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zaifdata

📘 Data Reader for zaif Exchange

Features

• Support all currency_pairs in Zaif Exchange
• Able to calc technical indicators
• Fetch data both by count and period

Installation

$ pip install zaifdata

If you want use technical indicators,
run the command below after installation

install_talib

This repo internally use ta_lib to calculate technicals

How to use

Get historical prices

fromzaifdata.data.pricesimportDataReaderimporttimenow=int(time.time()) # use 'int' valueyesterday=now-86400DataReader(currency_pair='xem_jpy', period='8h', start=yesterday, end=now)
"""[ {'low': '24.4001', 'close': '24.45', 'time': '1506265200', 'open': '24.7', 'high': '24.85', 'average': '24.59263445', 'volume': '560982.5'},  {'low': '24.3', 'close': '24.89', 'time': '1506294000', 'open': '24.45', 'high': '24.9', 'average': '24.69664484', 'volume': '1062381.8'}, {'low': '24.8', 'close': '24.8', 'time': '1506322800', 'open': '24.8103', 'high': '24.9', 'average': '24.84771633', 'volume': '144757.2'} ]"""# you can specify 'style' to select format of return values ('dict' or 'df')DataReader(currency_pair='xem_jpy', period='8h', start=yesterday, end=now, style='df')
""" average close high low open time volume0 24.592634 24.4500 24.85 24.4001 24.7000 1506265200 560982.51 24.696645 24.8900 24.90 24.3000 24.4500 1506294000 1062381.82 24.846116 24.8989 24.90 24.8000 24.8103 1506322800 149786.0"""

Or you can use get_data_by_count method if you want to specify the number of values

fromzaifdata.data.pricesimportget_data_by_countget_data_by_count(currency_pair='btc_jpy', period='30m', count=2)
"""[ {'volume': '134.9155', 'low': '421450.0', 'high': '423000.0', 'average': '422022.55839766', 'close': '422275.0', 'open': '421710.0', 'time': '1506322800'}, {'volume': '14.548', 'low': '422025.0', 'high': '422975.0', 'average': '422504.70470168', 'close': '422390.0', 'open': '422170.0', 'time': '1506324600'}]"""

Get technical indicators

fromzaifdata.indicatorsimportEMA, SMA, BBANDS, RSI, MACD, ADXema=EMA(currency_pair='btc_jpy', period='1h')
ema.request_data(count=3, style='df')
""" time ema0 1506315600 415684.2000001 1506319200 416148.8769232 1506322800 416680.501775"""# Orimporttimenow=int(time.time())
yesterday=now-86400ema.request_data_by_period(start=yesterday, end=now)

Available indicators: (EMA, SMA, BBANDS, RSI, MACD, ADX)