diff --git a/.gitignore b/.gitignore index 207fc66..cc083b5 100644 --- a/.gitignore +++ b/.gitignore @@ -1,8 +1,83 @@ +# =================== +# Data files +# =================== +data/spot/ +data/futures/ +data/option/ *.zip -!/updates/*.zip -.DS_Store +*.csv +*.CHECKSUM + +# Keep symbol_dates.json (useful cache) +!data/symbol_dates.json + +# =================== +# Python +# =================== +__pycache__/ +*.py[cod] +*$py.class +*.so +.Python +build/ +develop-eggs/ +dist/ +downloads/ +eggs/ +.eggs/ +lib/ +lib64/ +parts/ +sdist/ +var/ +wheels/ +*.egg-info/ +.installed.cfg +*.egg + +# Virtual environments +venv/ +ENV/ +env/ +.venv/ + +# =================== +# IDE & Editors +# =================== .idea/ -*/.DS_Store -*/.idea/ -*/__pycache__/ +.vscode/ +*.swp +*.swo +*~ +.project +.pydevproject +.settings/ + +# =================== +# OS files +# =================== +.DS_Store +Thumbs.db +desktop.ini + +# =================== +# Logs & Cache +# =================== +logs/ +*.log +.pytest_cache/ +.mypy_cache/ +.coverage +htmlcov/ + +# =================== +# Temporary files +# =================== +*.tmp +*.temp +*.bak + +# =================== +# Legacy +# =================== python/data/ diff --git a/CLAUDE.md b/CLAUDE.md new file mode 100644 index 0000000..1b9aa2f --- /dev/null +++ b/CLAUDE.md @@ -0,0 +1,314 @@ +# CLAUDE.md + +This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository. + +## Project Overview + +This is the official **Binance Public Data** repository - a toolkit for downloading historical market data from Binance's public data archive at `https://data.binance.vision/`. + +The project has been refactored to provide both **legacy scripts** (for backward compatibility) and a **modern Python framework** with enhanced features. + +### Data Types Available + +**Spot Market:** +- klines (candlesticks), trades, aggregated trades, depth + +**USD-M Futures (um):** +- klines, trades, aggregated trades, index price, mark price, premium index, funding rate, book ticker, depth + +**COIN-M Futures (cm):** +- klines, trades, aggregated trades, index price, mark price, funding rate, liquidation snapshots, book ticker + +**Options:** +- Options data + +--- + +## Setup and Dependencies + +```bash +# Install Python dependencies +pip install -r python/requirements.txt + +# Or install the package with extras +pip install -e . + +# Set output directory environment variable (optional, can override with -folder) +export STORE_DIRECTORY=/path/to/output +``` + +### Dependencies + +- **Required**: `pandas>=1.3.0`, `certifi>=2021.5.30` +- **Optional**: `pyyaml>=5.4.1` (for config file support) +- **Development**: `pytest`, `pytest-cov`, `pytest-mock`, `black`, `flake8`, `mypy` + +--- + +## Running Download Scripts + +### Legacy Scripts (Backward Compatible) + +The original scripts in `python/` continue to work exactly as before: + +```bash +# Download klines +python3 python/download-kline.py -t spot -s ETHUSDT BTCUSDT -i 1h 1d -y 2023 2024 + +# Download trades +python3 python/download-trade.py -t spot -s ETHUSDT -startDate 2023-01-01 -endDate 2023-12-31 + +# Download aggregated trades +python3 python/download-aggTrade.py -t um -s BTCUSDT -y 2023 + +# Futures data +python3 python/download-futures-indexPriceKlines.py -t um -s BTCUSDT +python3 python/download-futures-markPriceKlines.py -t cm -s BTCUSD_PERP +python3 python/download-futures-premiumPriceKlines.py -t um -i 1m +``` + +### New Enhanced Scripts (Recommended) + +The new scripts in `scripts/` provide additional features: + +```bash +# Universal downloader - supports all data types +python3 scripts/download-all.py -t spot -s BTCUSDT -d klines trades -y 2024 + +# Download all supported data types for a market +python3 scripts/download-all.py -t spot --all-data -s BTCUSDT -y 2024 + +# New data types +python3 scripts/download-futures-fundingRate.py -t um -s BTCUSDT -y 2024 +python3 scripts/download-liquidation-snapshot.py -t cm -s ADAUSD_PERP -y 2024 +python3 scripts/download-book-ticker.py -t um -s BTCUSDT -y 2024 +python3 scripts/download-depth.py -t spot -s BTCUSDT -y 2024 +python3 scripts/download-option.py -s BTC-240301-50000-C -y 2024 + +# Use config file +python3 scripts/download-all.py --config configs/default_config.yaml +``` + +### Common Arguments + +| Argument | Purpose | +|----------|---------| +| `-t` | **Market type**: `spot`, `um` (USD-M Futures), or `cm` (COIN-M Futures) - **Required** | +| `-s` | Symbols to download (space-separated) - Default: all symbols | +| `-d` | Data types to download (for download-all.py) - Default: klines | +| `--all-data` | Download all supported data types for the market | +| `-i` | Kline intervals (e.g., `1m`, `1h`, `1d`) - Default: all intervals | +| `-y` | Years (e.g., `2023 2024`) - Default: 2020 to current year | +| `-m` | Months (1-12, space-separated) - Default: all months | +| `-d` | Specific dates in `YYYY-MM-DD` format - Default: from 2020-01-01 | +| `-startDate` | Start date range in `YYYY-MM-DD` format - Default: 2020-01-01 | +| `-endDate` | End date range in `YYYY-MM-DD` format - Default: current date | +| `-skip-monthly` | Set to `1` to skip monthly files | +| `-skip-daily` | Set to `1` to skip daily files | +| `-folder` | Output directory - Default: `STORE_DIRECTORY` env var or current directory | +| `-c` | Set to `1` to download `.CHECKSUM` files for data verification | +| `-verify-checksum` | Set to `1` to verify checksums after download | +| `-max_workers` | Number of threads for parallel downloads (default: 10) | +| `--config` | Path to YAML configuration file | +| `-log-level` | Logging level (DEBUG, INFO, WARNING, ERROR, CRITICAL) | +| `-log-file` | Log file path (default: logs/download.log) | + +--- + +## New Architecture + +### Directory Structure + +``` +J:\binance-public-data\ +├── src/binance_data_downloader/ # New modular framework +│ ├── core/ # Core components +│ │ ├── base_downloader.py # Abstract base class +│ │ ├── data_type_config.py # Data type registry +│ │ ├── retry_handler.py # Retry mechanism +│ │ └── checksum_verifier.py # Checksum verification +│ ├── downloaders/ # Specific downloader implementations +│ ├── utils/ # Utilities (path, date, file, logger) +│ ├── config/ # Configuration management +│ └── cli/ # Command-line interface +├── scripts/ # New enhanced scripts +├── python/ # Legacy scripts (PRESERVED) +├── shell/ # Shell scripts (PRESERVED) +├── tests/ # Unit and integration tests +├── configs/ # Configuration files +└── logs/ # Log output directory +``` + +### Core Components + +**1. BaseDownloader (Abstract Base Class)** +- Location: `src/binance_data_downloader/core/base_downloader.py` +- All downloaders inherit from this class +- Provides `download_monthly()` and `download_daily()` methods +- Supports multi-threading via `-max_workers` parameter + +**2. Data Type Configuration** +- Location: `src/binance_data_downloader/core/data_type_config.py` +- Central registry of all 12 data types +- `DataType` enum and `DataTypeSpec` dataclass +- `get_supported_data_types(market_type)` returns available data types + +**3. Individual Downloaders** +- Location: `src/binance_data_downloader/downloaders/` +- Each downloader implements 4 abstract methods: + - `get_data_type()` - Returns data type identifier + - `supports_intervals()` - Whether intervals are supported + - `format_monthly_filename()` - Monthly file naming + - `format_daily_filename()` - Daily file naming + +**4. Retry Handler** +- Location: `src/binance_data_downloader/core/retry_handler.py` +- Exponential backoff for failed downloads +- HTTP 404 errors are not retried (file doesn't exist) +- Configurable max retries and delay + +**5. Checksum Verifier** +- Location: `src/binance_data_downloader/core/checksum_verifier.py` +- Cross-platform SHA256 verification +- Supports Linux (sha256sum), macOS (shasum), Windows (hashlib) + +--- + +## Configuration File Support + +Create a YAML config file to save frequently-used settings: + +```yaml +# configs/my_config.yaml +download: + market_type: spot + max_workers: 10 + output_directory: /data/binance + download_checksum: true + verify_checksum: true + +date_range: + years: [2023, 2024] + months: [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12] + +logging: + level: INFO + file: logs/download.log + +progress: + show_bar: true + show_statistics: true +``` + +Use it with: `python3 scripts/download-all.py --config configs/my_config.yaml` + +--- + +## Programmatic API + +You can also use the downloaders directly in Python code: + +```python +from binance_data_downloader import KlineDownloader + +# Initialize downloader +downloader = KlineDownloader(trading_type='spot', max_workers=10) + +# Download monthly data +downloader.download_monthly( + symbols=['BTCUSDT', 'ETHUSDT'], + intervals=['1h', '1d'], + years=['2024'], + months=list(range(1, 13)), + folder='/data/output', + download_checksum=True, + verify_checksum=True +) + +# Download daily data +downloader.download_daily( + symbols=['BTCUSDT'], + intervals=['1h'], + dates=['2024-01-01', '2024-01-02'], + folder='/data/output' +) +``` + +--- + +## Testing + +```bash +# Run all tests +pytest tests/ -v + +# Run with coverage +pytest tests/ --cov=src/binance_data_downloader --cov-report=html + +# Run specific test +pytest tests/unit/test_data_type_config.py -v +``` + +--- + +## Cross-Platform Compatibility + +The scripts work on: +- **Linux**: Uses `sha256sum` for checksum verification +- **macOS**: Uses `shasum -a 256` for checksum verification +- **Windows**: Uses Python `hashlib` for checksum verification + +--- + +## Key Implementation Details + +### Legacy Scripts (python/) +- **Location**: `python/download-*.py` +- **Dependencies**: `python/utility.py`, `python/enums.py` +- **Behavior**: Preserved exactly as before +- **Status**: Do NOT modify - maintain backward compatibility + +### New Framework (src/binance_data_downloader/) +- **Architecture**: Modular, extensible, testable +- **Code reuse**: 90%+ reduction in code duplication +- **Features**: Multi-threading, retry, checksum verification, logging, progress tracking +- **Status**: Active development - add new features here + +### Data URL Structure + +``` +https://data.binance.vision/ +├── data/ +│ ├── spot/ +│ │ ├── monthly/klines/{SYMBOL}/{INTERVAL}/{SYMBOL}-{INTERVAL}-{YEAR}-{MONTH}.zip +│ │ ├── daily/klines/{SYMBOL}/{INTERVAL}/{SYMBOL}-{INTERVAL}-{DATE}.zip +│ │ └── daily/depth/{SYMBOL}/{SYMBOL}-depth-{DATE}.zip +│ └── futures/ +│ ├── um/ (USD-M Futures) +│ │ ├── monthly/klines/ +│ │ ├── monthly/fundingRate/ +│ │ └── daily/bookTicker/ +│ └── cm/ (COIN-M Futures) +│ ├── monthly/klines/ +│ └── daily/liquidationSnapshot/ +``` + +### Error Handling + +- **HTTP 404**: File not found, logged and skipped (not an error) +- **Network errors**: Retried with exponential backoff (max 3 retries) +- **Corrupted downloads**: Detected via checksum verification if enabled + +--- + +## Migration Notes + +When adding new features or modifying downloaders: + +1. **New data types**: Add to `core/data_type_config.py`, then create downloader in `downloaders/` +2. **CLI changes**: Modify `cli/argument_parser.py` and `cli/commands.py` +3. **Config options**: Update `config/config_loader.py` and `configs/default_config.yaml` +4. **DO NOT modify**: Legacy scripts in `python/` directory (maintain backward compatibility) +5. **Always add tests**: Unit tests in `tests/unit/`, integration tests in `tests/integration/` + +See `MIGRATION.md` for detailed migration guide from legacy scripts to new framework. diff --git a/MIGRATION.md b/MIGRATION.md new file mode 100644 index 0000000..8b10e96 --- /dev/null +++ b/MIGRATION.md @@ -0,0 +1,351 @@ +# Migration Guide: Legacy Scripts to New Framework + +This guide helps you migrate from the legacy Python scripts to the new enhanced framework while maintaining full backward compatibility. + +--- + +## Quick Reference + +| Legacy Script | New Equivalent | Notes | +|--------------|----------------|-------| +| `python/download-kline.py` | `scripts/download-all.py -d klines` | Use `-i` for intervals | +| `python/download-trade.py` | `scripts/download-all.py -d trades` | Same arguments | +| `python/download-aggTrade.py` | `scripts/download-all.py -d aggTrades` | Same arguments | +| `python/download-futures-indexPriceKlines.py` | `scripts/download-all.py -d indexPriceKlines` | Use `-i` for intervals | +| `python/download-futures-markPriceKlines.py` | `scripts/download-all.py -d markPriceKlines` | Use `-i` for intervals | +| `python/download-futures-premiumPriceKlines.py` | `scripts/download-all.py -d premiumIndexKlines` | Use `-i` for intervals | + +--- + +## Backward Compatibility Guarantee + +**All existing commands continue to work exactly as before:** + +```bash +# These commands still work and produce identical results +python3 python/download-kline.py -t spot -s BTCUSDT -i 1h -y 2024 +python3 python/download-trade.py -t spot -s ETHUSDT -startDate 2023-01-01 -endDate 2023-12-31 +python3 python/download-aggTrade.py -t um -s BTCUSDT -y 2023 +``` + +**No changes required to your existing scripts or workflows.** + +--- + +## Why Migrate to the New Framework? + +### 1. **Multi-Data-Type Downloads** +Download multiple data types in a single command: + +```bash +# Legacy: Run multiple commands +python3 python/download-kline.py -t spot -s BTCUSDT -i 1h -y 2024 +python3 python/download-trade.py -t spot -s BTCUSDT -y 2024 +python3 python/download-aggTrade.py -t spot -s BTCUSDT -y 2024 + +# New: Single command +python3 scripts/download-all.py -t spot -s BTCUSDT -d klines trades aggTrades -y 2024 +``` + +### 2. **Access to New Data Types** +5 new data types not available in legacy scripts: + +```bash +# Funding Rate (NEW) +python3 scripts/download-futures-fundingRate.py -t um -s BTCUSDT -y 2024 + +# Liquidation Snapshots (NEW) +python3 scripts/download-liquidation-snapshot.py -t cm -s ADAUSD_PERP -y 2024 + +# Book Ticker (NEW) +python3 scripts/download-book-ticker.py -t um -s BTCUSDT -y 2024 + +# Depth Data (NEW) +python3 scripts/download-depth.py -t spot -s BTCUSDT -y 2024 + +# Options Data (NEW) +python3 scripts/download-option.py -s BTC-240301-50000-C -y 2024 +``` + +### 3. **Enhanced Features** + +**Automatic Checksum Verification:** +```bash +# Legacy: Manual verification +sha256sum -c FILENAME.zip.CHECKSUM + +# New: Automatic verification +python3 scripts/download-all.py -t spot -s BTCUSDT -y 2024 -c 1 -verify-checksum 1 +``` + +**Config File Support:** +```bash +# Create config once +cat > my_config.yaml < + + + Binance Data Collection + + + + +
+ + + + + + + + + + + +
ItemSizeLast Modified
+
+ + + + + + + diff --git a/configs/default_config.yaml b/configs/default_config.yaml new file mode 100644 index 0000000..929456f --- /dev/null +++ b/configs/default_config.yaml @@ -0,0 +1,84 @@ +# Binance Public Data Downloader - Default Configuration + +download: + # Market type: spot, um (USD-M futures), cm (COIN-M futures) + market_type: spot + + # Number of worker threads for parallel downloads + max_workers: 10 + + # Output directory for downloaded files (null = use current directory or STORE_DIRECTORY env var) + output_directory: null + + # Download .CHECKSUM files along with data files + download_checksum: false + + # Verify checksums after download (requires download_checksum: true) + verify_checksum: false + + # Skip downloading monthly files + skip_monthly: false + + # Skip downloading daily files + skip_daily: false + +retry: + # Maximum number of retry attempts for failed downloads + max_retries: 3 + + # Initial delay before first retry (seconds) + initial_delay: 5.0 + + # Use exponential backoff (each retry waits 2x longer than the previous) + exponential_backoff: true + +date_range: + # Start date filter (YYYY-MM-DD format, null = no limit) + start_date: null + + # End date filter (YYYY-MM-DD format, null = no limit) + end_date: null + + # Years to download (used when not specifying date range) + years: + - 2020 + - 2021 + - 2022 + - 2023 + - 2024 + - 2025 + + # Months to download (1-12) + months: + - 1 + - 2 + - 3 + - 4 + - 5 + - 6 + - 7 + - 8 + - 9 + - 10 + - 11 + - 12 + +logging: + # Log level: DEBUG, INFO, WARNING, ERROR, CRITICAL + level: INFO + + # Log file path (null = only console logging) + file: logs/download.log + + # Log message format + format: "%(asctime)s - %(name)s - %(levelname)s - %(message)s" + +progress: + # Show progress bar during downloads + show_bar: true + + # Show detailed statistics + show_statistics: true + + # Update interval for statistics (number of files between updates) + update_interval: 5 diff --git a/data/futures/um/monthly/klines/MINAUSDT/optimization_results.csv b/data/futures/um/monthly/klines/MINAUSDT/optimization_results.csv new file mode 100644 index 0000000..4f6e746 --- /dev/null +++ b/data/futures/um/monthly/klines/MINAUSDT/optimization_results.csv @@ -0,0 +1,561 @@ +period,devfactor,atr_period,atr_mult,return_pct,sharpe_ratio,max_drawdown,total_trades,win_rate,final_value +60,1.5,20,2.5,27.403622617200018,0,22.762782905095076,52,38.46153846153847,12740.362261720002 +60,1.5,7,2.0,26.46729670160012,0,23.11076178969343,53,37.735849056603776,12646.729670160012 +60,1.5,10,2.0,26.46729670160012,0,23.11076178969343,53,37.735849056603776,12646.729670160012 +60,1.5,14,2.0,26.46729670160012,0,23.11076178969343,53,37.735849056603776,12646.729670160012 +60,1.5,7,2.5,25.130943090800013,0,23.613178913515267,52,38.46153846153847,12513.094309080001 +60,1.5,10,2.5,25.130943090800013,0,23.613178913515267,52,38.46153846153847,12513.094309080001 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"2024-04-09" + }, + "SAGAUSDT": { + "_default": "2024-04-09" + }, + "LTCUSDC": { + "_default": "2024-04-11" + }, + "NEARUSDC": { + "_default": "2024-04-11" + }, + "TAOUSDT": { + "_default": "2024-04-11" + }, + "OMNIUSDT": { + "_default": "2024-04-17" + }, + "ARBUSDC": { + "_default": "2024-04-18" + }, + "NEOUSDC": { + "_default": "2024-04-18" + }, + "FILUSDC": { + "_default": "2024-04-18" + }, + "TIAUSDC": { + "_default": "2024-04-25" + }, + "BOMEUSDC": { + "_default": "2024-04-25" + }, + "REZUSDT": { + "_default": "2024-04-30" + }, + "ENAUSDC": { + "_default": "2024-05-02" + }, + "ETHFIUSDC": { + "_default": "2024-05-02" + }, + "1000BONKUSDC": { + "_default": "2024-05-02" + }, + "BBUSDT": { + "_default": "2024-05-13" + }, + "NOTUSDT": { + "_default": "2024-05-16" + }, + "TURBOUSDT": { + "_default": "2024-05-30" + }, + "IOUSDT": { + "_default": "2024-06-11" + }, + "ZKUSDT": { + "_default": "2024-06-17" + }, + "MEWUSDT": { + "_default": "2024-06-17" + }, + "LISTAUSDT": { + "_default": "2024-06-20" + }, + "ZROUSDT": { + "_default": "2024-06-20" + }, + "CRVUSDC": { + "_default": "2024-07-04" + }, + "RENDERUSDT": { + "_default": "2024-07-26" + }, + "BANANAUSDT": { + "_default": "2024-08-15" + }, + "RAREUSDT": { + "_default": "2024-08-15" + }, + "GUSDT": { + "_default": "2024-08-15" + }, + "SYNUSDT": { + "_default": "2024-08-16" + }, + "SYSUSDT": { + "_default": "2024-08-19" + }, + "VOXELUSDT": { + "_default": "2024-08-20" + }, + "BRETTUSDT": { + "_default": "2024-08-20" + }, + "ALPACAUSDT": { + "_default": "2024-08-22" + }, + "POPCATUSDT": { + "_default": "2024-08-22" + }, + "SUNUSDT": { + "_default": "2024-08-22" + }, + "VIDTUSDT": { + "_default": "2024-08-23" + }, + "NULSUSDT": { + "_default": "2024-08-26" + }, + "DOGSUSDT": { + "_default": "2024-08-26" + }, + "MBOXUSDT": { + "_default": "2024-08-28" + }, + "CHESSUSDT": { + "_default": "2024-08-29" + }, + "FLUXUSDT": { + "_default": "2024-09-03" + }, + "BSWUSDT": { + "_default": "2024-09-05" + }, + "QUICKUSDT": { + "_default": "2024-09-06" + }, + "NEIROETHUSDT": { + "_default": "2024-09-06" + }, + "RPLUSDT": { + "_default": "2024-09-09" + }, + "POLUSDT": { + "_default": "2024-09-13" + }, + "UXLINKUSDT": { + "_default": "2024-09-15" + }, + "1MBABYDOGEUSDT": { + "_default": "2024-09-16" + }, + "NEIROUSDT": { + "_default": "2024-09-16" + }, + "KDAUSDT": { + "_default": "2024-09-18" + }, + "FIDAUSDT": { + "_default": "2024-09-19" + }, + "FIOUSDT": { + "_default": "2024-09-20" + }, + "CATIUSDT": { + "_default": "2024-09-20" + }, + "GHSTUSDT": { + "_default": "2024-09-23" + }, + "LOKAUSDT": { + "_default": "2024-09-24" + }, + "HMSTRUSDT": { + "_default": "2024-09-26" + }, + "REIUSDT": { + "_default": "2024-09-27" + }, + "COSUSDT": { + "_default": "2024-09-30" + }, + "EIGENUSDT": { + "_default": "2024-10-01" + }, + "DIAUSDT": { + "_default": "2024-10-02" + }, + "1000CATUSDT": { + "_default": "2024-10-21" + }, + "SCRUSDT": { + "_default": "2024-10-22" + }, + "GOATUSDT": { + "_default": "2024-10-24" + }, 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"_default": "2024-11-25" + }, + "1000WHYUSDT": { + "_default": "2024-11-25" + }, + "THEUSDT": { + "_default": "2024-11-27" + }, + "MORPHOUSDT": { + "_default": "2024-11-27" + }, + "CHILLGUYUSDT": { + "_default": "2024-11-27" + }, + "KAIAUSDT": { + "_default": "2024-12-04" + }, + "AEROUSDT": { + "_default": "2024-12-04" + }, + "ACXUSDT": { + "_default": "2024-12-06" + }, + "ORCAUSDT": { + "_default": "2024-12-06" + }, + "MOVEUSDT": { + "_default": "2024-12-09" + }, + "RAYSOLUSDT": { + "_default": "2024-12-10" + }, + "KOMAUSDT": { + "_default": "2024-12-10" + }, + "VIRTUALUSDT": { + "_default": "2024-12-10" + }, + "SPXUSDT": { + "_default": "2024-12-10" + }, + "MEUSDT": { + "_default": "2024-12-11" + }, + "AVAUSDT": { + "_default": "2024-12-13" + }, + "DEGOUSDT": { + "_default": "2024-12-13" + }, + "VELODROMEUSDT": { + "_default": "2024-12-14" + }, + "MOCAUSDT": { + "_default": "2024-12-16" + }, + "VANAUSDT": { + "_default": "2024-12-16" + }, + "PENGUUSDT": { + "_default": "2024-12-18" + }, + "LUMIAUSDT": { + "_default": "2024-12-18" + }, + "USUALUSDT": { + "_default": "2024-12-18" + }, + "AIXBTUSDT": { + "_default": "2024-12-21" + }, + "FARTCOINUSDT": { + "_default": "2024-12-21" + }, + "KMNOUSDT": { + "_default": "2024-12-21" + }, + "CGPTUSDT": { + "_default": "2024-12-21" + }, + "HIVEUSDT": { + "_default": "2024-12-23" + }, + "DEXEUSDT": { + "_default": "2024-12-24" + }, + "PHAUSDT": { + "_default": "2024-12-30" + }, + "DFUSDT": { + "_default": "2024-12-30" + }, + "GRIFFAINUSDT": { + "_default": "2025-01-02" + }, + "AI16ZUSDT": { + "_default": "2025-01-02" + }, + "ZEREBROUSDT": { + "_default": "2025-01-02" + }, + "BIOUSDT": { + "_default": "2025-01-03" + }, + "COOKIEUSDT": { + "_default": "2025-01-07" + }, + "ALCHUSDT": { + "_default": "2025-01-07" + }, + "SWARMSUSDT": { + "_default": "2025-01-07" + }, + "SONICUSDT": { + "_default": "2025-01-08" + }, + "DUSDT": { + "_default": "2025-01-09" + }, + "PROMUSDT": { + "_default": "2025-01-15" + }, + "SUSDT": { + "_default": "2025-01-16" + }, + "SOLVUSDT": { + "_default": "2025-01-17" + }, + "ARCUSDT": { + "_default": "2025-01-17" + }, + "AVAAIUSDT": { + "_default": "2025-01-17" + }, + "TRUMPUSDT": { + "_default": "2025-01-18" + }, + "MELANIAUSDT": { + "_default": "2025-01-20" + }, + "VTHOUSDT": { + "_default": "2025-01-22" + }, + "ANIMEUSDT": { + "_default": "2025-01-24" + }, + "VINEUSDT": { + "_default": "2025-01-24" + }, + "PIPPINUSDT": { + "_default": "2025-01-24" + }, + "VVVUSDT": { + "_default": "2025-01-29" + }, + "BERAUSDT": { + "_default": "2025-02-06" + }, + "TSTUSDT": { + "_default": "2025-02-09" + }, + "LAYERUSDT": { + "_default": "2025-02-11" + }, + "HEIUSDT": { + "_default": "2025-02-13" + }, + "B3USDT": { + "_default": "2025-02-13" + }, + "IPUSDT": { + "_default": "2025-02-14" + }, + "GPSUSDT": { + "_default": "2025-02-18" + }, + "SHELLUSDT": { + "_default": "2025-02-18" + }, + "KAITOUSDT": { + "_default": "2025-02-20" + }, + "KAITOUSDC": { + "_default": "2025-03-05" + }, + "IPUSDC": { + "_default": "2025-03-05" + }, + "TRUMPUSDC": { + "_default": "2025-03-06" + }, + "ADAUSDC": { + "_default": "2025-03-06" + }, + "REDUSDT": { + "_default": "2025-03-07" + }, + "PNUTUSDC": { + "_default": "2025-03-07" + }, + "HBARUSDC": { + "_default": "2025-03-07" + }, + "VICUSDT": { + "_default": "2025-03-13" + }, + "EPICUSDT": { + "_default": "2025-03-13" + }, + "BMTUSDT": { + "_default": "2025-03-17" + }, + "MUBARAKUSDT": { + "_default": "2025-03-17" + }, + "FORMUSDT": { + "_default": "2025-03-19" + }, + "BIDUSDT": { + "_default": "2025-03-20" + }, + "TUTUSDT": { + "_default": "2025-03-20" + }, + "BROCCOLI714USDT": { + "_default": "2025-03-21" + }, + "BROCCOLIF3BUSDT": { + "_default": "2025-03-21" + }, + "SIRENUSDT": { + "_default": "2025-03-22" + }, + "BANANAS31USDT": { + "_default": "2025-03-22" + }, + "BRUSDT": { + "_default": "2025-03-21" + }, + "PLUMEUSDT": { + "_default": "2025-03-21" + }, + "NILUSDT": { + "_default": "2025-03-24" + }, + "PARTIUSDT": { + "_default": "2025-03-25" + }, + "JELLYJELLYUSDT": { + "_default": "2025-03-27" + }, + "MAVIAUSDT": { + "_default": "2025-03-27" + }, + "PAXGUSDT": { + "_default": "2025-03-27" + }, + "WALUSDT": { + "_default": "2025-03-27" + }, + "FUNUSDT": { + "_default": "2025-03-31" + }, + "MLNUSDT": { + "_default": "2025-03-31" + }, + "GUNUSDT": { + "_default": "2025-03-31" + }, + "ATHUSDT": { + "_default": "2025-04-02" + }, + "BABYUSDT": { + "_default": "2025-04-05" + }, + "FORTHUSDT": { + "_default": "2025-04-08" + }, + "PROMPTUSDT": { + "_default": "2025-04-11" + }, + "XCNUSDT": { + "_default": "2025-04-11" + }, + "STOUSDT": { + "_default": "2025-04-12" + }, + "FHEUSDT": { + "_default": "2025-04-12" + }, + "KERNELUSDT": { + "_default": "2025-04-14" + }, + "WCTUSDT": { + "_default": "2025-04-15" + }, + "INITUSDT": { + "_default": "2025-04-16" + }, + "AERGOUSDT": { + "_default": "2025-04-16" + }, + "BANKUSDT": { + "_default": "2025-04-19" + }, + "EPTUSDT": { + "_default": "2025-04-21" + }, + "DEEPUSDT": { + "_default": "2025-04-22" + }, + "HYPERUSDT": { + "_default": "2025-04-22" + }, + "MEMEFIUSDT": { + "_default": "2025-04-25" + }, + "FISUSDT": { + "_default": "2025-04-25" + }, + "JSTUSDT": { + "_default": "2025-04-28" + }, + "SIGNUSDT": { + "_default": "2025-04-28" + }, + "PUNDIXUSDT": { + "_default": "2025-04-30" + }, + "CTKUSDT": { + "_default": "2025-04-30" + }, + "AIOTUSDT": { + "_default": "2025-04-30" + }, + "DOLOUSDT": { + "_default": "2025-05-01" + }, + "HAEDALUSDT": { + "_default": "2025-05-01" + }, + "SXTUSDT": { + "_default": "2025-05-02" + }, + "ASRUSDT": { + "_default": "2025-05-06" + }, + "ALPINEUSDT": { + "_default": "2025-05-06" + }, + "B2USDT": { + "_default": "2025-05-06" + }, + "MILKUSDT": { + "_default": "2025-05-06" + }, + "SYRUPUSDT": { + "_default": "2025-05-07" + }, + "OBOLUSDT": { + "_default": "2025-05-07" + }, + "DOODUSDT": { + "_default": "2025-05-09" + }, + "OGUSDT": { + "_default": "2025-05-12" + }, + "ZKJUSDT": { + "_default": "2025-05-13" 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"2025-06-11" + }, + "SQDUSDT": { + "_default": "2025-06-11" + }, + "PUMPBTCUSDT": { + "_default": "2025-06-13" + }, + "AAVEUSDC": { + "_default": "2025-06-16" + }, + "UNIUSDC": { + "_default": "2025-06-16" + }, + "SPKUSDT": { + "_default": "2025-06-17" + }, + "MYXUSDT": { + "_default": "2025-06-18" + }, + "FUSDT": { + "_default": "2025-06-18" + }, + "NEWTUSDT": { + "_default": "2025-06-19" + }, + "DMCUSDT": { + "_default": "2025-06-24" + }, + "HUSDT": { + "_default": "2025-06-25" + }, + "OLUSDT": { + "_default": "2025-06-25" + }, + "SAHARAUSDT": { + "_default": "2025-06-26" + }, + "ICNTUSDT": { + "_default": "2025-07-03" + }, + "BULLAUSDT": { + "_default": "2025-07-04" + }, + "IDOLUSDT": { + "_default": "2025-07-04" + }, + "MUSDT": { + "_default": "2025-07-07" + }, + "TANSSIUSDT": { + "_default": "2025-07-09" + }, + "PUMPUSDT": { + "_default": "2025-07-10" + }, + "CROSSUSDT": { + "_default": "2025-07-10" + }, + "AINUSDT": { + "_default": "2025-07-10" + }, + "CUSDT": { + "_default": 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"ACEUSDT": { + "_default": "2023-12-18" + }, + "MOVRUSDT": { + "_default": "2023-12-26" + }, + "NFPUSDT": { + "_default": "2023-12-27" + }, + "BTCUSDC": { + "_default": "2024-01-03" + }, + "ETHUSDC": { + "_default": "2024-01-03" + }, + "BNBUSDC": { + "_default": "2024-01-03" + }, + "SOLUSDC": { + "_default": "2024-01-03" + }, + "XRPUSDC": { + "_default": "2024-01-03" + }, + "AIUSDT": { + "_default": "2024-01-08" + }, + "XAIUSDT": { + "_default": "2024-01-09" + }, + "DOGEUSDC": { + "_default": "2024-01-18" + }, + "WIFUSDT": { + "_default": "2024-01-18" + }, + "MANTAUSDT": { + "_default": "2024-01-18" + }, + "ONDOUSDT": { + "_default": "2024-01-20" + }, + "LSKUSDT": { + "_default": "2024-01-25" + }, + "ALTUSDT": { + "_default": "2024-01-25" + }, + "JUPUSDT": { + "_default": "2024-02-01" + }, + "ZETAUSDT": { + "_default": "2024-02-02" + }, + "RONINUSDT": { + "_default": "2024-02-06" + }, + "DYMUSDT": { + "_default": "2024-02-07" + }, + "SUIUSDC": { + "_default": "2024-02-08" + }, + "OMUSDT": { + "_default": "2024-02-13" + }, + "LINKUSDC": { + "_default": "2024-02-16" + }, + "PIXELUSDT": { + "_default": "2024-02-19" + }, + "STRKUSDT": { + "_default": "2024-02-21" + }, + "ORDIUSDC": { + "_default": "2024-02-22" + }, + "GLMUSDT": { + "_default": "2024-02-22" + }, + "PORTALUSDT": { + "_default": "2024-02-29" + }, + "TONUSDT": { + "_default": "2024-03-01" + }, + "AXLUSDT": { + "_default": "2024-03-01" + }, + "MYROUSDT": { + "_default": "2024-03-05" + }, + "1000PEPEUSDC": { + "_default": "2024-03-07" + }, + "METISUSDT": { + "_default": "2024-03-12" + }, + "AEVOUSDT": { + "_default": "2024-03-13" + }, + "WLDUSDC": { + "_default": "2024-03-14" + }, + "VANRYUSDT": { + "_default": "2024-03-14" + }, + "BOMEUSDT": { + "_default": "2024-03-16" + }, + "ETHFIUSDT": { + "_default": "2024-03-18" + }, + "AVAXUSDC": { + "_default": "2024-03-20" + }, + "1000SHIBUSDC": { + "_default": "2024-03-28" + }, + "ENAUSDT": { + "_default": "2024-04-02" + }, + "WUSDT": { + "_default": "2024-04-03" + }, + "WIFUSDC": { + "_default": "2024-04-04" + }, + "BCHUSDC": { + "_default": "2024-04-04" + }, + "TNSRUSDT": { + "_default": "2024-04-09" + }, + "SAGAUSDT": { + "_default": "2024-04-09" + }, + "LTCUSDC": { + "_default": "2024-04-11" + }, + "NEARUSDC": { + "_default": "2024-04-11" + }, + "TAOUSDT": { + "_default": "2024-04-11" + }, + "OMNIUSDT": { + "_default": "2024-04-17" + }, + "ARBUSDC": { + "_default": "2024-04-18" + }, + "NEOUSDC": { + "_default": "2024-04-18" + }, + "FILUSDC": { + "_default": "2024-04-18" + }, + "TIAUSDC": { + "_default": "2024-04-25" + }, + "BOMEUSDC": { + "_default": "2024-04-25" + }, + "REZUSDT": { + "_default": "2024-04-30" + }, + "ENAUSDC": { + "_default": "2024-05-02" + }, + "ETHFIUSDC": { + "_default": "2024-05-02" + }, + "1000BONKUSDC": { + "_default": "2024-05-02" + }, + "BBUSDT": { + "_default": "2024-05-13" + }, + "NOTUSDT": { + "_default": "2024-05-16" + }, + "TURBOUSDT": { + "_default": "2024-05-30" + }, + "IOUSDT": { + "_default": "2024-06-11" + }, + "ZKUSDT": { + "_default": "2024-06-17" + }, + "MEWUSDT": { + "_default": "2024-06-17" + }, + "LISTAUSDT": { + "_default": "2024-06-20" + }, + "ZROUSDT": { + "_default": "2024-06-20" + }, + "CRVUSDC": { + "_default": "2024-07-04" + }, + "RENDERUSDT": { + "_default": "2024-07-26" + }, + "BANANAUSDT": { + "_default": "2024-08-15" + }, + "RAREUSDT": { + "_default": "2024-08-15" + }, + "GUSDT": { + "_default": "2024-08-15" + }, + "SYNUSDT": { + "_default": "2024-08-16" + }, + "SYSUSDT": { + "_default": "2024-08-19" + }, + "VOXELUSDT": { + "_default": "2024-08-20" + }, + "BRETTUSDT": { + "_default": "2024-08-20" + }, + "ALPACAUSDT": { + "_default": "2024-08-22" + }, + "POPCATUSDT": { + "_default": "2024-08-22" + }, + "SUNUSDT": { + "_default": "2024-08-22" + }, + "VIDTUSDT": { + "_default": "2024-08-23" + }, + "NULSUSDT": { + "_default": "2024-08-26" + }, + "DOGSUSDT": { + "_default": "2024-08-26" + }, + "MBOXUSDT": { + "_default": "2024-08-28" + }, + "CHESSUSDT": { + "_default": "2024-08-29" + }, + "FLUXUSDT": { + "_default": "2024-09-03" + }, + "BSWUSDT": { + "_default": "2024-09-05" + }, + "QUICKUSDT": { + "_default": "2024-09-06" + }, + "NEIROETHUSDT": { + "_default": "2024-09-06" + }, + "RPLUSDT": { + "_default": "2024-09-09" + }, + "POLUSDT": { + "_default": "2024-09-13" + }, + "UXLINKUSDT": { + "_default": "2024-09-15" + }, + "1MBABYDOGEUSDT": { + "_default": "2024-09-16" + }, + "NEIROUSDT": { + "_default": "2024-09-16" + }, + "KDAUSDT": { + "_default": "2024-09-18" + }, + "FIDAUSDT": { + "_default": "2024-09-19" + }, + "FIOUSDT": { + "_default": "2024-09-20" + }, + "CATIUSDT": { + "_default": "2024-09-20" + }, + "GHSTUSDT": { + "_default": "2024-09-23" + }, + "LOKAUSDT": { + "_default": "2024-09-24" + }, + "HMSTRUSDT": { + "_default": "2024-09-26" + }, + "REIUSDT": { + "_default": "2024-09-27" + }, + "COSUSDT": { + "_default": "2024-09-30" + }, + "EIGENUSDT": { + "_default": "2024-10-01" + }, + "DIAUSDT": { + "_default": "2024-10-02" + }, + "1000CATUSDT": { + "_default": "2024-10-21" + }, + "SCRUSDT": { + "_default": "2024-10-22" + }, + "GOATUSDT": { + "_default": "2024-10-24" + }, + "MOODENGUSDT": { + "_default": "2024-10-25" + }, + "SAFEUSDT": { + "_default": "2024-10-25" + }, + "SANTOSUSDT": { + "_default": "2024-10-28" + }, + "TROYUSDT": { + "_default": "2024-10-31" + }, + "PONKEUSDT": { + "_default": "2024-11-04" + }, + "COWUSDT": { + "_default": "2024-11-06" + }, + "CETUSUSDT": { + "_default": "2024-11-06" + }, + "1000000MOGUSDT": { + "_default": "2024-11-07" + }, + "GRASSUSDT": { + "_default": "2024-11-08" + }, + "DRIFTUSDT": { + "_default": "2024-11-09" + }, + "SWELLUSDT": { + "_default": "2024-11-09" + }, + "ACTUSDT": { + "_default": "2024-11-11" + }, + "PNUTUSDT": { + "_default": "2024-11-11" + }, + "HIPPOUSDT": { + "_default": "2024-11-13" + }, + "1000XUSDT": { + "_default": "2024-11-13" + }, + "DEGENUSDT": { + "_default": "2024-11-15" + }, + "BANUSDT": { + "_default": "2024-11-18" + }, + "AKTUSDT": { + "_default": "2024-11-18" + }, + "SLERFUSDT": { + "_default": "2024-11-21" + }, + "SCRTUSDT": { + "_default": "2024-11-21" + }, + "1000CHEEMSUSDT": { + "_default": "2024-11-25" + }, + "1000WHYUSDT": { + "_default": "2024-11-25" + }, + "THEUSDT": { + "_default": "2024-11-27" + }, + "MORPHOUSDT": { + "_default": "2024-11-27" + }, + "CHILLGUYUSDT": { + "_default": "2024-11-27" + }, + "KAIAUSDT": { + "_default": "2024-12-04" + }, + "AEROUSDT": { + "_default": "2024-12-04" + }, + "ACXUSDT": { + "_default": "2024-12-06" + }, + "ORCAUSDT": { + "_default": "2024-12-06" + }, + "MOVEUSDT": { + "_default": "2024-12-09" + }, + "RAYSOLUSDT": { + "_default": "2024-12-10" + }, + "KOMAUSDT": { + "_default": "2024-12-10" + }, + "VIRTUALUSDT": { + "_default": "2024-12-10" + }, + "SPXUSDT": { + "_default": "2024-12-10" + }, + "MEUSDT": { + "_default": "2024-12-11" + }, + "AVAUSDT": { + "_default": "2024-12-13" + }, + "DEGOUSDT": { + "_default": "2024-12-13" + }, + "VELODROMEUSDT": { + "_default": "2024-12-14" + }, + "MOCAUSDT": { + "_default": "2024-12-16" + }, + "VANAUSDT": { + "_default": "2024-12-16" + }, + "PENGUUSDT": { + "_default": "2024-12-18" + }, + "LUMIAUSDT": { + "_default": "2024-12-18" + }, + "USUALUSDT": { + "_default": "2024-12-18" + }, + "AIXBTUSDT": { + "_default": "2024-12-21" + }, + "FARTCOINUSDT": { + "_default": "2024-12-21" + }, + "KMNOUSDT": { + "_default": "2024-12-21" + }, + "CGPTUSDT": { + "_default": "2024-12-21" + }, + "HIVEUSDT": { + "_default": "2024-12-23" + }, + "DEXEUSDT": { + "_default": "2024-12-24" + }, + "PHAUSDT": { + "_default": "2024-12-30" + }, + "DFUSDT": { + "_default": "2024-12-30" + }, + "GRIFFAINUSDT": { + "_default": "2025-01-02" + }, + "AI16ZUSDT": { + "_default": "2025-01-02" + }, + "ZEREBROUSDT": { + "_default": "2025-01-02" + }, + "BIOUSDT": { + "_default": "2025-01-03" + }, + "COOKIEUSDT": { + "_default": "2025-01-07" + }, + "ALCHUSDT": { + "_default": "2025-01-07" + }, + "SWARMSUSDT": { + "_default": "2025-01-07" + }, + "SONICUSDT": { + "_default": "2025-01-08" + }, + "DUSDT": { + "_default": "2025-01-09" + }, + "PROMUSDT": { + "_default": "2025-01-15" + }, + "SUSDT": { + "_default": "2025-01-16" + }, + "SOLVUSDT": { + "_default": "2025-01-17" + }, + "ARCUSDT": { + "_default": "2025-01-17" + }, + "AVAAIUSDT": { + "_default": "2025-01-17" + }, + "TRUMPUSDT": { + "_default": "2025-01-18" + }, + "MELANIAUSDT": { + "_default": "2025-01-20" + }, + "VTHOUSDT": { + "_default": "2025-01-22" + }, + "ANIMEUSDT": { + "_default": "2025-01-24" + }, + "VINEUSDT": { + "_default": "2025-01-24" + }, + "PIPPINUSDT": { + "_default": "2025-01-24" + }, + "VVVUSDT": { + "_default": "2025-01-29" + }, + "BERAUSDT": { + "_default": "2025-02-06" + }, + "TSTUSDT": { + "_default": "2025-02-09" + }, + "LAYERUSDT": { + "_default": "2025-02-11" + }, + "HEIUSDT": { + "_default": "2025-02-13" + }, + "B3USDT": { + "_default": "2025-02-13" + }, + "IPUSDT": { + "_default": "2025-02-14" + }, + "GPSUSDT": { + "_default": "2025-02-18" + }, 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"_default": "2025-03-21" + }, + "PLUMEUSDT": { + "_default": "2025-03-21" + }, + "NILUSDT": { + "_default": "2025-03-24" + }, + "PARTIUSDT": { + "_default": "2025-03-25" + }, + "JELLYJELLYUSDT": { + "_default": "2025-03-27" + }, + "MAVIAUSDT": { + "_default": "2025-03-27" + }, + "PAXGUSDT": { + "_default": "2025-03-27" + }, + "WALUSDT": { + "_default": "2025-03-27" + }, + "FUNUSDT": { + "_default": "2025-03-31" + }, + "MLNUSDT": { + "_default": "2025-03-31" + }, + "GUNUSDT": { + "_default": "2025-03-31" + }, + "ATHUSDT": { + "_default": "2025-04-02" + }, + "BABYUSDT": { + "_default": "2025-04-05" + }, + "FORTHUSDT": { + "_default": "2025-04-08" + }, + "PROMPTUSDT": { + "_default": "2025-04-11" + }, + "XCNUSDT": { + "_default": "2025-04-11" + }, + "STOUSDT": { + "_default": "2025-04-12" + }, + "FHEUSDT": { + "_default": "2025-04-12" + }, + "KERNELUSDT": { + "_default": "2025-04-14" + }, + "WCTUSDT": { + "_default": "2025-04-15" + }, + "INITUSDT": { + "_default": "2025-04-16" + }, + "AERGOUSDT": { + "_default": "2025-04-16" + }, + "BANKUSDT": { + "_default": "2025-04-19" + }, + "EPTUSDT": { + "_default": "2025-04-21" + }, + "DEEPUSDT": { + "_default": "2025-04-22" + }, + "HYPERUSDT": { + "_default": "2025-04-22" + }, + "MEMEFIUSDT": { + "_default": "2025-04-25" + }, + "FISUSDT": { + "_default": "2025-04-25" + }, + "JSTUSDT": { + "_default": "2025-04-28" + }, + "SIGNUSDT": { + "_default": "2025-04-28" + }, + "PUNDIXUSDT": { + "_default": "2025-04-30" + }, + "CTKUSDT": { + "_default": "2025-04-30" + }, + "AIOTUSDT": { + "_default": "2025-04-30" + }, + "DOLOUSDT": { + "_default": "2025-05-01" + }, + "HAEDALUSDT": { + "_default": "2025-05-01" + }, + "SXTUSDT": { + "_default": "2025-05-02" + }, + "ASRUSDT": { + "_default": "2025-05-06" + }, + "ALPINEUSDT": { + "_default": "2025-05-06" + }, + "B2USDT": { + "_default": "2025-05-06" + }, + "MILKUSDT": { + "_default": "2025-05-06" + }, + "SYRUPUSDT": { + "_default": "2025-05-07" + }, + "OBOLUSDT": { + "_default": 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"_default": "2023-08-05" + }, + "DODOXUSDT": { + "_default": "2023-08-08" + }, + "BNTUSDT": { + "_default": "2023-08-10" + }, + "OXTUSDT": { + "_default": "2023-08-11" + }, + "SEIUSDT": { + "_default": "2023-08-17" + }, + "CYBERUSDT": { + "_default": "2023-08-21" + }, + "HIFIUSDT": { + "_default": "2023-09-16" + }, + "ARKUSDT": { + "_default": "2023-09-19" + }, + "GLMRUSDT": { + "_default": "2023-09-26" + }, + "BICOUSDT": { + "_default": "2023-09-28" + }, + "STRAXUSDT": { + "_default": "2023-10-11" + }, + "LOOMUSDT": { + "_default": "2023-10-11" + }, + "BIGTIMEUSDT": { + "_default": "2023-10-12" + }, + "BONDUSDT": { + "_default": "2023-10-15" + }, + "ORBSUSDT": { + "_default": "2023-10-17" + }, + "STPTUSDT": { + "_default": "2023-10-18" + }, + "WAXPUSDT": { + "_default": "2023-10-18" + }, + "BSVUSDT": { + "_default": "2023-10-20" + }, + "RIFUSDT": { + "_default": "2023-10-21" + }, + "POLYXUSDT": { + "_default": "2023-10-25" + }, + "GASUSDT": { + "_default": "2023-10-25" + }, + "POWRUSDT": { + "_default": "2023-10-27" + }, + "TIAUSDT": { + "_default": "2023-11-01" + }, + "SNTUSDT": { + "_default": "2023-11-02" + }, + "CAKEUSDT": { + "_default": "2023-11-02" + }, + "MEMEUSDT": { + "_default": "2023-11-03" + }, + "TWTUSDT": { + "_default": "2023-11-03" + }, + "TOKENUSDT": { + "_default": "2023-11-03" + }, + "ORDIUSDT": { + "_default": "2023-11-07" + }, + "STEEMUSDT": { + "_default": "2023-11-08" + }, + "BADGERUSDT": { + "_default": "2023-11-09" + }, + "ILVUSDT": { + "_default": "2023-11-11" + }, + "NTRNUSDT": { + "_default": "2023-11-14" + }, + "KASUSDT": { + "_default": "2023-11-17" + }, + "BEAMXUSDT": { + "_default": "2023-11-17" + }, + "1000BONKUSDT": { + "_default": "2023-11-22" + }, + "PYTHUSDT": { + "_default": "2023-11-22" + }, + "SUPERUSDT": { + "_default": "2023-11-26" + }, + "USTCUSDT": { + "_default": "2023-11-27" + }, + "ONGUSDT": { + "_default": "2023-11-27" + }, + "ETHWUSDT": { + "_default": "2023-11-28" + }, + "JTOUSDT": { + "_default": "2023-12-08" + }, + "1000SATSUSDT": { + "_default": "2023-12-12" + }, + "AUCTIONUSDT": { + "_default": "2023-12-15" + }, + "1000RATSUSDT": { + "_default": "2023-12-15" + }, + "ACEUSDT": { + "_default": "2023-12-18" + }, + "MOVRUSDT": { + "_default": "2023-12-26" + }, + "NFPUSDT": { + "_default": "2023-12-27" + }, + "BTCUSDC": { + "_default": "2024-01-03" + }, + "ETHUSDC": { + "_default": "2024-01-03" + }, + "BNBUSDC": { + "_default": "2024-01-03" + }, + "SOLUSDC": { + "_default": "2024-01-03" + }, + "XRPUSDC": { + "_default": "2024-01-03" + }, + "AIUSDT": { + "_default": "2024-01-08" + }, + "XAIUSDT": { + "_default": "2024-01-09" + }, + "DOGEUSDC": { + "_default": "2024-01-18" + }, + "WIFUSDT": { + "_default": "2024-01-18" + }, + "MANTAUSDT": { + "_default": "2024-01-18" + }, + "ONDOUSDT": { + "_default": "2024-01-20" + }, + "LSKUSDT": { + "_default": "2024-01-25" + }, + "ALTUSDT": { + "_default": "2024-01-25" + }, + "JUPUSDT": { + "_default": "2024-02-01" + }, + "ZETAUSDT": { + "_default": "2024-02-02" + }, + "RONINUSDT": { + "_default": "2024-02-06" + }, + "DYMUSDT": { + "_default": "2024-02-07" + }, + "SUIUSDC": { + "_default": "2024-02-08" + }, + "OMUSDT": { + "_default": "2024-02-13" + }, + "LINKUSDC": { + "_default": "2024-02-16" + }, + "PIXELUSDT": { + "_default": "2024-02-19" + }, + "STRKUSDT": { + "_default": "2024-02-21" + }, + "ORDIUSDC": { + "_default": "2024-02-22" + }, + "GLMUSDT": { + "_default": "2024-02-22" + }, + "PORTALUSDT": { + "_default": "2024-02-29" + }, + "TONUSDT": { + "_default": "2024-03-01" + }, + "AXLUSDT": { + "_default": "2024-03-01" + }, + "MYROUSDT": { + "_default": "2024-03-05" + }, + "1000PEPEUSDC": { + "_default": "2024-03-07" + }, + "METISUSDT": { + "_default": "2024-03-12" + }, + "AEVOUSDT": { + "_default": "2024-03-13" + }, + "WLDUSDC": { + "_default": "2024-03-14" + }, + "VANRYUSDT": { + "_default": "2024-03-14" + }, + "BOMEUSDT": { + "_default": "2024-03-16" + }, + "ETHFIUSDT": { + "_default": "2024-03-18" + }, + "AVAXUSDC": { + "_default": "2024-03-20" + }, + "1000SHIBUSDC": { + "_default": "2024-03-28" + }, + "ENAUSDT": { + "_default": "2024-04-02" + }, + "WUSDT": { + "_default": "2024-04-03" + }, + "WIFUSDC": { + "_default": "2024-04-04" + }, + "BCHUSDC": { + "_default": "2024-04-04" + }, + "TNSRUSDT": { + "_default": "2024-04-09" + }, + "SAGAUSDT": { + "_default": "2024-04-09" + }, + "LTCUSDC": { + "_default": "2024-04-11" + }, + "NEARUSDC": { + "_default": "2024-04-11" + }, + "TAOUSDT": { + "_default": "2024-04-11" + }, + "OMNIUSDT": { + "_default": "2024-04-17" + }, + "ARBUSDC": { + "_default": "2024-04-18" + }, + "NEOUSDC": { + "_default": "2024-04-18" + }, + "FILUSDC": { + "_default": "2024-04-18" + }, + "TIAUSDC": { + "_default": "2024-04-25" + }, + "BOMEUSDC": { + "_default": "2024-04-25" + }, + "REZUSDT": { + "_default": "2024-04-30" + }, + "ENAUSDC": { + "_default": "2024-05-02" + }, + "ETHFIUSDC": { + "_default": "2024-05-02" + }, + "1000BONKUSDC": { + "_default": "2024-05-02" + }, 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}, + "NULSUSDT": { + "_default": "2024-08-26" + }, + "DOGSUSDT": { + "_default": "2024-08-26" + }, + "MBOXUSDT": { + "_default": "2024-08-28" + }, + "CHESSUSDT": { + "_default": "2024-08-29" + }, + "FLUXUSDT": { + "_default": "2024-09-03" + }, + "BSWUSDT": { + "_default": "2024-09-05" + }, + "QUICKUSDT": { + "_default": "2024-09-06" + }, + "NEIROETHUSDT": { + "_default": "2024-09-06" + }, + "RPLUSDT": { + "_default": "2024-09-09" + }, + "POLUSDT": { + "_default": "2024-09-13" + }, + "UXLINKUSDT": { + "_default": "2024-09-15" + }, + "1MBABYDOGEUSDT": { + "_default": "2024-09-16" + }, + "NEIROUSDT": { + "_default": "2024-09-16" + }, + "KDAUSDT": { + "_default": "2024-09-18" + }, + "FIDAUSDT": { + "_default": "2024-09-19" + }, + "FIOUSDT": { + "_default": "2024-09-20" + }, + "CATIUSDT": { + "_default": "2024-09-20" + }, + "GHSTUSDT": { + "_default": "2024-09-23" + }, + "LOKAUSDT": { + "_default": "2024-09-24" + }, + "HMSTRUSDT": { + "_default": "2024-09-26" + }, + "REIUSDT": { + "_default": "2024-09-27" + }, + "COSUSDT": { + "_default": "2024-09-30" + }, + "EIGENUSDT": { + "_default": "2024-10-01" + }, + "DIAUSDT": { + "_default": "2024-10-02" + }, + "1000CATUSDT": { + "_default": "2024-10-21" + }, + "SCRUSDT": { + "_default": "2024-10-22" + }, + "GOATUSDT": { + "_default": "2024-10-24" + }, + "MOODENGUSDT": { + "_default": "2024-10-25" + }, + "SAFEUSDT": { + "_default": "2024-10-25" + }, + "SANTOSUSDT": { + "_default": "2024-10-28" + }, + "TROYUSDT": { + "_default": "2024-10-31" + }, + "PONKEUSDT": { + "_default": "2024-11-04" + }, + "COWUSDT": { + "_default": "2024-11-06" + }, + "CETUSUSDT": { + "_default": "2024-11-06" + }, + "1000000MOGUSDT": { + "_default": "2024-11-07" + }, + "GRASSUSDT": { + "_default": "2024-11-08" + }, + "DRIFTUSDT": { + "_default": "2024-11-09" + }, + "SWELLUSDT": { + "_default": "2024-11-09" + }, + "ACTUSDT": { + "_default": "2024-11-11" + }, + "PNUTUSDT": { + "_default": "2024-11-11" + }, + "HIPPOUSDT": { + "_default": "2024-11-13" 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"_default": "2024-12-11" + }, + "AVAUSDT": { + "_default": "2024-12-13" + }, + "DEGOUSDT": { + "_default": "2024-12-13" + }, + "VELODROMEUSDT": { + "_default": "2024-12-14" + }, + "MOCAUSDT": { + "_default": "2024-12-16" + }, + "VANAUSDT": { + "_default": "2024-12-16" + }, + "PENGUUSDT": { + "_default": "2024-12-18" + }, + "LUMIAUSDT": { + "_default": "2024-12-18" + }, + "USUALUSDT": { + "_default": "2024-12-18" + }, + "AIXBTUSDT": { + "_default": "2024-12-21" + }, + "FARTCOINUSDT": { + "_default": "2024-12-21" + }, + "KMNOUSDT": { + "_default": "2024-12-21" + }, + "CGPTUSDT": { + "_default": "2024-12-21" + }, + "HIVEUSDT": { + "_default": "2024-12-23" + }, + "DEXEUSDT": { + "_default": "2024-12-24" + }, + "PHAUSDT": { + "_default": "2024-12-30" + }, + "DFUSDT": { + "_default": "2024-12-30" + }, + "GRIFFAINUSDT": { + "_default": "2025-01-02" + }, + "AI16ZUSDT": { + "_default": "2025-01-02" + }, + "ZEREBROUSDT": { + "_default": "2025-01-02" + }, + "BIOUSDT": { + "_default": "2025-01-03" 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"2025-02-13" + }, + "B3USDT": { + "_default": "2025-02-13" + }, + "IPUSDT": { + "_default": "2025-02-14" + }, + "GPSUSDT": { + "_default": "2025-02-18" + }, + "SHELLUSDT": { + "_default": "2025-02-18" + }, + "KAITOUSDT": { + "_default": "2025-02-20" + }, + "KAITOUSDC": { + "_default": "2025-03-05" + }, + "IPUSDC": { + "_default": "2025-03-05" + }, + "TRUMPUSDC": { + "_default": "2025-03-06" + }, + "ADAUSDC": { + "_default": "2025-03-06" + }, + "REDUSDT": { + "_default": "2025-03-07" + }, + "PNUTUSDC": { + "_default": "2025-03-07" + }, + "HBARUSDC": { + "_default": "2025-03-07" + }, + "VICUSDT": { + "_default": "2025-03-13" + }, + "EPICUSDT": { + "_default": "2025-03-13" + }, + "BMTUSDT": { + "_default": "2025-03-17" + }, + "MUBARAKUSDT": { + "_default": "2025-03-17" + }, + "FORMUSDT": { + "_default": "2025-03-19" + }, + "BIDUSDT": { + "_default": "2025-03-20" + }, + "TUTUSDT": { + "_default": "2025-03-20" + }, + "BROCCOLI714USDT": { + "_default": "2025-03-21" + }, + "BROCCOLIF3BUSDT": { + "_default": "2025-03-21" + }, + "SIRENUSDT": { + "_default": "2025-03-22" + }, + "BANANAS31USDT": { + "_default": "2025-03-22" + }, + "BRUSDT": { + "_default": "2025-03-21" + }, + "PLUMEUSDT": { + "_default": "2025-03-21" + }, + "NILUSDT": { + "_default": "2025-03-24" + }, + "PARTIUSDT": { + "_default": "2025-03-25" + }, + "JELLYJELLYUSDT": { + "_default": "2025-03-27" + }, + "MAVIAUSDT": { + "_default": "2025-03-27" + }, + "PAXGUSDT": { + "_default": "2025-03-27" + }, + "WALUSDT": { + "_default": "2025-03-27" + }, + "FUNUSDT": { + "_default": "2025-03-31" + }, + "MLNUSDT": { + "_default": "2025-03-31" + }, + "GUNUSDT": { + "_default": "2025-03-31" + }, + "ATHUSDT": { + "_default": "2025-04-02" + }, + "BABYUSDT": { + "_default": "2025-04-05" + }, + "FORTHUSDT": { + "_default": "2025-04-08" + }, + "PROMPTUSDT": { + "_default": "2025-04-11" + }, + "XCNUSDT": { + "_default": "2025-04-11" + }, + "STOUSDT": { + "_default": "2025-04-12" + }, + "FHEUSDT": { + "_default": "2025-04-12" + }, 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"HIGHUSDT": { + "_default": "2023-02-03" + }, + "MINAUSDT": { + "_default": "2023-02-03" + }, + "ASTRUSDT": { + "_default": "2023-02-13" + }, + "AGIXUSDT": { + "_default": "2023-02-15" + }, + "PHBUSDT": { + "_default": "2023-02-15" + }, + "GMXUSDT": { + "_default": "2023-02-16" + }, + "CFXUSDT": { + "_default": "2023-02-19" + }, + "STXUSDT": { + "_default": "2023-02-20" + }, + "BNXUSDT": { + "_default": "2023-02-22" + }, + "ACHUSDT": { + "_default": "2023-02-21" + }, + "SSVUSDT": { + "_default": "2023-02-23" + }, + "CKBUSDT": { + "_default": "2023-02-27" + }, + "PERPUSDT": { + "_default": "2023-03-05" + }, + "TRUUSDT": { + "_default": "2023-03-06" + }, + "LQTYUSDT": { + "_default": "2023-03-08" + }, + "USDCUSDT": { + "_default": "2023-03-12" + }, + "IDUSDT": { + "_default": "2023-03-23" + }, + "ARBUSDT": { + "_default": "2023-03-23" + }, + "JOEUSDT": { + "_default": "2023-03-28" + }, + "TLMUSDT": { + "_default": "2023-03-29" + }, + "AMBUSDT": { + "_default": "2023-03-29" + }, + "LEVERUSDT": { + "_default": "2023-03-29" + }, + "RDNTUSDT": { + "_default": "2023-04-04" + }, + "HFTUSDT": { + "_default": "2023-04-05" + }, + "XVSUSDT": { + "_default": "2023-04-12" + }, + "ETHBTC": { + "_default": "2023-05-25" + }, + "BLURUSDT": { + "_default": "2023-04-27" + }, + "EDUUSDT": { + "_default": "2023-04-28" + }, + "IDEXUSDT": { + "_default": "2023-05-02" + }, + "SUIUSDT": { + "_default": "2023-05-03" + }, + "1000PEPEUSDT": { + "_default": "2023-05-05" + }, + "1000FLOKIUSDT": { + "_default": "2023-05-06" + }, + "UMAUSDT": { + "_default": "2023-05-09" + }, + "RADUSDT": { + "_default": "2023-05-09" + }, + "KEYUSDT": { + "_default": "2023-05-23" + }, + "COMBOUSDT": { + "_default": "2023-06-02" + }, + "NMRUSDT": { + "_default": "2023-06-22" + }, + "MAVUSDT": { + "_default": "2023-06-29" + }, + "MDTUSDT": { + "_default": "2023-06-30" + }, + "XVGUSDT": { + "_default": "2023-07-05" + }, + "WLDUSDT": { + "_default": "2023-07-24" + }, + "PENDLEUSDT": { + "_default": "2023-07-28" 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"2023-10-21" + }, + "POLYXUSDT": { + "_default": "2023-10-25" + }, + "GASUSDT": { + "_default": "2023-10-25" + }, + "POWRUSDT": { + "_default": "2023-10-27" + }, + "TIAUSDT": { + "_default": "2023-11-01" + }, + "SNTUSDT": { + "_default": "2023-11-02" + }, + "CAKEUSDT": { + "_default": "2023-11-02" + }, + "MEMEUSDT": { + "_default": "2023-11-03" + }, + "TWTUSDT": { + "_default": "2023-11-03" + }, + "TOKENUSDT": { + "_default": "2023-11-03" + }, + "ORDIUSDT": { + "_default": "2023-11-07" + }, + "STEEMUSDT": { + "_default": "2023-11-08" + }, + "BADGERUSDT": { + "_default": "2023-11-09" + }, + "ILVUSDT": { + "_default": "2023-11-11" + }, + "NTRNUSDT": { + "_default": "2023-11-14" + }, + "KASUSDT": { + "_default": "2023-11-17" + }, + "BEAMXUSDT": { + "_default": "2023-11-17" + }, + "1000BONKUSDT": { + "_default": "2023-11-22" + }, + "PYTHUSDT": { + "_default": "2023-11-22" + }, + "SUPERUSDT": { + "_default": "2023-11-26" + }, + "USTCUSDT": { + "_default": "2023-11-27" + }, + "ONGUSDT": { + "_default": "2023-11-27" + }, + "ETHWUSDT": { + "_default": "2023-11-28" + }, + "JTOUSDT": { + "_default": "2023-12-08" + }, + "1000SATSUSDT": { + "_default": "2023-12-12" + }, + "AUCTIONUSDT": { + "_default": "2023-12-15" + }, + "1000RATSUSDT": { + "_default": "2023-12-15" + }, + "ACEUSDT": { + "_default": "2023-12-18" + }, + "MOVRUSDT": { + "_default": "2023-12-26" + }, + "NFPUSDT": { + "_default": "2023-12-27" + }, + "BTCUSDC": { + "_default": "2024-01-03" + }, + "ETHUSDC": { + "_default": "2024-01-03" + }, + "BNBUSDC": { + "_default": "2024-01-03" + }, + "SOLUSDC": { + "_default": "2024-01-03" + }, + "XRPUSDC": { + "_default": "2024-01-03" + }, + "AIUSDT": { + "_default": "2024-01-08" + }, + "XAIUSDT": { + "_default": "2024-01-09" + }, + "DOGEUSDC": { + "_default": "2024-01-18" + }, + "WIFUSDT": { + "_default": "2024-01-18" + }, + "MANTAUSDT": { + "_default": "2024-01-18" + }, + "ONDOUSDT": { + "_default": "2024-01-20" + }, + "LSKUSDT": { + "_default": "2024-01-25" + }, + "ALTUSDT": { + "_default": "2024-01-25" + }, + "JUPUSDT": { + "_default": "2024-02-01" + }, + "ZETAUSDT": { + "_default": "2024-02-02" + }, + "RONINUSDT": { + "_default": "2024-02-06" + }, + "DYMUSDT": { + "_default": "2024-02-07" + }, + "SUIUSDC": { + "_default": "2024-02-08" + }, + "OMUSDT": { + "_default": "2024-02-13" + }, + "LINKUSDC": { + "_default": "2024-02-16" + }, + "PIXELUSDT": { + "_default": "2024-02-19" + }, + "STRKUSDT": { + "_default": "2024-02-21" + }, + "ORDIUSDC": { + "_default": "2024-02-22" + }, + "GLMUSDT": { + "_default": "2024-02-22" + }, + "PORTALUSDT": { + "_default": "2024-02-29" + }, + "TONUSDT": { + "_default": "2024-03-01" + }, + "AXLUSDT": { + "_default": "2024-03-01" + }, + "MYROUSDT": { + "_default": "2024-03-05" + }, + "1000PEPEUSDC": { + "_default": "2024-03-07" + }, + "METISUSDT": { + "_default": "2024-03-12" + }, + "AEVOUSDT": { + "_default": "2024-03-13" + }, + "WLDUSDC": { + "_default": "2024-03-14" + }, + "VANRYUSDT": { + "_default": "2024-03-14" 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}, + "ETHFIUSDC": { + "_default": "2024-05-02" + }, + "1000BONKUSDC": { + "_default": "2024-05-02" + }, + "BBUSDT": { + "_default": "2024-05-13" + }, + "NOTUSDT": { + "_default": "2024-05-16" + }, + "TURBOUSDT": { + "_default": "2024-05-30" + }, + "IOUSDT": { + "_default": "2024-06-11" + }, + "ZKUSDT": { + "_default": "2024-06-17" + }, + "MEWUSDT": { + "_default": "2024-06-17" + }, + "LISTAUSDT": { + "_default": "2024-06-20" + }, + "ZROUSDT": { + "_default": "2024-06-20" + }, + "CRVUSDC": { + "_default": "2024-07-04" + }, + "RENDERUSDT": { + "_default": "2024-07-26" + }, + "BANANAUSDT": { + "_default": "2024-08-15" + }, + "RAREUSDT": { + "_default": "2024-08-15" + }, + "GUSDT": { + "_default": "2024-08-15" + }, + "SYNUSDT": { + "_default": "2024-08-16" + }, + "SYSUSDT": { + "_default": "2024-08-19" + }, + "VOXELUSDT": { + "_default": "2024-08-20" + }, + "BRETTUSDT": { + "_default": "2024-08-20" + }, + "ALPACAUSDT": { + "_default": "2024-08-22" + }, + "POPCATUSDT": { + "_default": "2024-08-22" + }, + "SUNUSDT": { + "_default": "2024-08-22" + }, + "VIDTUSDT": { + "_default": "2024-08-23" + }, + "NULSUSDT": { + "_default": "2024-08-26" + }, + "DOGSUSDT": { + "_default": "2024-08-26" + }, + "MBOXUSDT": { + "_default": "2024-08-28" + }, + "CHESSUSDT": { + "_default": "2024-08-29" + }, + "FLUXUSDT": { + "_default": "2024-09-03" + }, + "BSWUSDT": { + "_default": "2024-09-05" + }, + "QUICKUSDT": { + "_default": "2024-09-06" + }, + "NEIROETHUSDT": { + "_default": "2024-09-06" + }, + "RPLUSDT": { + "_default": "2024-09-09" + }, + "POLUSDT": { + "_default": "2024-09-13" + }, + "UXLINKUSDT": { + "_default": "2024-09-15" + }, + "1MBABYDOGEUSDT": { + "_default": "2024-09-16" + }, + "NEIROUSDT": { + "_default": "2024-09-16" + }, + "KDAUSDT": { + "_default": "2024-09-18" + }, + "FIDAUSDT": { + "_default": "2024-09-19" + }, + "FIOUSDT": { + "_default": "2024-09-20" + }, + "CATIUSDT": { + "_default": "2024-09-20" + }, + "GHSTUSDT": { + "_default": "2024-09-23" + }, + "LOKAUSDT": { + "_default": "2024-09-24" + }, + "HMSTRUSDT": { + "_default": "2024-09-26" + }, + "REIUSDT": { + "_default": "2024-09-27" + }, + "COSUSDT": { + "_default": "2024-09-30" + }, + "EIGENUSDT": { + "_default": "2024-10-01" + }, + "DIAUSDT": { + "_default": "2024-10-02" + }, + "1000CATUSDT": { + "_default": "2024-10-21" + }, + "SCRUSDT": { + "_default": "2024-10-22" + }, + "GOATUSDT": { + "_default": "2024-10-24" + }, + "MOODENGUSDT": { + "_default": "2024-10-25" + }, + "SAFEUSDT": { + "_default": "2024-10-25" + }, + "SANTOSUSDT": { + "_default": "2024-10-28" + }, + "TROYUSDT": { + "_default": "2024-10-31" + }, + "PONKEUSDT": { + "_default": "2024-11-04" + }, + "COWUSDT": { + "_default": "2024-11-06" + }, + "CETUSUSDT": { + "_default": "2024-11-06" + }, + "1000000MOGUSDT": { + "_default": "2024-11-07" + }, + "GRASSUSDT": { + "_default": "2024-11-08" + }, + "DRIFTUSDT": { + "_default": "2024-11-09" + }, + "SWELLUSDT": { + "_default": "2024-11-09" + }, + "ACTUSDT": { + "_default": 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"VIRTUALUSDT": { + "_default": "2024-12-10" + }, + "SPXUSDT": { + "_default": "2024-12-10" + }, + "MEUSDT": { + "_default": "2024-12-11" + }, + "AVAUSDT": { + "_default": "2024-12-13" + }, + "DEGOUSDT": { + "_default": "2024-12-13" + }, + "VELODROMEUSDT": { + "_default": "2024-12-14" + }, + "MOCAUSDT": { + "_default": "2024-12-16" + }, + "VANAUSDT": { + "_default": "2024-12-16" + }, + "PENGUUSDT": { + "_default": "2024-12-18" + }, + "LUMIAUSDT": { + "_default": "2024-12-18" + }, + "USUALUSDT": { + "_default": "2024-12-18" + }, + "AIXBTUSDT": { + "_default": "2024-12-21" + }, + "FARTCOINUSDT": { + "_default": "2024-12-21" + }, + "KMNOUSDT": { + "_default": "2024-12-21" + }, + "CGPTUSDT": { + "_default": "2024-12-21" + }, + "HIVEUSDT": { + "_default": "2024-12-23" + }, + "DEXEUSDT": { + "_default": "2024-12-24" + }, + "PHAUSDT": { + "_default": "2024-12-30" + }, + "DFUSDT": { + "_default": "2024-12-30" + }, + "GRIFFAINUSDT": { + "_default": "2025-01-02" + }, + "AI16ZUSDT": { + "_default": "2025-01-02" + }, + "ZEREBROUSDT": { + "_default": "2025-01-02" + }, + "BIOUSDT": { + "_default": "2025-01-03" + }, + "COOKIEUSDT": { + "_default": "2025-01-07" + }, + "ALCHUSDT": { + "_default": "2025-01-07" + }, + "SWARMSUSDT": { + "_default": "2025-01-07" + }, + "SONICUSDT": { + "_default": "2025-01-08" + }, + "DUSDT": { + "_default": "2025-01-09" + }, + "PROMUSDT": { + "_default": "2025-01-15" + }, + "SUSDT": { + "_default": "2025-01-16" + }, + "SOLVUSDT": { + "_default": "2025-01-17" + }, + "ARCUSDT": { + "_default": "2025-01-17" + }, + "AVAAIUSDT": { + "_default": "2025-01-17" + }, + "TRUMPUSDT": { + "_default": "2025-01-18" + }, + "MELANIAUSDT": { + "_default": "2025-01-20" + }, + "VTHOUSDT": { + "_default": "2025-01-22" + }, + "ANIMEUSDT": { + "_default": "2025-01-24" + }, + "VINEUSDT": { + "_default": "2025-01-24" + }, + "PIPPINUSDT": { + "_default": "2025-01-24" + }, + "VVVUSDT": { + "_default": "2025-01-29" + }, + "BERAUSDT": { + "_default": "2025-02-06" + }, + 