Historical Downloader (dccd.histo_dl)

Module to download historical data.

Module to download historical data (ohlc, trades, etc.) and automatically update the database. Currently only supports Binance, GDax, Kraken and Poloniex exchanges.

Only Poloniex allow you to download old historical data.

The ‘histo_dl’ module contains a main class and four classes to download and update data for each exchange.

The four classes to download data are FromBinance, FromGDax, FromKraken and FromPoloniex. All have the same methods and almost the same parameters:

  • __init__(path, crypto, span, fiat(optional), form(optional)):
    Initialisation with path is the path where save the data (string), crypto is a crypto currency (string) and span is the interval time between each observation in seconds (integer) or can be a string as ‘hourly’, ‘daily’, etc. (see details on the doc string). The optional parameters are fiat the second currency (default is ‘USD’ and ‘USDT’ for poloniex and binance) and form the format to save the data (default is ‘xlsx’).
  • import_data(start, end):
    Download data with start and end the timestamp (integer) or the date and time (string as ‘yyyy-mm-dd hh:mm:ss’), respectively of the first observation and the last observation (default are special parameters start=’last’ allow the last data saved and end=’now’ allow the last observation available). Exclusion: Kraken don’t allow the end parameter and provide only the thousand last observations.
  • save(form(optional), by(optional)):
    Save the data with form the format of the saved data (default is ‘xlsx’) and by is the “size” of each saved file (default is ‘Y’ as an entire year). Exclusion: This optional parameters are in progress, let the default parameter for the moment, other are not allow.
  • get_data():
    returns the data frame without any parameter.

Method chaining is available for these classes.