Historical Crypto trades

Gather Cryptocurrency derivative trades using Deribit API v2
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Project description

The deribit_historical_trades repository gathers cryptocurrency (BTC, ETH, SOL, USDC) derivatives traded on the cryptocurrency derivative platform Deribit. All crypto derivatives trades since the start of the platform are publicly available in the Deribit API v2.1.1 under 'https://history.deribit.com/api/v2/public/get_last_trades_by_currency' using REST requests. For further information and the documentations see https://docs.deribit.com/#public-get_last_trades_by_currency_and_time.

Getting Started

To use this script, you will need to have Python 3 and the following libraries installed:

• json
• requests
• pandas
• datetime

Running the Script

1. Open the script (Deribit_derivative_data.py) in your preferred Python editor.

2. Ensure that the required libraries are installed.

3. Set the query parameters for the API endpoint in the function derivative_data():
   

   derivative_data(currency, start_date, end_date, kind = 'any', count = 10000) 

4. Run the script.

Parameters

Parameter	Required	Type	Enum	Description
currency	true	string	BTC ETH SOL USDC	The currency symbol
start_date	true	datetime object		The earliest datetime object to return result for
end_date	true	datetime object		The most recent datetime object to return result for
kind	false	string	future option future_combo option_combo combo any	Instrument kind, combo for any combo or any for all. If not provided instruments of all kinds are considered
count	false	integer		Number of requested items, default - 10000

Contributing

If you find a bug or would like to suggest an enhancement, please create an issue or submit a pull request. We welcome any contributions or feedback to make this script more useful and user-friendly for the cryptocurrency community.