Download candlestick data fast & easy for analysis

Overview

crypto-candlesticks ๐Ÿ“ˆ

wemake-python-styleguide Tests Codecov Documentation Status PyPI Downloads

gif-animation


The goal behind this project is to facilitate downloading cryptocurrency candlestick data fast & simple. Currently only the Bitfinex exchange is supported with more to come in future releases.

The command-line interface is built using Click, which is intuitive and will prompt you for the commands.

Once the data is downloaded, it will be converted and stored in a .csv, .sqlite3 and .pickle file for convenient analysis. The data will include the Open, High, Low, Close of the candles and the volume during the interval and its timestamp.

See documentation and Github repository.

Installation

To install the Crypto-candlesticks project, run this command in your terminal:

   pip install crypto-candlesticks

Or if you are using Poetry

    poetry add crypto-candlesticks

Usage

crypto-candlesticks can be used the following way:

    $ crypto-candlesticks
    "Welcome, what data do you wish to download?"

Which will prompt the following:

    Cryptocurrency symbol to download (ie. BTC, ETH, LTC):
    Base pair:
    Interval to download the candlestick data:
    Date to start downloading the data (ie. YYYY-MM-DD):
    Date up to the data will be downloaded (ie. YYYY-MM-DD):

Or you can pass the arguments yourself and skip the prompt:

   crypto-candlesticks [OPTIONS]

   -s 
   
    , --symbol 
    
     

   The ticker you wish to download,
   currently, only data from the Bitfinex exchange
   is supported.
   (e.g. [BTC|ETH|LTC] etc.)

   -b 
     , --base_currency 
     

    The base pair for the ticker.
    (e.g. [USD|USDT|EUR|CNHT|GBP|JPY|DAI|BTC|EOS|ETH|XCHF|USTF0])

   -i 
     
      , --interval 
      
       

    The interval for each bar.
    (e.g. [1m|5m|15m|30m|1h|3h|6h|12h|1D|7D|14D|1M])

   -sd 
       
        , --start_date 
        
          YYYY, MM, DD from which the candlestick data will start. (e.g. [2018-01-01]) -ed 
         
          , --end date 
          
            YYYY, MM, DD up to which the candlestick data will be downloaded. (e.g. [2020-01-01]) --help Display a short usage message and exit. 
          
         
        
       
      
     
    
   

Example output for CSV โœ…

Open Close High Low Volume Ticker Date Time
7203 7201 7203.7 7200.1 9.404174 BTC/USD 12/31/2019 16:00:00
7201 7223.6 7223.6 7201 7.9037398 BTC/USD 12/31/2019 16:01:00
7224.4 7225 7225.5 7224.4 0.4799298 BTC/USD 12/31/2019 16:02:00
7224.981 7225.9 7225.9 7224.981 0.9294573 BTC/USD 12/31/2019 16:03:00
7225.862 7225.7295 7225.9 7225.7295 0.2913202 BTC/USD 12/31/2019 16:04:00
7225.7 7225.8673 7225.9 7225.2973 1.0319704 BTC/USD 12/31/2019 16:05:00

Example output for SQL (the timestamp is shown in milliseconds) โœ…

ID Timestamp Open Close High Low Volume Ticker Interval
1 1577868000000.0 7205.7 7205.8 7205.8 7205.7 0.07137942 BTCUSD 1m
2 1577867940000.0 7205.70155305 7205.8 7205.8 7205.70155305 0.035 BTCUSD 1m
3 1577867880000.0 7205.7 7205.70155305 7205.70155305 7205.7 0.025 BTCUSD 1m
4 1577867820000.0 7205.75299748 7205.75299748 7205.75299748 7205.7 0.075 BTCUSD 1m
5 1577867760000.0 7205.75299748 7205.2 7206.3 7205.2 0.005 BTCUSD 1m
6 1577867700000.0 7205.2 7205.2 7205.2 7205.2 4.5802 BTCUSD 1m
Contributing

Feel free to open an issue or pull request.

