{"id":3744,"date":"2020-06-30T10:14:32","date_gmt":"2020-06-30T10:14:32","guid":{"rendered":"http:\/\/algotrading101.com\/learn\/?p=3744"},"modified":"2023-04-04T20:29:56","modified_gmt":"2023-04-04T20:29:56","slug":"binance-python-api-guide","status":"publish","type":"post","link":"https:\/\/algotrading101.com\/learn\/binance-python-api-guide\/","title":{"rendered":"Binance Python API \u2013 A Step-by-Step Guide"},"content":{"rendered":"
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Table of Contents<\/h2>\n\n\n\n
  1. What is the Binance API?<\/a><\/li>
  2. Why should I use the Binance API?<\/a><\/li>
  3. Why shouldn\u2019t I use the Binance API?<\/a><\/li>
  4. What are the alternatives to using the Binance API?<\/a><\/li>
  5. Are there any Python libraries available for the Binance API?<\/a><\/li>
  6. How do I get started with the Binance API?<\/a><\/li>
  7. Does Binance offer a demo account?<\/a><\/li>
  8. How do I retrieve my account balance using the Binance API?<\/a><\/li>
  9. How can I retrieve the latest price for Bitcoin?<\/a><\/li>
  10. How can I get Bitcoin\u2019s historical price data in CSV format?<\/a><\/li>
  11. Should I trade futures or spot? What is the difference?<\/a><\/li>
  12. How to access technical indicators such as the 20 SMA<\/a><\/li>
  13. How to fire an order for Ethereum using the Binance API<\/a><\/li>
  14. How to implement a stop loss or take profit using the Binance API<\/a><\/li>
  15. How to use Binance Coin (BNB) for discounted trading commissions<\/a><\/li>
  16. How to execute a trade on ETH when BTC hits a certain price<\/a><\/li>
  17. How to execute an ETH trade when BTC moves 5% in the last 5 minutes<\/a><\/li>
  18. Final Thoughts<\/a><\/li><\/ol>\n\n\n\n
    \"Create<\/figure>\n\n\n\n

    What is the Binance API?<\/h2>\n\n\n\n

    The Binance API is a method that allows you to connect to the Binance servers via Python or several other programming languages. With it, you can automate your trading.<\/p>\n\n\n\n

    More specifically, Binance has a RESTful API that uses HTTP requests to send and receive data. Further, there is also a WebSocket available that enables the streaming of data such as price quotes and account updates.<\/p>\n\n\n\n

    Link: https:\/\/www.binance.com\/en<\/a><\/p>\n\n\n\n

    Why should I use the Binance API?<\/h2>\n\n\n\n

    Binance has established itself as a market leader when it comes to cryptocurrency trading. It currently ranks number one for Bitcoin volume according to coinmarketcap.com and ranks well for many other currencies.<\/p>\n\n\n\n

    Commissions are very competitive and you may be hard-pressed to find another exchange with lower fees.<\/p>\n\n\n\n

    Lastly, Binance has a good track record of security. There have only been a few instances of Binance getting hacked which is something that all exchanges are susceptible to due to the nature of the business.<\/p>\n\n\n\n

    The most important part, when Binance got hacked in 2019, and more than $40 million was stolen, Binance covered the users that were impacted.<\/p>\n\n\n\n

    Why shouldn\u2019t I use the Binance API?<\/h2>\n\n\n\n

    While security is a big plus point for Binance when it comes to exchanges, there are better alternatives, depending on your needs.<\/p>\n\n\n\n

    If your primary interest is trading Bitcoin, you might be better off trading Bitcoin futures with a regulated broker like Interactive Brokers for example.<\/p>\n\n\n\n

    The benefit of a regulated broker is that they have insurance schemes in place to protect the consumer.<\/p>\n\n\n\n

    If trading futures is not your thing, there are several regulated brokers that offer CFD trading on cryptocurrencies which can be a good alternative.<\/p>\n\n\n\n

    It should be noted that these options don’t have nearly as extensive of an offering as Binance. And in most cases, the trading fees are significantly higher.<\/p>\n\n\n\n

