Market Data Endpoints¶
Get Market Depth¶
depth = client.get_order_book(symbol='BNBBTC')
Get Recent Trades¶
trades = client.get_recent_trades(symbol='BNBBTC')
Get Historical Trades¶
trades = client.get_historical_trades(symbol='BNBBTC')
Get Aggregate Trades¶
trades = client.get_aggregate_trades(symbol='BNBBTC')
Aggregate Trade Iterator¶
Iterate over aggregate trades for a symbol from a given date or a given order id.
agg_trades = client.aggregate_trade_iter(symbol='ETHBTC', start_str='30 minutes ago UTC')
# iterate over the trade iterator
for trade in agg_trades:
print(trade)
# do something with the trade data
# convert the iterator to a list
# note: generators can only be iterated over once so we need to call it again
agg_trades = client.aggregate_trade_iter(symbol='ETHBTC', '30 minutes ago UTC')
agg_trade_list = list(agg_trades)
# example using last_id value
agg_trades = client.aggregate_trade_iter(symbol='ETHBTC', last_id=23380478)
agg_trade_list = list(agg_trades)
Get Kline/Candlesticks¶
candles = client.get_klines(symbol='BNBBTC', interval=Client.KLINE_INTERVAL_30MINUTE)
Get Historical Kline/Candlesticks¶
Fetch klines for any date range and interval
# fetch 1 minute klines for the last day up until now
klines = client.get_historical_klines("BNBBTC", Client.KLINE_INTERVAL_1MINUTE, "1 day ago UTC")
# fetch 30 minute klines for the last month of 2017
klines = client.get_historical_klines("ETHBTC", Client.KLINE_INTERVAL_30MINUTE, "1 Dec, 2017", "1 Jan, 2018")
# fetch weekly klines since it listed
klines = client.get_historical_klines("NEOBTC", Client.KLINE_INTERVAL_1WEEK, "1 Jan, 2017")
Get Historical Kline/Candlesticks using a generator¶
Fetch klines using a generator
for kline in client.get_historical_klines_generator("BNBBTC", Client.KLINE_INTERVAL_1MINUTE, "1 day ago UTC"):
print(kline)
# do something with the kline
Get average price for a symbol¶
avg_price = client.get_avg_price(symbol='BNBBTC')
Get 24hr Ticker¶
tickers = client.get_ticker()
Get Orderbook Tickers¶
Get first bid and ask entry in the order book for all markets.
tickers = client.get_orderbook_tickers()