A python module that provides easier access to the Kaiko Bittrex Historical trade data. Assuming that you've bought the files from here, you can now use these (relativelly) simple 2 steps to process them.
- Create an
index.csv
file. We assume that you have unziped the file and when youls Bittrex
you see the pairs e.g.2GIVEBTC
,8BITBTC
etc. Then you run:find Bittrex -type f | grep -v ".DS_Store" > index.csv
and anindex.csv
file must have been created for you. This file has all the.csv.gz
files of the archive. - When you install with
pip install kaikobittrex
, you can create anIndex
object from Python and access the content of those files like this:
#!/usr/bin/env python
from kaikobittrex import Index
idx = Index.from_file()
def process_pair(year, month, day, pair, f):
for lineno, line in enumerate(f.readlines()):
line = line.strip()
if lineno == 0:
assert line == "id,exchange,symbol,date,price,amount,sell"
else:
record = idx.parse_line(line)
print record
idx.process_all(process_pair)
There are additional process_*
methods that allow you to process subset of those data. process_day(self, year, month, day, f)
and process_pair(self, year, month, day, pair, f)
all take the same type of callback argument f
and process the subset of records you defined. The Index
object also exposes the index
member which has records for given date/pair, the pairs
member that has all available pairs and the pairs_map
member that maps pairs to coin base/quote pairs. See the test file for more details.
To release python setup.py sdist
, twine upload dist/*
.