    Another challenge with API trading at Binance is that API changes occur often.<\/p>\n\n\n\n

    API changes are generally a good thing. It means the exchange is trying to update and improve their infrastructure (most of the time).<\/p>\n\n\n\n

    However, this involves keeping a close eye on Binance’s API announcements and updating our trading algorithms as required. Not all changes will lead to our code breaking, but some of them certainly can.<\/p>\n\n\n\n

    There are also outages. In late 2020, Binance took its API offline roughly once a month for a few hours each time for planned updates. This requires manual intervention and additional position management for algo traders.<\/p>\n\n\n\n

    In early 2021, amidst a surge in crypto prices, Binance experienced outages during volatile times due to an influx of new users signing up and a sharp rise in trading volume.<\/p>\n\n\n\n

    Binance CEO Changpeng Zhao, better known as CZ, has commented several times that outages are normal in a growing industry such as crypto, and that users should expect it could happen again in the future.<\/p>\n\n\n\n

    What are the alternatives to using the Binance API?<\/h2>\n\n\n\n

    Coinmarketcap has more than 300 exchanges listed in its database, and many of them offer an API. So there isn’t a shortage of alternatives.<\/p>\n\n\n\n

    Some of the names that stand out from their list as well-established exchanges include Coinbase, Kraken, Bitfinex, Bitstamp, and Bittrex.<\/p>\n\n\n\n

    Futures traders may also want to take a look at Bitmex which is a popular exchange with competitive commissions. They even pay you for certain order types rather than charging a trading fee.<\/p>\n\n\n\n

    \u00bb Before you run your strategies, you need data to design and backtest them. Quandl provides (mostly) free data that can be useful.\n\n

    \nHere is a guide:     Quandl: A Step-by-Step Guide<\/a>\n

    (Yes, Quandl has crypto data such as     this<\/a> and this<\/a>)\n<\/p>\n\n<\/div>\n
    \n\n\n\n

    Are there any Python libraries available for the Binance API?<\/h2>\n\n\n\n

    There are several third-party libraries available, the most popular is python-binance<\/a>.<\/p>\n\n\n\n

    There is an interesting story on how this library came to be the most popular Python library for Binance.<\/p>\n\n\n\n

    When Binance launched in 2017, they held a contest to see who can come up with the best library for various different programming languages. The winners were each rewarded 1000 Binance coins (BNB). <\/p>\n\n\n\n

    At the time of the contest, BNB was trading below $2 but it surged to a high $691 in the first half of 2021!<\/p>\n\n\n\n

    There were several good submissions for the Python category but python-binance ultimately won.<\/p>\n\n\n\n

    This was a clever approach to ensure the best developers worked hard to create a good library. <\/p>\n\n\n\n

    Another popular library is CCXT<\/a>. This library supports over a hundred different exchanges and is available in many different programming languages.<\/p>\n\n\n\n

    A third and perhaps lesser known option is Binance Connector<\/a> which appears like it could be an official library as it is hosted under Binance’s Github page. There is also a recommendation and link to it in the Binance API documentation.<\/p>\n\n\n\n

    CCXT is a good option if you plan to trade on multiple exchanges, or want the flexibility of switching to another exchange down the road without having to fully relearn another library.<\/p>\n\n\n\n

    The advantage to Python Binance is that a lot of people use it so it’s easy to get support and help from other users.<\/p>\n\n\n\n

    Lastly, Binance connector seems like it is often updated and a great library all around. The downside, however, is that the learning curve for it might be steep as there isn’t a lot of documentation or usage examples available for it.<\/p>\n\n\n\n

    How do I get started with the Binance API?<\/h2>\n\n\n\n

    Sign up with Binance<\/h3>\n\n\n\n
    \"\"<\/figure>\n\n\n\n

    The first step is to create an account with Binance. You only need to enter your email and create a password – https:\/\/accounts.binance.com\/en\/register<\/a><\/p>\n\n\n\n

    Optionally, if you’re interested in using a Referral ID, you can use ZCYOCDMQ to receive a 10% discount off your trading fees.<\/p>\n\n\n\n

