fetch_binance_dataset#

API documentation for tradeexecutor.utils.binance.fetch_binance_dataset Python function.

fetch_binance_dataset(symbols, candle_time_bucket, stop_loss_time_bucket=None, start_at=None, end_at=None, include_lending=False, force_download=False)[source]#

Load a Binance dataset.

This is the one-stop shop function for loading all your Binance data. It can include candlestick, stop loss, lending and supply data for all valid symbols.

If start_at and end_at are not provided, the entire dataset will be loaded.

Example:

from tradingstrategy.timebucket import TimeBucket
from tradingstrategy.binance.downloader import BinanceDownloader

downloader = BinanceDownloader()
df = downloader.fetch_candlestick_data(
    ["BTCUSDT", "ETHUSDT"],
    TimeBucket.d1,
    datetime.datetime(2020, 1, 1),
    datetime.datetime(2021, 1, 1),
)

# Show a candle for both BTC and ETH
assert df.iloc[0].to_json() == '{"open":7195.24,"high":7255.0,"low":7175.15,"close":7200.85,"volume":16792.388165,"pair_id":"BTCUSDT"}'
assert df.iloc[-1].to_json() == '{"open":2281.87,"high":2352.37,"low":2265.24,"close":2352.04,"volume":216702.6914,"pair_id":"ETHUSDT"}'
Parameters:

  • symbols (list[str] | str) – List of symbols to load

  • candle_time_bucket (TimeBucket) – Time bucket for candle data

  • stop_loss_time_bucket (Optional[TimeBucket]) – Time bucket for stop loss data

  • start_at (Optional[datetime]) – Start time for data

  • end_at (Optional[datetime]) – End time for data

  • include_lending (bool) – Whether to include lending data or not

  • force_download (bool) – Force download of data

Returns:

Dataset object with exchange, pairs, candles and lending candles data populated.

Return type:

Dataset