Project Documentation

Project Description

This project provides a Python API for fetching historical data from the Binance exchange. It includes functionalities for retrieving Klines, trades, aggregate trades, book ticker data, funding rates, and metrics.

Quick Start Guide

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To use the functions in quantease_binance, you need to import the necessary modules and call the desired functions with appropriate parameters. Here are some examples:

Installation

quantease-binance can be installed using pip:

pip install quantease-binance

Fetch All Trading Pairs

To fetch all trading pairs from the Binance exchange, you can use the fetch_all_symbols function. Here’s how to use it:

import quantease_binance as qb

symbols = qb.fetch_all_symbols()
print(symbols)

This will return a list of trading pairs based on the specified asset_type. By default, asset_type is set to "spot". If you want to get trading pairs for perpetual contracts, specify asset_type as "futures/um" or "futures/cm".

Fetch Aggregate Trade Data

import quantease_binance 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

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

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 Trade Data

trade = qb.fetch_trades(
    symbol='ETHUSDT',
    start='2024-05-01',
    end='2024-07-10',
    asset_type='spot',
    tz='UTC'
)
print(trade)

Fetch Kline Data

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

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 for symbol, start, end, and other parameters as needed.

API Documentation

fetch_klines

Convenience function to fetch Kline data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• start (str or datetime): Start time for the data request.
• end (str or datetime): End time for the data request.
• timeframe (str, optional): Kline interval. Default is "1m".
• asset_type (str, optional): Asset type for the data request. Default is "spot".
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing open, high, low, close, volume, trades, close_datetime columns.

fetch_trades

Convenience function to fetch trade data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• start (str or datetime): Start time for the data request.
• end (str or datetime): End time for the data request.
• asset_type (str, optional): Asset type for the data request. Default is "spot".
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing id, price, qty, quoteQty, time, isBuyerMaker, isBestMatch columns.

fetch_agg_trades

Convenience function to fetch aggregate trade data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• start (str or datetime): Start time for the data request.
• end (str or datetime): End time for the data request.
• asset_type (str, optional): Asset type for the data request. Default is "spot".
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing id, price, qty, firstTradeId, lastTradeId, time, isBuyerMaker, isBestMatch columns.

fetch_book_ticker

Convenience function to fetch book ticker data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• start (str or datetime): Start time for the data request.
• end (str or datetime): End time for the data request.
• asset_type (str, optional): Asset type for the data request. Default is "spot".
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing symbol, bidPrice, bidQty, askPrice, askQty, time columns.

fetch_funding_rate

Convenience function to fetch funding rate data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• start (str or datetime): Start time for the data request.
• end (str or datetime): End time for the data request.
• asset_type (str): Asset type for the data request. Must be one of "spot", "futures/um", or "futures/cm".
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing symbol, fundingRate, fundingTime columns.

fetch_metrics

Convenience function to fetch metrics data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• start (str or datetime): Start time for the data request.
• end (str or datetime): End time for the data request.
• asset_type (str): Asset type for the data request. Must be one of "spot", "futures/um", or "futures/cm".
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing symbol, openInterest, numberOfTrades, volume, quoteVolume, takerBuyBaseAssetVolume, takerBuyQuoteAssetVolume, openTime, closeTime columns.

fetch_data

Main function to fetch data.

Parameters:

• symbol (str): Binance market pair name, e.g., "BTCUSDT".
• asset_type (str): Asset type for the data request. Must be one of "spot", "futures/um", or "futures/cm".
• data_type (str): Type of data to request. Must be one of "klines", "aggTrades", "bookTicker", "fundingRate", "metrics".
• start (datetime): Start time for the data request.
• end (datetime): End time for the data request.
• tz (str, optional): Timezone for the returned DataFrame's datetime parameters. Default is "UTC".
• timeframe (str, optional): Kline interval. Default is None.

Returns:

• DataFrame: A pandas DataFrame containing the requested data.

fetch_all_symbols

Function to fetch all trading pairs from the Binance exchange.

Parameters:

• exchange (object): Exchange object initialized using the ccxt library. Default is config.EXCHANGE.
• asset_type (str, optional): Asset type for the trading pairs to fetch. Must be one of "spot", "futures/um", or "futures/cm". Default is "spot".

Returns:

• List[str]: List of trading pair IDs based on the specified asset_type.

Notes

Functions in this API require the quantease_binance.utils module and its gen_dates, get_data, unify_datetime, and get_data_async functions. Ensure to import them as well.