    That’s my Referral ID, thanks for supporting me! – Jignesh<\/p>\n\n\n\n

    You will be asked if you want to enable two-factor authentication for additional security. We highly recommend that you do. If you’ve never used it before, you will need to install Google Authenticator<\/a>.<\/p>\n\n\n\n

    There are tutorials on getting started on things like your first deposit and much more on Binance Academy<\/a>.<\/p>\n\n\n\n

    Obtaining an API key<\/h3>\n\n\n\n

    After logging in to your Binance account, click on the profile icon on the top right-hand side of the screen. From there, select API Management.<\/p>\n\n\n\n

    \"\"<\/figure>\n\n\n\n

    Next, you will be asked to create a label for the API key. If you plan to create multiple keys, it’s a good idea to use a descriptive name here so that you can easily distinguish it later on.<\/p>\n\n\n\n

    \"\"<\/figure>\n\n\n\n

    If you have two-factor authentication enabled, you will be asked to authenticate once again at this point.<\/p>\n\n\n\n

    \"\"<\/figure>\n\n\n\n

    Binance will send you an email to confirm the API key creation. Click on the confirmation link from your confirmation email to proceed.<\/p>\n\n\n\n

    \"\"<\/figure>\n\n\n\n

    Your API key should be created at this point. Note that this is the only time your API secret will be revealed. If you navigate away from this screen, you will not be able to see it again.<\/p>\n\n\n\n

    In such a scenario, you will need to delete your API key and start over again by creating a new one.<\/p>\n\n\n\n

    Guard your API details as you would with any password as anyone can get access to your account if they were able to get a hold of this information.<\/p>\n\n\n\n

    Before moving forward, there are a few settings here that we need to take a look at.<\/p>\n\n\n\n

    The Read Only<\/strong> option is selected by default, and you likely won’t be able to uncheck it.<\/p>\n\n\n\n

    This permits the API to read your account details and is enabled by default. Perhaps it is a bit misleading since it includes the term Only<\/strong>, but you can still perform other operations with this option checked.<\/p>\n\n\n\n

    There is also an option to Enable Trading<\/strong>, Enable Withdrawals<\/strong>, and Enable Future<\/strong>.<\/p>\n\n\n\n

    If you’re still testing out the API, it might be a good idea to leave these unchecked. If you’re ready to start trading, then check off the Enable Trading box and the Enable Future box if you plan to trade futures.<\/p>\n\n\n\n

    For some people, the Enable Future box won’t be shown here. That means the account is not set up for trading futures.<\/p>\n\n\n\n

    Note: if the Enable Futures box is shown, you should still set up your futures account first before attempting to create an API key (if you plan to trade futures). Otherwise, it may lead to API authentication errors.<\/p>\n\n\n\n

    It is easy to setup Futures trading on your account if it is not already enabled. From the main Binance login page, click on the Derivatives<\/strong> option in the top menu bar.<\/p>\n\n\n\n

    \"\"<\/figure>\n\n\n\n

    From there, click on Futures which should take you to the Futures trading screen. There should be an option on that page to open a Futures account.<\/p>\n\n\n\n

    If you plan to make withdrawals from within your Python trading script, you will need to enable it. To do so, you have to specify the IP address from where the script will be accessing the API. This is for security purposes.<\/p>\n\n\n\n

    If you intend on running your script from a virtual private server such as AWS, this shouldn’t be a big problem. However, if you are running the script from your local machine, you could run into issues as most internet service providers do not offer static IP addresses.<\/p>\n\n\n\n

    There are third-party solutions, such as noip.com that provide a way around not having a static IP.<\/p>\n\n\n\n