Buy me a coffee

ETH: 0x06Acb31587a96808158BdEd07e53668d8ce94cFE

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Comments
  • chore: bump furo from 2022.9.29 to 2022.12.7

    chore: bump furo from 2022.9.29 to 2022.12.7

    Bumps furo from 2022.9.29 to 2022.12.7.

    Changelog

    Sourced from furo's changelog.

    Changelog

    2022.12.07 -- Reverent Raspberry

    • โœจ Add support for Sphinx 6.
    • โœจ Improve footnote presentation with docutils 0.18+.
    • Drop support for Sphinx 4.
    • Improve documentation about what the edit button does.
    • Improve handling of empty-flexboxes for better print experience on Chrome.
    • Improve styling for inline signatures.
    • Replace the meta generator tag with a comment.
    • Tweak labels with icons to prevent users selecting icons as text on touch.

    2022.09.29 -- Quaint Quartz

    • Add ability to set arbitrary URLs for edit button.
    • Add support for aligning text in MyST-parser generated tables.

    2022.09.15 -- Pragmatic Pistachio

    • Add a minimum version constraint on pygments.
    • Add an explicit dependency on sass.
    • Change right sidebar title from "Contents" to "On this page".
    • Correctly position sidebars on small screens.
    • Correctly select only Furo's own svg in related pages nav.
    • Make numpy-style documentation headers consistent.
    • Retitle the reference section.
    • Update npm dependencies.

    2022.06.21 -- Opulent Opal

    • Fix docutils <= 0.17.x compatibility.
    • Bump to the latest Node.js LTS.

    2022.06.04.1 -- Naughty Nickel bugfix

    • Fix the URL used in the "Edit this page" for Read the Docs builds.

    2022.06.04 -- Naughty Nickel

    ... (truncated)

    Commits

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    dependabot dependencies 
    opened by dependabot[bot] 0
  • Are these assignments incorrect?

    Are these assignments incorrect?

    https://github.com/Corfucinas/crypto-candlesticks/blob/0b5e381e7e7789e945e5d7bea4849cf1795a7c72/src/crypto_candlesticks/database.py#L99-L100

    Hi - Just wondering why Open and Close values are assigned as indexes 2 and 1 respectively, and not 1 and 2?

    The Bitfinex API docs shows that it should be 1, 2.

    opened by asehmi 1
  • Question: Do you have a library version of crypto-candlesticks?

    Question: Do you have a library version of crypto-candlesticks?

    Hi,

    Just wondering if you have an official library (non-interactive CLI) version of this application? I'd like to incorporate it in a Streamlit application. I have done some experiments a year ago and it is possible.

    If I do this again (make it a library) using the latest version (so I can use it in Streamlit), and submit it back to you, would that be acceptable?

    Thanks, Arvindra

    opened by asehmi 4
  • Possibility of period overflow

    Possibility of period overflow

    Hi - this library is very interesting and perusing and running the code I noticed that there's a possibility of the download period calculation going out of bounds, which throws an error if it steps into the future (i.e., in general there is no guarantee that ((end_time - start_time) % step_size) == 0, except when step_size is set to one day and the interval is 1d ). Here's your code:

        while start_time <= end_time:
            period = start_time + step_size
            candlestick = exchange.get_candles(
                ticker=ticker,
                time_interval=interval,
                start_time=start_time,
                end_time=period,
            )
            candle_data.extend(candlestick)
            write_to_console(
                ticker,
                interval,
                candlestick,
                live,
                setup_table(),
            )
            live.refresh()
            start_time = period
            time.sleep(_RATE_LIMIT)
    

    ... whereas I suggest it should be (period has been renamed to period_end):

        while start_time < end_time:
            period_end = start_time + step_size
            if period_end > end_time:
                period_end = end_time
            candlestick = exchange.get_candles(
                ticker=ticker,
                time_interval=interval,
                start_time=start_time,
                end_time=period_end,
            )
            candle_data.extend(candlestick)
            write_to_console(
                ticker,
                interval,
                candlestick,
                live,
                setup_table(),
            )
            live.refresh()
            start_time = period_end
            time.sleep(_RATE_LIMIT)
    

    (step_size should probably also be adjusted based on the interval, though I haven't shown that.)

