Pricehub: Unified Python Package for Collecting OHLC Prices from Binance, Bybit, and Coinbase APIs into a DataFrame
It supports multiple markets, including spot and futures, and provides flexible timestamp inputs and a wide range of intervals.
Effective trading begins with thorough data analysis, visualization, and backtesting. This package simplifies access to such data, providing a unified solution for retrieving OHLC information across various broker APIs.
Number of trades, Taker buy base asset volume).(depends on the broker)
1s1m, 3m, 5m, 15m, 30m1h, 2h, 4h, 6h, 12h1d, 3d1w1Mpip install pricehub
def get_ohlc(broker: SupportedBroker, symbol: str, interval: Interval, start: Timestamp, end: Timestamp) -> pd.DataFrameRetrieves OHLC data for the specified broker, symbol, interval, and date range.
Parameters:
broker: The broker to fetch data from (e.g., binance_spot, bybit_spot).symbol: The trading pair symbol (e.g., BTCUSDT).interval: The interval for OHLC data (1m, 1h, 1d, etc.).start: Start time of the data (supports various formats).end: End time of the data (supports various formats).Returns:
pandas.DataFrame: A DataFrame containing OHLC data.
from pricehub import get_ohlc
df = get_ohlc("binance_spot", "BTCUSDT", "1d", "2024-10-01", "2024-10-05")
df.to_csv("btcusdt_1d_2024-10-01_2024-10-05.csv") # Save to CSV
df.to_excel("btcusdt_1d_2024-10-01_2024-10-05.xlsx") # Save to Excel
df.to_parquet("btcusdt_1d_2024-10-01_2024-10-05.parquet") # Save to Parquet, requires 'pyarrow', 'fastparquet'
from pricehub import get_ohlc
df = get_ohlc(
broker="binance_spot",
symbol="BTCUSDT",
interval="6h",
start="2024-10-01",
end="2024-10-02"
)
print(df)
Open High Low Close Volume Close time Quote asset volume Number of trades Taker buy base asset volume Taker buy quote asset volume Ignore
Open time
2024-10-01 00:00:00 63309.0 63872.0 63000.0 63733.9 39397.714 2024-10-01 05:59:59.999 2.500830e+09 598784.0 19410.785 1.232417e+09 0.0
2024-10-01 06:00:00 63733.9 64092.6 63683.1 63699.9 32857.923 2024-10-01 11:59:59.999 2.100000e+09 446330.0 15865.753 1.014048e+09 0.0
2024-10-01 12:00:00 63700.0 63784.0 61100.0 62134.1 242613.990 2024-10-01 17:59:59.999 1.512287e+10 2583155.0 112641.347 7.022384e+09 0.0
2024-10-01 18:00:00 62134.1 62422.3 60128.2 60776.8 114948.208 2024-10-01 23:59:59.999 7.031801e+09 1461890.0 54123.788 3.312086e+09 0.0
2024-10-02 00:00:00 60776.7 61858.2 60703.3 61466.7 51046.012 2024-10-02 05:59:59.999 3.133969e+09 668558.0 27191.919 1.669187e+09 0.0
from pricehub import get_ohlc
df = get_ohlc(
broker="bybit_spot",
symbol="ETHUSDT",
interval="1d",
start=1727740800.0, # Unix timestamp in seconds for "2024-10-01"
end=1728086400000, # Unix timestamp in ms for "2024-10-05"
)
print(df)
Open High Low Close Volume Turnover
Open time
2024-10-01 2602.00 2659.31 2413.15 2447.95 376729.77293 9.623060e+08
2024-10-02 2447.95 2499.82 2351.53 2364.01 242498.88477 5.914189e+08
2024-10-03 2364.01 2403.50 2309.75 2349.91 242598.38255 5.716546e+08
2024-10-04 2349.91 2441.82 2339.15 2414.67 178050.43782 4.254225e+08
2024-10-05 2414.67 2428.69 2389.83 2414.54 106665.69595 2.573030e+08
from datetime import datetime, timedelta
import matplotlib.pyplot as plt
from pricehub import get_ohlc
now = datetime.now()
df = get_ohlc("binance_futures", "BTCUSDT", "1d", now - timedelta(days=365), now)
df["Close"].plot()
plt.show()
from datetime import datetime, timedelta
import plotly.graph_objects as go
from pricehub import get_ohlc
now = datetime.now()
df = get_ohlc("binance_spot", "BTCUSDT", "1w", now - timedelta(days=365 * 5), now)
fig = go.Figure(data=go.Candlestick(x=df.index, open=df['Open'], high=df['High'], low=df['Low'], close=df['Close']))
fig.update_layout()
fig.show()
from datetime import datetime, timedelta
from pricehub import get_ohlc
now = datetime.now()
df = get_ohlc("bybit_spot", "SOLUSDT", "5m", now - timedelta(days=31), now)
df_10m = (
df.resample(
"10min",
).agg(
{
"Open": "first",
"High": "max",
"Low": "min",
"Close": "last",
"Volume": "sum",
}
)
)
print(df.head())
print(df_10m.head())
#5m
Open High Low Close Volume Turnover
Open time
2024-11-07 17:40:00 194.13 194.66 194.03 194.54 3391.378 6.592576e+05
2024-11-07 17:45:00 194.54 195.48 194.44 195.41 6075.927 1.184312e+06
2024-11-07 17:50:00 195.41 195.71 195.06 195.69 4073.276 7.961276e+05
2024-11-07 17:55:00 195.69 196.16 195.59 195.93 8774.224 1.719060e+06
2024-11-07 18:00:00 195.93 196.83 195.73 196.34 5075.807 9.973238e+05
#10m
Open High Low Close Volume
Open time
2024-11-07 17:40:00 194.13 195.48 194.03 195.41 9467.305
2024-11-07 17:50:00 195.41 196.16 195.06 195.93 12847.500
2024-11-07 18:00:00 195.93 196.83 194.66 195.29 12506.671
2024-11-07 18:10:00 195.29 196.13 194.70 195.58 20437.030
2024-11-07 18:20:00 195.58 196.00 194.84 195.81 16388.688
FAQs
Pricehub: Unified Python Package for Collecting OHLC Prices from Binance, Bybit, and Coinbase APIs into a DataFrame
We found that pricehub demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 1 open source maintainer collaborating on the project.
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