    Installing the python-binance library<\/h3>\n\n\n\n

    The easiest way to install the python-binance library is to use pip. From the command line, simply type:<\/p>\n\n\n\n

    pip install python-binance<\/code><\/pre>\n\n\n\n
    Securing your API keys<\/h3>\n\n\n\n
    We recommend storing your API keys as environment variables. That way, if you upload your code to GitHub, or send it to someone, you don’t run at the risk of revealing your credentials.<\/p>\n\n\n\n
    This can be done via the command prompt. Here is the syntax for Windows users.<\/p>\n\n\n\n
    set binance_api=your_api_key_here\nset binance_secret=your_api_secret_here<\/code><\/pre>\n\n\n\n
    You can verify that the keys are saved right from the command prompt by launching Python. Here is an example:<\/p>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    And this is how you can store environment variables on a Mac or in a Linux environment using the terminal.<\/p>\n\n\n\n
    Syntax:<\/p>\n\n\n\n
    export binance_api=\"your_api_key_here\"\nexport binance_secret=\"your_api_secret_here\"<\/code><\/pre>\n\n\n\n
    Example:<\/p>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    We can later retrieve these values from within our Python trading script by using the os library.<\/p>\n\n\n\n
    Does Binance offer a demo account?<\/h2>\n\n\n\n
    Before jumping into live trading with the Binance API, there is an option to test out your Python trading script on the Binance API testnet.<\/p>\n\n\n\n
    Start by going to the Binance Spot Test Network website, you can find it here – https:\/\/testnet.binance.vision\/<\/a><\/p>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    From there, you will have to create an account, even if  you already have an account with Binance.com. We only saw an option to log on with a GitHub account.<\/p>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    Once you’re logged on, you will have to create new API keys. These will be separate from the keys created in the previous step and will be used only to access your demo account.<\/p>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    Choose the option to generate a HMAC key. In the next step, enter in descriptive name for your key.<\/p>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    After clicking generate, you will be taken to a screen that displays your key. If you leave this screen, you won’t be able to access they secret key again, and will have to start over.<\/p>\n\n\n\n
    Once you’re setup with the keys, all of the endpoints in the live API will be the same as in the Testnet API. The only difference is that you have to use a different URL to access Testnet.<\/p>\n\n\n\n
    At the time of writing, the python-binance library, which we’ve used in all the examples, does not support the Test Network. However, we will discuss a workaround in the next step.<\/p>\n\n\n\n
    Please note, Test Network accounts get deleted typically at the start of each month. Any open trades will be wiped out. More details about the Spot Test Network can be found on the same page where you go to create your key.<\/p>\n\n\n\n
    How do I retrieve my account balance using the Binance API?<\/h2>\n\n\n\n
    Now that we’ve installed the library and obtained API keys, it’s time to test out a connection to the API. We will start up a client and check out four functions that detail different account balances.<\/p>\n\n\n\n
    import os\n\nfrom binance.client import Client<\/code><\/pre>\n\n\n\n
    We start with our imports. We will need the Client <\/strong>class from the python-binance library as well as the os <\/strong>library to retrieve the API keys that we stored as environment variables.<\/p>\n\n\n\n
    # init\napi_key = os.environ.get('binance_api')\napi_secret = os.environ.get('binance_secret')<\/code><\/pre>\n\n\n\n
    Next, we store our API key and secret to local variables.<\/p>\n\n\n\n
    client = Client(api_key, api_secret)<\/code><\/pre>\n\n\n\n
    And finally, we initialize our client and pass through the API key and secret. We are all set to start accessing the API at t his point.<\/p>\n\n\n\n
    Unfortunately, the python-binance library does not have support for the demo environment previously discussed. However, we were able to connect by manually changing the API endpoint URL in the library like this:<\/p>\n\n\n\n