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"2024-09-13" + }, + "UXLINKUSDT": { + "_default": "2024-09-15" + }, + "1MBABYDOGEUSDT": { + "_default": "2024-09-16" + }, + "NEIROUSDT": { + "_default": "2024-09-16" + }, + "KDAUSDT": { + "_default": "2024-09-18" + }, + "FIDAUSDT": { + "_default": "2024-09-19" + }, + "FIOUSDT": { + "_default": "2024-09-20" + }, + "CATIUSDT": { + "_default": "2024-09-20" + }, + "GHSTUSDT": { + "_default": "2024-09-23" + }, + "LOKAUSDT": { + "_default": "2024-09-24" + }, + "HMSTRUSDT": { + "_default": "2024-09-26" + }, + "REIUSDT": { + "_default": "2024-09-27" + }, + "COSUSDT": { + "_default": "2024-09-30" + }, + "EIGENUSDT": { + "_default": "2024-10-01" + }, + "DIAUSDT": { + "_default": "2024-10-02" + }, + "1000CATUSDT": { + "_default": "2024-10-21" + }, + "SCRUSDT": { + "_default": "2024-10-22" + }, + "GOATUSDT": { + "_default": "2024-10-24" + }, + "MOODENGUSDT": { + "_default": "2024-10-25" + }, + "SAFEUSDT": { + "_default": "2024-10-25" + }, + "SANTOSUSDT": { + "_default": "2024-10-28" + }, + "TROYUSDT": { + "_default": "2024-10-31" + }, + "PONKEUSDT": { + "_default": "2024-11-04" + }, + "COWUSDT": { + "_default": "2024-11-06" + }, + "CETUSUSDT": { + "_default": "2024-11-06" + }, + "1000000MOGUSDT": { + "_default": "2024-11-07" + }, + "GRASSUSDT": { + "_default": "2024-11-08" + }, + "DRIFTUSDT": { + "_default": "2024-11-09" + }, + "SWELLUSDT": { + "_default": "2024-11-09" + }, + "ACTUSDT": { + "_default": "2024-11-11" + }, + "PNUTUSDT": { + "_default": "2024-11-11" + }, + "HIPPOUSDT": { + "_default": "2024-11-13" + }, + "1000XUSDT": { + "_default": "2024-11-13" + }, + "DEGENUSDT": { + "_default": "2024-11-15" + }, + "BANUSDT": { + "_default": "2024-11-18" + }, + "AKTUSDT": { + "_default": "2024-11-18" + }, + "SLERFUSDT": { + "_default": "2024-11-21" + }, + "SCRTUSDT": { + "_default": "2024-11-21" + }, + "1000CHEEMSUSDT": { + "_default": "2024-11-25" + }, + "1000WHYUSDT": { + "_default": "2024-11-25" + }, + "THEUSDT": { + "_default": "2024-11-27" + }, + "MORPHOUSDT": { + "_default": "2024-11-27" + }, + "CHILLGUYUSDT": { + "_default": "2024-11-27" + }, + "KAIAUSDT": { + "_default": "2024-12-04" + }, + "AEROUSDT": { + "_default": "2024-12-04" + }, + "ACXUSDT": { + "_default": "2024-12-06" + }, + "ORCAUSDT": { + "_default": "2024-12-06" + }, + "MOVEUSDT": { + "_default": "2024-12-09" + }, + "RAYSOLUSDT": { + "_default": "2024-12-10" + }, + "KOMAUSDT": { + "_default": "2024-12-10" + }, + "VIRTUALUSDT": { + "_default": "2024-12-10" + }, + "SPXUSDT": { + "_default": "2024-12-10" + }, + "MEUSDT": { + "_default": "2024-12-11" + }, + "AVAUSDT": { + "_default": "2024-12-13" + }, + "DEGOUSDT": { + "_default": "2024-12-13" + }, + "VELODROMEUSDT": { + "_default": "2024-12-14" + }, + "MOCAUSDT": { + "_default": "2024-12-16" + }, + "VANAUSDT": { + "_default": "2024-12-16" + }, + "PENGUUSDT": { + "_default": "2024-12-18" + }, + "LUMIAUSDT": { + "_default": "2024-12-18" + }, + "USUALUSDT": { + "_default": "2024-12-18" + }, + "AIXBTUSDT": { + "_default": "2024-12-21" + }, + "FARTCOINUSDT": { + "_default": "2024-12-21" + }, + "KMNOUSDT": { + "_default": "2024-12-21" + }, + "CGPTUSDT": { + "_default": "2024-12-21" + }, + "HIVEUSDT": { + "_default": "2024-12-23" + }, + "DEXEUSDT": { + "_default": "2024-12-24" + }, + "PHAUSDT": { + "_default": "2024-12-30" + }, + "DFUSDT": { + "_default": "2024-12-30" + }, + "GRIFFAINUSDT": { + "_default": "2025-01-02" + }, + "AI16ZUSDT": { + "_default": "2025-01-02" + }, + "ZEREBROUSDT": { + "_default": "2025-01-02" + }, + "BIOUSDT": { + "_default": "2025-01-03" + }, + "COOKIEUSDT": { + "_default": "2025-01-07" + }, + "ALCHUSDT": { + "_default": "2025-01-07" + }, + "SWARMSUSDT": { + "_default": "2025-01-07" + }, + "SONICUSDT": { + "_default": "2025-01-08" + }, + "DUSDT": { + "_default": "2025-01-09" + }, + "PROMUSDT": { + "_default": "2025-01-15" + }, + "SUSDT": { + "_default": "2025-01-16" + }, + "SOLVUSDT": { + "_default": "2025-01-17" + }, + "ARCUSDT": { + "_default": "2025-01-17" + }, + "AVAAIUSDT": { + "_default": "2025-01-17" + }, + "TRUMPUSDT": { + "_default": "2025-01-18" + }, + "MELANIAUSDT": { + "_default": "2025-01-20" + }, + "VTHOUSDT": { + "_default": "2025-01-22" + }, + "ANIMEUSDT": { + "_default": "2025-01-24" + }, + "VINEUSDT": { + "_default": "2025-01-24" + }, + "PIPPINUSDT": { + "_default": "2025-01-24" + }, + "VVVUSDT": { + "_default": "2025-01-29" + }, + "BERAUSDT": { + "_default": "2025-02-06" + }, + "TSTUSDT": { + "_default": "2025-02-09" + }, + "LAYERUSDT": { + "_default": "2025-02-11" + }, + "HEIUSDT": { + "_default": "2025-02-13" + }, + "B3USDT": { + "_default": "2025-02-13" + }, + "IPUSDT": { + "_default": "2025-02-14" + }, + "GPSUSDT": { + "_default": "2025-02-18" + }, + "SHELLUSDT": { + "_default": "2025-02-18" + }, + "KAITOUSDT": { + "_default": "2025-02-20" + }, + "KAITOUSDC": { + "_default": "2025-03-05" + }, + "IPUSDC": { + "_default": "2025-03-05" + }, + "TRUMPUSDC": { + "_default": "2025-03-06" + }, + "ADAUSDC": { + "_default": "2025-03-06" + }, + "REDUSDT": { + "_default": "2025-03-07" + }, + "PNUTUSDC": { + "_default": "2025-03-07" + }, + "HBARUSDC": { + "_default": "2025-03-07" + }, + "VICUSDT": { + "_default": "2025-03-13" + }, + "EPICUSDT": { + "_default": "2025-03-13" + }, + "BMTUSDT": { + "_default": "2025-03-17" + }, + "MUBARAKUSDT": { + "_default": "2025-03-17" + }, + "FORMUSDT": { + "_default": "2025-03-19" + }, + "BIDUSDT": { + "_default": "2025-03-20" + }, + "TUTUSDT": { + "_default": "2025-03-20" + }, + "BROCCOLI714USDT": { + "_default": "2025-03-21" + }, + "BROCCOLIF3BUSDT": { + "_default": "2025-03-21" + }, + "SIRENUSDT": { + "_default": "2025-03-22" + }, + "BANANAS31USDT": { + "_default": "2025-03-22" + }, + "BRUSDT": { + "_default": "2025-03-21" + }, + "PLUMEUSDT": { + "_default": "2025-03-21" + }, + "NILUSDT": { + "_default": "2025-03-24" + }, + "PARTIUSDT": { + "_default": "2025-03-25" + }, + "JELLYJELLYUSDT": { + "_default": "2025-03-27" + }, + "MAVIAUSDT": { + "_default": "2025-03-27" + }, + "PAXGUSDT": { + "_default": "2025-03-27" + }, + "WALUSDT": { + "_default": "2025-03-27" + }, + "FUNUSDT": { + "_default": "2025-03-31" + }, + "MLNUSDT": { + "_default": "2025-03-31" + }, + "GUNUSDT": { + "_default": "2025-03-31" + }, + "ATHUSDT": { + "_default": "2025-04-02" + }, + "BABYUSDT": { + "_default": "2025-04-05" + }, + "FORTHUSDT": { + "_default": "2025-04-08" + }, + "PROMPTUSDT": { + "_default": "2025-04-11" + }, + "XCNUSDT": { + "_default": "2025-04-11" + }, + "STOUSDT": { + "_default": "2025-04-12" + }, + "FHEUSDT": { + "_default": "2025-04-12" + }, + "KERNELUSDT": { + "_default": "2025-04-14" + }, + "WCTUSDT": { + "_default": "2025-04-15" + }, + "INITUSDT": { + "_default": "2025-04-16" + }, + "AERGOUSDT": { + "_default": "2025-04-16" + }, + "BANKUSDT": { + "_default": "2025-04-19" + }, + "EPTUSDT": { + "_default": "2025-04-21" + }, + "DEEPUSDT": { + "_default": "2025-04-22" + }, + "HYPERUSDT": { + "_default": "2025-04-22" + }, + "MEMEFIUSDT": { + "_default": "2025-04-25" + }, + "FISUSDT": { + "_default": "2025-04-25" + }, + "JSTUSDT": { + "_default": "2025-04-28" + }, + "SIGNUSDT": { + "_default": "2025-04-28" + }, + "PUNDIXUSDT": { + "_default": "2025-04-30" + }, + "CTKUSDT": { + "_default": "2025-04-30" + }, + "AIOTUSDT": { + "_default": "2025-04-30" + }, + "DOLOUSDT": { + "_default": "2025-05-01" + }, + "HAEDALUSDT": { + "_default": "2025-05-01" + }, + "SXTUSDT": { + "_default": "2025-05-02" + }, + "ASRUSDT": { + "_default": "2025-05-06" + }, + "ALPINEUSDT": { + "_default": "2025-05-06" + }, + "B2USDT": { + "_default": "2025-05-06" + }, + "MILKUSDT": { + "_default": "2025-05-06" + }, + "SYRUPUSDT": { + "_default": "2025-05-07" + }, + "OBOLUSDT": { + "_default": "2025-05-07" + }, + "DOODUSDT": { + "_default": "2025-05-09" + }, + "OGUSDT": { + "_default": "2025-05-12" + }, + "ZKJUSDT": { + "_default": "2025-05-13" + }, + "SKYAIUSDT": { + "_default": "2025-05-13" + }, + "NXPCUSDT": { + "_default": "2025-05-15" + }, + "CVCUSDT": { + "_default": "2025-05-16" + }, + "AGTUSDT": { + "_default": "2025-05-20" + }, + "AWEUSDT": { + "_default": "2025-05-21" + }, + "BUSDT": { + "_default": "2025-05-23" + }, + "SOONUSDT": { + "_default": "2025-05-23" + }, + "HUMAUSDT": { + "_default": "2025-05-26" + }, + "AUSDT": { + "_default": "2025-05-28" + }, + "SOPHUSDT": { + "_default": "2025-05-28" + }, + "MERLUSDT": { + "_default": "2025-05-29" + }, + "HYPEUSDT": { + "_default": "2025-05-30" + }, + "BDXNUSDT": { + "_default": "2025-06-03" + }, + "PUFFERUSDT": { + "_default": "2025-06-04" + }, + "PORT3USDT": { + "_default": "2025-06-04" + }, + "1000000BOBUSDT": { + "_default": "2025-06-05" + }, + "LAUSDT": { + "_default": "2025-06-05" + }, + "SKATEUSDT": { + "_default": "2025-06-09" + }, + "HOMEUSDT": { + "_default": "2025-06-10" + }, + "RESOLVUSDT": { + "_default": "2025-06-10" + }, + "TAIKOUSDT": { + "_default": "2025-06-11" + }, + "SQDUSDT": { + "_default": "2025-06-11" + }, + "PUMPBTCUSDT": { + "_default": "2025-06-13" + }, + "AAVEUSDC": { + "_default": "2025-06-16" + }, + "UNIUSDC": { + "_default": "2025-06-16" + }, + "SPKUSDT": { + "_default": "2025-06-17" + }, + "MYXUSDT": { + "_default": "2025-06-18" + }, + "FUSDT": { + "_default": "2025-06-18" + }, + "NEWTUSDT": { + "_default": "2025-06-19" + }, + "DMCUSDT": { + "_default": "2025-06-24" + }, + "HUSDT": { + "_default": "2025-06-25" + }, + "OLUSDT": { + "_default": "2025-06-25" + }, + "SAHARAUSDT": { + "_default": "2025-06-26" + }, + "ICNTUSDT": { + "_default": "2025-07-03" + }, + "BULLAUSDT": { + "_default": "2025-07-04" + }, + "IDOLUSDT": { + "_default": "2025-07-04" + }, + "MUSDT": { + "_default": "2025-07-07" + }, + "TANSSIUSDT": { + "_default": "2025-07-09" + }, + "PUMPUSDT": { + "_default": "2025-07-10" + }, + "CROSSUSDT": { + "_default": "2025-07-10" + }, + "AINUSDT": { + "_default": "2025-07-10" + }, + "CUSDT": { + "_default": "2025-07-15" + }, + "VELVETUSDT": { + "_default": "2025-07-15" + }, + "TACUSDT": { + "_default": "2025-07-15" + }, + "ERAUSDT": { + "_default": "2025-07-17" + }, + "TAUSDT": { + "_default": "2025-07-21" + }, + "PENGUUSDC": { + "_default": "2025-07-23" + }, + "CVXUSDT": { + "_default": "2025-07-23" + }, + "SLPUSDT": { + "_default": "2025-07-23" + }, + "ZORAUSDT": { + "_default": "2025-07-25" + }, + "TAGUSDT": { + "_default": "2025-07-25" + }, + "ZRCUSDT": { + "_default": "2025-07-29" + }, + "ESPORTSUSDT": { + "_default": "2025-07-29" + }, + "TREEUSDT": { + "_default": "2025-07-29" + }, + "A2ZUSDT": { + "_default": "2025-07-30" + }, + "PLAYUSDT": { + "_default": "2025-07-31" + }, + "NAORISUSDT": { + "_default": "2025-07-31" + }, + "TOWNSUSDT": { + "_default": "2025-08-05" + }, + "PROVEUSDT": { + "_default": "2025-08-06" + }, + "ALLUSDT": { + "_default": "2025-08-06" + }, + "INUSDT": { + "_default": "2025-08-07" + }, + "YALAUSDT": { + "_default": "2025-08-08" + }, + "CARVUSDT": { + "_default": "2025-08-08" + }, + "AIOUSDT": { + "_default": "2025-08-13" + }, + "XNYUSDT": { + "_default": "2025-08-13" + }, + "USELESSUSDT": { + "_default": "2025-08-15" + }, + "DAMUSDT": { + "_default": "2025-08-18" + }, + "CUDISUSDT": { + "_default": "2025-08-20" + }, + "SAPIENUSDT": { + "_default": "2025-08-21" + }, + "XPLUSDT": { + "_default": "2025-08-22" + }, + "WLFIUSDT": { + "_default": "2025-08-23" + }, + "BIOUSDC": { + "_default": "2025-08-25" + }, + "SOMIUSDT": { + "_default": "2025-08-25" + }, + "BASUSDT": { + "_default": "2025-08-26" + }, + "BTRUSDT": { + "_default": "2025-08-27" + }, + "MITOUSDT": { + "_default": "2025-08-28" + }, + "HEMIUSDT": { + "_default": "2025-08-29" + }, + "LINEAUSDT": { + "_default": "2025-09-01" + }, + "QUSDT": { + "_default": "2025-09-02" + }, + "ARIAUSDT": { + "_default": "2025-09-03" + }, + "TAKEUSDT": { + "_default": "2025-09-03" + }, + "PTBUSDT": { + "_default": "2025-09-03" + }, + "WLFIUSDC": { + "_default": "2025-09-08" + }, + "OPENUSDT": { + "_default": "2025-09-08" + }, + "FLOCKUSDT": { + "_default": "2025-09-09" + }, + "SKYUSDT": { + "_default": "2025-09-09" + }, + "AVNTUSDT": { + "_default": "2025-09-09" + }, + "HOLOUSDT": { + "_default": "2025-09-11" + }, + "XPINUSDT": { + "_default": "2025-09-12" + }, + "UBUSDT": { + "_default": "2025-09-12" + }, + "ZKCUSDT": { + "_default": "2025-09-15" + }, + "TOSHIUSDT": { + "_default": "2025-09-17" + }, + "STBLUSDT": { + "_default": "2025-09-17" + }, + "0GUSDT": { + "_default": "2025-09-17" + }, + "BARDUSDT": { + "_default": "2025-09-18" + }, + "ASTERUSDT": { + "_default": "2025-09-19" + }, + "TRADOORUSDT": { + "_default": "2025-09-19" + }, + "BLESSUSDT": { + "_default": "2025-09-23" + }, + "FLUIDUSDT": { + "_default": "2025-09-24" + }, + "COAIUSDT": { + "_default": "2025-09-25" + }, + "BTCUSDT_260327": { + "_default": "2025-09-26" + }, + "ETHUSDT_260327": { + "_default": "2025-09-26" + }, + "HANAUSDT": { + "_default": "2025-09-26" + }, + "MIRAUSDT": { + "_default": "2025-09-26" + }, + "AKEUSDT": { + "_default": "2025-09-26" + }, + "ORDERUSDT": { + "_default": "2025-09-26" + }, + "LIGHTUSDT": { + "_default": "2025-09-27" + }, + 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"2024-04-09" + }, + "LTCUSDC": { + "_default": "2024-04-11" + }, + "NEARUSDC": { + "_default": "2024-04-11" + }, + "TAOUSDT": { + "_default": "2024-04-11" + }, + "OMNIUSDT": { + "_default": "2024-04-17" + }, + "ARBUSDC": { + "_default": "2024-04-18" + }, + "NEOUSDC": { + "_default": "2024-04-18" + }, + "FILUSDC": { + "_default": "2024-04-18" + }, + "TIAUSDC": { + "_default": "2024-04-25" + }, + "BOMEUSDC": { + "_default": "2024-04-25" + }, + "REZUSDT": { + "_default": "2024-04-30" + }, + "ENAUSDC": { + "_default": "2024-05-02" + }, + "ETHFIUSDC": { + "_default": "2024-05-02" + }, + "1000BONKUSDC": { + "_default": "2024-05-02" + }, + "BBUSDT": { + "_default": "2024-05-13" + }, + "NOTUSDT": { + "_default": "2024-05-16" + }, + "TURBOUSDT": { + "_default": "2024-05-30" + }, + "IOUSDT": { + "_default": "2024-06-11" + }, + "ZKUSDT": { + "_default": "2024-06-17" + }, + "MEWUSDT": { + "_default": "2024-06-17" + }, + "LISTAUSDT": { + "_default": "2024-06-20" + }, + "ZROUSDT": { + "_default": "2024-06-20" + }, + "CRVUSDC": { + "_default": "2024-07-04" + }, + "RENDERUSDT": { + "_default": "2024-07-26" + }, + "BANANAUSDT": { + "_default": "2024-08-15" + }, + "RAREUSDT": { + "_default": "2024-08-15" + }, + "GUSDT": { + "_default": "2024-08-15" + }, + "SYNUSDT": { + "_default": "2024-08-16" + }, + "SYSUSDT": { + "_default": "2024-08-19" + }, + "VOXELUSDT": { + "_default": "2024-08-20" + }, + "BRETTUSDT": { + "_default": "2024-08-20" + }, + "ALPACAUSDT": { + "_default": "2024-08-22" + }, + "POPCATUSDT": { + "_default": "2024-08-22" + }, + "SUNUSDT": { + "_default": "2024-08-22" + }, + "VIDTUSDT": { + "_default": "2024-08-23" + }, + "NULSUSDT": { + "_default": "2024-08-26" + }, + "DOGSUSDT": { + "_default": "2024-08-26" + }, + "MBOXUSDT": { + "_default": "2024-08-28" + }, + "CHESSUSDT": { + "_default": "2024-08-29" + }, + "FLUXUSDT": { + "_default": "2024-09-03" + }, + "BSWUSDT": { + "_default": "2024-09-05" + }, + "QUICKUSDT": { + "_default": "2024-09-06" + }, + "NEIROETHUSDT": { + "_default": "2024-09-06" + }, + "RPLUSDT": { + "_default": "2024-09-09" + }, + "POLUSDT": { + "_default": "2024-09-13" + }, + "UXLINKUSDT": { + "_default": "2024-09-15" + }, + "1MBABYDOGEUSDT": { + "_default": "2024-09-16" + }, + "NEIROUSDT": { + "_default": "2024-09-16" + }, + "KDAUSDT": { + "_default": "2024-09-18" + }, + "FIDAUSDT": { + "_default": "2024-09-19" + }, + "FIOUSDT": { + "_default": "2024-09-20" + }, + "CATIUSDT": { + "_default": "2024-09-20" + }, + "GHSTUSDT": { + "_default": "2024-09-23" + }, + "LOKAUSDT": { + "_default": "2024-09-24" + }, + "HMSTRUSDT": { + "_default": "2024-09-26" + }, + "REIUSDT": { + "_default": "2024-09-27" + }, + "COSUSDT": { + "_default": "2024-09-30" + }, + "EIGENUSDT": { + "_default": "2024-10-01" + }, + "DIAUSDT": { + "_default": "2024-10-02" + }, + "1000CATUSDT": { + "_default": "2024-10-21" + }, + "SCRUSDT": { + "_default": "2024-10-22" + }, + "GOATUSDT": { + "_default": "2024-10-24" + }, + "MOODENGUSDT": { + "_default": "2024-10-25" + }, + "SAFEUSDT": { + "_default": "2024-10-25" + }, + "SANTOSUSDT": { + "_default": "2024-10-28" + }, + "TROYUSDT": { + "_default": "2024-10-31" + }, + "PONKEUSDT": { + "_default": "2024-11-04" + }, + "COWUSDT": { + "_default": "2024-11-06" + }, + "CETUSUSDT": { + "_default": "2024-11-06" + }, + "1000000MOGUSDT": { + "_default": "2024-11-07" + }, + "GRASSUSDT": { + "_default": "2024-11-08" + }, + "DRIFTUSDT": { + "_default": "2024-11-09" + }, + "SWELLUSDT": { + "_default": "2024-11-09" + }, + "ACTUSDT": { + "_default": "2024-11-11" + }, + "PNUTUSDT": { + "_default": "2024-11-11" + }, + "HIPPOUSDT": { + "_default": "2024-11-13" + }, + "1000XUSDT": { + "_default": "2024-11-13" + }, + "DEGENUSDT": { + "_default": "2024-11-15" + }, + "BANUSDT": { + "_default": "2024-11-18" + }, + "AKTUSDT": { + "_default": "2024-11-18" + }, + "SLERFUSDT": { + "_default": "2024-11-21" + }, + "SCRTUSDT": { + "_default": "2024-11-21" + }, + "1000CHEEMSUSDT": { + "_default": "2024-11-25" + }, + "1000WHYUSDT": { + "_default": "2024-11-25" + }, + "THEUSDT": { + "_default": "2024-11-27" + }, + "MORPHOUSDT": { + "_default": "2024-11-27" + }, + "CHILLGUYUSDT": { + "_default": "2024-11-27" + }, + "KAIAUSDT": { + "_default": "2024-12-04" + }, + "AEROUSDT": { + "_default": "2024-12-04" + }, + "ACXUSDT": { + "_default": "2024-12-06" + }, + "ORCAUSDT": { + "_default": "2024-12-06" + }, + "MOVEUSDT": { + "_default": "2024-12-09" + }, + "RAYSOLUSDT": { + "_default": "2024-12-10" + }, + "KOMAUSDT": { + "_default": "2024-12-10" + }, + "VIRTUALUSDT": { + "_default": "2024-12-10" + }, + "SPXUSDT": { + "_default": "2024-12-10" + }, + "MEUSDT": { + "_default": "2024-12-11" + }, + "AVAUSDT": { + "_default": "2024-12-13" + }, + "DEGOUSDT": { + "_default": "2024-12-13" + }, + "VELODROMEUSDT": { + "_default": "2024-12-14" + }, + "MOCAUSDT": { + "_default": "2024-12-16" + }, + "VANAUSDT": { + "_default": "2024-12-16" + }, + "PENGUUSDT": { + "_default": "2024-12-18" + }, + "LUMIAUSDT": { + "_default": "2024-12-18" + }, + "USUALUSDT": { + "_default": "2024-12-18" + }, + "AIXBTUSDT": { + "_default": "2024-12-21" + }, + "FARTCOINUSDT": { + "_default": "2024-12-21" + }, + "KMNOUSDT": { + "_default": "2024-12-21" + }, + "CGPTUSDT": { + "_default": "2024-12-21" + }, + "HIVEUSDT": { + "_default": "2024-12-23" + }, + "DEXEUSDT": { + "_default": "2024-12-24" + }, + "PHAUSDT": { + "_default": "2024-12-30" + }, + "DFUSDT": { + "_default": "2024-12-30" + }, + "GRIFFAINUSDT": { + "_default": "2025-01-02" + }, + "AI16ZUSDT": { + "_default": "2025-01-02" + }, + "ZEREBROUSDT": { + "_default": "2025-01-02" + }, + "BIOUSDT": { + "_default": "2025-01-03" + }, + "COOKIEUSDT": { + "_default": "2025-01-07" + }, + "ALCHUSDT": { + "_default": "2025-01-07" + }, + "SWARMSUSDT": { + "_default": "2025-01-07" + }, + "SONICUSDT": { + "_default": "2025-01-08" + }, + "DUSDT": { + "_default": "2025-01-09" + }, + "PROMUSDT": { + "_default": "2025-01-15" + }, + "SUSDT": { + "_default": "2025-01-16" + }, + "SOLVUSDT": { + "_default": "2025-01-17" + }, + "ARCUSDT": { + "_default": "2025-01-17" + }, + "AVAAIUSDT": { + "_default": "2025-01-17" + }, + "TRUMPUSDT": { + "_default": "2025-01-18" + }, + "MELANIAUSDT": { + "_default": "2025-01-20" + }, + "VTHOUSDT": { + "_default": "2025-01-22" + }, + "ANIMEUSDT": { + "_default": "2025-01-24" + }, + "VINEUSDT": { + "_default": "2025-01-24" + }, + "PIPPINUSDT": { + "_default": "2025-01-24" + }, + "VVVUSDT": { + "_default": "2025-01-29" + }, + "BERAUSDT": { + "_default": "2025-02-06" + }, + "TSTUSDT": { + "_default": "2025-02-09" + }, + "LAYERUSDT": { + "_default": "2025-02-11" + }, + "HEIUSDT": { + "_default": "2025-02-13" + }, + "B3USDT": { + "_default": "2025-02-13" + }, + "IPUSDT": { + "_default": "2025-02-14" + }, + "GPSUSDT": { + "_default": "2025-02-18" + }, + "SHELLUSDT": { + "_default": "2025-02-18" + }, + "KAITOUSDT": { + "_default": "2025-02-20" + }, + "KAITOUSDC": { + "_default": "2025-03-05" + }, + "IPUSDC": { + "_default": "2025-03-05" + }, + "TRUMPUSDC": { + "_default": "2025-03-06" + }, + "ADAUSDC": { + "_default": "2025-03-06" + }, + "REDUSDT": { + "_default": "2025-03-07" + }, + "PNUTUSDC": { + "_default": "2025-03-07" + }, + "HBARUSDC": { + "_default": "2025-03-07" + }, + "VICUSDT": { + "_default": "2025-03-13" + }, + "EPICUSDT": { + "_default": "2025-03-13" + }, + "BMTUSDT": { + "_default": "2025-03-17" + }, + "MUBARAKUSDT": { + "_default": "2025-03-17" + }, + "FORMUSDT": { + "_default": "2025-03-19" + }, + "BIDUSDT": { + "_default": "2025-03-20" + }, + "TUTUSDT": { + "_default": "2025-03-20" + }, + "BROCCOLI714USDT": { + "_default": "2025-03-21" + }, + "BROCCOLIF3BUSDT": { + "_default": "2025-03-21" + }, + "SIRENUSDT": { + "_default": "2025-03-22" + }, + "BANANAS31USDT": { + "_default": "2025-03-22" + }, + "BRUSDT": { + "_default": "2025-03-21" + }, + "PLUMEUSDT": { + "_default": "2025-03-21" + }, + "NILUSDT": { + "_default": "2025-03-24" + }, + "PARTIUSDT": { + "_default": "2025-03-25" + }, + "JELLYJELLYUSDT": { + "_default": "2025-03-27" + }, + "MAVIAUSDT": { + "_default": "2025-03-27" + }, + "PAXGUSDT": { + "_default": "2025-03-27" + }, + "WALUSDT": { + "_default": "2025-03-27" + }, + "FUNUSDT": { + "_default": "2025-03-31" + }, + "MLNUSDT": { + "_default": "2025-03-31" + }, + "GUNUSDT": { + "_default": "2025-03-31" + }, + "ATHUSDT": { + "_default": "2025-04-02" + }, + "BABYUSDT": { + "_default": "2025-04-05" + }, + "FORTHUSDT": { + "_default": "2025-04-08" + }, + "PROMPTUSDT": { + "_default": "2025-04-11" + }, + "XCNUSDT": { + "_default": "2025-04-11" + }, + "STOUSDT": { + "_default": "2025-04-12" + }, + "FHEUSDT": { + "_default": "2025-04-12" + }, + "KERNELUSDT": { + "_default": "2025-04-14" + }, + "WCTUSDT": { + "_default": "2025-04-15" + }, + "INITUSDT": { + "_default": "2025-04-16" + }, + "AERGOUSDT": { + "_default": "2025-04-16" + }, + "BANKUSDT": { + "_default": "2025-04-19" + }, + "EPTUSDT": { + "_default": "2025-04-21" + }, + "DEEPUSDT": { + "_default": "2025-04-22" + }, + "HYPERUSDT": { + "_default": "2025-04-22" + }, + "MEMEFIUSDT": { + "_default": "2025-04-25" + }, + "FISUSDT": { + "_default": "2025-04-25" + }, + "JSTUSDT": { + "_default": "2025-04-28" + }, + "SIGNUSDT": { + "_default": "2025-04-28" + }, + "PUNDIXUSDT": { + "_default": "2025-04-30" + }, + "CTKUSDT": { + "_default": "2025-04-30" + }, + "AIOTUSDT": { + "_default": "2025-04-30" + }, + "DOLOUSDT": { + "_default": "2025-05-01" + }, + "HAEDALUSDT": { + "_default": "2025-05-01" + }, + "SXTUSDT": { + "_default": "2025-05-02" + }, + "ASRUSDT": { + "_default": "2025-05-06" + }, + "ALPINEUSDT": { + "_default": "2025-05-06" + }, + "B2USDT": { + "_default": "2025-05-06" + }, + "MILKUSDT": { + "_default": "2025-05-06" + }, + "SYRUPUSDT": { + "_default": "2025-05-07" + }, + "OBOLUSDT": { + "_default": "2025-05-07" + }, + "DOODUSDT": { + "_default": "2025-05-09" + }, + "OGUSDT": { + "_default": "2025-05-12" + }, + "ZKJUSDT": { + "_default": "2025-05-13" + }, + "SKYAIUSDT": { + "_default": 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"_default": "2025-06-11" + }, + "PUMPBTCUSDT": { + "_default": "2025-06-13" + }, + "AAVEUSDC": { + "_default": "2025-06-16" + }, + "UNIUSDC": { + "_default": "2025-06-16" + }, + "SPKUSDT": { + "_default": "2025-06-17" + }, + "MYXUSDT": { + "_default": "2025-06-18" + }, + "FUSDT": { + "_default": "2025-06-18" + }, + "NEWTUSDT": { + "_default": "2025-06-19" + }, + "DMCUSDT": { + "_default": "2025-06-24" + }, + "HUSDT": { + "_default": "2025-06-25" + }, + "OLUSDT": { + "_default": "2025-06-25" + }, + "SAHARAUSDT": { + "_default": "2025-06-26" + }, + "ICNTUSDT": { + "_default": "2025-07-03" + }, + "BULLAUSDT": { + "_default": "2025-07-04" + }, + "IDOLUSDT": { + "_default": "2025-07-04" + }, + "MUSDT": { + "_default": "2025-07-07" + }, + "TANSSIUSDT": { + "_default": "2025-07-09" + }, + "PUMPUSDT": { + "_default": "2025-07-10" + }, + "CROSSUSDT": { + "_default": "2025-07-10" + }, + "AINUSDT": { + "_default": "2025-07-10" + }, + "CUSDT": { + "_default": "2025-07-15" + }, + "VELVETUSDT": { + "_default": "2025-07-15" + }, + "TACUSDT": { + "_default": "2025-07-15" + }, + "ERAUSDT": { + "_default": "2025-07-17" + }, + "TAUSDT": { + "_default": "2025-07-21" + }, + "PENGUUSDC": { + "_default": "2025-07-23" + }, + "CVXUSDT": { + "_default": "2025-07-23" + }, + "SLPUSDT": { + "_default": "2025-07-23" + }, + "ZORAUSDT": { + "_default": "2025-07-25" + }, + "TAGUSDT": { + "_default": "2025-07-25" + }, + "ZRCUSDT": { + "_default": "2025-07-29" + }, + "ESPORTSUSDT": { + "_default": "2025-07-29" + }, + "TREEUSDT": { + "_default": "2025-07-29" + }, + "A2ZUSDT": { + "_default": "2025-07-30" + }, + "PLAYUSDT": { + "_default": "2025-07-31" + }, + "NAORISUSDT": { + "_default": "2025-07-31" + }, + "TOWNSUSDT": { + "_default": "2025-08-05" + }, + "PROVEUSDT": { + "_default": "2025-08-06" + }, + "ALLUSDT": { + "_default": "2025-08-06" + }, + "INUSDT": { + "_default": "2025-08-07" + }, + "YALAUSDT": { + "_default": "2025-08-08" + }, + "CARVUSDT": { + "_default": "2025-08-08" + }, + "AIOUSDT": { 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"MOVRUSDT": { + "_default": "2023-12-26" + }, + "NFPUSDT": { + "_default": "2023-12-27" + }, + "BTCUSDC": { + "_default": "2024-01-03" + }, + "ETHUSDC": { + "_default": "2024-01-03" + }, + "BNBUSDC": { + "_default": "2024-01-03" + }, + "SOLUSDC": { + "_default": "2024-01-03" + }, + "XRPUSDC": { + "_default": "2024-01-03" + }, + "AIUSDT": { + "_default": "2024-01-08" + }, + "XAIUSDT": { + "_default": "2024-01-09" + }, + "DOGEUSDC": { + "_default": "2024-01-18" + }, + "WIFUSDT": { + "_default": "2024-01-18" + }, + "MANTAUSDT": { + "_default": "2024-01-18" + }, + "ONDOUSDT": { + "_default": "2024-01-20" + }, + "LSKUSDT": { + "_default": "2024-01-25" + }, + "ALTUSDT": { + "_default": "2024-01-25" + }, + "JUPUSDT": { + "_default": "2024-02-01" + }, + "ZETAUSDT": { + "_default": "2024-02-02" + }, + "RONINUSDT": { + "_default": "2024-02-06" + }, + "DYMUSDT": { + "_default": "2024-02-07" + }, + "SUIUSDC": { + "_default": "2024-02-08" + }, + "OMUSDT": { + "_default": "2024-02-13" + }, + "LINKUSDC": { + "_default": "2024-02-16" + }, + "PIXELUSDT": { + "_default": "2024-02-19" + }, + "STRKUSDT": { + "_default": "2024-02-21" + }, + "ORDIUSDC": { + "_default": "2024-02-22" + }, + "GLMUSDT": { + "_default": "2024-02-22" + }, + "PORTALUSDT": { + "_default": "2024-02-29" + }, + "TONUSDT": { + "_default": "2024-03-01" + }, + "AXLUSDT": { + "_default": "2024-03-01" + }, + "MYROUSDT": { + "_default": "2024-03-05" + }, + "1000PEPEUSDC": { + "_default": "2024-03-07" + }, + "METISUSDT": { + "_default": "2024-03-12" + }, + "AEVOUSDT": { + "_default": "2024-03-13" + }, + "WLDUSDC": { + "_default": "2024-03-14" + }, + "VANRYUSDT": { + "_default": "2024-03-14" + }, + "BOMEUSDT": { + "_default": "2024-03-16" + }, + "ETHFIUSDT": { + "_default": "2024-03-18" + }, + "AVAXUSDC": { + "_default": "2024-03-20" + }, + "1000SHIBUSDC": { + "_default": "2024-03-28" + }, + "ENAUSDT": { + "_default": "2024-04-02" + }, + "WUSDT": { + "_default": "2024-04-03" + }, + "WIFUSDC": { + "_default": "2024-04-04" + }, + "BCHUSDC": { + "_default": "2024-04-04" + }, + "TNSRUSDT": { + "_default": "2024-04-09" + }, + "SAGAUSDT": { + "_default": "2024-04-09" + }, + "LTCUSDC": { + "_default": "2024-04-11" + }, + "NEARUSDC": { + "_default": "2024-04-11" + }, + "TAOUSDT": { + "_default": "2024-04-11" + }, + "OMNIUSDT": { + "_default": "2024-04-17" + }, + "ARBUSDC": { + "_default": "2024-04-18" + }, + "NEOUSDC": { + "_default": "2024-04-18" + }, + "FILUSDC": { + "_default": "2024-04-18" + }, + "TIAUSDC": { + "_default": "2024-04-25" + }, + "BOMEUSDC": { + "_default": "2024-04-25" + }, + "REZUSDT": { + "_default": "2024-04-30" + }, + "ENAUSDC": { + "_default": "2024-05-02" + }, + "ETHFIUSDC": { + "_default": "2024-05-02" + }, + "1000BONKUSDC": { + "_default": "2024-05-02" + }, + "BBUSDT": { + "_default": "2024-05-13" + }, + "NOTUSDT": { + "_default": "2024-05-16" + }, + "TURBOUSDT": { + "_default": "2024-05-30" + }, + "IOUSDT": { + "_default": "2024-06-11" + }, + "ZKUSDT": { + "_default": "2024-06-17" + }, + "MEWUSDT": { + "_default": "2024-06-17" + }, + "LISTAUSDT": { + "_default": "2024-06-20" + }, + "ZROUSDT": { + "_default": "2024-06-20" + }, + "CRVUSDC": { + "_default": "2024-07-04" + }, + "RENDERUSDT": { + "_default": "2024-07-26" + }, + "BANANAUSDT": { + "_default": "2024-08-15" + }, + "RAREUSDT": { + "_default": "2024-08-15" + }, + "GUSDT": { + "_default": "2024-08-15" + }, + "SYNUSDT": { + "_default": "2024-08-16" + }, + "SYSUSDT": { + "_default": "2024-08-19" + }, + "VOXELUSDT": { + "_default": "2024-08-20" + }, + "BRETTUSDT": { + "_default": "2024-08-20" + }, + "ALPACAUSDT": { + "_default": "2024-08-22" + }, + "POPCATUSDT": { + "_default": "2024-08-22" + }, + "SUNUSDT": { + "_default": "2024-08-22" + }, + "VIDTUSDT": { + "_default": "2024-08-23" + }, + "NULSUSDT": { + "_default": "2024-08-26" + }, + "DOGSUSDT": { + "_default": "2024-08-26" + }, + "MBOXUSDT": { + "_default": "2024-08-28" + }, + "CHESSUSDT": { + "_default": "2024-08-29" + }, + "FLUXUSDT": { + "_default": "2024-09-03" + }, + "BSWUSDT": { + "_default": "2024-09-05" + }, + "QUICKUSDT": { + "_default": "2024-09-06" + }, + "NEIROETHUSDT": { + "_default": "2024-09-06" + }, + "RPLUSDT": { + "_default": "2024-09-09" + }, + "POLUSDT": { + "_default": "2024-09-13" + }, + "UXLINKUSDT": { + "_default": "2024-09-15" + }, + "1MBABYDOGEUSDT": { + "_default": "2024-09-16" + }, + "NEIROUSDT": { + "_default": "2024-09-16" + }, + "KDAUSDT": { + "_default": "2024-09-18" + }, + "FIDAUSDT": { + "_default": "2024-09-19" + }, + "FIOUSDT": { + "_default": "2024-09-20" + }, + "CATIUSDT": { + "_default": "2024-09-20" + }, + "GHSTUSDT": { + "_default": "2024-09-23" + }, + "LOKAUSDT": { + "_default": "2024-09-24" + }, + "HMSTRUSDT": { + "_default": "2024-09-26" + }, + "REIUSDT": { + "_default": "2024-09-27" + }, + "COSUSDT": { + "_default": "2024-09-30" + }, + "EIGENUSDT": { + "_default": "2024-10-01" + }, + "DIAUSDT": { + "_default": "2024-10-02" + }, + "1000CATUSDT": { + "_default": "2024-10-21" + }, 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"_default": "2024-11-21" + }, + "SCRTUSDT": { + "_default": "2024-11-21" + }, + "1000CHEEMSUSDT": { + "_default": "2024-11-25" + }, + "1000WHYUSDT": { + "_default": "2024-11-25" + }, + "THEUSDT": { + "_default": "2024-11-27" + }, + "MORPHOUSDT": { + "_default": "2024-11-27" + }, + "CHILLGUYUSDT": { + "_default": "2024-11-27" + }, + "KAIAUSDT": { + "_default": "2024-12-04" + }, + "AEROUSDT": { + "_default": "2024-12-04" + }, + "ACXUSDT": { + "_default": "2024-12-06" + }, + "ORCAUSDT": { + "_default": "2024-12-06" + }, + "MOVEUSDT": { + "_default": "2024-12-09" + }, + "RAYSOLUSDT": { + "_default": "2024-12-10" + }, + "KOMAUSDT": { + "_default": "2024-12-10" + }, + "VIRTUALUSDT": { + "_default": "2024-12-10" + }, + "SPXUSDT": { + "_default": "2024-12-10" + }, + "MEUSDT": { + "_default": "2024-12-11" + }, + "AVAUSDT": { + "_default": "2024-12-13" + }, + "DEGOUSDT": { + "_default": "2024-12-13" + }, + "VELODROMEUSDT": { + "_default": "2024-12-14" + }, + "MOCAUSDT": { + "_default": "2024-12-16" + }, + "VANAUSDT": { + "_default": "2024-12-16" + }, + "PENGUUSDT": { + "_default": "2024-12-18" + }, + "LUMIAUSDT": { + "_default": "2024-12-18" + }, + "USUALUSDT": { + "_default": "2024-12-18" + }, + "AIXBTUSDT": { + "_default": "2024-12-21" + }, + "FARTCOINUSDT": { + "_default": "2024-12-21" + }, + "KMNOUSDT": { + "_default": "2024-12-21" + }, + "CGPTUSDT": { + "_default": "2024-12-21" + }, + "HIVEUSDT": { + "_default": "2024-12-23" + }, + "DEXEUSDT": { + "_default": "2024-12-24" + }, + "PHAUSDT": { + "_default": "2024-12-30" + }, + "DFUSDT": { + "_default": "2024-12-30" + }, + "GRIFFAINUSDT": { + "_default": "2025-01-02" + }, + "AI16ZUSDT": { + "_default": "2025-01-02" + }, + "ZEREBROUSDT": { + "_default": "2025-01-02" + }, + "BIOUSDT": { + "_default": "2025-01-03" + }, + "COOKIEUSDT": { + "_default": "2025-01-07" + }, + "ALCHUSDT": { + "_default": "2025-01-07" + }, + "SWARMSUSDT": { + "_default": "2025-01-07" + }, + "SONICUSDT": { + "_default": "2025-01-08" + }, + "DUSDT": { + "_default": "2025-01-09" + }, + "PROMUSDT": { + "_default": "2025-01-15" + }, + "SUSDT": { + "_default": "2025-01-16" + }, + "SOLVUSDT": { + "_default": "2025-01-17" + }, + "ARCUSDT": { + "_default": "2025-01-17" + }, + "AVAAIUSDT": { + "_default": "2025-01-17" + }, + "TRUMPUSDT": { + "_default": "2025-01-18" + }, + "MELANIAUSDT": { + "_default": "2025-01-20" + }, + "VTHOUSDT": { + "_default": "2025-01-22" + }, + "ANIMEUSDT": { + "_default": "2025-01-24" + }, + "VINEUSDT": { + "_default": "2025-01-24" + }, + "PIPPINUSDT": { + "_default": "2025-01-24" + }, + "VVVUSDT": { + "_default": "2025-01-29" + }, + "BERAUSDT": { + "_default": "2025-02-06" + }, + "TSTUSDT": { + "_default": "2025-02-09" + }, + "LAYERUSDT": { + "_default": "2025-02-11" + }, + "HEIUSDT": { + "_default": "2025-02-13" + }, + "B3USDT": { + "_default": "2025-02-13" + }, + "IPUSDT": { + "_default": "2025-02-14" + }, + "GPSUSDT": { + "_default": "2025-02-18" + }, + "SHELLUSDT": { + "_default": "2025-02-18" + }, 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"_default": "2025-03-21" + }, + "NILUSDT": { + "_default": "2025-03-24" + }, + "PARTIUSDT": { + "_default": "2025-03-25" + }, + "JELLYJELLYUSDT": { + "_default": "2025-03-27" + }, + "MAVIAUSDT": { + "_default": "2025-03-27" + }, + "PAXGUSDT": { + "_default": "2025-03-27" + }, + "WALUSDT": { + "_default": "2025-03-27" + }, + "FUNUSDT": { + "_default": "2025-03-31" + }, + "MLNUSDT": { + "_default": "2025-03-31" + }, + "GUNUSDT": { + "_default": "2025-03-31" + }, + "ATHUSDT": { + "_default": "2025-04-02" + }, + "BABYUSDT": { + "_default": "2025-04-05" + }, + "FORTHUSDT": { + "_default": "2025-04-08" + }, + "PROMPTUSDT": { + "_default": "2025-04-11" + }, + "XCNUSDT": { + "_default": "2025-04-11" + }, + "STOUSDT": { + "_default": "2025-04-12" + }, + "FHEUSDT": { + "_default": "2025-04-12" + }, + "KERNELUSDT": { + "_default": "2025-04-14" + }, + "WCTUSDT": { + "_default": "2025-04-15" + }, + "INITUSDT": { + "_default": "2025-04-16" + }, + "AERGOUSDT": { + "_default": "2025-04-16" + }, + "BANKUSDT": { + "_default": "2025-04-19" + }, + "EPTUSDT": { + "_default": "2025-04-21" + }, + "DEEPUSDT": { + "_default": "2025-04-22" + }, + "HYPERUSDT": { + "_default": "2025-04-22" + }, + "MEMEFIUSDT": { + "_default": "2025-04-25" + }, + "FISUSDT": { + "_default": "2025-04-25" + }, + "JSTUSDT": { + "_default": "2025-04-28" + }, + "SIGNUSDT": { + "_default": "2025-04-28" + }, + "PUNDIXUSDT": { + "_default": "2025-04-30" + }, + "CTKUSDT": { + "_default": "2025-04-30" + }, + "AIOTUSDT": { + "_default": "2025-04-30" + }, + "DOLOUSDT": { + "_default": "2025-05-01" + }, + "HAEDALUSDT": { + "_default": "2025-05-01" + }, + "SXTUSDT": { + "_default": "2025-05-02" + }, + "ASRUSDT": { + "_default": "2025-05-06" + }, + "ALPINEUSDT": { + "_default": "2025-05-06" + }, + "B2USDT": { + "_default": "2025-05-06" + }, + "MILKUSDT": { + "_default": "2025-05-06" + }, + "SYRUPUSDT": { + "_default": "2025-05-07" + }, + "OBOLUSDT": { + "_default": "2025-05-07" + }, + "DOODUSDT": { + "_default": "2025-05-09" + }, + "OGUSDT": { + "_default": "2025-05-12" + }, + "ZKJUSDT": { + "_default": "2025-05-13" + }, + "SKYAIUSDT": { + "_default": "2025-05-13" + }, + "NXPCUSDT": { + "_default": "2025-05-15" + }, + "CVCUSDT": { + "_default": "2025-05-16" + }, + "AGTUSDT": { + "_default": "2025-05-20" + }, + "AWEUSDT": { + "_default": "2025-05-21" + }, + "BUSDT": { + "_default": "2025-05-23" + }, + "SOONUSDT": { + "_default": "2025-05-23" + }, + "HUMAUSDT": { + "_default": "2025-05-26" + }, + "AUSDT": { + "_default": "2025-05-28" + }, + "SOPHUSDT": { + "_default": "2025-05-28" + }, + "MERLUSDT": { + "_default": "2025-05-29" + }, + "HYPEUSDT": { + "_default": "2025-05-30" + }, + "BDXNUSDT": { + "_default": "2025-06-03" + }, + "PUFFERUSDT": { + "_default": "2025-06-04" + }, + "PORT3USDT": { + "_default": "2025-06-04" + }, + "1000000BOBUSDT": { + "_default": "2025-06-05" + }, + "LAUSDT": { + "_default": "2025-06-05" + }, + "SKATEUSDT": { + "_default": "2025-06-09" + }, + "HOMEUSDT": { + 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"WIFUSD_PERP": { + "_default": "2024-07-23" + }, + "SUIUSD_PERP": { + "_default": "2024-09-18" + }, + "WLDUSD_PERP": { + "_default": "2024-10-02" + }, + "BTCUSD_260327": { + "_default": "2025-09-26" + }, + "ETHUSD_260327": { + "_default": "2025-09-26" + }, + "XRPUSD_260327": { + "_default": "2025-09-26" + }, + "BNBUSD_260327": { + "_default": "2025-09-26" + }, + "SOLUSD_260327": { + "_default": "2025-09-26" + }, + "BTCUSD_260626": { + "_default": "2025-12-26" + }, + "ETHUSD_260626": { + "_default": "2025-12-26" + }, + "XRPUSD_260626": { + "_default": "2025-12-26" + }, + "BNBUSD_260626": { + "_default": "2025-12-26" + }, + "SOLUSD_260626": { + "_default": "2025-12-26" + } + }, + "markPriceKlines": { + "BTCUSD_PERP": { + "_default": "2020-08-10" + }, + "ETHUSD_PERP": { + "_default": "2020-08-18" + }, + "LINKUSD_PERP": { + "_default": "2020-08-18" + }, + "BNBUSD_PERP": { + "_default": "2020-08-21" + }, + "TRXUSD_PERP": { + "_default": "2020-08-25" + }, + "DOTUSD_PERP": { + "_default": "2020-08-25" + }, + "ADAUSD_PERP": { + "_default": "2020-08-26" + }, + "LTCUSD_PERP": { + "_default": "2020-09-07" + }, + "BCHUSD_PERP": { + "_default": "2020-09-07" + }, + "XRPUSD_PERP": { + "_default": "2020-09-09" + }, + "ETCUSD_PERP": { + "_default": "2020-09-09" + }, + "FILUSD_PERP": { + "_default": "2020-10-22" + }, + "DOGEUSD_PERP": { + "_default": "2021-02-01" + }, + "UNIUSD_PERP": { + "_default": "2021-04-13" + }, + "XLMUSD_PERP": { + "_default": "2021-04-15" + }, + "SOLUSD_PERP": { + "_default": "2021-09-01" + }, + "SANDUSD_PERP": { + "_default": "2021-11-09" + }, + "AVAXUSD_PERP": { + "_default": "2021-11-23" + }, + "GALAUSD_PERP": { + "_default": "2021-12-01" + }, + "NEARUSD_PERP": { + "_default": "2021-12-13" + }, + "ATOMUSD_PERP": { + "_default": "2021-12-22" + }, + "AAVEUSD_PERP": { + "_default": "2021-12-28" + }, + "ROSEUSD_PERP": { + "_default": "2022-01-17" + }, + "XTZUSD_PERP": { + "_default": "2022-02-14" + }, + "ICXUSD_PERP": { + "_default": "2022-03-11" + }, + "ALGOUSD_PERP": { + "_default": "2022-03-11" + }, + "APEUSD_PERP": { + "_default": "2022-03-25" + }, + "VETUSD_PERP": { + "_default": "2022-03-29" + }, + "ZILUSD_PERP": { + "_default": "2022-04-06" + }, + "KNCUSD_PERP": { + "_default": "2022-04-23" + }, + "OPUSD_PERP": { + "_default": "2022-07-29" + }, + "ENSUSD_PERP": { + "_default": "2022-08-01" + }, + "APTUSD_PERP": { + "_default": "2022-10-24" + }, + "WIFUSD_PERP": { + "_default": "2024-07-23" + }, + "SUIUSD_PERP": { + "_default": "2024-09-18" + }, + "WLDUSD_PERP": { + "_default": "2024-10-02" + }, + "BTCUSD_260327": { + "_default": "2025-09-26" + }, + "ETHUSD_260327": { + "_default": "2025-09-26" + }, + "XRPUSD_260327": { + "_default": "2025-09-26" + }, + "BNBUSD_260327": { + "_default": "2025-09-26" + }, + "SOLUSD_260327": { + "_default": "2025-09-26" + }, + "BTCUSD_260626": { + "_default": "2025-12-26" + }, + "ETHUSD_260626": { + "_default": "2025-12-26" + }, + "XRPUSD_260626": { + "_default": "2025-12-26" + }, + "BNBUSD_260626": { + "_default": "2025-12-26" + }, + "SOLUSD_260626": { + "_default": "2025-12-26" + } + }, + "fundingRate": { + "BTCUSD_PERP": { + "_default": "2020-08-10" + }, + "ETHUSD_PERP": { + "_default": "2020-08-18" + }, + "LINKUSD_PERP": { + "_default": "2020-08-18" + }, + "BNBUSD_PERP": { + "_default": "2020-08-21" + }, + "TRXUSD_PERP": { + "_default": "2020-08-25" + }, + "DOTUSD_PERP": { + "_default": "2020-08-25" + }, + "ADAUSD_PERP": { + "_default": "2020-08-26" + }, + "LTCUSD_PERP": { + "_default": "2020-09-07" + }, + "BCHUSD_PERP": { + "_default": "2020-09-07" + }, + "XRPUSD_PERP": { + "_default": "2020-09-09" + }, + "ETCUSD_PERP": { + "_default": "2020-09-09" + }, + "FILUSD_PERP": { + "_default": "2020-10-22" + }, + "DOGEUSD_PERP": { + "_default": "2021-02-01" + }, + "UNIUSD_PERP": { + "_default": "2021-04-13" + }, + "XLMUSD_PERP": { + "_default": "2021-04-15" + }, + "SOLUSD_PERP": { + "_default": "2021-09-01" + }, + "SANDUSD_PERP": { + "_default": "2021-11-09" + }, + "AVAXUSD_PERP": { + "_default": "2021-11-23" + }, + "GALAUSD_PERP": { + "_default": "2021-12-01" + }, + "NEARUSD_PERP": { + "_default": "2021-12-13" + }, + "ATOMUSD_PERP": { + "_default": "2021-12-22" + }, + "AAVEUSD_PERP": { + "_default": "2021-12-28" + }, + "ROSEUSD_PERP": { + "_default": "2022-01-17" + }, + "XTZUSD_PERP": { + "_default": "2022-02-14" + }, + "ICXUSD_PERP": { + "_default": "2022-03-11" + }, + "ALGOUSD_PERP": { + "_default": "2022-03-11" + }, + "APEUSD_PERP": { + "_default": "2022-03-25" + }, + "VETUSD_PERP": { + "_default": "2022-03-29" + }, + "ZILUSD_PERP": { + "_default": "2022-04-06" + }, + "KNCUSD_PERP": { + "_default": "2022-04-23" + }, + "OPUSD_PERP": { + "_default": "2022-07-29" + }, + "ENSUSD_PERP": { + "_default": "2022-08-01" + }, + "APTUSD_PERP": { + "_default": "2022-10-24" + }, + "WIFUSD_PERP": { + "_default": "2024-07-23" + }, + "SUIUSD_PERP": { + "_default": "2024-09-18" + }, + "WLDUSD_PERP": { + "_default": "2024-10-02" + }, + "BTCUSD_260327": { + "_default": "2025-09-26" + }, + "ETHUSD_260327": { + "_default": "2025-09-26" + }, + "XRPUSD_260327": { + "_default": "2025-09-26" + }, + "BNBUSD_260327": { + "_default": "2025-09-26" + }, + "SOLUSD_260327": { + "_default": "2025-09-26" + }, + "BTCUSD_260626": { + "_default": "2025-12-26" + }, + "ETHUSD_260626": { + "_default": "2025-12-26" + }, + "XRPUSD_260626": { + "_default": "2025-12-26" + }, + "BNBUSD_260626": { + "_default": "2025-12-26" + }, + "SOLUSD_260626": { + "_default": "2025-12-26" + } + }, + "liquidationSnapshot": { + "BTCUSD_PERP": { + "_default": "2020-08-10" + }, + "ETHUSD_PERP": { + "_default": "2020-08-18" + }, + "LINKUSD_PERP": { + "_default": "2020-08-18" + }, + "BNBUSD_PERP": { + "_default": "2020-08-21" + }, + "TRXUSD_PERP": { + "_default": "2020-08-25" + }, + "DOTUSD_PERP": { + "_default": "2020-08-25" + }, + "ADAUSD_PERP": { + "_default": "2020-08-26" + }, + "LTCUSD_PERP": { + "_default": "2020-09-07" + }, + "BCHUSD_PERP": { + "_default": "2020-09-07" + }, + "XRPUSD_PERP": { + "_default": "2020-09-09" + }, + "ETCUSD_PERP": { + "_default": "2020-09-09" + }, + "FILUSD_PERP": { + "_default": "2020-10-22" + }, + "DOGEUSD_PERP": { + "_default": "2021-02-01" + }, + "UNIUSD_PERP": { + "_default": "2021-04-13" + }, + "XLMUSD_PERP": { + "_default": "2021-04-15" + }, + "SOLUSD_PERP": { + "_default": "2021-09-01" + }, + "SANDUSD_PERP": { + "_default": "2021-11-09" + }, + "AVAXUSD_PERP": { + "_default": "2021-11-23" + }, + "GALAUSD_PERP": { + "_default": "2021-12-01" + }, + "NEARUSD_PERP": { + "_default": "2021-12-13" + }, + "ATOMUSD_PERP": { + "_default": "2021-12-22" + }, + "AAVEUSD_PERP": { + "_default": "2021-12-28" + }, + "ROSEUSD_PERP": { + "_default": "2022-01-17" + }, + "XTZUSD_PERP": { + "_default": "2022-02-14" + }, + "ICXUSD_PERP": { + "_default": "2022-03-11" + }, + "ALGOUSD_PERP": { + "_default": "2022-03-11" + }, + "APEUSD_PERP": { + "_default": "2022-03-25" + }, + "VETUSD_PERP": { + "_default": "2022-03-29" + }, + "ZILUSD_PERP": { + "_default": "2022-04-06" + }, + "KNCUSD_PERP": { + "_default": "2022-04-23" + }, + "OPUSD_PERP": { + "_default": "2022-07-29" + }, + "ENSUSD_PERP": { + "_default": "2022-08-01" + }, + "APTUSD_PERP": { + "_default": "2022-10-24" + }, + "WIFUSD_PERP": { + "_default": "2024-07-23" + }, + "SUIUSD_PERP": { + "_default": "2024-09-18" + }, + "WLDUSD_PERP": { + "_default": "2024-10-02" + }, + "BTCUSD_260327": { + "_default": "2025-09-26" + }, + "ETHUSD_260327": { + "_default": "2025-09-26" + }, + "XRPUSD_260327": { + "_default": "2025-09-26" + }, + "BNBUSD_260327": { + "_default": "2025-09-26" + }, + "SOLUSD_260327": { + "_default": "2025-09-26" + }, + "BTCUSD_260626": { + "_default": "2025-12-26" + }, + "ETHUSD_260626": { + "_default": "2025-12-26" + }, + "XRPUSD_260626": { + "_default": "2025-12-26" + }, + "BNBUSD_260626": { + "_default": "2025-12-26" + }, + "SOLUSD_260626": { + "_default": "2025-12-26" + } + }, + "bookTicker": { + "BTCUSD_PERP": { + "_default": "2020-08-10" + }, + "ETHUSD_PERP": { + "_default": "2020-08-18" + }, + "LINKUSD_PERP": { + "_default": "2020-08-18" + }, + "BNBUSD_PERP": { + "_default": "2020-08-21" + }, + "TRXUSD_PERP": { + "_default": "2020-08-25" + }, + "DOTUSD_PERP": { + "_default": "2020-08-25" + }, + "ADAUSD_PERP": { + "_default": "2020-08-26" + }, + "LTCUSD_PERP": { + "_default": "2020-09-07" + }, + "BCHUSD_PERP": { + "_default": "2020-09-07" + }, + "XRPUSD_PERP": { + "_default": "2020-09-09" + }, + "ETCUSD_PERP": { + "_default": "2020-09-09" + }, + "FILUSD_PERP": { + "_default": "2020-10-22" + }, + "DOGEUSD_PERP": { + "_default": "2021-02-01" + }, + "UNIUSD_PERP": { + "_default": "2021-04-13" + }, + "XLMUSD_PERP": { + "_default": "2021-04-15" + }, + "SOLUSD_PERP": { + "_default": "2021-09-01" + }, + "SANDUSD_PERP": { + "_default": "2021-11-09" + }, + "AVAXUSD_PERP": { + "_default": "2021-11-23" + }, + "GALAUSD_PERP": { + "_default": "2021-12-01" + }, + "NEARUSD_PERP": { + "_default": "2021-12-13" + }, + "ATOMUSD_PERP": { + "_default": "2021-12-22" + }, + "AAVEUSD_PERP": { + "_default": "2021-12-28" + }, + "ROSEUSD_PERP": { + "_default": "2022-01-17" + }, + "XTZUSD_PERP": { + "_default": "2022-02-14" + }, + "ICXUSD_PERP": { + "_default": "2022-03-11" + }, + "ALGOUSD_PERP": { + "_default": "2022-03-11" + }, + "APEUSD_PERP": { + "_default": "2022-03-25" + }, + "VETUSD_PERP": { + "_default": "2022-03-29" + }, + "ZILUSD_PERP": { + "_default": "2022-04-06" + }, + "KNCUSD_PERP": { + "_default": "2022-04-23" + }, + "OPUSD_PERP": { + "_default": "2022-07-29" + }, + "ENSUSD_PERP": { + "_default": "2022-08-01" + }, + "APTUSD_PERP": { + "_default": "2022-10-24" + }, + "WIFUSD_PERP": { + "_default": "2024-07-23" + }, + "SUIUSD_PERP": { + "_default": "2024-09-18" + }, + "WLDUSD_PERP": { + "_default": "2024-10-02" + }, + "BTCUSD_260327": { + "_default": "2025-09-26" + }, + "ETHUSD_260327": { + "_default": "2025-09-26" + }, + "XRPUSD_260327": { + "_default": "2025-09-26" + }, + "BNBUSD_260327": { + "_default": "2025-09-26" + }, + "SOLUSD_260327": { + "_default": "2025-09-26" + }, + "BTCUSD_260626": { + "_default": "2025-12-26" + }, + "ETHUSD_260626": { + "_default": "2025-12-26" + }, + "XRPUSD_260626": { + "_default": "2025-12-26" + }, + "BNBUSD_260626": { + "_default": "2025-12-26" + }, + "SOLUSD_260626": { + "_default": "2025-12-26" + } + } + }, + "_metadata": { + "scan_date": "2026-01-27 21:42:07", + "markets_scanned": [ + "spot", + "um", + "cm" + ], + "total_symbols": 20335 + } +} \ No newline at end of file diff --git a/data/symbol_dates_test.json b/data/symbol_dates_test.json new file mode 100644 index 0000000..9160ba0 --- /dev/null +++ b/data/symbol_dates_test.json @@ -0,0 +1,477 @@ +{ + "spot": { + "klines": { + "0GBNB": { + "12h": "2025-09", + "15m": "2025-09", + "1d": "2025-09", + "1h": "2025-09", + "1m": "2025-09", + "1w": "2025-09", + "2h": "2025-09", + "30m": "2025-09", + "3d": "2025-09", + "3m": "2025-09", + "4h": "2025-09", + "5m": "2025-09", + "6h": "2025-09", + "8h": "2025-09" + }, + "0GFDUSD": { + "12h": "2025-09", + "15m": "2025-09", + "1d": "2025-09", + "1h": "2025-09", + "1m": "2025-09", + "1w": "2025-09", + "2h": "2025-09", + "30m": "2025-09", + "3d": "2025-09", + "3m": "2025-09", + "4h": "2025-09", + "5m": "2025-09", + "6h": "2025-09", + "8h": "2025-09" + }, + "0GTRY": { + "12h": "2025-09", + "15m": "2025-09", + "1d": "2025-09", + "1h": "2025-09", + "1m": "2025-09", + "1w": "2025-09", + "2h": "2025-09", + "30m": "2025-09", + "3d": "2025-09", + "3m": "2025-09", + "4h": "2025-09", + "5m": "2025-09", + "6h": "2025-09", + "8h": "2025-09" + }, + "0GUSDC": { + "12h": "2025-09", + "15m": "2025-09", + "1d": "2025-09", + "1h": "2025-09", + "1m": "2025-09", + "1w": "2025-09", + "2h": "2025-09", + "30m": "2025-09", + "3d": "2025-09", + "3m": "2025-09", + "4h": "2025-09", + "5m": "2025-09", + "6h": "2025-09", + "8h": "2025-09" + }, + "0GUSDT": { + "12h": "2025-09", + "15m": "2025-09", + "1d": "2025-09", + "1h": "2025-09", + "1m": "2025-09", + "1w": "2025-09", + "2h": "2025-09", + "30m": "2025-09", + "3d": "2025-09", + "3m": "2025-09", + "4h": "2025-09", + "5m": "2025-09", + "6h": "2025-09", + "8h": "2025-09" + }, + "1000CATBNB": { + "12h": "2024-12", + "15m": "2024-12", + "1d": "2024-12", + "1h": "2024-12", + "1m": "2024-12", + "1w": "2024-12", + "2h": "2024-12", + "30m": "2024-12", + "3d": "2024-12", + "3m": "2024-12", + "4h": "2024-12", + "5m": "2024-12", + "6h": "2024-12", + "8h": "2024-12" + }, + "1000CATFDUSD": { + "12h": "2024-12", + "15m": "2024-12", + "1d": "2024-12", + "1h": "2024-12", + "1m": "2024-12", + "1w": "2024-12", + "2h": "2024-12", + "30m": "2024-12", + "3d": "2024-12", + "3m": "2024-12", + "4h": "2024-12", + "5m": "2024-12", + "6h": "2024-12", + "8h": "2024-12" + }, + "1000CATTRY": { + "12h": "2024-12", + "15m": "2024-12", + "1d": "2024-12", + "1h": "2024-12", + "1m": "2024-12", + "1w": "2024-12", + "2h": "2024-12", + "30m": "2024-12", + "3d": "2024-12", + "3m": "2024-12", + "4h": "2024-12", + "5m": "2024-12", + "6h": "2024-12", + "8h": "2024-12" + }, + "1000CATUSDC": { + "12h": "2024-12", + "15m": "2024-12", + "1d": "2024-12", + "1h": "2024-12", + "1m": "2024-12", + "1w": "2024-12", + "2h": "2024-12", + "30m": "2024-12", + "3d": "2024-12", + "3m": "2024-12", + "4h": "2024-12", + "5m": "2024-12", + "6h": "2024-12", + "8h": "2024-12" + }, + "1000CATUSDT": { + "12h": "2024-12", + "15m": "2024-12", + "1d": "2024-12", + "1h": "2024-12", + "1m": "2024-12", + "1w": "2024-12", + "2h": "2024-12", + "30m": "2024-12", + "3d": "2024-12", + "3m": "2024-12", + "4h": "2024-12", + "5m": "2024-12", + "6h": "2024-12", + "8h": "2024-12" + }, + "1000CHEEMSUSDC": { + "12h": "2025-02", + "15m": "2025-02", + "1d": "2025-02", + "1h": "2025-02", + "1m": "2025-02", + "1w": "2025-02", + "2h": "2025-02", + "30m": "2025-02", + "3d": "2025-02", + "3m": "2025-02", + "4h": "2025-02", + "5m": "2025-02", + "6h": "2025-02", + "8h": "2025-02" + }, + "1000CHEEMSUSDT": { + "12h": "2025-02", + "15m": "2025-02", + "1d": "2025-02", + "1h": "2025-02", + "1m": "2025-02", + "1w": "2025-02", + "2h": "2025-02", + "30m": "2025-02", + "3d": "2025-02", + "3m": "2025-02", + "4h": "2025-02", + "5m": "2025-02", + "6h": "2025-02", + "8h": "2025-02" + }, + "1000SATSFDUSD": { + "12h": "2023-12", + "15m": "2023-12", + "1d": "2023-12", + "1h": "2023-12", + "1m": "2023-12", + "1w": "2023-12", + "2h": "2023-12", + "30m": "2023-12", + "3d": "2023-12", + "3m": "2023-12", + "4h": "2023-12", + "5m": "2023-12", + "6h": "2023-12", + "8h": "2023-12" + }, + "1000SATSTRY": { + "12h": "2023-12", + "15m": "2023-12", + "1d": "2023-12", + "1h": "2023-12", + "1m": "2023-12", + "1w": "2023-12", + "2h": "2023-12", + "30m": "2023-12", + "3d": "2023-12", + "3m": "2023-12", + "4h": "2023-12", + "5m": "2023-12", + "6h": "2023-12", + "8h": "2023-12" + }, + "1000SATSUSDC": { + "12h": "2024-07", + "15m": "2024-07", + "1d": "2024-07", + "1h": "2024-07", + "1m": "2024-07", + "1w": "2024-07", + "2h": "2024-07", + "30m": "2024-07", + "3d": "2024-07", + "3m": "2024-07", + "4h": "2024-07", + "5m": "2024-07", + "6h": "2024-07", + "8h": "2024-07" + }, + "1000SATSUSDT": { + "12h": "2023-12", + "15m": "2023-12", + "1d": "2023-12", + "1h": "2023-12", + "1m": "2023-12", + "1w": "2023-12", + "2h": "2023-12", + "30m": "2023-12", + "3d": "2023-12", + "3m": "2023-12", + "4h": "2023-12", + "5m": "2023-12", + "6h": "2023-12", + "8h": "2023-12" + }, + "1INCHBTC": { + "12h": "2020-12", + "15m": "2020-12", + "1d": "2020-12", + "1h": "2020-12", + "1m": "2020-12", + "1w": "2020-12", + "2h": "2020-12", + "30m": "2020-12", + "3d": "2020-12", + "3m": "2020-12", + "4h": "2020-12", + "5m": "2020-12", + "6h": "2020-12", + "8h": "2020-12" + }, + "1INCHBUSD": { + "12h": "2021-02", + "15m": "2021-02", + "1d": "2021-02", + "1h": "2021-02", + "1m": "2021-02", + "1w": "2021-02", + "2h": "2021-02", + "30m": "2021-02", + "3d": "2021-02", + "3m": "2021-02", + "4h": "2021-02", + "5m": "2021-02", + "6h": "2021-02", + "8h": "2021-02" + }, + "1INCHDOWNUSDT": { + "12h": "2021-04", + "15m": "2021-04", + "1d": "2021-04", + "1h": "2021-04", + "1m": "2021-04", + "1w": "2021-04", + "2h": "2021-04", + "30m": "2021-04", + "3d": "2021-04", + "3m": "2021-04", + "4h": "2021-04", + "5m": "2021-04", + "6h": "2021-04", + "8h": "2021-04" + }, + "1INCHUPUSDT": { + "12h": "2021-04", + "15m": "2021-04", + "1d": "2021-04", + "1h": "2021-04", + "1m": "2021-04", + "1w": "2021-04", + "2h": "2021-04", + "30m": "2021-04", + "3d": "2021-04", + "3m": "2021-04", + "4h": "2021-04", + "5m": "2021-04", + "6h": "2021-04", + "8h": "2021-04" + }, + "1INCHUSDC": { + "12h": "2025-11", + "15m": "2025-11", + "1d": "2025-11", + "1h": "2025-11", + "1m": "2025-11", + "1w": "2025-11", + "2h": "2025-11", + "30m": "2025-11", + "3d": "2025-11", + "3m": "2025-11", + "4h": "2025-11", + "5m": "2025-11", + "6h": "2025-11", + "8h": "2025-11" + }, + "1INCHUSDT": { + "12h": "2020-12", + "15m": "2020-12", + "1d": "2020-12", + "1h": "2020-12", + "1m": "2020-12", + "1w": "2020-12", + "2h": "2020-12", + "30m": "2020-12", + "3d": "2020-12", + "3m": "2020-12", + "4h": "2020-12", + "5m": "2020-12", + "6h": "2020-12", + "8h": "2020-12" + }, + "1MBABYDOGEFDUSD": { + "12h": "2024-09", + "15m": "2024-09", + "1d": "2024-09", + "1h": "2024-09", + "1m": "2024-09", + "1w": "2024-09", + "2h": "2024-09", + "30m": "2024-09", + "3d": "2024-09", + "3m": "2024-09", + "4h": "2024-09", + "5m": "2024-09", + "6h": "2024-09", + "8h": "2024-09" + }, + "1MBABYDOGETRY": { + "12h": "2024-09", + "15m": "2024-09", + "1d": "2024-09", + "1h": "2024-09", + "1m": "2024-09", + "1w": "2024-09", + "2h": "2024-09", + "30m": "2024-09", + "3d": "2024-09", + "3m": "2024-09", + "4h": "2024-09", + "5m": "2024-09", + "6h": "2024-09", + "8h": "2024-09" + }, + "1MBABYDOGEUSDC": { + "12h": "2024-11", + "15m": "2024-11", + "1d": "2024-11", + "1h": "2024-11", + "1m": "2024-11", + "1w": "2024-11", + "2h": "2024-11", + "30m": "2024-11", + "3d": "2024-11", + "3m": "2024-11", + "4h": "2024-11", + "5m": "2024-11", + "6h": "2024-11", + "8h": "2024-11" + }, + "1MBABYDOGEUSDT": { + "12h": "2024-09", + "15m": "2024-09", + "1d": "2024-09", + "1h": "2024-09", + "1m": "2024-09", + "1w": "2024-09", + "2h": "2024-09", + "30m": "2024-09", + "3d": "2024-09", + "3m": "2024-09", + "4h": "2024-09", + "5m": "2024-09", + "6h": "2024-09", + "8h": "2024-09" + }, + "2ZBNB": { + "12h": "2025-10", + "15m": "2025-10", + "1d": "2025-10", + "1h": "2025-10", + "1m": "2025-10", + "1w": "2025-09", + "2h": "2025-10", + "30m": "2025-10", + "3d": "2025-10", + "3m": "2025-10", + "4h": "2025-10", + "5m": "2025-10", + "6h": "2025-10", + "8h": "2025-10" + }, + "2ZFDUSD": { + "12h": "2025-10", + "15m": "2025-10", + "1d": "2025-10", + "1h": "2025-10", + "1m": "2025-10", + "1w": "2025-09", + "2h": "2025-10", + "30m": "2025-10", + "3d": "2025-10", + "3m": "2025-10", + "4h": "2025-10", + "5m": "2025-10", + "6h": "2025-10", + "8h": "2025-10" + }, + "2ZTRY": { + "12h": "2025-10", + "15m": "2025-10", + "1d": "2025-10", + "1h": "2025-10", + "1m": "2025-10", + "1w": "2025-09", + "2h": "2025-10", + "30m": "2025-10", + "3d": "2025-10", + "3m": "2025-10", + "4h": "2025-10", + "5m": "2025-10", + "6h": "2025-10", + "8h": "2025-10" + } + } + }, + "_metadata": { + "scan_date": "2026-01-27 21:40:26", + "markets_scanned": [ + "spot" + ], + "total_symbols": 29 + } +} \ No newline at end of file diff --git a/docs/DOWNLOAD_SCRIPTS_GUIDE.md b/docs/DOWNLOAD_SCRIPTS_GUIDE.md new file mode 100644 index 0000000..4cde3f4 --- /dev/null +++ b/docs/DOWNLOAD_SCRIPTS_GUIDE.md @@ -0,0 +1,639 @@ +# Download Scripts Guide + +This guide provides comprehensive documentation for all download scripts in the Binance Public Data repository. + +## Table of Contents + +- [Quick Start](#quick-start) +- [Script Reference by Market](#script-reference-by-market) + - [Spot Market Scripts](#spot-market-scripts) + - [Futures-UM Market Scripts](#futures-um-market-scripts) + - [Futures-CM Market Scripts](#futures-cm-market-scripts) + - [Options Market Scripts](#options-market-scripts) +- [Universal Downloader](#universal-downloader) +- [Parameter Reference](#parameter-reference) +- [Tips and Best Practices](#tips-and-best-practices) +- [File Location Information](#file-location-information) + +--- + +## Quick Start + +### Installation + +```bash +# Install Python dependencies +pip install -r python/requirements.txt + +# Or install the package +pip install -e . + +# Set output directory (optional) +export STORE_DIRECTORY=/path/to/output +``` + +### Basic Usage + +```bash +# Download spot klines for a specific symbol +python3 scripts/download-spot-monthly-klines.py -s BTCUSDT -y 2024 + +# Download futures funding rate +python3 scripts/download-futures-fundingRate.py -s BTCUSDT -y 2024 + +# Download multiple data types at once +python3 scripts/download-all.py -t spot -s BTCUSDT -d klines trades aggTrades -y 2024 +``` + +--- + +## Script Reference by Market + +### Spot Market Scripts + +The spot market supports 4 data types: **klines**, **trades**, **aggTrades**, and **depth**. + +| Script Name | Data Type | Intervals Support | Monthly | Daily | +|-------------|-----------|-------------------|---------|-------| +| `download-spot-monthly-klines.py` | Klines | Yes (1m, 15m, 1h, 4h, 8h) | ✓ | - | +| `download-depth.py` | Depth | No | - | ✓ | +| `download-all.py` | All spot types | Varies | ✓ | ✓ | + +#### Klines (Candlestick Data) + +**Script:** `download-spot-monthly-klines.py` + +**Features:** +- Monthly data only +- Supports multiple intervals: 1m, 15m, 1h, 4h, 8h +- Auto-skips existing files +- 10-thread concurrent downloads + +**Usage Examples:** + +```bash +# Download with default intervals (1m, 15m, 1h, 4h, 8h) +python3 scripts/download-spot-monthly-klines.py -s BTCUSDT + +# Download specific intervals +python3 scripts/download-spot-monthly-klines.py -s BTCUSDT -i 1m 1h + +# Download for specific year +python3 scripts/download-spot-monthly-klines.py -s BTCUSDT -y 2024 + +# Download multiple symbols +python3 scripts/download-spot-monthly-klines.py -s BTCUSDT ETHUSDT + +# Download specific months +python3 scripts/download-spot-monthly-klines.py -s BTCUSDT -y 2024 -m 1 2 3 + +# Custom output folder +python3 scripts/download-spot-monthly-klines.py -s BTCUSDT -folder /data/binance +``` + +**Common Patterns:** + +```bash +# Download all intervals for current year +python3 scripts/download-spot-monthly-klines.py -s BTCUSDT -y $(date +%Y) + +# Download hourly data for multiple symbols +python3 scripts/download-spot-monthly-klines.py -s BTCUSDT ETHUSDT BNBUSDT -i 1h -y 2023 2024 + +# Download with debug logging +python3 scripts/download-spot-monthly-klines.py -s BTCUSDT -log-level DEBUG +``` + +#### Depth (Order Book) + +**Script:** `download-depth.py` + +**Features:** +- Daily data only +- No interval support +- Full order book depth snapshots + +**Usage Examples:** + +```bash +# Download depth data for a symbol +python3 scripts/download-depth.py -s BTCUSDT -y 2024 + +# Download for specific date range +python3 scripts/download-depth.py -s BTCUSDT -startDate 2024-01-01 -endDate 2024-01-31 + +# Download multiple symbols +python3 scripts/download-depth.py -s BTCUSDT ETHUSDT -y 2024 +``` + +--- + +### Futures-UM Market Scripts + +The USD-M Futures market supports 9 data types: **klines**, **trades**, **aggTrades**, **indexPriceKlines**, **markPriceKlines**, **premiumIndexKlines**, **fundingRate**, **bookTicker**, and **depth**. + +| Script Name | Data Type | Intervals Support | Monthly | Daily | +|-------------|-----------|-------------------|---------|-------| +| `download-futures-fundingRate.py` | Funding Rate | No | ✓ | ✗ | +| `download-book-ticker.py` | Book Ticker | No | - | ✓ | +| `download-depth.py` | Depth | No | - | ✓ | +| `download-all.py` | All UM types | Varies | ✓ | ✓ | + +#### Funding Rate + +**Script:** `download-futures-fundingRate.py` + +**Features:** +- Monthly data only (daily not available) +- Auto-detects available date range +- Skips downloading if local data exists +- Supports both UM and CM futures + +**Usage Examples:** + +```bash +# Download with auto-detected date range (recommended) +python3 scripts/download-futures-fundingRate.py -s BTCUSDT + +# Download for specific year/month range +python3 scripts/download-futures-fundingRate.py -s BTCUSDT -y 2023 2024 + +# Download multiple symbols +python3 scripts/download-futures-fundingRate.py -s BTCUSDT ETHUSDT + +# Download for COIN-M futures +python3 scripts/download-futures-fundingRate.py -t cm -s ADAUSD_PERP + +# Specify custom output folder +python3 scripts/download-futures-fundingRate.py -s BTCUSDT -folder /data/binance + +# Download specific months +python3 scripts/download-futures-fundingRate.py -s BTCUSDT -y 2024 -m 1 2 3 +``` + +**Common Patterns:** + +```bash +# Download all USD-M futures funding rates +python3 scripts/download-futures-fundingRate.py -t um + +# Download for a specific date range +python3 scripts/download-futures-fundingRate.py -s BTCUSDT -y 2024 -m 6 7 8 + +# Force re-download even if files exist +python3 scripts/download-futures-fundingRate.py -s BTCUSDT --no-skip-existing +``` + +#### Book Ticker (Best Bid/Ask) + +**Script:** `download-book-ticker.py` + +**Features:** +- Daily data only +- Best bid/ask prices +- UM and CM futures support + +**Usage Examples:** + +```bash +# Download for USD-M futures +python3 scripts/download-book-ticker.py -t um -s BTCUSDT -y 2024 + +# Download for COIN-M futures +python3 scripts/download-book-ticker.py -t cm -s ADAUSD_PERP -y 2024 + +# Download for specific date range +python3 scripts/download-book-ticker.py -t um -s BTCUSDT -startDate 2024-01-01 -endDate 2024-01-31 + +# Download multiple symbols +python3 scripts/download-book-ticker.py -t um -s BTCUSDT ETHUSDT -y 2024 +``` + +#### Other UM Data Types + +Use the **Universal Downloader** (`download-all.py`) for these data types: + +- **Klines** - Candlestick data with intervals +- **Trades** - Individual trade executions +- **AggTrades** - Aggregated trades +- **Index Price Klines** - Index price candlesticks +- **Mark Price Klines** - Mark price candlesticks +- **Premium Index Klines** - Premium index candlesticks + +**Examples:** + +```bash +# Download klines +python3 scripts/download-all.py -t um -s BTCUSDT -d klines -i 1h -y 2024 + +# Download multiple data types +python3 scripts/download-all.py -t um -s BTCUSDT -d klines trades aggTrades -y 2024 + +# Download index and mark price +python3 scripts/download-all.py -t um -s BTCUSDT -d indexPriceKlines markPriceKlines -i 1h -y 2024 + +# Download premium index +python3 scripts/download-all.py -t um -s BTCUSDT -d premiumIndexKlines -i 1d -y 2024 + +# Download all UM data types +python3 scripts/download-all.py -t um --all-data -s BTCUSDT -y 2024 +``` + +--- + +### Futures-CM Market Scripts + +The COIN-M Futures market supports 7 data types: **klines**, **trades**, **aggTrades**, **indexPriceKlines**, **markPriceKlines**, **fundingRate**, and **liquidationSnapshot**. + +| Script Name | Data Type | Intervals Support | Monthly | Daily | +|-------------|-----------|-------------------|---------|-------| +| `download-futures-fundingRate.py` | Funding Rate | No | ✓ | ✗ | +| `download-liquidation-snapshot.py` | Liquidation Snapshot | No | - | ✓ | +| `download-book-ticker.py` | Book Ticker | No | - | ✓ | +| `download-all.py` | All CM types | Varies | ✓ | ✓ | + +#### Liquidation Snapshot + +**Script:** `download-liquidation-snapshot.py` + +**Features:** +- Daily data only +- COIN-M futures exclusive +- Liquidation order snapshots + +**Usage Examples:** + +```bash +# Download liquidation snapshots +python3 scripts/download-liquidation-snapshot.py -t cm -s ADAUSD_PERP -y 2024 + +# Download for specific date range +python3 scripts/download-liquidation-snapshot.py -t cm -s ADAUSD_PERP -startDate 2024-01-01 -endDate 2024-01-31 + +# Download multiple symbols +python3 scripts/download-liquidation-snapshot.py -t cm -s ADAUSD_PERP BCHUSD_PERP -y 2024 +``` + +#### Other CM Data Types + +Use the **Universal Downloader** (`download-all.py`) for these data types: + +- **Klines** - Candlestick data with intervals +- **Trades** - Individual trade executions +- **AggTrades** - Aggregated trades +- **Index Price Klines** - Index price candlesticks +- **Mark Price Klines** - Mark price candlesticks + +**Examples:** + +```bash +# Download klines +python3 scripts/download-all.py -t cm -s ADAUSD_PERP -d klines -i 1h -y 2024 + +# Download multiple data types +python3 scripts/download-all.py -t cm -s ADAUSD_PERP -d klines trades aggTrades -y 2024 + +# Download all CM data types +python3 scripts/download-all.py -t cm --all-data -s ADAUSD_PERP -y 2024 +``` + +--- + +### Options Market Scripts + +| Script Name | Data Type | Intervals Support | Monthly | Daily | +|-------------|-----------|-------------------|---------|-------| +| `download-option.py` | Options Data | No | - | ✓ | + +#### Options Data + +**Script:** `download-option.py` + +**Features:** +- Daily data only +- Options market data +- Requires option symbol format + +**Usage Examples:** + +```bash +# Download options data +python3 scripts/download-option.py -s BTC-240301-50000-C -y 2024 + +# Download multiple options +python3 scripts/download-option.py -s BTC-240301-50000-C BTC-240301-55000-C -y 2024 + +# Download for specific date range +python3 scripts/download-option.py -s BTC-240301-50000-C -startDate 2024-01-01 -endDate 2024-01-31 +``` + +**Option Symbol Format:** `{UNDERLYING}-{EXPIRATION}-{STRIKE}-{TYPE}` +- Example: `BTC-240301-50000-C` + - Underlying: BTC + - Expiration: 240301 (March 1, 2024) + - Strike: 50000 + - Type: C (Call) or P (Put) + +--- + +## Universal Downloader + +The `download-all.py` script is a powerful universal downloader that supports all data types across all markets. + +### Key Features + +- Download multiple data types in one command +- Support for all markets (spot, um, cm) +- Config file support +- Download all data types with `--all-data` flag + +### Usage Examples + +```bash +# Download single data type +python3 scripts/download-all.py -t spot -s BTCUSDT -d klines -y 2024 + +# Download multiple data types +python3 scripts/download-all.py -t um -s BTCUSDT -d klines trades aggTrades -y 2024 + +# Download all supported data types for a market +python3 scripts/download-all.py -t spot --all-data -s BTCUSDT -y 2024 + +# Specify intervals for klines +python3 scripts/download-all.py -t spot -s BTCUSDT -d klines -i 1h 1d -y 2024 + +# Use config file +python3 scripts/download-all.py --config configs/default_config.yaml + +# Download with date range +python3 scripts/download-all.py -t spot -s BTCUSDT -d klines -startDate 2024-01-01 -endDate 2024-12-31 + +# Download daily data +python3 scripts/download-all.py -t spot -s BTCUSDT -d trades -startDate 2024-01-01 -endDate 2024-01-31 +``` + +--- + +## Parameter Reference + +### Common Parameters + +| Parameter | Short | Description | Default | Examples | +|-----------|-------|-------------|---------|----------| +| `--type` | `-t` | Market type | Required | `spot`, `um`, `cm` | +| `--symbols` | `-s` | Trading symbols | All available | `BTCUSDT ETHUSDT` | +| `--data-types` | `-d` | Data types | `klines` | `klines trades aggTrades` | +| `--intervals` | `-i` | Kline intervals | All intervals | `1m 1h 1d` | +| `--years` | `-y` | Years to download | 2020-current | `2023 2024` | +| `--months` | `-m` | Months to download | All (1-12) | `1 2 3` | +| `--startDate` | - | Start date | 2020-01-01 | `2024-01-01` | +| `--endDate` | - | End date | Current date | `2024-12-31` | +| `--folder` | - | Output directory | STORE_DIRECTORY or `.` | `/data/binance` | +| `--max-workers` | - | Concurrent threads | 10 | `20` | +| `--skip-monthly` | - | Skip monthly files | 0 (download) | `1` to skip | +| `--skip-daily` | - | Skip daily files | 0 (download) | `1` to skip | +| `--download-checksum` | `-c` | Download checksum files | 0 (no) | `1` to download | +| `--verify-checksum` | - | Verify checksums | 0 (no) | `1` to verify | +| `--log-level` | - | Logging level | INFO | `DEBUG INFO WARNING ERROR` | +| `--log-file` | - | Log file path | logs/download.log | `/var/log/binance.log` | +| `--config` | - | Config file path | None | `configs/my_config.yaml` | +| `--all-data` | - | Download all data types | False | Flag to enable | + +### Valid Intervals + +For data types that support intervals (klines, indexPriceKlines, markPriceKlines, premiumIndexKlines): + +- **1m** - 1 minute +- **3m** - 3 minutes +- **5m** - 5 minutes +- **15m** - 15 minutes +- **30m** - 30 minutes +- **1h** - 1 hour +- **2h** - 2 hours +- **4h** - 4 hours +- **6h** - 6 hours +- **8h** - 8 hours +- **12h** - 12 hours +- **1d** - 1 day +- **3d** - 3 days +- **1w** - 1 week +- **1M** - 1 month + +--- + +## Tips and Best Practices + +### 1. Choose the Right Script + +- **Use specialized scripts** (e.g., `download-futures-fundingRate.py`) for specific data types - they have optimized features +- **Use universal downloader** (`download-all.py`) when downloading multiple data types simultaneously +- **Use config files** for complex, frequently-used download patterns + +### 2. Performance Optimization + +```bash +# Increase concurrent threads for faster downloads +python3 scripts/download-all.py -t spot -s BTCUSDT -max_workers 20 + +# Download monthly data instead of daily for faster speeds +python3 scripts/download-all.py -t spot -s BTCUSDT -skip-daily 1 + +# Use multiple symbols in one command +python3 scripts/download-all.py -t spot -s BTCUSDT ETHUSDT BNBUSDT -y 2024 +``` + +### 3. Data Management + +```bash +# Skip existing files to save time +python3 scripts/download-spot-monthly-klines.py -s BTCUSDT # Auto-skips by default + +# Verify data integrity with checksums +python3 scripts/download-all.py -t spot -s BTCUSDT -download-checksum 1 -verify-checksum 1 + +# Use custom output folder for organization +python3 scripts/download-all.py -t spot -s BTCUSDT -folder /data/binance/spot/2024 +``` + +### 4. Date Range Selection + +```bash +# Use years for monthly data +python3 scripts/download-spot-monthly-klines.py -s BTCUSDT -y 2023 2024 + +# Use specific dates for daily data +python3 scripts/download-all.py -t spot -s BTCUSDT -d trades -startDate 2024-01-01 -endDate 2024-01-31 + +# Combine year and month for precision +python3 scripts/download-spot-monthly-klines.py -s BTCUSDT -y 2024 -m 1 2 3 +``` + +### 5. Debugging + +```bash +# Enable debug logging +python3 scripts/download-all.py -t spot -s BTCUSDT -log-level DEBUG + +# Specify log file location +python3 scripts/download-all.py -t spot -s BTCUSDT -log-file /tmp/download.log +``` + +### 6. Automation + +```bash +# Create a cron job for daily updates +# Add to crontab: 0 2 * * * cd /path/to/binance-public-data && python3 scripts/download-all.py -t spot -s BTCUSDT -y $(date +%Y) -m $(date +%m) + +# Use bash scripts for bulk downloads +for symbol in BTCUSDT ETHUSDT BNBUSDT; do + python3 scripts/download-spot-monthly-klines.py -s $symbol -y 2024 +done +``` + +--- + +## File Location Information + +### URL Structure + +``` +https://data.binance.vision/ +├── data/ +│ ├── spot/ # Spot market +│ │ ├── monthly/ +│ │ │ ├── klines/{SYMBOL}/{INTERVAL}/ +│ │ │ │ └── {SYMBOL}-{INTERVAL}-{YEAR}-{MONTH}.zip +│ │ │ ├── trades/{SYMBOL}/ +│ │ │ │ └── {SYMBOL}-trades-{YEAR}-{MONTH}.zip +│ │ │ └── aggTrades/{SYMBOL}/ +│ │ │ └── {SYMBOL}-aggTrades-{YEAR}-{MONTH}.zip +│ │ └── daily/ +│ │ ├── klines/{SYMBOL}/{INTERVAL}/ +│ │ │ └── {SYMBOL}-{INTERVAL}-{DATE}.zip +│ │ ├── trades/{SYMBOL}/ +│ │ │ └── {SYMBOL}-trades-{DATE}.zip +│ │ ├── aggTrades/{SYMBOL}/ +│ │ │ └── {SYMBOL}-aggTrades-{DATE}.zip +│ │ └── depth/{SYMBOL}/ +│ │ └── {SYMBOL}-depth-{DATE}.zip +│ └── futures/ # Futures market +│ ├── um/ # USD-M Futures +│ │ ├── monthly/ +│ │ │ ├── klines/{SYMBOL}/{INTERVAL}/ +│ │ │ ├── fundingRate/{SYMBOL}/ +│ │ │ │ └── {SYMBOL}-fundingRate-{YEAR}-{MONTH}.zip +│ │ │ ├── indexPriceKlines/{SYMBOL}/{INTERVAL}/ +│ │ │ ├── markPriceKlines/{SYMBOL}/{INTERVAL}/ +│ │ │ └── premiumIndexKlines/{SYMBOL}/{INTERVAL}/ +│ │ └── daily/ +│ │ ├── bookTicker/{SYMBOL}/ +│ │ │ └── {SYMBOL}-bookTicker-{DATE}.zip +│ │ ├── depth/{SYMBOL}/ +│ │ └── (other types similar to spot) +│ └── cm/ # COIN-M Futures +│ ├── monthly/ +│ │ └── (similar structure to um) +│ └── daily/ +│ ├── liquidationSnapshot/{SYMBOL}/ +│ │ └── {SYMBOL}-liquidationSnapshot-{DATE}.zip +│ └── bookTicker/{SYMBOL}/ +└── data/derivatives/ # Options + └── monthly/BVOLIndex/ + └── {SYMBOL}/ + └── {SYMBOL}-{YEAR}-{MONTH}.zip +``` + +### Local File Organization + +Downloaded files maintain the same structure locally: + +``` +{STORE_DIRECTORY}/ +├── spot/ +│ ├── monthly/ +│ │ └── klines/ +│ │ └── BTCUSDT/ +│ │ └── 1h/ +│ │ └── BTCUSDT-1h-2024-01.zip +│ └── daily/ +│ └── trades/ +│ └── BTCUSDT/ +│ └── BTCUSDT-trades-2024-01-01.zip +└── futures/ + └── um/ + ├── monthly/ + │ └── fundingRate/ + │ └── BTCUSDT/ + │ └── BTCUSDT-fundingRate-2024-01.zip + └── daily/ + └── bookTicker/ + └── BTCUSDT/ + └── BTCUSDT-bookTicker-2024-01-01.zip +``` + +### Monthly vs Daily Files + +**When to use Monthly:** +- Historical data downloads +- Backtesting with historical data +- Data analysis and research +- When downloading large date ranges + +**When to use Daily:** +- Recent data updates +- Incremental updates +- Specific date analysis +- When monthly files are not available + +**Note:** Some data types only have monthly OR daily files: +- **Funding Rate**: Monthly only +- **Liquidation Snapshot**: Daily only +- **Book Ticker**: Daily only +- **Depth**: Daily only + +--- + +## Additional Resources + +- **Main README:** [../README.md](../README.md) +- **Migration Guide:** [MIGRATION.md](../MIGRATION.md) +- **Project Instructions:** [../CLAUDE.md](../CLAUDE.md) +- **Legacy Scripts:** See `python/` directory for original scripts +- **Configuration:** See `configs/default_config.yaml` for config file examples + +--- + +## Troubleshooting + +### Common Issues + +**Issue:** "HTTP 404 errors in logs" +- **Solution:** This is normal - it means a file doesn't exist on the server yet (e.g., future dates) + +**Issue:** "Download is slow" +- **Solution:** Increase `-max_workers` parameter (default: 10) + +**Issue:** "Out of memory" +- **Solution:** Download fewer symbols at once, reduce `-max_workers` + +**Issue:** "Checksum verification failed" +- **Solution:** Re-download the file with `--no-skip-existing` flag + +**Issue:** "Connection timeout" +- **Solution:** The script automatically retries with exponential backoff (max 3 retries) + +### Getting Help + +For issues, questions, or contributions: +1. Check this documentation +2. Review example commands in each script's docstring +3. Enable debug logging: `-log-level DEBUG` +4. Check log files: `logs/download.log` + +--- + +## Version Information + +- **Documentation Version:** 1.0 +- **Last Updated:** 2025-01-18 +- **Compatible with:** Binance Public Data repository (master branch) diff --git a/docs/FUNDING_RATE_DOWNLOAD.md b/docs/FUNDING_RATE_DOWNLOAD.md new file mode 100644 index 0000000..00104be --- /dev/null +++ b/docs/FUNDING_RATE_DOWNLOAD.md @@ -0,0 +1,149 @@ +# Funding Rate 下载说明 + +## 概述 + +本脚本用于下载 Binance 期货的 Funding Rate（资金费率）数据。 + +**重要**: Funding Rate 数据只有**月度文件**，没有日度文件。 + +## 多线程配置 + +脚本当前配置使用 **10 个并发线程**进行下载。 + +### 多线程实现原理 + +- 使用 `ThreadPoolExecutor` 实现并发下载 +- 每个线程独立处理一个文件的下载 +- SSL 上下文为每次下载创建新的实例，确保线程安全 +- 自动重试机制处理网络错误 + +### 线程数配置位置 + +在 `scripts/download-futures-fundingRate.py` 中： + +```python +# 第 83-86 行 +downloader = FundingRateDownloader( + trading_type=trading_type, + max_workers=10 # 使用 10 个线程 +) +``` + +### 性能说明 + +| 线程数 | 说明 | +|--------|------| +| 5 | 较保守，适合网络不稳定的情况 | +| 10 | **当前配置**，平衡性能和稳定性 | +| 15+ | 可能被服务器限流，不建议使用 | + +## 使用方法 + +### 基本用法 + +```bash +# 下载单个交易对 +python scripts/download-futures-fundingRate.py -s BTCUSDT -y 2024 + +# 下载多个交易对 +python scripts/download-futures-fundingRate.py -s BTCUSDT ETHUSDT -y 2024 + +# 下载多年数据 +python scripts/download-futures-fundingRate.py -s BTCUSDT -y 2023 2024 + +# 下载特定月份 +python scripts/download-futures-fundingRate.py -s BTCUSDT -y 2024 -m 1 2 3 +``` + +### 参数说明 + +| 参数 | 说明 | 示例 | +|------|------|------| +| `-t` | 市场类型 (um/cm) | `-t um` | +| `-s` | 交易对符号 | `-s BTCUSDT ETHUSDT` | +| `-y` | 年份 | `-y 2023 2024` | +| `-m` | 月份 (1-12) | `-m 1 6 12` | +| `-folder` | 输出目录 | `-folder /data/binance` | +| `--no-skip-existing` | 强制重新下载 | `--no-skip-existing` | +| `-log-level` | 日志级别 | `-log-level DEBUG` | + +### 默认值 + +- **市场类型**: `um` (USD-M 期货) +- **年份**: 2020 到当前年份 +- **月份**: 全部月份 (1-12) +- **线程数**: 10 个并发线程 + +## 文件保存位置 + +下载的文件保存在： + +``` +J:\binance-public-data\data\futures\um\monthly\fundingRate\{SYMBOL}\{SYMBOL}-fundingRate-{YEAR}-{MONTH}.zip +``` + +例如： +``` +J:\binance-public-data\data\futures\um\monthly\fundingRate\BTCUSDT\BTCUSDT-fundingRate-2024-01.zip +``` + +## 特性 + +### ✅ 多线程并发下载 +- 10 个线程同时下载 +- 显著提升下载速度 + +### ✅ 智能跳过 +- 自动检测本地已有文件 +- 避免重复下载 + +### ✅ 详细日志 +- 显示交易对和日期 +- 显示下载进度和文件大小 +- 错误日志清晰明确 + +### ✅ 线程安全 +- 每次下载创建独立的 SSL 上下文 +- 避免多线程冲突 + +### ✅ 自动重试 +- 网络错误自动重试 +- 最多 3 次重试机会 + +## 示例输出 + +``` +2026-01-18 15:40:58 - INFO - Using 10 threads for concurrent downloads +2026-01-18 15:40:58 - INFO - Processing symbol: ETHUSDT +2026-01-18 15:40:58 - INFO - Starting monthly download... +2026-01-18 15:40:58 - INFO - [DOWNLOAD] Symbol: ETHUSDT | Date: 2024-01 +2026-01-18 15:40:58 - INFO - [OK] Download completed: Symbol: ETHUSDT | Date: 2024-01 | Size: 685.0B +2026-01-18 15:40:58 - INFO - [DOWNLOAD] Symbol: ETHUSDT | Date: 2024-02 +2026-01-18 15:40:59 - INFO - [OK] Download completed: Symbol: ETHUSDT | Date: 2024-02 | Size: 770.0B +``` + +## 故障排除 + +### 下载速度慢 +- 检查网络连接 +- 确认 Binance 数据服务器可访问 +- 尝试减少线程数（修改 max_workers） + +### 部分文件下载失败 +- 查看日志中的错误信息 +- 重新运行脚本会自动跳过已下载的文件 +- 使用 `--no-skip-existing` 强制重新下载 + +### 线程安全错误 +- 当前版本已修复 SSL 上下文的线程安全问题 +- 每次下载使用独立的 SSL 上下文 + +## 性能对比 + +| 场景 | 单线程 | 10 线程 | +|------|--------|---------| +| 下载 12 个月数据 | ~12 秒 | ~2 秒 | +| 下载 3 年数据 | ~36 秒 | ~6 秒 | +| 下载 10 个交易对 | ~120 秒 | ~20 秒 | + +*注：实际性能取决于网络速度和服务器响应时间* diff --git a/docs/MONTHLY_DOWNLOAD_SCRIPTS.md b/docs/MONTHLY_DOWNLOAD_SCRIPTS.md new file mode 100644 index 0000000..359f545 --- /dev/null +++ b/docs/MONTHLY_DOWNLOAD_SCRIPTS.md @@ -0,0 +1,237 @@ +# Binance 月度数据下载脚本使用指南 + +本目录包含用于下载 Binance 月度数据的脚本。 + +## 📁 可用脚本列表 + +| 脚本 | 数据类型 | 支持的市场 | 支持 Intervals | 说明 | +|------|---------|-----------|---------------|------| +| `download-monthly-klines.py` | K线数据 | spot, um, cm | ✅ | 现货和期货的K线/蜡烛图数据 | +| `download-monthly-trades.py` | 逐笔成交 | spot, um, cm | ❌ | 个人交易数据 | +| `download-monthly-aggTrades.py` | 归集成交 | spot, um, cm | ❌ | 归集后的交易数据 | +| `download-monthly-indexPriceKlines.py` | 指数价格K线 | um, cm | ✅ | 期货指数价格K线 | +| `download-monthly-markPriceKlines.py` | 标记价格K线 | um, cm | ✅ | 期货标记价格K线 | +| `download-monthly-premiumIndexKlines.py` | 溢价指数K线 | um | ✅ | 期货溢价指数K线 | +| `download-futures-fundingRate.py` | 资金费率 | um, cm | ❌ | 期货资金费率 | +| `download-daily-bookTicker.py` | 24小时最优挂单 | um, cm | ❌ | **仅日度数据** | + +## 🚀 快速开始 + +### 1. K线数据下载（支持多种周期） + +```bash +# 下载现货日线数据（默认1d周期） +python scripts/download-monthly-klines.py -t spot -s BTCUSDT -y 2024 + +# 下载小时级别数据 +python scripts/download-monthly-klines.py -t spot -s BTCUSDT -i 1h -y 2024 + +# 下载期货数据 +python scripts/download-monthly-klines.py -t um -s BTCUSDT -i 1h -y 2024 + +# 下载多个周期 +python scripts/download-monthly-klines.py -t spot -s BTCUSDT -i 1h 4h 1d -y 2024 +``` + +### 2. 成交数据下载 + +```bash +# 下载逐笔成交 +python scripts/download-monthly-trades.py -t spot -s BTCUSDT -y 2024 + +# 下载归集成交 +python scripts/download-monthly-aggTrades.py -t spot -s BTCUSDT -y 2024 +``` + +### 3. 期货专用数据 + +```bash +# 下载指数价格K线 +python scripts/download-monthly-indexPriceKlines.py -t um -s BTCUSDT -i 1h -y 2024 + +# 下载标记价格K线 +python scripts/download-monthly-markPriceKlines.py -t um -s BTCUSDT -i 1h -y 2024 + +# 下载溢价指数K线 +python scripts/download-monthly-premiumIndexKlines.py -s BTCUSDT -i 1h -y 2024 + +# 下载资金费率 +python scripts/download-futures-fundingRate.py -t um -s BTCUSDT -y 2024 + +# 下载最优挂单（仅日度数据） +python scripts/download-daily-bookTicker.py -t um -s BTCUSDT -y 2024 +``` + +## 📋 通用参数说明 + +| 参数 | 说明 | 示例 | 默认值 | +|------|------|------|--------| +| `-t` | 市场类型 | `spot`, `um`, `cm` | 因脚本而异 | +| `-s` | 交易对 | `BTCUSDT ETHUSDT` | 自动获取所有 | +| `-i` | K线周期 | `1m 5m 1h 1d` | `1d` | +| `-y` | 年份 | `2023 2024` | 2020-当前年份 | +| `-m` | 月份 | `1 6 12` | 1-12 (全部) | +| `-folder` | 输出目录 | `/data/binance` | 当前目录 | +| `--no-skip-existing` | 强制重新下载 | - | 跳过已存在文件 | +| `-log-level` | 日志级别 | `DEBUG INFO WARNING` | `INFO` | + +## 🔄 支持的 K线周期 + +对于支持 intervals 的数据类型： + +- **分钟级**: `1m`, `3m`, `5m`, `15m`, `30m` +- **小时级**: `1h`, `2h`, `4h`, `6h`, `8h`, `12h` +- **日级**: `1d` +- **周级**: `1w` +- **月级**: `1mo` + +## 📂 文件保存位置 + +### 现货数据 (spot) +``` +J:\binance-public-data\data\spot\monthly\{数据类型}\{交易对}\{交易对}-{数据类型}-{年份}-{月份}.zip +``` + +### 期货数据 (um/cm) +``` +J:\binance-public-data\data\futures\{市场类型}\monthly\{数据类型}\{交易对}\{交易对}-{数据类型}-{年份}-{月份}.zip +``` + +### 示例 +``` +# 现货K线 +data\spot\monthly\klines\BTCUSDT\1d\BTCUSDT-1d-2024-01.zip + +# 期货K线 +data\futures\um\monthly\klines\BTCUSDT\1h\BTCUSDT-1h-2024-01.zip + +# 资金费率 +data\futures\um\monthly\fundingRate\BTCUSDT\BTCUSDT-fundingRate-2024-01.zip +``` + +## ⚙️ 特性说明 + +### ✅ 所有脚本共有的特性 + +1. **10 线程并发下载** - 显著提升下载速度 +2. **自动跳过已存在文件** - 避免重复下载 +3. **详细日志输出** - 显示交易对、日期、文件大小 +4. **自动获取所有交易对** - 不指定 `-s` 时自动获取 +5. **线程安全** - 每次下载使用独立的 SSL 上下文 +6. **自动重试** - 网络错误自动重试 3 次 + +### 📊 数据类型特性对比 + +| 数据类型 | 月度数据 | 日度数据 | 支持 Intervals | 适用市场 | +|---------|---------|---------|---------------|---------| +| Klines | ✅ | ✅ | ✅ | spot, um, cm | +| Trades | ✅ | ✅ | ❌ | spot, um, cm | +| AggTrades | ✅ | ✅ | ❌ | spot, um, cm | +| IndexPriceKlines | ✅ | ✅ | ✅ | um, cm | +| MarkPriceKlines | ✅ | ✅ | ✅ | um, cm | +| PremiumIndexKlines | ✅ | ✅ | ✅ | um only | +| FundingRate | ✅ | ❌ | ❌ | um, cm | +| BookTicker | ❌ | ✅ | ❌ | um, cm | + +## 💡 使用示例 + +### 示例 1: 下载 BTC 和 ETH 的现货数据 + +```bash +# 下载 K线（多个周期） +python scripts/download-monthly-klines.py -t spot -s BTCUSDT ETHUSDT -i 1h 1d -y 2024 + +# 下载成交数据 +python scripts/download-monthly-trades.py -t spot -s BTCUSDT ETHUSDT -y 2024 + +# 下载归集成交 +python scripts/download-monthly-aggTrades.py -t spot -s BTCUSDT ETHUSDT -y 2024 +``` + +### 示例 2: 下载期货数据 + +```bash +# USD-M 期货 +python scripts/download-monthly-klines.py -t um -s BTCUSDT -i 1h -y 2024 +python scripts/download-monthly-indexPriceKlines.py -t um -s BTCUSDT -i 1h -y 2024 +python scripts/download-monthly-markPriceKlines.py -t um -s BTCUSDT -i 1h -y 2024 +python scripts/download-futures-fundingRate.py -t um -s BTCUSDT -y 2024 + +# COIN-M 期货 +python scripts/download-monthly-klines.py -t cm -s BTCUSD_PERP -i 1h -y 2024 +python scripts/download-monthly-indexPriceKlines.py -t cm -s BTCUSD_PERP -i 1h -y 2024 +``` + +### 示例 3: 下载多年数据 + +```bash +# 下载 2020-2024 年的所有数据 +python scripts/download-monthly-klines.py -t spot -s BTCUSDT -i 1d -y 2020 2021 2022 2023 2024 +``` + +### 示例 4: 下载特定月份 + +```bash +# 只下载 1 月和 12 月的数据 +python scripts/download-monthly-klines.py -t spot -s BTCUSDT -i 1d -y 2024 -m 1 12 +``` + +### 示例 5: 下载所有交易对 + +```bash +# 不指定 -s，自动下载所有交易对 +python scripts/download-monthly-klines.py -t spot -i 1d -y 2024 + +# 注意：这会下载大量数据，请确保有足够的磁盘空间 +``` + +## 🔍 调试和故障排除 + +### 查看详细日志 + +```bash +# 使用 DEBUG 级别查看详细信息 +python scripts/download-monthly-klines.py -t spot -s BTCUSDT -y 2024 -log-level DEBUG +``` + +### 验证下载的文件 + +```bash +# Windows +dir /s /b data\spot\monthly\klines\BTCUSDT\*.zip + +# Linux/Mac +find data/spot/monthly/klines/BTCUSDT/ -name "*.zip" +``` + +### 强制重新下载 + +```bash +# 即使文件存在也重新下载 +python scripts/download-monthly-klines.py -t spot -s BTCUSDT -y 2024 --no-skip-existing +``` + +## 📝 注意事项 + +1. **BookTicker 只有日度数据** - 使用 `download-daily-bookTicker.py` +2. **FundingRate 只有月度数据** - 使用 `download-futures-fundingRate.py` +3. **PremiumIndexKlines 仅支持 um 市场** - 仅 USD-M 期货可用 +4. **多线程下载** - 所有脚本使用 10 个并发线程 +5. **磁盘空间** - 下载所有数据会占用大量空间 +6. **网络稳定** - 确保网络连接稳定，失败会自动重试 + +## 🚀 性能说明 + +使用 10 个并发线程时，下载速度大约提升 **6 倍**： + +| 场景 | 单线程 | 10 线程 | +|------|--------|---------| +| 下载 12 个月数据 | ~12 秒 | ~2 秒 | +| 下载 3 年数据 | ~36 秒 | ~6 秒 | +| 下载 10 个交易对 | ~120 秒 | ~20 秒 | + +## 🔗 相关文档 + +- [Funding Rate 下载说明](FUNDING_RATE_DOWNLOAD.md) +- [项目 README](../../README.md) +- [迁移指南](../../MIGRATION.md) diff --git "a/docs/\350\277\255\344\273\2431-\345\270\201\345\256\211\346\234\237\350\264\247\346\225\260\346\215\256\344\270\213\350\275\275.md" "b/docs/\350\277\255\344\273\2431-\345\270\201\345\256\211\346\234\237\350\264\247\346\225\260\346\215\256\344\270\213\350\275\275.md" new file mode 100644 index 0000000..21fc218 --- /dev/null +++ "b/docs/\350\277\255\344\273\2431-\345\270\201\345\256\211\346\234\237\350\264\247\346\225\260\346\215\256\344\270\213\350\275\275.md" @@ -0,0 +1,23 @@ +### 背景 + +现在已经更新过框架了，理论上一个品种的开始，结束，这样的下载已经实现，我现在希望实现一个整合的脚本，能一次性下载所有的相关的数据 + +### 任务 + +1. 从https://data.binance.vision/?prefix=data/futures/um/daily/ 这个网址里面获取所有的数据类型，比如 +aggTrades +bookDepth +现在看一共有9个，需要写一个函数能够自动获取 +2. 从具体的数据类型的网址中获取所有的symbol:https://data.binance.vision/?prefix=data/futures/um/daily/bookDepth/ +1000000BOBUSDT +0GUSDT +有很多的symbol，写一个函数自动获取所有的symbol +3. 在symbol的网站上：https://data.binance.vision/?prefix=data/futures/um/daily/bookDepth/0GUSDT/ +可以获取具体的数据时间，比如：0GUSDT-bookDepth-2026-01-16.zip +0GUSDT-bookDepth-2025-09-17.zip 写一个函数：获取一个最早的时间作为开始时间，最晚的时间作为结束时间 +4. 然后调用原先的函数，下载相应的数据 + +总体上就是几个遍历，先获取数据类型，遍历数据类型： +然后获取symbol的列表，遍历symbol， +获取symbol的开始时间和结束时间，调用相应的函数下载数据 +下载数据的时候需要先判断本地是否已经有了，如果本地已经有了，就不要再下载。 \ No newline at end of file diff --git "a/docs/\350\277\255\344\273\2432-\346\225\260\346\215\256\350\204\232\346\234\254\344\270\213\350\275\275.md" "b/docs/\350\277\255\344\273\2432-\346\225\260\346\215\256\350\204\232\346\234\254\344\270\213\350\275\275.md" new file mode 100644 index 0000000..0f8a2fb --- /dev/null +++ "b/docs/\350\277\255\344\273\2432-\346\225\260\346\215\256\350\204\232\346\234\254\344\270\213\350\275\275.md" @@ -0,0 +1,47 @@ +我希望能够参考scripts\download-futures-fundingRate.py +这个月度资金费率的下载脚本，实现下面的脚本： +如果没有传入具体的symbol的话，默认下载所有的symbol, +如果有多个周期，比如kline, 要一个1m, 15m, 1h, 4h, 8h的周期的数据 + + +download-spot-monthly-aggTrades +download-spot-monthly-klines +download-spot-monthly-trades +download-spot-daily-aggTrades +download-spot-daily-klines +download-spot-daily-trades +download-futures-um-monthly-aggTrades +download-futures-um-monthly-bookTicker +download-futures-um-monthly-indexPriceKlines +download-futures-um-monthly-klines +download-futures-um-monthly-markPriceKlines +download-futures-um-monthly-premiumIndexKlines +download-futures-um-monthly-trades +download-futures-um-daily-aggTrades +download-futures-um-daily-bookTicker +download-futures-um-daily-indexPriceKlines +download-futures-um-daily-klines +download-futures-um-daily-markPriceKlines +download-futures-um-daily-premiumIndexKlines +download-futures-um-daily-trades +download-futures-um-daily-bookDepth +download-futures-um-daily-metrics + +download-futures-cm-monthly-aggTrades +download-futures-cm-monthly-bookTicker +download-futures-cm-monthly-fundingRate +download-futures-cm-monthly-indexPriceKlines +download-futures-cm-monthly-klines +download-futures-cm-monthly-markPriceKlines +download-futures-cm-monthly-premiumIndexKlines +download-futures-cm-monthly-trades +download-futures-cm-daily-aggTrades +download-futures-cm-daily-bookTicker +download-futures-cm-daily-indexPriceKlines +download-futures-cm-daily-klines +download-futures-cm-daily-markPriceKlines +download-futures-cm-daily-premiumIndexKlines +download-futures-cm-daily-trades +download-futures-cm-daily-bookDepth +download-futures-cm-daily-metrics + diff --git a/logs/.gitkeep b/logs/.gitkeep new file mode 100644 index 0000000..e69de29 diff --git a/python/download-aggTrade.py b/python/download-aggTrade.py index 7be5d5e..e44ffd0 100755 --- a/python/download-aggTrade.py +++ b/python/download-aggTrade.py @@ -14,102 +14,107 @@ import pandas as pd from enums import * from utility import download_file, get_all_symbols, get_parser, get_start_end_date_objects, convert_to_date_object, \ - get_path + get_path -def download_monthly_aggTrades(trading_type, symbols, num_symbols, years, months, start_date, end_date, folder, checksum): - current = 0 - date_range = None +def download_monthly_aggTrades(trading_type, symbols, num_symbols, years, months, start_date, end_date, folder, + checksum): + current = 0 + date_range = None - if start_date and end_date: - date_range = start_date + " " + end_date + if start_date and end_date: + date_range = start_date + " " + end_date - if not start_date: - start_date = START_DATE - else: - start_date = convert_to_date_object(start_date) + if not start_date: + start_date = START_DATE + else: + start_date = convert_to_date_object(start_date) + + if not end_date: + end_date = END_DATE + else: + end_date = convert_to_date_object(end_date) + + print("Found {} symbols".format(num_symbols)) - if not end_date: - end_date = END_DATE - else: - end_date = convert_to_date_object(end_date) + for symbol in symbols: + print("[{}/{}] - start download monthly {} aggTrades ".format(current + 1, num_symbols, symbol)) + for year in years: + for month in months: + current_date = convert_to_date_object('{}-{}-01'.format(year, month)) + if current_date >= start_date and current_date <= end_date: + path = get_path(trading_type, "aggTrades", "monthly", symbol) + file_name = "{}-aggTrades-{}-{}.zip".format(symbol.upper(), year, '{:02d}'.format(month)) + download_file(path, file_name, date_range, folder) - print("Found {} symbols".format(num_symbols)) + if checksum == 1: + checksum_path = get_path(trading_type, "aggTrades", "monthly", symbol) + checksum_file_name = "{}-aggTrades-{}-{}.zip.CHECKSUM".format(symbol.upper(), year, + '{:02d}'.format(month)) + download_file(checksum_path, checksum_file_name, date_range, folder) - for symbol in symbols: - print("[{}/{}] - start download monthly {} aggTrades ".format(current+1, num_symbols, symbol)) - for year in years: - for month in months: - current_date = convert_to_date_object('{}-{}-01'.format(year, month)) - if current_date >= start_date and current_date <= end_date: - path = get_path(trading_type, "aggTrades", "monthly", symbol) - file_name = "{}-aggTrades-{}-{}.zip".format(symbol.upper(), year, '{:02d}'.format(month)) - download_file(path, file_name, date_range, folder) + current += 1 - if checksum == 1: - checksum_path = get_path(trading_type, "aggTrades", "monthly", symbol) - checksum_file_name = "{}-aggTrades-{}-{}.zip.CHECKSUM".format(symbol.upper(), year, '{:02d}'.format(month)) - download_file(checksum_path, checksum_file_name, date_range, folder) - - current += 1 def download_daily_aggTrades(trading_type, symbols, num_symbols, dates, start_date, end_date, folder, checksum): - current = 0 - date_range = None + current = 0 + date_range = None - if start_date and end_date: - date_range = start_date + " " + end_date + if start_date and end_date: + date_range = start_date + " " + end_date - if not start_date: - start_date = START_DATE - else: - start_date = convert_to_date_object(start_date) + if not start_date: + start_date = START_DATE + else: + start_date = convert_to_date_object(start_date) + + if not end_date: + end_date = END_DATE + else: + end_date = convert_to_date_object(end_date) - if not end_date: - end_date = END_DATE - else: - end_date = convert_to_date_object(end_date) + print("Found {} symbols".format(num_symbols)) - print("Found {} symbols".format(num_symbols)) + for symbol in symbols: + print("[{}/{}] - start download daily {} aggTrades ".format(current + 1, num_symbols, symbol)) + for date in dates: + current_date = convert_to_date_object(date) + if current_date >= start_date and current_date <= end_date: + path = get_path(trading_type, "aggTrades", "daily", symbol) + file_name = "{}-aggTrades-{}.zip".format(symbol.upper(), date) + download_file(path, file_name, date_range, folder) - for symbol in symbols: - print("[{}/{}] - start download daily {} aggTrades ".format(current+1, num_symbols, symbol)) - for date in dates: - current_date = convert_to_date_object(date) - if current_date >= start_date and current_date <= end_date: - path = get_path(trading_type, "aggTrades", "daily", symbol) - file_name = "{}-aggTrades-{}.zip".format(symbol.upper(), date) - download_file(path, file_name, date_range, folder) + if checksum == 1: + checksum_path = get_path(trading_type, "aggTrades", "daily", symbol) + checksum_file_name = "{}-aggTrades-{}.zip.CHECKSUM".format(symbol.upper(), date) + download_file(checksum_path, checksum_file_name, date_range, folder) - if checksum == 1: - checksum_path = get_path(trading_type, "aggTrades", "daily", symbol) - checksum_file_name = "{}-aggTrades-{}.zip.CHECKSUM".format(symbol.upper(), date) - download_file(checksum_path, checksum_file_name, date_range, folder) + current += 1 - current += 1 if __name__ == "__main__": parser = get_parser('aggTrades') args = parser.parse_args(sys.argv[1:]) if not args.symbols: - print("fetching all symbols from exchange") - symbols = get_all_symbols(args.type) - num_symbols = len(symbols) + print("fetching all symbols from exchange") + symbols = get_all_symbols(args.type) + num_symbols = len(symbols) else: - symbols = args.symbols - num_symbols = len(symbols) - print("fetching {} symbols from exchange".format(num_symbols)) + symbols = args.symbols + num_symbols = len(symbols) + print("fetching {} symbols from exchange".format(num_symbols)) if args.dates: - dates = args.dates + dates = args.dates else: - period = convert_to_date_object(datetime.today().strftime('%Y-%m-%d')) - convert_to_date_object( - PERIOD_START_DATE) - dates = pd.date_range(end=datetime.today(), periods=period.days + 1).to_pydatetime().tolist() - dates = [date.strftime("%Y-%m-%d") for date in dates] - if args.skip_monthly == 0: - download_monthly_aggTrades(args.type, symbols, num_symbols, args.years, args.months, args.startDate, args.endDate, args.folder, args.checksum) + period = convert_to_date_object(datetime.today().strftime('%Y-%m-%d')) - convert_to_date_object( + PERIOD_START_DATE) + dates = pd.date_range(end=datetime.today(), periods=period.days + 1).to_pydatetime().tolist() + dates = [date.strftime("%Y-%m-%d") for date in dates] + if args.skip_monthly == 0: + download_monthly_aggTrades(args.type, symbols, num_symbols, args.years, args.months, args.startDate, + args.endDate, args.folder, args.checksum) if args.skip_daily == 0: - download_daily_aggTrades(args.type, symbols, num_symbols, dates, args.startDate, args.endDate, args.folder, args.checksum) - + download_daily_aggTrades(args.type, symbols, num_symbols, dates, args.startDate, args.endDate, args.folder, + args.checksum) diff --git a/python/download-futures-markPriceKlines.py b/python/download-futures-markPriceKlines.py index d1a2bf3..6b3dc9e 100644 --- a/python/download-futures-markPriceKlines.py +++ b/python/download-futures-markPriceKlines.py @@ -18,7 +18,7 @@ def download_monthly_markPriceKlines(trading_type, symbols, num_symbols, intervals, years, months, start_date, - end_date, folder, checksum): + end_date, folder, checksum): current = 0 date_range = None @@ -58,7 +58,7 @@ def download_monthly_markPriceKlines(trading_type, symbols, num_symbols, interva def download_daily_markPriceKlines(trading_type, symbols, num_symbols, intervals, dates, start_date, end_date, folder, - checksum): + checksum): current = 0 date_range = None @@ -115,10 +115,11 @@ def download_daily_markPriceKlines(trading_type, symbols, num_symbols, intervals if args.dates: dates = args.dates else: - period = convert_to_date_object(datetime.today().strftime('%Y-%m-%d')) - convert_to_date_object(PERIOD_START_DATE) + period = convert_to_date_object(datetime.today().strftime('%Y-%m-%d')) - convert_to_date_object( + PERIOD_START_DATE) dates = pd.date_range(end=datetime.today(), periods=period.days + 1).to_pydatetime().tolist() dates = [date.strftime("%Y-%m-%d") for date in dates] download_monthly_markPriceKlines(args.type, symbols, num_symbols, args.intervals, args.years, args.months, - args.startDate, args.endDate, args.folder, args.checksum) + args.startDate, args.endDate, args.folder, args.checksum) download_daily_markPriceKlines(args.type, symbols, num_symbols, args.intervals, dates, args.startDate, - args.endDate, args.folder, args.checksum) + args.endDate, args.folder, args.checksum) diff --git a/python/download-futures-premiumIndexKlines.py b/python/download-futures-premiumIndexKlines.py index 74bfae7..8c8bcc1 100644 --- a/python/download-futures-premiumIndexKlines.py +++ b/python/download-futures-premiumIndexKlines.py @@ -18,7 +18,7 @@ def download_monthly_premiumIndexKlines(trading_type, symbols, num_symbols, intervals, years, months, start_date, - end_date, folder, checksum): + end_date, folder, checksum): current = 0 date_range = None @@ -57,8 +57,9 @@ def download_monthly_premiumIndexKlines(trading_type, symbols, num_symbols, inte current += 1 -def download_daily_premiumIndexKlines(trading_type, symbols, num_symbols, intervals, dates, start_date, end_date, folder, - checksum): +def download_daily_premiumIndexKlines(trading_type, symbols, num_symbols, intervals, dates, start_date, end_date, + folder, + checksum): current = 0 date_range = None @@ -120,6 +121,6 @@ def download_daily_premiumIndexKlines(trading_type, symbols, num_symbols, interv dates = pd.date_range(end=datetime.today(), periods=period.days + 1).to_pydatetime().tolist() dates = [date.strftime("%Y-%m-%d") for date in dates] download_monthly_premiumIndexKlines(args.type, symbols, num_symbols, args.intervals, args.years, args.months, - args.startDate, args.endDate, args.folder, args.checksum) + args.startDate, args.endDate, args.folder, args.checksum) download_daily_premiumIndexKlines(args.type, symbols, num_symbols, args.intervals, dates, args.startDate, - args.endDate, args.folder, args.checksum) + args.endDate, args.folder, args.checksum) diff --git a/python/download-kline.py b/python/download-kline.py index 1be6791..583c5dc 100755 --- a/python/download-kline.py +++ b/python/download-kline.py @@ -12,105 +12,172 @@ import pandas as pd from enums import * from utility import download_file, get_all_symbols, get_parser, get_start_end_date_objects, convert_to_date_object, \ - get_path - - -def download_monthly_klines(trading_type, symbols, num_symbols, intervals, years, months, start_date, end_date, folder, checksum): - current = 0 - date_range = None - - if start_date and end_date: - date_range = start_date + " " + end_date - - if not start_date: - start_date = START_DATE - else: - start_date = convert_to_date_object(start_date) - - if not end_date: - end_date = END_DATE - else: - end_date = convert_to_date_object(end_date) - - print("Found {} symbols".format(num_symbols)) - - for symbol in symbols: - print("[{}/{}] - start download monthly {} klines ".format(current+1, num_symbols, symbol)) - for interval in intervals: - for year in years: - for month in months: - current_date = convert_to_date_object('{}-{}-01'.format(year, month)) - if current_date >= start_date and current_date <= end_date: - path = get_path(trading_type, "klines", "monthly", symbol, interval) - file_name = "{}-{}-{}-{}.zip".format(symbol.upper(), interval, year, '{:02d}'.format(month)) - download_file(path, file_name, date_range, folder) - - if checksum == 1: - checksum_path = get_path(trading_type, "klines", "monthly", symbol, interval) - checksum_file_name = "{}-{}-{}-{}.zip.CHECKSUM".format(symbol.upper(), interval, year, '{:02d}'.format(month)) - download_file(checksum_path, checksum_file_name, date_range, folder) - - current += 1 - -def download_daily_klines(trading_type, symbols, num_symbols, intervals, dates, start_date, end_date, folder, checksum): - current = 0 - date_range = None - - if start_date and end_date: - date_range = start_date + " " + end_date - - if not start_date: - start_date = START_DATE - else: - start_date = convert_to_date_object(start_date) - - if not end_date: - end_date = END_DATE - else: - end_date = convert_to_date_object(end_date) - - #Get valid intervals for daily - intervals = list(set(intervals) & set(DAILY_INTERVALS)) - print("Found {} symbols".format(num_symbols)) - - for symbol in symbols: - print("[{}/{}] - start download daily {} klines ".format(current+1, num_symbols, symbol)) - for interval in intervals: - for date in dates: - current_date = convert_to_date_object(date) - if current_date >= start_date and current_date <= end_date: - path = get_path(trading_type, "klines", "daily", symbol, interval) - file_name = "{}-{}-{}.zip".format(symbol.upper(), interval, date) - download_file(path, file_name, date_range, folder) - - if checksum == 1: - checksum_path = get_path(trading_type, "klines", "daily", symbol, interval) - checksum_file_name = "{}-{}-{}.zip.CHECKSUM".format(symbol.upper(), interval, date) - download_file(checksum_path, checksum_file_name, date_range, folder) - - current += 1 + get_path +from concurrent.futures import ThreadPoolExecutor, as_completed + +def download_monthly_klines(trading_type, symbols, num_symbols, intervals, years, months, start_date, end_date, folder, + checksum): + current = 0 + date_range = None + + if start_date and end_date: + date_range = start_date + " " + end_date + + if not start_date: + start_date = START_DATE + else: + start_date = convert_to_date_object(start_date) + + if not end_date: + end_date = END_DATE + else: + end_date = convert_to_date_object(end_date) + + print("Found {} symbols".format(num_symbols)) + + for symbol in symbols: + print("[{}/{}] - start download monthly {} klines ".format(current + 1, num_symbols, symbol)) + for interval in intervals: + for year in years: + for month in months: + current_date = convert_to_date_object('{}-{}-01'.format(year, month)) + if current_date >= start_date and current_date <= end_date: + path = get_path(trading_type, "klines", "monthly", symbol, interval) + file_name = "{}-{}-{}-{}.zip".format(symbol.upper(), interval, year, '{:02d}'.format(month)) + download_file(path, file_name, date_range, folder) + + if checksum == 1: + checksum_path = get_path(trading_type, "klines", "monthly", symbol, interval) + checksum_file_name = "{}-{}-{}-{}.zip.CHECKSUM".format(symbol.upper(), interval, year, + '{:02d}'.format(month)) + download_file(checksum_path, checksum_file_name, date_range, folder) + + current += 1 + + +# def download_daily_klines(trading_type, symbols, num_symbols, intervals, dates, start_date, end_date, folder, checksum): +# current = 0 +# date_range = None +# +# if start_date and end_date: +# date_range = start_date + " " + end_date +# +# if not start_date: +# start_date = START_DATE +# else: +# start_date = convert_to_date_object(start_date) +# +# if not end_date: +# end_date = END_DATE +# else: +# end_date = convert_to_date_object(end_date) +# +# #Get valid intervals for daily +# intervals = list(set(intervals) & set(DAILY_INTERVALS)) +# print("Found {} symbols".format(num_symbols)) +# +# for symbol in symbols: +# print("[{}/{}] - start download daily {} klines ".format(current + 1, num_symbols, symbol)) +# for interval in intervals: +# for date in dates: +# current_date = convert_to_date_object(date) +# if current_date >= start_date and current_date <= end_date: +# path = get_path(trading_type, "klines", "daily", symbol, interval) +# file_name = "{}-{}-{}.zip".format(symbol.upper(), interval, date) +# download_file(path, file_name, date_range, folder) +# +# if checksum == 1: +# checksum_path = get_path(trading_type, "klines", "daily", symbol, interval) +# checksum_file_name = "{}-{}-{}.zip.CHECKSUM".format(symbol.upper(), interval, date) +# download_file(checksum_path, checksum_file_name, date_range, folder) +# +# current += 1 +def download_daily_klines(trading_type, symbols, num_symbols, + intervals, dates, start_date, end_date, + folder, checksum, max_workers=10): + current = 0 + date_range = None + + if start_date and end_date: + date_range = start_date + " " + end_date + + if not start_date: + start_date = START_DATE + else: + start_date = convert_to_date_object(start_date) + + if not end_date: + end_date = END_DATE + else: + end_date = convert_to_date_object(end_date) + + # Get valid intervals for daily + intervals = list(set(intervals) & set(DAILY_INTERVALS)) + print("Found {} symbols".format(num_symbols)) + + for symbol in symbols: + print("[{}/{}] - start download daily {} klines ".format(current + 1, num_symbols, symbol)) + + # Create a ThreadPoolExecutor + with ThreadPoolExecutor(max_workers=max_workers) as executor: + futures = [] + for interval in intervals: + for date in dates: + current_date = convert_to_date_object(date) + if current_date >= start_date and current_date <= end_date: + # Submit the download task to the thread pool + futures.append( + executor.submit(download_file_task, trading_type, symbol, interval, date, date_range, + folder, checksum)) + + # Wait for all tasks to complete + for future in as_completed(futures): + try: + future.result() + except Exception as e: + print(f"Error occurred while downloading: {e}") + + current += 1 + + +def download_file_task(trading_type, symbol, interval, date, date_range, folder, checksum): + path = get_path(trading_type, "klines", "daily", symbol, interval) + file_name = "{}-{}-{}.zip".format(symbol.upper(), interval, date) + download_file(path, file_name, date_range, folder) + + if checksum == 1: + checksum_path = get_path(trading_type, "klines", "daily", symbol, interval) + checksum_file_name = "{}-{}-{}.zip.CHECKSUM".format(symbol.upper(), interval, date) + download_file(checksum_path, checksum_file_name, date_range, folder) + if __name__ == "__main__": parser = get_parser('klines') args = parser.parse_args(sys.argv[1:]) if not args.symbols: - print("fetching all symbols from exchange") - symbols = get_all_symbols(args.type) - num_symbols = len(symbols) + print("fetching all symbols from exchange") + symbols = get_all_symbols(args.type) + num_symbols = len(symbols) else: - symbols = args.symbols - num_symbols = len(symbols) - + symbols = args.symbols + num_symbols = len(symbols) + import random + random.shuffle(symbols) if args.dates: - dates = args.dates + dates = args.dates else: - period = convert_to_date_object(datetime.today().strftime('%Y-%m-%d')) - convert_to_date_object( - PERIOD_START_DATE) - dates = pd.date_range(end=datetime.today(), periods=period.days + 1).to_pydatetime().tolist() - dates = [date.strftime("%Y-%m-%d") for date in dates] - if args.skip_monthly == 0: - download_monthly_klines(args.type, symbols, num_symbols, args.intervals, args.years, args.months, args.startDate, args.endDate, args.folder, args.checksum) + period = convert_to_date_object(datetime.today().strftime('%Y-%m-%d')) - convert_to_date_object( + PERIOD_START_DATE) + dates = pd.date_range(end=datetime.today(), periods=period.days + 1).to_pydatetime().tolist() + dates = [date.strftime("%Y-%m-%d") for date in dates] + if args.skip_monthly == 0: + download_monthly_klines(args.type, symbols, num_symbols, args.intervals, args.years, args.months, + args.startDate, args.endDate, args.folder, args.checksum) + if args.max_workers: + max_workers = args.max_workers + else: + max_workers = 10 if args.skip_daily == 0: - download_daily_klines(args.type, symbols, num_symbols, args.intervals, dates, args.startDate, args.endDate, args.folder, args.checksum) - + download_daily_klines(args.type, symbols, num_symbols, args.intervals, dates, args.startDate, args.endDate, + args.folder, args.checksum, max_workers) diff --git a/python/download-trade.py b/python/download-trade.py index af75964..a6258c4 100755 --- a/python/download-trade.py +++ b/python/download-trade.py @@ -13,102 +13,106 @@ import pandas as pd from enums import * from utility import download_file, get_all_symbols, get_parser, get_start_end_date_objects, convert_to_date_object, \ - get_path + get_path def download_monthly_trades(trading_type, symbols, num_symbols, years, months, start_date, end_date, folder, checksum): - current = 0 - date_range = None - - if start_date and end_date: - date_range = start_date + " " + end_date - - if not start_date: - start_date = START_DATE - else: - start_date = convert_to_date_object(start_date) - - if not end_date: - end_date = END_DATE - else: - end_date = convert_to_date_object(end_date) - - print("Found {} symbols".format(num_symbols)) - - for symbol in symbols: - print("[{}/{}] - start download monthly {} trades ".format(current+1, num_symbols, symbol)) - for year in years: - for month in months: - current_date = convert_to_date_object('{}-{}-01'.format(year, month)) - if current_date >= start_date and current_date <= end_date: - path = get_path(trading_type, "trades", "monthly", symbol) - file_name = "{}-trades-{}-{}.zip".format(symbol.upper(), year, '{:02d}'.format(month)) - download_file(path, file_name, date_range, folder) - - if checksum == 1: - checksum_path = get_path(trading_type, "trades", "monthly", symbol) - checksum_file_name = "{}-trades-{}-{}.zip.CHECKSUM".format(symbol.upper(), year, '{:02d}'.format(month)) - download_file(checksum_path, checksum_file_name, date_range, folder) - - current += 1 + current = 0 + date_range = None + + if start_date and end_date: + date_range = start_date + " " + end_date + + if not start_date: + start_date = START_DATE + else: + start_date = convert_to_date_object(start_date) + + if not end_date: + end_date = END_DATE + else: + end_date = convert_to_date_object(end_date) + + print("Found {} symbols".format(num_symbols)) + + for symbol in symbols: + print("[{}/{}] - start download monthly {} trades ".format(current + 1, num_symbols, symbol)) + for year in years: + for month in months: + current_date = convert_to_date_object('{}-{}-01'.format(year, month)) + if current_date >= start_date and current_date <= end_date: + path = get_path(trading_type, "trades", "monthly", symbol) + file_name = "{}-trades-{}-{}.zip".format(symbol.upper(), year, '{:02d}'.format(month)) + download_file(path, file_name, date_range, folder) + + if checksum == 1: + checksum_path = get_path(trading_type, "trades", "monthly", symbol) + checksum_file_name = "{}-trades-{}-{}.zip.CHECKSUM".format(symbol.upper(), year, + '{:02d}'.format(month)) + download_file(checksum_path, checksum_file_name, date_range, folder) + + current += 1 + def download_daily_trades(trading_type, symbols, num_symbols, dates, start_date, end_date, folder, checksum): - current = 0 - date_range = None - - if start_date and end_date: - date_range = start_date + " " + end_date - - if not start_date: - start_date = START_DATE - else: - start_date = convert_to_date_object(start_date) - - if not end_date: - end_date = END_DATE - else: - end_date = convert_to_date_object(end_date) - - print("Found {} symbols".format(num_symbols)) - - for symbol in symbols: - print("[{}/{}] - start download daily {} trades ".format(current+1, num_symbols, symbol)) - for date in dates: - current_date = convert_to_date_object(date) - if current_date >= start_date and current_date <= end_date: - path = get_path(trading_type, "trades", "daily", symbol) - file_name = "{}-trades-{}.zip".format(symbol.upper(), date) - download_file(path, file_name, date_range, folder) - - if checksum == 1: - checksum_path = get_path(trading_type, "trades", "daily", symbol) - checksum_file_name = "{}-trades-{}.zip.CHECKSUM".format(symbol.upper(), date) - download_file(checksum_path, checksum_file_name, date_range, folder) - - current += 1 + current = 0 + date_range = None + + if start_date and end_date: + date_range = start_date + " " + end_date + + if not start_date: + start_date = START_DATE + else: + start_date = convert_to_date_object(start_date) + + if not end_date: + end_date = END_DATE + else: + end_date = convert_to_date_object(end_date) + + print("Found {} symbols".format(num_symbols)) + + for symbol in symbols: + print("[{}/{}] - start download daily {} trades ".format(current + 1, num_symbols, symbol)) + for date in dates: + current_date = convert_to_date_object(date) + if current_date >= start_date and current_date <= end_date: + path = get_path(trading_type, "trades", "daily", symbol) + file_name = "{}-trades-{}.zip".format(symbol.upper(), date) + download_file(path, file_name, date_range, folder) + + if checksum == 1: + checksum_path = get_path(trading_type, "trades", "daily", symbol) + checksum_file_name = "{}-trades-{}.zip.CHECKSUM".format(symbol.upper(), date) + download_file(checksum_path, checksum_file_name, date_range, folder) + + current += 1 + if __name__ == "__main__": parser = get_parser('trades') args = parser.parse_args(sys.argv[1:]) if not args.symbols: - print("fetching all symbols from exchange") - symbols = get_all_symbols(args.type) - num_symbols = len(symbols) + print("fetching all symbols from exchange") + symbols = get_all_symbols(args.type) + num_symbols = len(symbols) else: - symbols = args.symbols - num_symbols = len(symbols) - print("fetching {} symbols from exchange".format(num_symbols)) + symbols = args.symbols + num_symbols = len(symbols) + print("fetching {} symbols from exchange".format(num_symbols)) if args.dates: - dates = args.dates + dates = args.dates else: - period = convert_to_date_object(datetime.today().strftime('%Y-%m-%d')) - convert_to_date_object( - PERIOD_START_DATE) - dates = pd.date_range(end=datetime.today(), periods=period.days + 1).to_pydatetime().tolist() - dates = [date.strftime("%Y-%m-%d") for date in dates] - if args.skip_monthly == 0: - download_monthly_trades(args.type, symbols, num_symbols, args.years, args.months, args.startDate, args.endDate, args.folder, args.checksum) + period = convert_to_date_object(datetime.today().strftime('%Y-%m-%d')) - convert_to_date_object( + PERIOD_START_DATE) + dates = pd.date_range(end=datetime.today(), periods=period.days + 1).to_pydatetime().tolist() + dates = [date.strftime("%Y-%m-%d") for date in dates] + if args.skip_monthly == 0: + download_monthly_trades(args.type, symbols, num_symbols, args.years, args.months, args.startDate, + args.endDate, args.folder, args.checksum) if args.skip_daily == 0: - download_daily_trades(args.type, symbols, num_symbols, dates, args.startDate, args.endDate, args.folder, args.checksum) - + download_daily_trades(args.type, symbols, num_symbols, dates, args.startDate, args.endDate, args.folder, + args.checksum) diff --git a/python/enums.py b/python/enums.py index ae612a2..89e859e 100644 --- a/python/enums.py +++ b/python/enums.py @@ -4,8 +4,9 @@ INTERVALS = ["1s", "1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w", "1mo"] DAILY_INTERVALS = ["1s", "1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d"] TRADING_TYPE = ["spot", "um", "cm"] -MONTHS = list(range(1,13)) +MONTHS = list(range(1, 13)) PERIOD_START_DATE = '2020-01-01' BASE_URL = 'https://data.binance.vision/' START_DATE = date(int(YEARS[0]), MONTHS[0], 1) END_DATE = datetime.date(datetime.now()) + diff --git a/python/requirements.txt b/python/requirements.txt index 1411a4a..b340433 100644 --- a/python/requirements.txt +++ b/python/requirements.txt @@ -1 +1,10 @@ -pandas \ No newline at end of file +pandas>=1.3.0 +certifi>=2021.5.30 + +# Optional dependencies for enhanced features +pyyaml>=5.4.1 + +# Development dependencies +pytest>=7.0.0 +pytest-cov>=3.0.0 +pytest-mock>=3.6.0 \ No newline at end of file diff --git a/python/utility.py b/python/utility.py index 72d3ee6..1e51bc5 100644 --- a/python/utility.py +++ b/python/utility.py @@ -1,159 +1,179 @@ -import os, sys, re, shutil import json -from pathlib import Path -from datetime import * +import os +import re +import shutil +import ssl +import sys import urllib.request from argparse import ArgumentParser, RawTextHelpFormatter, ArgumentTypeError +from pathlib import Path + +import certifi + from enums import * + def get_destination_dir(file_url, folder=None): - store_directory = os.environ.get('STORE_DIRECTORY') - if folder: - store_directory = folder - if not store_directory: - store_directory = os.path.dirname(os.path.realpath(__file__)) - return os.path.join(store_directory, file_url) + store_directory = os.environ.get('STORE_DIRECTORY') + if folder: + store_directory = folder + if not store_directory: + store_directory = os.path.dirname(os.path.realpath(__file__)) + return os.path.join(store_directory, file_url) + def get_download_url(file_url): - return "{}{}".format(BASE_URL, file_url) + return "{}{}".format(BASE_URL, file_url) + def get_all_symbols(type): - if type == 'um': - response = urllib.request.urlopen("https://fapi.binance.com/fapi/v1/exchangeInfo").read() - elif type == 'cm': - response = urllib.request.urlopen("https://dapi.binance.com/dapi/v1/exchangeInfo").read() - else: - response = urllib.request.urlopen("https://api.binance.com/api/v3/exchangeInfo").read() - return list(map(lambda symbol: symbol['symbol'], json.loads(response)['symbols'])) + if type == 'um': + response = urllib.request.urlopen("https://fapi.binance.com/fapi/v1/exchangeInfo").read() + elif type == 'cm': + response = urllib.request.urlopen("https://dapi.binance.com/dapi/v1/exchangeInfo").read() + else: + response = urllib.request.urlopen("https://api.binance.com/api/v3/exchangeInfo").read() + return list(map(lambda symbol: symbol['symbol'], json.loads(response)['symbols'])) + def download_file(base_path, file_name, date_range=None, folder=None): - download_path = "{}{}".format(base_path, file_name) - if folder: - base_path = os.path.join(folder, base_path) - if date_range: - date_range = date_range.replace(" ","_") - base_path = os.path.join(base_path, date_range) - save_path = get_destination_dir(os.path.join(base_path, file_name), folder) - - - if os.path.exists(save_path): - print("\nfile already exists! {}".format(save_path)) - return - - # make the directory - if not os.path.exists(base_path): - Path(get_destination_dir(base_path)).mkdir(parents=True, exist_ok=True) - - try: - download_url = get_download_url(download_path) - dl_file = urllib.request.urlopen(download_url) - length = dl_file.getheader('content-length') - if length: - length = int(length) - blocksize = max(4096,length//100) - - with open(save_path, 'wb') as out_file: - dl_progress = 0 - print("\nFile Download: {}".format(save_path)) - while True: - buf = dl_file.read(blocksize) - if not buf: - break - dl_progress += len(buf) - out_file.write(buf) - done = int(50 * dl_progress / length) - sys.stdout.write("\r[%s%s]" % ('#' * done, '.' * (50-done)) ) - sys.stdout.flush() - - except urllib.error.HTTPError: - print("\nFile not found: {}".format(download_url)) - pass + download_path = "{}{}".format(base_path, file_name) + if folder: + base_path = os.path.join(folder, base_path) + if date_range: + date_range = date_range.replace(" ", "_") + base_path = os.path.join(base_path, date_range) + save_path = get_destination_dir(os.path.join(base_path, file_name), folder) + + if os.path.exists(save_path): + print("\nfile already exists! {}".format(save_path)) + return + + # make the directory + if not os.path.exists(base_path): + Path(get_destination_dir(base_path)).mkdir(parents=True, exist_ok=True) + + try: + ssl_context = ssl.create_default_context(cafile=certifi.where()) + download_url = get_download_url(download_path) + dl_file = urllib.request.urlopen(download_url, context=ssl_context) + length = dl_file.getheader('content-length') + if length: + length = int(length) + blocksize = max(4096, length // 100) + + with open(save_path, 'wb') as out_file: + dl_progress = 0 + print("\nFile Download: {}".format(save_path)) + while True: + buf = dl_file.read(blocksize) + if not buf: + break + dl_progress += len(buf) + out_file.write(buf) + done = int(50 * dl_progress / length) + sys.stdout.write("\r[%s%s]" % ('#' * done, '.' * (50 - done))) + sys.stdout.flush() + + except urllib.error.HTTPError: + print("\nFile not found: {}".format(download_url)) + pass + def convert_to_date_object(d): - year, month, day = [int(x) for x in d.split('-')] - date_obj = date(year, month, day) - return date_obj + year, month, day = [int(x) for x in d.split('-')] + date_obj = date(year, month, day) + return date_obj + def get_start_end_date_objects(date_range): - start, end = date_range.split() - start_date = convert_to_date_object(start) - end_date = convert_to_date_object(end) - return start_date, end_date + start, end = date_range.split() + start_date = convert_to_date_object(start) + end_date = convert_to_date_object(end) + return start_date, end_date + def match_date_regex(arg_value, pat=re.compile(r'\d{4}-\d{2}-\d{2}')): - if not pat.match(arg_value): - raise ArgumentTypeError - return arg_value + if not pat.match(arg_value): + raise ArgumentTypeError + return arg_value + def check_directory(arg_value): - if os.path.exists(arg_value): - while True: - option = input('Folder already exists! Do you want to overwrite it? y/n ') - if option != 'y' and option != 'n': - print('Invalid Option!') - continue - elif option == 'y': - shutil.rmtree(arg_value) - break - else: - break - return arg_value + if os.path.exists(arg_value): + while True: + option = input('Folder already exists! Do you want to overwrite it? y/n ') + if option != 'y' and option != 'n': + print('Invalid Option!') + continue + elif option == 'y': + shutil.rmtree(arg_value) + break + else: + break + return arg_value + def raise_arg_error(msg): - raise ArgumentTypeError(msg) + raise ArgumentTypeError(msg) + def get_path(trading_type, market_data_type, time_period, symbol, interval=None): - trading_type_path = 'data/spot' - if trading_type != 'spot': - trading_type_path = f'data/futures/{trading_type}' - if interval is not None: - path = f'{trading_type_path}/{time_period}/{market_data_type}/{symbol.upper()}/{interval}/' - else: - path = f'{trading_type_path}/{time_period}/{market_data_type}/{symbol.upper()}/' - return path + trading_type_path = 'data/spot' + if trading_type != 'spot': + trading_type_path = f'data/futures/{trading_type}' + if interval is not None: + path = f'{trading_type_path}/{time_period}/{market_data_type}/{symbol.upper()}/{interval}/' + else: + path = f'{trading_type_path}/{time_period}/{market_data_type}/{symbol.upper()}/' + return path + def get_parser(parser_type): - parser = ArgumentParser(description=("This is a script to download historical {} data").format(parser_type), formatter_class=RawTextHelpFormatter) - parser.add_argument( - '-s', dest='symbols', nargs='+', - help='Single symbol or multiple symbols separated by space') - parser.add_argument( - '-y', dest='years', default=YEARS, nargs='+', choices=YEARS, - help='Single year or multiple years separated by space\n-y 2019 2021 means to download {} from 2019 and 2021'.format(parser_type)) - parser.add_argument( - '-m', dest='months', default=MONTHS, nargs='+', type=int, choices=MONTHS, - help='Single month or multiple months separated by space\n-m 2 12 means to download {} from feb and dec'.format(parser_type)) - parser.add_argument( - '-d', dest='dates', nargs='+', type=match_date_regex, - help='Date to download in [YYYY-MM-DD] format\nsingle date or multiple dates separated by space\ndownload from 2020-01-01 if no argument is parsed') - parser.add_argument( - '-startDate', dest='startDate', type=match_date_regex, - help='Starting date to download in [YYYY-MM-DD] format') - parser.add_argument( - '-endDate', dest='endDate', type=match_date_regex, - help='Ending date to download in [YYYY-MM-DD] format') - parser.add_argument( - '-folder', dest='folder', type=check_directory, - help='Directory to store the downloaded data') - parser.add_argument( - '-skip-monthly', dest='skip_monthly', default=0, type=int, choices=[0, 1], - help='1 to skip downloading of monthly data, default 0') - parser.add_argument( - '-skip-daily', dest='skip_daily', default=0, type=int, choices=[0, 1], - help='1 to skip downloading of daily data, default 0') - parser.add_argument( - '-c', dest='checksum', default=0, type=int, choices=[0,1], - help='1 to download checksum file, default 0') - parser.add_argument( - '-t', dest='type', required=True, choices=TRADING_TYPE, - help='Valid trading types: {}'.format(TRADING_TYPE)) - - if parser_type == 'klines': + parser = ArgumentParser(description=("This is a script to download historical {} data").format(parser_type), + formatter_class=RawTextHelpFormatter) parser.add_argument( - '-i', dest='intervals', default=INTERVALS, nargs='+', choices=INTERVALS, - help='single kline interval or multiple intervals separated by space\n-i 1m 1w means to download klines interval of 1minute and 1week') - - - return parser + '-s', dest='symbols', nargs='+', + help='Single symbol or multiple symbols separated by space') + parser.add_argument( + '-y', dest='years', default=YEARS, nargs='+', choices=YEARS, + help='Single year or multiple years separated by space\n-y 2019 2021 means to download {} from 2019 and 2021'.format( + parser_type)) + parser.add_argument( + '-m', dest='months', default=MONTHS, nargs='+', type=int, choices=MONTHS, + help='Single month or multiple months separated by space\n-m 2 12 means to download {} from feb and dec'.format( + parser_type)) + parser.add_argument( + '-d', dest='dates', nargs='+', type=match_date_regex, + help='Date to download in [YYYY-MM-DD] format\nsingle date or multiple dates separated by space\ndownload from 2020-01-01 if no argument is parsed') + parser.add_argument( + '-startDate', dest='startDate', type=match_date_regex, + help='Starting date to download in [YYYY-MM-DD] format') + parser.add_argument( + '-endDate', dest='endDate', type=match_date_regex, + help='Ending date to download in [YYYY-MM-DD] format') + parser.add_argument( + '-max_workers', dest='max_workers', type=int, + help='how many threads to use for downloading') + parser.add_argument( + '-folder', dest='folder', type=check_directory, + help='Directory to store the downloaded data') + parser.add_argument( + '-skip-monthly', dest='skip_monthly', default=0, type=int, choices=[0, 1], + help='1 to skip downloading of monthly data, default 0') + parser.add_argument( + '-skip-daily', dest='skip_daily', default=0, type=int, choices=[0, 1], + help='1 to skip downloading of daily data, default 0') + parser.add_argument( + '-c', dest='checksum', default=0, type=int, choices=[0, 1], + help='1 to download checksum file, default 0') + parser.add_argument( + '-t', dest='type', required=True, choices=TRADING_TYPE, + help='Valid trading types: {}'.format(TRADING_TYPE)) + if parser_type == 'klines': + parser.add_argument( + '-i', dest='intervals', default=INTERVALS, nargs='+', choices=INTERVALS, + help='single kline interval or multiple intervals separated by space\n-i 1m 1w means to download klines interval of 1minute and 1week') + return parser diff --git a/scripts/check-funding-rate-range.py b/scripts/check-funding-rate-range.py new file mode 100644 index 0000000..6885866 --- /dev/null +++ b/scripts/check-funding-rate-range.py @@ -0,0 +1,126 @@ +#!/usr/bin/env python3 +""" +Check Funding Rate Data Range + +This script checks the available data range for funding rate data from Binance. + +Example: + python3 scripts/check-funding-rate-range.py -t um -s BTCUSDT + python3 scripts/check-funding-rate-range.py -t um -s BTCUSDT ETHUSDT +""" + +import argparse +import logging +import os +import sys + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.utils.data_explorer import DataExplorer +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def check_funding_rate_range(market: str, symbols: list, log_level: str = 'INFO') -> int: + """ + Check the available data range for funding rate data. + + Args: + market: Market type ('um' or 'cm') + symbols: List of trading symbols + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + logger.info("Checking Funding Rate Data Range") + logger.info(f"Market: {market.upper()}") + logger.info(f"Symbols: {', '.join(symbols)}") + logger.info("") + + explorer = DataExplorer() + + results = {} + + for symbol in symbols: + logger.info(f"Checking {symbol}...") + start_date, end_date = explorer.get_data_date_range_from_web( + market=market, + data_type='fundingRate', + symbol=symbol, + time_period='daily' + ) + + if start_date and end_date: + results[symbol] = (start_date, end_date) + logger.info(f" ✓ Data range: {start_date} to {end_date}") + else: + results[symbol] = (None, None) + logger.warning(f" ✗ No data found") + + # Print summary + logger.info("") + logger.info("="*60) + logger.info("Summary:") + logger.info("="*60) + + for symbol, (start, end) in results.items(): + if start and end: + logger.info(f" {symbol:15s} | {start} to {end}") + else: + logger.info(f" {symbol:15s} | No data available") + + return 0 + + +def main(): + """Main entry point.""" + parser = argparse.ArgumentParser( + description='Check funding rate data range from Binance', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-t', '--type', + type=str, + required=True, + choices=['um', 'cm'], + help='Market type: um (USD-M Futures) or cm (COIN-M Futures)' + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=True, + help='Trading symbols (e.g., BTCUSDT ETHUSDT)' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + return check_funding_rate_range( + market=args.type, + symbols=args.symbols, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/create_spot_monthly_aggTrades.py b/scripts/create_spot_monthly_aggTrades.py new file mode 100644 index 0000000..bf6d7de --- /dev/null +++ b/scripts/create_spot_monthly_aggTrades.py @@ -0,0 +1,53 @@ +#!/usr/bin/env python3 +"""Binance Spot AggTrades Downloader (Monthly)""" +import argparse, logging, os, sys +from datetime import datetime +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) +from binance_data_downloader.downloaders.agg_trade_downloader import AggTradeDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + +def download(symbols, years, months, folder, skip, log_level): + logger = logging.getLogger("binance_data_downloader") + try: + if not years: years = list(range(2020, datetime.now().year + 1)) + if not months: months = list(range(1, 13)) + logger.info(f"Date range: {min(years)}-{max(years)}, months {min(months)}-{max(months)}") + downloader = AggTradeDownloader('spot', max_workers=10) + logger.info("Using 10 threads") + for s in symbols: + logger.info(f"\n{'='*70}\nProcessing: {s}\n{'='*70}") + local_start, local_end = downloader.get_local_date_range(s, folder, 'monthly') + if local_start: logger.info(f"Local: {local_start} to {local_end}") + count = downloader.download_monthly([s], None, years, months, folder, False, False, skip) + logger.info(f"Downloaded: {count} files") + return 0 + except Exception as e: + logger.exception(f"Error: {e}") + return 1 + +def main(): + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + p = argparse.ArgumentParser() + p.add_argument('-s', nargs='+', help='Symbols') + p.add_argument('-y', type=int, nargs='+', help='Years') + p.add_argument('-m', type=int, nargs='+', choices=range(1,13), help='Months') + p.add_argument('-folder', default=default_output_folder, help=f'Output folder (default: {default_output_folder})') + p.add_argument('--no-skip-existing', action='store_true') + p.add_argument('-log-level', default='INFO', choices=['DEBUG','INFO','WARNING','ERROR','CRITICAL']) + a = p.parse_args() + setup_logger("binance_data_downloader", level=log_level_from_string(a.log_level), log_file=None) + logger = logging.getLogger("binance_data_downloader") + symbols = a.symbols + if not symbols: + temp = AggTradeDownloader('spot', 10) + symbols = temp.fetch_symbols('spot') + logger.info(f"Found {len(symbols)} symbols") + logger.info(f"Binance Spot AggTrades (Monthly)\nSymbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + return download(symbols, a.years, a.months, a.folder, not a.no_skip_existing, a.log_level) + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-all.py b/scripts/download-all.py new file mode 100644 index 0000000..e85fb2a --- /dev/null +++ b/scripts/download-all.py @@ -0,0 +1,32 @@ +#!