This Repository allows to super fast download historical ohlcv data from binance.
The data is stored inside a hdf5 file and can be retrieved via the hdf_to_df
function or you can convert the data into seperate csv files
- install requirements
pip install -r requirements.txt
- edit parameters inside
main.py
to your likings - simply run
python main.py
first set parameteres
file_path = ''
base = 'USDT'
timeframe = '1h'
Download OHLCV into hdf file
get_data(base=base, quotes=['ETH'], timeframe=timeframe, file_path=file_path)
get df from hdf file
df = df_from_hdf(file_path='binance_ohlcv.hdf5', symbol='ETH', timeframe=timeframe)
Convert hdf file into separate csv files one file per symbol
hdf_to_csv(symbols=['ETH'], timeframe=timeframe, hdf_file_path='binance_ohlcv.hdf5', csv_file_path=file_path)
you can run all functions at once or each functions individually