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bitmex_historical_scraper's Introduction

BITMEX Historical Data Scraper

Bitmex no longer offers historical trade data on their REST API. They do have the data in a public AWS bucket, which this scrapes and converts to CSV files (by year).

Installation

  1. Clone/download repository
  2. Install requirements: pip install -r requirements.txt

Usage

  • python scrape.py - Scrape all available data
  • python scrape.py --start YYYYMMDD - Scrape data from start date through yesterday
  • python scrape.py --start YYYYMMDD --end YYYYMMDD - Scrape data from start date through end date (inclusive)
  • python scrape.py --end YYYYMMDD - Scrape data from start of data through end date

bitmex_historical_scraper's People

Contributors

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Stargazers

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Watchers

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Forkers

cryptokr ramakrishnamekala129 groom-zhang lukasmatl forbin-capital fagan2888 dayskipping strong-roots-capital maestro73 madmagna derptrader menbatisiunissart newmedia2

bitmex_historical_scraper's Issues

using pandas uses a lot of memory

some people have let me know that their computers do not have enough memory to process all of 2017. Fix would be to process the files without pandas

Suggestions

This is a great tool and saved me a lot of time. Two suggestions:

  • CSV files should be created for every month and not year. Much easier to handle the data size-wise.
  • There should be an option to filter symbols. I only needed it for XBTUSD but had to load large datasets again and filter the required symbol.

I know these are very small changes but python handicap like me struggles moving large datasets.

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