    client.API_URL = 'https:\/\/testnet.binance.vision\/api'<\/code><\/pre>\n\n\n\n
    If you decide to start with the demo API, make sure you are passing through your Test Network API credentials when initializing the Client and not the live API keys.<\/p>\n\n\n\n
    # get balances for all assets & some account information\nprint(client.get_account())<\/code><\/pre>\n\n\n\n
    The above code will print out all of our account details for every currency available on the platform. It will also provide some other info such as the current commission rate and if your account is enabled for margin trading.<\/p>\n\n\n\n
    This might be a bit too much information. If we are only interested in our BTC <\/strong>balance, we can use another endpoint.<\/p>\n\n\n\n
    # get balance for a specific asset only (BTC)\nprint(client.get_asset_balance(asset='BTC'))<\/code><\/pre>\n\n\n\n
    If you’re after the balance details of another asset, simply switch out BTC <\/strong>with the asset you are after.<\/p>\n\n\n\n
    # get balances for futures account\nprint(client.futures_account_balance())<\/code><\/pre>\n\n\n\n
    Account balances for futures accounts are separate from the main balance and therefore require a different endpoint.<\/p>\n\n\n\n
    Similarly, margin account details are separated as well. Here is how you can access your margin account. Note that an exception will be raised if you have not activated a margin account.<\/p>\n\n\n\n
    # get balances for margin account\nprint(client.get_margin_account())<\/code><\/pre>\n\n\n\n
    If you’re not familiar with margin trading, you can check out the Binance guide: What is Margin Trading<\/a> for more details and the Binance Margin Trading Guide<\/a> for setup instructions.<\/p>\n\n\n\n
    How can I retrieve the latest price for Bitcoin?<\/h2>\n\n\n\n
    There are several methods to get the latest price for Bitcoin. The simplest one involves using the get_symbol_ticker<\/code> function.<\/p>\n\n\n\n
    You can pass through any ticker here as opposed to BTCUSDT<\/strong> if you’re after another asset.<\/p>\n\n\n\n
    # get latest price from Binance API\nbtc_price = client.get_symbol_ticker(symbol=\"BTCUSDT\")\n# print full output (dictionary)\nprint(btc_price)<\/code><\/pre>\n\n\n\n
    The code above will print out a dictionary that contains the symbol and the price. Here is an example output – <\/p>\n\n\n\n
    {'symbol': 'BTCUSDT', 'price': '9678.08000000'}<\/code><\/pre>\n\n\n\n
    We can access just the price as follows.<\/p>\n\n\n\n
    print(btc_price[\"price\"])<\/code><\/pre>\n\n\n\n
    In a live Python trading script, we would likely need up to date price information for the asset that we are trading. Fortunately, there is a better solution than constantly making requests to the API. It involves using Binance WebSocket.<\/p>\n\n\n\n
    Using the Binance WebSocket for the latest Bitcoin price<\/h3>\n\n\n\n
    The Binance WebSocket requires us to only send a command once to open up a stream, and then data will automatically stream over as prices get updated.<\/p>\n\n\n\n
    from time import sleep\n\nfrom binance import ThreadedWebsocketManager<\/code><\/pre>\n\n\n\n
    We need to import the ThreadedSocketManager to use this function, along with the sleep function from the time module. <\/p>\n\n\n\n
    btc_price = {'error':False}<\/code><\/pre>\n\n\n\n
    Next we will create a dictionary that will hold our latest price data and also let us known if there is a problem with the websocket.<\/p>\n\n\n\n
    def btc_trade_history(msg):\n    ''' define how to process incoming WebSocket messages '''\n    if msg['e'] != 'error':\n\tprint(msg['c'])\n\tbtc_price['last'] = msg['c']\n\tbtc_price['bid'] = msg['b']\n\tbtc_price['last'] = msg['a']\n\tbtc_price['error'] = False\n    else:\n        btc_price['error'] = True<\/code><\/pre>\n\n\n\n
    Then, we will create a function that will tell the socket manager what to do when it receives new data.<\/p>\n\n\n\n
    For now, we will just print the last closing price to the screen.<\/p>\n\n\n\n
    We are also storing a few items to the dictionary file that we created earlier. This allows us to access the data outside the function and this is how you would typically access websocket data from your main trading script.<\/p>\n\n\n\n
