get_orderbook_binance¶
Defined in dccd.continuous_dl.binance
- get_orderbook_binance(path, pair='BTCUSDT', time_step=60, until=3600, form='csv')[source]
Download order book data from Binance via WebSocket.
- Parameters:
- pathstr
Path to save data.
- pairstr, optional
Trading pair in Binance format (e.g. ‘BTCUSDT’), default is ‘BTCUSDT’.
- time_stepint, optional
Seconds between snapshots, default is 60.
- untilint, optional
Duration in seconds or stop timestamp, default is 3600.
- formstr, optional
Save format (‘csv’, ‘parquet’, etc.), default is ‘csv’.