    Hope that makes sense.

    Thanks, Arvindra

    bug 
    opened by asehmi 2
Releases(v0.2.1)
  • v0.2.1(May 6, 2022)

    What's Changed

    Feat

    • src: fix readthedocs, move various deps to dev, add metadata, python3.8 as the min version

    Fix

    • src: python 3.8 as min ver, fix readthedos
    • src: allow python3.7 for readthedocs CI
    • src: update deps to fix readthedocs

    Perf

    • src: lint using perflint
    • pre-commit: update revs

    Refactor

    • refactor the project modules
    • init: add encoding to file
    • noxfile: fix mypy tests
    • noxfile: update lint session
    • noxfile: update noxfile with new pyproject.toml format
    • pre-commit-config: make easier to read
    • setup.cfg: remove file in favor of pyproject.toml configuration
    • README: add pre-commit enabled badge
    • README: add python version badge
    • improve pre-commit-hooks and add badge to README
    • Remove encoding declaration
    • conf: remove encoding pragma
    • get_data.py: rename function to fix flake8 warning

    :construction_worker: Continuous Integration

    • ci: bump release-drafter/release-drafter from 5.17.6 to 5.18.1 (#266) @dependabot

    :books: Documentation

    • docs: fix type-hints for docs (#263) @Corfucinas

    :robot: Dependency Updates

    • chore: bump pytest from 6.2.5 to 7.0.0 (#264) @dependabot
    • chore: bump sphinx-copybutton from 0.4.0 to 0.5.0 (#265) @dependabot
    • chore: bump mypy from 0.930 to 0.931 (#238) @dependabot
    • chore: bump sphinx-autodoc-typehints from 1.13.0 to 1.14.1 (#240) @dependabot
    • chore: bump requests from 2.26.0 to 2.27.1 (#239) @dependabot
    • chore: bump nox from 2021.10.1 to 2022.1.7 (#241) @dependabot
    • chore: bump rich from 10.16.2 to 11.0.0 (#242) @dependabot
    • chore: bump rich from 10.16.1 to 10.16.2 (#236) @dependabot
    • chore: bump sphinx-autodoc-typehints from 1.12.0 to 1.13.0 (#235) @dependabot
    • chore: bump furo from 2021.11.23 to 2022.1.2 (#237) @dependabot
    • chore: bump mypy from 0.920 to 0.930 (#234) @dependabot
    • chore: bump importlib-metadata from 4.8.2 to 4.10.0 (#231) @dependabot
    • chore: bump wemake-python-styleguide from 0.15.3 to 0.16.0 (#232) @dependabot
    • chore: bump sphinx from 4.3.1 to 4.3.2 (#230) @dependabot
    • chore: bump mypy from 0.910 to 0.920 (#233) @dependabot Full Changelog: https://github.com/Corfucinas/crypto-candlesticks/compare/v0.2.0...v0.2.1
    Source code(tar.gz)
    Source code(zip)
    crypto-candlesticks-0.2.1.tar.gz(23.80 KB)
    crypto_candlesticks-0.2.1-py3-none-any.whl(26.33 KB)
  • v0.2.0(Dec 17, 2021)

  • v0.1.7(Aug 24, 2021)

  • v0.1.6(Mar 13, 2021)

    What's new

    fix USDT base pair (Bitfinex's API works with UST)