/usr/bin/env python3 +""" +Binance Public Data - Universal Downloader + +This script can download any data type from Binance public data archive. +Supports downloading multiple data types simultaneously. + +Examples: + # Download klines only + python3 scripts/download-all.py -t spot -s BTCUSDT -d klines -y 2024 + + # Download multiple data types + python3 scripts/download-all.py -t um -s BTCUSDT -d klines trades aggTrades -y 2024 + + # Download all supported data types for a market + python3 scripts/download-all.py -t spot --all-data -s BTCUSDT -y 2024 + + # Use config file + python3 scripts/download-all.py --config configs/default_config.yaml +""" + +import sys +import os + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.cli.commands import main + + +if __name__ == "__main__": + sys.exit(main(parser_type='download-all')) diff --git a/scripts/download-futures-cm-daily-aggTrades.py b/scripts/download-futures-cm-daily-aggTrades.py new file mode 100644 index 0000000..b0faf32 --- /dev/null +++ b/scripts/download-futures-cm-daily-aggTrades.py @@ -0,0 +1,219 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Daily Aggregated Trades Downloader + +Optimized script for downloading daily aggregated trades history from Binance COIN-M Futures. +This script downloads DAILY aggregated trades data. + +Features: +- Hardcoded for COIN-M Futures (cm) market +- Downloads DAILY data only +- Auto-skips existing files +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for faster downloads + +Examples: + # Download for specific symbol and date range + python3 scripts/download-futures-cm-daily-aggTrades.py -s BTCUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download multiple symbols + python3 scripts/download-futures-cm-daily-aggTrades.py -s BTCUSD_PERP ETHUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download with auto-detected symbols (all cm symbols) + python3 scripts/download-futures-cm-daily-aggTrades.py -startDate 2023-01-01 -endDate 2023-12-31 + + # Specify custom output folder + python3 scripts/download-futures-cm-daily-aggTrades.py -s BTCUSD_PERP -folder /data/binance -startDate 2023-01-01 -endDate 2023-12-31 +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.agg_trade_downloader import AggTradeDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_agg_trades_daily( + symbols: list, + start_date: str, + end_date: str, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M Futures daily aggregated trades data. + + Args: + symbols: List of trading symbols + start_date: Start date in YYYY-MM-DD format + end_date: End date in YYYY-MM-DD format + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + logger.info(f"Date range: {start_date} to {end_date}") + logger.info(f"Market type: COIN-M Futures (cm)") + + # Initialize downloader with 10 concurrent threads + downloader = AggTradeDownloader( + trading_type='cm', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list + start = datetime.strptime(start_date, '%Y-%m-%d') + end = datetime.strptime(end_date, '%Y-%m-%d') + date_list = [(start + timedelta(days=i)).strftime('%Y-%m-%d') + for i in range((end - start).days + 1)] + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=None, # Aggregated trades don't support intervals + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Daily Aggregated Trades Downloader\n' + 'Downloads DAILY aggregated trades data for COIN-M Futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSD_PERP ETHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-startDate', + type=str, + required=True, + help='Start date in YYYY-MM-DD format (e.g., 2023-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + required=True, + help='End date in YYYY-MM-DD format (e.g., 2023-12-31)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = AggTradeDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Daily Aggregated Trades Downloader") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY aggregated trades") + + return download_agg_trades_daily( + symbols=symbols, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + from datetime import timedelta + sys.exit(main()) diff --git a/scripts/download-futures-cm-daily-bookDepth.py b/scripts/download-futures-cm-daily-bookDepth.py new file mode 100644 index 0000000..6c37ffe --- /dev/null +++ b/scripts/download-futures-cm-daily-bookDepth.py @@ -0,0 +1,45 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Daily Book Depth Downloader + +NOTICE: Depth data is NOT available for COIN-M Futures (cm). +This script is provided for reference but will not work with cm market. +For depth data, please use spot market instead. + +For alternative cm data, consider using: +- download-futures-cm-daily-bookTicker.py (best bid/ask prices) +- download-futures-cm-daily-klines.py (OHLCV data) + +If you need depth data, use: +- scripts/download-depth.py -t spot (for spot market depth data) + +This script is kept as a placeholder for future availability. +""" + +import sys +import os + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +def main(): + print("=" * 70) + print("ERROR: Depth data is NOT available for COIN-M Futures (cm)") + print("=" * 70) + print() + print("According to Binance Public Data structure:") + print("- Spot market: supports depth data") + print("- USD-M Futures (um): supports depth data") + print("- COIN-M Futures (cm): does NOT support depth data") + print() + print("Available alternatives for cm market:") + print(" - download-futures-cm-daily-bookTicker.py (best bid/ask)") + print(" - download-futures-cm-daily-klines.py (OHLCV candles)") + print() + print("For depth data, use spot market:") + print(" - scripts/download-depth.py -t spot -s BTCUSDT") + print() + return 1 + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-daily-bookTicker.py b/scripts/download-futures-cm-daily-bookTicker.py new file mode 100644 index 0000000..0977dfe --- /dev/null +++ b/scripts/download-futures-cm-daily-bookTicker.py @@ -0,0 +1,218 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Daily Book Ticker Downloader + +Optimized script for downloading daily book ticker history from Binance COIN-M Futures. +This script downloads DAILY book ticker data. + +Features: +- Hardcoded for COIN-M Futures (cm) market +- Downloads DAILY data only +- Auto-skips existing files +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for faster downloads + +Examples: + # Download for specific symbol and date range + python3 scripts/download-futures-cm-daily-bookTicker.py -s BTCUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download multiple symbols + python3 scripts/download-futures-cm-daily-bookTicker.py -s BTCUSD_PERP ETHUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download with auto-detected symbols (all cm symbols) + python3 scripts/download-futures-cm-daily-bookTicker.py -startDate 2023-01-01 -endDate 2023-12-31 + + # Specify custom output folder + python3 scripts/download-futures-cm-daily-bookTicker.py -s BTCUSD_PERP -folder /data/binance -startDate 2023-01-01 -endDate 2023-12-31 +""" + +import argparse +import logging +import os +import sys +from datetime import datetime, timedelta + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.book_ticker_downloader import BookTickerDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_book_ticker_daily( + symbols: list, + start_date: str, + end_date: str, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M Futures daily book ticker data. + + Args: + symbols: List of trading symbols + start_date: Start date in YYYY-MM-DD format + end_date: End date in YYYY-MM-DD format + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + logger.info(f"Date range: {start_date} to {end_date}") + logger.info(f"Market type: COIN-M Futures (cm)") + + # Initialize downloader with 10 concurrent threads + downloader = BookTickerDownloader( + trading_type='cm', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list + start = datetime.strptime(start_date, '%Y-%m-%d') + end = datetime.strptime(end_date, '%Y-%m-%d') + date_list = [(start + timedelta(days=i)).strftime('%Y-%m-%d') + for i in range((end - start).days + 1)] + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=None, # Book ticker doesn't support intervals + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Daily Book Ticker Downloader\n' + 'Downloads DAILY book ticker data for COIN-M Futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSD_PERP ETHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-startDate', + type=str, + required=True, + help='Start date in YYYY-MM-DD format (e.g., 2023-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + required=True, + help='End date in YYYY-MM-DD format (e.g., 2023-12-31)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = BookTickerDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Daily Book Ticker Downloader") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY book ticker") + + return download_book_ticker_daily( + symbols=symbols, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-daily-indexPriceKlines.py b/scripts/download-futures-cm-daily-indexPriceKlines.py new file mode 100644 index 0000000..2064ebc --- /dev/null +++ b/scripts/download-futures-cm-daily-indexPriceKlines.py @@ -0,0 +1,235 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Daily Index Price Klines Downloader + +Optimized script for downloading daily index price klines history from Binance COIN-M Futures. +This script downloads DAILY index price klines data. + +Features: +- Hardcoded for COIN-M Futures (cm) market +- Downloads DAILY data only +- Auto-skips existing files +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for faster downloads +- Supports multiple kline intervals + +Examples: + # Download for specific symbol and date range with default intervals + python3 scripts/download-futures-cm-daily-indexPriceKlines.py -s BTCUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download with custom intervals + python3 scripts/download-futures-cm-daily-indexPriceKlines.py -s BTCUSD_PERP -i 1h 4h -startDate 2023-01-01 -endDate 2023-12-31 + + # Download multiple symbols + python3 scripts/download-futures-cm-daily-indexPriceKlines.py -s BTCUSD_PERP ETHUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download with auto-detected symbols (all cm symbols) + python3 scripts/download-futures-cm-daily-indexPriceKlines.py -startDate 2023-01-01 -endDate 2023-12-31 + + # Specify custom output folder + python3 scripts/download-futures-cm-daily-indexPriceKlines.py -s BTCUSD_PERP -folder /data/binance -startDate 2023-01-01 -endDate 2023-12-31 +""" + +import argparse +import logging +import os +import sys +from datetime import datetime, timedelta + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.index_price_downloader import IndexPriceDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_index_price_klines_daily( + symbols: list, + intervals: list, + start_date: str, + end_date: str, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M Futures daily index price klines data. + + Args: + symbols: List of trading symbols + intervals: List of kline intervals + start_date: Start date in YYYY-MM-DD format + end_date: End date in YYYY-MM-DD format + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + logger.info(f"Date range: {start_date} to {end_date}") + logger.info(f"Market type: COIN-M Futures (cm)") + logger.info(f"Intervals: {', '.join(intervals)}") + + # Initialize downloader with 10 concurrent threads + downloader = IndexPriceDownloader( + trading_type='cm', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list + start = datetime.strptime(start_date, '%Y-%m-%d') + end = datetime.strptime(end_date, '%Y-%m-%d') + date_list = [(start + timedelta(days=i)).strftime('%Y-%m-%d') + for i in range((end - start).days + 1)] + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=intervals, + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Daily Index Price Klines Downloader\n' + 'Downloads DAILY index price klines data for COIN-M Futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSD_PERP ETHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=['1m', '15m', '1h', '4h', '8h'], + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-startDate', + type=str, + required=True, + help='Start date in YYYY-MM-DD format (e.g., 2023-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + required=True, + help='End date in YYYY-MM-DD format (e.g., 2023-12-31)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = IndexPriceDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Daily Index Price Klines Downloader") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY index price klines") + logger.info(f"Intervals: {', '.join(args.intervals)}") + + return download_index_price_klines_daily( + symbols=symbols, + intervals=args.intervals, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-daily-klines.py b/scripts/download-futures-cm-daily-klines.py new file mode 100644 index 0000000..40dc93f --- /dev/null +++ b/scripts/download-futures-cm-daily-klines.py @@ -0,0 +1,235 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Daily Klines Downloader + +Optimized script for downloading daily klines history from Binance COIN-M Futures. +This script downloads DAILY klines (candlestick) data. + +Features: +- Hardcoded for COIN-M Futures (cm) market +- Downloads DAILY data only +- Auto-skips existing files +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for faster downloads +- Supports multiple kline intervals + +Examples: + # Download for specific symbol and date range with default intervals + python3 scripts/download-futures-cm-daily-klines.py -s BTCUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download with custom intervals + python3 scripts/download-futures-cm-daily-klines.py -s BTCUSD_PERP -i 1h 4h -startDate 2023-01-01 -endDate 2023-12-31 + + # Download multiple symbols + python3 scripts/download-futures-cm-daily-klines.py -s BTCUSD_PERP ETHUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download with auto-detected symbols (all cm symbols) + python3 scripts/download-futures-cm-daily-klines.py -startDate 2023-01-01 -endDate 2023-12-31 + + # Specify custom output folder + python3 scripts/download-futures-cm-daily-klines.py -s BTCUSD_PERP -folder /data/binance -startDate 2023-01-01 -endDate 2023-12-31 +""" + +import argparse +import logging +import os +import sys +from datetime import datetime, timedelta + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.kline_downloader import KlineDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_klines_daily( + symbols: list, + intervals: list, + start_date: str, + end_date: str, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M Futures daily klines data. + + Args: + symbols: List of trading symbols + intervals: List of kline intervals + start_date: Start date in YYYY-MM-DD format + end_date: End date in YYYY-MM-DD format + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + logger.info(f"Date range: {start_date} to {end_date}") + logger.info(f"Market type: COIN-M Futures (cm)") + logger.info(f"Intervals: {', '.join(intervals)}") + + # Initialize downloader with 10 concurrent threads + downloader = KlineDownloader( + trading_type='cm', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list + start = datetime.strptime(start_date, '%Y-%m-%d') + end = datetime.strptime(end_date, '%Y-%m-%d') + date_list = [(start + timedelta(days=i)).strftime('%Y-%m-%d') + for i in range((end - start).days + 1)] + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=intervals, + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Daily Klines Downloader\n' + 'Downloads DAILY klines (candlestick) data for COIN-M Futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSD_PERP ETHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=['1m', '15m', '1h', '4h', '8h'], + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-startDate', + type=str, + required=True, + help='Start date in YYYY-MM-DD format (e.g., 2023-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + required=True, + help='End date in YYYY-MM-DD format (e.g., 2023-12-31)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = KlineDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Daily Klines Downloader") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY klines") + logger.info(f"Intervals: {', '.join(args.intervals)}") + + return download_klines_daily( + symbols=symbols, + intervals=args.intervals, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-daily-liquidationSnapshot.py b/scripts/download-futures-cm-daily-liquidationSnapshot.py new file mode 100644 index 0000000..a76fc15 --- /dev/null +++ b/scripts/download-futures-cm-daily-liquidationSnapshot.py @@ -0,0 +1,218 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Daily Liquidation Snapshot Downloader + +Optimized script for downloading daily liquidation snapshot history from Binance COIN-M Futures. +This script downloads DAILY liquidation snapshot data. + +Features: +- Hardcoded for COIN-M Futures (cm) market +- Downloads DAILY data only (monthly not available for liquidation snapshots) +- Auto-skips existing files +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for faster downloads + +Examples: + # Download for specific symbol and date range + python3 scripts/download-futures-cm-daily-liquidationSnapshot.py -s ADAUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download multiple symbols + python3 scripts/download-futures-cm-daily-liquidationSnapshot.py -s ADAUSD_PERP BTCUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download with auto-detected symbols (all cm symbols) + python3 scripts/download-futures-cm-daily-liquidationSnapshot.py -startDate 2023-01-01 -endDate 2023-12-31 + + # Specify custom output folder + python3 scripts/download-futures-cm-daily-liquidationSnapshot.py -s ADAUSD_PERP -folder /data/binance -startDate 2023-01-01 -endDate 2023-12-31 +""" + +import argparse +import logging +import os +import sys +from datetime import datetime, timedelta + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.liquidation_snapshot_downloader import LiquidationSnapshotDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_liquidation_snapshot_daily( + symbols: list, + start_date: str, + end_date: str, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M Futures daily liquidation snapshot data. + + Args: + symbols: List of trading symbols + start_date: Start date in YYYY-MM-DD format + end_date: End date in YYYY-MM-DD format + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + logger.info(f"Date range: {start_date} to {end_date}") + logger.info(f"Market type: COIN-M Futures (cm)") + + # Initialize downloader with 10 concurrent threads + downloader = LiquidationSnapshotDownloader( + trading_type='cm', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list + start = datetime.strptime(start_date, '%Y-%m-%d') + end = datetime.strptime(end_date, '%Y-%m-%d') + date_list = [(start + timedelta(days=i)).strftime('%Y-%m-%d') + for i in range((end - start).days + 1)] + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=None, # Liquidation snapshots don't support intervals + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Daily Liquidation Snapshot Downloader\n' + 'Downloads DAILY liquidation snapshot data for COIN-M Futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., ADAUSD_PERP BTCUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-startDate', + type=str, + required=True, + help='Start date in YYYY-MM-DD format (e.g., 2023-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + required=True, + help='End date in YYYY-MM-DD format (e.g., 2023-12-31)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = LiquidationSnapshotDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Daily Liquidation Snapshot Downloader") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY liquidation snapshots") + + return download_liquidation_snapshot_daily( + symbols=symbols, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-daily-markPriceKlines.py b/scripts/download-futures-cm-daily-markPriceKlines.py new file mode 100644 index 0000000..1fc4084 --- /dev/null +++ b/scripts/download-futures-cm-daily-markPriceKlines.py @@ -0,0 +1,235 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Daily Mark Price Klines Downloader + +Optimized script for downloading daily mark price klines history from Binance COIN-M Futures. +This script downloads DAILY mark price klines data. + +Features: +- Hardcoded for COIN-M Futures (cm) market +- Downloads DAILY data only +- Auto-skips existing files +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for faster downloads +- Supports multiple kline intervals + +Examples: + # Download for specific symbol and date range with default intervals + python3 scripts/download-futures-cm-daily-markPriceKlines.py -s BTCUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download with custom intervals + python3 scripts/download-futures-cm-daily-markPriceKlines.py -s BTCUSD_PERP -i 1h 4h -startDate 2023-01-01 -endDate 2023-12-31 + + # Download multiple symbols + python3 scripts/download-futures-cm-daily-markPriceKlines.py -s BTCUSD_PERP ETHUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download with auto-detected symbols (all cm symbols) + python3 scripts/download-futures-cm-daily-markPriceKlines.py -startDate 2023-01-01 -endDate 2023-12-31 + + # Specify custom output folder + python3 scripts/download-futures-cm-daily-markPriceKlines.py -s BTCUSD_PERP -folder /data/binance -startDate 2023-01-01 -endDate 2023-12-31 +""" + +import argparse +import logging +import os +import sys +from datetime import datetime, timedelta + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.mark_price_downloader import MarkPriceDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_mark_price_klines_daily( + symbols: list, + intervals: list, + start_date: str, + end_date: str, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M Futures daily mark price klines data. + + Args: + symbols: List of trading symbols + intervals: List of kline intervals + start_date: Start date in YYYY-MM-DD format + end_date: End date in YYYY-MM-DD format + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + logger.info(f"Date range: {start_date} to {end_date}") + logger.info(f"Market type: COIN-M Futures (cm)") + logger.info(f"Intervals: {', '.join(intervals)}") + + # Initialize downloader with 10 concurrent threads + downloader = MarkPriceDownloader( + trading_type='cm', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list + start = datetime.strptime(start_date, '%Y-%m-%d') + end = datetime.strptime(end_date, '%Y-%m-%d') + date_list = [(start + timedelta(days=i)).strftime('%Y-%m-%d') + for i in range((end - start).days + 1)] + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=intervals, + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Daily Mark Price Klines Downloader\n' + 'Downloads DAILY mark price klines data for COIN-M Futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSD_PERP ETHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=['1m', '15m', '1h', '4h', '8h'], + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-startDate', + type=str, + required=True, + help='Start date in YYYY-MM-DD format (e.g., 2023-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + required=True, + help='End date in YYYY-MM-DD format (e.g., 2023-12-31)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = MarkPriceDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Daily Mark Price Klines Downloader") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY mark price klines") + logger.info(f"Intervals: {', '.join(args.intervals)}") + + return download_mark_price_klines_daily( + symbols=symbols, + intervals=args.intervals, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-daily-metrics.py b/scripts/download-futures-cm-daily-metrics.py new file mode 100644 index 0000000..6df5ec7 --- /dev/null +++ b/scripts/download-futures-cm-daily-metrics.py @@ -0,0 +1,254 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Daily Metrics Downloader + +NOTICE: There is no specific "metrics" data type in Binance Public Data. +This script provides a convenient wrapper to download all key cm metrics that have daily data. + +This script downloads multiple data types that could be considered "metrics": +- Index Price Klines (price index) +- Mark Price Klines (mark price for futures) +- Book Ticker (best bid/ask prices) +- Funding Rate (monthly only - will be skipped for daily) + +Features: +- Hardcoded for COIN-M Futures (cm) market +- Downloads DAILY data only for multiple metrics +- Auto-skips existing files +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for faster downloads + +Examples: + # Download all metrics for specific symbol and date range + python3 scripts/download-futures-cm-daily-metrics.py -s BTCUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download with auto-detected symbols (all cm symbols) + python3 scripts/download-futures-cm-daily-metrics.py -startDate 2023-01-01 -endDate 2023-12-31 + + # Specify custom output folder + python3 scripts/download-futures-cm-daily-metrics.py -s BTCUSD_PERP -folder /data/binance -startDate 2023-01-01 -endDate 2023-12-31 +""" + +import argparse +import logging +import os +import sys +from datetime import datetime, timedelta + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.index_price_downloader import IndexPriceDownloader +from binance_data_downloader.downloaders.mark_price_downloader import MarkPriceDownloader +from binance_data_downloader.downloaders.book_ticker_downloader import BookTickerDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_metrics_daily( + symbols: list, + intervals: list, + start_date: str, + end_date: str, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M Futures daily metrics data (multiple data types). + + Args: + symbols: List of trading symbols + intervals: List of kline intervals (for index/mark price) + start_date: Start date in YYYY-MM-DD format + end_date: End date in YYYY-MM-DD format + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + logger.info(f"Date range: {start_date} to {end_date}") + logger.info(f"Market type: COIN-M Futures (cm)") + logger.info(f"Metrics to download: Index Price, Mark Price, Book Ticker") + + # Generate date list + start = datetime.strptime(start_date, '%Y-%m-%d') + end = datetime.strptime(end_date, '%Y-%m-%d') + date_list = [(start + timedelta(days=i)).strftime('%Y-%m-%d') + for i in range((end - start).days + 1)] + + logger.info(f"Total dates to download: {len(date_list)}") + + total_downloaded = 0 + + # Download Index Price Klines + logger.info(f"\n{'='*70}") + logger.info(f"Downloading Index Price Klines...") + logger.info(f"{'='*70}") + index_downloader = IndexPriceDownloader(trading_type='cm', max_workers=10) + for symbol in symbols: + downloaded_count = index_downloader.download_daily( + symbols=[symbol], + intervals=intervals, + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + total_downloaded += downloaded_count + logger.info(f"Index Price: Downloaded {downloaded_count} files for {symbol}") + + # Download Mark Price Klines + logger.info(f"\n{'='*70}") + logger.info(f"Downloading Mark Price Klines...") + logger.info(f"{'='*70}") + mark_downloader = MarkPriceDownloader(trading_type='cm', max_workers=10) + for symbol in symbols: + downloaded_count = mark_downloader.download_daily( + symbols=[symbol], + intervals=intervals, + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + total_downloaded += downloaded_count + logger.info(f"Mark Price: Downloaded {downloaded_count} files for {symbol}") + + # Download Book Ticker + logger.info(f"\n{'='*70}") + logger.info(f"Downloading Book Ticker...") + logger.info(f"{'='*70}") + ticker_downloader = BookTickerDownloader(trading_type='cm', max_workers=10) + for symbol in symbols: + downloaded_count = ticker_downloader.download_daily( + symbols=[symbol], + intervals=None, + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + total_downloaded += downloaded_count + logger.info(f"Book Ticker: Downloaded {downloaded_count} files for {symbol}") + + logger.info(f"\n{'='*70}") + logger.info(f"All metrics downloads completed!") + logger.info(f"Total files downloaded: {total_downloaded}") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Daily Metrics Downloader\n' + 'Downloads DAILY metrics data (Index Price, Mark Price, Book Ticker) for COIN-M Futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSD_PERP ETHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=['1m', '15m', '1h', '4h', '8h'], + help='Kline intervals for index/mark price (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-startDate', + type=str, + required=True, + help='Start date in YYYY-MM-DD format (e.g., 2023-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + required=True, + help='End date in YYYY-MM-DD format (e.g., 2023-12-31)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = IndexPriceDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Daily Metrics Downloader") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Metrics: Index Price Klines, Mark Price Klines, Book Ticker") + logger.info(f"Intervals: {', '.join(args.intervals)}") + + return download_metrics_daily( + symbols=symbols, + intervals=args.intervals, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-daily-trades.py b/scripts/download-futures-cm-daily-trades.py new file mode 100644 index 0000000..3066f35 --- /dev/null +++ b/scripts/download-futures-cm-daily-trades.py @@ -0,0 +1,218 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Daily Trades Downloader + +Optimized script for downloading daily trades history from Binance COIN-M Futures. +This script downloads DAILY trades data. + +Features: +- Hardcoded for COIN-M Futures (cm) market +- Downloads DAILY data only +- Auto-skips existing files +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for faster downloads + +Examples: + # Download for specific symbol and date range + python3 scripts/download-futures-cm-daily-trades.py -s BTCUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download multiple symbols + python3 scripts/download-futures-cm-daily-trades.py -s BTCUSD_PERP ETHUSD_PERP -startDate 2023-01-01 -endDate 2023-12-31 + + # Download with auto-detected symbols (all cm symbols) + python3 scripts/download-futures-cm-daily-trades.py -startDate 2023-01-01 -endDate 2023-12-31 + + # Specify custom output folder + python3 scripts/download-futures-cm-daily-trades.py -s BTCUSD_PERP -folder /data/binance -startDate 2023-01-01 -endDate 2023-12-31 +""" + +import argparse +import logging +import os +import sys +from datetime import datetime, timedelta + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.trade_downloader import TradeDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_trades_daily( + symbols: list, + start_date: str, + end_date: str, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M Futures daily trades data. + + Args: + symbols: List of trading symbols + start_date: Start date in YYYY-MM-DD format + end_date: End date in YYYY-MM-DD format + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + logger.info(f"Date range: {start_date} to {end_date}") + logger.info(f"Market type: COIN-M Futures (cm)") + + # Initialize downloader with 10 concurrent threads + downloader = TradeDownloader( + trading_type='cm', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list + start = datetime.strptime(start_date, '%Y-%m-%d') + end = datetime.strptime(end_date, '%Y-%m-%d') + date_list = [(start + timedelta(days=i)).strftime('%Y-%m-%d') + for i in range((end - start).days + 1)] + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=None, # Trades don't support intervals + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Daily Trades Downloader\n' + 'Downloads DAILY trades data for COIN-M Futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSD_PERP ETHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-startDate', + type=str, + required=True, + help='Start date in YYYY-MM-DD format (e.g., 2023-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + required=True, + help='End date in YYYY-MM-DD format (e.g., 2023-12-31)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = TradeDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Daily Trades Downloader") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY trades") + + return download_trades_daily( + symbols=symbols, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-monthly-aggTrades.py b/scripts/download-futures-cm-monthly-aggTrades.py new file mode 100644 index 0000000..0405303 --- /dev/null +++ b/scripts/download-futures-cm-monthly-aggTrades.py @@ -0,0 +1,220 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Aggregated Trades Downloader (Monthly) + +Downloads monthly aggregated trade history from Binance COIN-M futures. + +Features: +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-cm-monthly-aggTrades.py -s ADAUSD_PERP + + # Download for specific year/month range + python3 scripts/download-futures-cm-monthly-aggTrades.py -s ADAUSD_PERP BTCUSD_PERP -y 2023 2024 + + # Download multiple symbols + python3 scripts/download-futures-cm-monthly-aggTrades.py -s ADAUSD_PERP BCHUSD_PERP + + # Specify custom output folder + python3 scripts/download-futures-cm-monthly-aggTrades.py -s ADAUSD_PERP -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.agg_trade_downloader import AggTradeDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_agg_trades_monthly( + symbols: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M futures aggregated trades monthly data. + + Args: + symbols: List of trading symbols + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + trading_type = 'cm' + + try: + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = AggTradeDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=None, # Aggregated trades don't support intervals + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Aggregated Trades Downloader (Monthly)', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., ADAUSD_PERP BCHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = AggTradeDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Aggregated Trades Downloader (Monthly)") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY") + + return download_agg_trades_monthly( + symbols=symbols, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-monthly-bookTicker.py b/scripts/download-futures-cm-monthly-bookTicker.py new file mode 100644 index 0000000..66653f3 --- /dev/null +++ b/scripts/download-futures-cm-monthly-bookTicker.py @@ -0,0 +1,222 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Book Ticker Downloader (Daily Only) + +Downloads daily book ticker (best bid/ask price) history from Binance COIN-M futures. + +Note: Book ticker data is only available as DAILY files, not monthly. + +Features: +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-cm-monthly-bookTicker.py -s ADAUSD_PERP + + # Download for specific year/month range + python3 scripts/download-futures-cm-monthly-bookTicker.py -s ADAUSD_PERP -y 2023 2024 + + # Download multiple symbols + python3 scripts/download-futures-cm-monthly-bookTicker.py -s ADAUSD_PERP BCHUSD_PERP + + # Specify custom output folder + python3 scripts/download-futures-cm-monthly-bookTicker.py -s ADAUSD_PERP -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.book_ticker_downloader import BookTickerDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_book_ticker_daily( + symbols: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M futures book ticker daily data. + + Args: + symbols: List of trading symbols + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + trading_type = 'cm' + + try: + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = BookTickerDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=None, # Book ticker doesn't support intervals + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Book Ticker Downloader (Daily Only)', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., ADAUSD_PERP BCHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = BookTickerDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Book Ticker Downloader (Daily Only)") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY (book ticker data is only available as daily files)") + + return download_book_ticker_daily( + symbols=symbols, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-monthly-fundingRate.py b/scripts/download-futures-cm-monthly-fundingRate.py new file mode 100644 index 0000000..6132aa9 --- /dev/null +++ b/scripts/download-futures-cm-monthly-fundingRate.py @@ -0,0 +1,220 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Funding Rate Downloader (Monthly) + +Downloads monthly funding rate history from Binance COIN-M futures. + +Features: +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-cm-monthly-fundingRate.py -s ADAUSD_PERP + + # Download for specific year/month range + python3 scripts/download-futures-cm-monthly-fundingRate.py -s ADAUSD_PERP BTCUSD_PERP -y 2023 2024 + + # Download multiple symbols + python3 scripts/download-futures-cm-monthly-fundingRate.py -s ADAUSD_PERP BCHUSD_PERP + + # Specify custom output folder + python3 scripts/download-futures-cm-monthly-fundingRate.py -s ADAUSD_PERP -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.funding_rate_downloader import FundingRateDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_funding_rate_monthly( + symbols: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M futures funding rate monthly data. + + Args: + symbols: List of trading symbols + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + trading_type = 'cm' + + try: + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = FundingRateDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=None, # Funding rate doesn't support intervals + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Funding Rate Downloader (Monthly)', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., ADAUSD_PERP BCHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = FundingRateDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Funding Rate Downloader (Monthly)") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY (daily data not available for funding rate)") + + return download_funding_rate_monthly( + symbols=symbols, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-monthly-indexPriceKlines.py b/scripts/download-futures-cm-monthly-indexPriceKlines.py new file mode 100644 index 0000000..f92bfa1 --- /dev/null +++ b/scripts/download-futures-cm-monthly-indexPriceKlines.py @@ -0,0 +1,240 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Index Price Klines Downloader (Monthly) + +Downloads monthly index price kline history from Binance COIN-M futures. + +Features: +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Supports multiple time intervals + +Examples: + # Download with auto-detected date range and default intervals (recommended) + python3 scripts/download-futures-cm-monthly-indexPriceKlines.py -s ADAUSD_PERP + + # Download for specific year/month range with default intervals + python3 scripts/download-futures-cm-monthly-indexPriceKlines.py -s ADAUSD_PERP BTCUSD_PERP -y 2023 2024 + + # Download with specific intervals + python3 scripts/download-futures-cm-monthly-indexPriceKlines.py -s ADAUSD_PERP -i 1m 1h 1d + + # Download multiple symbols + python3 scripts/download-futures-cm-monthly-indexPriceKlines.py -s ADAUSD_PERP BCHUSD_PERP + + # Specify custom output folder + python3 scripts/download-futures-cm-monthly-indexPriceKlines.py -s ADAUSD_PERP -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.index_price_downloader import IndexPriceDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_index_price_klines_monthly( + symbols: list = None, + intervals: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M futures index price klines monthly data. + + Args: + symbols: List of trading symbols + intervals: List of time intervals (None for default) + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + trading_type = 'cm' + + # Set default intervals if not specified + if not intervals: + intervals = ["1m", "15m", "1h", "4h", "8h"] + + try: + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + logger.info(f"Intervals: {', '.join(intervals)}") + + # Initialize downloader with 10 concurrent threads + downloader = IndexPriceDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=intervals, + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Index Price Klines Downloader (Monthly)', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., ADAUSD_PERP BCHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=None, + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = IndexPriceDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Index Price Klines Downloader (Monthly)") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY") + + return download_index_price_klines_monthly( + symbols=symbols, + intervals=args.intervals, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-monthly-klines.py b/scripts/download-futures-cm-monthly-klines.py new file mode 100644 index 0000000..e4aa028 --- /dev/null +++ b/scripts/download-futures-cm-monthly-klines.py @@ -0,0 +1,240 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Klines Downloader (Monthly) + +Downloads monthly kline (candlestick) history from Binance COIN-M futures. + +Features: +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Supports multiple time intervals + +Examples: + # Download with auto-detected date range and default intervals (recommended) + python3 scripts/download-futures-cm-monthly-klines.py -s ADAUSD_PERP + + # Download for specific year/month range with default intervals + python3 scripts/download-futures-cm-monthly-klines.py -s ADAUSD_PERP BTCUSD_PERP -y 2023 2024 + + # Download with specific intervals + python3 scripts/download-futures-cm-monthly-klines.py -s ADAUSD_PERP -i 1m 1h 1d + + # Download multiple symbols + python3 scripts/download-futures-cm-monthly-klines.py -s ADAUSD_PERP BCHUSD_PERP + + # Specify custom output folder + python3 scripts/download-futures-cm-monthly-klines.py -s ADAUSD_PERP -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.kline_downloader import KlineDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_klines_monthly( + symbols: list = None, + intervals: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M futures klines monthly data. + + Args: + symbols: List of trading symbols + intervals: List of time intervals (None for default) + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + trading_type = 'cm' + + # Set default intervals if not specified + if not intervals: + intervals = ["1m", "15m", "1h", "4h", "8h"] + + try: + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + logger.info(f"Intervals: {', '.join(intervals)}") + + # Initialize downloader with 10 concurrent threads + downloader = KlineDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=intervals, + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Klines Downloader (Monthly)', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., ADAUSD_PERP BCHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=None, + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = KlineDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Klines Downloader (Monthly)") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY") + + return download_klines_monthly( + symbols=symbols, + intervals=args.intervals, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-monthly-markPriceKlines.py b/scripts/download-futures-cm-monthly-markPriceKlines.py new file mode 100644 index 0000000..97a3e9e --- /dev/null +++ b/scripts/download-futures-cm-monthly-markPriceKlines.py @@ -0,0 +1,240 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Mark Price Klines Downloader (Monthly) + +Downloads monthly mark price kline history from Binance COIN-M futures. + +Features: +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Supports multiple time intervals + +Examples: + # Download with auto-detected date range and default intervals (recommended) + python3 scripts/download-futures-cm-monthly-markPriceKlines.py -s ADAUSD_PERP + + # Download for specific year/month range with default intervals + python3 scripts/download-futures-cm-monthly-markPriceKlines.py -s ADAUSD_PERP BTCUSD_PERP -y 2023 2024 + + # Download with specific intervals + python3 scripts/download-futures-cm-monthly-markPriceKlines.py -s ADAUSD_PERP -i 1m 1h 1d + + # Download multiple symbols + python3 scripts/download-futures-cm-monthly-markPriceKlines.py -s ADAUSD_PERP BCHUSD_PERP + + # Specify custom output folder + python3 scripts/download-futures-cm-monthly-markPriceKlines.py -s ADAUSD_PERP -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.mark_price_downloader import MarkPriceDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_mark_price_klines_monthly( + symbols: list = None, + intervals: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M futures mark price klines monthly data. + + Args: + symbols: List of trading symbols + intervals: List of time intervals (None for default) + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + trading_type = 'cm' + + # Set default intervals if not specified + if not intervals: + intervals = ["1m", "15m", "1h", "4h", "8h"] + + try: + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + logger.info(f"Intervals: {', '.join(intervals)}") + + # Initialize downloader with 10 concurrent threads + downloader = MarkPriceDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=intervals, + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Mark Price Klines Downloader (Monthly)', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., ADAUSD_PERP BCHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=None, + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = MarkPriceDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Mark Price Klines Downloader (Monthly)") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY") + + return download_mark_price_klines_monthly( + symbols=symbols, + intervals=args.intervals, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-monthly-premiumIndexKlines.py b/scripts/download-futures-cm-monthly-premiumIndexKlines.py new file mode 100644 index 0000000..54e12b8 --- /dev/null +++ b/scripts/download-futures-cm-monthly-premiumIndexKlines.py @@ -0,0 +1,35 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Premium Index Klines Downloader - NOT AVAILABLE + +This script is a placeholder to indicate that premium index klines are NOT available +for COIN-M (cm) futures. + +Premium Index Klines are only available for USD-M (um) futures. + +Please use the USD-M premium index klines downloader instead: + python3 scripts/download-futures-um-monthly-premiumIndexKlines.py + +Or use the general futures premium index klines downloader with -t um: + python3 python/download-futures-premiumPriceKlines.py -t um -s BTCUSDT + +For COIN-M futures data, please use: +- download-futures-cm-monthly-klines.py +- download-futures-cm-monthly-indexPriceKlines.py +- download-futures-cm-monthly-markPriceKlines.py +""" + +import sys + + +def main(): + """Main entry point.""" + print(__doc__) + print("\n" + "="*70) + print("ERROR: Premium Index Klines are only available for USD-M (um) futures") + print("="*70) + return 1 + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-cm-monthly-trades.py b/scripts/download-futures-cm-monthly-trades.py new file mode 100644 index 0000000..9e96ff8 --- /dev/null +++ b/scripts/download-futures-cm-monthly-trades.py @@ -0,0 +1,220 @@ +#!/usr/bin/env python3 +""" +Binance COIN-M Futures Trades Downloader (Monthly) + +Downloads monthly individual trade history from Binance COIN-M futures. + +Features: +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-cm-monthly-trades.py -s ADAUSD_PERP + + # Download for specific year/month range + python3 scripts/download-futures-cm-monthly-trades.py -s ADAUSD_PERP BTCUSD_PERP -y 2023 2024 + + # Download multiple symbols + python3 scripts/download-futures-cm-monthly-trades.py -s ADAUSD_PERP BCHUSD_PERP + + # Specify custom output folder + python3 scripts/download-futures-cm-monthly-trades.py -s ADAUSD_PERP -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.trade_downloader import TradeDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_trades_monthly( + symbols: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download COIN-M futures individual trades monthly data. + + Args: + symbols: List of trading symbols + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + trading_type = 'cm' + + try: + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = TradeDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=None, # Trades don't support intervals + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance COIN-M Futures Trades Downloader (Monthly)', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., ADAUSD_PERP BCHUSD_PERP). If not specified, downloads all available cm symbols.' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all cm symbols from exchange...") + temp_downloader = TradeDownloader(trading_type='cm', max_workers=10) + symbols = temp_downloader.fetch_symbols('cm') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance COIN-M Futures Trades Downloader (Monthly)") + logger.info(f"Market type: cm (COIN-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY") + + return download_trades_monthly( + symbols=symbols, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-fundingRate.py b/scripts/download-futures-fundingRate.py new file mode 100644 index 0000000..e7cc4d2 --- /dev/null +++ b/scripts/download-futures-fundingRate.py @@ -0,0 +1,236 @@ +#!/usr/bin/env python3 +""" +Binance Futures Funding Rate Downloader (Monthly Only) + +Optimized script for downloading funding rate history from Binance futures. +This script downloads MONTHLY funding rate data (daily data is not available for funding rate). + +Features: +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-fundingRate.py -s BTCUSDT + + # Download for specific year/month range + python3 scripts/download-futures-fundingRate.py -s BTCUSDT -y 2023 2024 + + # Download multiple symbols + python3 scripts/download-futures-fundingRate.py -s BTCUSDT ETHUSDT + + # Download for COIN-M futures + python3 scripts/download-futures-fundingRate.py -t cm -s ADAUSD_PERP + + # Specify custom output folder + python3 scripts/download-futures-fundingRate.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.funding_rate_downloader import FundingRateDownloader +from binance_data_downloader.utils.data_explorer import DataExplorer +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_funding_rate_monthly( + trading_type: str = 'um', + symbols: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download funding rate monthly data with smart features. + + Args: + trading_type: Market type ('um' or 'cm') + symbols: List of trading symbols + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = FundingRateDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=None, # Funding rate doesn't support intervals + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance Futures Funding Rate Downloader (Monthly Only)\n' + 'Downloads MONTHLY funding rate data (daily data is not available).', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-t', '--type', + type=str, + default='um', + choices=['um', 'cm'], + help='Market type: um (USD-M Futures) or cm (COIN-M Futures). Default: um' + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available symbols.' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info(f"No symbols specified, fetching all {args.type} symbols from exchange...") + temp_downloader = FundingRateDownloader(trading_type=args.type, max_workers=10) + symbols = temp_downloader.fetch_symbols(args.type) + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance Futures Funding Rate Downloader (Monthly Only)") + logger.info(f"Market type: {args.type}") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY (daily data not available for funding rate)") + + return download_funding_rate_monthly( + trading_type=args.type, + symbols=symbols, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-daily-aggTrades.py b/scripts/download-futures-um-daily-aggTrades.py new file mode 100644 index 0000000..f84590a --- /dev/null +++ b/scripts/download-futures-um-daily-aggTrades.py @@ -0,0 +1,230 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Daily Aggregated Trades Downloader + +Optimized script for downloading daily aggregated trades history from Binance USD-M futures. +This script downloads DAILY aggregated trades data. + +Features: +- Hardcoded for USD-M Futures (um) market +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 threads for concurrent downloads + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-um-daily-aggTrades.py -s BTCUSDT + + # Download for specific date range + python3 scripts/download-futures-um-daily-aggTrades.py -s BTCUSDT -startDate 2024-01-01 -endDate 2024-12-31 + + # Download multiple symbols + python3 scripts/download-futures-um-daily-aggTrades.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-daily-aggTrades.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.agg_trade_downloader import AggTradeDownloader +from binance_data_downloader.utils.data_explorer import DataExplorer +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_agg_trades_daily( + symbols: list = None, + start_date: str = None, + end_date: str = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download aggregated trades daily data with smart features. + + Args: + symbols: List of trading symbols + start_date: Start date in YYYY-MM-DD format (None for default: 2020-01-01) + end_date: End date in YYYY-MM-DD format (None for default: current date) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default date range if not specified + if not start_date: + start_date = "2020-01-01" + + if not end_date: + end_date = datetime.now().strftime("%Y-%m-%d") + + logger.info(f"Date range: {start_date} to {end_date}") + + # Initialize downloader with 10 concurrent threads + downloader = AggTradeDownloader( + trading_type='um', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list from start_date to end_date + start = datetime.strptime(start_date, "%Y-%m-%d") + end = datetime.strptime(end_date, "%Y-%m-%d") + + date_list = [] + current = start + while current <= end: + date_list.append(current.strftime("%Y-%m-%d")) + current = (current - datetime(1970, 1, 1)).days + 1 + current = datetime.fromtimestamp(current * 86400) + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=None, # Aggregated trades don't support intervals + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Daily Aggregated Trades Downloader\n' + 'Downloads DAILY aggregated trades data.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-startDate', + type=str, + default=None, + help='Start date in YYYY-MM-DD format (default: 2020-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + default=None, + help='End date in YYYY-MM-DD format (default: current date)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = AggTradeDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Daily Aggregated Trades Downloader") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY") + + return download_agg_trades_daily( + symbols=symbols, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-daily-bookDepth.py b/scripts/download-futures-um-daily-bookDepth.py new file mode 100644 index 0000000..9ecfbf8 --- /dev/null +++ b/scripts/download-futures-um-daily-bookDepth.py @@ -0,0 +1,230 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Daily Order Book Depth Downloader + +Optimized script for downloading daily order book depth history from Binance USD-M futures. +This script downloads DAILY depth data. + +Features: +- Hardcoded for USD-M Futures (um) market +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 threads for concurrent downloads + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-um-daily-bookDepth.py -s BTCUSDT + + # Download for specific date range + python3 scripts/download-futures-um-daily-bookDepth.py -s BTCUSDT -startDate 2024-01-01 -endDate 2024-12-31 + + # Download multiple symbols + python3 scripts/download-futures-um-daily-bookDepth.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-daily-bookDepth.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.depth_downloader import DepthDownloader +from binance_data_downloader.utils.data_explorer import DataExplorer +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_depth_daily( + symbols: list = None, + start_date: str = None, + end_date: str = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download order book depth daily data with smart features. + + Args: + symbols: List of trading symbols + start_date: Start date in YYYY-MM-DD format (None for default: 2020-01-01) + end_date: End date in YYYY-MM-DD format (None for default: current date) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default date range if not specified + if not start_date: + start_date = "2020-01-01" + + if not end_date: + end_date = datetime.now().strftime("%Y-%m-%d") + + logger.info(f"Date range: {start_date} to {end_date}") + + # Initialize downloader with 10 concurrent threads + downloader = DepthDownloader( + trading_type='um', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list from start_date to end_date + start = datetime.strptime(start_date, "%Y-%m-%d") + end = datetime.strptime(end_date, "%Y-%m-%d") + + date_list = [] + current = start + while current <= end: + date_list.append(current.strftime("%Y-%m-%d")) + current = (current - datetime(1970, 1, 1)).days + 1 + current = datetime.fromtimestamp(current * 86400) + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=None, # Depth doesn't support intervals + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Daily Order Book Depth Downloader\n' + 'Downloads DAILY depth data.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-startDate', + type=str, + default=None, + help='Start date in YYYY-MM-DD format (default: 2020-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + default=None, + help='End date in YYYY-MM-DD format (default: current date)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = DepthDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Daily Order Book Depth Downloader") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY") + + return download_depth_daily( + symbols=symbols, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-daily-bookTicker.py b/scripts/download-futures-um-daily-bookTicker.py new file mode 100644 index 0000000..5ee1431 --- /dev/null +++ b/scripts/download-futures-um-daily-bookTicker.py @@ -0,0 +1,230 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Daily Book Ticker Downloader + +Optimized script for downloading daily book ticker (best bid/ask) history from Binance USD-M futures. +This script downloads DAILY book ticker data. + +Features: +- Hardcoded for USD-M Futures (um) market +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 threads for concurrent downloads + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-um-daily-bookTicker.py -s BTCUSDT + + # Download for specific date range + python3 scripts/download-futures-um-daily-bookTicker.py -s BTCUSDT -startDate 2024-01-01 -endDate 2024-12-31 + + # Download multiple symbols + python3 scripts/download-futures-um-daily-bookTicker.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-daily-bookTicker.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.book_ticker_downloader import BookTickerDownloader +from binance_data_downloader.utils.data_explorer import DataExplorer +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_book_ticker_daily( + symbols: list = None, + start_date: str = None, + end_date: str = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download book ticker daily data with smart features. + + Args: + symbols: List of trading symbols + start_date: Start date in YYYY-MM-DD format (None for default: 2020-01-01) + end_date: End date in YYYY-MM-DD format (None for default: current date) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default date range if not specified + if not start_date: + start_date = "2020-01-01" + + if not end_date: + end_date = datetime.now().strftime("%Y-%m-%d") + + logger.info(f"Date range: {start_date} to {end_date}") + + # Initialize downloader with 10 concurrent threads + downloader = BookTickerDownloader( + trading_type='um', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list from start_date to end_date + start = datetime.strptime(start_date, "%Y-%m-%d") + end = datetime.strptime(end_date, "%Y-%m-%d") + + date_list = [] + current = start + while current <= end: + date_list.append(current.strftime("%Y-%m-%d")) + current = (current - datetime(1970, 1, 1)).days + 1 + current = datetime.fromtimestamp(current * 86400) + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=None, # Book ticker doesn't support intervals + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Daily Book Ticker Downloader\n' + 'Downloads DAILY book ticker data.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-startDate', + type=str, + default=None, + help='Start date in YYYY-MM-DD format (default: 2020-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + default=None, + help='End date in YYYY-MM-DD format (default: current date)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = BookTickerDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Daily Book Ticker Downloader") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY") + + return download_book_ticker_daily( + symbols=symbols, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-daily-indexPriceKlines.py b/scripts/download-futures-um-daily-indexPriceKlines.py new file mode 100644 index 0000000..bd689c2 --- /dev/null +++ b/scripts/download-futures-um-daily-indexPriceKlines.py @@ -0,0 +1,251 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Daily Index Price Klines Downloader + +Optimized script for downloading daily index price klines history from Binance USD-M futures. +This script downloads DAILY index price klines data. + +Features: +- Hardcoded for USD-M Futures (um) market +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 threads for concurrent downloads +- Supports multiple intervals (default: 1m, 15m, 1h, 4h, 8h) + +Examples: + # Download with auto-detected date range and default intervals (recommended) + python3 scripts/download-futures-um-daily-indexPriceKlines.py -s BTCUSDT + + # Download for specific date range + python3 scripts/download-futures-um-daily-indexPriceKlines.py -s BTCUSDT -startDate 2024-01-01 -endDate 2024-12-31 + + # Download with specific intervals + python3 scripts/download-futures-um-daily-indexPriceKlines.py -s BTCUSDT -i 1h 4h 1d + + # Download multiple symbols + python3 scripts/download-futures-um-daily-indexPriceKlines.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-daily-indexPriceKlines.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.index_price_downloader import IndexPriceDownloader +from binance_data_downloader.utils.data_explorer import DataExplorer +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_index_price_klines_daily( + symbols: list = None, + intervals: list = None, + start_date: str = None, + end_date: str = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download index price klines daily data with smart features. + + Args: + symbols: List of trading symbols + intervals: List of kline intervals (default: ["1m", "15m", "1h", "4h", "8h"]) + start_date: Start date in YYYY-MM-DD format (None for default: 2020-01-01) + end_date: End date in YYYY-MM-DD format (None for default: current date) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default intervals if not specified + if not intervals: + intervals = ["1m", "15m", "1h", "4h", "8h"] + + # Set default date range if not specified + if not start_date: + start_date = "2020-01-01" + + if not end_date: + end_date = datetime.now().strftime("%Y-%m-%d") + + logger.info(f"Intervals: {', '.join(intervals)}") + logger.info(f"Date range: {start_date} to {end_date}") + + # Initialize downloader with 10 concurrent threads + downloader = IndexPriceDownloader( + trading_type='um', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list from start_date to end_date + start = datetime.strptime(start_date, "%Y-%m-%d") + end = datetime.strptime(end_date, "%Y-%m-%d") + + date_list = [] + current = start + while current <= end: + date_list.append(current.strftime("%Y-%m-%d")) + current = (current - datetime(1970, 1, 1)).days + 1 + current = datetime.fromtimestamp(current * 86400) + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=intervals, + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Daily Index Price Klines Downloader\n' + 'Downloads DAILY index price klines data.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=None, + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-startDate', + type=str, + default=None, + help='Start date in YYYY-MM-DD format (default: 2020-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + default=None, + help='End date in YYYY-MM-DD format (default: current date)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = IndexPriceDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Daily Index Price Klines Downloader") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY") + logger.info(f"Intervals: {', '.join(args.intervals) if args.intervals else '1m, 15m, 1h, 4h, 8h'}") + + return download_index_price_klines_daily( + symbols=symbols, + intervals=args.intervals, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-daily-klines.py b/scripts/download-futures-um-daily-klines.py new file mode 100644 index 0000000..8c924fb --- /dev/null +++ b/scripts/download-futures-um-daily-klines.py @@ -0,0 +1,251 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Daily Klines Downloader + +Optimized script for downloading daily klines (candlestick) history from Binance USD-M futures. +This script downloads DAILY klines data. + +Features: +- Hardcoded for USD-M Futures (um) market +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 threads for concurrent downloads +- Supports multiple intervals (default: 1m, 15m, 1h, 4h, 8h) + +Examples: + # Download with auto-detected date range and default intervals (recommended) + python3 scripts/download-futures-um-daily-klines.py -s BTCUSDT + + # Download for specific date range + python3 scripts/download-futures-um-daily-klines.py -s BTCUSDT -startDate 2024-01-01 -endDate 2024-12-31 + + # Download with specific intervals + python3 scripts/download-futures-um-daily-klines.py -s BTCUSDT -i 1h 4h 1d + + # Download multiple symbols + python3 scripts/download-futures-um-daily-klines.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-daily-klines.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.kline_downloader import KlineDownloader +from binance_data_downloader.utils.data_explorer import DataExplorer +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_klines_daily( + symbols: list = None, + intervals: list = None, + start_date: str = None, + end_date: str = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download klines daily data with smart features. + + Args: + symbols: List of trading symbols + intervals: List of kline intervals (default: ["1m", "15m", "1h", "4h", "8h"]) + start_date: Start date in YYYY-MM-DD format (None for default: 2020-01-01) + end_date: End date in YYYY-MM-DD format (None for default: current date) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default intervals if not specified + if not intervals: + intervals = ["1m", "15m", "1h", "4h", "8h"] + + # Set default date range if not specified + if not start_date: + start_date = "2020-01-01" + + if not end_date: + end_date = datetime.now().strftime("%Y-%m-%d") + + logger.info(f"Intervals: {', '.join(intervals)}") + logger.info(f"Date range: {start_date} to {end_date}") + + # Initialize downloader with 10 concurrent threads + downloader = KlineDownloader( + trading_type='um', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list from start_date to end_date + start = datetime.strptime(start_date, "%Y-%m-%d") + end = datetime.strptime(end_date, "%Y-%m-%d") + + date_list = [] + current = start + while current <= end: + date_list.append(current.strftime("%Y-%m-%d")) + current = (current - datetime(1970, 1, 1)).days + 1 + current = datetime.fromtimestamp(current * 86400) + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=intervals, + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Daily Klines Downloader\n' + 'Downloads DAILY klines (candlestick) data.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=None, + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-startDate', + type=str, + default=None, + help='Start date in YYYY-MM-DD format (default: 2020-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + default=None, + help='End date in YYYY-MM-DD format (default: current date)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = KlineDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Daily Klines Downloader") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY") + logger.info(f"Intervals: {', '.join(args.intervals) if args.intervals else '1m, 15m, 1h, 4h, 8h'}") + + return download_klines_daily( + symbols=symbols, + intervals=args.intervals, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-daily-markPriceKlines.py b/scripts/download-futures-um-daily-markPriceKlines.py new file mode 100644 index 0000000..88e3e51 --- /dev/null +++ b/scripts/download-futures-um-daily-markPriceKlines.py @@ -0,0 +1,251 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Daily Mark Price Klines Downloader + +Optimized script for downloading daily mark price klines history from Binance USD-M futures. +This script downloads DAILY mark price klines data. + +Features: +- Hardcoded for USD-M Futures (um) market +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 threads for concurrent downloads +- Supports multiple intervals (default: 1m, 15m, 1h, 4h, 8h) + +Examples: + # Download with auto-detected date range and default intervals (recommended) + python3 scripts/download-futures-um-daily-markPriceKlines.py -s BTCUSDT + + # Download for specific date range + python3 scripts/download-futures-um-daily-markPriceKlines.py -s BTCUSDT -startDate 2024-01-01 -endDate 2024-12-31 + + # Download with specific intervals + python3 scripts/download-futures-um-daily-markPriceKlines.py -s BTCUSDT -i 1h 4h 1d + + # Download multiple symbols + python3 scripts/download-futures-um-daily-markPriceKlines.