## Installing the dependencies `pip install -r requirements.txt` ## Running the scripts `export STORE_DIRECTORY=` This will configure the default storing directory of the downloaded data. This can be overwritten
by setting an argument(example given below). ### Download klines `python3 download-kline.py -t `
Running this command will download all available monthly and daily **spot**, **USD-M Futures** or **COIN-M Futures** kline data for all symbols and intervals from **2020-01-01**. #### Running with arguments These are the available arguments that can be used when running `download-kline.py`
Some arguments come with a default value if not declared. | Argument | Explanation | Default | Mandatory | | :---------------: | ---------------- | :----------------: | :----------------: | | -t | Market type: **spot**, **um** (USD-M Futures), **cm** (COIN-M Futures) | spot | Yes | | -s | Single **symbol** or multiple **symbols** separated by space | All symbols | No | | -i | single kline **interval** or multiple **intervals** separated by space | All intervals | No | | -y | Single **year** or multiple **years** separated by space| All available years from 2020 to current year | No | | -m | Single **month** or multiple **months** separated by space | All available months | No | | -d | single **date** or multiple **dates** separated by space | All available dates from 2020-01-01 | No | | -startDate | **Starting date** to download in [YYYY-MM-DD] format | 2020-01-01 | No | | -endDate | **Ending date** to download in [YYYY-MM-DD] format | Current date | No | | -skip-monthly | 1 to skip downloading of monthly data | 0 | No | | -skip-daily | 1 to skip downloading of daily data | 0 | No | | -folder | **Directory** to store the downloaded data | Current directory | No | | -c | 1 to download **checksum file** | 0 | No | | -h | show help messages| - | No | #### Example e.g download ETHUSDT BTCUSDT BNBBUSD spot kline of 1 week interval from year 2020, month of Feb and Dec with CHECKSUM file:
`python3 download-kline.py -t spot -s ETHUSDT BTCUSDT BNBBUSD -i 1w -y 2020 -m 02 12 -c 1` e.g download all symbols' daily USD-M futures kline of 1 minute interval from 2021-01-01 to 2021-02-02: `python3 download-kline.py -t um -i 1m -skip-monthly 1 -startDate 2021-01-01 -endDate 2021-02-02` ### Download trades `python3 download-trade.py -t `
Running this command will download all available monthly and daily **spot**, **USD-M Futures** or **COIN-M Futures** trade data for all symbols from **2020-01-01**. #### Running with arguments These are the available arguments that can be used when running `download-trade.py`
Some arguments come with a default value if not declared. | Argument | Explanation | Default | Mandatory | | :---------------: | ---------------- | :----------------: | :----------------: | | -t | Market type: **spot**, **um** (USD-M Futures), **cm** (COIN-M Futures) | spot | Yes | | -s | Single **symbol** or multiple **symbols** separated by space | All symbols | No | | -y | Single **year** or multiple **years** separated by space| All available years from 2020 to current year | No | | -m | Single **month** or multiple **months** separated by space | All available months | No | | -d | single **date** or multiple **dates** separated by space | All available dates from 2020-01-01 | No | | -startDate | **Starting date** to download in [YYYY-MM-DD] format | 2020-01-01 | No | | -endDate | **Ending date** to download in [YYYY-MM-DD] format | Current date | No | | -skip-monthly | 1 to skip downloading of monthly data | 0 | No | | -skip-daily | 1 to skip downloading of daily data | 0 | No | | -folder | **Directory** to store the downloaded data | Current directory | No | | -c | 1 to download **checksum file** | 0 | No | | -h | show help messages| - | No | #### Example e.g download ETHUSDT BTCUSDT BNBBUSD spot trades from year 2020, month of Feb and Dec with CHECKSUM file:
`python3 download-trade.py -t spot -s ETHUSDT BTCUSDT BNBBUSD -y 2020 -m 02 12 -c 1` e.g download all symbols' daily USD-M futures trades from 2021-01-01 to 2021-02-02: `python3 download-trade.py -t um -skip-monthly 1 -startDate 2021-01-01 -endDate 2021-02-02` ### Download aggTrades `python3 download-aggTrade.py -t `
