Binance Data

note I have made an improved version that supports more exchanges (including Binance), you can find that repository here.

binance-data is a simple Python script that lets you fetch data using their API. You don't need to have an account to make this work. Using fetchData(symbol, amount, timeframe, as_csv, file_name) returns a Pandas DataFrame readible by TensorTrade consisting of the most up to date data of Binance.

How to use

• Add the data.py to same directory you're working in.
• Write: from data import fetchData.
• To get the latest 500 daily data points of OHLCV on the BTCUSDT pair, write: fetchData(symbol="BTCUSDT", amount=1, timeframe='1d')
• To save the data as a .csv file you can write: fetchData(symbol="BTCUSDT", amount=1, timeframe='1d', as_csv=True) this will save the DataFrame as BTCUSDT_1d.csv, if you would like a different name you can use the file_name parameter.

Arguments

Symbol

Symbol can be any pair availble on Binance.

Amount

Amount is the amount of rows you would like to have returned times 500, so amount=2 will return 1000 rows.

Timeframe

Supported time frames are: '1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '1d', '3d', '1w', '1M'.

Note

The volume is converted to USDT in this example, volume will always be converted to the second coin in a pair.

Different exchange?

If you need another exchange for some reason, check out: https://github.com/StephanAkkerman/Crypto_OHLCV. It functions the same as this script, but there are more exchanges available.