For downloading historical 1min resolution OHLC crypto price data
(For questions you can DM me on Twitter: https://twitter.com/martkiro)
Use this repository to download historical OHLC crypto price data at any resolution (1min, 5min, 15min etc.).
- This dataset contains Open-High-Low-Close data for 1926 crypto currency tokens.
- Token prices are denominated in dolalrs.
- The data is downloaded for free from Syve (https://www.syve.ai/) using following endpoint https://syve.readme.io/reference/erc20-prices-usd.
- The tokens that were chosen were the top according trading activity on Ethereum based DEXs (e.g. Uniswap).
Getting started requires minimal setup. It's simply a matter of downloading the data and installing the dependencies in requirements.txt
.
REPO_DIR=$HOME
python3 -m venv venv
source venv/bin/activate
pip install -r $REPO_DIR/requirements.txt
Note: Feel free to choose another location for $REPO_DIR. $HOME
is just my preference.
cd $REPO
source venv/bin/activate
python download.py --ohlc --resolution 1m
--ohlc
flag is used to specify that you want to download OHLC data.--resolution
is used to specify the resolution of the OHLC data you want to download. Default is 1 minute data. Possible values:1m
,5m
,15m
,30m
,1h
,4h
,6h
,12h
,1d
,1w
.
- The token metadata file is located at
data/token_metadata.csv
. It contains theaddress
,symbol
andname
of every token available for download. - The token metadata file is commited to the repository so you don't need to download it. However, for completeness, you can download it using the following command:
cd $REPO
python download.py --metadata