time_increment in parallel()client API callsreference_data_*().to_dataframe() returnformat=json_stream for catalog and reference_data functions by default, drastically improving speedtxids as a valid parallelize_on variablecatalog_*_v2().to_dataframe() that flattens these dataframesbase_native and quote_native fields to reference_data_markets()on_error for CmStream defaultcatalog deprecationtxid, accounts, block_hashes, heights, and sub_accounts as valid parallel variablesheight_increment as a valid parallel parameterto_dataframe() call for reference_data_* and security_master_* functionsget_market_funding_rates_predicted, catalog_{full}_market_funding_rates_predicted_v2blockchain_metadata_tags() and blockchain_metadata_tagged_entities functionsget_snapshots_of_asset_metric_constituents and get_timeframes_of_asset_metric_constituentsget_stream_market_open_interestget_stream_market_liquidationsmetrics parameter to catalog_{full}_markets_v2catalog_index_levels_v2 and reference_data_marketsblockchain endpointsfrequency parameter with granularity for get_market_quotes and get_market_orderbooksreference_data_assets, reference_data_indexes, reference_data_pairssecurity_master_assets, security_master_marketscatalog_{full}_pair_candles_v2, catalog_{full}_index_candles_v2, catalog_{full}_asset_chains_v2, catalog_{full}_mempool_feerates_v2, catalog_{full}_mining_pool_tips_summaries_v2, catalog_{full}_transaction_tracker_assets_v2reference_data_asset_metrics, reference_data_institution_metricscatalog_{full}_asset_metrics_v2, catalog_exchange_{full}_metrics_v2, catalog_{full}_exchange_asset_metrics_v2, catalog_{full}_pair_metrics_v2, catalog_{full}_institution_metrics_v2on_close handler to CmStreamcatalog_{full}_contract_prices_v2, catalog_{full}_market_trades_v2, catalog_{full}_market_candles_v2, catalog_{full}_market_orderbooks_v2, catalog_{full}_market_quotes_v2, catalog_{full}_market_funding_rates_v2, catalog_{full}_market_contract_prices_v2, catalog_{full}_market_implied_volatility_v2, catalog_{full}_market_greeks_v2, catalog_{full}_market_open_interest, catalog_{full}_market_liquidations_v2, catalog_{full}_market_metrics_v2.The tool is installed a long with the coinmetrics-api-client, it's recommended to create a new Python [virtual environment]
for your project and install the package:
python -m venv .venv
+python -m venv .venv
source .venv/bin/activate
-pip install coinmetrics-api-client
+pip install coinmetrics-api-client
+
The export tool requires access to a CoinMetrics API key, and is accessed with the environment variable CM_API_KEY,
the easiest way to set this is to run export CM_API_KEY=<API_KEY> in your terminal on MacOS/Linux or just set CM_API_KEY=<API_KEY>
on Windows. Additionally, you have the option of passing it in which each command instead.
To confirm the tool is installed correct execute the command coinmetrics export --help which brings up relevant
documentation. At the bottom of the help message all the available commands are shown:
-
Commands:
+Commands:
get-asset-pairs
get-exchanges
market-candles-future Used to export data related to future market...
@@ -111,11 +112,12 @@ Installation and set up
+ market-trades-spot Used to export data related to spot market trades.
+
Exporting Market Trades Files¶
Further documentation is available on any of the commands by running coinmetrics export <command> --help, for example
running coinmetrics export market-trades-spot --help prints:
-
Usage: coinmetrics export market-trades-spot [OPTIONS] EXCHANGES [START_DATE]:
+Usage: coinmetrics export market-trades-spot [OPTIONS] EXCHANGES [START_DATE]:
[%Y-%m-%d|%Y-%m-%dT%H:%M:%S|%Y-%m
-%d %H:%M:%S] [END_DATE]:[%Y-%m-%
d|%Y-%m-%dT%H:%M:%S|%Y-%m-%d
@@ -141,12 +143,12 @@ Exporting Market Trades Files¶
If you want to get the flat files for spot-market-trades from coinbase and binance for the first 5 days of June 2022:
coinmetrics export market-trades-spot binance,coinbase 2022-06-01 2022-06-05
In your current directory you will see:
-
market-trades-spot
+market-trades-spot
├── binance
│ ├── 2022-06-01.json.gz
│ ├── 2022-06-02.json.gz
@@ -158,7 +160,8 @@ Example:gzipped json files - they are compressed in
order to take up less space. If you instead wish to download the data as a csv or json you can use:
coinmetrics export market-trades-spot binance,coinbase 2022-06-01 2022-06-05 --output-format csv
@@ -183,7 +186,7 @@ Exporting market candlesExample to download 5m spot market candles for coinbase and binance for a date range:
coinmetrics export market-candles-spot 5m coinbase,binance 2022-01-01 2022-01-05
Which creates these files:
-market-candles-spot-5m
+market-candles-spot-5m
├── binance
│ ├── 2022-01-01.json.gz
│ ├── 2022-01-02.json.gz
@@ -195,7 +198,8 @@ Exporting market candles
+ └── 2022-01-05.json.gz
+
The functionality is the same for market-candles-future
Using API Key without setting an environment variable¶
If you don't wish to put your CoinMetrics API key in your environment, you may also pass it in with any command with the
@@ -209,21 +213,22 @@
Downloading files in parallelUsing the CoinMetricsDataExporter in Python instead of CLI¶
Depending on the use case it might be more convenient to use the CoinMetricsDataExporter directly in Python rather than
-from the CLI. There is several examples in the examples/file_downloads directory. Below is one example.
-
from coinmetrics.data_exporter import CoinMetricsDataExporter
-from datetime import datetime
+from the CLI. There is several examples here as well as one below:
+from coinmetrics.data_exporter import CoinMetricsDataExporter
+from datetime import datetime
-CM_API_KEY = "<YOUR_API_KEY>"
-data_exporter = CoinMetricsDataExporter(api_key=CM_API_KEY)
+CM_API_KEY = "<YOUR_API_KEY>"
+data_exporter = CoinMetricsDataExporter(api_key=CM_API_KEY)
-if __name__ == "__main__":
- """
- This script will export all the daily market-trades-spot files for Coinbase and Gemini for the month of January
- """
- start_date = datetime(2019, 1, 1)
- end_date = datetime(2019, 1, 31)
- exchanges = ["coinbase","gemini"]
- data_exporter.export_market_trades_spot_data(start_date=start_date, end_date=end_date, exchanges=exchanges, threaded=True)
+if __name__ == "__main__":
+ """
+ This script will export all the daily market-trades-spot files for Coinbase and Gemini for the month of January
+ """
+ start_date = datetime(2019, 1, 1)
+ end_date = datetime(2019, 1, 31)
+ exchanges = ["coinbase","gemini"]
+ data_exporter.export_market_trades_spot_data(start_date=start_date, end_date=end_date, exchanges=exchanges, threaded=True)
+