get_data_binance

Defined in dccd.continuous_dl.binance

get_data_binance(path, pair='BTCUSDT', time_step=60, until=3600, form='csv')

Download order book and trades data from Binance via WebSocket.

Parameters:

pathstr

Root path; trades saved under <path>/trades/, book under <path>/book/.

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’.