diff --git a/example_notebook.ipynb b/example_notebook.ipynb index 8c7847d..1c076f4 100644 --- a/example_notebook.ipynb +++ b/example_notebook.ipynb @@ -2,77 +2,93 @@ "cells": [ { "cell_type": "code", - "execution_count": 1, + "execution_count": 6, "metadata": {}, "outputs": [], "source": [ - "from fast_binance.fast_binance import OnlinePriceFetcher" + "from fast_binance.online_fetcher import OpenInterestFetcher, OnlinePriceFetcher" ] }, { "cell_type": "code", - "execution_count": 2, + "execution_count": 11, + "metadata": {}, + "outputs": [], + "source": [ + "pf = OpenInterestFetcher()\n", + "res = await pf.async_download(['FTMUSDT', 'ETHUSDT', 'BTCUSDT'], \n", + " period='1h')\n" + ] + }, + { + "cell_type": "code", + "execution_count": 13, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "812941.8017666667" + ] + }, + "execution_count": 13, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "res['ETHUSDT']['sumOpenInterest'].mean()" + ] + }, + { + "cell_type": "code", + "execution_count": 14, "metadata": {}, "outputs": [ { - "name": "stdout", - "output_type": "stream", - "text": [ - "An error occured while fetching SEIUSDT. Error: Length mismatch: Expected axis has 0 elements, new values have 12 elements. {'interval': '1h', 'start_str': '2023-07-01', 'end_str': '2023-08-01'}\n", - "An error occured while fetching FTTUSDT. Error: Length mismatch: Expected axis has 0 elements, new values have 12 elements. {'interval': '1h', 'start_str': '2023-07-01', 'end_str': '2023-08-01'}\n", - "{'SEIUSDT': 'Length mismatch: Expected axis has 0 elements, new values have 12 elements', 'FTTUSDT': 'Length mismatch: Expected axis has 0 elements, new values have 12 elements', 'BTCUSDT': open high low close volume \\\n", - "open_time \n", - "2023-07-01 00:00:00 30471.99 30534.74 30420.00 30469.83 1244.96393 \n", - "2023-07-01 01:00:00 30469.82 30484.31 30380.51 30447.78 1182.24313 \n", - "2023-07-01 02:00:00 30447.77 30530.64 30390.33 30420.85 871.56148 \n", - "2023-07-01 03:00:00 30420.84 30444.00 30375.85 30398.01 709.27222 \n", - "2023-07-01 04:00:00 30398.02 30417.62 30320.57 30389.15 1296.90923 \n", - "... ... ... ... ... ... \n", - "2023-07-31 20:00:00 29157.49 29257.99 29115.64 29208.27 1340.23541 \n", - "2023-07-31 21:00:00 29208.28 29295.24 29158.46 29243.31 865.68795 \n", - "2023-07-31 22:00:00 29243.32 29243.32 29201.00 29209.99 441.45067 \n", - "2023-07-31 23:00:00 29210.00 29240.50 29190.00 29232.25 437.20574 \n", - "2023-08-01 00:00:00 29232.26 29288.20 29210.99 29283.96 720.85463 \n", - "\n", - " close_time quote_volume count taker_buy_volume \\\n", - "open_time \n", - "2023-07-01 00:00:00 1688173199999 3.796122e+07 34431 583.42618 \n", - "2023-07-01 01:00:00 1688176799999 3.598583e+07 36840 548.10204 \n", - "2023-07-01 02:00:00 1688180399999 2.654183e+07 25121 439.93886 \n", - "2023-07-01 03:00:00 1688183999999 2.156691e+07 17815 248.73089 \n", - "2023-07-01 04:00:00 1688187599999 3.938632e+07 28893 529.70642 \n", - "... ... ... ... ... \n", - "2023-07-31 