Getting the full historical dataset for every currency on Binance using the API

How: The code will do the following: Check for existing saved data Find difference between the latest saved data (if any) and the newest data Send API calls and append to existing or new DataFrame Save and/or return full DataFrame The only thing you need to do is add your API-key and API-secret to your code, also remember to NEVER share these with anyone. pip install python-binance This is incredibly easy to use, simple call the function in python like this: This is an example of the function simply getting the last 4 minutes of prices (which is a single 5m kline) and updating your data with it.Once downloaded the function will return the entire DataFrame for you to use as you wish, if the argument save is passed as True it’ll save the DataFrame on your computer with the filename “[symbol]-[kline_size]-data.csv” ie. “ICXBTC-5m-data.csv” in the case above. The clever thing about this function though is that it will keep your data up to date at all time. Each time the function is called it will check the latest point of data you’ve downloaded and make sure to fill in the difference if any new data exists! Just call the get_all_binance(“ICXBTC”, “5m”, save = True) each time you’re working with your ICXBTC data to make sure you always have the latest data!