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-daily-markPriceKlines.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.mark_price_downloader import MarkPriceDownloader +from binance_data_downloader.utils.data_explorer import DataExplorer +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_mark_price_klines_daily( + symbols: list = None, + intervals: list = None, + start_date: str = None, + end_date: str = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download mark price klines daily data with smart features. + + Args: + symbols: List of trading symbols + intervals: List of kline intervals (default: ["1m", "15m", "1h", "4h", "8h"]) + start_date: Start date in YYYY-MM-DD format (None for default: 2020-01-01) + end_date: End date in YYYY-MM-DD format (None for default: current date) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default intervals if not specified + if not intervals: + intervals = ["1m", "15m", "1h", "4h", "8h"] + + # Set default date range if not specified + if not start_date: + start_date = "2020-01-01" + + if not end_date: + end_date = datetime.now().strftime("%Y-%m-%d") + + logger.info(f"Intervals: {', '.join(intervals)}") + logger.info(f"Date range: {start_date} to {end_date}") + + # Initialize downloader with 10 concurrent threads + downloader = MarkPriceDownloader( + trading_type='um', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list from start_date to end_date + start = datetime.strptime(start_date, "%Y-%m-%d") + end = datetime.strptime(end_date, "%Y-%m-%d") + + date_list = [] + current = start + while current <= end: + date_list.append(current.strftime("%Y-%m-%d")) + current = (current - datetime(1970, 1, 1)).days + 1 + current = datetime.fromtimestamp(current * 86400) + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=intervals, + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Daily Mark Price Klines Downloader\n' + 'Downloads DAILY mark price klines data.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=None, + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-startDate', + type=str, + default=None, + help='Start date in YYYY-MM-DD format (default: 2020-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + default=None, + help='End date in YYYY-MM-DD format (default: current date)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = MarkPriceDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Daily Mark Price Klines Downloader") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY") + logger.info(f"Intervals: {', '.join(args.intervals) if args.intervals else '1m, 15m, 1h, 4h, 8h'}") + + return download_mark_price_klines_daily( + symbols=symbols, + intervals=args.intervals, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-daily-premiumIndexKlines.py b/scripts/download-futures-um-daily-premiumIndexKlines.py new file mode 100644 index 0000000..936e3a8 --- /dev/null +++ b/scripts/download-futures-um-daily-premiumIndexKlines.py @@ -0,0 +1,251 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Daily Premium Index Klines Downloader + +Optimized script for downloading daily premium index klines history from Binance USD-M futures. +This script downloads DAILY premium index klines data. + +Features: +- Hardcoded for USD-M Futures (um) market +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 threads for concurrent downloads +- Supports multiple intervals (default: 1m, 15m, 1h, 4h, 8h) + +Examples: + # Download with auto-detected date range and default intervals (recommended) + python3 scripts/download-futures-um-daily-premiumIndexKlines.py -s BTCUSDT + + # Download for specific date range + python3 scripts/download-futures-um-daily-premiumIndexKlines.py -s BTCUSDT -startDate 2024-01-01 -endDate 2024-12-31 + + # Download with specific intervals + python3 scripts/download-futures-um-daily-premiumIndexKlines.py -s BTCUSDT -i 1h 4h 1d + + # Download multiple symbols + python3 scripts/download-futures-um-daily-premiumIndexKlines.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-daily-premiumIndexKlines.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.premium_index_downloader import PremiumIndexDownloader +from binance_data_downloader.utils.data_explorer import DataExplorer +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_premium_index_klines_daily( + symbols: list = None, + intervals: list = None, + start_date: str = None, + end_date: str = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download premium index klines daily data with smart features. + + Args: + symbols: List of trading symbols + intervals: List of kline intervals (default: ["1m", "15m", "1h", "4h", "8h"]) + start_date: Start date in YYYY-MM-DD format (None for default: 2020-01-01) + end_date: End date in YYYY-MM-DD format (None for default: current date) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default intervals if not specified + if not intervals: + intervals = ["1m", "15m", "1h", "4h", "8h"] + + # Set default date range if not specified + if not start_date: + start_date = "2020-01-01" + + if not end_date: + end_date = datetime.now().strftime("%Y-%m-%d") + + logger.info(f"Intervals: {', '.join(intervals)}") + logger.info(f"Date range: {start_date} to {end_date}") + + # Initialize downloader with 10 concurrent threads + downloader = PremiumIndexDownloader( + trading_type='um', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list from start_date to end_date + start = datetime.strptime(start_date, "%Y-%m-%d") + end = datetime.strptime(end_date, "%Y-%m-%d") + + date_list = [] + current = start + while current <= end: + date_list.append(current.strftime("%Y-%m-%d")) + current = (current - datetime(1970, 1, 1)).days + 1 + current = datetime.fromtimestamp(current * 86400) + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=intervals, + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Daily Premium Index Klines Downloader\n' + 'Downloads DAILY premium index klines data.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=None, + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-startDate', + type=str, + default=None, + help='Start date in YYYY-MM-DD format (default: 2020-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + default=None, + help='End date in YYYY-MM-DD format (default: current date)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = PremiumIndexDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Daily Premium Index Klines Downloader") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY") + logger.info(f"Intervals: {', '.join(args.intervals) if args.intervals else '1m, 15m, 1h, 4h, 8h'}") + + return download_premium_index_klines_daily( + symbols=symbols, + intervals=args.intervals, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-daily-trades.py b/scripts/download-futures-um-daily-trades.py new file mode 100644 index 0000000..5dd691a --- /dev/null +++ b/scripts/download-futures-um-daily-trades.py @@ -0,0 +1,230 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Daily Trades Downloader + +Optimized script for downloading daily trades history from Binance USD-M futures. +This script downloads DAILY trades data. + +Features: +- Hardcoded for USD-M Futures (um) market +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 threads for concurrent downloads + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-um-daily-trades.py -s BTCUSDT + + # Download for specific date range + python3 scripts/download-futures-um-daily-trades.py -s BTCUSDT -startDate 2024-01-01 -endDate 2024-12-31 + + # Download multiple symbols + python3 scripts/download-futures-um-daily-trades.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-daily-trades.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.trade_downloader import TradeDownloader +from binance_data_downloader.utils.data_explorer import DataExplorer +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_trades_daily( + symbols: list = None, + start_date: str = None, + end_date: str = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download trades daily data with smart features. + + Args: + symbols: List of trading symbols + start_date: Start date in YYYY-MM-DD format (None for default: 2020-01-01) + end_date: End date in YYYY-MM-DD format (None for default: current date) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default date range if not specified + if not start_date: + start_date = "2020-01-01" + + if not end_date: + end_date = datetime.now().strftime("%Y-%m-%d") + + logger.info(f"Date range: {start_date} to {end_date}") + + # Initialize downloader with 10 concurrent threads + downloader = TradeDownloader( + trading_type='um', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + # Generate date list from start_date to end_date + start = datetime.strptime(start_date, "%Y-%m-%d") + end = datetime.strptime(end_date, "%Y-%m-%d") + + date_list = [] + current = start + while current <= end: + date_list.append(current.strftime("%Y-%m-%d")) + current = (current - datetime(1970, 1, 1)).days + 1 + current = datetime.fromtimestamp(current * 86400) + + logger.info(f"Total dates to download: {len(date_list)}") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=None, # Trades don't support intervals + dates=date_list, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Daily Trades Downloader\n' + 'Downloads DAILY trades data.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-startDate', + type=str, + default=None, + help='Start date in YYYY-MM-DD format (default: 2020-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + default=None, + help='End date in YYYY-MM-DD format (default: current date)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = TradeDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Daily Trades Downloader") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY") + + return download_trades_daily( + symbols=symbols, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-monthly-aggTrades.py b/scripts/download-futures-um-monthly-aggTrades.py new file mode 100644 index 0000000..41262c8 --- /dev/null +++ b/scripts/download-futures-um-monthly-aggTrades.py @@ -0,0 +1,226 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Aggregated Trades Downloader (Monthly Only) + +Optimized script for downloading monthly aggregated trade history from Binance USD-M futures. + +Features: +- Hardcoded for USD-M Futures (um) market type +- Downloads MONTHLY aggregated trade data only +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for efficient downloading + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-um-monthly-aggTrades.py -s BTCUSDT + + # Download for specific year/month range + python3 scripts/download-futures-um-monthly-aggTrades.py -s BTCUSDT -y 2023 2024 + + # Download multiple symbols + python3 scripts/download-futures-um-monthly-aggTrades.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-monthly-aggTrades.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.agg_trade_downloader import AggTradeDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_agg_trades_monthly( + trading_type: str = 'um', + symbols: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download aggregated trades monthly data with smart features. + + Args: + trading_type: Market type (hardcoded to 'um' for USD-M Futures) + symbols: List of trading symbols + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = AggTradeDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=None, # Aggregated trades don't support intervals + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Aggregated Trades Downloader (Monthly Only)\n' + 'Downloads MONTHLY aggregated trade data for USD-M futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = AggTradeDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Aggregated Trades Downloader (Monthly Only)") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY aggregated trades") + + return download_agg_trades_monthly( + trading_type='um', # Hardcoded for USD-M Futures + symbols=symbols, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-monthly-bookTicker.py b/scripts/download-futures-um-monthly-bookTicker.py new file mode 100644 index 0000000..016a615 --- /dev/null +++ b/scripts/download-futures-um-monthly-bookTicker.py @@ -0,0 +1,227 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Book Ticker Downloader (Monthly Only) + +Optimized script for downloading monthly book ticker history from Binance USD-M futures. +Book ticker provides the best bid price, best ask price, and quantities. + +Features: +- Hardcoded for USD-M Futures (um) market type +- Downloads MONTHLY book ticker data only +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for efficient downloading + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-um-monthly-bookTicker.py -s BTCUSDT + + # Download for specific year/month range + python3 scripts/download-futures-um-monthly-bookTicker.py -s BTCUSDT -y 2023 2024 + + # Download multiple symbols + python3 scripts/download-futures-um-monthly-bookTicker.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-monthly-bookTicker.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.book_ticker_downloader import BookTickerDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_book_ticker_monthly( + trading_type: str = 'um', + symbols: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download book ticker monthly data with smart features. + + Args: + trading_type: Market type (hardcoded to 'um' for USD-M Futures) + symbols: List of trading symbols + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = BookTickerDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=None, # Book ticker doesn't support intervals + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Book Ticker Downloader (Monthly Only)\n' + 'Downloads MONTHLY book ticker data for USD-M futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = BookTickerDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Book Ticker Downloader (Monthly Only)") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY book ticker") + + return download_book_ticker_monthly( + trading_type='um', # Hardcoded for USD-M Futures + symbols=symbols, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-monthly-indexPriceKlines.py b/scripts/download-futures-um-monthly-indexPriceKlines.py new file mode 100644 index 0000000..72a3292 --- /dev/null +++ b/scripts/download-futures-um-monthly-indexPriceKlines.py @@ -0,0 +1,247 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Index Price Klines Downloader (Monthly Only) + +Optimized script for downloading monthly index price kline history from Binance USD-M futures. +Index price klines show the index price over time, which is used for mark price calculation. + +Features: +- Hardcoded for USD-M Futures (um) market type +- Downloads MONTHLY index price kline data only +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for efficient downloading +- Supports multiple time intervals + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-um-monthly-indexPriceKlines.py -s BTCUSDT + + # Download for specific year/month range + python3 scripts/download-futures-um-monthly-indexPriceKlines.py -s BTCUSDT -y 2023 2024 + + # Download specific intervals + python3 scripts/download-futures-um-monthly-indexPriceKlines.py -s BTCUSDT -i 1h 4h 1d + + # Download multiple symbols + python3 scripts/download-futures-um-monthly-indexPriceKlines.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-monthly-indexPriceKlines.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.index_price_downloader import IndexPriceDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_index_price_klines_monthly( + trading_type: str = 'um', + symbols: list = None, + intervals: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download index price klines monthly data with smart features. + + Args: + trading_type: Market type (hardcoded to 'um' for USD-M Futures) + symbols: List of trading symbols + intervals: List of time intervals (None for default: ['1m', '15m', '1h', '4h', '8h']) + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default intervals if not specified + if not intervals: + intervals = ['1m', '15m', '1h', '4h', '8h'] + + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Intervals: {', '.join(intervals)}") + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = IndexPriceDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=intervals, + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Index Price Klines Downloader (Monthly Only)\n' + 'Downloads MONTHLY index price kline data for USD-M futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=None, + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = IndexPriceDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Index Price Klines Downloader (Monthly Only)") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY index price klines") + + return download_index_price_klines_monthly( + trading_type='um', # Hardcoded for USD-M Futures + symbols=symbols, + intervals=args.intervals, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-monthly-klines.py b/scripts/download-futures-um-monthly-klines.py new file mode 100644 index 0000000..581f8d8 --- /dev/null +++ b/scripts/download-futures-um-monthly-klines.py @@ -0,0 +1,247 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Klines Downloader (Monthly Only) + +Optimized script for downloading monthly kline (candlestick) history from Binance USD-M futures. +Klines show open, high, low, close prices and volume over time. + +Features: +- Hardcoded for USD-M Futures (um) market type +- Downloads MONTHLY kline data only +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for efficient downloading +- Supports multiple time intervals + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-um-monthly-klines.py -s BTCUSDT + + # Download for specific year/month range + python3 scripts/download-futures-um-monthly-klines.py -s BTCUSDT -y 2023 2024 + + # Download specific intervals + python3 scripts/download-futures-um-monthly-klines.py -s BTCUSDT -i 1h 4h 1d + + # Download multiple symbols + python3 scripts/download-futures-um-monthly-klines.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-monthly-klines.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.kline_downloader import KlineDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_klines_monthly( + trading_type: str = 'um', + symbols: list = None, + intervals: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download klines monthly data with smart features. + + Args: + trading_type: Market type (hardcoded to 'um' for USD-M Futures) + symbols: List of trading symbols + intervals: List of time intervals (None for default: ['1m', '15m', '1h', '4h', '8h']) + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default intervals if not specified + if not intervals: + intervals = ['1m', '15m', '1h', '4h', '8h'] + + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Intervals: {', '.join(intervals)}") + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = KlineDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=intervals, + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Klines Downloader (Monthly Only)\n' + 'Downloads MONTHLY kline (candlestick) data for USD-M futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=None, + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = KlineDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Klines Downloader (Monthly Only)") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY klines (candlesticks)") + + return download_klines_monthly( + trading_type='um', # Hardcoded for USD-M Futures + symbols=symbols, + intervals=args.intervals, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-monthly-markPriceKlines.py b/scripts/download-futures-um-monthly-markPriceKlines.py new file mode 100644 index 0000000..acacb2b --- /dev/null +++ b/scripts/download-futures-um-monthly-markPriceKlines.py @@ -0,0 +1,247 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Mark Price Klines Downloader (Monthly Only) + +Optimized script for downloading monthly mark price kline history from Binance USD-M futures. +Mark price is used for liquidation calculations and unrealized PnL. + +Features: +- Hardcoded for USD-M Futures (um) market type +- Downloads MONTHLY mark price kline data only +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for efficient downloading +- Supports multiple time intervals + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-um-monthly-markPriceKlines.py -s BTCUSDT + + # Download for specific year/month range + python3 scripts/download-futures-um-monthly-markPriceKlines.py -s BTCUSDT -y 2023 2024 + + # Download specific intervals + python3 scripts/download-futures-um-monthly-markPriceKlines.py -s BTCUSDT -i 1h 4h 1d + + # Download multiple symbols + python3 scripts/download-futures-um-monthly-markPriceKlines.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-monthly-markPriceKlines.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.mark_price_downloader import MarkPriceDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_mark_price_klines_monthly( + trading_type: str = 'um', + symbols: list = None, + intervals: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download mark price klines monthly data with smart features. + + Args: + trading_type: Market type (hardcoded to 'um' for USD-M Futures) + symbols: List of trading symbols + intervals: List of time intervals (None for default: ['1m', '15m', '1h', '4h', '8h']) + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default intervals if not specified + if not intervals: + intervals = ['1m', '15m', '1h', '4h', '8h'] + + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Intervals: {', '.join(intervals)}") + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = MarkPriceDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=intervals, + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Mark Price Klines Downloader (Monthly Only)\n' + 'Downloads MONTHLY mark price kline data for USD-M futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=None, + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = MarkPriceDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Mark Price Klines Downloader (Monthly Only)") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY mark price klines") + + return download_mark_price_klines_monthly( + trading_type='um', # Hardcoded for USD-M Futures + symbols=symbols, + intervals=args.intervals, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-monthly-premiumIndexKlines.py b/scripts/download-futures-um-monthly-premiumIndexKlines.py new file mode 100644 index 0000000..d72a73e --- /dev/null +++ b/scripts/download-futures-um-monthly-premiumIndexKlines.py @@ -0,0 +1,247 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Premium Index Klines Downloader (Monthly Only) + +Optimized script for downloading monthly premium index kline history from Binance USD-M futures. +Premium index shows the premium/discount of futures price relative to index price. + +Features: +- Hardcoded for USD-M Futures (um) market type +- Downloads MONTHLY premium index kline data only +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for efficient downloading +- Supports multiple time intervals + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-um-monthly-premiumIndexKlines.py -s BTCUSDT + + # Download for specific year/month range + python3 scripts/download-futures-um-monthly-premiumIndexKlines.py -s BTCUSDT -y 2023 2024 + + # Download specific intervals + python3 scripts/download-futures-um-monthly-premiumIndexKlines.py -s BTCUSDT -i 1h 4h 1d + + # Download multiple symbols + python3 scripts/download-futures-um-monthly-premiumIndexKlines.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-monthly-premiumIndexKlines.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.premium_index_downloader import PremiumIndexDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_premium_index_klines_monthly( + trading_type: str = 'um', + symbols: list = None, + intervals: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download premium index klines monthly data with smart features. + + Args: + trading_type: Market type (hardcoded to 'um' for USD-M Futures) + symbols: List of trading symbols + intervals: List of time intervals (None for default: ['1m', '15m', '1h', '4h', '8h']) + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default intervals if not specified + if not intervals: + intervals = ['1m', '15m', '1h', '4h', '8h'] + + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Intervals: {', '.join(intervals)}") + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = PremiumIndexDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=intervals, + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Premium Index Klines Downloader (Monthly Only)\n' + 'Downloads MONTHLY premium index kline data for USD-M futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=None, + help='Kline intervals (e.g., 1m 15m 1h 4h 8h). Default: 1m 15m 1h 4h 8h' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = PremiumIndexDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Premium Index Klines Downloader (Monthly Only)") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY premium index klines") + + return download_premium_index_klines_monthly( + trading_type='um', # Hardcoded for USD-M Futures + symbols=symbols, + intervals=args.intervals, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-futures-um-monthly-trades.py b/scripts/download-futures-um-monthly-trades.py new file mode 100644 index 0000000..fca1935 --- /dev/null +++ b/scripts/download-futures-um-monthly-trades.py @@ -0,0 +1,226 @@ +#!/usr/bin/env python3 +""" +Binance USD-M Futures Trades Downloader (Monthly Only) + +Optimized script for downloading monthly trade history from Binance USD-M futures. + +Features: +- Hardcoded for USD-M Futures (um) market type +- Downloads MONTHLY trade data only +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) +- Uses 10 concurrent threads for efficient downloading + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-futures-um-monthly-trades.py -s BTCUSDT + + # Download for specific year/month range + python3 scripts/download-futures-um-monthly-trades.py -s BTCUSDT -y 2023 2024 + + # Download multiple symbols + python3 scripts/download-futures-um-monthly-trades.py -s BTCUSDT ETHUSDT + + # Specify custom output folder + python3 scripts/download-futures-um-monthly-trades.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.trade_downloader import TradeDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_trades_monthly( + trading_type: str = 'um', + symbols: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download trades monthly data with smart features. + + Args: + trading_type: Market type (hardcoded to 'um' for USD-M Futures) + symbols: List of trading symbols + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = TradeDownloader( + trading_type=trading_type, + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=None, # Trades don't support intervals + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance USD-M Futures Trades Downloader (Monthly Only)\n' + 'Downloads MONTHLY trade data for USD-M futures.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available USD-M futures symbols.' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all USD-M futures symbols from exchange...") + temp_downloader = TradeDownloader(trading_type='um', max_workers=10) + symbols = temp_downloader.fetch_symbols('um') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance USD-M Futures Trades Downloader (Monthly Only)") + logger.info(f"Market type: um (USD-M Futures)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY trades") + + return download_trades_monthly( + trading_type='um', # Hardcoded for USD-M Futures + symbols=symbols, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-option.py b/scripts/download-option.py new file mode 100644 index 0000000..23f005c --- /dev/null +++ b/scripts/download-option.py @@ -0,0 +1,21 @@ +#!/usr/bin/env python3 +""" +Binance Public Data - Option Downloader + +Downloads options data from Binance. + +Example: + python3 scripts/download-option.py -s BTC-240301-50000-C -y 2024 +""" + +import sys +import os + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.cli.commands import main + + +if __name__ == "__main__": + sys.exit(main(parser_type='option')) diff --git a/scripts/download-spot-daily-aggTrades.py b/scripts/download-spot-daily-aggTrades.py new file mode 100644 index 0000000..f046ca9 --- /dev/null +++ b/scripts/download-spot-daily-aggTrades.py @@ -0,0 +1,217 @@ +#!/usr/bin/env python3 +""" +Binance Spot Daily Aggregated Trades Downloader + +Optimized script for downloading daily aggregated trade data from Binance spot market. + +Features: +- Downloads DAILY aggregated trade data for spot market +- Auto-skips existing files +- Shows detailed progress (symbol, date, file size) + +Examples: + # Download with default date range (2020-01-01 to current) + python3 scripts/download-spot-daily-aggTrades.py -s BTCUSDT + + # Download for specific date range + python3 scripts/download-spot-daily-aggTrades.py -s BTCUSDT -startDate 2023-01-01 -endDate 2023-12-31 + + # Download multiple symbols + python3 scripts/download-spot-daily-aggTrades.py -s BTCUSDT ETHUSDT + + # Download all spot symbols + python3 scripts/download-spot-daily-aggTrades.py + + # Specify custom output folder + python3 scripts/download-spot-daily-aggTrades.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.agg_trade_downloader import AggTradeDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_agg_trades_daily( + symbols: list = None, + start_date: str = None, + end_date: str = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download daily aggregated trade data for spot market. + + Args: + symbols: List of trading symbols + start_date: Start date in YYYY-MM-DD format (default: 2020-01-01) + end_date: End date in YYYY-MM-DD format (default: current date) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default dates if not specified + if not start_date: + start_date = '2020-01-01' + if not end_date: + end_date = datetime.now().strftime('%Y-%m-%d') + + logger.info(f"Date range: {start_date} to {end_date}") + + # Initialize downloader with 10 concurrent threads + downloader = AggTradeDownloader( + trading_type='spot', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=None, # Aggregated trades don't support intervals + dates=None, # Use date range instead + start_date=start_date, + end_date=end_date, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance Spot Daily Aggregated Trades Downloader\n' + 'Downloads DAILY aggregated trade data for spot market.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available spot symbols.' + ) + + parser.add_argument( + '-startDate', + type=str, + default=None, + help='Start date in YYYY-MM-DD format (default: 2020-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + default=None, + help='End date in YYYY-MM-DD format (default: current date)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all spot symbols from exchange...") + temp_downloader = AggTradeDownloader(trading_type='spot', max_workers=10) + symbols = temp_downloader.fetch_symbols('spot') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance Spot Daily Aggregated Trades Downloader") + logger.info(f"Market type: spot") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY aggTrades") + + return download_agg_trades_daily( + symbols=symbols, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-spot-daily-klines.py b/scripts/download-spot-daily-klines.py new file mode 100644 index 0000000..342d04f --- /dev/null +++ b/scripts/download-spot-daily-klines.py @@ -0,0 +1,242 @@ +#!/usr/bin/env python3 +""" +Binance Spot Daily Klines Downloader + +Optimized script for downloading daily kline (candlestick) data from Binance spot market. + +Features: +- Downloads DAILY kline data for spot market +- Supports multiple time intervals (1m, 15m, 1h, 4h, 8h, etc.) +- Auto-skips existing files +- Shows detailed progress (symbol, date, interval, file size) + +Examples: + # Download with default date range (2020-01-01 to current) and default intervals + python3 scripts/download-spot-daily-klines.py -s BTCUSDT + + # Download for specific date range + python3 scripts/download-spot-daily-klines.py -s BTCUSDT -startDate 2023-01-01 -endDate 2023-12-31 + + # Download specific intervals + python3 scripts/download-spot-daily-klines.py -s BTCUSDT -i 1m 1h 1d + + # Download multiple symbols + python3 scripts/download-spot-daily-klines.py -s BTCUSDT ETHUSDT + + # Download all spot symbols with default intervals + python3 scripts/download-spot-daily-klines.py + + # Specify custom output folder + python3 scripts/download-spot-daily-klines.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.kline_downloader import KlineDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +# Default intervals for daily klines +DEFAULT_INTERVALS = ["1m", "15m", "1h", "4h", "8h"] + + +def download_klines_daily( + symbols: list = None, + intervals: list = None, + start_date: str = None, + end_date: str = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download daily kline data for spot market. + + Args: + symbols: List of trading symbols + intervals: List of kline intervals (default: ["1m", "15m", "1h", "4h", "8h"]) + start_date: Start date in YYYY-MM-DD format (default: 2020-01-01) + end_date: End date in YYYY-MM-DD format (default: current date) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default intervals if not specified + if not intervals: + intervals = DEFAULT_INTERVALS + + # Set default dates if not specified + if not start_date: + start_date = '2020-01-01' + if not end_date: + end_date = datetime.now().strftime('%Y-%m-%d') + + logger.info(f"Intervals: {', '.join(intervals)}") + logger.info(f"Date range: {start_date} to {end_date}") + + # Initialize downloader with 10 concurrent threads + downloader = KlineDownloader( + trading_type='spot', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=intervals, + dates=None, # Use date range instead + start_date=start_date, + end_date=end_date, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance Spot Daily Klines Downloader\n' + 'Downloads DAILY kline (candlestick) data for spot market.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available spot symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + default=None, + help=f'Kline intervals (e.g., 1m 1h 1d). Default: {", ".join(DEFAULT_INTERVALS)}' + ) + + parser.add_argument( + '-startDate', + type=str, + default=None, + help='Start date in YYYY-MM-DD format (default: 2020-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + default=None, + help='End date in YYYY-MM-DD format (default: current date)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all spot symbols from exchange...") + temp_downloader = KlineDownloader(trading_type='spot', max_workers=10) + symbols = temp_downloader.fetch_symbols('spot') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance Spot Daily Klines Downloader") + logger.info(f"Market type: spot") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Intervals: {', '.join(args.intervals if args.intervals else DEFAULT_INTERVALS)}") + logger.info(f"Data type: DAILY klines") + + return download_klines_daily( + symbols=symbols, + intervals=args.intervals, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-spot-daily-trades.py b/scripts/download-spot-daily-trades.py new file mode 100644 index 0000000..a5c3ce5 --- /dev/null +++ b/scripts/download-spot-daily-trades.py @@ -0,0 +1,217 @@ +#!/usr/bin/env python3 +""" +Binance Spot Daily Trades Downloader + +Optimized script for downloading daily individual trade data from Binance spot market. + +Features: +- Downloads DAILY individual trade data for spot market +- Auto-skips existing files +- Shows detailed progress (symbol, date, file size) + +Examples: + # Download with default date range (2020-01-01 to current) + python3 scripts/download-spot-daily-trades.py -s BTCUSDT + + # Download for specific date range + python3 scripts/download-spot-daily-trades.py -s BTCUSDT -startDate 2023-01-01 -endDate 2023-12-31 + + # Download multiple symbols + python3 scripts/download-spot-daily-trades.py -s BTCUSDT ETHUSDT + + # Download all spot symbols + python3 scripts/download-spot-daily-trades.py + + # Specify custom output folder + python3 scripts/download-spot-daily-trades.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.trade_downloader import TradeDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_trades_daily( + symbols: list = None, + start_date: str = None, + end_date: str = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download daily trade data for spot market. + + Args: + symbols: List of trading symbols + start_date: Start date in YYYY-MM-DD format (default: 2020-01-01) + end_date: End date in YYYY-MM-DD format (default: current date) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default dates if not specified + if not start_date: + start_date = '2020-01-01' + if not end_date: + end_date = datetime.now().strftime('%Y-%m-%d') + + logger.info(f"Date range: {start_date} to {end_date}") + + # Initialize downloader with 10 concurrent threads + downloader = TradeDownloader( + trading_type='spot', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='daily') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download daily data + logger.info(f"Starting daily download...") + downloaded_count = downloader.download_daily( + symbols=[symbol], + intervals=None, # Trades don't support intervals + dates=None, # Use date range instead + start_date=start_date, + end_date=end_date, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance Spot Daily Trades Downloader\n' + 'Downloads DAILY individual trade data for spot market.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available spot symbols.' + ) + + parser.add_argument( + '-startDate', + type=str, + default=None, + help='Start date in YYYY-MM-DD format (default: 2020-01-01)' + ) + + parser.add_argument( + '-endDate', + type=str, + default=None, + help='End date in YYYY-MM-DD format (default: current date)' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all spot symbols from exchange...") + temp_downloader = TradeDownloader(trading_type='spot', max_workers=10) + symbols = temp_downloader.fetch_symbols('spot') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance Spot Daily Trades Downloader") + logger.info(f"Market type: spot") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: DAILY trades") + + return download_trades_daily( + symbols=symbols, + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-spot-monthly-aggTrades.py b/scripts/download-spot-monthly-aggTrades.py new file mode 100644 index 0000000..3050215 --- /dev/null +++ b/scripts/download-spot-monthly-aggTrades.py @@ -0,0 +1,224 @@ +#!/usr/bin/env python3 +""" +Binance Spot Aggregated Trades Downloader (Monthly Only) + +Optimized script for downloading aggregated trade history from Binance spot market. +This script downloads MONTHLY aggregated trade data. + +Features: +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-spot-monthly-aggTrades.py -s BTCUSDT + + # Download for specific year/month range + python3 scripts/download-spot-monthly-aggTrades.py -s BTCUSDT -y 2023 2024 + + # Download multiple symbols + python3 scripts/download-spot-monthly-aggTrades.py -s BTCUSDT ETHUSDT + + # Download for specific months + python3 scripts/download-spot-monthly-aggTrades.py -s BTCUSDT -y 2024 -m 1 2 3 + + # Specify custom output folder + python3 scripts/download-spot-monthly-aggTrades.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.agg_trade_downloader import AggTradeDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_agg_trades_monthly( + symbols: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download spot aggregated trade monthly data with smart features. + + Args: + symbols: List of trading symbols + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = AggTradeDownloader( + trading_type='spot', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=None, # Aggregated trades don't support intervals + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance Spot Aggregated Trades Downloader (Monthly Only)\n' + 'Downloads MONTHLY aggregated trade data.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available spot symbols.' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all spot symbols from exchange...") + temp_downloader = AggTradeDownloader(trading_type='spot', max_workers=10) + symbols = temp_downloader.fetch_symbols('spot') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance Spot Aggregated Trades Downloader (Monthly Only)") + logger.info(f"Market type: spot") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY aggregated trades") + + return download_agg_trades_monthly( + symbols=symbols, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-spot-monthly-klines.py b/scripts/download-spot-monthly-klines.py new file mode 100644 index 0000000..bdea535 --- /dev/null +++ b/scripts/download-spot-monthly-klines.py @@ -0,0 +1,241 @@ +#!/usr/bin/env python3 +""" +Binance Spot Klines Downloader (Monthly) + +Downloads monthly kline data from Binance spot market. + +Features: +- Supports multiple intervals: 1m, 15m, 1h, 4h, 8h +- Auto-skips existing files +- 10-thread concurrent downloads + +Examples: + # Download with default intervals + python3 scripts/download-spot-monthly-klines.py -s BTCUSDT + + # Download specific intervals + python3 scripts/download-spot-monthly-klines.py -s BTCUSDT -i 1m 1h + + # Download for specific year + python3 scripts/download-spot-monthly-klines.py -s BTCUSDT -y 2024 + + # Download multiple symbols + python3 scripts/download-spot-monthly-klines.py -s BTCUSDT ETHUSDT +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.kline_downloader import KlineDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + +# Valid intervals for klines +VALID_INTERVALS = ["1m", "15m", "1h", "4h", "8h"] + + +def download_klines_monthly( + symbols: list = None, + intervals: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download monthly kline data. + + Args: + symbols: List of trading symbols + intervals: List of kline intervals + years: List of years to download + months: List of months to download + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default intervals if not specified + if not intervals: + intervals = VALID_INTERVALS + logger.info(f"No intervals specified, using default: {', '.join(intervals)}") + + logger.info(f"Intervals: {', '.join(intervals)}") + + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = KlineDownloader( + trading_type='spot', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data for each interval + for interval in intervals: + logger.info(f"\nDownloading {interval} klines...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=[interval], + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol} ({interval})") + else: + logger.info(f"All files already exist for {symbol} ({interval})") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance Spot Klines Downloader (Monthly)', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available symbols.' + ) + + parser.add_argument( + '-i', '--intervals', + type=str, + nargs='+', + choices=VALID_INTERVALS, + default=None, + help='Kline intervals (default: 1m 15m 1h 4h 8h). Example: -i 1m 1h' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all spot symbols from exchange...") + temp_downloader = KlineDownloader(trading_type='spot', max_workers=10) + symbols = temp_downloader.fetch_symbols('spot') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance Spot Klines Downloader (Monthly)") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY") + + return download_klines_monthly( + symbols=symbols, + intervals=args.intervals, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/download-spot-monthly-trades.py b/scripts/download-spot-monthly-trades.py new file mode 100644 index 0000000..ab51c57 --- /dev/null +++ b/scripts/download-spot-monthly-trades.py @@ -0,0 +1,224 @@ +#!/usr/bin/env python3 +""" +Binance Spot Trades Downloader (Monthly Only) + +Optimized script for downloading individual trade history from Binance spot market. +This script downloads MONTHLY trade data. + +Features: +- Auto-detects available date range from the web +- Skips downloading if local data already exists +- Shows detailed progress (symbol, date, file size) + +Examples: + # Download with auto-detected date range (recommended) + python3 scripts/download-spot-monthly-trades.py -s BTCUSDT + + # Download for specific year/month range + python3 scripts/download-spot-monthly-trades.py -s BTCUSDT -y 2023 2024 + + # Download multiple symbols + python3 scripts/download-spot-monthly-trades.py -s BTCUSDT ETHUSDT + + # Download for specific months + python3 scripts/download-spot-monthly-trades.py -s BTCUSDT -y 2024 -m 1 2 3 + + # Specify custom output folder + python3 scripts/download-spot-monthly-trades.py -s BTCUSDT -folder /data/binance +""" + +import argparse +import logging +import os +import sys +from datetime import datetime + +# Add src directory to path +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from binance_data_downloader.downloaders.trade_downloader import TradeDownloader +from binance_data_downloader.utils.logger_setup import setup_logger, log_level_from_string + + +def download_trades_monthly( + symbols: list = None, + years: list = None, + months: list = None, + folder: str = None, + skip_existing: bool = True, + log_level: str = 'INFO' +) -> int: + """ + Download spot trade monthly data with smart features. + + Args: + symbols: List of trading symbols + years: List of years to download (None for default: 2020-current) + months: List of months to download (None for all months) + folder: Output folder + skip_existing: Whether to skip existing files + log_level: Logging level + + Returns: + Exit code (0 = success, 1 = failure) + """ + logger = logging.getLogger("binance_data_downloader") + + try: + # Set default years if not specified + if not years: + current_year = datetime.now().year + years = list(range(2020, current_year + 1)) + + # Set default months if not specified + if not months: + months = list(range(1, 13)) + + logger.info(f"Date range: {min(years)} to {max(years)}, months {min(months)}-{max(months)}") + + # Initialize downloader with 10 concurrent threads + downloader = TradeDownloader( + trading_type='spot', + max_workers=10 + ) + logger.info(f"Using 10 threads for concurrent downloads") + + for symbol in symbols: + logger.info(f"\n{'='*70}") + logger.info(f"Processing symbol: {symbol}") + logger.info(f"{'='*70}") + + # Check local data range + logger.info(f"Checking local data...") + local_start, local_end = downloader.get_local_date_range(symbol, folder, time_period='monthly') + + if local_start and local_end: + logger.info(f"Local data range: {local_start} to {local_end}") + logger.info(f"Note: Will skip existing files during download") + else: + logger.info(f"No local data found, will download all files") + + # Download monthly data + logger.info(f"Starting monthly download...") + downloaded_count = downloader.download_monthly( + symbols=[symbol], + intervals=None, # Trades don't support intervals + years=years, + months=months, + folder=folder, + download_checksum=False, + verify_checksum=False, + skip_existing=skip_existing + ) + + if downloaded_count > 0: + logger.info(f"Successfully downloaded {downloaded_count} files for {symbol}") + else: + logger.info(f"All files already exist for {symbol} (no new downloads)") + + logger.info(f"\n{'='*70}") + logger.info(f"All downloads completed!") + logger.info(f"{'='*70}") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def main(): + """Main entry point.""" + # Get project root directory + script_dir = os.path.dirname(os.path.abspath(__file__)) + project_root = os.path.dirname(script_dir) + default_output_folder = os.path.join(project_root, 'data') + + parser = argparse.ArgumentParser( + description='Binance Spot Trades Downloader (Monthly Only)\n' + 'Downloads MONTHLY individual trade data.', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-s', '--symbols', + type=str, + nargs='+', + required=False, + help='Trading symbols (e.g., BTCUSDT ETHUSDT). If not specified, downloads all available spot symbols.' + ) + + parser.add_argument( + '-y', '--years', + type=int, + nargs='+', + default=None, + help='Years to download (e.g., 2023 2024). Default: 2020 to current year' + ) + + parser.add_argument( + '-m', '--months', + type=int, + nargs='+', + choices=range(1, 13), + default=None, + metavar='MONTH', + help='Months to download (1-12). Default: all months' + ) + + parser.add_argument( + '-folder', + type=str, + default=default_output_folder, + help=f'Output folder (default: {default_output_folder})' + ) + + parser.add_argument( + '--no-skip-existing', + action='store_true', + help='Download all files even if they exist locally' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(args.log_level), + log_file=None, + ) + logger = logging.getLogger("binance_data_downloader") + + # Fetch symbols if not specified + symbols = args.symbols + if not symbols: + logger.info("No symbols specified, fetching all spot symbols from exchange...") + temp_downloader = TradeDownloader(trading_type='spot', max_workers=10) + symbols = temp_downloader.fetch_symbols('spot') + logger.info(f"Found {len(symbols)} symbols") + + logger.info("Binance Spot Trades Downloader (Monthly Only)") + logger.info(f"Market type: spot") + logger.info(f"Symbols: {', '.join(symbols[:10])}{'...' if len(symbols) > 10 else ''}") + logger.info(f"Data type: MONTHLY individual trades") + + return download_trades_monthly( + symbols=symbols, + years=args.years, + months=args.months, + folder=args.folder, + skip_existing=not args.no_skip_existing, + log_level=args.log_level + ) + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/merge-zip-to-csv.py b/scripts/merge-zip-to-csv.py new file mode 100644 index 0000000..7894c4f --- /dev/null +++ b/scripts/merge-zip-to-csv.py @@ -0,0 +1,793 @@ +#!/usr/bin/env python3 +""" +Binance Data Merge Script - Merge ZIP files to Single CSV (Memory Efficient) + +This script extracts and merges all ZIP files from a folder into a single CSV file, +sorted by time in ascending order. Uses multi-threaded extraction and streaming +merge to handle large datasets efficiently. + +Features: +- Multi-threaded ZIP extraction for faster processing +- Streaming merge to avoid memory overflow on large datasets +- Auto-detects symbol and interval from folder path +- Generates output filename: SYMBOL_INTERVAL_STARTDATE_ENDDATE.csv + +Examples: + # Merge klines data (specify folder containing ZIP files) + python3 scripts/merge-zip-to-csv.py -folder data/futures/um/daily/klines/BTCUSDT/1m + + # Specify custom output directory + python3 scripts/merge-zip-to-csv.py -folder data/futures/um/daily/klines/BTCUSDT/1m -output merged + + # Specify custom output filename + python3 scripts/merge-zip-to-csv.py -folder data/futures/um/daily/klines/BTCUSDT/1m -o my_data.csv + + # Limit date range for output + python3 scripts/merge-zip-to-csv.py -folder data/futures/um/daily/klines/BTCUSDT/1m -startDate 2023-01-01 -endDate 2023-12-31 + + # Set number of threads for extraction + python3 scripts/merge-zip-to-csv.py -folder data/futures/um/daily/klines/BTCUSDT/1m -workers 8 +""" + +import argparse +import csv +import logging +import os +import re +import sys +import tempfile +import zipfile +from concurrent.futures import ThreadPoolExecutor, as_completed +from datetime import datetime +from pathlib import Path +from typing import List, Tuple, Optional + + +# Binance Klines columns (raw data has no headers) +# See: https://github.com/binance/binance-public-data/ +KLINES_COLUMNS = [ + 'Date', # open_time (timestamp in milliseconds) + 'Open', # open price + 'High', # high price + 'Low', # low price + 'Close', # close price + 'Volume', # volume + 'close_time', # close time (timestamp in milliseconds) + 'quote_volume', # quote asset volume + 'trades', # number of trades + 'taker_buy_base', # taker buy base asset volume + 'taker_buy_quote',# taker buy quote asset volume + 'ignore' # ignore +] + + +def setup_logger(level: str = 'INFO') -> logging.Logger: + """Setup logger.""" + logging.basicConfig( + level=getattr(logging, level.upper()), + format='%(asctime)s - %(levelname)s - %(message)s', + datefmt='%Y-%m-%d %H:%M:%S' + ) + return logging.getLogger(__name__) + + +def parse_symbol_interval_from_path(folder_path: str) -> Tuple[Optional[str], Optional[str]]: + """ + Parse symbol and interval from folder path. + + Args: + folder_path: Path to the folder containing ZIP files + + Returns: + Tuple of (symbol, interval) or (None, None) if not found + """ + path_parts = Path(folder_path).parts + + symbol = None + interval = None + + # Try to find symbol (e.g., BTCUSDT, ETHUSDT, etc.) + for part in path_parts: + # Symbol pattern: USDT/BUSD at end, all caps + if re.match(r'^[A-Z]+USDT$', part) or re.match(r'^[A-Z]+BUSD$', part) or \ + re.match(r'^[A-Z]+USD_PERP$', part) or re.match(r'^[A-Z]+USDC$', part): + symbol = part + break + + # Try to find interval (e.g., 1m, 5m, 15m, 1h, 4h, 1d, etc.) + interval_patterns = [ + r'^(\d+m)$', # 1m, 5m, 15m + r'^(\d+h)$', # 1h, 4h, 12h + r'^(\d+d)$', # 1d, 3d + r'^(1w|1M)$', # 1w, 1M + ] + for part in path_parts: + for pattern in interval_patterns: + if re.match(pattern, part): + interval = part + break + if interval: + break + + return symbol, interval + + +def extract_single_zip(args: Tuple[str, str]) -> Tuple[str, Optional[str]]: + """ + Extract a single ZIP file. + + Args: + args: Tuple of (zip_path, temp_dir) + + Returns: + Tuple of (csv_filename, error_message) - error_message is None if successful + """ + zip_path, temp_dir = args + zip_filename = os.path.basename(zip_path) + + try: + with zipfile.ZipFile(zip_path, 'r') as zf: + for file_info in zf.infolist(): + if file_info.filename.endswith('.csv'): + # Extract to temp directory + zf.extract(file_info, temp_dir) + return (file_info.filename, None) + return (zip_filename, "No CSV file found in ZIP") + except Exception as e: + return (zip_filename, str(e)) + + +def extract_zip_files_parallel( + folder_path: str, + temp_dir: str, + max_workers: int, + logger: logging.Logger +) -> List[str]: + """ + Extract all ZIP files in parallel using multiple threads. + + Args: + folder_path: Path to folder containing ZIP files + temp_dir: Temporary directory for extracted files + max_workers: Number of threads to use + logger: Logger instance + + Returns: + List of extracted CSV file paths (sorted) + """ + zip_files = [ + os.path.join(folder_path, f) + for f in os.listdir(folder_path) + if f.endswith('.zip') + ] + + if not zip_files: + logger.warning(f"No ZIP files found in {folder_path}") + return [] + + logger.info(f"Found {len(zip_files)} ZIP files") + logger.info(f"Extracting with {max_workers} threads...") + + # Prepare arguments for parallel processing + extract_args = [(zip_path, temp_dir) for zip_path in zip_files] + + csv_files = [] + failed_files = [] + + with ThreadPoolExecutor(max_workers=max_workers) as executor: + futures = {executor.submit(extract_single_zip, args): args[0] for args in extract_args} + + for future in as_completed(futures): + csv_filename, error = future.result() + if error is None: + csv_path = os.path.join(temp_dir, csv_filename) + csv_files.append(csv_path) + else: + failed_files.append((csv_filename, error)) + logger.error(f"Failed to extract {csv_filename}: {error}") + + # Sort CSV files by filename (which contains date info) + csv_files.sort() + + logger.info(f"Extracted {len(csv_files)} CSV files successfully") + if failed_files: + logger.warning(f"Failed to extract {len(failed_files)} files") + + return csv_files + + +def detect_time_column(csv_path: str) -> Optional[str]: + """ + Detect the time column name by reading the first row of a CSV file. + + Args: + csv_path: Path to CSV file + + Returns: + Name of the time column or None + """ + try: + with open(csv_path, 'r', newline='', encoding='utf-8') as f: + reader = csv.reader(f) + headers = next(reader, None) + if headers: + # Common time column names in Binance data + time_columns = [ + 'open_time', 'openTime', 'timestamp', + 'time', 'date', 'datetime', + 'trade_time', 'close_time' + ] + for col in time_columns: + if col in headers: + return col + # Default to first column + return headers[0] if headers else None + except Exception: + pass + return None + + +def convert_klines_row(row: List[str]) -> List[str]: + """ + Convert klines row: transform timestamp to datetime string for compatibility. + + Args: + row: Raw klines data row + + Returns: + Row with first column (Date) converted to datetime string + """ + if row and len(row) > 0: + try: + ts = int(row[0]) + dt = datetime.fromtimestamp(ts / 1000) + # Format: YYYY-MM-DD HH:MM:SS + row = row.copy() + row[0] = dt.strftime('%Y-%m-%d %H:%M:%S') + except (ValueError, TypeError): + pass + return row + + +def is_binance_klines_data(csv_path: str) -> bool: + """ + Check if CSV file is Binance klines data (no headers, 12 columns, first column is timestamp). + + Args: + csv_path: Path to CSV file + + Returns: + True if file appears to be Binance klines data without headers + """ + try: + with open(csv_path, 'r', newline='', encoding='utf-8') as f: + reader = csv.reader(f) + first_row = next(reader, None) + if first_row and len(first_row) >= 6: + # Check if first column looks like a timestamp (13-digit milliseconds) + try: + ts = int(first_row[0]) + # Valid timestamp range: 2017-01-01 to 2030-01-01 in milliseconds + if 1483228800000 <= ts <= 1893456000000: + # Check if other columns are numeric (prices/volumes) + float(first_row[1]) # open + float(first_row[2]) # high + float(first_row[3]) # low + float(first_row[4]) # close + float(first_row[5]) # volume + return True + except (ValueError, IndexError): + pass + except Exception: + pass + return False + + +def read_csv_batches( + csv_files: List[str], + batch_size: int = 50, + start_date: Optional[str] = None, + end_date: Optional[str] = None, + logger: logging.Logger = None, + is_klines: bool = False +): + """ + Generator that yields batches of rows from CSV files. + + Args: + csv_files: List of CSV file paths (sorted by filename) + batch_size: Number of CSV files to process per batch + start_date: Optional start date filter (YYYY-MM-DD) + end_date: Optional end date filter (YYYY-MM-DD) + logger: Logger instance + is_klines: If True, treat files as headerless Binance klines data + + Yields: + Tuples of (headers, rows_batch, total_rows_in_batch) + """ + # Convert date filters to timestamps if provided + start_ts = None + end_ts = None + if start_date: + start_dt = datetime.strptime(start_date, '%Y-%m-%d') + start_ts = int(start_dt.timestamp() * 1000) + if end_date: + end_dt = datetime.strptime(end_date, '%Y-%m-%d') + # Include the entire end date + from datetime import timedelta + end_dt = end_dt + timedelta(days=1) + end_ts = int(end_dt.timestamp() * 1000) + + headers = None + time_col_idx = 0 + total_rows = 0 + + # For klines data, use predefined headers + if is_klines: + headers = KLINES_COLUMNS + time_col_idx = 0 # Date column is first + + for i in range(0, len(csv_files), batch_size): + batch = csv_files[i:i + batch_size] + batch_rows = [] + batch_count = 0 + + if logger: + logger.debug(f"Processing batch {i // batch_size + 1}/{(len(csv_files) + batch_size - 1) // batch_size}") + + for csv_file in batch: + try: + with open(csv_file, 'r', newline='', encoding='utf-8') as f: + reader = csv.reader(f) + + if is_klines: + # Klines data has no headers, read all rows as data + for row in reader: + if len(row) <= time_col_idx: + continue + + # Apply date filters if specified + if start_ts or end_ts: + try: + row_ts = int(row[time_col_idx]) + if start_ts and row_ts < start_ts: + continue + if end_ts and row_ts >= end_ts: + continue + except (ValueError, IndexError): + pass + + batch_rows.append(row) + batch_count += 1 + total_rows += 1 + else: + # Regular CSV with headers + file_headers = next(reader, None) + + if file_headers: + if headers is None: + headers = file_headers + # Find time column index + time_col_name = detect_time_column(csv_file) + if time_col_name and time_col_name in file_headers: + time_col_idx = file_headers.index(time_col_name) + + # Read rows + for row in reader: + if len(row) <= time_col_idx: + continue + + # Apply date filters if specified + if start_ts or end_ts: + try: + row_ts = int(row[time_col_idx]) + if start_ts and row_ts < start_ts: + continue + if end_ts and row_ts >= end_ts: + continue + except (ValueError, IndexError): + pass + + batch_rows.append(row) + batch_count += 1 + total_rows += 1 + + except Exception as e: + if logger: + logger.error(f"Error reading {csv_file}: {e}") + + # Sort this batch by time column + if batch_rows and headers: + try: + batch_rows.sort(key=lambda x: int(x[time_col_idx]) if len(x) > time_col_idx else 0) + except (ValueError, IndexError): + pass # Keep original order if sorting fails + + yield headers, batch_rows, batch_count + + +def merge_sorted_batches( + csv_files: List[str], + output_path: str, + batch_size: int = 50, + start_date: Optional[str] = None, + end_date: Optional[str] = None, + logger: logging.Logger = None, + is_klines: bool = False, + convert_datetime: bool = True +) -> Tuple[int, str, str]: + """ + Merge CSV files using external merge sort algorithm. + + Reads files in batches, sorts each batch, and writes to output. + Uses a final in-memory sort of batch checkpoints for complete ordering. + + Args: + csv_files: List of CSV file paths (sorted by filename) + output_path: Path to output CSV file + batch_size: Number of CSV files to process per batch + start_date: Optional start date filter (YYYY-MM-DD) + end_date: Optional end date filter (YYYY-MM-DD) + logger: Logger instance + is_klines: If True, treat files as headerless Binance klines data + convert_datetime: If True and is_klines, convert timestamp to datetime string + + Returns: + Tuple of (total_rows, first_timestamp, last_timestamp) + """ + if logger: + logger.info("Starting streaming merge...") + if is_klines: + logger.info("Detected Binance klines data (headerless), adding column names...") + + # Since Binance files are named with dates (e.g., BTCUSDT-1m-2020-01-01.csv), + # and we sorted by filename, the data is approximately in order. + # We'll process in batches and do a final pass. + + temp_sorted_files = [] + headers = None + total_rows = 0 + first_ts = None + last_ts = None + + with tempfile.TemporaryDirectory() as temp_dir: + # First pass: Read, filter, and sort batches + for batch_headers, batch_rows, batch_count in read_csv_batches( + csv_files, batch_size, start_date, end_date, logger, is_klines=is_klines + ): + if headers is None and batch_headers: + headers = batch_headers + + if batch_rows: + total_rows += batch_count + + # Track first and last timestamps + if batch_rows: + try: + if first_ts is None: + first_ts = batch_rows[0][0] + last_ts = batch_rows[-1][0] + except IndexError: + pass + + # Write sorted batch to temp file + temp_file = os.path.join(temp_dir, f"batch_{len(temp_sorted_files)}.csv") + with open(temp_file, 'w', newline='', encoding='utf-8') as f: + writer = csv.writer(f) + writer.writerows(batch_rows) + temp_sorted_files.append(temp_file) + + if logger: + logger.debug(f"Wrote batch {len(temp_sorted_files)}: {batch_count} rows") + + # Second pass: Merge all sorted batches using k-way merge + if logger: + logger.info(f"Merging {len(temp_sorted_files)} sorted batches...") + + with open(output_path, 'w', newline='', encoding='utf-8') as out_file: + writer = csv.writer(out_file) + + # Write headers + if headers: + writer.writerow(headers) + + # Use priority queue for k-way merge + import heapq + + # Open all temp files and read first row from each + file_handles = [] + heap = [] + + for i, temp_file in enumerate(temp_sorted_files): + f = open(temp_file, 'r', newline='', encoding='utf-8') + reader = csv.reader(f) + try: + first_row = next(reader) + heapq.heappush(heap, (first_row[0], i, first_row)) + file_handles.append((f, reader)) + except StopIteration: + f.close() + + # K-way merge + merge_count = 0 + while heap: + time_key, file_idx, row = heapq.heappop(heap) + # Convert timestamp to datetime string for klines data + if is_klines and convert_datetime: + row = convert_klines_row(row) + writer.writerow(row) + merge_count += 1 + + # Progress indicator + if merge_count % 100000 == 0 and logger: + logger.debug(f"Merged {merge_count} rows...") + + # Get next row from this file + f, reader = file_handles[file_idx] + try: + next_row = next(reader) + heapq.heappush(heap, (next_row[0], file_idx, next_row)) + except StopIteration: + f.close() + + # Close any remaining files + for f, reader in file_handles: + if not f.closed: + f.close() + + return total_rows, first_ts or '', last_ts or '' + + +def generate_output_filename( + symbol: Optional[str], + interval: Optional[str], + first_ts: str, + last_ts: str, + output_dir: str, + custom_name: Optional[str] = None +) -> str: + """ + Generate output filename in format: SYMBOL_INTERVAL_STARTDATE_ENDDATE.csv + + Args: + symbol: Trading symbol + interval: Time interval + first_ts: First timestamp (milliseconds) + last_ts: Last timestamp (milliseconds) + output_dir: Output directory + custom_name: Custom filename (overrides auto-generated) + + Returns: + Full path to output file + """ + if custom_name: + if not custom_name.endswith('.csv'): + custom_name += '.csv' + return os.path.join(output_dir, custom_name) + + # Convert timestamps to dates + try: + if first_ts and last_ts: + first_dt = datetime.fromtimestamp(int(first_ts) / 1000) + last_dt = datetime.fromtimestamp(int(last_ts) / 1000) + start_date = first_dt.strftime('%Y%m%d') + end_date = last_dt.strftime('%Y%m%d') + else: + start_date = 'unknown' + end_date = 'unknown' + except (ValueError, TypeError): + start_date = 'unknown' + end_date = 'unknown' + + # Build filename + parts = [] + if symbol: + parts.append(symbol) + if interval: + parts.append(interval) + parts.append(start_date) + parts.append(end_date) + + filename = '_'.join(parts) + '.csv' + return os.path.join(output_dir, filename) + + +def main(): + """Main entry point.""" + parser = argparse.ArgumentParser( + description='Binance Data Merge Script - Memory Efficient Streaming Merge', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-folder', + type=str, + required=True, + help='Folder containing ZIP files to merge (e.g., data/futures/um/daily/klines/BTCUSDT/1m)' + ) + + parser.add_argument( + '-output', '-o', + type=str, + default='.', + help='Output directory for merged CSV file (default: current directory)' + ) + + parser.add_argument( + '-filename', + type=str, + default=None, + help='Custom output filename (default: auto-generated as SYMBOL_INTERVAL_STARTDATE_ENDDATE.csv)' + ) + + parser.add_argument( + '-startDate', + type=str, + default=None, + help='Filter data from this date (YYYY-MM-DD format)' + ) + + parser.add_argument( + '-endDate', + type=str, + default=None, + help='Filter data until this date (YYYY-MM-DD format)' + ) + + parser.add_argument( + '-s', '--symbol', + type=str, + default=None, + help='Trading symbol (auto-detected from folder path if not specified)' + ) + + parser.add_argument( + '-i', '--interval', + type=str, + default=None, + help='Time interval (auto-detected from folder path if not specified)' + ) + + parser.add_argument( + '-workers', '-w', + type=int, + default=8, + help='Number of threads for ZIP extraction (default: 8)' + ) + + parser.add_argument( + '-batch-size', + type=int, + default=100, + help='Number of files to process per batch (default: 100). Lower uses less memory, higher is faster.' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + args = parser.parse_args() + + # Setup logging + logger = setup_logger(args.log_level) + + # Validate folder path + folder_path = args.folder + if not os.path.isdir(folder_path): + logger.error(f"Folder not found: {folder_path}") + return 1 + + # Parse symbol and interval from folder path + symbol, interval = parse_symbol_interval_from_path(folder_path) + + # Override with command-line args if provided + if args.symbol: + symbol = args.symbol + if args.interval: + interval = args.interval + + logger.info("=" * 70) + logger.info("Binance Data Merge Script (Memory Efficient)") + logger.info("=" * 70) + logger.info(f"Input folder: {folder_path}") + if symbol: + logger.info(f"Symbol: {symbol}") + if interval: + logger.info(f"Interval: {interval}") + logger.info(f"Extraction threads: {args.workers}") + logger.info(f"Batch size: {args.batch_size} files") + + # Create output directory + output_dir = args.output + os.makedirs(output_dir, exist_ok=True) + logger.info(f"Output directory: {output_dir}") + + # Create temp directory for extraction + start_time = datetime.now() + logger.info(f"Started at: {start_time}") + + with tempfile.TemporaryDirectory() as temp_dir: + logger.info(f"Temporary directory: {temp_dir}") + + # Extract ZIP files in parallel + extract_start = datetime.now() + csv_files = extract_zip_files_parallel( + folder_path, temp_dir, args.workers, logger + ) + + if not csv_files: + logger.error("No CSV files extracted. Exiting.") + return 1 + + extract_time = (datetime.now() - extract_start).total_seconds() + logger.info(f"Extraction completed in {extract_time:.1f} seconds") + + # Merge CSV files using streaming approach + merge_start = datetime.now() + + # Generate output path (temporary until we know date range) + output_path = os.path.join(output_dir, args.filename if args.filename else 'temp_output.csv') + + # Detect if source data is headerless Binance klines + is_klines = False + if csv_files: + is_klines = is_binance_klines_data(csv_files[0]) + if is_klines: + logger.info("Detected Binance klines data format (headerless)") + logger.info(f"Will add columns: {', '.join(KLINES_COLUMNS[:6])}") + + total_rows, first_ts, last_ts = merge_sorted_batches( + csv_files, + output_path, + batch_size=args.batch_size, + start_date=args.startDate, + end_date=args.endDate, + logger=logger, + is_klines=is_klines + ) + + merge_time = (datetime.now() - merge_start).total_seconds() + logger.info(f"Merge completed in {merge_time:.1f} seconds") + + # Rename output file with proper name if not custom + if not args.filename: + final_output_path = generate_output_filename( + symbol=symbol, + interval=interval, + first_ts=first_ts, + last_ts=last_ts, + output_dir=output_dir + ) + # Rename temp file to final name + if os.path.exists(final_output_path): + os.remove(final_output_path) + os.rename(output_path, final_output_path) + output_path = final_output_path + + logger.info(f"Output file: {output_path}") + logger.info(f"Total records: {total_rows:,}") + + # Print date range info + if first_ts and last_ts: + try: + first_dt = datetime.fromtimestamp(int(first_ts) / 1000) + last_dt = datetime.fromtimestamp(int(last_ts) / 1000) + logger.info(f"Date range: {first_dt} to {last_dt}") + except (ValueError, TypeError): + pass + + total_time = (datetime.now() - start_time).total_seconds() + logger.info("=" * 70) + logger.info(f"Merge completed successfully in {total_time:.1f} seconds!") + logger.info("=" * 70) + + return 0 + + +if __name__ == "__main__": + sys.exit(main()) diff --git a/scripts/scan-symbol-dates.py b/scripts/scan-symbol-dates.py new file mode 100644 index 0000000..55cb9b7 --- /dev/null +++ b/scripts/scan-symbol-dates.py @@ -0,0 +1,982 @@ +#!/usr/bin/env python3 +""" +Binance Symbol Data Start Date Scanner + +This script scans the Binance public data server (data.binance.vision) +to discover the actual start date for each symbol's data. + +The discovered information is saved to a JSON file that can be used +by downloaders to avoid unnecessary requests for non-existent data. + +Features: +- Scans all market types: spot, um (USD-M futures), cm (COIN-M futures) +- Scans all data types: klines, trades, aggTrades, etc. +- Saves results to JSON for reuse +- Uses S3 API for efficient directory listing + +Examples: + # Scan all markets and data types + python3 scripts/scan-symbol-dates.py + + # Scan only spot market + python3 scripts/scan-symbol-dates.py -t spot + + # Scan specific data types + python3 scripts/scan-symbol-dates.py -d klines trades + + # Specify output file + python3 scripts/scan-symbol-dates.py -o data/symbol_dates.json + + # Resume from existing file (incremental update) + python3 scripts/scan-symbol-dates.py --resume -o data/symbol_dates.json +""" + +import argparse +import json +import logging +import os +import re +import signal +import ssl +import threading +import urllib.request +import urllib.error +import xml.etree.ElementTree as ET +from concurrent.futures import ThreadPoolExecutor, as_completed, TimeoutError as FuturesTimeoutError +from datetime import datetime +from typing import Dict, List, Optional, Set, Tuple + +# Global timeout flag +_timeout_event = threading.Event() +_global_start_time = None +_global_timeout_seconds = 120 # 2 minutes default + + +# S3 Bucket URL for Binance public data +S3_BUCKET_URL = "https://s3-ap-northeast-1.amazonaws.com/data.binance.vision" + +# Binance API endpoints +BINANCE_API = { + 'spot': 'https://api.binance.com/api/v3/exchangeInfo', + 'um': 'https://fapi.binance.com/fapi/v1/exchangeInfo', + 'cm': 'https://dapi.binance.com/dapi/v1/exchangeInfo' +} + +# Data type configurations +DATA_TYPES = { + 'spot': ['klines', 'trades', 'aggTrades', 'depth'], + 'um': ['klines', 'trades', 'aggTrades', 'indexPriceKlines', 'markPriceKlines', + 'premiumIndexKlines', 'fundingRate', 'bookTicker', 'depth'], + 'cm': ['klines', 'trades', 'aggTrades', 'indexPriceKlines', 'markPriceKlines', + 'fundingRate', 'liquidationSnapshot', 'bookTicker'] +} + +# Intervals to check for klines data +KLINES_INTERVALS = ['1m', '5m', '15m', '30m', '1h', '4h', '1d', '1w', '1M'] + +# Default date to use if no earlier data found +DEFAULT_START_DATE = "2020-01-01" + + +def setup_logger(level: str = 'INFO') -> logging.Logger: + """Setup logger.""" + logging.basicConfig( + level=getattr(logging, level.upper()), + format='%(asctime)s - %(levelname)s - %(message)s', + datefmt='%Y-%m-%d %H:%M:%S' + ) + return logging.getLogger(__name__) + + +def check_timeout() -> bool: + """Check if global timeout has been reached.""" + if _timeout_event.is_set(): + return True + if _global_start_time is not None: + elapsed = (datetime.now() - _global_start_time).total_seconds() + if elapsed >= _global_timeout_seconds: + _timeout_event.set() + return True + return False + + +def fetch_exchange_info(market: str, logger: logging.Logger = None, timeout: int = 30) -> Optional[Dict]: + """ + Fetch exchange info from Binance API. + + Args: + market: Market type ('spot', 'um', 'cm') + logger: Logger instance + timeout: Request timeout in seconds + + Returns: + API response as dict or None if failed + """ + url = BINANCE_API.get(market) + if not url: + if logger: + logger.error(f"Unknown market type: {market}") + return None + + try: + ssl_context = ssl.create_default_context() + ssl_context.check_hostname = False + ssl_context.verify_mode = ssl.CERT_NONE + + req = urllib.request.Request( + url, + headers={'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36'} + ) + response = urllib.request.urlopen(req, context=ssl_context, timeout=timeout) + data = json.loads(response.read().decode('utf-8')) + return data + except Exception as e: + if logger: + logger.error(f"Failed to fetch exchange info for {market}: {e}") + return None + + +def parse_exchange_info(market: str, data: Dict, logger: logging.Logger = None) -> Dict[str, Dict]: + """ + Parse exchange info response to extract symbol start dates. + + Args: + market: Market type ('spot', 'um', 'cm') + data: API response data + logger: Logger instance + + Returns: + Dictionary mapping symbol -> {data_type -> start_date} + """ + result = {} + symbols = data.get('symbols', []) + + for symbol_info in symbols: + symbol = symbol_info.get('symbol', '') + if not symbol: + continue + + # Try to get launch/listing time + launch_time = None + + # Check various fields that might contain launch date + if 'onboardDate' in symbol_info: + launch_time = symbol_info['onboardDate'] + elif 'listingDate' in symbol_info: + launch_time = symbol_info['listingDate'] + elif 'launchTime' in symbol_info: + launch_time = symbol_info['launchTime'] + + # Convert timestamp to date string + if launch_time: + try: + if isinstance(launch_time, (int, float)): + # Unix timestamp in milliseconds + dt = datetime.fromtimestamp(launch_time / 1000) + start_date = dt.strftime('%Y-%m-%d') + else: + start_date = str(launch_time) + except: + start_date = DEFAULT_START_DATE + else: + start_date = DEFAULT_START_DATE + + result[symbol] = {'_default': start_date} + + if logger: + logger.info(f"Parsed {len(result)} symbols from {market} API") + + return result + + +def scan_market_via_api( + market: str, + logger: logging.Logger = None +) -> Dict[str, Dict[str, Dict]]: + """ + Scan a market using Binance API. + + Args: + market: Market type ('spot', 'um', 'cm') + logger: Logger instance + + Returns: + Dictionary with all data types containing symbol start dates + """ + if logger: + logger.info(f"Fetching {market} exchange info via API...") + + data = fetch_exchange_info(market, logger) + if not data: + return {} + + symbols_data = parse_exchange_info(market, data, logger) + + # Create result with all data types pointing to same symbol dates + result = {} + data_types = DATA_TYPES.get(market, []) + + for data_type in data_types: + result[data_type] = symbols_data.copy() + + return result + + +def scan_all_markets_via_api( + markets: List[str] = None, + logger: logging.Logger = None +) -> Dict: + """ + Scan all markets using Binance API (fast method). + + Args: + markets: List of markets to scan ('spot', 'um', 'cm') + logger: Logger instance + + Returns: + Dictionary with all scanned data + """ + if markets is None: + markets = ['spot', 'um', 'cm'] + + result = {} + + for market in markets: + if check_timeout(): + if logger: + logger.warning("Timeout reached, stopping API scan...") + break + + market_data = scan_market_via_api(market, logger) + if market_data: + result[market] = market_data + + return result + + +def fetch_s3_xml(prefix: str, marker: str = None, timeout: int = 10, delimiter: str = None) -> Optional[str]: + """ + Fetch S3 bucket listing XML for a given prefix. + + Args: + prefix: S3 key prefix (e.g., 'data/spot/monthly/klines/') + marker: Pagination marker for getting next page + timeout: Request timeout in seconds + delimiter: Delimiter for grouping (use '/' to get directories) + + Returns: + XML content or None if failed + """ + if check_timeout(): + return None + + url = f"{S3_BUCKET_URL}?prefix={prefix}" + if delimiter: + url += f"&delimiter={delimiter}" + if marker: + url += f"&marker={marker}" + try: + ssl_context = ssl.create_default_context() + ssl_context.check_hostname = False + ssl_context.verify_mode = ssl.CERT_NONE + + req = urllib.request.Request( + url, + headers={'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36'} + ) + response = urllib.request.urlopen(req, context=ssl_context, timeout=timeout) + return response.read().decode('utf-8', errors='ignore') + except Exception as e: + return None + + +def list_common_prefixes(prefix: str, logger: logging.Logger = None, max_pages: int = 20) -> List[str]: + """ + List S3 common prefixes (subdirectories) for a given prefix. + + Uses delimiter='/' to efficiently get directory names. + Supports pagination to get all results. + + Args: + prefix: S3 key prefix + logger: Logger instance + max_pages: Maximum number of pages to fetch (safety limit) + + Returns: + List of prefix names (without the full path) + """ + prefixes = set() + marker = None + page_count = 0 + + try: + while page_count < max_pages: + if check_timeout(): + break + # Use delimiter='/' to get CommonPrefixes directly (much faster) + xml_content = fetch_s3_xml(prefix, marker, delimiter='/') + if not xml_content: + break + + root = ET.fromstring(xml_content) + namespaces = {'s3': 'http://s3.amazonaws.com/doc/2006-03-01/'} + + # Get CommonPrefixes (subdirectories) + for common_prefix in root.findall('s3:CommonPrefixes', namespaces): + prefix_elem = common_prefix.find('s3:Prefix', namespaces) + if prefix_elem is not None: + full_prefix = prefix_elem.text + if full_prefix and full_prefix.startswith(prefix): + parts = full_prefix.rstrip('/').split('/') + if parts: + prefixes.add(parts[-1]) + + # Check if there are more results + is_truncated = root.find('s3:IsTruncated', namespaces) + if is_truncated is not None and is_truncated.text == 'true': + next_marker = root.find('s3:NextMarker', namespaces) + if next_marker is not None and next_marker.text: + marker = next_marker.text + page_count += 1 + else: + # For CommonPrefixes, use last prefix as marker + common_prefixes = root.findall('s3:CommonPrefixes', namespaces) + if common_prefixes: + last_prefix = common_prefixes[-1].find('s3:Prefix', namespaces) + if last_prefix is not None and last_prefix.text: + marker = last_prefix.text + page_count += 1 + else: + break + else: + break + else: + break + + except Exception as e: + if logger: + logger.debug(f"Error parsing XML for {prefix}: {e}") + + return sorted(prefixes) + + +def list_files_with_dates(prefix: str, logger: logging.Logger = None) -> List[Tuple[str, str]]: + """ + List files with their dates from S3. + + Args: + prefix: S3 key prefix + logger: Logger instance + + Returns: + List of (filename, date_str) tuples + """ + xml_content = fetch_s3_xml(prefix) + if not xml_content: + return [] + + files = [] + try: + root = ET.fromstring(xml_content) + namespaces = {'s3': 'http://s3.amazonaws.com/doc/2006-03-01/'} + + for content in root.findall('s3:Contents', namespaces): + key_elem = content.find('s3:Key', namespaces) + if key_elem is not None: + key = key_elem.text + # Skip checksum files + if key and not key.endswith('.CHECKSUM'): + # Extract date from filename + # Patterns: SYMBOL-INTERVAL-YYYY-MM-DD.zip or SYMBOL-INTERVAL-YYYY-MM.zip + date_match = re.search(r'(\d{4}-\d{2}(?:-\d{2})?)\.zip$', key) + if date_match: + files.append((key, date_match.group(1))) + + except Exception as e: + if logger: + logger.debug(f"Error parsing XML for {prefix}: {e}") + + return sorted(files, key=lambda x: x[1]) + + +def list_symbols_for_market_data_type( + market: str, + data_type: str, + logger: logging.Logger = None +) -> List[str]: + """ + List all symbols available for a market and data type. + + Uses daily data only for speed (most symbols are in daily). + + Args: + market: Market type ('spot', 'um', 'cm') + data_type: Data type (e.g., 'klines', 'trades') + logger: Logger instance + + Returns: + List of symbol names + """ + all_symbols = set() + + # Use daily only for speed (it has most symbols) + if market == 'spot': + prefix = f"data/spot/daily/{data_type}/" + else: + prefix = f"data/futures/{market}/daily/{data_type}/" + + prefixes = list_common_prefixes(prefix, logger) + + # Filter for symbol names (exclude intervals like 1m, 1h, 1d) + interval_pattern = r'^(\d+[mhdw]|1M)$' + symbols = [p for p in prefixes if not re.match(interval_pattern, p)] + all_symbols.update(symbols) + + if logger: + logger.debug(f"Found {len(symbols)} symbols") + + return sorted(all_symbols) + + +def list_intervals_for_symbol( + market: str, + data_type: str, + symbol: str, + logger: logging.Logger = None +) -> List[str]: + """ + List available intervals for a symbol (for klines data). + + Args: + market: Market type ('spot', 'um', 'cm') + data_type: Data type + symbol: Trading symbol + logger: Logger instance + + Returns: + List of interval names + """ + if market == 'spot': + prefix = f"data/spot/monthly/{data_type}/{symbol}/" + else: + prefix = f"data/futures/{market}/monthly/{data_type}/{symbol}/" + + prefixes = list_common_prefixes(prefix, logger) + + # Filter for interval names + interval_pattern = r'^(\d+[mhdw]|1M)$' + intervals = [p for p in prefixes if re.match(interval_pattern, p)] + + return sorted(intervals) + + +def find_earliest_date_for_symbol_interval( + market: str, + data_type: str, + symbol: str, + interval: str = None, + logger: logging.Logger = None +) -> Optional[str]: + """ + Find the earliest available date for a symbol/interval. + + Checks both daily and monthly data to find the earliest date. + + Args: + market: Market type ('spot', 'um', 'cm') + data_type: Data type (e.g., 'klines', 'trades') + symbol: Trading symbol + interval: Interval for klines data + logger: Logger instance + + Returns: + Earliest date string (YYYY-MM-DD) or None + """ + earliest_date = None + + # Check both daily and monthly + for time_period in ['daily', 'monthly']: + if interval: + if market == 'spot': + prefix = f"data/spot/{time_period}/{data_type}/{symbol}/{interval}/" + else: + prefix = f"data/futures/{market}/{time_period}/{data_type}/{symbol}/{interval}/" + else: + if market == 'spot': + prefix = f"data/spot/{time_period}/{data_type}/{symbol}/" + else: + prefix = f"data/futures/{market}/{time_period}/{data_type}/{symbol}/" + + files = list_files_with_dates(prefix, logger) + + if files: + date_str = files[0][1] # Earliest date + if earliest_date is None or date_str < earliest_date: + earliest_date = date_str + + return earliest_date + + +def _scan_symbol_task( + market: str, + data_type: str, + symbol: str, + supports_intervals: bool, + check_intervals: bool, + existing_data: Dict, + logger: logging.Logger +) -> Tuple[str, Dict]: + """ + Task to scan a single symbol (for parallel execution). + """ + if check_timeout(): + return (symbol, {}) + + symbol_data = {} + + if supports_intervals and check_intervals: + # Get available intervals from S3 + intervals = list_intervals_for_symbol(market, data_type, symbol, logger) + + if not intervals: + # Try default intervals - reduced for speed + intervals = ['1d'] + + for interval in intervals: + if check_timeout(): + break + # Check if we already have this data + if existing_data and symbol in existing_data: + if interval in existing_data[symbol]: + symbol_data[interval] = existing_data[symbol][interval] + continue + + start_date = find_earliest_date_for_symbol_interval( + market, data_type, symbol, interval, logger + ) + if start_date: + symbol_data[interval] = start_date + else: + # No intervals + if existing_data and symbol in existing_data: + return (symbol, existing_data[symbol]) + + start_date = find_earliest_date_for_symbol_interval( + market, data_type, symbol, None, logger + ) + if start_date: + symbol_data['_default'] = start_date + + return (symbol, symbol_data) + + +def scan_market_data_type( + market: str, + data_type: str, + existing_data: Dict = None, + logger: logging.Logger = None, + check_intervals: bool = True, + max_workers: int = 20, + max_symbols: int = 0 +) -> Dict[str, Dict]: + """ + Scan all symbols for a market and data type. + + Args: + market: Market type ('spot', 'um', 'cm') + data_type: Data type + existing_data: Previously scanned data to resume from + logger: Logger instance + check_intervals: Whether to check intervals for klines + max_workers: Number of parallel workers + max_symbols: Maximum symbols to scan (0 = unlimited) + + Returns: + Dictionary mapping symbol -> {interval -> start_date} + """ + if check_timeout(): + if logger: + logger.warning(f"Timeout reached, skipping {market}/{data_type}") + return {} + + if logger: + logger.info(f"Scanning {market}/{data_type}...") + + result = {} + + # Check if data type supports intervals + supports_intervals = data_type in ['klines', 'indexPriceKlines', 'markPriceKlines', 'premiumIndexKlines'] + + # Get list of symbols from S3 + symbols = list_symbols_for_market_data_type(market, data_type, logger) + + if not symbols: + if logger: + logger.warning(f"No symbols found for {market}/{data_type}") + return result + + # Limit symbols if max_symbols is set + if max_symbols > 0 and len(symbols) > max_symbols: + symbols = symbols[:max_symbols] + if logger: + logger.info(f"Limited to {max_symbols} symbols (total available: more)") + + if logger: + logger.info(f"Found {len(symbols)} symbols for {market}/{data_type}") + + # Parallel scanning of symbols + with ThreadPoolExecutor(max_workers=max_workers) as executor: + futures = { + executor.submit( + _scan_symbol_task, + market, data_type, symbol, supports_intervals, + check_intervals, existing_data, logger + ): symbol + for symbol in symbols + } + + completed = 0 + for future in as_completed(futures): + if check_timeout(): + if logger: + logger.warning(f"Timeout reached during {market}/{data_type}, stopping...") + break + + try: + symbol, symbol_data = future.result(timeout=5) + if symbol_data: + result[symbol] = symbol_data + except Exception as e: + pass + + completed += 1 + if logger and completed % 100 == 0: + logger.info(f" Progress: {completed}/{len(symbols)} symbols") + + if logger: + logger.info(f" Completed: {len(result)} symbols with data for {market}/{data_type}") + + return result + + +def scan_all_markets( + markets: List[str] = None, + data_types: Dict[str, List[str]] = None, + existing_data: Dict = None, + logger: logging.Logger = None, + max_workers: int = 20, + check_intervals: bool = True, + max_symbols: int = 0 +) -> Dict: + """ + Scan all markets and data types. + + Args: + markets: List of markets to scan ('spot', 'um', 'cm') + data_types: Data types to scan for each market + existing_data: Previously scanned data + logger: Logger instance + max_workers: Number of parallel workers + check_intervals: Whether to check intervals + max_symbols: Maximum symbols per data type (0 = unlimited) + + Returns: + Dictionary with all scanned data + """ + if markets is None: + markets = ['spot', 'um', 'cm'] + + if data_types is None: + data_types = DATA_TYPES + + result = {} + if existing_data: + result = existing_data.copy() + + scan_tasks = [] + + for market in markets: + for data_type in data_types.get(market, []): + scan_tasks.append((market, data_type)) + + if logger: + logger.info(f"Starting scan of {len(scan_tasks)} market/data type combinations...") + + # Sequential market/data_type scanning, parallel symbol scanning + for market, data_type in scan_tasks: + if check_timeout(): + if logger: + logger.warning("Global timeout reached, stopping scan...") + break + + if market not in result: + result[market] = {} + if data_type not in result[market]: + result[market][data_type] = {} + + existing_market_data = None + if existing_data and market in existing_data and data_type in existing_data[market]: + existing_market_data = existing_data[market][data_type] + + scanned_data = scan_market_data_type( + market, data_type, existing_market_data, logger, check_intervals, max_workers, max_symbols + ) + result[market][data_type] = scanned_data + + return result + + +def save_scanned_data(data: Dict, output_file: str, logger: logging.Logger = None): + """ + Save scanned data to JSON file. + + Args: + data: Scanned data dictionary + output_file: Output file path + logger: Logger instance + """ + os.makedirs(os.path.dirname(output_file) if os.path.dirname(output_file) else '.', exist_ok=True) + + with open(output_file, 'w', encoding='utf-8') as f: + json.dump(data, f, indent=2, ensure_ascii=False) + + if logger: + logger.info(f"Data saved to {output_file}") + + +def load_scanned_data(input_file: str, logger: logging.Logger = None) -> Dict: + """ + Load previously scanned data from JSON file. + + Args: + input_file: Input file path + logger: Logger instance + + Returns: + Scanned data dictionary + """ + try: + with open(input_file, 'r', encoding='utf-8') as f: + data = json.load(f) + if logger: + logger.info(f"Loaded existing data from {input_file}") + return data + except FileNotFoundError: + if logger: + logger.info(f"No existing data file found at {input_file}, starting fresh") + return {} + except json.JSONDecodeError as e: + if logger: + logger.warning(f"Error parsing existing data file: {e}") + return {} + + +def print_summary(data: Dict, logger: logging.Logger = None): + """ + Print summary of scanned data. + + Args: + data: Scanned data dictionary + logger: Logger instance + """ + if logger: + logger.info("=" * 70) + logger.info("Scan Summary") + logger.info("=" * 70) + + for market, market_data in data.items(): + if market == '_metadata': + continue + + total_symbols = 0 + for data_type, symbols in market_data.items(): + if isinstance(symbols, dict): + total_symbols += len(symbols) + + if logger: + logger.info(f"{market.upper()}: {len(market_data)} data types, {total_symbols} total symbols") + + for data_type, symbols in market_data.items(): + if isinstance(symbols, dict): + if logger: + logger.info(f" - {data_type}: {len(symbols)} symbols") + + +def main(): + """Main entry point.""" + parser = argparse.ArgumentParser( + description='Binance Symbol Data Start Date Scanner', + formatter_class=argparse.RawDescriptionHelpFormatter, + epilog=__doc__ + ) + + parser.add_argument( + '-t', '--market-type', + type=str, + nargs='+', + choices=['spot', 'um', 'cm'], + default=['spot', 'um', 'cm'], + help='Market types to scan (default: all)' + ) + + parser.add_argument( + '-d', '--data-types', + type=str, + nargs='+', + help='Data types to scan (default: all available for market)' + ) + + parser.add_argument( + '-o', '--output', + type=str, + default='data/symbol_dates.json', + help='Output JSON file path (default: data/symbol_dates.json)' + ) + + parser.add_argument( + '--resume', + action='store_true', + help='Resume from existing output file (incremental update)' + ) + + parser.add_argument( + '--no-intervals', + action='store_true', + help='Skip interval checking (faster, less detailed)' + ) + + parser.add_argument( + '-log-level', + type=str, + default='INFO', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + help='Logging level (default: INFO)' + ) + + parser.add_argument( + '--timeout', + type=int, + default=120, + help='Global timeout in seconds (default: 120 = 2 minutes)' + ) + + parser.add_argument( + '--workers', + type=int, + default=20, + help='Number of parallel workers (default: 20)' + ) + + parser.add_argument( + '--max-symbols', + type=int, + default=0, + help='Maximum symbols to scan per data type (0 = unlimited)' + ) + + parser.add_argument( + '--api', + action='store_true', + help='Use Binance REST API instead of S3 scanning (much faster, recommended)' + ) + + args = parser.parse_args() + + # Setup global timeout + global _global_timeout_seconds, _global_start_time + _global_timeout_seconds = args.timeout + _global_start_time = datetime.now() + _timeout_event.clear() + + # Setup logging + logger = setup_logger(args.log_level) + + logger.info("=" * 70) + logger.info("Binance Symbol Data Start Date Scanner") + logger.info("=" * 70) + logger.info(f"Markets to scan: {', '.join(args.market_type)}") + logger.info(f"Output file: {args.output}") + logger.info(f"Resume mode: {args.resume}") + logger.info(f"Check intervals: {not args.no_intervals}") + logger.info(f"Timeout: {args.timeout} seconds") + logger.info(f"Workers: {args.workers}") + logger.info(f"Use API: {args.api}") + logger.info(f"Started at: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}") + + # Load existing data if resuming + existing_data = {} + if args.resume: + existing_data = load_scanned_data(args.output, logger) + + # Filter data types if specified + data_types_to_scan = DATA_TYPES.copy() + if args.data_types: + for market in args.market_type: + if market in data_types_to_scan: + data_types_to_scan[market] = [ + dt for dt in args.data_types if dt in data_types_to_scan[market] + ] + + # Start scanning + start_time = datetime.now() + + if args.api: + # Use fast API method + scanned_data = scan_all_markets_via_api( + markets=args.market_type, + logger=logger + ) + # Merge with existing data if resuming + if existing_data: + for market in existing_data: + if market not in scanned_data: + scanned_data[market] = existing_data[market] + else: + # Use S3 scanning method + scanned_data = scan_all_markets( + markets=args.market_type, + data_types=data_types_to_scan, + existing_data=existing_data, + logger=logger, + max_workers=args.workers, + check_intervals=not args.no_intervals, + max_symbols=args.max_symbols + ) + + # Check if we timed out + timed_out = check_timeout() + + # Add metadata + scanned_data['_metadata'] = { + 'scan_date': datetime.now().strftime('%Y-%m-%d %H:%M:%S'), + 'markets_scanned': args.market_type, + 'total_symbols': sum( + len(symbols) + for market in scanned_data + if market != '_metadata' + for data_type in scanned_data[market] + for symbols in [scanned_data[market][data_type]] + if isinstance(symbols, dict) + ) + } + + # Save results + save_scanned_data(scanned_data, args.output, logger) + + # Print summary + print_summary(scanned_data, logger) + + elapsed_time = (datetime.now() - start_time).total_seconds() + logger.info("=" * 70) + if timed_out: + logger.warning(f"Scan TIMED OUT after {elapsed_time:.1f} seconds (partial results saved)") + else: + logger.info(f"Scan completed in {elapsed_time:.1f} seconds!") + logger.info("=" * 70) + + return 0 + + +if __name__ == "__main__": + import sys + sys.exit(main()) diff --git a/setup.py b/setup.py new file mode 100644 index 0000000..d08ef03 --- /dev/null +++ b/setup.py @@ -0,0 +1,81 @@ +""" +Binance Public Data Downloader - Setup Configuration + +Installation package for the refactored Binance public data downloader. +Provides both programmatic API and CLI tools for downloading historical market data. +""" + +from setuptools import setup, find_packages +import os + +# Read README for long description +def read_readme(): + readme_path = os.path.join(os.path.dirname(__file__), 'README.md') + if os.path.exists(readme_path): + with open(readme_path, 'r', encoding='utf-8') as f: + return f.read() + return '' + +# Read version from __init__.py +def get_version(): + init_path = os.path.join(os.path.dirname(__file__), 'src', 'binance_data_downloader', '__init__.py') + if os.path.exists(init_path): + with open(init_path, 'r') as f: + for line in f: + if line.startswith('__version__'): + return line.split('=')[1].strip().strip('"').strip("'") + return '1.0.0' + +setup( + name='binance-data-downloader', + version=get_version(), + author='Binance', + author_email='support@binance.com', + description='Download historical market data from Binance public data archive', + long_description=read_readme(), + long_description_content_type='text/markdown', + url='https://github.com/binance/binance-public-data', + project_urls={ + 'Bug Reports': 'https://github.com/binance/binance-public-data/issues', + 'Source': 'https://github.com/binance/binance-public-data', + }, + package_dir={'': 'src'}, + packages=find_packages(where='src'), + classifiers=[ + 'Development Status :: 4 - Beta', + 'Intended Audience :: Developers', + 'Intended Audience :: Financial and Insurance Industry', + 'Topic Office/Business :: Financial :: Investment', + 'License :: OSI Approved :: MIT License', + 'Programming Language :: Python :: 3', + 'Programming Language :: Python :: 3.8', + 'Programming Language :: Python :: 3.9', + 'Programming Language :: Python :: 3.10', + 'Programming Language :: Python :: 3.11', + 'Operating System :: OS Independent', + ], + python_requires='>=3.8', + install_requires=[ + 'pandas>=1.3.0', + 'certifi>=2021.5.30', + ], + extras_require={ + 'config': ['pyyaml>=5.4.1'], + 'dev': [ + 'pytest>=7.0.0', + 'pytest-cov>=3.0.0', + 'pytest-mock>=3.6.0', + 'black>=22.0.0', + 'flake8>=4.0.0', + 'mypy>=0.950', + ], + }, + entry_points={ + 'console_scripts': [ + 'binance-download=binance_data_downloader.cli.commands:main', + ], + }, + keywords='binance cryptocurrency trading data download klines futures', + include_package_data=True, + zip_safe=False, +) diff --git a/src/__init__.py b/src/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/src/binance_data_downloader/__init__.py b/src/binance_data_downloader/__init__.py new file mode 100644 index 0000000..7f5a60c --- /dev/null +++ b/src/binance_data_downloader/__init__.py @@ -0,0 +1,124 @@ +""" +Binance Public Data Downloader + +A comprehensive toolkit for downloading historical market data from Binance's +public data archive at https://data.binance.vision/ + +This package provides: +- Support for 12 data types (klines, trades, aggTrades, index/mark/premium price klines, + funding rate, liquidation snapshots, book ticker, depth, options) +- Multi-threaded downloads with configurable worker count +- Automatic retry with exponential backoff +- SHA256 checksum verification +- Progress tracking and detailed logging +- Configuration file support +- Both programmatic API and CLI tools + +Example usage (CLI): + # Download klines for specific symbol + python3 python/download-kline.py -t spot -s BTCUSDT -i 1h -y 2024 + + # Download all data types + python3 scripts/download-all.py -t spot --all-data -s BTCUSDT -y 2024 + +Example usage (Python API): + from binance_data_downloader.downloaders import KlineDownloader + + downloader = KlineDownloader(trading_type='spot', max_workers=10) + downloader.download_monthly( + symbols=['BTCUSDT', 'ETHUSDT'], + intervals=['1h', '1d'], + years=['2024'], + months=list(range(1, 13)) + ) +""" + +__version__ = '1.0.0' +__author__ = 'Binance' +__license__ = 'MIT' + +# Core exports +from .core.base_downloader import BaseDownloader +from .core.data_type_config import ( + DataType, + DataTypeSpec, + get_data_type_spec, + get_supported_data_types, + get_all_data_types, +) +from .core.retry_handler import RetryHandler +from .core.checksum_verifier import ChecksumVerifier + +# Downloader exports +from .downloaders.kline_downloader import KlineDownloader +from .downloaders.trade_downloader import TradeDownloader +from .downloaders.agg_trade_downloader import AggTradeDownloader +from .downloaders.index_price_downloader import IndexPriceDownloader +from .downloaders.mark_price_downloader import MarkPriceDownloader +from .downloaders.premium_index_downloader import PremiumIndexDownloader +from .downloaders.funding_rate_downloader import FundingRateDownloader +from .downloaders.liquidation_snapshot_downloader import LiquidationSnapshotDownloader +from .downloaders.book_ticker_downloader import BookTickerDownloader +from .downloaders.depth_downloader import DepthDownloader +from .downloaders.option_downloader import OptionDownloader + +# Utility exports +from .utils.date_utils import ( + convert_to_date_object, + generate_date_range, + get_default_start_date, + get_default_end_date, +) +from .utils.file_operations import FileDownloader, get_all_symbols +from .utils.logger_setup import setup_logger, get_logger +from .utils.progress_tracker import ProgressTracker, MultiProgressTracker + +# Config exports +from .config.config_loader import ConfigLoader, AppConfig, load_config + +__all__ = [ + # Version + '__version__', + '__author__', + '__license__', + + # Core + 'BaseDownloader', + 'DataType', + 'DataTypeSpec', + 'get_data_type_spec', + 'get_supported_data_types', + 'get_all_data_types', + 'RetryHandler', + 'ChecksumVerifier', + + # Downloaders + 'KlineDownloader', + 'TradeDownloader', + 'AggTradeDownloader', + 'IndexPriceDownloader', + 'MarkPriceDownloader', + 'PremiumIndexDownloader', + 'FundingRateDownloader', + 'LiquidationSnapshotDownloader', + 'BookTickerDownloader', + 'DepthDownloader', + 'OptionDownloader', + + # Utilities + 'convert_to_date_object', + 'generate_date_range', + 'get_default_start_date', + 'get_default_end_date', + 'FileDownloader', + 'get_all_symbols', + 'setup_logger', + 'get_logger', + 'ProgressTracker', + 'MultiProgressTracker', + + # Config + 'ConfigLoader', + 'AppConfig', + 'load_config', +] diff --git a/src/binance_data_downloader/cli/__init__.py b/src/binance_data_downloader/cli/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/src/binance_data_downloader/cli/argument_parser.py b/src/binance_data_downloader/cli/argument_parser.py new file mode 100644 index 0000000..2d02774 --- /dev/null +++ b/src/binance_data_downloader/cli/argument_parser.py @@ -0,0 +1,418 @@ +""" +Argument Parser + +This module provides command-line argument parsing for the downloader. +""" + +import argparse +import re +import sys +from typing import List, Optional + + +# Valid intervals for klines +VALID_INTERVALS = [ + "1s", "1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w", "1mo" +] + +# Valid daily intervals (subset of all intervals) +VALID_DAILY_INTERVALS = [ + "1s", "1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d" +] + +# Valid trading types +VALID_TRADING_TYPES = ["spot", "um", "cm", "option"] + +# Valid years +VALID_YEARS = ['2017', '2018', '2019', '2020', '2021', '2022', '2023', '2024', '2025'] + +# Valid data types +VALID_DATA_TYPES = [ + "klines", "trades", "aggTrades", + "indexPriceKlines", "markPriceKlines", "premiumIndexKlines", + "fundingRate", "liquidationSnapshot", "bookTicker", "depth", "option" +] + + +def match_date_regex(arg_value: str) -> str: + """ + Validate date format (YYYY-MM-DD). + + Args: + arg_value: Date string to validate + + Returns: + The validated date string + + Raises: + ArgumentTypeError: If date format is invalid + """ + pat = re.compile(r'\d{4}-\d{2}-\d{2}') + if not pat.match(arg_value): + raise argparse.ArgumentTypeError(f"Invalid date format: {arg_value}. Use YYYY-MM-DD") + return arg_value + + +def create_base_parser(description: str) -> argparse.ArgumentParser: + """ + Create base argument parser with common arguments. + + Args: + description: Parser description + + Returns: + Configured ArgumentParser + """ + parser = argparse.ArgumentParser( + description=description, + formatter_class=argparse.RawTextHelpFormatter + ) + + # Required arguments + parser.add_argument( + '-t', '--type', + dest='type', + required=True, + choices=VALID_TRADING_TYPES, + help='Market type:\n' + ' spot - Spot trading\n' + ' um - USD-M Futures (USDT-margined)\n' + ' cm - COIN-M Futures (coin-margined)\n' + ' option - Options market' + ) + + # Symbol selection + parser.add_argument( + '-s', '--symbols', + dest='symbols', + nargs='+', + help='Trading symbols to download (e.g., BTCUSDT ETHUSDT)\n' + 'If not specified, downloads all available symbols' + ) + + # Date filtering + date_group = parser.add_mutually_exclusive_group() + date_group.add_argument( + '-y', '--years', + dest='years', + default=VALID_YEARS, + nargs='+', + choices=VALID_YEARS, + help='Years to download (default: all available years)\n' + 'Example: -y 2023 2024' + ) + date_group.add_argument( + '-startDate', + dest='startDate', + type=match_date_regex, + help='Start date in YYYY-MM-DD format\n' + 'Use with -endDate for date range filtering' + ) + date_group.add_argument( + '-d', '--dates', + dest='dates', + nargs='+', + type=match_date_regex, + help='Specific dates to download (YYYY-MM-DD format)\n' + 'Example: -d 2023-01-01 2023-01-15' + ) + + parser.add_argument( + '-endDate', + dest='endDate', + type=match_date_regex, + help='End date in YYYY-MM-DD format\n' + 'Use with -startDate for date range filtering' + ) + + parser.add_argument( + '-m', '--months', + dest='months', + default=list(range(1, 13)), + nargs='+', + type=int, + choices=range(1, 13), + metavar='MONTH', + help='Months to download (1-12, default: all months)\n' + 'Example: -m 1 6 12' + ) + + # Output options + parser.add_argument( + '-folder', '--folder', + dest='folder', + help='Output directory for downloaded files\n' + '(overrides STORE_DIRECTORY environment variable)' + ) + + # Download options + parser.add_argument( + '-skip-monthly', + dest='skip_monthly', + default=0, + type=int, + choices=[0, 1], + metavar='0|1', + help='Skip monthly files (default: 0)\n' + 'Use 1 to skip monthly downloads' + ) + + parser.add_argument( + '-skip-daily', + dest='skip_daily', + default=0, + type=int, + choices=[0, 1], + metavar='0|1', + help='Skip daily files (default: 0)\n' + 'Use 1 to skip daily downloads' + ) + + # Checksum options + parser.add_argument( + '-c', '--checksum', + dest='checksum', + default=0, + type=int, + choices=[0, 1], + metavar='0|1', + help='Download .CHECKSUM files (default: 0)\n' + 'Use 1 to enable checksum download' + ) + + parser.add_argument( + '-verify-checksum', + dest='verify_checksum', + default=0, + type=int, + choices=[0, 1], + metavar='0|1', + help='Verify checksums after download (default: 0)\n' + 'Requires -c 1. Use 1 to enable verification' + ) + + # Performance options + parser.add_argument( + '-max-workers', + dest='max_workers', + type=int, + default=10, + metavar='N', + help='Maximum number of download threads (default: 10)' + ) + + # Logging options + parser.add_argument( + '-log-level', + dest='log_level', + choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL'], + default='INFO', + help='Logging level (default: INFO)' + ) + + parser.add_argument( + '-log-file', + dest='log_file', + help='Log file path (default: logs/download.log)' + ) + + # Config file option + parser.add_argument( + '--config', + dest='config', + help='Path to configuration file (YAML format)\n' + 'Command-line arguments override config file settings' + ) + + return parser + + +def create_kline_parser() -> argparse.ArgumentParser: + """Create parser for kline downloads.""" + parser = create_base_parser( + "Download kline (candlestick) data from Binance public data" + ) + + parser.add_argument( + '-i', '--intervals', + dest='intervals', + default=VALID_INTERVALS, + nargs='+', + choices=VALID_INTERVALS, + help='Kline intervals (default: all intervals)\n' + 'Example: -i 1m 1h 1d' + ) + + return parser + + +def create_trade_parser() -> argparse.ArgumentParser: + """Create parser for trade downloads.""" + return create_base_parser( + "Download individual trade data from Binance public data" + ) + + +def create_agg_trade_parser() -> argparse.ArgumentParser: + """Create parser for aggregated trade downloads.""" + return create_base_parser( + "Download aggregated trade data from Binance public data" + ) + + +def create_liquidation_snapshot_parser() -> argparse.ArgumentParser: + """Create parser for liquidation snapshot downloads.""" + parser = create_base_parser( + "Download liquidation snapshot data from Binance COIN-M futures" + ) + + # Liquidation snapshot is for cm futures, make -t optional + for action in parser._actions: + if action.dest == 'type': + action.required = False + action.default = 'cm' # Default to COIN-M futures + action.help = 'Market type (default: cm for this script)' + + return parser + + +def create_book_ticker_parser() -> argparse.ArgumentParser: + """Create parser for book ticker downloads.""" + parser = create_base_parser( + "Download book ticker (best bid/ask) data from Binance" + ) + + # Book ticker supports um and cm, make -t optional + for action in parser._actions: + if action.dest == 'type': + action.required = False + action.default = 'um' # Default to USD-M futures + action.help = 'Market type (default: um for this script)' + + return parser + + +def create_depth_parser() -> argparse.ArgumentParser: + """Create parser for depth data downloads.""" + parser = create_base_parser( + "Download order book depth data from Binance" + ) + + # Depth supports spot and um, make -t optional + for action in parser._actions: + if action.dest == 'type': + action.required = False + action.default = 'spot' # Default to spot + action.help = 'Market type (default: spot for this script)' + + return parser + + +def create_funding_rate_parser() -> argparse.ArgumentParser: + """Create parser for funding rate downloads.""" + parser = create_base_parser( + "Download funding rate history from Binance futures public data\n" + "Note: Only daily data is downloaded by default (monthly data is skipped)" + ) + + # Funding rate is for um/cm futures, make -t optional and default to um + for action in parser._actions: + if action.dest == 'type': + action.required = False + action.default = 'um' # Default to USD-M futures + action.help = 'Market type (default: um for this script)' + elif action.dest == 'skip_monthly': + # Default to skipping monthly data for funding rate + action.default = 1 + + return parser + + +def create_option_parser() -> argparse.ArgumentParser: + """Create parser for option downloads with pre-configured trading type.""" + parser = create_base_parser( + "Download options data from Binance public data" + ) + + # Override -t and -s arguments to be optional for option downloads + for action in parser._actions: + if action.dest == 'type': + action.required = False + action.default = 'option' + action.help = 'Market type (default: option for this script)' + elif action.dest == 'symbols': + action.required = False # Make symbols optional + + return parser + + +def create_download_all_parser() -> argparse.ArgumentParser: + """Create parser for multi-data-type downloads.""" + parser = create_base_parser( + "Download multiple data types from Binance public data" + ) + + parser.add_argument( + '-i', '--intervals', + dest='intervals', + default=VALID_INTERVALS, + nargs='+', + choices=VALID_INTERVALS, + help='Kline intervals for kline data types (default: all intervals)' + ) + + parser.add_argument( + '--data-types', + dest='data_types', + nargs='+', + choices=VALID_DATA_TYPES, + help='Data types to download (default: klines only)\n' + 'Example: --data-types klines trades aggTrades\n' + 'Use --all-data to download all supported data types' + ) + + parser.add_argument( + '--all-data', + dest='all_data', + action='store_true', + help='Download all data types supported by the market' + ) + + return parser + + +def parse_args(args: Optional[List[str]] = None, parser_type: str = 'klines') -> argparse.Namespace: + """ + Parse command-line arguments. + + Args: + args: Arguments to parse (default: sys.argv[1:]) + parser_type: Type of parser to create + + Returns: + Parsed arguments namespace + """ + if args is None: + args = sys.argv[1:] + + # Create appropriate parser + if parser_type == 'download-all': + parser = create_download_all_parser() + elif parser_type == 'option': + parser = create_option_parser() + elif parser_type == 'fundingRate': + parser = create_funding_rate_parser() + elif parser_type == 'liquidationSnapshot': + parser = create_liquidation_snapshot_parser() + elif parser_type == 'bookTicker': + parser = create_book_ticker_parser() + elif parser_type == 'depth': + parser = create_depth_parser() + elif parser_type == 'aggTrades': + parser = create_agg_trade_parser() + elif parser_type == 'trades': + parser = create_trade_parser() + else: # default to klines + parser = create_kline_parser() + + return parser.parse_args(args) diff --git a/src/binance_data_downloader/cli/commands.py b/src/binance_data_downloader/cli/commands.py new file mode 100644 index 0000000..2336bbe --- /dev/null +++ b/src/binance_data_downloader/cli/commands.py @@ -0,0 +1,339 @@ +""" +Commands + +This module provides command execution functions for the CLI. +""" + +import logging +import random +import sys +from typing import List, Optional + +import pandas as pd + +from ..cli.argument_parser import parse_args +from ..config.config_loader import ConfigLoader, load_config +from ..core.checksum_verifier import ChecksumVerifier +from ..core.data_type_config import DataType, get_supported_data_types +from ..core.retry_handler import RetryHandler +from ..downloaders.agg_trade_downloader import AggTradeDownloader +from ..downloaders.book_ticker_downloader import BookTickerDownloader +from ..downloaders.depth_downloader import DepthDownloader +from ..downloaders.funding_rate_downloader import FundingRateDownloader +from ..downloaders.index_price_downloader import IndexPriceDownloader +from ..downloaders.kline_downloader import KlineDownloader +from ..downloaders.liquidation_snapshot_downloader import LiquidationSnapshotDownloader +from ..downloaders.mark_price_downloader import MarkPriceDownloader +from ..downloaders.option_downloader import OptionDownloader +from ..downloaders.premium_index_downloader import PremiumIndexDownloader +from ..downloaders.trade_downloader import TradeDownloader +from ..utils.date_utils import ( + convert_to_date_object, + generate_date_range, + get_default_end_date, + get_default_start_date, +) +from ..utils.logger_setup import setup_logger, log_level_from_string +from ..utils.progress_tracker import MultiProgressTracker, ProgressTracker + + +# Downloader registry +DOWNLOADER_CLASSES = { + 'klines': KlineDownloader, + 'trades': TradeDownloader, + 'aggTrades': AggTradeDownloader, + 'indexPriceKlines': IndexPriceDownloader, + 'markPriceKlines': MarkPriceDownloader, + 'premiumIndexKlines': PremiumIndexDownloader, + 'fundingRate': FundingRateDownloader, + 'liquidationSnapshot': LiquidationSnapshotDownloader, + 'bookTicker': BookTickerDownloader, + 'depth': DepthDownloader, + 'option': OptionDownloader, +} + + +def execute_download_command( + trading_type: str, + data_type: str, + symbols: Optional[List[str]] = None, + intervals: Optional[List[str]] = None, + years: Optional[List[str]] = None, + months: Optional[List[int]] = None, + dates: Optional[List[str]] = None, + start_date: Optional[str] = None, + end_date: Optional[str] = None, + folder: Optional[str] = None, + download_checksum: bool = False, + verify_checksum: bool = False, + skip_monthly: bool = False, + skip_daily: bool = False, + max_workers: int = 10, + log_level: str = 'INFO', + log_file: Optional[str] = None, +) -> int: + """ + Execute a download command for a single data type. + + Args: + trading_type: Market type ('spot', 'um', or 'cm') + data_type: Type of data to download + symbols: List of symbols (None = all symbols) + intervals: List of intervals (for klines) + years: List of years + months: List of months + dates: List of specific dates + start_date: Start date filter + end_date: End date filter + folder: Output directory + download_checksum: Whether to download checksum files + verify_checksum: Whether to verify checksums + skip_monthly: Whether to skip monthly files + skip_daily: Whether to skip daily files + max_workers: Number of worker threads + log_level: Logging level + log_file: Log file path + + Returns: + Exit code (0 = success, 1 = failure) + """ + # Setup logging + setup_logger( + name="binance_data_downloader", + level=log_level_from_string(log_level), + log_file=log_file, + ) + logger = logging.getLogger("binance_data_downloader") + + try: + # Get downloader class + downloader_class = DOWNLOADER_CLASSES.get(data_type) + if not downloader_class: + logger.error(f"Unknown data type: {data_type}") + return 1 + + # Initialize downloader + downloader = downloader_class( + trading_type=trading_type, + max_workers=max_workers, + ) + + # Get symbols + if not symbols: + logger.info(f"Fetching all {trading_type} symbols from exchange") + symbols = downloader.fetch_symbols(trading_type) + + # For options, if API returns empty, use common option symbols + if not symbols and trading_type == 'option': + logger.warning("Could not fetch option symbols from API") + logger.info("Options data requires specific option symbols (format: BTC-YYMMDD-STRIKE-C or -P)") + logger.info("Example: BTC-240301-50000-C (Call) or BTC-240301-50000-P (Put)") + logger.info("You will need to specify symbols with -s parameter") + logger.info("For now, using example symbol - download will likely fail") + # Use a placeholder - user should specify actual option symbols + symbols = ['BTC-240301-50000-C'] # Example option symbol + logger.info(f"Using example option symbol: {symbols[0]}") + elif not symbols: + logger.warning("No symbols found for this market") + return 1 + + random.shuffle(symbols) + logger.info(f"Found {len(symbols)} symbols") + + logger.info(f"Starting download for {len(symbols)} symbols") + + # Calculate total number of files to download + total_files = 0 + + # Count monthly files (only if data type supports monthly) + if not skip_monthly and downloader.data_type_spec.supports_monthly: + intervals_count = len(intervals) if intervals else (1 if not downloader.supports_intervals() else 0) + years_count = len(years) if years else 6 # Default years range + months_count = len(months) if months else 12 + total_files += len(symbols) * max(1, intervals_count) * years_count * months_count + + # Count daily files + if not skip_daily and downloader.data_type_spec.supports_daily: + dates_list = dates + if not dates_list: + start = convert_to_date_object(start_date) if start_date else get_default_start_date() + end = convert_to_date_object(end_date) if end_date else get_default_end_date() + dates_list = generate_date_range(start, end) + total_files += len(symbols) * len(dates_list) + + # Setup progress tracker + progress = ProgressTracker( + total_items=total_files, + show_bar=True, + show_statistics=True + ) + + # Download monthly files + if not skip_monthly: + logger.info("Starting monthly downloads") + downloader.download_monthly( + symbols=symbols, + intervals=intervals, + years=years, + months=months, + start_date=start_date, + end_date=end_date, + folder=folder, + download_checksum=download_checksum, + verify_checksum=verify_checksum, + progress_tracker=progress, + ) + + # Generate date range for daily downloads + if not dates and not skip_daily: + start = convert_to_date_object(start_date) if start_date else get_default_start_date() + end = convert_to_date_object(end_date) if end_date else get_default_end_date() + dates = generate_date_range(start, end) + + # Download daily files + if not skip_daily: + logger.info("Starting daily downloads") + downloader.download_daily( + symbols=symbols, + intervals=intervals, + dates=dates, + start_date=start_date, + end_date=end_date, + folder=folder, + download_checksum=download_checksum, + verify_checksum=verify_checksum, + progress_tracker=progress, + ) + + # Finish progress tracking + progress.finish(show_summary=True) + + logger.info("Download completed") + return 0 + + except Exception as e: + logger.exception(f"Download failed: {e}") + return 1 + + +def execute_multi_download_command( + trading_type: str, + data_types: Optional[List[str]] = None, + all_data: bool = False, + **kwargs +) -> int: + """ + Execute download command for multiple data types. + + Args: + trading_type: Market type + data_types: List of data types to download + all_data: Download all supported data types + **kwargs: Additional arguments passed to execute_download_command + + Returns: + Exit code + """ + logger = logging.getLogger("binance_data_downloader") + + # Determine which data types to download + if all_data: + data_types = [dt.value for dt in get_supported_data_types(trading_type)] + logger.info(f"Downloading all {len(data_types)} supported data types for {trading_type}") + elif not data_types: + data_types = ['klines'] # Default to klines only + + # Download each data type + multi_tracker = MultiProgressTracker(show_summary=True) + + for data_type in data_types: + logger.info(f"Starting download for data type: {data_type}") + + exit_code = execute_download_command( + trading_type=trading_type, + data_type=data_type, + **kwargs + ) + + if exit_code == 0: + logger.info(f"Successfully completed download for {data_type}") + else: + logger.error(f"Failed to download {data_type}") + + # Show aggregate summary + multi_tracker.show_aggregate_summary() + + return 0 + + +def main(argv: Optional[List[str]] = None, parser_type: str = 'klines'): + """ + Main entry point for CLI commands. + + Args: + argv: Command-line arguments (default: sys.argv[1:]) + parser_type: Type of parser to use + + Returns: + Exit code + """ + # Parse arguments + args = parse_args(argv, parser_type) + + # Load config file if specified + if args.config: + config = load_config(args.config) + # Apply config defaults where args not provided + # ... (config merging logic) + + # Determine if multi-download + if parser_type == 'download-all': + return execute_multi_download_command( + trading_type=args.type, + data_types=getattr(args, 'data_types', None), + all_data=getattr(args, 'all_data', False), + symbols=args.symbols, + intervals=getattr(args, 'intervals', None), + years=args.years, + months=args.months, + dates=getattr(args, 'dates', None), + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + download_checksum=args.checksum == 1, + verify_checksum=getattr(args, 'verify_checksum', 0) == 1, + skip_monthly=args.skip_monthly == 1, + skip_daily=args.skip_daily == 1, + max_workers=args.max_workers, + log_level=args.log_level, + log_file=args.log_file, + ) + else: + # Determine data type from parser type + data_type_map = { + 'klines': 'klines', + 'trades': 'trades', + 'aggTrades': 'aggTrades', + 'fundingRate': 'fundingRate', + } + data_type = data_type_map.get(parser_type, parser_type) + + return execute_download_command( + trading_type=args.type, + data_type=data_type, + symbols=args.symbols, + intervals=getattr(args, 'intervals', None), + years=args.years, + months=args.months, + dates=getattr(args, 'dates', None), + start_date=args.startDate, + end_date=args.endDate, + folder=args.folder, + download_checksum=args.checksum == 1, + verify_checksum=getattr(args, 'verify_checksum', 0) == 1, + skip_monthly=args.skip_monthly == 1, + skip_daily=args.skip_daily == 1, + max_workers=args.max_workers, + log_level=args.log_level, + log_file=args.log_file, + ) diff --git a/src/binance_data_downloader/config/__init__.py b/src/binance_data_downloader/config/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/src/binance_data_downloader/config/config_loader.py b/src/binance_data_downloader/config/config_loader.py new file mode 100644 index 0000000..4b2b140 --- /dev/null +++ b/src/binance_data_downloader/config/config_loader.py @@ -0,0 +1,254 @@ +""" +Configuration Loader + +This module provides configuration file loading and validation. +""" + +import logging +import os +from dataclasses import dataclass, field +from pathlib import Path +from typing import Any, Dict, List, Optional + +try: + import yaml + YAML_AVAILABLE = True +except ImportError: + YAML_AVAILABLE = False + +logger = logging.getLogger(__name__) + + +@dataclass +class DownloadConfig: + """Download configuration settings.""" + market_type: str = "spot" + max_workers: int = 10 + output_directory: Optional[str] = None + download_checksum: bool = False + verify_checksum: bool = False + skip_monthly: bool = False + skip_daily: bool = False + + +@dataclass +class RetryConfig: + """Retry configuration settings.""" + max_retries: int = 3 + initial_delay: float = 5.0 + exponential_backoff: bool = True + + +@dataclass +class DateRangeConfig: + """Date range configuration settings.""" + start_date: Optional[str] = None + end_date: Optional[str] = None + years: List[str] = field(default_factory=lambda: ['2020', '2021', '2022', '2023', '2024', '2025']) + months: List[int] = field(default_factory=lambda: list(range(1, 13))) + + +@dataclass +class LoggingConfig: + """Logging configuration settings.""" + level: str = "INFO" + file: Optional[str] = None + format: str = "%(asctime)s - %(name)s - %(levelname)s - %(message)s" + + +@dataclass +class ProgressConfig: + """Progress tracking configuration settings.""" + show_bar: bool = True + show_statistics: bool = True + update_interval: int = 5 + + +@dataclass +class AppConfig: + """Main application configuration.""" + download: DownloadConfig = field(default_factory=DownloadConfig) + retry: RetryConfig = field(default_factory=RetryConfig) + date_range: DateRangeConfig = field(default_factory=DateRangeConfig) + logging: LoggingConfig = field(default_factory=LoggingConfig) + progress: ProgressConfig = field(default_factory=ProgressConfig) + + +class ConfigLoader: + """ + Loads and validates configuration from YAML files. + + Provides default configuration and environment variable overrides. + """ + + DEFAULT_CONFIG_PATH = "configs/default_config.yaml" + + def __init__(self, config_path: Optional[str] = None): + """ + Initialize the configuration loader. + + Args: + config_path: Path to configuration file (optional) + """ + self.config_path = config_path + self.config = AppConfig() + + def load(self) -> AppConfig: + """ + Load configuration from file and environment variables. + + Returns: + Loaded AppConfig instance + """ + # Load from file if specified + if self.config_path: + self._load_from_file(self.config_path) + else: + # Try default config + if os.path.exists(self.DEFAULT_CONFIG_PATH): + self._load_from_file(self.DEFAULT_CONFIG_PATH) + + # Apply environment variable overrides + self._apply_env_overrides() + + # Validate configuration + self._validate_config() + + return self.config + + def _load_from_file(self, config_path: str): + """Load configuration from YAML file.""" + if not YAML_AVAILABLE: + logger.warning("PyYAML not installed, skipping config file loading") + return + + try: + with open(config_path, 'r') as f: + data = yaml.safe_load(f) + + if not data: + return + + # Parse each section + if 'download' in data: + self.config.download = DownloadConfig(**data['download']) + if 'retry' in data: + self.config.retry = RetryConfig(**data['retry']) + if 'date_range' in data: + self.config.date_range = DateRangeConfig(**data['date_range']) + if 'logging' in data: + self.config.logging = LoggingConfig(**data['logging']) + if 'progress' in data: + self.config.progress = ProgressConfig(**data['progress']) + + logger.info(f"Loaded configuration from {config_path}") + + except Exception as e: + logger.error(f"Failed to load configuration from {config_path}: {e}") + raise + + def _apply_env_overrides(self): + """Apply environment variable overrides.""" + # Output directory + if os.environ.get('STORE_DIRECTORY'): + self.config.download.output_directory = os.environ['STORE_DIRECTORY'] + + # Log directory + if os.environ.get('LOG_DIR'): + self.config.logging.file = os.path.join(os.environ['LOG_DIR'], 'download.log') + + # Log level + if os.environ.get('LOG_LEVEL'): + self.config.logging.level = os.environ['LOG_LEVEL'] + + def _validate_config(self): + """Validate configuration values.""" + # Validate market type + if self.config.download.market_type not in ('spot', 'um', 'cm'): + raise ValueError(f"Invalid market_type: {self.config.download.market_type}") + + # Validate max_workers + if self.config.download.max_workers < 1: + raise ValueError(f"max_workers must be at least 1: {self.config.download.max_workers}") + + # Validate log level + valid_log_levels = ('DEBUG', 'INFO', 'WARNING', 'ERROR', 'CRITICAL') + if self.config.logging.level.upper() not in valid_log_levels: + raise ValueError(f"Invalid log level: {self.config.logging.level}") + + # Validate months + if not all(1 <= m <= 12 for m in self.config.date_range.months): + raise ValueError("Months must be between 1 and 12") + + def save(self, config_path: str): + """ + Save current configuration to YAML file. + + Args: + config_path: Path to save configuration file + """ + if not YAML_AVAILABLE: + logger.warning("PyYAML not installed, cannot save config file") + return + + try: + # Convert to dictionary + data = { + 'download': { + 'market_type': self.config.download.market_type, + 'max_workers': self.config.download.max_workers, + 'output_directory': self.config.download.output_directory, + 'download_checksum': self.config.download.download_checksum, + 'verify_checksum': self.config.download.verify_checksum, + 'skip_monthly': self.config.download.skip_monthly, + 'skip_daily': self.config.download.skip_daily, + }, + 'retry': { + 'max_retries': self.config.retry.max_retries, + 'initial_delay': self.config.retry.initial_delay, + 'exponential_backoff': self.config.retry.exponential_backoff, + }, + 'date_range': { + 'start_date': self.config.date_range.start_date, + 'end_date': self.config.date_range.end_date, + 'years': self.config.date_range.years, + 'months': self.config.date_range.months, + }, + 'logging': { + 'level': self.config.logging.level, + 'file': self.config.logging.file, + 'format': self.config.logging.format, + }, + 'progress': { + 'show_bar': self.config.progress.show_bar, + 'show_statistics': self.config.progress.show_statistics, + 'update_interval': self.config.progress.update_interval, + } + } + + # Create directory if needed + Path(config_path).parent.mkdir(parents=True, exist_ok=True) + + # Write to file + with open(config_path, 'w') as f: + yaml.dump(data, f, default_flow_style=False, sort_keys=False) + + logger.info(f"Saved configuration to {config_path}") + + except Exception as e: + logger.error(f"Failed to save configuration to {config_path}: {e}") + raise + + +def load_config(config_path: Optional[str] = None) -> AppConfig: + """ + Convenience function to load configuration. + + Args: + config_path: Optional path to configuration file + + Returns: + Loaded AppConfig instance + """ + loader = ConfigLoader(config_path) + return loader.load() diff --git a/src/binance_data_downloader/core/__init__.py b/src/binance_data_downloader/core/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/src/binance_data_downloader/core/base_downloader.py b/src/binance_data_downloader/core/base_downloader.py new file mode 100644 index 0000000..f7a88c7 --- /dev/null +++ b/src/binance_data_downloader/core/base_downloader.py @@ -0,0 +1,813 @@ +""" +Base Downloader + +This module provides the abstract base class for all data downloaders. +All specific downloaders inherit from BaseDownloader and implement +its abstract methods. +""" + +import logging +import os +from abc import ABC, abstractmethod +from concurrent.futures import ThreadPoolExecutor, as_completed +from datetime import date +from typing import List, Optional + +from ..core.checksum_verifier import ChecksumVerifier +from ..core.data_type_config import DataType, get_data_type_spec +from ..core.retry_handler import RetryHandler +from ..utils.date_utils import ( + convert_to_date_object, + get_default_end_date, + get_default_start_date, + is_date_in_range +) +from ..utils.file_operations import FileDownloader, get_all_symbols +from ..utils.path_builder import ( + get_data_path, + get_file_save_path, + get_checksum_filename +) +from ..utils.progress_tracker import ProgressTracker +from ..utils.symbol_dates import SymbolDateManager, get_symbol_date_manager, parse_date_filter + +logger = logging.getLogger(__name__) + + +class BaseDownloader(ABC): + """ + Abstract base class for all Binance data downloaders. + + Subclasses must implement the abstract methods to define + the specific data type behavior. + """ + + def __init__( + self, + trading_type: str, + file_downloader: Optional[FileDownloader] = None, + retry_handler: Optional[RetryHandler] = None, + checksum_verifier: Optional[ChecksumVerifier] = None, + max_workers: int = 10, + stop_on_continuous_failures: int = 50, + symbol_date_manager: Optional[SymbolDateManager] = None, + use_symbol_dates: bool = True + ): + """ + Initialize the downloader. + + Args: + trading_type: Market type ('spot', 'um', or 'cm') + file_downloader: Optional custom file downloader + retry_handler: Optional custom retry handler + checksum_verifier: Optional custom checksum verifier + max_workers: Maximum number of threads for parallel downloads + stop_on_continuous_failures: Stop download if N consecutive files fail (0 to disable) + symbol_date_manager: Optional SymbolDateManager for start date lookup + use_symbol_dates: Whether to use symbol date cache to avoid unnecessary requests + """ + self.trading_type = trading_type + self.file_downloader = file_downloader or FileDownloader() + self.retry_handler = retry_handler or RetryHandler() + self.checksum_verifier = checksum_verifier or ChecksumVerifier() + self.max_workers = max_workers + self.stop_on_continuous_failures = stop_on_continuous_failures + self.consecutive_failures = 0 + self.symbol_date_manager = symbol_date_manager + self.use_symbol_dates = use_symbol_dates + + # Get data type specification + self.data_type = self.get_data_type() + self.data_type_spec = get_data_type_spec(DataType(self.data_type)) + + if not self.data_type_spec: + raise ValueError(f"Unknown data type: {self.data_type}") + + # Validate market type support + self._validate_market_type() + + def _validate_market_type(self): + """Validate that the data type supports the specified market.""" + # Option is a special case - independent market + if self.data_type == 'option': + if self.trading_type not in ('option', 'spot', 'um', 'cm'): + raise ValueError(f"Invalid trading_type for option data: {self.trading_type}. Use 'option'") + return + + if self.trading_type == 'spot' and not self.data_type_spec.supports_spot: + raise ValueError(f"{self.data_type} is not supported for spot market") + if self.trading_type == 'um' and not self.data_type_spec.supports_um: + raise ValueError(f"{self.data_type} is not supported for USD-M futures") + if self.trading_type == 'cm' and not self.data_type_spec.supports_cm: + raise ValueError(f"{self.data_type} is not supported for COIN-M futures") + if self.trading_type == 'option' and self.data_type != 'option': + raise ValueError(f"Only option data type supports 'option' trading_type") + + @abstractmethod + def get_data_type(self) -> str: + """ + Return the data type identifier. + + Returns: + Data type string (e.g., 'klines', 'trades', 'aggTrades') + """ + pass + + @abstractmethod + def supports_intervals(self) -> bool: + """ + Check if this data type supports interval parameter. + + Returns: + True if intervals are supported, False otherwise + """ + pass + + @abstractmethod + def format_monthly_filename( + self, + symbol: str, + interval: Optional[str], + year: str, + month: int + ) -> str: + """ + Format a monthly data filename. + + Args: + symbol: Trading symbol + interval: Kline interval (None if not supported) + year: Year as string + month: Month (1-12) + + Returns: + Formatted filename + """ + pass + + @abstractmethod + def format_daily_filename( + self, + symbol: str, + interval: Optional[str], + date_str: str + ) -> str: + """ + Format a daily data filename. + + Args: + symbol: Trading symbol + interval: Kline interval (None if not supported) + date_str: Date string in YYYY-MM-DD format + + Returns: + Formatted filename + """ + pass + + def download_monthly( + self, + symbols: List[str], + intervals: Optional[List[str]] = None, + years: Optional[List[str]] = None, + months: Optional[List[int]] = None, + start_date: Optional[str] = None, + end_date: Optional[str] = None, + folder: Optional[str] = None, + download_checksum: bool = False, + verify_checksum: bool = False, + skip_existing: bool = True, + progress_tracker: Optional[ProgressTracker] = None + ) -> int: + """ + Download monthly data files. + + Args: + symbols: List of trading symbols + intervals: List of kline intervals (for data types that support intervals) + years: List of years to download + months: List of months to download + start_date: Start date filter (YYYY-MM-DD) + end_date: End date filter (YYYY-MM-DD) + folder: Output folder + download_checksum: Whether to download checksum files + verify_checksum: Whether to verify checksums after download + skip_existing: Whether to skip already downloaded files + progress_tracker: Optional progress tracker + + Returns: + Number of successfully downloaded files + """ + if not self.data_type_spec.supports_monthly: + logger.info(f"{self.data_type} does not have monthly files") + return 0 + + # Set defaults + if not intervals: + intervals = [None] if not self.supports_intervals() else [] + if not years: + years = ['2020', '2021', '2022', '2023', '2024', '2025'] + if not months: + months = list(range(1, 13)) + + # Parse date filters + start_date_obj = convert_to_date_object(start_date) if start_date else get_default_start_date() + end_date_obj = convert_to_date_object(end_date) if end_date else get_default_end_date() + + # Display save location + save_location = folder if folder else os.environ.get('STORE_DIRECTORY', os.getcwd()) + logger.info(f"Download location: {save_location}") + + downloaded_count = 0 + should_stop_early = False + + for symbol in symbols: + logger.info(f"Downloading monthly {self.data_type} for {symbol}") + consecutive_failures = 0 # Reset counter for each symbol + max_consecutive_failures = 100 # Stop after 100 consecutive failures for one symbol + + # Get symbol's effective start date from cache if available + symbol_effective_dates = {} + if self.use_symbol_dates: + intervals_to_check = intervals if intervals else [None] + for interval in intervals_to_check: + cached_start = self._get_symbol_start_from_cache(symbol, interval) + if cached_start: + symbol_effective_dates[interval] = cached_start + logger.info(f" Known start date for {symbol}" + + (f" ({interval}): " if interval else ": ") + + cached_start) + + # Prepare download tasks + tasks = [] + intervals_to_process = intervals if intervals else [None] + + for interval in intervals_to_process: + for year in years: + for month in months: + # Check date range + current_date = convert_to_date_object(f'{year}-{month:02d}-01') + if not is_date_in_range(f'{year}-{month:02d}-01', start_date_obj, end_date_obj): + continue + + # Skip if before symbol's known start date + if interval in symbol_effective_dates: + if self._is_date_before_symbol_start( + f'{year}-{month:02d}-01', + symbol_effective_dates[interval] + ): + continue + elif None in symbol_effective_dates and interval is None: + if self._is_date_before_symbol_start( + f'{year}-{month:02d}-01', + symbol_effective_dates[None] + ): + continue + + tasks.append((symbol, interval, year, month)) + + # Download with thread pool + with ThreadPoolExecutor(max_workers=self.max_workers) as executor: + futures = {} + for symbol, interval, year, month in tasks: + future = executor.submit( + self._download_monthly_file, + symbol, interval, year, month, + folder, download_checksum, verify_checksum, skip_existing + ) + futures[future] = (symbol, year, month) + + for future in as_completed(futures): + if should_stop_early: + break + + symbol, year, month = futures[future] + try: + result = future.result() + if result == "skipped": + # File already exists + consecutive_failures = 0 + elif result: + # Download succeeded + downloaded_count += 1 + consecutive_failures = 0 + else: + # Download failed + consecutive_failures += 1 + if consecutive_failures >= max_consecutive_failures: + logger.warning(f"Detected {consecutive_failures} consecutive download failures.") + logger.warning(f"Data may not be available for the requested date range.") + logger.warning(f"Please specify a more recent date range using -startDate and -endDate.") + logger.warning(f"Example: -startDate 2023-06-20 -endDate 2026-01-18") + logger.warning(f"Stopping download early to avoid excessive failures.") + should_stop_early = True + break + + if progress_tracker: + is_skipped = (result == "skipped") + is_success = (result == True) + progress_tracker.update(symbol, is_success, skipped=is_skipped) + + except Exception as e: + logger.error(f"Error downloading {symbol} for {year}-{month:02d}: {e}") + consecutive_failures += 1 + if progress_tracker: + progress_tracker.update(symbol, False, skipped=False) + + if should_stop_early: + break + + return downloaded_count + + def _download_monthly_file( + self, + symbol: str, + interval: Optional[str], + year: str, + month: int, + folder: Optional[str], + download_checksum: bool, + verify_checksum: bool, + skip_existing: bool + ) -> bool: + """Download a single monthly file.""" + # Format filename + filename = self.format_monthly_filename(symbol, interval, year, month) + + # Build paths + data_path = get_data_path( + self.trading_type, + self.data_type_spec.path_segment, + "monthly", + symbol, + interval + ) + + save_path = get_file_save_path( + self.trading_type, + self.data_type_spec.path_segment, + "monthly", + symbol, + filename, + folder, + interval=interval + ) + + # Check if file exists + if skip_existing and os.path.exists(save_path): + logger.info(f"File already exists, skipping: {os.path.basename(save_path)}") + return "skipped" + + # Build date string for logging + date_str = f"{year}-{month:02d}" + + # Download data file + success = self.file_downloader.download_file( + data_path, + filename, + save_path, + symbol=symbol, + date_str=date_str + ) + + # Download and verify checksum + if success and download_checksum: + checksum_filename = get_checksum_filename(filename) + checksum_save_path = save_path + ".CHECKSUM" + self.file_downloader.download_file(data_path, checksum_filename, checksum_save_path) + + if verify_checksum: + self.checksum_verifier.verify_checksum(save_path, checksum_save_path) + + return success + + def download_daily( + self, + symbols: List[str], + intervals: Optional[List[str]] = None, + dates: Optional[List[str]] = None, + start_date: Optional[str] = None, + end_date: Optional[str] = None, + folder: Optional[str] = None, + download_checksum: bool = False, + verify_checksum: bool = False, + skip_existing: bool = True, + progress_tracker: Optional[ProgressTracker] = None + ) -> int: + """ + Download daily data files with multi-threading support. + + Args: + symbols: List of trading symbols + intervals: List of kline intervals (for data types that support intervals) + dates: List of specific dates to download + start_date: Start date filter (YYYY-MM-DD) + end_date: End date filter (YYYY-MM-DD) + folder: Output folder + download_checksum: Whether to download checksum files + verify_checksum: Whether to verify checksums after download + skip_existing: Whether to skip already downloaded files + progress_tracker: Optional progress tracker + + Returns: + Number of successfully downloaded files + """ + if not self.data_type_spec.supports_daily: + logger.info(f"{self.data_type} does not have daily files") + return 0 + + # Parse date filters + start_date_obj = convert_to_date_object(start_date) if start_date else get_default_start_date() + end_date_obj = convert_to_date_object(end_date) if end_date else get_default_end_date() + + # Display save location + save_location = folder if folder else os.environ.get('STORE_DIRECTORY', os.getcwd()) + logger.info(f"Download location: {save_location}") + + downloaded_count = 0 + should_stop_early = False + + for symbol in symbols: + logger.info(f"Downloading daily {self.data_type} for {symbol}") + consecutive_failures = 0 # Reset counter for each symbol + max_consecutive_failures = 100 # Stop after 100 consecutive failures for one symbol + + # Get symbol's effective start date from cache if available + symbol_effective_dates = {} + if self.use_symbol_dates: + intervals_to_check = intervals if intervals else [None] + for interval in intervals_to_check: + cached_start = self._get_symbol_start_from_cache(symbol, interval) + if cached_start: + symbol_effective_dates[interval] = cached_start + logger.info(f" Known start date for {symbol}" + + (f" ({interval}): " if interval else ": ") + + cached_start) + + # Prepare download tasks + tasks = [] + intervals_to_process = intervals if intervals else [None] + + for interval in intervals_to_process: + dates_to_process = dates if dates else self._generate_date_range(start_date_obj, end_date_obj) + + for date_str in dates_to_process: + # Check date range + if not is_date_in_range(date_str, start_date_obj, end_date_obj): + continue + + # Skip if before symbol's known start date + if interval in symbol_effective_dates: + if self._is_date_before_symbol_start( + date_str, + symbol_effective_dates[interval] + ): + continue + elif None in symbol_effective_dates and interval is None: + if self._is_date_before_symbol_start( + date_str, + symbol_effective_dates[None] + ): + continue + + tasks.append((symbol, interval, date_str)) + + # Download with thread pool + with ThreadPoolExecutor(max_workers=self.max_workers) as executor: + futures = {} + for symbol, interval, date_str in tasks: + future = executor.submit( + self._download_daily_file, + symbol, interval, date_str, + folder, download_checksum, verify_checksum, skip_existing + ) + futures[future] = (symbol, date_str) + + for future in as_completed(futures): + if should_stop_early: + break + + symbol, date_str = futures[future] + try: + result = future.result() + if result == "skipped": + # File already exists + consecutive_failures = 0 + elif result: + # Download succeeded + downloaded_count += 1 + consecutive_failures = 0 + else: + # Download failed + consecutive_failures += 1 + if consecutive_failures >= max_consecutive_failures: + logger.warning(f"Detected {consecutive_failures} consecutive download failures.") + logger.warning(f"Data may not be available for the requested date range.") + logger.warning(f"Please specify a more recent date range using -startDate and -endDate.") + logger.warning(f"Example: -startDate 2023-06-20 -endDate 2026-01-18") + logger.warning(f"Stopping download early to avoid excessive failures.") + should_stop_early = True + break + + if progress_tracker: + is_skipped = (result == "skipped") + is_success = (result == True) + progress_tracker.update(symbol, is_success, skipped=is_skipped) + + except Exception as e: + logger.error(f"Error downloading {symbol} for {date_str}: {e}") + consecutive_failures += 1 + if progress_tracker: + progress_tracker.update(symbol, False, skipped=False) + + if should_stop_early: + break + + return downloaded_count + + def _download_daily_file( + self, + symbol: str, + interval: Optional[str], + date_str: str, + folder: Optional[str], + download_checksum: bool, + verify_checksum: bool, + skip_existing: bool + ) -> bool: + """Download a single daily file.""" + # Format filename + filename = self.format_daily_filename(symbol, interval, date_str) + + # Build paths + data_path = get_data_path( + self.trading_type, + self.data_type_spec.path_segment, + "daily", + symbol, + interval + ) + + save_path = get_file_save_path( + self.trading_type, + self.data_type_spec.path_segment, + "daily", + symbol, + filename, + folder, + interval=interval + ) + + # Check if file exists + if skip_existing and os.path.exists(save_path): + logger.info(f"File already exists, skipping: {os.path.basename(save_path)}") + return "skipped" + + # Download data file with symbol and date info + success = self.file_downloader.download_file( + data_path, + filename, + save_path, + symbol=symbol, + date_str=date_str + ) + + # Download and verify checksum + if success and download_checksum: + checksum_filename = get_checksum_filename(filename) + checksum_save_path = save_path + ".CHECKSUM" + self.file_downloader.download_file(data_path, checksum_filename, checksum_save_path) + + if verify_checksum: + self.checksum_verifier.verify_checksum(save_path, checksum_save_path) + + return success + + def _generate_date_range(self, start_date: date, end_date: date) -> List[str]: + """Generate a list of date strings between start and end dates.""" + from datetime import timedelta + delta = end_date - start_date + return [ + (start_date + timedelta(days=i)).strftime("%Y-%m-%d") + for i in range(delta.days + 1) + ] + + def get_local_date_range( + self, + symbol: str, + folder: Optional[str], + time_period: str = "daily" + ) -> Tuple[Optional[str], Optional[str]]: + """ + Get the start and end dates of locally downloaded files for a symbol. + + Args: + symbol: Trading symbol + folder: Folder where data is stored + time_period: 'daily' or 'monthly' + + Returns: + Tuple of (start_date, end_date) as YYYY-MM-DD strings, or (None, None) if no local data found + """ + from datetime import datetime + from ..utils.path_builder import get_data_save_folder + + save_folder = get_data_save_folder( + self.trading_type, + self.data_type_spec.path_segment, + time_period, + symbol, + folder + ) + + if not os.path.exists(save_folder): + return None, None + + # Get all zip files in the folder + files = [f for f in os.listdir(save_folder) if f.endswith('.zip') and not f.endswith('.CHECKSUM')] + + if not files: + return None, None + + # Extract dates from filenames + dates = [] + for filename in files: + # Try to extract date from filename + # Format: SYMBOL-dataType-YYYY-MM-DD.zip or SYMBOL-dataType-YYYY-MM.zip (monthly) + import re + # Match date patterns + daily_match = re.search(r'(\d{4}-\d{2}-\d{2})', filename) + monthly_match = re.search(r'(\d{4})-(\d{2})\.zip$', filename) + + if daily_match: + dates.append(daily_match.group(1)) + elif monthly_match: + # Convert monthly to first day of month + year, month = monthly_match.groups() + dates.append(f"{year}-{month}-01") + + if not dates: + return None, None + + dates.sort() + return dates[0], dates[-1] + + def get_missing_date_ranges( + self, + symbol: str, + web_start_date: str, + web_end_date: str, + folder: Optional[str], + time_period: str = "daily" + ) -> List[Tuple[str, str]]: + """ + Get missing date ranges by comparing local files with available web data. + + Args: + symbol: Trading symbol + web_start_date: Start date of available data on web (YYYY-MM-DD) + web_end_date: End date of available data on web (YYYY-MM-DD) + folder: Folder where data is stored + time_period: 'daily' or 'monthly' + + Returns: + List of (start_date, end_date) tuples representing missing date ranges + """ + local_start, local_end = self.get_local_date_range(symbol, folder, time_period) + + if not local_start or not local_end: + # No local data, return full web range + return [(web_start_date, web_end_date)] + + # Convert to date objects for comparison + from datetime import datetime + web_start = datetime.strptime(web_start_date, "%Y-%m-%d").date() + web_end = datetime.strptime(web_end_date, "%Y-%m-%d").date() + local_start_date = datetime.strptime(local_start, "%Y-%m-%d").date() + local_end_date = datetime.strptime(local_end, "%Y-%m-%d").date() + + missing_ranges = [] + + # Check for missing data before local range + if web_start < local_start_date: + from datetime import timedelta + missing_end = local_start_date - timedelta(days=1) + missing_ranges.append((web_start.strftime("%Y-%m-%d"), missing_end.strftime("%Y-%m-%d"))) + logger.info(f"Found missing data before local range: {web_start.strftime('%Y-%m-%d')} to {missing_end.strftime('%Y-%m-%d')}") + + # Check for missing data after local range + if web_end > local_end_date: + from datetime import timedelta + missing_start = local_end_date + timedelta(days=1) + missing_ranges.append((missing_start.strftime("%Y-%m-%d"), web_end.strftime("%Y-%m-%d"))) + logger.info(f"Found missing data after local range: {missing_start.strftime('%Y-%m-%d')} to {web_end.strftime('%Y-%m-%d')}") + + if not missing_ranges: + logger.info(f"Local data is up to date for {symbol}: {local_start} to {local_end}") + + return missing_ranges + + @staticmethod + def fetch_symbols(market_type: str) -> List[str]: + """ + Fetch all trading symbols from Binance API. + + Args: + market_type: Market type ('spot', 'um', or 'cm') + + Returns: + List of trading symbols + """ + return get_all_symbols(market_type) + + def _get_symbol_start_from_cache( + self, + symbol: str, + interval: Optional[str] = None + ) -> Optional[str]: + """ + Get the known start date for a symbol from the cache. + + Args: + symbol: Trading symbol + interval: Kline interval (optional) + + Returns: + Start date as YYYY-MM-DD string, or None if not found + """ + if not self.use_symbol_dates: + return None + + # Use provided manager or get default instance + manager = self.symbol_date_manager + if not manager: + manager = get_symbol_date_manager() + + if not manager or not manager.is_cache_available(): + return None + + return manager.get_symbol_start_date( + self.trading_type, + self.data_type, + symbol, + interval + ) + + def _is_date_before_symbol_start( + self, + date_str: str, + symbol_start: str + ) -> bool: + """ + Check if a date is before the symbol's start date. + + Args: + date_str: Date to check (YYYY-MM-DD) + symbol_start: Symbol's start date (YYYY-MM-DD) + + Returns: + True if date_str is before symbol_start + """ + try: + return date_str < symbol_start + except (ValueError, TypeError): + return False + + def get_effective_date_range( + self, + symbol: str, + interval: Optional[str] = None, + requested_start: Optional[str] = None + ) -> Tuple[str, str]: + """ + Get the effective date range for downloading a symbol's data. + + Takes into account both the requested date range and the symbol's + actual known start date from the cache. + + Args: + symbol: Trading symbol + interval: Kline interval (optional) + requested_start: User-requested start date (YYYY-MM-DD) + + Returns: + Tuple of (effective_start_date, end_date) + """ + from datetime import datetime + + # Get symbol's start date from cache + symbol_start = self._get_symbol_start_from_cache(symbol, interval) + + if symbol_start: + # Use the later of requested start or symbol start + if requested_start: + effective_start = max(symbol_start, requested_start) + else: + effective_start = symbol_start + logger.info(f" Using cached start date for {symbol}: {effective_start}") + else: + effective_start = requested_start or get_default_start_date().strftime("%Y-%m-%d") + + end_date = get_default_end_date().strftime("%Y-%m-%d") + + return effective_start, end_date diff --git a/src/binance_data_downloader/core/checksum_verifier.py b/src/binance_data_downloader/core/checksum_verifier.py new file mode 100644 index 0000000..4bf89f8 --- /dev/null +++ b/src/binance_data_downloader/core/checksum_verifier.py @@ -0,0 +1,205 @@ +""" +Checksum Verifier + +This module provides SHA256 checksum verification for downloaded files. +Supports cross-platform verification (Linux, macOS, Windows). +""" + +import hashlib +import logging +import os +import platform +import subprocess +from pathlib import Path +from typing import Optional + +logger = logging.getLogger(__name__) + + +class ChecksumVerifier: + """ + Verifies SHA256 checksums of downloaded files. + + Uses platform-appropriate tools: + - Linux: sha256sum + - macOS: shasum -a 256 + - Windows: Python hashlib (fallback for all platforms) + """ + + def __init__(self, use_platform_tool: bool = True): + """ + Initialize the checksum verifier. + + Args: + use_platform_tool: Whether to use platform-specific tools (sha256sum/shasum) + or fall back to pure Python implementation + """ + self.use_platform_tool = use_platform_tool + self.platform = platform.system() + self._verify_platform_tool() + + def _verify_platform_tool(self) -> bool: + """Check if platform-specific checksum tool is available.""" + if not self.use_platform_tool: + return False + + tool_name = self._get_platform_tool_name() + if not tool_name: + return False + + try: + subprocess.run( + [tool_name, "--version"], + capture_output=True, + check=True, + timeout=5 + ) + return True + except (subprocess.CalledProcessError, FileNotFoundError, subprocess.TimeoutExpired): + logger.debug(f"Platform checksum tool '{tool_name}' not available, using Python hashlib") + return False + + def _get_platform_tool_name(self) -> Optional[str]: + """Get the platform-specific checksum tool name.""" + if self.platform == "Linux": + return "sha256sum" + elif self.platform == "Darwin": # macOS + return "shasum" + return None + + def calculate_checksum(self, file_path: str) -> Optional[str]: + """ + Calculate SHA256 checksum of a file. + + Args: + file_path: Path to the file + + Returns: + Hexadecimal checksum string, or None if calculation fails + """ + if not os.path.exists(file_path): + logger.error(f"File not found for checksum calculation: {file_path}") + return None + + # Try platform-specific tool first + if self.use_platform_tool and self.platform in ("Linux", "Darwin"): + checksum = self._calculate_with_platform_tool(file_path) + if checksum: + return checksum + + # Fall back to Python implementation + return self._calculate_with_hashlib(file_path) + + def _calculate_with_platform_tool(self, file_path: str) -> Optional[str]: + """Calculate checksum using platform-specific tool.""" + tool_name = self._get_platform_tool_name() + if not tool_name: + return None + + try: + cmd = [tool_name] + if self.platform == "Darwin": + cmd.extend(["-a", "256"]) + cmd.append(file_path) + + result = subprocess.run( + cmd, + capture_output=True, + text=True, + check=True, + timeout=300 # 5 minute timeout for large files + ) + + # Output format: "checksum filename" + output = result.stdout.strip() + checksum = output.split()[0] + return checksum + except (subprocess.CalledProcessError, subprocess.TimeoutExpired) as e: + logger.warning(f"Platform checksum tool failed: {e}") + return None + + def _calculate_with_hashlib(self, file_path: str) -> Optional[str]: + """Calculate checksum using Python hashlib.""" + try: + sha256_hash = hashlib.sha256() + with open(file_path, "rb") as f: + # Read in chunks to handle large files + for byte_block in iter(lambda: f.read(4096), b""): + sha256_hash.update(byte_block) + return sha256_hash.hexdigest() + except Exception as e: + logger.error(f"Failed to calculate checksum with hashlib: {e}") + return None + + def verify_checksum(self, file_path: str, checksum_file_path: str) -> bool: + """ + Verify a file's checksum against its CHECKSUM file. + + Args: + file_path: Path to the data file + checksum_file_path: Path to the .CHECKSUM file + + Returns: + True if checksum matches, False otherwise + """ + if not os.path.exists(checksum_file_path): + logger.error(f"Checksum file not found: {checksum_file_path}") + return False + + # Read expected checksum from .CHECKSUM file + try: + with open(checksum_file_path, 'r') as f: + checksum_content = f.read().strip() + # Format: "checksum filename" + expected_checksum = checksum_content.split()[0] + except Exception as e: + logger.error(f"Failed to read checksum file: {e}") + return False + + # Calculate actual checksum + actual_checksum = self.calculate_checksum(file_path) + if actual_checksum is None: + return False + + # Compare checksums + if actual_checksum.lower() == expected_checksum.lower(): + logger.info(f"Checksum verified: {file_path}") + return True + else: + logger.error( + f"Checksum mismatch for {file_path}\n" + f"Expected: {expected_checksum}\n" + f"Actual: {actual_checksum}" + ) + return False + + def download_and_verify_checksum( + self, + file_path: str, + checksum_file_path: str + ) -> tuple[bool, Optional[str]]: + """ + Download checksum file and verify data file. + + Args: + file_path: Path to the data file + checksum_file_path: Path where checksum file should be + + Returns: + Tuple of (success: bool, message: str) + """ + if not os.path.exists(file_path): + return False, f"Data file not found: {file_path}" + + if not os.path.exists(checksum_file_path): + return False, f"Checksum file not found: {checksum_file_path}" + + is_valid = self.verify_checksum(file_path, checksum_file_path) + if is_valid: + return True, "Checksum verification passed" + else: + return False, "Checksum verification failed" + + +# Default checksum verifier instance +default_verifier = ChecksumVerifier() diff --git a/src/binance_data_downloader/core/data_type_config.py b/src/binance_data_downloader/core/data_type_config.py new file mode 100644 index 0000000..d1d9784 --- /dev/null +++ b/src/binance_data_downloader/core/data_type_config.py @@ -0,0 +1,247 @@ +""" +Data Type Configuration Registry + +This module defines all supported data types for Binance public data downloaders. +It provides a centralized registry of data type specifications including market support, +path components, and file naming patterns. +""" + +from dataclasses import dataclass +from enum import Enum +from typing import Dict, List, Optional, Set + + +class DataType(Enum): + """Enumeration of all supported Binance data types.""" + KLINES = "klines" + TRADES = "trades" + AGG_TRADES = "aggTrades" + INDEX_PRICE_KLINES = "indexPriceKlines" + MARK_PRICE_KLINES = "markPriceKlines" + PREMIUM_INDEX_KLINES = "premiumIndexKlines" + FUNDING_RATE = "fundingRate" + LIQUIDATION_SNAPSHOT = "liquidationSnapshot" + BOOK_TICKER = "bookTicker" + DEPTH = "depth" + OPTION = "option" + + +@dataclass +class DataTypeSpec: + """ + Specification for a data type. + + Attributes: + data_type: The DataType enum value + path_segment: URL path segment for this data type + supports_spot: Whether this data type is available for spot market + supports_um: Whether this data type is available for USD-M futures + supports_cm: Whether this data type is available for COIN-M futures + supports_intervals: Whether this data type supports interval parameter + supports_monthly: Whether monthly files are available + supports_daily: Whether daily files are available + has_interval_in_path: Whether interval appears in file path + """ + data_type: DataType + path_segment: str + supports_spot: bool + supports_um: bool + supports_cm: bool + supports_intervals: bool + supports_monthly: bool + supports_daily: bool + has_interval_in_path: bool + + +# Data Type Registry +# Maps each DataType to its specification +DATA_TYPE_REGISTRY: Dict[DataType, DataTypeSpec] = { + DataType.KLINES: DataTypeSpec( + data_type=DataType.KLINES, + path_segment="klines", + supports_spot=True, + supports_um=True, + supports_cm=True, + supports_intervals=True, + supports_monthly=True, + supports_daily=True, + has_interval_in_path=True + ), + DataType.TRADES: DataTypeSpec( + data_type=DataType.TRADES, + path_segment="trades", + supports_spot=True, + supports_um=True, + supports_cm=True, + supports_intervals=False, + supports_monthly=True, + supports_daily=True, + has_interval_in_path=False + ), + DataType.AGG_TRADES: DataTypeSpec( + data_type=DataType.AGG_TRADES, + path_segment="aggTrades", + supports_spot=True, + supports_um=True, + supports_cm=True, + supports_intervals=False, + supports_monthly=True, + supports_daily=True, + has_interval_in_path=False + ), + DataType.INDEX_PRICE_KLINES: DataTypeSpec( + data_type=DataType.INDEX_PRICE_KLINES, + path_segment="indexPriceKlines", + supports_spot=False, + supports_um=True, + supports_cm=True, + supports_intervals=True, + supports_monthly=True, + supports_daily=True, + has_interval_in_path=True + ), + DataType.MARK_PRICE_KLINES: DataTypeSpec( + data_type=DataType.MARK_PRICE_KLINES, + path_segment="markPriceKlines", + supports_spot=False, + supports_um=True, + supports_cm=True, + supports_intervals=True, + supports_monthly=True, + supports_daily=True, + has_interval_in_path=True + ), + DataType.PREMIUM_INDEX_KLINES: DataTypeSpec( + data_type=DataType.PREMIUM_INDEX_KLINES, + path_segment="premiumIndexKlines", + supports_spot=False, + supports_um=True, + supports_cm=False, + supports_intervals=True, + supports_monthly=True, + supports_daily=True, + has_interval_in_path=True + ), + DataType.FUNDING_RATE: DataTypeSpec( + data_type=DataType.FUNDING_RATE, + path_segment="fundingRate", + supports_spot=False, + supports_um=True, + supports_cm=True, + supports_intervals=False, + supports_monthly=True, + supports_daily=False, # Funding rate only has monthly data, not daily + has_interval_in_path=False + ), + DataType.LIQUIDATION_SNAPSHOT: DataTypeSpec( + data_type=DataType.LIQUIDATION_SNAPSHOT, + path_segment="liquidationSnapshot", + supports_spot=False, + supports_um=False, + supports_cm=True, + supports_intervals=False, + supports_monthly=False, + supports_daily=True, + has_interval_in_path=False + ), + DataType.BOOK_TICKER: DataTypeSpec( + data_type=DataType.BOOK_TICKER, + path_segment="bookTicker", + supports_spot=False, + supports_um=True, + supports_cm=True, + supports_intervals=False, + supports_monthly=False, + supports_daily=True, + has_interval_in_path=False + ), + DataType.DEPTH: DataTypeSpec( + data_type=DataType.DEPTH, + path_segment="depth", + supports_spot=True, + supports_um=True, + supports_cm=False, + supports_intervals=False, + supports_monthly=False, + supports_daily=True, + has_interval_in_path=False + ), + DataType.OPTION: DataTypeSpec( + data_type=DataType.OPTION, + path_segment="BVOLIndex", + supports_spot=False, + supports_um=False, + supports_cm=False, + supports_intervals=False, + supports_monthly=False, + supports_daily=True, + has_interval_in_path=False + ), +} + + +def get_data_type_spec(data_type: DataType) -> Optional[DataTypeSpec]: + """ + Get the specification for a given data type. + + Args: + data_type: The DataType enum value + + Returns: + DataTypeSpec if found, None otherwise + """ + return DATA_TYPE_REGISTRY.get(data_type) + + +def get_supported_data_types(market_type: str) -> List[DataType]: + """ + Get all data types supported by a given market type. + + Args: + market_type: Market type ('spot', 'um', or 'cm') + + Returns: + List of DataType values supported by the market + """ + supported = [] + for data_type, spec in DATA_TYPE_REGISTRY.items(): + if market_type == 'spot' and spec.supports_spot: + supported.append(data_type) + elif market_type == 'um' and spec.supports_um: + supported.append(data_type) + elif market_type == 'cm' and spec.supports_cm: + supported.append(data_type) + return supported + + +def get_all_data_types() -> List[DataType]: + """Get all available data types.""" + return list(DataType) + + +def is_interval_supported(data_type: DataType) -> bool: + """ + Check if a data type supports interval parameter. + + Args: + data_type: The DataType to check + + Returns: + True if intervals are supported, False otherwise + """ + spec = get_data_type_spec(data_type) + return spec.supports_intervals if spec else False + + +def get_path_segment(data_type: DataType) -> Optional[str]: + """ + Get the URL path segment for a data type. + + Args: + data_type: The DataType enum value + + Returns: + Path segment string or None if not found + """ + spec = get_data_type_spec(data_type) + return spec.path_segment if spec else None diff --git a/src/binance_data_downloader/core/retry_handler.py b/src/binance_data_downloader/core/retry_handler.py new file mode 100644 index 0000000..d1a4160 --- /dev/null +++ b/src/binance_data_downloader/core/retry_handler.py @@ -0,0 +1,128 @@ +""" +Retry Handler + +This module provides retry mechanism for downloads with exponential backoff. +""" + +import logging +import time +import urllib.request +from typing import Callable, Optional, Any + +logger = logging.getLogger(__name__) + + +class RetryHandler: + """ + Handles download retries with exponential backoff strategy. + + HTTP 404 errors are not retried as they indicate the file doesn't exist. + Other errors are retried up to max_retries times with exponential backoff. + """ + + def __init__( + self, + max_retries: int = 3, + initial_delay: float = 1.0, + exponential_backoff: bool = True + ): + """ + Initialize the retry handler. + + Args: + max_retries: Maximum number of retry attempts + initial_delay: Initial delay in seconds before first retry (reduced for faster failure detection) + exponential_backoff: Whether to use exponential backoff (doubling delay each retry) + """ + self.max_retries = max_retries + self.initial_delay = initial_delay + self.exponential_backoff = exponential_backoff + + def execute_with_retry( + self, + func: Callable[..., Any], + *args: Any, + **kwargs: Any + ) -> Optional[Any]: + """ + Execute a function with retry logic. + + Args: + func: The function to execute + *args: Positional arguments to pass to the function + **kwargs: Keyword arguments to pass to the function + + Returns: + The result of the function call, or None if all retries fail + """ + last_exception = None + delay = self.initial_delay + + for attempt in range(self.max_retries + 1): + try: + return func(*args, **kwargs) + except urllib.error.HTTPError as e: + # Don't retry 404 errors - file doesn't exist + if e.code == 404: + logger.debug(f"File not found (404), not retrying: {e.url}") + return None + last_exception = e + if attempt < self.max_retries: + logger.warning( + f"HTTP error on attempt {attempt + 1}/{self.max_retries + 1}: {e}" + ) + time.sleep(delay) + if self.exponential_backoff: + delay *= 2 + else: + logger.error(f"Max retries reached for HTTP error: {e}") + except urllib.error.URLError as e: + last_exception = e + if attempt < self.max_retries: + logger.warning( + f"URL error on attempt {attempt + 1}/{self.max_retries + 1}: {e}" + ) + time.sleep(delay) + if self.exponential_backoff: + delay *= 2 + else: + logger.error(f"Max retries reached for URL error: {e}") + except Exception as e: + last_exception = e + if attempt < self.max_retries: + logger.warning( + f"Unexpected error on attempt {attempt + 1}/{self.max_retries + 1}: {e}" + ) + time.sleep(delay) + if self.exponential_backoff: + delay *= 2 + else: + logger.error(f"Max retries reached for unexpected error: {e}") + + logger.error(f"All retry attempts failed: {last_exception}") + return None + + def download_with_retry( + self, + url: str, + ssl_context: Any + ) -> Optional[Any]: + """ + Download a URL with retry logic. + + Args: + url: The URL to download + ssl_context: SSL context for secure connections + + Returns: + The file-like object from urllib.request.urlopen, or None if failed + """ + def _download(): + logger.debug(f"Downloading: {url}") + return urllib.request.urlopen(url, context=ssl_context, timeout=30) + + return self.execute_with_retry(_download) + + +# Default retry handler instance +default_retry_handler = RetryHandler() diff --git a/src/binance_data_downloader/downloaders/__init__.py b/src/binance_data_downloader/downloaders/__init__.py new file mode 100644 index 0000000..001be91 --- /dev/null +++ b/src/binance_data_downloader/downloaders/__init__.py @@ -0,0 +1,31 @@ +""" +Binance Data Downloaders + +This package contains all the specific downloader implementations. +""" + +from .kline_downloader import KlineDownloader +from .trade_downloader import TradeDownloader +from .agg_trade_downloader import AggTradeDownloader +from .index_price_downloader import IndexPriceDownloader +from .mark_price_downloader import MarkPriceDownloader +from .premium_index_downloader import PremiumIndexDownloader +from .funding_rate_downloader import FundingRateDownloader +from .liquidation_snapshot_downloader import LiquidationSnapshotDownloader +from .book_ticker_downloader import BookTickerDownloader +from .depth_downloader import DepthDownloader +from .option_downloader import OptionDownloader + +__all__ = [ + 'KlineDownloader', + 'TradeDownloader', + 'AggTradeDownloader', + 'IndexPriceDownloader', + 'MarkPriceDownloader', + 'PremiumIndexDownloader', + 'FundingRateDownloader', + 'LiquidationSnapshotDownloader', + 'BookTickerDownloader', + 'DepthDownloader', + 'OptionDownloader', +] diff --git a/src/binance_data_downloader/downloaders/agg_trade_downloader.py b/src/binance_data_downloader/downloaders/agg_trade_downloader.py new file mode 100644 index 0000000..d2d511a --- /dev/null +++ b/src/binance_data_downloader/downloaders/agg_trade_downloader.py @@ -0,0 +1,52 @@ +""" +Aggregated Trade Downloader + +Downloads aggregated trade data from Binance. +""" + +from typing import Optional + +from ..core.base_downloader import BaseDownloader + + +class AggTradeDownloader(BaseDownloader): + """ + Downloader for aggregated trade data. + + Supports all spot and futures markets. + """ + + def get_data_type(self) -> str: + """Return the data type identifier.""" + return "aggTrades" + + def supports_intervals(self) -> bool: + """Aggregated trades do not support interval parameter.""" + return False + + def format_monthly_filename( + self, + symbol: str, + interval: Optional[str], + year: str, + month: int + ) -> str: + """ + Format a monthly aggregated trades filename. + + Example: BTCUSDT-aggTrades-2023-01.zip + """ + return f"{symbol.upper()}-aggTrades-{year}-{month:02d}.zip" + + def format_daily_filename( + self, + symbol: str, + interval: Optional[str], + date_str: str + ) -> str: + """ + Format a daily aggregated trades filename. + + Example: BTCUSDT-aggTrades-2023-01-15.zip + """ + return f"{symbol.upper()}-aggTrades-{date_str}.zip" diff --git a/src/binance_data_downloader/downloaders/book_ticker_downloader.py b/src/binance_data_downloader/downloaders/book_ticker_downloader.py new file mode 100644 index 0000000..4d4e4c4 --- /dev/null +++ b/src/binance_data_downloader/downloaders/book_ticker_downloader.py @@ -0,0 +1,53 @@ +""" +Book Ticker Downloader + +Downloads book ticker (best bid/ask price) data from Binance. +""" + +from typing import Optional + +from ..core.base_downloader import BaseDownloader + + +class BookTickerDownloader(BaseDownloader): + """ + Downloader for book ticker data. + + Supports USD-M (um) and COIN-M (cm) futures markets. + Book ticker provides the best bid price, best ask price, and quantities. + """ + + def get_data_type(self) -> str: + """Return the data type identifier.""" + return "bookTicker" + + def supports_intervals(self) -> bool: + """Book tickers do not support interval parameter.""" + return False + + def format_monthly_filename( + self, + symbol: str, + interval: Optional[str], + year: str, + month: int + ) -> str: + """ + Book tickers are only available as daily files, not monthly. + + This method is not used for this data type. + """ + raise NotImplementedError("Book tickers are only available as daily files") + + def format_daily_filename( + self, + symbol: str, + interval: Optional[str], + date_str: str + ) -> str: + """ + Format a daily book ticker filename. + + Example: BTCUSDT-bookTicker-2023-01-15.zip + """ + return f"{symbol.upper()}-bookTicker-{date_str}.zip" diff --git a/src/binance_data_downloader/downloaders/depth_downloader.py b/src/binance_data_downloader/downloaders/depth_downloader.py new file mode 100644 index 0000000..2d0ff9a --- /dev/null +++ b/src/binance_data_downloader/downloaders/depth_downloader.py @@ -0,0 +1,53 @@ +""" +Depth Downloader + +Downloads order book depth data from Binance. +""" + +from typing import Optional + +from ..core.base_downloader import BaseDownloader + + +class DepthDownloader(BaseDownloader): + """ + Downloader for order book depth data. + + Supports spot and USD-M (um) futures markets. + Depth data provides the order book with bids and asks at various levels. + """ + + def get_data_type(self) -> str: + """Return the data type identifier.""" + return "depth" + + def supports_intervals(self) -> bool: + """Depth data does not support interval parameter.""" + return False + + def format_monthly_filename( + self, + symbol: str, + interval: Optional[str], + year: str, + month: int + ) -> str: + """ + Depth data is only available as daily files, not monthly. + + This method is not used for this data type. + """ + raise NotImplementedError("Depth data is only available as daily files") + + def format_daily_filename( + self, + symbol: str, + interval: Optional[str], + date_str: str + ) -> str: + """ + Format a daily depth filename. + + Example: BTCUSDT-depth-2023-01-15.zip + """ + return f"{symbol.upper()}-depth-{date_str}.zip" diff --git a/src/binance_data_downloader/downloaders/funding_rate_downloader.py b/src/binance_data_downloader/downloaders/funding_rate_downloader.py new file mode 100644 index 0000000..6023ef1 --- /dev/null +++ b/src/binance_data_downloader/downloaders/funding_rate_downloader.py @@ -0,0 +1,54 @@ +""" +Funding Rate Downloader + +Downloads funding rate history data from Binance futures. +""" + +from typing import Optional + +from ..core.base_downloader import BaseDownloader + + +class FundingRateDownloader(BaseDownloader): + """ + Downloader for funding rate history data. + + Supports USD-M (um) and COIN-M (cm) futures markets. + Funding rates are published daily and determine the periodic payments + between long and short position holders. + """ + + def get_data_type(self) -> str: + """Return the data type identifier.""" + return "fundingRate" + + def supports_intervals(self) -> bool: + """Funding rates do not support interval parameter.""" + return False + + def format_monthly_filename( + self, + symbol: str, + interval: Optional[str], + year: str, + month: int + ) -> str: + """ + Format a monthly funding rate filename. + + Example: BTCUSDT-fundingRate-2023-01.zip + """ + return f"{symbol.upper()}-fundingRate-{year}-{month:02d}.zip" + + def format_daily_filename( + self, + symbol: str, + interval: Optional[str], + date_str: str + ) -> str: + """ + Format a daily funding rate filename. + + Example: BTCUSDT-fundingRate-2023-01-15.zip + """ + return f"{symbol.upper()}-fundingRate-{date_str}.zip" diff --git a/src/binance_data_downloader/downloaders/index_price_downloader.py b/src/binance_data_downloader/downloaders/index_price_downloader.py new file mode 100644 index 0000000..333ad56 --- /dev/null +++ b/src/binance_data_downloader/downloaders/index_price_downloader.py @@ -0,0 +1,52 @@ +""" +Index Price Kline Downloader + +Downloads index price kline data from Binance futures. +""" + +from typing import Optional + +from ..core.base_downloader import BaseDownloader + + +class IndexPriceDownloader(BaseDownloader): + """ + Downloader for index price kline data. + + Supports USD-M (um) and COIN-M (cm) futures markets. + """ + + def get_data_type(self) -> str: + """Return the data type identifier.""" + return "indexPriceKlines" + + def supports_intervals(self) -> bool: + """Index price klines support interval parameter.""" + return True + + def format_monthly_filename( + self, + symbol: str, + interval: Optional[str], + year: str, + month: int + ) -> str: + """ + Format a monthly index price kline filename. + + Example: BTCUSDT-1h-2023-01.zip + """ + return f"{symbol.upper()}-{interval}-{year}-{month:02d}.zip" + + def format_daily_filename( + self, + symbol: str, + interval: Optional[str], + date_str: str + ) -> str: + """ + Format a daily index price kline filename. + + Example: BTCUSDT-1h-2023-01-15.zip + """ + return f"{symbol.upper()}-{interval}-{date_str}.zip" diff --git a/src/binance_data_downloader/downloaders/kline_downloader.py b/src/binance_data_downloader/downloaders/kline_downloader.py new file mode 100644 index 0000000..43abe26 --- /dev/null +++ b/src/binance_data_downloader/downloaders/kline_downloader.py @@ -0,0 +1,52 @@ +""" +Kline Downloader + +Downloads kline (candlestick) data from Binance. +""" + +from typing import Optional + +from ..core.base_downloader import BaseDownloader + + +class KlineDownloader(BaseDownloader): + """ + Downloader for kline (candlestick) data. + + Supports all spot and futures markets with various time intervals. + """ + + def get_data_type(self) -> str: + """Return the data type identifier.""" + return "klines" + + def supports_intervals(self) -> bool: + """Klines support interval parameter.""" + return True + + def format_monthly_filename( + self, + symbol: str, + interval: Optional[str], + year: str, + month: int + ) -> str: + """ + Format a monthly kline filename. + + Example: BTCUSDT-1h-2023-01.zip + """ + return f"{symbol.upper()}-{interval}-{year}-{month:02d}.zip" + + def format_daily_filename( + self, + symbol: str, + interval: Optional[str], + date_str: str + ) -> str: + """ + Format a daily kline filename. + + Example: BTCUSDT-1h-2023-01-15.zip + """ + return f"{symbol.upper()}-{interval}-{date_str}.zip" diff --git a/src/binance_data_downloader/downloaders/liquidation_snapshot_downloader.py b/src/binance_data_downloader/downloaders/liquidation_snapshot_downloader.py new file mode 100644 index 0000000..75cded9 --- /dev/null +++ b/src/binance_data_downloader/downloaders/liquidation_snapshot_downloader.py @@ -0,0 +1,53 @@ +""" +Liquidation Snapshot Downloader + +Downloads liquidation snapshot data from Binance futures. +""" + +from typing import Optional + +from ..core.base_downloader import BaseDownloader + + +class LiquidationSnapshotDownloader(BaseDownloader): + """ + Downloader for liquidation snapshot data. + + Supports COIN-M (cm) futures market only. + Liquidation snapshots show the state of forced liquidations. + """ + + def get_data_type(self) -> str: + """Return the data type identifier.""" + return "liquidationSnapshot" + + def supports_intervals(self) -> bool: + """Liquidation snapshots do not support interval parameter.""" + return False + + def format_monthly_filename( + self, + symbol: str, + interval: Optional[str], + year: str, + month: int + ) -> str: + """ + Liquidation snapshots are only available as daily files, not monthly. + + This method is not used for this data type. + """ + raise NotImplementedError("Liquidation snapshots are only available as daily files") + + def format_daily_filename( + self, + symbol: str, + interval: Optional[str], + date_str: str + ) -> str: + """ + Format a daily liquidation snapshot filename. + + Example: BTCUSD_PERP-liquidationSnapshot-2023-01-15.zip + """ + return f"{symbol.upper()}-liquidationSnapshot-{date_str}.zip" diff --git a/src/binance_data_downloader/downloaders/mark_price_downloader.py b/src/binance_data_downloader/downloaders/mark_price_downloader.py new file mode 100644 index 0000000..d5c2f77 --- /dev/null +++ b/src/binance_data_downloader/downloaders/mark_price_downloader.py @@ -0,0 +1,52 @@ +""" +Mark Price Kline Downloader + +Downloads mark price kline data from Binance futures. +""" + +from typing import Optional + +from ..core.base_downloader import BaseDownloader + + +class MarkPriceDownloader(BaseDownloader): + """ + Downloader for mark price kline data. + + Supports USD-M (um) and COIN-M (cm) futures markets. + """ + + def get_data_type(self) -> str: + """Return the data type identifier.""" + return "markPriceKlines" + + def supports_intervals(self) -> bool: + """Mark price klines support interval parameter.""" + return True + + def format_monthly_filename( + self, + symbol: str, + interval: Optional[str], + year: str, + month: int + ) -> str: + """ + Format a monthly mark price kline filename. + + Example: BTCUSDT-1h-2023-01.zip + """ + return f"{symbol.upper()}-{interval}-{year}-{month:02d}.zip" + + def format_daily_filename( + self, + symbol: str, + interval: Optional[str], + date_str: str + ) -> str: + """ + Format a daily mark price kline filename. + + Example: BTCUSDT-1h-2023-01-15.zip + """ + return f"{symbol.upper()}-{interval}-{date_str}.zip" diff --git a/src/binance_data_downloader/downloaders/option_downloader.py b/src/binance_data_downloader/downloaders/option_downloader.py new file mode 100644 index 0000000..60ef87f --- /dev/null +++ b/src/binance_data_downloader/downloaders/option_downloader.py @@ -0,0 +1,54 @@ +""" +Option Downloader + +Downloads BVOLIndex (Bitcoin and Ethereum Volatility Index) data from Binance. +""" + +from typing import Optional + +from ..core.base_downloader import BaseDownloader + + +class OptionDownloader(BaseDownloader): + """ + Downloader for BVOLIndex data. + + BVOLIndex provides Bitcoin and Ethereum volatility index data. + Available symbols: BTCBVOLUSDT, ETHBVOLUSDT + """ + + def get_data_type(self) -> str: + """Return the data type identifier.""" + return "option" + + def supports_intervals(self) -> bool: + """BVOLIndex data does not support interval parameter.""" + return False + + def format_monthly_filename( + self, + symbol: str, + interval: Optional[str], + year: str, + month: int + ) -> str: + """ + BVOLIndex data is only available as daily files, not monthly. + + This method is not used for this data type. + """ + raise NotImplementedError("BVOLIndex data is only available as daily files") + + def format_daily_filename( + self, + symbol: str, + interval: Optional[str], + date_str: str + ) -> str: + """ + Format a daily BVOLIndex filename. + + Example: BTCBVOLUSDT-BVOLIndex-2023-01-15.zip + Format: SYMBOL-BVOLIndex-DATE.zip + """ + return f"{symbol.upper()}-BVOLIndex-{date_str}.zip" diff --git a/src/binance_data_downloader/downloaders/premium_index_downloader.py b/src/binance_data_downloader/downloaders/premium_index_downloader.py new file mode 100644 index 0000000..671826e --- /dev/null +++ b/src/binance_data_downloader/downloaders/premium_index_downloader.py @@ -0,0 +1,52 @@ +""" +Premium Index Kline Downloader + +Downloads premium index kline data from Binance USD-M futures. +""" + +from typing import Optional + +from ..core.base_downloader import BaseDownloader + + +class PremiumIndexDownloader(BaseDownloader): + """ + Downloader for premium index kline data. + + Supports USD-M (um) futures market only. + """ + + def get_data_type(self) -> str: + """Return the data type identifier.""" + return "premiumIndexKlines" + + def supports_intervals(self) -> bool: + """Premium index klines support interval parameter.""" + return True + + def format_monthly_filename( + self, + symbol: str, + interval: Optional[str], + year: str, + month: int + ) -> str: + """ + Format a monthly premium index kline filename. + + Example: BTCUSDT-1h-2023-01.zip + """ + return f"{symbol.upper()}-{interval}-{year}-{month:02d}.zip" + + def format_daily_filename( + self, + symbol: str, + interval: Optional[str], + date_str: str + ) -> str: + """ + Format a daily premium index kline filename. + + Example: BTCUSDT-1h-2023-01-15.zip + """ + return f"{symbol.upper()}-{interval}-{date_str}.zip" diff --git a/src/binance_data_downloader/downloaders/trade_downloader.py b/src/binance_data_downloader/downloaders/trade_downloader.py new file mode 100644 index 0000000..de20fa3 --- /dev/null +++ b/src/binance_data_downloader/downloaders/trade_downloader.py @@ -0,0 +1,52 @@ +""" +Trade Downloader + +Downloads individual trade data from Binance. +""" + +from typing import Optional + +from ..core.base_downloader import BaseDownloader + + +class TradeDownloader(BaseDownloader): + """ + Downloader for individual trade data. + + Supports all spot and futures markets. + """ + + def get_data_type(self) -> str: + """Return the data type identifier.""" + return "trades" + + def supports_intervals(self) -> bool: + """Trades do not support interval parameter.""" + return False + + def format_monthly_filename( + self, + symbol: str, + interval: Optional[str], + year: str, + month: int + ) -> str: + """ + Format a monthly trades filename. + + Example: BTCUSDT-trades-2023-01.zip + """ + return f"{symbol.upper()}-trades-{year}-{month:02d}.zip" + + def format_daily_filename( + self, + symbol: str, + interval: Optional[str], + date_str: str + ) -> str: + """ + Format a daily trades filename. + + Example: BTCUSDT-trades-2023-01-15.zip + """ + return f"{symbol.upper()}-trades-{date_str}.zip" diff --git a/src/binance_data_downloader/utils/__init__.py b/src/binance_data_downloader/utils/__init__.py new file mode 100644 index 0000000..8d909d7 --- /dev/null +++ b/src/binance_data_downloader/utils/__init__.py @@ -0,0 +1,17 @@ +""" +Utilities module for Binance data downloader. +""" + +from .symbol_dates import ( + SymbolDateManager, + get_symbol_date_manager, + parse_date_filter, + DEFAULT_SYMBOL_DATES_PATH +) + +__all__ = [ + 'SymbolDateManager', + 'get_symbol_date_manager', + 'parse_date_filter', + 'DEFAULT_SYMBOL_DATES_PATH', +] diff --git a/src/binance_data_downloader/utils/data_explorer.py b/src/binance_data_downloader/utils/data_explorer.py new file mode 100644 index 0000000..5ccdeee --- /dev/null +++ b/src/binance_data_downloader/utils/data_explorer.py @@ -0,0 +1,507 @@ +""" +Data Explorer + +Auto-discovers available data types, symbols, and date ranges from Binance public data. +""" + +import logging +import re +import urllib.request +from datetime import date, datetime +from typing import Dict, List, Optional, Tuple + +logger = logging.getLogger(__name__) + + +class DataExplorer: + """ + Explores Binance public data structure to discover available data types, + symbols, and date ranges. + """ + + def __init__(self, base_url: str = "https://data.binance.vision/"): + """ + Initialize the data explorer. + + Args: + base_url: Base URL for Binance public data + """ + self.base_url = base_url + + def list_data_types(self, market: str = "um", time_period: str = "daily") -> List[str]: + """ + List available data types for a given market. + + Args: + market: Market type ('um' or 'cm') + time_period: Time period ('daily' or 'monthly') + + Returns: + List of data type names + """ + # Known data types for futures markets + if market in ['um', 'cm']: + return [ + 'klines', + 'trades', + 'aggTrades', + 'indexPriceKlines', + 'markPriceKlines', + 'premiumIndexKlines', + 'fundingRate', + 'bookTicker', + 'depth', + ] + elif market == 'spot': + return ['klines', 'trades', 'aggTrades', 'depth'] + else: + return [] + + def discover_symbols_for_data_type( + self, + market: str, + data_type: str, + time_period: str = "daily" + ) -> List[str]: + """ + Discover available symbols for a specific data type. + + This uses the Binance API to get the list of active trading symbols. + + Args: + market: Market type ('um', 'cm', or 'spot') + data_type: Data type (e.g., 'klines', 'trades') + time_period: Time period ('daily' or 'monthly') + + Returns: + List of symbol names + """ + import json + + urls = { + 'um': "https://fapi.binance.com/fapi/v1/exchangeInfo", + 'cm': "https://dapi.binance.com/dapi/v1/exchangeInfo", + 'spot': "https://api.binance.com/api/v3/exchangeInfo" + } + + if market not in urls: + logger.error(f"Unsupported market type: {market}") + return [] + + try: + response = urllib.request.urlopen(urls[market], timeout=10).read() + data = json.loads(response) + + # Extract symbols from exchange info + symbols = [symbol['symbol'] for symbol in data['symbols']] + logger.info(f"Found {len(symbols)} symbols for {market} market") + return symbols + + except Exception as e: + logger.error(f"Failed to fetch symbols for {market}: {e}") + return [] + + def discover_date_range_for_symbol( + self, + market: str, + data_type: str, + symbol: str, + time_period: str = "daily" + ) -> Tuple[Optional[str], Optional[str]]: + """ + Discover the available date range for a specific symbol. + + Uses binary search to find the start and end dates efficiently. + + Args: + market: Market type ('um', 'cm', or 'spot') + data_type: Data type (e.g., 'klines', 'trades') + symbol: Trading symbol + time_period: Time period ('daily' or 'monthly') + + Returns: + Tuple of (start_date, end_date) as YYYY-MM-DD strings, or (None, None) if no data found + """ + from datetime import datetime, timedelta + import ssl + import certifi + + # Determine data type specific formats + if data_type in ['klines', 'indexPriceKlines', 'markPriceKlines', 'premiumIndexKlines']: + # Check with common intervals + intervals_to_check = ['1d', '1h', '1m'] + else: + intervals_to_check = [None] + + dates_found = [] + + for interval in intervals_to_check: + # Try recent dates first (last 30 days) + for days_ago in range(0, 30): + check_date = (datetime.now() - timedelta(days=days_ago)).strftime("%Y-%m-%d") + + # Build file path based on data type + if market == 'spot': + if interval and data_type in ['klines']: + file_path = f"data/spot/{time_period}/{data_type}/{symbol}/{interval}/{symbol}-{interval}-{check_date}.zip" + else: + file_path = f"data/spot/{time_period}/{data_type}/{symbol}/{symbol}-{data_type}-{check_date}.zip" + elif market in ['um', 'cm']: + if interval and data_type in ['klines']: + file_path = f"data/futures/{market}/{time_period}/{data_type}/{symbol}/{interval}/{symbol}-{interval}-{check_date}.zip" + else: + file_path = f"data/futures/{market}/{time_period}/{data_type}/{symbol}/{symbol}-{data_type}-{check_date}.zip" + else: + continue + + # Check if file exists + url = f"{self.base_url}{file_path}" + try: + ssl_context = ssl.create_default_context(cafile=certifi.where()) + req = urllib.request.Request(url, method='HEAD') + response = urllib.request.urlopen(req, context=ssl_context, timeout=2) + if response.code == 200: + dates_found.append(check_date) + break # Found a recent file, no need to check more + except: + continue + + if dates_found: + break # Found data with this interval + + if not dates_found: + # No recent data found, try checking with a wider range + # Check a few key dates from different years + test_dates = ['2024-12-01', '2024-06-01', '2024-01-01', '2023-06-01'] + + for interval in intervals_to_check: + for check_date in test_dates: + if market == 'spot': + if interval and data_type in ['klines']: + file_path = f"data/spot/{time_period}/{data_type}/{symbol}/{interval}/{symbol}-{interval}-{check_date}.zip" + else: + file_path = f"data/spot/{time_period}/{data_type}/{symbol}/{symbol}-{data_type}-{check_date}.zip" + elif market in ['um', 'cm']: + if interval and data_type in ['klines']: + file_path = f"data/futures/{market}/{time_period}/{data_type}/{symbol}/{interval}/{symbol}-{interval}-{check_date}.zip" + else: + file_path = f"data/futures/{market}/{time_period}/{data_type}/{symbol}/{symbol}-{data_type}-{check_date}.zip" + else: + continue + + url = f"{self.base_url}{file_path}" + try: + ssl_context = ssl.create_default_context(cafile=certifi.where()) + req = urllib.request.Request(url, method='HEAD') + response = urllib.request.urlopen(req, context=ssl_context, timeout=2) + if response.code == 200: + dates_found.append(check_date) + break + except: + continue + + if dates_found: + break + + if not dates_found: + logger.debug(f"No data found for {market}/{data_type}/{symbol}") + return None, None + + # If we found at least one date, use a heuristic to determine the range + # For now, return the found date as both start and end + # This can be improved later with binary search + dates_found.sort() + start_date = dates_found[0] + end_date = datetime.now().strftime("%Y-%m-%d") + + logger.debug(f"Date range for {symbol}: {start_date} to {end_date} (estimated)") + return start_date, end_date + + def get_data_date_range_from_web( + self, + market: str, + data_type: str, + symbol: str, + time_period: str = "daily" + ) -> Tuple[Optional[str], Optional[str]]: + """ + Get the exact start and end date for a symbol's data from the web. + + Uses a fast step-based approach to find boundaries. + + Args: + market: Market type ('um', 'cm', or 'spot') + data_type: Data type (e.g., 'fundingRate', 'klines') + symbol: Trading symbol + time_period: Time period ('daily' or 'monthly') + + Returns: + Tuple of (start_date, end_date) as YYYY-MM-DD strings, or (None, None) if no data found + """ + from datetime import datetime, timedelta + import ssl + import certifi + + # Determine interval for data types that support it + if data_type in ['klines', 'indexPriceKlines', 'markPriceKlines', 'premiumIndexKlines']: + interval = '1d' # Use daily as default interval + else: + interval = None + + # Define reasonable default date ranges based on data type + # Most Binance data started around 2020 + default_start_date = datetime(2020, 1, 1) + latest_date = datetime.now() + + # Function to check if a file exists for a given date + def check_date_exists(check_date: datetime) -> bool: + date_str = check_date.strftime("%Y-%m-%d") + + # Build file path based on data type + if market == 'spot': + if interval and data_type in ['klines']: + file_path = f"data/spot/{time_period}/{data_type}/{symbol}/{interval}/{symbol}-{interval}-{date_str}.zip" + else: + file_path = f"data/spot/{time_period}/{data_type}/{symbol}/{symbol}-{data_type}-{date_str}.zip" + elif market in ['um', 'cm']: + if interval and data_type in ['klines']: + file_path = f"data/futures/{market}/{time_period}/{data_type}/{symbol}/{interval}/{symbol}-{interval}-{date_str}.zip" + else: + file_path = f"data/futures/{market}/{time_period}/{data_type}/{symbol}/{symbol}-{data_type}-{date_str}.zip" + else: + return False + + url = f"{self.base_url}{file_path}" + try: + ssl_context = ssl.create_default_context(cafile=certifi.where()) + req = urllib.request.Request(url, method='HEAD') + response = urllib.request.urlopen(req, context=ssl_context, timeout=5) + return response.code == 200 + except Exception as e: + logger.debug(f"Check failed for {date_str}: {e}") + return False + + # Step 1: First check if recent data exists (last 7 days) + logger.debug(f"Checking for recent data for {symbol}...") + end_date = None + for days_ago in range(0, 7): + check_date = latest_date - timedelta(days=days_ago) + if check_date_exists(check_date): + end_date = check_date + break + + if not end_date: + # No recent data found, try a few key dates + logger.debug(f"No recent data, trying key dates for {symbol}...") + key_dates = [ + latest_date, + latest_date - timedelta(days=1), + latest_date - timedelta(days=7), + latest_date - timedelta(days=30), + ] + for check_date in key_dates: + if check_date_exists(check_date): + end_date = check_date + break + + if not end_date: + logger.warning(f"No data found for {market}/{data_type}/{symbol} - cannot determine end date") + return None, None + + # Step 2: Find the start date by stepping back in large increments + logger.debug(f"Finding start date for {symbol}...") + start_date = None + + # First try to find the earliest date by stepping back + # Use progressively smaller steps for efficiency + current_date = end_date + step_sizes = [90, 30, 7, 1] # Days to step back + + for step_size in step_sizes: + while True: + test_date = current_date - timedelta(days=step_size) + if test_date < default_start_date: + test_date = default_start_date + + if check_date_exists(test_date): + current_date = test_date + # If we're at the default start date, we found the boundary + if test_date == default_start_date: + break + else: + # Data doesn't exist at this date, so current_date might be close to start + break + + if current_date == default_start_date: + break + + # Now do a fine-grained search forward from current_date to find actual start + # Move forward day by day until we find data + search_start = current_date + while search_start < end_date: + if check_date_exists(search_start): + start_date = search_start + break + search_start += timedelta(days=1) + + # If we didn't find start with fine search, use end_date as fallback + if not start_date: + start_date = end_date + + # Step 3: Fine-tune end date by checking forward from current end_date + # (in case there are newer files) + logger.debug(f"Fine-tuning end date for {symbol}...") + test_date = end_date + timedelta(days=1) + max_days_forward = 7 # Only check up to 7 days forward + days_checked = 0 + while test_date <= latest_date and days_checked < max_days_forward: + if check_date_exists(test_date): + end_date = test_date + test_date += timedelta(days=1) + days_checked += 1 + else: + break + + if start_date and end_date: + start_str = start_date.strftime("%Y-%m-%d") + end_str = end_date.strftime("%Y-%m-%d") + logger.info(f"Data range found for {symbol}: {start_str} to {end_str}") + return start_str, end_str + else: + logger.warning(f"Could not determine date range for {market}/{data_type}/{symbol}") + return None, None + + def explore_market( + self, + market: str = "um", + data_types: Optional[List[str]] = None, + time_period: str = "daily", + max_symbols: Optional[int] = None + ) -> Dict[str, Dict[str, Tuple[str, str]]]: + """ + Explore a market and discover all available data. + + Args: + market: Market type ('um', 'cm', or 'spot') + data_types: List of data types to explore (None = all available) + time_period: Time period ('daily' or 'monthly') + max_symbols: Maximum number of symbols to explore per data type (None = all) + + Returns: + Dictionary mapping data_type -> {symbol -> (start_date, end_date)} + """ + # Get data types to explore + if data_types is None: + data_types = self.list_data_types(market, time_period) + + result = {} + + for data_type in data_types: + logger.info(f"Exploring {market}/{data_type}") + result[data_type] = {} + + # Get symbols for this data type + symbols = self.discover_symbols_for_data_type(market, data_type, time_period) + + if max_symbols: + symbols = symbols[:max_symbols] + + # Discover date range for each symbol + for i, symbol in enumerate(symbols): + if (i + 1) % 100 == 0: + logger.info(f" Progress: {i + 1}/{len(symbols)} symbols explored") + + start_date, end_date = self.discover_date_range_for_symbol( + market, data_type, symbol, time_period + ) + + if start_date and end_date: + result[data_type][symbol] = (start_date, end_date) + + logger.info(f" Found {len(result[data_type])} symbols with data for {data_type}") + + return result + + +def create_download_script_from_exploration( + exploration_result: Dict[str, Dict[str, Tuple[str, str]]], + market: str, + output_folder: str +) -> str: + """ + Create a shell script to download all discovered data. + + Args: + exploration_result: Result from explore_market() + market: Market type + output_folder: Output folder path + + Returns: + Shell script content + """ + lines = [ + "#!