Running this command will download all available monthly and daily **spot**, **USD-M Futures** or **COIN-M Futures** aggregated trades data for all symbols from **2020-01-01**. #### Running with arguments These are the available arguments that can be used when running `download-aggTrade.py`
Some arguments come with a default value if not declared. | Argument | Explanation | Default | Mandatory | | :---------------: | ---------------- | :----------------: | :----------------: | | -t | Market type: **spot**, **um** (USD-M Futures), **cm** (COIN-M Futures) | spot | Yes | | -s | Single **symbol** or multiple **symbols** separated by space | All symbols | No | | -y | Single **year** or multiple **years** separated by space| All available years from 2020 to current year | No | | -m | Single **month** or multiple **months** separated by space | All available months | No | | -d | single **date** or multiple **dates** separated by space | All available dates from 2020-01-01 | No | | -startDate | **Starting date** to download in [YYYY-MM-DD] format | 2020-01-01 | No | | -endDate | **Ending date** to download in [YYYY-MM-DD] format | Current date | No | | -skip-monthly | 1 to skip downloading of monthly data | 0 | No | | -skip-daily | 1 to skip downloading of daily data | 0 | No | | -folder | **Directory** to store the downloaded data | Current directory | No | | -c | 1 to download **checksum file** | 0 | No | | -h | show help messages| - | No | #### Example e.g download ETHUSDT BTCUSDT BNBBUSD spot aggTrades from year 2020, month of Feb and Dec with CHECKSUM file:
`python3 download-aggTrade.py -t spot -s ETHUSDT BTCUSDT BNBBUSD -y 2020 -m 02 12 -c 1` e.g download all symbols' daily USD-M futures aggTrades from 2021-01-01 to 2021-02-02: `python3 download-aggTrade.py -t um -skip-monthly 1 -startDate 2021-01-01 -endDate 2021-02-02` ### Futures-Only Data The 3 scripts below are only used for futures klines data. Running this command will download all available monthly and daily **USD-M Futures** or **COIN-M Futures** indexPriceKlines, markPriceKlines or premiumPriceKlines for all symbols from **2020-01-01**. `python3 download-futures-indexPriceKlines.py -t `
`python3 download-futures-markPriceKlines.py -t `
`python3 download-futures-premiumPriceKlines.py -t ` #### Running with arguments These are the available arguments that can be used when running the scripts.
**`-t`, type, is a mandatory argument which consist of 2 different futures type: `um`, `cm`**. Some arguments come with a default value if not declared. | Argument | Explanation | Default | Mandatory | | :---------------: | ---------------- | :----------------: | :----------------: | | -t | Market type: **um** (USD-M Futures), **cm** (COIN-M Futures)| - | Yes | | -s | Single **symbol** or multiple **symbols** separated by space | All symbols | No | | -i | single kline **interval** or multiple **intervals** separated by space | All intervals | No | | -y | Single **year** or multiple **years** separated by space| All available years from 2020 to current year | No | | -m | Single **month** or multiple **months** separated by space | All available months | No | | -d | single **date** or multiple **dates** separated by space | All available dates from 2020-01-01 | No | | -startDate | **Starting date** to download in [YYYY-MM-DD] format | 2020-01-01 | No | | -endDate | **Ending date** to download in [YYYY-MM-DD] format | Current date | No | | -skip-monthly | 1 to skip downloading of monthly data | 0 | No | | -skip-daily | 1 to skip downloading of daily data | 0 | No | | -folder | **Directory** to store the downloaded data | Current directory | No | | -c | 1 to download **checksum file** | 0 | No | | -h | show help messages| - | No | e.g download Futures BTCUSDT USD-M indexPriceKlines `python3 download-futures-indexPriceKlines.py -t um -s BTCUSDT` e.g download ETHUSDT BTCUSDT BNBUSDT USD-M markPriceKlines of 1 week from year 2020, month of Feb and Dec with CHECKSUM file:
`python3 download-futures-markPriceKlines.py -t um -s ETHUSDT BTCUSDT BNBUSDT -i 1w -y 2020 -m 02 12 -c 1` e.g download all symbols' daily COIN-M premiumPriceKlines of 1 minute interval from 2021-01-01 to 2021-02-02: `python3 download-futures-premiumPriceKlines.py -t cm -skip-monthly 1 -i 1m -startDate 2021-01-01 -endDate 2021-02-02`