    Aside from the latest price, bid, and ask, we also have error checking built in. This will let us know if there is an error with the Binance WebSocket, in which case we will need to restart it.<\/p>\n\n\n\n
    A latter example involving the websocket expands on the error checking part.<\/p>\n\n\n\n
    You may have noticed that Binance doesn’t use full variable names. IE the close price comes over the websocket in a variable called ‘c’ rather than ‘close’. Binance probably did this to keep the overall size of the message minimal in an attempt to boost communication speed.<\/p>\n\n\n\n
    If you’re ever trying to program a new websocket connection and are unsure what the variables stand for, check out the Binance API documentation<\/a>. They have a detailed explanation of what each component of the websocket message is used for.<\/p>\n\n\n\n
    # init and start the WebSocket\nbsm = ThreadedWebsocketManager()\nbsm.start()<\/code><\/pre>\n\n\n\n
    The next step is to initialize the socket manager. When we do that, the library will create a new thread which we’ve started in the code snippet above.<\/p>\n\n\n\n
    # subscribe to a stream\nbsm.start_symbol_ticker_socket(callback=btc_trade_history, symbol='BTCUSDT')<\/code><\/pre>\n\n\n\n
    We will call the start_symbol_ticker_socket<\/code> which has similar output to the get_symbol_ticker<\/code> function of the API that we discussed earlier.<\/p>\n\n\n\n
    We need to pass through a symbol, which in this case is BTCUSDT<\/strong>. We also specify it to call our custom btc_trade_history<\/code> function every time a new message comes in.<\/p>\n\n\n\n
    If you’re following along, you should see a stream of prices on your screen if you run the above code. It should look similar to the Trade History<\/strong> box that is on the Binance webpage under the spot trading section.<\/p>\n\n\n\n
    In a live Python trading script, you will access the data from the dictionary file outside the function as opposed to printing the data to screen from the function.<\/p>\n\n\n\n
    Binance has several websocket streams and we can easily add more.<\/p>\n\n\n\n
    bsm.start_symbol_ticker_socket(callback=btc_trade_history, symbol='ETHUSDT')<\/code><\/pre>\n\n\n\n
    The code snippet above subscribes to the ticker price for ETHUSDT. We kept the callback as btc_trade_history<\/strong>. That means when a new message arrives for ETHUSDT, it will get handled by the same btc_trade_history <\/strong>function we created.<\/p>\n\n\n\n
    This is just for example purposes, to show how you can easily add more streams. You can choose to create a separate function for other streams if need be.<\/p>\n\n\n\n
    When you’re done with the WebSocket, use the following syntax to properly terminate it:<\/p>\n\n\n\n
    # stop websocket\nbsm.stop()<\/code><\/pre>\n\n\n\n
    The WebSocket can deliver various data. To get a full view of what is available, type the following in your Python terminal.<\/p>\n\n\n\n
    help(ThreadedWebsocketManager)<\/code><\/pre>\n\n\n\n
    This will list all the different methods available as well as give some information about the returned data.<\/p>\n\n\n\n
    Here is an example for the start_symbol_ticker_socket:<\/p>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    As you can see it gives a brief description, a link to the official Binance documentation about that function, and some details about the returned data.<\/p>\n\n\n\n
    This is another way to figure out that msg['b']<\/code> returns the best bid, besides checking the documentation. <\/p>\n\n\n\n
    How can I get Bitcoin’s historical price data in CSV format?<\/h2>\n\n\n\n
    We will request historical Bitcoin price data from the Binance API and then outline four options to save that data to a CSV file.<\/p>\n\n\n\n
    We want data that goes as far back as possible. Fortunately, there is a function within the library that allows us to determine the first available price point.<\/p>\n\n\n\n
    # valid intervals - 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M\n\n# get timestamp of earliest date data is available\ntimestamp = client._get_earliest_valid_timestamp('BTCUSDT', '1d')\nprint(timestamp)<\/code><\/pre>\n\n\n\n
    In the code snippet above, we’ve called the ._get_earliest_valid_timestamp<\/code> function and passed in BTCUSDT <\/strong>as our symbol and 1d <\/strong>as our timeframe. The output is saved to a variable.<\/p>\n\n\n\n
