get_data_kraken¶
Defined in dccd.continuous_dl.kraken
- get_data_kraken(path, pair='BTC/USD', time_step=60, until=3600, form='csv')[source]
Download order book and trades data from Kraken via WebSocket.
- Parameters:
- pathstr
Root path; trades saved under
<path>/trades/, book under<path>/book/.- pairstr, optional
Trading pair in Kraken format (e.g. ‘BTC/USD’), default is ‘BTC/USD’.
- 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’.