Coinglass API
Unofficial Python client for Coinglass API
Wrapper around the Coinglass API to fetch data about crypto derivatives.
All data is output in pandas DataFrames (single or multi-index) and all time-series data uses a DateTimeIndex
.
Supports all Coinglass API endpoints.
Installation
pip install coinglass-api
Usage
from coinglass_api import CoinglassAPI
cg = CoinglassAPI(coinglass_secret="abcd1234")
perp_markets_btc = cg.perpetual_market(symbol="BTC")
oi_history_btc = cg.open_interest_history(symbol="BTC", time_type="h1", currency="USD")
fr_btc_dydx = cg.funding(ex="dYdX", pair="ETH-USD", interval="h8")
fr_avg_btc = cg.funding_average(symbol="BTC", interval="h4")
fr_ohlc_eth_binance = cg.funding_ohlc(ex="Binance", pair="ETHUSDT", interval="h4")
oi_agg_eth = cg.open_interest_aggregated_ohlc(symbol="ETH", interval="h4")
liq_ohlc_eth_dydx = cg.liquidation_pair(ex="dYdX", pair="ETH-USD", interval="h4")
liq_btc = cg.liquidation_symbol(symbol="BTC", interval="h4")
lsr_btc = cg.long_short_symbol(symbol="BTC", interval="h4")
gbtc_history = cg.grayscale_market_history()
Examples
>>> cg.funding(ex="dYdX", pair="ETH-USD", interval="h8").head()
time | exchangeName
| symbol
| quoteCurrency
| fundingRate
|
---|
2022-08-22 08:00:00 | dYdX | ETH | USD | -0.001151 |
2022-08-22 16:00:00 | dYdX | ETH | USD | 0.001678 |
2022-08-23 00:00:00 | dYdX | ETH | USD | 0.003743 |
2022-08-23 08:00:00 | dYdX | ETH | USD | 0.003561 |
2022-08-23 16:00:00 | dYdX | ETH | USD | 0.000658 |
>>> cg.funding(ex="dYdX", pair="ETH-USD", interval="h8").info()
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 500 entries, 2022-08-22 08:00:00 to 2023-02-04 16:00:00
Data columns (total 4 columns):
# Column Non-Null Count Dtype
--- ------ -------------- -----
0 exchangeName 500 non-null object
1 symbol 500 non-null object
2 quoteCurrency 500 non-null object
3 fundingRate 500 non-null float64
dtypes: float64(1), object(3)
memory usage: 19.5+ KB
>>> cg.funding(ex="dYdX", pair="ETH-USD", interval="h8").plot(y="fundingRate")
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.