    • chore: bump sphinx from 3.5.1 to 3.5.2 (#116) @dependabot
    • chore: bump importlib-metadata from 3.7.0 to 3.7.2 (#115) @dependabot
    • chore: bump pre-commit from 2.10.1 to 2.11.0 (#117) @dependabot
    • chore: bump rich from 9.12.4 to 9.13.0 (#118) @dependabot
    Source code(tar.gz)
    Source code(zip)
  • v0.1.5(Mar 3, 2021)

    What's new

    Fix jinja2 vulnerability ID 39525d103864 Replace "Writting" with "writing" (#90) @juandes

    Bumps:

    • chore: bump importlib-metadata from 3.4.0 to 3.7.0 (#112) @dependabot
    • chore: bump wemake-python-styleguide from 0.15.1 to 0.15.2 (#110) @dependabot
    • chore: bump mypy from 0.800 to 0.812 (#108) @dependabot
    • chore: bump darglint from 1.6.0 to 1.7.0 (#107) @dependabot
    • chore: bump sphinx from 3.5.0 to 3.5.1 (#109) @dependabot
    • chore: bump rich from 9.10.0 to 9.11.1 (#106) @dependabot
    • chore: bump sphinx from 3.4.3 to 3.5.0 (#103) @dependabot
    • chore: bump release-drafter/release-drafter from v5.13.0 to v5.14.0 (#105) @dependabot
    • chore: bump wemake-python-styleguide from 0.14.1 to 0.15.1 (#104) @dependabot
    • chore: bump pre-commit from 2.10.0 to 2.10.1 (#101) @dependabot
    • chore: bump numpy from 1.20.0 to 1.20.1 (#102) @dependabot
    • chore: bump darglint from 1.5.8 to 1.6.0 (#99) @dependabot
    • chore: bump numpy from 1.19.5 to 1.20.0 (#100) @dependabot
    • chore: bump pytest-cov from 2.11.0 to 2.11.1 (#95) @dependabot
    • chore: bump mypy from 0.790 to 0.800 (#96) @dependabot
    • chore: bump rich from 9.8.2 to 9.9.0 (#97) @dependabot
    • chore: bump xdoctest from 0.15.0 to 0.15.2 (#98) @dependabot
    • chore: bump pytest-cov from 2.10.1 to 2.11.0 (#94) @dependabot
    • chore: bump release-drafter/release-drafter from v5.12.1 to v5.13.0 (#93) @dependabot
    • chore: bump rich from 9.8.0 to 9.8.2 (#91) @dependabot
    • chore: bump safety from 1.10.2 to 1.10.3 (#92) @dependabot
    Source code(tar.gz)
    Source code(zip)
  • v0.1.4(Jan 12, 2021)

    What's new

    Dependencies updated and simplified, rate limit dropped (downloads are faster), you can now see the data being downloaded.