20:00:00 1690837199999 3.912652e+07 36089 734.27381 \n", - "2023-07-31 21:00:00 1690840799999 2.529714e+07 26473 452.09710 \n", - "2023-07-31 22:00:00 1690844399999 1.289902e+07 15041 203.78311 \n", - "2023-07-31 23:00:00 1690847999999 1.277267e+07 12755 222.21180 \n", - "2023-08-01 00:00:00 1690851599999 2.107947e+07 17954 341.10168 \n", - "\n", - " taker_buy_quote_volume ignore \n", - "open_time \n", - "2023-07-01 00:00:00 1.778958e+07 0 \n", - "2023-07-01 01:00:00 1.668316e+07 0 \n", - "2023-07-01 02:00:00 1.339703e+07 0 \n", - "2023-07-01 03:00:00 7.562857e+06 0 \n", - "2023-07-01 04:00:00 1.608618e+07 0 \n", - "... ... ... \n", - "2023-07-31 20:00:00 2.143501e+07 0 \n", - "2023-07-31 21:00:00 1.321175e+07 0 \n", - "2023-07-31 22:00:00 5.953828e+06 0 \n", - "2023-07-31 23:00:00 6.491104e+06 0 \n", - "2023-08-01 00:00:00 9.975408e+06 0 \n", - "\n", - "[745 rows x 11 columns]}\n" - ] + "data": { + "text/plain": [ + "timestamp\n", + "2024-03-13 17:00:00 800408.309\n", + "2024-03-13 18:00:00 802842.580\n", + "2024-03-13 19:00:00 804291.357\n", + "2024-03-13 20:00:00 803848.163\n", + "2024-03-13 21:00:00 792965.582\n", + "2024-03-13 22:00:00 793880.630\n", + "2024-03-13 23:00:00 796316.080\n", + "2024-03-14 00:00:00 795342.351\n", + "2024-03-14 01:00:00 798761.961\n", + "2024-03-14 02:00:00 806139.535\n", + "2024-03-14 03:00:00 803312.674\n", + "2024-03-14 04:00:00 802518.401\n", + "2024-03-14 05:00:00 805565.020\n", + "2024-03-14 06:00:00 812910.070\n", + "2024-03-14 07:00:00 806800.890\n", + "2024-03-14 08:00:00 809735.364\n", + "2024-03-14 09:00:00 810241.309\n", + "2024-03-14 10:00:00 807617.003\n", + "2024-03-14 11:00:00 809517.497\n", + "2024-03-14 12:00:00 818606.169\n", + "2024-03-14 13:00:00 824047.664\n", + "2024-03-14 14:00:00 831813.355\n", + "2024-03-14 15:00:00 835480.817\n", + "2024-03-14 16:00:00 839687.069\n", + "2024-03-14 17:00:00 845555.277\n", + "2024-03-14 18:00:00 845881.426\n", + "2024-03-14 19:00:00 828468.294\n", + "2024-03-14 20:00:00 816222.267\n", + "2024-03-14 21:00:00 820065.930\n", + "2024-03-14 22:00:00 819411.009\n", + "Name: sumOpenInterest, dtype: float64" + ] + }, + "execution_count": 14, + "metadata": {}, + "output_type": "execute_result" } ], "source": [ - "pf = OnlinePriceFetcher('spot')\n", - "res = await pf.async_download(['SEIUSDT', 'FTTUSDT', 'BTCUSDT'], \n", - " interval='1h', \n", - " start_str='2023-07-01',\n", - " end_str='2023-08-01' )\n", - "print(res)" + "res['ETHUSDT']['sumOpenInterest']" ] }, { @@ -99,7 +115,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.9.16" + "version": "3.9.18" }, "orig_nbformat": 4 }, diff --git a/fast_binance/__init__.py b/fast_binance/__init__.py index 4c50358..4fc7b97 100644 --- a/fast_binance/__init__.py +++ b/fast_binance/__init__.py @@ -1,8 +1,9 @@ -__version__ = "1.1.1" +__version__ = "1.1.2" from fast_binance.online_fetcher import ( OnlinePriceFetcher, - OpenInterestFetcher + OpenInterestFetcher, + MultiplexFetcher, ) from fast_binance.offline_fetcher import OfflineFileFetcher