FEDA

A user-friendly library to fetch kline/ohlcv data from several crypto exchanges, using CCXT & pandas.

Install

$ git clone https://github.com/AlgoQ/feda
$ pip install -r requirements.txt

Some examples

Fetch last 5000 daily candles for BTC/USDT:USDT (USDT settled perpetuals) & ETH/USDT:USDT on Binance & print these OHLCV dataframes

from asyncio import run
from feda import Feda

feda = Feda(symbols=['BTC/USDT:USDT', 'ETH/USDT:USDT'], timeframe='1d', limit=5000, exchangeId='binance')
data = run(feda.main())

for symbol, ohlcv in data.items():
    print(symbol)
    print(ohlcv)

Fetch all weekly candle for all spot symbols on Bybit since 1 Jan 2023 (1672527600000 - https://currentmillis.com/) & export them to csv's

feda = Feda(timeframe='1h', startTime=1672527600000, marketType='spot', exchangeId='bybit')
data = run(feda.main())

for symbol, ohlcv in data.items():
    path = f'{symbol}_{feda.timeframe}_{ohlcv["timeframe"].min() // 1000}_{ohlcv["timeframe"].max() // 1000}.csv'
    ohlcv.to_csv(path, index=False)
    print(f'{symbol} OHLCV csv data saved at `{path}`')

Supported Exchanges

All exchanges that support fetchOHLCV on ccxt (most of them), supported CCXT exchanges

Feda Parameters

Parameter	Type	Default Value	Description
symbols	str or list	None	The trading pair symbol(s) or list of symbols.
timeframe	str	'1d'	The timeframe for the OHLCV data.
startTime	str	None	The start time in milliseconds for fetching historical data.
limit	int	None	The maximum number of data points to retrieve.
marketType	str	'spot'	The market type. Options: spot, future, swap, option.
quote	str	None	The quote currency for the trading pair (e.g., 'USDT').
settle	str	'USDT'	The settlement currency for the trading pair whenever the market type is swap. Options: USDT, USDC, COIN.
callType	str	'ohlcv'	The type of API call. Options: ohlcv (more options coming soon).
exchangeId	str	'binance'	The ID of the exchange to fetch data from. Options: All supported exchanges on CCXT.

TODO

Add more call types (like fundingRateHistories, tickers, ...)