    • Add richtext console (#89) @Corfucinas
    • chore: bump safety from 1.10.1 to 1.10.2 (#85) @dependabot
    • chore: bump pytest-mock from 3.5.0 to 3.5.1 (#86) @dependabot
    • chore: bump importlib-metadata from 3.3.0 to 3.4.0 (#87) @dependabot
    • chore: bump tqdm from 4.55.1 to 4.56.0 (#88) @dependabot
    • chore: bump tqdm from 4.55.0 to 4.55.1 (#84) @dependabot
    • chore: bump safety from 1.10.0 to 1.10.1 (#82) @dependabot
    • chore: bump nox from 2020.8.22 to 2020.12.31 (#83) @dependabot
    • chore: bump sphinx from 3.4.0 to 3.4.1 (#81) @dependabot
    • chore: bump tqdm from 4.54.1 to 4.55.0 (#80) @dependabot
    • chore: bump pytest-mock from 3.3.1 to 3.4.0 (#74) @dependabot
    • chore: bump safety from 1.9.0 to 1.10.0 (#76) @dependabot
    • chore: bump sphinx from 3.3.1 to 3.4.0 (#77) @dependabot
    • chore: bump pytest from 6.2.0 to 6.2.1 (#79) @dependabot
    • chore: bump requests from 2.25.0 to 2.25.1 (#75) @dependabot
    • chore: bump codecov from 2.1.10 to 2.1.11 (#78) @dependabot
    • chore: bump tqdm from 4.54.0 to 4.54.1 (#68) @dependabot
    • chore: bump importlib-metadata from 3.1.0 to 3.1.1 (#69) @dependabot
    • chore: bump darglint from 1.5.7 to 1.5.8 (#64) @dependabot
    • chore: bump importlib-metadata from 2.0.0 to 3.1.0 (#65) @dependabot
    • chore: bump flake8-print from 3.1.4 to 4.0.0 (#67) @dependabot
    • chore: bump tqdm from 4.53.0 to 4.54.0 (#66) @dependabot
    • chore: bump pre-commit from 2.9.0 to 2.9.2 (#63) @dependabot
    • chore: bump darglint from 1.5.5 to 1.5.7 (#62) @dependabot
    • chore: bump tqdm from 4.51.0 to 4.53.0 (#60) @dependabot
    • chore: bump pre-commit from 2.8.2 to 2.9.0 (#59) @dependabot
    • chore: bump requests from 2.24.0 to 2.25.0 (#57) @dependabot
    • chore: bump sphinx from 3.3.0 to 3.3.1 (#58) @dependabot
    • chore: bump sphinx from 3.2.1 to 3.3.0 (#56) @dependabot
    • chore: bump pre-commit from 2.7.1 to 2.8.2 (#54) @dependabot
    • chore: bump numpy from 1.19.2 to 1.19.4 (#55) @dependabot
    • chore: bump pytest from 6.1.1 to 6.1.2 (#53) @dependabot
    • chore: bump pandas from 1.1.3 to 1.1.4 (#51) @dependabot
    • chore: bump tqdm from 4.50.2 to 4.51.0 (#49) @dependabot
    • chore: bump flake8-comprehensions from 3.2.3 to 3.3.0 (#50) @dependabot
    • chore: bump isort from 5.6.3 to 5.6.4 (#47) @dependabot
    • chore: bump sphinx-autodoc-typehints from 1.11.0 to 1.11.1 (#48) @dependabot
    • chore: bump mypy from 0.782 to 0.790 (#46) @dependabot
    • chore: bump darglint from 1.5.4 to 1.5.5 (#40) @dependabot
    • chore: bump importlib-metadata from 1.7.0 to 2.0.0 (#42) @dependabot
    • chore: bump isort from 5.5.3 to 5.5.4 (#44) @dependabot
    • chore: bump flake8-annotations from 2.4.0 to 2.4.1 (#43) @dependabot
    • chore: bump yamllint from 1.24.2 to 1.25.0 (#45) @dependabot
    • chore: bump pytest from 6.1.0 to 6.1.1 (#41) @dependabot
    • chore: bump tqdm from 4.49.0 to 4.50.0 (#38) @dependabot
    • chore: bump pytest from 6.0.2 to 6.1.0 (#39) @dependabot
    • chore: bump radon from 4.3.1 to 4.3.2 (#36) @dependabot
    • chore: bump isort from 5.5.2 to 5.5.3 (#37) @dependabot
    • chore: bump pytest from 6.0.1 to 6.0.2 (#28) @dependabot
    • chore: bump coverage from 5.2.1 to 5.3 (#29) @dependabot
    • chore: bump radon from 4.2.0 to 4.3.1 (#30) @dependabot
    • chore: bump isort from 5.5.1 to 5.5.2 (#31) @dependabot
    • chore: bump numpy from 1.19.1 to 1.19.2 (#33) @dependabot
    • chore: bump tqdm from 4.48.2 to 4.49.0 (#32) @dependabot
    • chore: bump xdoctest from 0.14.0 to 0.15.0 (#34) @dependabot
    • chore: bump flake8-annotations from 2.3.0 to 2.4.0 (#35) @dependabot
    • chore: bump darglint from 1.5.3 to 1.5.4 (#27) @dependabot
    • chore: bump isort from 5.4.2 to 5.5.1 (#26) @dependabot
    • chore: bump black from 19.10b0 to 20.8b1 (#22) @dependabot
    • chore: bump pytest-mock from 3.3.0 to 3.3.1 (#23) @dependabot
    • chore: bump flake8-pytest-style from 1.2.3 to 1.3.0 (#25) @dependabot
    • chore: bump xdoctest from 0.13.0 to 0.14.0 (#24) @dependabot
    • chore: bump vulture from 1.6 to 2.0 (#18) @dependabot
    • chore: bump pytest-cov from 2.10.0 to 2.10.1 (#19) @dependabot
    • chore: bump sphinx from 3.2.0 to 3.2.1 (#20) @dependabot
    • chore: bump isort from 5.3.2 to 5.4.2 (#21) @dependabot
    • chore: bump isort from 5.2.2 to 5.3.2 (#15) @dependabot
    • chore: bump radon from 4.1.0 to 4.2.0 (#14) @dependabot
    • chore: bump sphinx from 3.1.2 to 3.2.0 (#17) @dependabot
    • chore: bump tqdm from 4.48.1 to 4.48.2 (#16) @dependabot
    • chore: bump flake8-pytest-style from 1.2.2 to 1.2.3 (#13) @dependabot
    • chore: bump isort from 5.2.1 to 5.2.2 (#10) @dependabot
    • chore: bump pytest from 5.4.3 to 6.0.1 (#11) @dependabot
    • chore: bump tqdm from 4.48.0 to 4.48.1 (#12) @dependabot
    • chore: bump isort from 5.0.9 to 5.1.1 (#9) @dependabot
    • chore: bump xdoctest from 0.12.0 to 0.13.0 (#8) @dependabot
    • chore: bump tqdm from 4.47.0 to 4.48.0 (#7) @dependabot
    • chore: bump codecov from 2.1.7 to 2.1.8 (#6) @dependabot
    • chore: bump yamllint from 1.23.0 to 1.24.2 (#5) @dependabot
    • Update Dependabot config file (#4) @dependabot-preview
    Source code(tar.gz)
    Source code(zip)
  • v0.1.3(Jul 7, 2020)