    # request historical candle (or klines) data\nbars = client.get_historical_klines('BTCUSDT', '1d', timestamp, limit=1000)<\/code><\/pre>\n\n\n\n
    Next, we make the call for historical data. Once again we need to pass through the symbol and variable. Also, a starting date is required and we’ve used our timestamp variable for that.<\/p>\n\n\n\n
    Lastly, this function by default calls the last 500 points of data. The maximum is 1000 so we’ve increased the limit to the maximum.<\/p>\n\n\n\n
    In the background, this endpoint will continuously query the API in a loop, collecting 1000 price points at a time, until all data from the start point until today is returned.<\/p>\n\n\n\n
    In an effort to be ‘kind’ to the API, there is a sleep function built-in after every third call. So this could take a while if you’re looking for say 1-minute data from the very start.<\/p>\n\n\n\n
    Binance began operations over the summer of 2017, so that will likely be the earliest price point available.<\/p>\n\n\n\n
    Here is a definition of the data returned as per the Binance API documentation.<\/p>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    Now that we have our date, let’s go through four different options to save it to a file.<\/p>\n\n\n\n
    # option 1 - save to file using json method\nwith open('btc_bars.json', 'w') as e:\n    json.dump(bars, e)<\/code><\/pre>\n\n\n\n
    The first involves using the JSON library. This will maintain the structure of the data which is a list of lists. If you want to keep this structure, this is the way to go. Make sure to import json<\/code>.<\/p>\n\n\n\n
    # option 2 - save as CSV file using the csv writer library\nwith open('btc_bars.csv', 'w', newline='') as f:\n\twr = csv.writer(f)\n    for line in bars:\n        wr.writerow(line)<\/code><\/pre>\n\n\n\n
    The second method uses csv writer to save the list as a CSV file. Make sure to import csv<\/code>.<\/p>\n\n\n\n
    # option 3 - save as CSV file without using a library. \nwith open('btc_bars2.csv', 'w') as d:\n    for line in bars:\n        d.write(f'{line[0]}, {line[1]}, {line[2]}, {line[3]}, {line[4]}\\n')<\/code><\/pre>\n\n\n\n
    The third option doesn’t use any library. We’ve created an f string which is a native function of Python 3 and above.<\/p>\n\n\n\n
    There is a bit more flexibility here. We’ve taken advantage of it and only saved the first five columns: date<\/strong>, open<\/strong>, high<\/strong>, low<\/strong>, close<\/strong>.<\/p>\n\n\n\n
    Alternatively, you can also delete the additional columns, if you don’t need them, like this:<\/p>\n\n\n\n
    # delete unwanted data - just keep date, open, high, low, close\nfor line in bars:\n    del line[5:]<\/code><\/pre>\n\n\n\n
    The last option is to utilize the export to CSV function of Pandas. It makes sense to use this option if you plan on holding your data in a DataFrame anyway.<\/p>\n\n\n\n
    # option 4 - create a Pandas DataFrame and export to CSV\nbtc_df = pd.DataFrame(bars, columns=['date', 'open', 'high', 'low', 'close'])\nbtc_df.set_index('date', inplace=True)\nprint(btc_df.head())<\/code><\/pre>\n\n\n\n
    We’ve passed through our data into a DataFrame and defined the columns. Since we’ve deleted some unwanted columns, there are only five that need to be defined.<\/p>\n\n\n\n
    This is what our DataFrame looks like at this point – <\/p>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    The date column has been set as an index which makes it a time-series indexed DataFrame. This way, it’s easier to manipulate based on time frames later. It also removes an extra not needed index column when we go to save it as a CSV.<\/p>\n\n\n\n
    Lastly, we can export the DataFrame as a CSV file.<\/p>\n\n\n\n
    # export DataFrame to csv\nbtc_df.to_csv('btc_bars3.csv')<\/code><\/pre>\n\n\n\n
    UPDATE August 30, 2021: <\/strong> Binance has launched a new website that hosts historical market data for both the spot and futures markets.<\/p>\n\n\n\n
    The website can be accessed by clicking on the following URL – Binance Data Collection<\/a><\/p>\n\n\n\n
    From there, choose the relevant market (spot or futures). And then, you can choose the time frame for the data. I.E. monthly or daily. <\/p>\n\n\n\n
    At this point, you can pick the type of data you’re after. The common data types are:<\/p>\n\n\n\n