import pfeed as pe
pe.__version__Download Historical Data from Bybit¶
pe.bybit.download_historical_data(
products=['BTC_USDT_PERP'],
dtypes=['raw'], # this will be converted to `raw_tick` implicitly for Bybit
start_date='2024-03-01',
end_date='2024-03-02',
num_cpus=8, # num_cpus for Ray
use_ray=True,
use_minio=False,
)Now you can get your downloaded raw data locally by creating a Feed object:
if the data has not been downloaded, it will be downloaded on the fly automatically.
bybit_feed = pe.BybitFeed()
raw_df = bybit_feed.get_historical_data(
product='BTC_USDT_PERP',
resolution='raw',
start_date='2024-03-01',
end_date='2024-03-02',
)
raw_df.head(3)Resample Data¶
You can resample the downloaded raw data to other resolutions by specifying the resolution argument, e.g. 1m or 1minute for 1-minute data.
minute_df = bybit_feed.get_historical_data(
product='BTC_USDT_PERP',
resolution='1m',
start_date='2024-03-01',
end_date='2024-03-02',
)
minute_df.head(3)