Save binance futures's long short ratios, open interst, buy sell ratio of futures markets.
# save csv into a binancedumper folder (into current directory !)
mkdir -p binancedumper
chown -R 1001 binancedumper
docker run -it --rm -v `pwd`/binancedumper:/binancedumper ghcr.io/maxisoft/binance-dumper/binance-dumper:latest
This project save multiples multiple binance futures data sources into csv files.
The program target data source with no permanent retention on binance side.
Such csv may allow one to develop investment strategies, charts, analysis, ... without relying on external services (ie just from your own and raw data from the cex).
Currently all those data are collected from the api:
- topLongShortAccountRatio
- topLongShortPositionRatio
- globalLongShortAccountRatio
- takerlongshortRatio
- openInterestHist
The resulting csv files use the same columns (but the pair column) as specified by the api docs.
Just a running docker
daemon (or docker compatible like podman
) with network configured.
A standard working nim environment with
- recent nim version (tested with nim 1.6)
- C compiler
- nimble
- sqlite devel lib
- ssl devel lib
nimble install ws asynctools sorta
nim c -d:release --stackTrace:on --opt:speed -d:ssl --app:console --filenames:canonical -o:binance_dumper ./src/main.nim
Start ./binance_dumper
and it'll write csv files into the current working directory.
One should use external restart mechanical/loop such as
Zero configuration mode for now so all pairs found at program startup are tracked.
By default the program use a pool of 20 http connections to do his tasks.
In some case (like a fresh program start) it may use a larger usage resource than usual to download all the data. To reduce this, one can set the environment variable BINANCE_SCHEDULER_CONCURRENT_TASK=4