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This is fast binance ohlcv history downloader with asyncio

This Repository allows to super fast download historical ohlcv data from binance. The data is stored inside a hdf5 file and can be retrieved via the hdf_to_df function or you can convert the data into seperate csv files

How to use?

  1. install requirements pip install -r requirements.txt
  2. edit parameters inside main.py to your likings
  3. simply run python main.py

Example use

first set parameteres file_path = '' base = 'USDT' timeframe = '1h'

Download OHLCV into hdf file get_data(base=base, quotes=['ETH'], timeframe=timeframe, file_path=file_path)

get df from hdf file df = df_from_hdf(file_path='binance_ohlcv.hdf5', symbol='ETH', timeframe=timeframe)

Convert hdf file into separate csv files one file per symbol hdf_to_csv(symbols=['ETH'], timeframe=timeframe, hdf_file_path='binance_ohlcv.hdf5', csv_file_path=file_path)

Note

you can run all functions at once or each functions individually