".
- `start` (str or datetime): The start datetime of the requested data.
- `end` (str or datetime): The end datetime of the requested data.
- `asset_type` (str, optional): The asset type of the requested data. Default is "spot".
- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is None.
Returns:
- `DataFrame`: A pandas dataframe with columns `id`, `price`, `qty`, `quoteQty`, `time`, `isBuyerMaker`, `isBestMatch`.
#### `fetch_agg_trades`
Convenience function for fetching aggregated trades data.
Parameters:
- `symbol` (str): The Binance market pair name, e.g., "BTCUSDT".
- `start` (str or datetime): The start datetime of the requested data.
- `end` (str or datetime): The end datetime of the requested data.
- `asset_type` (str, optional): The asset type of the requested data. Default is "spot".
- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is None.
Returns:
- `DataFrame`: A pandas dataframe with columns `id`, `price`, `qty`, `firstTradeId`, `lastTradeId`, `time`, `isBuyerMaker`, `isBestMatch`.
#### `fetch_book_ticker`
Convenience function for fetching book ticker data.
Parameters:
- `symbol` (str): The Binance market pair name, e.g., "BTCUSDT".
- `start` (str or datetime): The start datetime of the requested data.
- `end` (str or datetime): The end datetime of the requested data.
- `asset_type` (str, optional): The asset type of the requested data. Default is "spot".
- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is None.
Returns:
- `DataFrame`: A pandas dataframe with columns `symbol`, `bidPrice`, `bidQty`, `askPrice`, `askQty`, `time`.
#### `fetch_funding_rate`
Convenience function for fetching funding rate data.
Parameters:
- `symbol` (str): The Binance market pair name, e.g., "BTCUSDT".
- `start` (str or datetime): The start datetime of the requested data.
- `end` (str or datetime): The end datetime of the requested data.
- `asset_type` (str): The asset type of the requested data. Must be one of "spot", "futures/um", "futures/cm".
- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is None.
Returns:
- `DataFrame`: A pandas dataframe with columns `symbol`, `fundingRate`, `fundingTime`.
#### `fetch_metrics`
Convenience function for fetching metrics data.
Parameters:
- `symbol` (str): The Binance market pair name, e.g., "BTCUSDT".
- `start` (str or datetime): The start datetime of the requested data.
- `end` (str or datetime): The end datetime of the requested data.
- `asset_type` (str): The asset type of the requested data. Must be one of "spot", "futures/um", "futures/cm".
- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is None.
Returns:
- `DataFrame`: A pandas dataframe with columns `symbol`, `openInterest`, `numberOfTrades`, `volume`, `quoteVolume`, `takerBuyBaseAssetVolume`, `takerBuyQuoteAssetVolume`, `openTime`, `closeTime`.
#### `fetch_data`
Main function for fetching data.
Parameters:
- `symbol` (str): The Binance market pair name, e.g., "BTCUSDT".
- `asset_type` (str): The asset type of the requested data. Must be one of "spot", "futures/um", "futures/cm".
- `data_type` (str): The type of requested data. Must be one of "klines", "aggTrades", "bookTicker", "fundingRate", "metrics".
- `start` (datetime): The start datetime of the requested data.
- `end` (datetime): The end datetime of the requested data.
- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is "UTC".
- `timeframe` (str, optional): The kline interval. Default is None.
Returns:
- `DataFrame`: A pandas dataframe with the requested data.
#### `fetch_all_symbols`
Function to fetch all symbols from the Binance exchange.
Parameters:
- `exchange` (object): The exchange object initialized with ccxt library. Default is `config.EXCHANGE`.
- `asset_type` (str, optional): The asset type for which symbols are fetched. Must be one of "spot", "futures/um", "futures/cm". Default is "spot".
Returns:
- `List[str]`: A list of symbol IDs based on the specified `asset_type`.
### Note
The functions in this API require the `quantease_binance.utils` module and the `gen_dates`, `get_data`, `unify_datetime`, and `get_data_async` functions from it. Make sure to import them as well.
