binance-bulk-downloader

Python library for bulk downloading Binance historical data

A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COIN-M, options) and all data frequencies.

Installation

pip install git+https://github.com/aoki-h-jp/binance-bulk-downloader

Usage

Download all klines 1m data (USDT-M futures)

from binance_bulk_downloader.downloader import BinanceBulkDownloader

downloader = BinanceBulkDownloader()
downloader.run_download()

Download all klines 1h data (Spot)

from binance_bulk_downloader.downloader import BinanceBulkDownloader

downloader = BinanceBulkDownloader(data_frequency='1h', asset='spot')
downloader.run_download()

Download all aggTrades data (USDT-M futures)

from binance_bulk_downloader.downloader import BinanceBulkDownloader

downloader = BinanceBulkDownloader(data_type='aggTrades')
downloader.run_download()

Other examples

Please see /example directory.

python -m example.download_klines

pytest

python -m pytest

Available data types

✅: Implemented and tested. ❌: Not available on Binance.

by data_type

data_type	spot	um	cm	options
aggTrades	✅	✅	✅	❌
bookDepth	❌	✅	✅	❌
bookTicker	❌	✅	✅	❌
fundingRate	❌	✅	✅	❌
indexPriceKlines	❌	✅	✅	❌
klines	✅	✅	✅	❌
liquidationSnapshot	❌	✅	✅	❌
markPriceKlines	❌	✅	✅	❌
metrics	❌	✅	✅	❌
premiumIndexKlines	❌	✅	✅	❌
trades	✅	✅	✅	❌
BVOLIndex	❌	❌	❌	✅
EOHSummary	❌	❌	❌	✅

by data_frequency (klines, indexPriceKlines, markPriceKlines, premiumIndexKlines)

data_frequency	spot	um	cm	options
1s	✅	❌	❌	❌
1m	✅	✅	✅	❌
3m	✅	✅	✅	❌
5m	✅	✅	✅	❌
15m	✅	✅	✅	❌
30m	✅	✅	✅	❌
1h	✅	✅	✅	❌
2h	✅	✅	✅	❌
4h	✅	✅	✅	❌
6h	✅	✅	✅	❌
8h	✅	✅	✅	❌
12h	✅	✅	✅	❌
1d	✅	✅	✅	❌
3d	✅	✅	✅	❌
1w	✅	✅	✅	❌
1mo	✅	✅	✅	❌

If you want to report a bug or request a feature

Please create an issue on this repository!

Disclaimer

This project is for educational purposes only. You should not construe any such information or other material as legal, tax, investment, financial, or other advice. Nothing contained here constitutes a solicitation, recommendation, endorsement, or offer by me or any third party service provider to buy or sell any securities or other financial instruments in this or in any other jurisdiction in which such solicitation or offer would be unlawful under the securities laws of such jurisdiction.

Under no circumstances will I be held responsible or liable in any way for any claims, damages, losses, expenses, costs, or liabilities whatsoever, including, without limitation, any direct or indirect damages for loss of profits.