pricehub 0.0.7
Pricehub: Unified Python Package for Collecting OHLC Prices from Binance, Bybit, and Coinbase APIs into a DataFrame
Requires Python: >=3.8
Keywords: OHLC OHLCV prices binance bybit coinbase trading  finance quant algotrading cryptocurrency crypto futures spot broker exchange market quantitative historical candlestick back-testing dataframe

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# **PriceHub**: Unified Python Package for Collecting OHLC Prices from Binance, Bybit, Coinbase, OKX, Kraken, and KuCoin APIs into a DataFrame

It supports multiple markets, including spot and futures, and provides flexible timestamp inputs and a wide range of intervals.

Effective trading begins with thorough data analysis, visualization, and backtesting. This package simplifies access to such data, providing a unified solution for retrieving OHLC information across various broker APIs.

## Contents
- [Supported Brokers](#supported-brokers)
- [Key Features](#key-features)
- [Supported Intervals](#supported-intervals)
- [Installation](#installation)
- [Function Reference](#function-reference)
- [Example Usage](#example-usage)
  - [Save data to CSV, Excel, Parquet files](#save-data-to-csv-excel-parquet-files)
  - [Retrieve OHLC data from Binance Spot for a 6-hour interval](#retrieve-ohlc-data-from-binance-spot-for-a-6-hour-interval)
  - [Retrieve OHLC data from Bybit Spot for a 1-day interval](#retrieve-ohlc-data-from-bybit-spot-for-a-1-day-interval)
  - [Retrieve OHLC data from KuCoin Spot for a 1-hour interval](#retrieve-ohlc-data-from-kucoin-spot-for-a-1-hour-interval)
  - [Retrieve OHLC data from KuCoin Futures for a 1-hour interval](#retrieve-ohlc-data-from-kucoin-futures-for-a-1-hour-interval)
  - [Plot Close 1d data with matplotlib: BTCUSDT Futures on Binance for the last year](#plot-close-1d-data-with-matplotlib-btcusdt-futures-on-binance-for-the-last-year)
  - [Plot OHLC 1w data with plotly: BTCUSDT Spot on Binance for the last five years](#plot-ohlc-1w-data-with-plotly-btcusdt-spot-on-binance-for-the-last-five-years)
  - [Create custom intervals 10m for SOLUSDT Spot on Bybit for the last month](#create-custom-intervals-10m-for-solusdt-spot-on-bybit-for-the-last-month)


### Supported Brokers
- Binance Spot
- Binance Futures
- Bybit Spot
- Bybit Linear (Futures)
- Bybit Inverse
- Coinbase Spot
- OKX Spot
- OKX Futures
- Kraken Spot
- KuCoin Spot
- KuCoin Futures

## Key Features

- **Unified Interface**: Supports multiple brokers and markets (spot, futures) with a single interface.
- **Unified Intervals**: Use the same interval format across all brokers.
- **Timestamp Flexibility**: Accepts timestamps (start, end) in various formats (int, float, string, Arrow, pandas, datetime).
- **No Credential Requirement**: Fetch public market data without authentication.
- **Extended Date Ranges**: This package will paginate and collect all data across large date ranges.
- **All fields from official API**: Retrieve all fields available in the official API (e.g., `Number of trades`, `Taker buy base asset volume`). 

## Supported Intervals
(depends on the broker)
- **Seconds**: `1s`
- **Minutes**: `1m`, `3m`, `5m`, `15m`, `30m`
- **Hours**: `1h`, `2h`, `4h`, `6h`, `12h`
- **Days**: `1d`, `3d`
- **Weeks**: `1w`
- **Months**: `1M`

---

## Installation

```bash
pip install pricehub
```

## Function Reference

### `def get_ohlc(broker: SupportedBroker, symbol: str, interval: Interval, start: Timestamp, end: Timestamp) -> pd.DataFrame`

Retrieves OHLC data for the specified broker, symbol, interval, and date range.

- **Parameters**:
  - `broker`: The broker to fetch data from (e.g., `binance_spot`, `bybit_spot`, `okx_futures`, `kraken_spot`).
  - `symbol`: The trading pair symbol (e.g., `BTCUSDT`).
  - `interval`: The interval for OHLC data (`1m`, `1h`, `1d`, etc.).
  - `start`: Start time of the data (supports various formats).
  - `end`: End time of the data (supports various formats).

- **Returns**:
  - `pandas.DataFrame`: A DataFrame containing OHLC data.

---

## Example Usage

### Save data to CSV, Excel, Parquet files
```python

from pricehub import get_ohlc
df = get_ohlc("binance_spot", "BTCUSDT", "1d", "2024-10-01", "2024-10-05")
df.to_csv("btcusdt_1d_2024-10-01_2024-10-05.csv") # Save to CSV
df.to_excel("btcusdt_1d_2024-10-01_2024-10-05.xlsx") # Save to Excel
df.to_parquet("btcusdt_1d_2024-10-01_2024-10-05.parquet") # Save to Parquet, requires 'pyarrow', 'fastparquet'
```