Raw data
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"description": "## Project Description\n\nThis project provides a Python API for fetching historical data from the Binance exchange. It includes functions for fetching klines, trades, aggregated trades, book ticker data, funding rates, and metrics.\n\n### Usage\n\nTo use the functions in `quantease_binance`, you need to import the necessary modules and call the desired function with the appropriate parameters. Here are some examples:\n\n#### Fetch all the symbols\n\nTo fetch all symbols from the Binance exchange, you can use the `fetch_all_symbols` function. Here's an example of how to use it:\n\n```python\nimport quantease_binance as qb\n\nsymbols = qb.fetch_all_symbols()\nprint(symbols)\n```\n\nThis will return a list of symbols based on the specified `asset_type`. By default, the `asset_type` is set to \"spot\". If you want to fetch symbols for perp futures contracts, you can specify the `asset_type` as \"futures/um\" for linear contracts or \"futures/cm\" for inverse contracts.\n\n#### Fetch Aggregated Trades Data\n\n```python\nimport binace_history as qb\n\nagg_trades = qb.fetch_agg_trades(\n symbol='BTCUSDT',\n start='2024-01-01',\n end='2024-05-01',\n asset_type='spot',\n tz='UTC'\n)\nprint(agg_trades)\n```\n\n#### Fetch Book Ticker Data\n\n```python\nbook_ticker = qb.fetch_book_ticker(\n symbol='AAVEUSD_PERP',\n start='2024-01-01',\n end='2024-02-01',\n asset_type='futures/cm',\n tz='UTC'\n)\nprint(book_ticker)\n```\n\n#### Fetch Funding Rate Data\n\n```python\nfunding_rate = qb.fetch_funding_rate(\n symbol='ETHUSDT',\n start='2019-01-01',\n end='2024-07-01',\n asset_type='futures/um',\n tz='UTC'\n)\nprint(funding_rate)\n```\n\n#### Fetch Trades Data\n\n```python\ntrade = qb.fetch_trades(\n symbol='ETHUSDT',\n start='2024-05-01',\n end='2024-07-10',\n asset_type='spot',\n tz='UTC'\n)\nprint(trade)\n```\n\n#### Fetch Klines Data\n\n```python\nklines = qb.fetch_klines(\n symbol='BTCUSDT',\n start='2018-01-01',\n end='2024-07-12',\n timeframe='1m',\n asset_type='spot',\n tz='UTC'\n)\nprint(klines)\n```\n\n#### Fetch Metrics Data\n\n```python\nmetrics = qb.fetch_metrics(\n symbol='BTCUSDT',\n start='2024-01-01',\n end='2024-04-01',\n asset_type='futures/um',\n tz='UTC'\n)\nprint(metrics)\n```\n\nMake sure to replace the placeholders with the actual values for `symbol`, `start`, `end`, and other parameters as needed.\n\nMake sure you have the required dependencies installed (`pandas`, `pendulum`, `asyncio`, `uvloop`, `tqdm`) before running the code.\n\n### Function Documentation\n\n#### `fetch_klines`\n\nConvenience function for fetching klines data.\n\nParameters:\n- `symbol` (str): The Binance market pair name, e.g., \"BTCUSDT\".\n- `start` (str or datetime): The start datetime of the requested data.\n- `end` (str or datetime): The end datetime of the requested data.\n- `timeframe` (str, optional): The kline interval. Default is \"1m\".\n- `asset_type` (str, optional): The asset type of the requested data. Default is \"spot\".\n- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is None.\n\nReturns:\n- `DataFrame`: A pandas dataframe with columns `open`, `high`, `low`, `close`, `volume`, `trades`, `close_datetime`.\n\n#### `fetch_trades`\n\nConvenience function for fetching trades data.\n\nParameters:\n- `symbol` (str): The Binance market pair name, e.g., \"BTCUSDT\".\n- `start` (str or datetime): The start datetime of the requested data.\n- `end` (str or datetime): The end datetime of the requested data.\n- `asset_type` (str, optional): The asset type of the requested data. Default is \"spot\".\n- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is None.\n\nReturns:\n- `DataFrame`: A pandas dataframe with columns `id`, `price`, `qty`, `quoteQty`, `time`, `isBuyerMaker`, `isBestMatch`.\n\n#### `fetch_agg_trades`\n\nConvenience function for fetching aggregated trades data.