How to Download Cryptocurrencies Data in Python

A Quick Way of Importing Historical Cryptocurrency Data in Python

Historical data is needed to be able to do research and perform back-tests and therefore a nice and clean way of importing it becomes essential. This article discusses a way of quickly importing cryptocurrency data from Binance using Python.

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Importing Cryptocurrency Data

Importing data requires requesting said data from a third party provider. We can do this in Python in many ways. Up until now, we have seen how to do this using a MT5 API. For cryptocurrency data, it may be better to use Binance. For starters, we have to import the needed libraries as follows.

import requests 
import json 
import pandas as pd 
import numpy as np  
import datetime as dt

Next, we select our preferred time frame in a variable we call frequency.

frequency = '1h'

Finally, the below function can be used to import the necessary cryptocurrency as we will see later.

def import_crypto(symbol, interval = frequency):
    
    # Getting the original link from Binance
    url = 'https://api.binance.com/api/v1/klines'
    
    # Linking the link with the Cryptocurrency and the time frame
    link = url + '?symbol=' + symbol + '&interval=' + interval
    
    # Requesting the data in the form of text
    data = json.loads(requests.get(link).text)
    
    # Converting the text data to dataframe
    data = np.array(data)
    # data = data.astype(np.float)
    data = data[:, 1:5]
    
    return data

To import the currency on the hourly time frame, we simply have to call the function with the right name and store it in a variable (by default, it will be an array).

my_data = import_crypto('BTCUSDT')

As is implied, BTCUSDT is the value of Bitcoin relative to Tether (the greenback’s proxy in the crypto world). For example, if we wanted to import Cardano’s historical data, we would use ADAUSDT.

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Plotting the Data Using Candlesticks

After importing the data, it is useful to visualize it through complete charts. One of these complete charts are candlesticks. Suppose we have the array called my_data that we imported earlier. We can define the following function that will allow us to chart it.

import matplotlib.pyplot as plt

def ohlc_plot_candles(data, window):
      
    sample = data[-window:, ]
    
    for i in range(len(sample)):
        
        plt.vlines(x = i, ymin = sample[i, 2], ymax = sample[i, 1], color = 'black', linewidth = 1)  
        
        if sample[i, 3] > sample[i, 0]:
            
            plt.vlines(x = i, ymin = sample[i, 0], ymax = sample[i, 3], color = 'green', linewidth = 3)  
        if sample[i, 3] < sample[i, 0]:
            
            plt.vlines(x = i, ymin = sample[i, 3], ymax = sample[i, 0], color = 'red', linewidth = 3)  
            
        if sample[i, 3] == sample[i, 0]:
            
            plt.vlines(x = i, ymin = sample[i, 3], ymax = sample[i, 0] + 0.00001, color = 'black', linewidth = 1.75)  
            
    plt.grid()

Now, we call it as follows.

ohlc_plot_candles(my_data, 250)

The result is the following chart.

Bitcoin Candlestick Chart

As you can see, not much is needed to achieve a historical import and complex charting.

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