Download market data, aka OHLCV for Open High Low Close Volume, is something very useful for a trader. OHLCV+ provide you a way to manage your data.

• Download market data very quickly using multithreading (in the respect of API rate limit).
• Save your data in a lightweight database.
• Load your data from the database very quickly.
• Update your data to keep up-to-date ohlcvs.
• Super simple with only one method to use.

• Pandas
• CCXT
• colorama
• SQLAlchemy

The package is packaged as a pip package, you can install it with this command: pip install OhlcvPlus

You can also manually download this project and its dependencies. pip install -r requirements.txt

OhlcvPlus is super easy to use ! To see how it works, just look at the example.py file. The code is also commented, you can easily take a look at the methods docstrings.

from ohlcv import OhlcvPlus
import ccxt.

client = ccxt.binance()
ohlcvp = OhlcvPlus(client, database_path='my_data.db')
ohlcv1 = ohlcvp.load(market='BTC/USDT', timeframe='1m', since='2023-01-01 00:00:00', limit=1000, update=True, verbose=True, workers=100)

OhlcvPlus V3 developpment will start with a lot of new features !

• Data aggregator: The v3 will features a data aggregator, the same data will be downloaded from all major ccxt compatible exchanges and then aggregated and averaged depending on the volume. This will give high-quality dataframes with no missing values.

• Enhanced storage: A completly new storage system with the vault module, will support a lot of databases through SqlAlchemy and gives a more flexible storage.