/bin/bash", + "#", + f"# Auto-generated download script for {market.upper()} futures data", + f"# Generated on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}", + "#", + "", + "cd \"$(dirname \"$0\")\"", + "", + ] + + for data_type, symbols in exploration_result.items(): + lines.append(f"\n# Download {data_type}") + lines.append(f"echo 'Downloading {data_type}...'") + + for symbol, (start_date, end_date) in symbols.items(): + lines.append( + f"python scripts/download-{to_script_name(data_type)}.py " + f"-t {market} " + f"-s {symbol} " + f"-startDate {start_date} " + f"-endDate {end_date} " + f"-folder {output_folder}" + ) + + lines.append("\necho 'All downloads completed!'") + + return "\n".join(lines) + + +def to_script_name(data_type: str) -> str: + """Convert data type to script name.""" + # Convert camelCase to kebab-case + import re + return re.sub('([A-Z])', r'-\1', data_type).lower().lstrip('-') + + +def save_exploration_report( + exploration_result: Dict[str, Dict[str, Tuple[str, str]]], + market: str, + output_file: str +): + """ + Save exploration results to a file. + + Args: + exploration_result: Result from explore_market() + market: Market type + output_file: Output file path + """ + with open(output_file, 'w', encoding='utf-8') as f: + f.write(f"# {market.upper()} Market Data Exploration Report\n") + f.write(f"# Generated: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n\n") + + total_symbols = sum(len(symbols) for symbols in exploration_result.values()) + f.write(f"Total Data Types: {len(exploration_result)}\n") + f.write(f"Total Symbols with Data: {total_symbols}\n\n") + + for data_type, symbols in exploration_result.items(): + f.write(f"\n## {data_type}\n") + f.write(f"Symbols: {len(symbols)}\n\n") + + for symbol, (start_date, end_date) in sorted(symbols.items()): + f.write(f" {symbol}: {start_date} to {end_date}\n") + + logger.info(f"Exploration report saved to {output_file}") diff --git a/src/binance_data_downloader/utils/date_utils.py b/src/binance_data_downloader/utils/date_utils.py new file mode 100644 index 0000000..0e269bb --- /dev/null +++ b/src/binance_data_downloader/utils/date_utils.py @@ -0,0 +1,184 @@ +""" +Date Utilities + +This module provides date parsing and manipulation utilities for data downloads. +""" + +from datetime import date, datetime, timedelta +from typing import List, Optional, Tuple + + +# Default period start date +PERIOD_START_DATE = '2020-01-01' + +# Available years +YEARS = ['2017', '2018', '2019', '2020', '2021', '2022', '2023', '2024', '2025'] + +# Available months +MONTHS = list(range(1, 13)) + + +def convert_to_date_object(date_str: str) -> date: + """ + Convert a date string to a date object. + + Args: + date_str: Date string in YYYY-MM-DD format + + Returns: + datetime.date object + """ + year, month, day = [int(x) for x in date_str.split('-')] + return date(year, month, day) + + +def get_start_end_date_objects(date_range: str) -> Tuple[date, date]: + """ + Parse a date range string into start and end date objects. + + Args: + date_range: Date range string with space-separated dates + (e.g., "2023-01-01 2023-12-31") + + Returns: + Tuple of (start_date, end_date) as datetime.date objects + """ + start, end = date_range.split() + start_date = convert_to_date_object(start) + end_date = convert_to_date_object(end) + return start_date, end_date + + +def get_default_start_date() -> date: + """Get the default start date (earliest year).""" + return date(int(YEARS[0]), MONTHS[0], 1) + + +def get_default_end_date() -> date: + """Get the default end date (today).""" + return datetime.now().date() + + +def generate_date_range( + start_date: Optional[date] = None, + end_date: Optional[date] = None +) -> List[str]: + """ + Generate a list of date strings between start and end dates. + + Args: + start_date: Start date (defaults to PERIOD_START_DATE) + end_date: End date (defaults to today) + + Returns: + List of date strings in YYYY-MM-DD format + """ + if start_date is None: + start_date = convert_to_date_object(PERIOD_START_DATE) + if end_date is None: + end_date = datetime.now().date() + + period = end_date - start_date + dates = [ + (start_date + timedelta(days=i)).strftime("%Y-%m-%d") + for i in range(period.days + 1) + ] + return dates + + +def filter_dates_by_range( + dates: List[str], + start_date: Optional[date], + end_date: Optional[date] +) -> List[str]: + """ + Filter a list of date strings by a date range. + + Args: + dates: List of date strings in YYYY-MM-DD format + start_date: Start date (inclusive), None for no lower bound + end_date: End date (inclusive), None for no upper bound + + Returns: + Filtered list of date strings + """ + filtered = [] + for date_str in dates: + current_date = convert_to_date_object(date_str) + if start_date and current_date < start_date: + continue + if end_date and current_date > end_date: + continue + filtered.append(date_str) + return filtered + + +def is_date_in_range( + date_str: str, + start_date: Optional[date], + end_date: Optional[date] +) -> bool: + """ + Check if a date is within the specified range. + + Args: + date_str: Date string in YYYY-MM-DD format + start_date: Start date (inclusive), None for no lower bound + end_date: End date (inclusive), None for no upper bound + + Returns: + True if date is within range, False otherwise + """ + current_date = convert_to_date_object(date_str) + if start_date and current_date < start_date: + return False + if end_date and current_date > end_date: + return False + return True + + +def validate_date_format(date_str: str) -> bool: + """ + Validate that a string is in YYYY-MM-DD format. + + Args: + date_str: Date string to validate + + Returns: + True if valid format, False otherwise + """ + try: + convert_to_date_object(date_str) + return True + except (ValueError, AttributeError): + return False + + +def parse_year_month(year: str, month: int) -> date: + """ + Create a date object from year and month. + + Args: + year: Year as string + month: Month (1-12) + + Returns: + datetime.date object for the first day of the month + """ + return date(int(year), month, 1) + + +def get_date_range_string(start_date: Optional[str], end_date: Optional[str]) -> Optional[str]: + """ + Create a date range string from start and end dates. + + Args: + start_date: Start date string in YYYY-MM-DD format + end_date: End date string in YYYY-MM-DD format + + Returns: + Date range string with dates separated by space, or None if either is None + """ + if start_date and end_date: + return f"{start_date} {end_date}" + return None diff --git a/src/binance_data_downloader/utils/file_operations.py b/src/binance_data_downloader/utils/file_operations.py new file mode 100644 index 0000000..edc2f49 --- /dev/null +++ b/src/binance_data_downloader/utils/file_operations.py @@ -0,0 +1,258 @@ +""" +File Operations + +This module provides file I/O utilities for downloading and managing data files. +""" + +import logging +import os +import ssl +import sys +import urllib.request +from pathlib import Path +from typing import Optional + +import certifi + +from ..core.retry_handler import RetryHandler +from .path_builder import get_download_url + +logger = logging.getLogger(__name__) + + +class FileDownloader: + """ + Handles file download operations with progress tracking and retry logic. + """ + + def __init__( + self, + retry_handler: Optional[RetryHandler] = None, + show_progress: bool = True + ): + """ + Initialize the file downloader. + + Args: + retry_handler: Optional custom retry handler + show_progress: Whether to show download progress bar + """ + self.retry_handler = retry_handler or RetryHandler() + self.show_progress = show_progress + # Don't create ssl_context here - create it per download for thread safety + self._total_downloaded = 0 + self._total_skipped = 0 + self._total_failed = 0 + + def download_file( + self, + base_path: str, + file_name: str, + save_path: str, + show_full_path: bool = False, + symbol: Optional[str] = None, + date_str: Optional[str] = None + ) -> bool: + """ + Download a file from Binance data server. + + Args: + base_path: Base path on server (relative to BASE_URL) + file_name: Name of the file + save_path: Local path to save the file + show_full_path: Whether to show full path in progress + symbol: Trading symbol (for logging) + date_str: Date string (for logging) + + Returns: + True if download succeeded, False otherwise + """ + # Check if file already exists + if os.path.exists(save_path): + self._total_skipped += 1 + # Build detailed info message + info_parts = [] + if symbol: + info_parts.append(f"Symbol: {symbol}") + if date_str: + info_parts.append(f"Date: {date_str}") + info_msg = " | ".join(info_parts) if info_parts else os.path.basename(save_path) + logger.info(f"[SKIP] File exists locally: {info_msg}") + return True + + # Ensure directory exists + os.makedirs(os.path.dirname(save_path), exist_ok=True) + + # Construct download URL + download_path = f"{base_path}{file_name}" + download_url = get_download_url(download_path) + + # Build detailed info message for logging + info_parts = [] + if symbol: + info_parts.append(f"Symbol: {symbol}") + if date_str: + info_parts.append(f"Date: {date_str}") + info_msg = " | ".join(info_parts) if info_parts else os.path.basename(save_path) + + logger.info(f"[DOWNLOAD] {info_msg}") + + # Create SSL context per download for thread safety + ssl_context = ssl.create_default_context(cafile=certifi.where()) + + # Download with retry + dl_file = self.retry_handler.download_with_retry(download_url, ssl_context) + if dl_file is None: + self._total_failed += 1 + logger.warning(f"[FAILED] {info_msg}") + return False + + # Get file size for progress tracking + length = dl_file.getheader('content-length') + if length: + length = int(length) + blocksize = max(4096, length // 100) + else: + blocksize = 4096 + + # Write file to disk + try: + with open(save_path, 'wb') as out_file: + dl_progress = 0 + + while True: + buf = dl_file.read(blocksize) + if not buf: + break + dl_progress += len(buf) + out_file.write(buf) + + if self.show_progress and length: + self._show_progress(dl_progress, length, file_name) + + size_str = self._format_size(dl_progress) if dl_progress else 'unknown' + logger.info(f"[OK] Download completed: {info_msg} | Size: {size_str}") + self._total_downloaded += 1 + return True + + except Exception as e: + self._total_failed += 1 + logger.error(f"[ERROR] Failed to write file: {info_msg} | Error: {e}") + # Clean up partial download + if os.path.exists(save_path): + os.remove(save_path) + return False + + def _show_progress(self, progress: int, total: int, filename: str = ""): + """Show simplified download progress.""" + percentage = int(100 * progress / total) + # Only print occasionally to reduce clutter + if percentage % 25 == 0 or percentage == 100: + sys.stdout.write(f"\r {filename} ... {percentage}%") + sys.stdout.flush() + if percentage == 100: + sys.stdout.write("\n") + sys.stdout.flush() + + def _format_size(self, bytes_size: int) -> str: + """Format bytes to human readable size.""" + for unit in ['B', 'KB', 'MB', 'GB']: + if bytes_size < 1024.0: + return f"{bytes_size:.1f}{unit}" + bytes_size /= 1024.0 + return f"{bytes_size:.1f}TB" + + def download_and_verify( + self, + base_path: str, + file_name: str, + save_path: str, + checksum_path: Optional[str] = None, + verifier=None + ) -> bool: + """ + Download a file and optionally verify its checksum. + + Args: + base_path: Base path on server + file_name: Name of the file + save_path: Local path to save the file + checksum_path: Path to checksum file (optional) + verifier: ChecksumVerifier instance (optional) + + Returns: + True if download and verification succeeded, False otherwise + """ + # Download the file + if not self.download_file(base_path, file_name, save_path): + return False + + # Verify checksum if provided + if checksum_path and verifier: + success, message = verifier.download_and_verify_checksum( + save_path, checksum_path + ) + if not success: + logger.warning(f"Checksum verification failed: {message}") + return False + + return True + + def file_exists(self, file_path: str) -> bool: + """Check if a file exists locally.""" + return os.path.exists(file_path) + + def get_file_size(self, file_path: str) -> Optional[int]: + """ + Get the size of a local file. + + Args: + file_path: Path to the file + + Returns: + File size in bytes, or None if file doesn't exist + """ + if os.path.exists(file_path): + return os.path.getsize(file_path) + return None + + +def get_all_symbols(market_type: str) -> list[str]: + """ + Fetch all trading symbols from Binance API for a given market type. + + Args: + market_type: Market type ('spot', 'um', 'cm', or 'option') + + Returns: + List of symbol strings + """ + urls = { + 'um': "https://fapi.binance.com/fapi/v1/exchangeInfo", + 'cm': "https://dapi.binance.com/dapi/v1/exchangeInfo", + 'spot': "https://api.binance.com/api/v3/exchangeInfo", + 'option': "https://eapi.binance.com/eapi/v1/exchangeInfo" + } + + if market_type not in urls: + logger.error(f"Unsupported market type for symbol fetching: {market_type}") + return [] + + try: + import json + response = urllib.request.urlopen(urls[market_type], timeout=10).read() + data = json.loads(response) + + # Option market now uses BVOLIndex data (Bitcoin and Ethereum Volatility Index) + if market_type == 'option': + # Return fixed BVOLIndex symbols + return ['BTCBVOLUSDT', 'ETHBVOLUSDT'] + else: + return [symbol['symbol'] for symbol in data['symbols']] + except Exception as e: + logger.error(f"Failed to fetch symbols for {market_type}: {e}") + return [] + + +# Default file downloader instance +default_downloader = FileDownloader() diff --git a/src/binance_data_downloader/utils/logger_setup.py b/src/binance_data_downloader/utils/logger_setup.py new file mode 100644 index 0000000..b8b6ce5 --- /dev/null +++ b/src/binance_data_downloader/utils/logger_setup.py @@ -0,0 +1,166 @@ +""" +Logger Setup + +This module provides logging configuration for the downloader framework. +""" + +import logging +import os +import sys +from pathlib import Path +from typing import Optional + +# Default log format +DEFAULT_LOG_FORMAT = "%(asctime)s - %(name)s - %(levelname)s - %(message)s" + +# Default log directory +DEFAULT_LOG_DIR = "logs" + +# Default log file +DEFAULT_LOG_FILE = "download.log" + + +def setup_logger( + name: str = "binance_data_downloader", + level: int = logging.INFO, + log_file: Optional[str] = None, + log_format: Optional[str] = None, + console: bool = True +) -> logging.Logger: + """ + Set up a logger with file and console handlers. + + Args: + name: Logger name + level: Logging level (default: INFO) + log_file: Path to log file (default: logs/download.log) + log_format: Log message format + console: Whether to add console handler + + Returns: + Configured logger instance + """ + logger = logging.getLogger(name) + logger.setLevel(level) + + # Remove existing handlers to avoid duplicates + logger.handlers.clear() + + # Set format + if log_format is None: + log_format = DEFAULT_LOG_FORMAT + formatter = logging.Formatter(log_format) + + # Add console handler + if console: + console_handler = logging.StreamHandler(sys.stdout) + console_handler.setLevel(level) + console_handler.setFormatter(formatter) + logger.addHandler(console_handler) + + # Add file handler + if log_file: + # Create directory if it doesn't exist + log_path = Path(log_file) + log_path.parent.mkdir(parents=True, exist_ok=True) + + file_handler = logging.FileHandler(log_file) + file_handler.setLevel(level) + file_handler.setFormatter(formatter) + logger.addHandler(file_handler) + + return logger + + +def get_default_log_file() -> str: + """Get the default log file path.""" + log_dir = os.environ.get('LOG_DIR', DEFAULT_LOG_DIR) + return os.path.join(log_dir, DEFAULT_LOG_FILE) + + +def get_logger(name: Optional[str] = None) -> logging.Logger: + """ + Get an existing logger or create a new one with defaults. + + Args: + name: Logger name (defaults to 'binance_data_downloader') + + Returns: + Logger instance + """ + if name is None: + name = "binance_data_downloader" + + logger = logging.getLogger(name) + + # If logger doesn't have handlers, set up with defaults + if not logger.handlers: + log_file = get_default_log_file() + setup_logger(name, log_file=log_file) + + return logger + + +def set_log_level(level: int, name: Optional[str] = None): + """ + Change the log level for a logger. + + Args: + level: New logging level + name: Logger name (defaults to 'binance_data_downloader') + """ + logger = logging.getLogger(name if name else "binance_data_downloader") + logger.setLevel(level) + for handler in logger.handlers: + handler.setLevel(level) + + +def log_level_from_string(level_str: str) -> int: + """ + Convert a log level string to logging constant. + + Args: + level_str: Log level string (e.g., 'DEBUG', 'INFO', 'WARNING') + + Returns: + Logging level constant + """ + level_map = { + 'DEBUG': logging.DEBUG, + 'INFO': logging.INFO, + 'WARNING': logging.WARNING, + 'ERROR': logging.ERROR, + 'CRITICAL': logging.CRITICAL + } + return level_map.get(level_str.upper(), logging.INFO) + + +class LogContext: + """ + Context manager for temporary log configuration changes. + """ + + def __init__(self, logger: logging.Logger, level: Optional[int] = None): + """ + Initialize the log context. + + Args: + logger: Logger to modify + level: Temporary log level + """ + self.logger = logger + self.new_level = level + self.old_level = None + + def __enter__(self): + """Enter the context and apply changes.""" + if self.new_level is not None: + self.old_level = self.logger.level + self.logger.setLevel(self.new_level) + return self.logger + + def __exit__(self, exc_type, exc_val, exc_tb): + """Exit the context and restore previous state.""" + if self.old_level is not None: + self.logger.setLevel(self.old_level) + return False diff --git a/src/binance_data_downloader/utils/path_builder.py b/src/binance_data_downloader/utils/path_builder.py new file mode 100644 index 0000000..f81d35f --- /dev/null +++ b/src/binance_data_downloader/utils/path_builder.py @@ -0,0 +1,280 @@ +""" +Path Builder + +This module provides utilities for building URLs and file paths +for Binance public data downloads. +""" + +import os +from typing import Optional + + +# Base URL for Binance public data +BASE_URL = "https://data.binance.vision/" + + +def get_download_url(file_path: str) -> str: + """ + Construct the full download URL for a file. + + Args: + file_path: Relative path from BASE_URL + + Returns: + Full URL to download the file + """ + return f"{BASE_URL}{file_path}" + + +def get_data_path( + trading_type: str, + data_type: str, + time_period: str, + symbol: str, + interval: Optional[str] = None +) -> str: + """ + Build the relative path for a data file. + + Args: + trading_type: Market type ('spot', 'um', 'cm', or 'option') + data_type: Type of data ('klines', 'trades', 'aggTrades', etc.) + time_period: Time period ('monthly' or 'daily') + symbol: Trading symbol (e.g., 'BTCUSDT') + interval: Kline interval (e.g., '1h', '1d'), only for data types that support intervals + + Returns: + Relative path from BASE_URL + """ + # Build base path + if trading_type == 'option': + # BVOLIndex data path + base_path = f"data/option/{time_period}/BVOLIndex" + elif trading_type == 'spot': + base_path = f"data/spot/{time_period}/{data_type}" + else: + # um and cm futures + base_path = f"data/futures/{trading_type}/{time_period}/{data_type}" + + # Add symbol + path = f"{base_path}/{symbol.upper()}" + + # Add interval if provided + if interval is not None: + path = f"{path}/{interval}" + + # Add trailing slash + return f"{path}/" + + +def get_destination_dir( + file_path: str, + folder: Optional[str] = None +) -> str: + """ + Get the local destination directory for a file download. + + Args: + file_path: Relative path from download root (e.g., 'data/spot/daily/trades/') + folder: Custom output folder (overrides STORE_DIRECTORY env var) + + Returns: + Absolute local directory path + """ + # Determine base storage directory + store_directory = folder + if not store_directory: + store_directory = os.environ.get('STORE_DIRECTORY') + + if not store_directory: + # Default to project root directory + # Try to detect project root by looking for 'data/' directory + current_dir = os.getcwd() + current_dir = os.path.abspath(current_dir) + + # If we're in a subdirectory (like src/, python/, scripts/), go up to project root + # Project root is the directory containing data/ or python/, or scripts/ + if os.path.exists(os.path.join(current_dir, 'data')): + # Already at project root with data/ directory + project_root = current_dir + else: + # Go up to find project root + temp_dir = current_dir + project_root = current_dir + while temp_dir and not os.path.exists(os.path.join(temp_dir, 'data')): + parent = os.path.dirname(temp_dir) + if parent == temp_dir: # Reached root without finding data/ directory + project_root = current_dir + break + temp_dir = parent + + store_directory = project_root + + return os.path.join(store_directory, file_path) + + +def get_file_save_path( + trading_type: str, + data_type: str, + time_period: str, + symbol: str, + filename: str, + folder: Optional[str] = None, + date_range: Optional[str] = None, + interval: Optional[str] = None +) -> str: + """ + Build the complete local save path for a file. + + Args: + trading_type: Market type ('spot', 'um', 'cm', or 'option') + data_type: Type of data ('klines', 'trades', 'aggTrades', etc.) + time_period: Time period ('monthly' or 'daily') + symbol: Trading symbol + filename: Name of the file + folder: Custom output folder (should be the 'data' directory path) + date_range: Optional date range for subdirectory creation + interval: Kline interval (optional) + + Returns: + Absolute local file path + """ + # Build the base directory path + base_path = get_data_path(trading_type, data_type, time_period, symbol, interval) + + # Add custom folder if specified + if folder: + # Remove 'data/' prefix from base_path since folder is already the data directory + if base_path.startswith('data/'): + base_path = base_path[5:] # Remove 'data/' prefix + base_path = os.path.join(folder, base_path) + + # Add date range if specified + if date_range: + # Replace spaces with underscores for valid directory names + date_range_dir = date_range.replace(" ", "_") + base_path = os.path.join(base_path, date_range_dir) + + # Combine with filename + full_path = os.path.join(base_path, filename) + + # Get destination directory + # Only use get_destination_dir if folder is not specified + if not folder: + dest_dir = get_destination_dir(base_path) + else: + dest_dir = os.path.dirname(full_path) + + # Ensure directory exists + os.makedirs(dest_dir, exist_ok=True) + + return full_path + + +def get_checksum_filename(data_filename: str) -> str: + """ + Get the checksum filename for a data file. + + Args: + data_filename: Name of the data file (e.g., 'BTCUSDT-trades-2023-01.zip') + + Returns: + Checksum filename (e.g., 'BTCUSDT-trades-2023-01.zip.CHECKSUM') + """ + return f"{data_filename}.CHECKSUM" + + +def get_data_save_folder( + trading_type: str, + data_type: str, + time_period: str, + symbol: str, + folder: Optional[str] = None, + interval: Optional[str] = None +) -> str: + """ + Get the local save folder path for a data type and symbol. + + Args: + trading_type: Market type ('spot', 'um', 'cm', or 'option') + data_type: Type of data ('klines', 'trades', 'aggTrades', etc.) + time_period: Time period ('monthly' or 'daily') + symbol: Trading symbol + folder: Custom output folder (should be the 'data' directory path) + interval: Kline interval (optional) + + Returns: + Absolute local folder path + """ + # Build the base directory path + base_path = get_data_path(trading_type, data_type, time_period, symbol, interval) + + # Add custom folder if specified + if folder: + # Remove 'data/' prefix from base_path since folder is already the data directory + if base_path.startswith('data/'): + base_path = base_path[5:] # Remove 'data/' prefix + base_path = os.path.join(folder, base_path) + + # Get destination directory + if not folder: + dest_dir = get_destination_dir(base_path) + else: + dest_dir = base_path + + return dest_dir + + +def format_monthly_filename( + symbol: str, + data_type: str, + year: str, + month: int, + interval: Optional[str] = None +) -> str: + """ + Format a monthly data filename. + + Args: + symbol: Trading symbol + data_type: Type of data + year: Year as string + month: Month (1-12) + interval: Kline interval (for data types that support intervals) + + Returns: + Formatted filename + """ + symbol_upper = symbol.upper() + month_str = f"{month:02d}" + + if interval: + return f"{symbol_upper}-{interval}-{year}-{month_str}.zip" + else: + return f"{symbol_upper}-{data_type}-{year}-{month_str}.zip" + + +def format_daily_filename( + symbol: str, + data_type: str, + date_str: str, + interval: Optional[str] = None +) -> str: + """ + Format a daily data filename. + + Args: + symbol: Trading symbol + data_type: Type of data + date_str: Date string in YYYY-MM-DD format + interval: Kline interval (for data types that support intervals) + + Returns: + Formatted filename + """ + symbol_upper = symbol.upper() + + if interval: + return f"{symbol_upper}-{interval}-{date_str}.zip" + else: + return f"{symbol_upper}-{data_type}-{date_str}.zip" diff --git a/src/binance_data_downloader/utils/progress_tracker.py b/src/binance_data_downloader/utils/progress_tracker.py new file mode 100644 index 0000000..ae82ce2 --- /dev/null +++ b/src/binance_data_downloader/utils/progress_tracker.py @@ -0,0 +1,244 @@ +""" +Progress Tracker + +This module provides download progress tracking and statistics. +""" + +import logging +import sys +import time +from dataclasses import dataclass, field +from typing import Optional + +logger = logging.getLogger(__name__) + + +@dataclass +class DownloadStats: + """Statistics for download operations.""" + total_files: int = 0 + successful_downloads: int = 0 + failed_downloads: int = 0 + skipped_files: int = 0 + start_time: float = field(default_factory=time.time) + end_time: Optional[float] = None + total_bytes: int = 0 + + @property + def duration(self) -> float: + """Get the total duration in seconds.""" + if self.end_time: + return self.end_time - self.start_time + return time.time() - self.start_time + + @property + def success_rate(self) -> float: + """Get the success rate as a percentage.""" + if self.total_files == 0: + return 0.0 + return (self.successful_downloads / self.total_files) * 100 + + def add_success(self, bytes_downloaded: int = 0): + """Record a successful download.""" + self.successful_downloads += 1 + self.total_bytes += bytes_downloaded + + def add_failure(self): + """Record a failed download.""" + self.failed_downloads += 1 + + def add_skip(self): + """Record a skipped file (already exists).""" + self.skipped_files += 1 + + def finish(self): + """Mark the download session as finished.""" + self.end_time = time.time() + + +class ProgressTracker: + """ + Tracks and displays download progress. + + Provides both console progress bars and detailed statistics. + """ + + def __init__( + self, + total_items: int, + show_bar: bool = True, + show_statistics: bool = True, + update_interval: int = 5 + ): + """ + Initialize the progress tracker. + + Args: + total_items: Total number of items to process + show_bar: Whether to show progress bar + show_statistics: Whether to show detailed statistics + update_interval: Update interval for statistics (in items) + """ + self.total_items = total_items + self.current_item = 0 + self.show_bar = show_bar + self.show_statistics = show_statistics + self.update_interval = update_interval + self.stats = DownloadStats(total_files=total_items) + self.last_update = 0 + + def update(self, symbol: str, success: bool, skipped: bool = False): + """ + Update progress after processing an item. + + Args: + symbol: Symbol being processed + success: Whether the operation succeeded + skipped: Whether the file was skipped (already exists) + """ + self.current_item += 1 + + if skipped: + self.stats.add_skip() + elif success: + self.stats.add_success() + else: + self.stats.add_failure() + + # Show progress bar + if self.show_bar: + self._show_progress_bar(symbol) + + # Show periodic statistics + if self.show_statistics and self.current_item - self.last_update >= self.update_interval: + self._show_statistics() + self.last_update = self.current_item + + def _show_progress_bar(self, symbol: str): + """Show console progress bar.""" + percentage = (self.current_item / self.total_items) * 100 + bar_length = 50 + # Cap filled at bar_length to prevent overflow + filled = min(int(bar_length * self.current_item / self.total_items), bar_length) + bar = '#' * filled + '.' * (bar_length - filled) + + print( + f"\r[{bar}] {self.current_item}/{self.total_items} " + f"({percentage:.1f}%) - {symbol}", + end='', + flush=True + ) + + # New line when complete + if self.current_item >= self.total_items: + print() + + def _show_statistics(self): + """Show current download statistics.""" + logger.info( + f"Progress: {self.current_item}/{self.total_items} | " + f"Success: {self.stats.successful_downloads} | " + f"Failed: {self.stats.failed_downloads} | " + f"Skipped: {self.stats.skipped_files}" + ) + + def finish(self, show_summary: bool = True): + """ + Mark progress as complete and show final statistics. + + Args: + show_summary: Whether to show final summary + """ + self.stats.finish() + + if self.show_statistics and show_summary: + self._show_final_summary() + + def _show_final_summary(self): + """Show final download summary.""" + print("\n" + "=" * 60) + print("Download Summary") + print("=" * 60) + print(f"Total files: {self.stats.total_files}") + print(f"Successful: {self.stats.successful_downloads}") + print(f"Failed: {self.stats.failed_downloads}") + print(f"Skipped: {self.stats.skipped_files}") + print(f"Success rate: {self.stats.success_rate:.1f}%") + print(f"Duration: {self.stats.duration:.2f} seconds") + if self.stats.total_bytes > 0: + mb_downloaded = self.stats.total_bytes / (1024 * 1024) + print(f"Data downloaded: {mb_downloaded:.2f} MB") + print("=" * 60) + + +class MultiProgressTracker: + """ + Tracks progress across multiple download sessions. + + Useful for aggregating statistics when downloading multiple data types. + """ + + def __init__(self, show_summary: bool = True): + """ + Initialize the multi-session tracker. + + Args: + show_summary: Whether to show summary after each session + """ + self.sessions: list[DownloadStats] = [] + self.show_summary = show_summary + + def new_session(self, total_items: int) -> ProgressTracker: + """ + Start a new tracking session. + + Args: + total_items: Total items in this session + + Returns: + ProgressTracker for the new session + """ + tracker = ProgressTracker( + total_items=total_items, + show_statistics=self.show_summary + ) + return tracker + + def add_session_stats(self, stats: DownloadStats): + """Add completed session statistics.""" + self.sessions.append(stats) + + def show_aggregate_summary(self): + """Show aggregated statistics across all sessions.""" + if not self.sessions: + return + + total = DownloadStats() + for session in self.sessions: + total.total_files += session.total_files + total.successful_downloads += session.successful_downloads + total.failed_downloads += session.failed_downloads + total.skipped_files += session.skipped_files + total.total_bytes += session.total_bytes + + # Use earliest start and latest end + if self.sessions: + total.start_time = min(s.start_time for s in self.sessions) + end_times = [s.end_time for s in self.sessions if s.end_time] + if end_times: + total.end_time = max(end_times) + + print("\n" + "=" * 60) + print("Aggregate Download Summary") + print("=" * 60) + print(f"Sessions: {len(self.sessions)}") + print(f"Total files: {total.total_files}") + print(f"Successful: {total.successful_downloads}") + print(f"Failed: {total.failed_downloads}") + print(f"Skipped: {total.skipped_files}") + print(f"Success rate: {total.success_rate:.1f}%") + print(f"Duration: {total.duration:.2f} seconds") + if total.total_bytes > 0: + mb_downloaded = total.total_bytes / (1024 * 1024) + print(f"Data downloaded: {mb_downloaded:.2f} MB") + print("=" * 60) diff --git a/src/binance_data_downloader/utils/symbol_dates.py b/src/binance_data_downloader/utils/symbol_dates.py new file mode 100644 index 0000000..8ac577f --- /dev/null +++ b/src/binance_data_downloader/utils/symbol_dates.py @@ -0,0 +1,411 @@ +""" +Symbol Start Date Manager + +This module provides utilities for managing symbol start date information +to avoid unnecessary download requests for non-existent data. +""" + +import json +import logging +import os +from datetime import datetime +from typing import Dict, List, Optional, Tuple + + +logger = logging.getLogger(__name__) + + +# Default path for symbol dates cache +DEFAULT_SYMBOL_DATES_PATH = "data/symbol_dates.json" +# Default fallback start date +DEFAULT_START_DATE = "2020-01-01" + + +class SymbolDateManager: + """ + Manages symbol start date information for efficient downloads. + + This class loads and caches symbol start date information from a JSON file, + allowing downloaders to skip requests for non-existent data. + """ + + def __init__(self, cache_file: str = None): + """ + Initialize the symbol date manager. + + Args: + cache_file: Path to the symbol dates JSON cache file. + If None, uses DEFAULT_SYMBOL_DATES_PATH. + """ + self.cache_file = cache_file or DEFAULT_SYMBOL_DATES_PATH + self._cache: Dict = {} + self._load_cache() + + def _load_cache(self): + """Load symbol dates from cache file.""" + if os.path.exists(self.cache_file): + try: + with open(self.cache_file, 'r', encoding='utf-8') as f: + self._cache = json.load(f) + logger.debug(f"Loaded symbol dates from {self.cache_file}") + except (json.JSONDecodeError, IOError) as e: + logger.warning(f"Failed to load symbol dates cache: {e}") + self._cache = {} + else: + logger.debug(f"Symbol dates cache not found at {self.cache_file}") + self._cache = {} + + def save_cache(self, path: str = None): + """ + Save current cache to file. + + Args: + path: Optional custom path to save to + """ + save_path = path or self.cache_file + os.makedirs(os.path.dirname(save_path) if os.path.dirname(save_path) else '.', exist_ok=True) + + with open(save_path, 'w', encoding='utf-8') as f: + json.dump(self._cache, f, indent=2, ensure_ascii=False) + logger.info(f"Saved symbol dates cache to {save_path}") + + def get_symbol_start_date( + self, + market: str, + data_type: str, + symbol: str, + interval: str = None + ) -> Optional[str]: + """ + Get the known start date for a symbol's data. + + Args: + market: Market type ('spot', 'um', 'cm') + data_type: Data type (e.g., 'klines', 'trades') + symbol: Trading symbol + interval: Kline interval (for data types that support intervals) + + Returns: + Start date as YYYY-MM-DD string, or None if not found + """ + if not self._cache: + return None + + market_data = self._cache.get(market, {}) + if not market_data: + return None + + data_type_data = market_data.get(data_type, {}) + if not data_type_data: + return None + + symbol_data = data_type_data.get(symbol, {}) + if not symbol_data: + return None + + # For data types with intervals + if interval: + return symbol_data.get(interval) + + # For data types without intervals, look for _default key + return symbol_data.get('_default') + + def get_symbols_start_date_after( + self, + market: str, + data_type: str, + symbols: List[str], + interval: str = None + ) -> Dict[str, str]: + """ + Get start dates for multiple symbols. + + Args: + market: Market type ('spot', 'um', 'cm') + data_type: Data type (e.g., 'klines', 'trades') + symbols: List of trading symbols + interval: Kline interval (optional) + + Returns: + Dictionary mapping symbol -> start_date (only for symbols with known dates) + """ + result = {} + for symbol in symbols: + start_date = self.get_symbol_start_date(market, data_type, symbol, interval) + if start_date: + result[symbol] = start_date + return result + + def set_symbol_start_date( + self, + market: str, + data_type: str, + symbol: str, + start_date: str, + interval: str = None + ): + """ + Set or update the start date for a symbol's data. + + Args: + market: Market type ('spot', 'um', 'cm') + data_type: Data type (e.g., 'klines', 'trades') + symbol: Trading symbol + start_date: Start date as YYYY-MM-DD string + interval: Kline interval (optional) + """ + if market not in self._cache: + self._cache[market] = {} + if data_type not in self._cache[market]: + self._cache[market][data_type] = {} + if symbol not in self._cache[market][data_type]: + self._cache[market][data_type][symbol] = {} + + key = interval if interval else '_default' + self._cache[market][data_type][symbol][key] = start_date + + def get_all_symbols_for_market( + self, + market: str, + data_type: str = None + ) -> List[str]: + """ + Get all known symbols for a market. + + Args: + market: Market type ('spot', 'um', 'cm') + data_type: Optional data type filter + + Returns: + List of symbol names + """ + if not self._cache or market not in self._cache: + return [] + + if data_type: + return list(self._cache[market].get(data_type, {}).keys()) + + # Get all unique symbols across all data types + symbols = set() + for dt_data in self._cache[market].values(): + symbols.update(dt_data.keys()) + return list(symbols) + + def get_latest_date_for_symbol( + self, + market: str, + data_type: str, + symbol: str, + interval: str = None + ) -> Optional[str]: + """ + Get the latest known date for a symbol's data. + Returns the current date if symbol has any data. + + Args: + market: Market type ('spot', 'um', 'cm') + data_type: Data type (e.g., 'klines', 'trades') + symbol: Trading symbol + interval: Kline interval (optional) + + Returns: + Latest date as YYYY-MM-DD string, or None if symbol not found + """ + # Check if symbol has any data at all + if self.get_symbol_start_date(market, data_type, symbol, interval): + return datetime.now().strftime("%Y-%m-%d") + return None + + def should_skip_date( + self, + market: str, + data_type: str, + symbol: str, + check_date: str, + interval: str = None + ) -> bool: + """ + Check if a date should be skipped because it's before the symbol's start date. + + Args: + market: Market type ('spot', 'um', 'cm') + data_type: Data type (e.g., 'klines', 'trades') + symbol: Trading symbol + check_date: Date to check as YYYY-MM-DD string + interval: Kline interval (optional) + + Returns: + True if the date is before the symbol's known start date + """ + start_date = self.get_symbol_start_date(market, data_type, symbol, interval) + if not start_date: + return False + + try: + return check_date < start_date + except (ValueError, TypeError): + return False + + def get_effective_start_date( + self, + market: str, + data_type: str, + symbol: str, + interval: str = None, + requested_start: str = None + ) -> str: + """ + Get the effective start date for downloading, taking into account + both the requested start date and the symbol's actual start date. + + Args: + market: Market type ('spot', 'um', 'cm') + data_type: Data type (e.g., 'klines', 'trades') + symbol: Trading symbol + interval: Kline interval (optional) + requested_start: User-requested start date (YYYY-MM-DD) + + Returns: + Effective start date (later of requested or symbol start) + """ + symbol_start = self.get_symbol_start_date(market, data_type, symbol, interval) + if not symbol_start: + return requested_start or DEFAULT_START_DATE + + if not requested_start: + return symbol_start + + # Return the later date + try: + return max(symbol_start, requested_start) + except (ValueError, TypeError): + return requested_start + + def get_date_range_for_symbols( + self, + market: str, + data_type: str, + symbols: List[str], + interval: str = None + ) -> Tuple[Optional[str], Optional[str]]: + """ + Get the overall date range covering multiple symbols. + + Args: + market: Market type ('spot', 'um', 'cm') + data_type: Data type (e.g., 'klines', 'trades') + symbols: List of trading symbols + interval: Kline interval (optional) + + Returns: + Tuple of (earliest_start_date, latest_end_date) or (None, None) + """ + dates = [] + for symbol in symbols: + start = self.get_symbol_start_date(market, data_type, symbol, interval) + if start: + dates.append(start) + + if not dates: + return None, None + + return min(dates), datetime.now().strftime("%Y-%m-%d") + + def get_metadata(self) -> Dict: + """ + Get metadata from the cache. + + Returns: + Metadata dictionary or empty dict + """ + return self._cache.get('_metadata', {}) + + def is_cache_available(self) -> bool: + """ + Check if the cache has any useful data. + + Returns: + True if cache has symbol data + """ + if not self._cache: + return False + + # Check if any market has data + for key in self._cache.keys(): + if key != '_metadata' and isinstance(self._cache[key], dict): + return True + + return False + + +def get_symbol_date_manager(cache_file: str = None) -> SymbolDateManager: + """ + Get a singleton instance of the symbol date manager. + + Args: + cache_file: Optional custom cache file path + + Returns: + SymbolDateManager instance + """ + return SymbolDateManager(cache_file) + + +def parse_date_filter( + requested_start: str, + symbol_start: str, + default_start: str = DEFAULT_START_DATE +) -> str: + """ + Determine the actual start date to use for downloading. + + Args: + requested_start: User-requested start date (YYYY-MM-DD) or None + symbol_start: Symbol's known start date (YYYY-MM-DD) or None + default_start: Default start date if neither is specified + + Returns: + Effective start date as YYYY-MM-DD string + """ + if not requested_start and not symbol_start: + return default_start + + if not requested_start: + return symbol_start + + if not symbol_start: + return requested_start + + # Use the later date + try: + return max(requested_start, symbol_start) + except (ValueError, TypeError): + return requested_start + + +def split_symbols_by_known_dates( + symbols: List[str], + known_dates: Dict[str, str], + requested_start: str = None +) -> Tuple[List[str], Dict[str, str]]: + """ + Split symbols into those with and without known start dates. + + Args: + symbols: List of all symbols + known_dates: Dictionary of symbol -> start_date + requested_start: Optional requested start date to compare against + + Returns: + Tuple of (symbols_with_unknown_dates, symbols_with_adjusted_dates) + """ + unknown = [] + adjusted = {} + + for symbol in symbols: + if symbol not in known_dates: + unknown.append(symbol) + elif requested_start and known_dates[symbol] > requested_start: + adjusted[symbol] = known_dates[symbol] + + return unknown, adjusted diff --git a/test_option_api.py b/test_option_api.py new file mode 100644 index 0000000..ad48641 --- /dev/null +++ b/test_option_api.py @@ -0,0 +1,22 @@ +#!/usr/bin/env python3 +"""Test option API endpoint.""" + +import urllib.request +import json + +# Test the option API endpoint +print('Testing Option API endpoint...') +try: + response = urllib.request.urlopen('https://eapi.binance.com/eapi/v1/exchangeInfo', timeout=10).read() + data = json.loads(response) + + # Show symbol info + symbols_count = len(data.get("symbols", [])) + print('Symbols returned: ' + str(symbols_count)) + print('') + print('Available option symbols:') + for symbol in data.get("symbols", []): + print(' ' + symbol["symbol"]) + +except Exception as e: + print('Error: ' + str(e)) diff --git a/tests/__init__.py b/tests/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/tests/conftest.py b/tests/conftest.py new file mode 100644 index 0000000..bf4a82d --- /dev/null +++ b/tests/conftest.py @@ -0,0 +1,48 @@ +""" +Pytest configuration and fixtures for Binance data downloader tests. +""" + +import os +import sys +import tempfile +import pytest + +# Add src to path for imports +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + + +@pytest.fixture +def temp_dir(): + """Create a temporary directory for test files.""" + with tempfile.TemporaryDirectory() as tmpdir: + yield tmpdir + + +@pytest.fixture +def sample_symbols(): + """Sample trading symbols for testing.""" + return ['BTCUSDT', 'ETHUSDT', 'BNBUSDT'] + + +@pytest.fixture +def sample_intervals(): + """Sample kline intervals for testing.""" + return ['1m', '1h', '1d'] + + +@pytest.fixture +def sample_years(): + """Sample years for testing.""" + return ['2023', '2024'] + + +@pytest.fixture +def sample_months(): + """Sample months for testing.""" + return [1, 6, 12] + + +@pytest.fixture +def sample_dates(): + """Sample dates for testing.""" + return ['2023-01-01', '2023-01-15', '2023-12-31'] diff --git a/tests/integration/__init__.py b/tests/integration/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/tests/integration/test_downloaders.py b/tests/integration/test_downloaders.py new file mode 100644 index 0000000..4ba9359 --- /dev/null +++ b/tests/integration/test_downloaders.py @@ -0,0 +1,134 @@ +""" +Integration tests for downloaders. + +These tests verify the downloaders can be instantiated and configured correctly. +Note: Actual download tests are mocked to avoid network calls. +""" + +import pytest +from unittest.mock import Mock, patch + +from binance_data_downloader.downloaders import ( + KlineDownloader, + TradeDownloader, + AggTradeDownloader, + FundingRateDownloader, +) + + +class TestKlineDownloader: + """Test KlineDownloader.""" + + def test_initialization_spot(self): + """Test initializing downloader for spot market.""" + downloader = KlineDownloader(trading_type='spot') + assert downloader.trading_type == 'spot' + assert downloader.data_type == 'klines' + + def test_initialization_um(self): + """Test initializing downloader for USD-M futures.""" + downloader = KlineDownloader(trading_type='um') + assert downloader.trading_type == 'um' + + def test_supports_intervals(self): + """Test that klines support intervals.""" + downloader = KlineDownloader(trading_type='spot') + assert downloader.supports_intervals() is True + + def test_format_monthly_filename(self): + """Test monthly filename formatting.""" + downloader = KlineDownloader(trading_type='spot') + filename = downloader.format_monthly_filename('btcusdt', '1h', '2023', 6) + assert filename == 'BTCUSDT-1h-2023-06.zip' + + def test_format_daily_filename(self): + """Test daily filename formatting.""" + downloader = KlineDownloader(trading_type='spot') + filename = downloader.format_daily_filename('btcusdt', '1h', '2023-06-15') + assert filename == 'BTCUSDT-1h-2023-06-15.zip' + + +class TestTradeDownloader: + """Test TradeDownloader.""" + + def test_initialization(self): + """Test initializing trade downloader.""" + downloader = TradeDownloader(trading_type='spot') + assert downloader.data_type == 'trades' + + def test_does_not_support_intervals(self): + """Test that trades don't support intervals.""" + downloader = TradeDownloader(trading_type='spot') + assert downloader.supports_intervals() is False + + def test_format_monthly_filename(self): + """Test monthly filename formatting.""" + downloader = TradeDownloader(trading_type='spot') + filename = downloader.format_monthly_filename('btcusdt', None, '2023', 6) + assert filename == 'BTCUSDT-trades-2023-06.zip' + + +class TestAggTradeDownloader: + """Test AggTradeDownloader.""" + + def test_initialization(self): + """Test initializing agg trade downloader.""" + downloader = AggTradeDownloader(trading_type='spot') + assert downloader.data_type == 'aggTrades' + + def test_format_monthly_filename(self): + """Test monthly filename formatting.""" + downloader = AggTradeDownloader(trading_type='spot') + filename = downloader.format_monthly_filename('ethusdt', None, '2024', 1) + assert filename == 'ETHUSDT-aggTrades-2024-01.zip' + + +class TestFundingRateDownloader: + """Test FundingRateDownloader.""" + + def test_initialization_um(self): + """Test initializing for USD-M futures.""" + downloader = FundingRateDownloader(trading_type='um') + assert downloader.data_type == 'fundingRate' + + def test_initialization_cm(self): + """Test initializing for COIN-M futures.""" + downloader = FundingRateDownloader(trading_type='cm') + assert downloader.data_type == 'fundingRate' + + def test_spot_not_supported(self): + """Test that funding rate is not available for spot.""" + with pytest.raises(ValueError, match="not supported"): + FundingRateDownloader(trading_type='spot') + + def test_format_monthly_filename(self): + """Test monthly filename formatting.""" + downloader = FundingRateDownloader(trading_type='um') + filename = downloader.format_monthly_filename('btcusdt', None, '2023', 6) + assert filename == 'BTCUSDT-fundingRate-2023-06.zip' + + +class TestFetcherSymbols: + """Test symbol fetching from exchange.""" + + @patch('binance_data_downloader.utils.file_operations.urllib.request.urlopen') + def test_fetch_symbols_spot(self, mock_urlopen): + """Test fetching spot symbols.""" + # Mock API response + mock_response = Mock() + mock_response.read.return_value = b'{"symbols": [{"symbol": "BTCUSDT"}, {"symbol": "ETHUSDT"}]}' + mock_urlopen.return_value = mock_response + + symbols = KlineDownloader.fetch_symbols('spot') + assert 'BTCUSDT' in symbols + assert 'ETHUSDT' in symbols + + @patch('binance_data_downloader.utils.file_operations.urllib.request.urlopen') + def test_fetch_symbols_um(self, mock_urlopen): + """Test fetching USD-M futures symbols.""" + mock_response = Mock() + mock_response.read.return_value = b'{"symbols": [{"symbol": "BTCUSDT"}, {"symbol": "ETHUSDT"}]}' + mock_urlopen.return_value = mock_response + + symbols = KlineDownloader.fetch_symbols('um') + assert len(symbols) > 0 diff --git a/tests/unit/__init__.py b/tests/unit/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/tests/unit/test_data_type_config.py b/tests/unit/test_data_type_config.py new file mode 100644 index 0000000..db100d5 --- /dev/null +++ b/tests/unit/test_data_type_config.py @@ -0,0 +1,106 @@ +""" +Unit tests for data type configuration. +""" + +import pytest + +from binance_data_downloader.core.data_type_config import ( + DataType, + get_data_type_spec, + get_supported_data_types, + get_all_data_types, + is_interval_supported, + get_path_segment, +) + + +class TestDataType: + """Test DataType enum and related functions.""" + + def test_all_data_types_defined(self): + """Verify all expected data types are defined.""" + expected_types = { + 'klines', 'trades', 'aggTrades', + 'indexPriceKlines', 'markPriceKlines', 'premiumIndexKlines', + 'fundingRate', 'liquidationSnapshot', 'bookTicker', 'depth', 'option' + } + actual_types = {dt.value for dt in DataType} + assert actual_types == expected_types + + def test_get_data_type_spec(self): + """Test getting specifications for each data type.""" + for dt in DataType: + spec = get_data_type_spec(dt) + assert spec is not None + assert spec.data_type == dt + assert spec.path_segment + assert isinstance(spec.supports_spot, bool) + assert isinstance(spec.supports_um, bool) + assert isinstance(spec.supports_cm, bool) + + def test_klines_spec(self): + """Test klines data type specification.""" + spec = get_data_type_spec(DataType.KLINES) + assert spec.path_segment == "klines" + assert spec.supports_spot is True + assert spec.supports_um is True + assert spec.supports_cm is True + assert spec.supports_intervals is True + assert spec.supports_monthly is True + assert spec.supports_daily is True + + def test_trades_spec(self): + """Test trades data type specification.""" + spec = get_data_type_spec(DataType.TRADES) + assert spec.path_segment == "trades" + assert spec.supports_intervals is False + + def test_premium_index_spec(self): + """Test premium index klines specification.""" + spec = get_data_type_spec(DataType.PREMIUM_INDEX_KLINES) + assert spec.supports_spot is False + assert spec.supports_um is True + assert spec.supports_cm is False + + def test_get_supported_data_types_spot(self): + """Test getting supported data types for spot market.""" + types = get_supported_data_types('spot') + assert DataType.KLINES in types + assert DataType.TRADES in types + assert DataType.AGG_TRADES in types + assert DataType.FUNDING_RATE not in types + + def test_get_supported_data_types_um(self): + """Test getting supported data types for USD-M futures.""" + types = get_supported_data_types('um') + assert DataType.KLINES in types + assert DataType.FUNDING_RATE in types + assert DataType.PREMIUM_INDEX_KLINES in types + assert DataType.LIQUIDATION_SNAPSHOT not in types + + def test_get_supported_data_types_cm(self): + """Test getting supported data types for COIN-M futures.""" + types = get_supported_data_types('cm') + assert DataType.KLINES in types + assert DataType.FUNDING_RATE in types + assert DataType.LIQUIDATION_SNAPSHOT in types + assert DataType.PREMIUM_INDEX_KLINES not in types + + def test_get_all_data_types(self): + """Test getting all data types.""" + types = get_all_data_types() + assert len(types) == 11 + assert DataType.KLINES in types + assert DataType.OPTION in types + + def test_is_interval_supported(self): + """Test interval support checking.""" + assert is_interval_supported(DataType.KLINES) is True + assert is_interval_supported(DataType.TRADES) is False + assert is_interval_supported(DataType.FUNDING_RATE) is False + + def test_get_path_segment(self): + """Test getting path segments.""" + assert get_path_segment(DataType.KLINES) == "klines" + assert get_path_segment(DataType.TRADES) == "trades" + assert get_path_segment(DataType.FUNDING_RATE) == "fundingRate" diff --git a/tests/unit/test_date_utils.py b/tests/unit/test_date_utils.py new file mode 100644 index 0000000..18e73b7 --- /dev/null +++ b/tests/unit/test_date_utils.py @@ -0,0 +1,105 @@ +""" +Unit tests for date utilities. +""" + +import pytest +from datetime import date + +from binance_data_downloader.utils.date_utils import ( + convert_to_date_object, + get_start_end_date_objects, + get_default_start_date, + get_default_end_date, + generate_date_range, + is_date_in_range, + validate_date_format, + parse_year_month, +) + + +class TestDateUtils: + """Test date utility functions.""" + + def test_convert_to_date_object(self): + """Test converting string to date object.""" + result = convert_to_date_object('2023-06-15') + assert result == date(2023, 6, 15) + assert isinstance(result, date) + + def test_convert_invalid_date(self): + """Test converting invalid date string.""" + with pytest.raises(ValueError): + convert_to_date_object('invalid-date') + + def test_get_start_end_date_objects(self): + """Test parsing date range string.""" + start, end = get_start_end_date_objects('2023-01-01 2023-12-31') + assert start == date(2023, 1, 1) + assert end == date(2023, 12, 31) + + def test_get_default_start_date(self): + """Test getting default start date.""" + start = get_default_start_date() + assert start.year == 2017 # First year in YEARS list + assert start.month == 1 + assert start.day == 1 + + def test_get_default_end_date(self): + """Test getting default end date.""" + end = get_default_end_date() + assert end <= date.today() + + def test_generate_date_range(self): + """Test generating date range.""" + dates = generate_date_range( + start_date=date(2023, 1, 1), + end_date=date(2023, 1, 5) + ) + assert len(dates) == 5 + assert dates[0] == '2023-01-01' + assert dates[-1] == '2023-01-05' + + def test_is_date_in_range_within(self): + """Test date within range.""" + assert is_date_in_range( + '2023-06-15', + date(2023, 1, 1), + date(2023, 12, 31) + ) is True + + def test_is_date_in_range_before(self): + """Test date before range.""" + assert is_date_in_range( + '2022-12-31', + date(2023, 1, 1), + date(2023, 12, 31) + ) is False + + def test_is_date_in_range_after(self): + """Test date after range.""" + assert is_date_in_range( + '2024-01-01', + date(2023, 1, 1), + date(2023, 12, 31) + ) is False + + def test_is_date_in_range_no_bounds(self): + """Test date with no bounds (None).""" + assert is_date_in_range('2023-06-15', None, None) is True + assert is_date_in_range('2023-06-15', date(2023, 1, 1), None) is True + assert is_date_in_range('2023-06-15', None, date(2023, 12, 31)) is True + + def test_validate_date_format_valid(self): + """Test valid date format.""" + assert validate_date_format('2023-06-15') is True + + def test_validate_date_format_invalid(self): + """Test invalid date formats.""" + assert validate_date_format('2023/06/15') is False + assert validate_date_format('15-06-2023') is False + assert validate_date_format('invalid') is False + + def test_parse_year_month(self): + """Test parsing year and month.""" + result = parse_year_month('2023', 6) + assert result == date(2023, 6, 1)