CryptoMarketData
A library for saving and loading OHLCV candle data from cryptocurrency exchanges
Goals
- Be able to save 1 minute candle data from a variety of cryptocurrency exchanges.
- I only want 1 minute candles, because I can derive higher timeframes myself.
- Implement extremely minimal exchange drivers for this purpose.
- Don't try to do everything.
- Focus on fetching 1 minute and 1 day candles well.
- Save all the candle data the exchange gives us.
- Save even the non-OHLCV data.
- I don't care about it, but maybe someone else does.
- Each day worth of 1 minute candles should be saved in its own date-stamped CSV file.
- After saving, be able to load that data into a DataFrame.
- 1m candles are the default.
- Other arbitrary timeframes should be supported.
Exchanges
| Name | Status |
|---|---|
| Binance | Work in Progress |
| Bitget | Slightly Broken |
| Bitmex | Done |
| Bitstamp | Done |
| Bybit | Done |
| PancakeSwap | Done |