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Binance

BinanceKlines

Bases: BaseModel

A class that allows downloading klines from Binance.

Usage 
from tradingtoolbox.exchanges import BinanceKlines, Timeframes

klines = BinanceKlines()
df = klines.get_futures_klines(
    Timeframes.TF_1HOUR, asset="BTCUSDT", ago="1 day ago UTC"
)

get_futures_klines 

get_futures_klines(tf: Timeframes, asset: str = 'BTCUSDT', ago: str = '1 day ago UTC', cache: bool = True, data_directory: str = './data', set_index: bool = True) -> DataFrame

Fetches the Futures (Perp Swaps) klines

Parameters:

Name Type Description Default
tf Timeframes

The timeframe to fetch.

 required
asset str

The asset name.

 'BTCUSDT'
ago str

The time ago you want to fetch it. Ex: '30 day ago UTC', or '3 months ago UTC'

 '1 day ago UTC'
cache bool

Whether to cache the data. Subsequent calls will not call the API.

 True
data_directory str

The directory where the klines fill be stored as parquet files

 './data'
set_index bool

Whether to set the index of the returned DataFrame. If True, the 'Date' column will be set as index

 True
Source code in src/tradingtoolbox/exchanges/binance.py 
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def get_futures_klines(
    self,
    tf: Timeframes,
    asset: str = "BTCUSDT",
    ago: str = "1 day ago UTC",
    cache: bool = True,
    data_directory: str = "./data",
    set_index: bool = True,
) -> pd.DataFrame:
    """
    Fetches the Futures (Perp Swaps) klines

    Parameters:
        tf: The timeframe to fetch.
        asset: The asset name.
        ago: The time ago you want to fetch it. Ex: '30 day ago UTC', or '3 months ago UTC'
        cache: Whether to cache the data. Subsequent calls will **not** call the API.
        data_directory: The directory where the klines fill be stored as parquet files
        set_index: Whether to set the index of the returned DataFrame. If True, the 'Date' column will be set as index
    """
    return self._get_klines(
        asset_type="futures",
        tf=tf,
        asset=asset,
        ago=ago,
        cache=cache,
        data_directory=data_directory,
        set_index=set_index,
    )

Timeframes

Bases: Enum

Timeframes for Binance

Usage:

Attributes:

Name Type Description
TF_1MINUTE Literal

Binance 1 minute interval.
TF_3MINUTE Literal

Binance 3 minute interval.
TF_5MINUTE Literal

Binance 5 minute interval.
TF_15MINUTE Literal

Binance 15 minute interval.
TF_30MINUTE Literal

Binance 30 minute interval.
TF_1HOUR Literal

Binance 1 hour interval.
TF_2HOUR Literal

Binance 2 hour interval.
TF_4HOUR Literal

Binance 4 hour interval.
TF_6HOUR Literal

Binance 6 hour interval.
TF_8HOUR Literal

Binance 8 hour interval.
TF_12HOUR Literal

Binance 12 hour interval.
TF_1DAY Literal

Binance 1 day interval.
TF_3DAY Literal

Binance 3 day interval.
TF_1WEEK Literal

Binance 1 week interval.
TF_1MONTH Literal

Binance 1 month interval.