下载bitMEX历史价格数据的实用程序
getBitMEXData的Python项目详细描述
这是一个用于下载和更新Bitmex历史价格数据的实用程序。 它可以下载多个尺寸(“1米”、“5米”或更粗的)。默认情况下你 可以轻松下载XBTUSD和ADAM20仪器的数据。在
许可证
GNU通用公共许可证第3版,2007年6月29日
安装
git clone git@github.com:maliky/getBitMEXData.git
cd getBitMEXData
或者用皮普
^{pr2}$使用
只需运行getBitMEXData.py比如说这个
python getBitMEXData.py --startTime "2019-08-01" --live # or if you install with pip getBitMEXData --startTime "2020-06-01" --live
或更新以前下载的现有文件getBitMEXData.py (csv文件的列应该相同)。它将从 文件中最后保存的记录以及文件名和 从那里继续。在
python update_date.py yourBitmexDataFile-1d.csv
帮助和其他选项
python -m getBitMEXData.getBitMEXData -h
usage: getBitMEXData.py [-h][--fout FOUT][--count COUNT][--pause PAUSE][--binSize BINSIZE][--startTime STARTTIME][--endTime ENDTIME][--live][--logLevel LOGLEVEL][--entryPoint ENTRYPOINT][--symbol SYMBOL] An application to download bitmex's data with what ever resolution you need. optional arguments: -h, --help show this help message and exit --fout FOUT, -f FOUT base Name of the csv file where to save the results. (default btxData-freq-lastrecorddate.csv) --count COUNT, -c COUNT Max number each of records in requests (default 600) --pause PAUSE, -p PAUSE Min time to wait between 2 requests (default 1.2). to avoid overloading the server --binSize BINSIZE, -b BINSIZE Bin size or type requested, or time resolution (default 1d), can also be 1m, 5m, 1h. --startTime STARTTIME, -s STARTTIME Time to start the data collection (default, oldest available 2016-05-05 04:00:00 'UTC'). Check time zones --endTime ENDTIME, -e ENDTIME Time to end the data collection (default, now - 1 unit of chosen resolution)-05-05 04:00:00 'UTC'). Check TZ --live, -l If present use LIVE keys to get the data else use the test site. --logLevel LOGLEVEL, -L LOGLEVEL set the log level --entryPoint ENTRYPOINT, -E ENTRYPOINT Set the entry level. the path to append to the LIVE or TEST url before the query --symbol SYMBOL, -S SYMBOL Set the symbol for which to get historical data def. XBTUSD. default start date may change depending on symbol
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