\n\nParameters:\n- `symbol` (str): The Binance market pair name, e.g., \"BTCUSDT\".\n- `start` (str or datetime): The start datetime of the requested data.\n- `end` (str or datetime): The end datetime of the requested data.\n- `asset_type` (str, optional): The asset type of the requested data. Default is \"spot\".\n- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is None.\n\nReturns:\n- `DataFrame`: A pandas dataframe with columns `id`, `price`, `qty`, `firstTradeId`, `lastTradeId`, `time`, `isBuyerMaker`, `isBestMatch`.\n\n#### `fetch_book_ticker`\n\nConvenience function for fetching book ticker data.\n\nParameters:\n- `symbol` (str): The Binance market pair name, e.g., \"BTCUSDT\".\n- `start` (str or datetime): The start datetime of the requested data.\n- `end` (str or datetime): The end datetime of the requested data.\n- `asset_type` (str, optional): The asset type of the requested data. Default is \"spot\".\n- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is None.\n\nReturns:\n- `DataFrame`: A pandas dataframe with columns `symbol`, `bidPrice`, `bidQty`, `askPrice`, `askQty`, `time`.\n\n#### `fetch_funding_rate`\n\nConvenience function for fetching funding rate data.\n\nParameters:\n- `symbol` (str): The Binance market pair name, e.g., \"BTCUSDT\".\n- `start` (str or datetime): The start datetime of the requested data.\n- `end` (str or datetime): The end datetime of the requested data.\n- `asset_type` (str): The asset type of the requested data. Must be one of \"spot\", \"futures/um\", \"futures/cm\".\n- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is None.\n\nReturns:\n- `DataFrame`: A pandas dataframe with columns `symbol`, `fundingRate`, `fundingTime`.\n\n#### `fetch_metrics`\n\nConvenience function for fetching metrics data.\n\nParameters:\n- `symbol` (str): The Binance market pair name, e.g., \"BTCUSDT\".\n- `start` (str or datetime): The start datetime of the requested data.\n- `end` (str or datetime): The end datetime of the requested data.\n- `asset_type` (str): The asset type of the requested data. Must be one of \"spot\", \"futures/um\", \"futures/cm\".\n- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is None.\n\nReturns:\n- `DataFrame`: A pandas dataframe with columns `symbol`, `openInterest`, `numberOfTrades`, `volume`, `quoteVolume`, `takerBuyBaseAssetVolume`, `takerBuyQuoteAssetVolume`, `openTime`, `closeTime`.\n\n#### `fetch_data`\n\nMain function for fetching data.\n\nParameters:\n- `symbol` (str): The Binance market pair name, e.g., \"BTCUSDT\".\n- `asset_type` (str): The asset type of the requested data. Must be one of \"spot\", \"futures/um\", \"futures/cm\".\n- `data_type` (str): The type of requested data. Must be one of \"klines\", \"aggTrades\", \"bookTicker\", \"fundingRate\", \"metrics\".\n- `start` (datetime): The start datetime of the requested data.\n- `end` (datetime): The end datetime of the requested data.\n- `tz` (str, optional): Timezone of the datetime parameters and the returned dataframe. Default is \"UTC\".\n- `timeframe` (str, optional): The kline interval. Default is None.\n\nReturns:\n- `DataFrame`: A pandas dataframe with the requested data.\n\n#### `fetch_all_symbols`\n\nFunction to fetch all symbols from the Binance exchange.\n\nParameters:\n- `exchange` (object): The exchange object initialized with ccxt library. Default is `config.EXCHANGE`.\n- `asset_type` (str, optional): The asset type for which symbols are fetched. Must be one of \"spot\", \"futures/um\", \"futures/cm\". Default is \"spot\".\n\nReturns:\n- `List[str]`: A list of symbol IDs based on the specified `asset_type`.\n\n### Note\n\nThe functions in this API require the `quantease_binance.utils` module and the `gen_dates`, `get_data`, `unify_datetime`, and `get_data_async` functions from it. Make sure to import them as well.\n",
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