For specified dates, pairs and frequencies, download trades from Kraken exchange public API, aggregate OHLC data and save it as CSV.

Kraken OHLC will create two folders at specified path: trade_history and ohlc.

data
└───ohlc
│   │   AAVEXBT_2021-05-04T13-00-00_2021-05-04T15-00-00_1H.csv
│   │   ADAXBT_2021-05-04T13-00-00_2021-05-04T15-00-00_1H.csv
│   
└───trade_history
    │   AAVEXBT_2021-05-04T13-00-00_2021-05-04T15-00-00.csv
    │   ADAXBT_2021-05-04T13-00-00_2021-05-04T15-00-00.csv

For specified pairs and frequencies in configuration files, OHLC dataframes will be created and saved as CSV in ohlc folder.
OHLC are saved with name PAIR_DOWNLOAD_START_DATE_DOWNLOAD_END_DATE_FREQUENCY.csv.
By default the volume is aggregated by the base asset, if you want to aggregate it with the quote asset set volume_in_quote_asset to True in configuration file. OHLC will then by savec in PAIR_DOWNLOAD_START_DATE_DOWNLOAD_END_DATE_FREQUENCY_quote. csv format. Dates are in YYYY-MM-DDTHH-MI-Sec format.

If OHLC file for specific configuration already exist, it will not be generated again.

If enabled in configuration file, downloaded trades will be saved as CSV in trade_history folder.
Trades are saved with name PAIR_DOWNLOAD_START_DATE_DOWNLOAD_END_DATE.csv.
Dates are in YYYY-MM-DDTHH-MI-Sec format.

If trade history file for specific configuration already exist, it will not be downloaded again.

Configuration file example: https://github.com/FuturBroke/kraken-ohlc/blob/main/config.yaml

• download_start_date: Trades download start date, must be in YYYY-MM-DD HH:MI:Sec format.
• download_end_date: Trades download end date, must be in YYYY-MM-DD HH:MI:Sec format.
• ohlc_frequencies: List OHLC frequencies aggregate trades data. Supported frequencies are: 1M, 3M, 5M, 15M, 30M, 1H, 2H, 4H, 6H, 8H, 12H, 1D, 3D, 1W.
• volume_in_quote_asset: true if you want to aggregate the volume by the quote asset.
• save_trade_history: True if you want to save downloaded trades as CSV in a trade_history folder, False otherwise.

download_all_associated_pairs:

• enabled: True if download all pairs associated to specified quote asset excepted excluded base assets, False otherwise.

• quote_assets: List of quote assets to download pairs.

• excluded_base_assets: List of quote assets to exclude from downloaded pairs.

• download_custom_pairs: List of pairs to download if enabled in download_all_associated_pairs is False.

You can download the image directly from Docker Hub using:

docker pull futurbroke/kraken-ohlc:latest

To start the container with restart as system reboot use:

docker run -v CONFIGURATION_FILE_PATH:/app/config.yaml \
 -v DATA_FOLDER_PATH:/app/data \
 --name kraken-ohlc \
 --restart=on-failure futurbroke/kraken-ohlc

• CONFIGURATION_FILE_PATH: Configuration folder filepath (e.g., ~/dev/config.yaml).
• DATA_FOLDER_PATH: Data folder for downloaded trades and OHLC CSV (e.g., ~/dev/data/).

To see container logs:

docker logs kraken-ohlc

To stop and delete the container:

docker kill kraken-ohlc
docker rm kraken-ohlc

You must specify your configuration in a config.yaml file in the Kraken-OHLC root folder.

Install python plugins requirements inside repository folder using:

python -m pip install -r requirements.txt

You can launch the program from the folder where you downloaded the repository folder using:

python kraken-ohlc

Or inside Kraken-OHLC repository directory using:

python __main__.py

GPL-3.0

Thanks for your interest in contributing to the project. You can contribute freely by creating an issue, fork or create a pull request. Before issuing a pull request, make sure the changes did not break any existing functionality by running unit tests in the base directory:

pytest