  • v0.1.2(Jul 7, 2020)

    What's new

    :books: Documentation

    • Documentation CODE_OF_CONDUCT.md (#1) @Corfucinas
    • Update Readthedocs homepage @Corfucinas

    :rocket: Features

    • Update issue templates (#2) @Corfucinas
    Source code(tar.gz)
    Source code(zip)
  • v0.1.1(Jul 7, 2020)

  • v0.1.0(Jul 6, 2020)

    Initial release of cryptocurrency-candlesticks.

    Fast & Simple way to download OHLCV data in order to perform analysis or optimize your trading strategy

    Source code(tar.gz)
    Source code(zip)
Owner
Pedro Torres
In a quest to acquire vast knowledge. Interested in algorithm trading, philosophy, chess, and computer languages.
Pedro Torres
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You Can download any video/image in all social medias very easy and High Speed.

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Download history data from binance and save to dataframe or csv file

Binance history data downloader Download history data from binance and save to dataframe or csv file

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Download India Stocks Historical Data

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Pishang Ujeniya 12 Dec 6, 2022
๐Ÿ‘ป๐ŸŸก Download all Snapchat video & photo memories from a data export.

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Todd Birchard 18 Dec 26, 2022
A Celery application to collect data, download media and extract information from social media APIs

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ibex 4 Dec 15, 2022
Download Web-10K data by querying Bing Image Search

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AI2 8 Sep 6, 2022
A modern CLI to download animes automatically from Twist

Kurby Kurby is a nice and simple CLI that use Twist website, and their huge collection to download animes for free and automatically Animes from Twist

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Download courses from khanacademy.org

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rand-net 806 Jan 3, 2023