A lightweight Python library for retrieving historical monthly OHLCV data from Binance. The candle data is sourced from Binance's public spot market data repository, available at https://data.binance.vision/. Retrieved candles are returned as a Polars DataFrame, enabling seamless analysis and further data processing.
Install by cloning this repository:
https://github.com/gsmit/monthly-candles.git
cd sliding-window-dataset
pip install -e .To fetch some candles, simply run the following:
>>> from monthly_candles import fetch
>>> fetch("BTCUSDT", timeframe="1h", start="2019-08", end="2019-10")
shape: (2_208, 7)
┌─────────┬─────────────────────┬──────────┬──────────┬──────────┬──────────┬─────────────┐
│ symbol ┆ timestamp ┆ open ┆ high ┆ low ┆ close ┆ volume │
│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │
│ str ┆ datetime[ms] ┆ f64 ┆ f64 ┆ f64 ┆ f64 ┆ f64 │
╞═════════╪═════════════════════╪══════════╪══════════╪══════════╪══════════╪═════════════╡
│ BTCUSDT ┆ 2019-08-01 00:00:00 ┆ 10080.53 ┆ 10155.06 ┆ 10030.11 ┆ 10043.02 ┆ 2234.513056 │
│ BTCUSDT ┆ 2019-08-01 01:00:00 ┆ 10043.0 ┆ 10065.07 ┆ 9980.0 ┆ 10020.29 ┆ 1239.042617 │
│ BTCUSDT ┆ 2019-08-01 02:00:00 ┆ 10022.0 ┆ 10038.56 ┆ 9988.88 ┆ 10029.27 ┆ 881.44564 │
│ BTCUSDT ┆ 2019-08-01 03:00:00 ┆ 10027.47 ┆ 10029.88 ┆ 9966.38 ┆ 9988.02 ┆ 1168.458852 │
│ BTCUSDT ┆ 2019-08-01 04:00:00 ┆ 9989.61 ┆ 9999.96 ┆ 9935.39 ┆ 9977.28 ┆ 1241.601555 │
│ … ┆ … ┆ … ┆ … ┆ … ┆ … ┆ … │
│ BTCUSDT ┆ 2019-10-31 19:00:00 ┆ 9229.96 ┆ 9250.0 ┆ 9206.89 ┆ 9211.04 ┆ 1090.639003 │
│ BTCUSDT ┆ 2019-10-31 20:00:00 ┆ 9211.02 ┆ 9243.47 ┆ 9123.33 ┆ 9185.98 ┆ 2463.66525 │
│ BTCUSDT ┆ 2019-10-31 21:00:00 ┆ 9182.82 ┆ 9200.0 ┆ 9013.0 ┆ 9126.2 ┆ 4114.414399 │
│ BTCUSDT ┆ 2019-10-31 22:00:00 ┆ 9126.22 ┆ 9157.07 ┆ 9083.86 ┆ 9122.69 ┆ 1348.611773 │
│ BTCUSDT ┆ 2019-10-31 23:00:00 ┆ 9123.92 ┆ 9157.0 ┆ 9105.07 ┆ 9140.85 ┆ 1083.614566 │
└─────────┴─────────────────────┴──────────┴──────────┴──────────┴──────────┴─────────────┘