### Retrieve OHLC data from Binance Spot for a 6-hour interval
```python
from pricehub import get_ohlc

df = get_ohlc(
    broker="binance_spot",
    symbol="BTCUSDT",
    interval="6h",
    start="2024-10-01",
    end="2024-10-02"
)
print(df)
```

```python
                        Open     High      Low    Close      Volume              Close time  Quote asset volume  Number of trades  Taker buy base asset volume  Taker buy quote asset volume  Ignore
Open time                                                                                                                                                                                           
2024-10-01 00:00:00  63309.0  63872.0  63000.0  63733.9   39397.714 2024-10-01 05:59:59.999        2.500830e+09          598784.0                    19410.785                  1.232417e+09     0.0
2024-10-01 06:00:00  63733.9  64092.6  63683.1  63699.9   32857.923 2024-10-01 11:59:59.999        2.100000e+09          446330.0                    15865.753                  1.014048e+09     0.0
2024-10-01 12:00:00  63700.0  63784.0  61100.0  62134.1  242613.990 2024-10-01 17:59:59.999        1.512287e+10         2583155.0                   112641.347                  7.022384e+09     0.0
2024-10-01 18:00:00  62134.1  62422.3  60128.2  60776.8  114948.208 2024-10-01 23:59:59.999        7.031801e+09         1461890.0                    54123.788                  3.312086e+09     0.0
2024-10-02 00:00:00  60776.7  61858.2  60703.3  61466.7   51046.012 2024-10-02 05:59:59.999        3.133969e+09          668558.0                    27191.919                  1.669187e+09     0.0
```

### Retrieve OHLC data from Bybit Spot for a 1-day interval
```python
from pricehub import get_ohlc

df = get_ohlc(
    broker="bybit_spot",
    symbol="ETHUSDT",
    interval="1d",
    start=1727740800.0, # Unix timestamp in seconds for "2024-10-01"
    end=1728086400000, # Unix timestamp in ms for "2024-10-05"
)
print(df)
```

```python
               Open     High      Low    Close        Volume      Turnover
Open time                                                                 
2024-10-01  2602.00  2659.31  2413.15  2447.95  376729.77293  9.623060e+08
2024-10-02  2447.95  2499.82  2351.53  2364.01  242498.88477  5.914189e+08
2024-10-03  2364.01  2403.50  2309.75  2349.91  242598.38255  5.716546e+08
2024-10-04  2349.91  2441.82  2339.15  2414.67  178050.43782  4.254225e+08
2024-10-05  2414.67  2428.69  2389.83  2414.54  106665.69595  2.573030e+08
```

### Retrieve OHLC data from KuCoin Spot for a 1-hour interval
```python
from pricehub import get_ohlc

df = get_ohlc(
    broker="kucoin_spot",
    symbol="BTC-USDT",
    interval="1h",
    start="2024-10-01",
    end="2024-10-02"
)
print(df)
```

### Retrieve OHLC data from KuCoin Futures for a 1-hour interval
```python
from pricehub import get_ohlc

df = get_ohlc(
    broker="kucoin_futures",
    symbol="XBTUSDTM",
    interval="1h",
    start="2024-10-01",
    end="2024-10-02"
)
print(df)
```

### Plot Close 1d data with matplotlib: BTCUSDT Futures on Binance for the last year
```python
from datetime import datetime, timedelta

import matplotlib.pyplot as plt
from pricehub import get_ohlc

now = datetime.now()
df = get_ohlc("binance_futures", "BTCUSDT", "1d", now - timedelta(days=365), now)
df["Close"].plot()
plt.show()
```
![binance_btcusdt_futures.png](https://raw.githubusercontent.com/eslazarev/pricehub/refs/heads/main/.github//images/binance_btcusdt_futures.png)


### Plot OHLC 1w data with plotly: BTCUSDT Spot on Binance for the last five years
```python
from datetime import datetime, timedelta
import plotly.graph_objects as go
from pricehub import get_ohlc

now = datetime.now()
df = get_ohlc("binance_spot", "BTCUSDT", "1w", now - timedelta(days=365 * 5), now)

fig = go.Figure(data=go.Candlestick(x=df.index, open=df['Open'], high=df['High'], low=df['Low'], close=df['Close']))

fig.update_layout()
fig.show()
```
![binance_btc_usdt_spot_1w_5_years.png](https://raw.githubusercontent.com/eslazarev/pricehub/refs/heads/main/.github/images/binance_btc_usdt_spot_1w_5_years.png)



### Create custom intervals 10m for SOLUSDT Spot on Bybit for the last month
```python
from datetime import datetime, timedelta
from pricehub import get_ohlc
now = datetime.now()
df = get_ohlc("bybit_spot", "SOLUSDT", "5m", now - timedelta(days=31), now)
df_10m = (
    df.resample(
        "10min",
    ).agg(
        {
            "Open": "first",
            "High": "max",
            "Low": "min",
            "Close": "last",
            "Volume": "sum",
        }
    )
)
print(df.head())
print(df_10m.head())
```


```python
#5m
                      Open    High     Low   Close    Volume      Turnover
Open time                                                                  
2024-11-07 17:40:00  194.13  194.66  194.03  194.54  3391.378  6.592576e+05
2024-11-07 17:45:00  194.54  195.48  194.44  195.41  6075.927  1.184312e+06
2024-11-07 17:50:00  195.41  195.71  195.06  195.69  4073.276  7.961276e+05
2024-11-07 17:55:00  195.69  196.16  195.59  195.93  8774.224  1.719060e+06
2024-11-07 18:00:00  195.93  196.83  195.73  196.34  5075.807  9.973238e+05

#10m
                       Open    High     Low   Close     Volume
Open time                                                     
2024-11-07 17:40:00  194.13  195.48  194.03  195.41   9467.305
2024-11-07 17:50:00  195.41  196.16  195.06  195.93  12847.500
2024-11-07 18:00:00  195.93  196.83  194.66  195.29  12506.671
2024-11-07 18:10:00  195.29  196.13  194.70  195.58  20437.030
2024-11-07 18:20:00  195.58  196.00  194.84  195.81  16388.688
```