I created this script to archive USDT/USD trade data on kraken.com, however, it now works with any currency pair, as long as you update the get_alt_pair_name() function.
To use the script
Create sqlite3 database sqlite3 db.sql < create-sql-tables.sql or download and use the current db.sql file. The db.sql is over 100 MB now. Contact me or open an issue if you want a copy of the db instead of the csvs.
Run python get_data.py --get-trades --pair USDTUSD and python get_data.py --get-spreads --pair USDTUSD periodically (could be setup as a cronjob). To print a csv run python get_data.py --print-trades --pair USDTUSD > ./output/USDTUSD-trades.csv
usage: get_data.py [-h] [--db-file DB_FILE] [--get-trades] [--get-spreads]
[--print-trades] [--print-spreads] [--graph-trades]
[--graph-spreads] [--graph-net-buying]
[--graph-net-buying-adjusted] [--trades-summary]
[--trade-histogram] [--print-unique-trade-volumes]
[--graph-unique-trade-volumes] [--pair PAIR]
optional arguments:
-h, --help show this help message and exit
--db-file DB_FILE input the path to db file, the default is ./db.sql
--get-trades hit kraken.com api and get all recent trades and save
them in db
--get-spreads hit kraken.com api and get all recent spreads and save
them in db
--print-trades print all stored trades as a csv
--print-spreads print all stored spreads as a csv
--graph-trades graph all stored trades
--graph-spreads graph all stored spreads
--graph-net-buying graph all net buying
--graph-net-buying-adjusted
graph all net buying adjusted
--trades-summary print a summary of trades
--trade-histogram show a histogram of trades
--print-unique-trade-volumes
print all unique trade volumes as a csv
--graph-unique-trade-volumes
graph all unique trade volumes
--pair PAIR input a kraken currency
pair(USDTUSD,XBTUSD,ETHUSD,etc), default is USDTUSD
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