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Collect BinanceFutures's trade and orderbook(depth) feeds.

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Binance feed collector

Requirements

Python3: run by python3 command.
aiohttp: pip3 install aiohttp

Run

collect.sh [exchange] [symbols separated by comma.] [output path]
example: collect.sh binancefutures btcusdt,ethusdt /mnt/data

Exchanges

  • binance: binance spot
  • binancefutures: binance usd(s)-m futures
  • binancefuturescoin: binance coin-m futures example: collect.sh binancefuturescoin btcusd_perp /mnt/data

AWS tokyo region is recommended to minimize latency.

Converter: feed data to Pandas Dataframe pickle file

Requirements

Python3: run by python3 command.
pandas: pip3 install pandas

Run

convert.sh [input file] [output path]
example: convert.sh /mnt/data/btcusdt_20220811.dat /mnt/data

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Collect BinanceFutures's trade and orderbook(depth) feeds.

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