How to Easily Fetch Bitfinex Historical Trades Using Python
Create a reliable script to extract historical trade data from Bitfinex
Note: this article is provided for entertainment and educational purposes only and is not intended as financial advice.
As an ex-CTO of a cryptocurrency exchange, I had my fair share of messing around with several major exchanges’ APIs. In this article, I will guide you through the process of creating a reliable Python script to extract historical trade data from Bitfinex.
I will spare you the algotrading/backtesting intro since you can read my previous story on this subject, which talks about how you can extract historical trade data from Binance and get right into the code. You can also find that more related stories on my profile.
What We’ll Be Coding
We will create a Python script that receives as command-line arguments the pair symbol, a starting date, and an ending date. It will output to disk a CSV file containing all the trades. The following steps can detail the process:
- Parse
symbol
,starting_date
, andending_date
arguments. - Fetch the first trade that happened on the starting date to get the first
trade_id
. - Loop fetching 10,000…