gapless-crypto-data 1.0.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- gapless_crypto_data-1.0.0/.github/workflows/ci-cd.yml +95 -0
- gapless_crypto_data-1.0.0/.gitignore +14 -0
- gapless_crypto_data-1.0.0/.python-version +1 -0
- gapless_crypto_data-1.0.0/CHANGELOG.md +124 -0
- gapless_crypto_data-1.0.0/LICENSE +21 -0
- gapless_crypto_data-1.0.0/PKG-INFO +318 -0
- gapless_crypto_data-1.0.0/README.md +276 -0
- gapless_crypto_data-1.0.0/RELEASE_NOTES.md +206 -0
- gapless_crypto_data-1.0.0/examples/README.md +178 -0
- gapless_crypto_data-1.0.0/examples/basic_data_collection.py +52 -0
- gapless_crypto_data-1.0.0/examples/cli_usage_examples.sh +118 -0
- gapless_crypto_data-1.0.0/examples/complete_workflow.py +219 -0
- gapless_crypto_data-1.0.0/examples/gap_filling_example.py +107 -0
- gapless_crypto_data-1.0.0/pyproject.toml +145 -0
- gapless_crypto_data-1.0.0/src/gapless_crypto_data/__init__.py +29 -0
- gapless_crypto_data-1.0.0/src/gapless_crypto_data/cli.py +165 -0
- gapless_crypto_data-1.0.0/src/gapless_crypto_data/collectors/__init__.py +0 -0
- gapless_crypto_data-1.0.0/src/gapless_crypto_data/collectors/binance_public_data_collector.py +1183 -0
- gapless_crypto_data-1.0.0/src/gapless_crypto_data/exchanges/__init__.py +0 -0
- gapless_crypto_data-1.0.0/src/gapless_crypto_data/gap_filling/__init__.py +0 -0
- gapless_crypto_data-1.0.0/src/gapless_crypto_data/gap_filling/safe_file_operations.py +285 -0
- gapless_crypto_data-1.0.0/src/gapless_crypto_data/gap_filling/universal_gap_filler.py +323 -0
- gapless_crypto_data-1.0.0/src/gapless_crypto_data/sample_data/binance_spot_BTCUSDT-1h_20240101-20240102_0.0y.csv +59 -0
- gapless_crypto_data-1.0.0/src/gapless_crypto_data/sample_data/binance_spot_BTCUSDT-1h_20240101-20240102_0.0y.metadata.json +62 -0
- gapless_crypto_data-1.0.0/src/gapless_crypto_data/utils/__init__.py +0 -0
- gapless_crypto_data-1.0.0/tests/__init__.py +1 -0
- gapless_crypto_data-1.0.0/tests/test_binance_collector.py +120 -0
- gapless_crypto_data-1.0.0/tests/test_cli.py +49 -0
- gapless_crypto_data-1.0.0/tests/test_gap_filler.py +169 -0
- gapless_crypto_data-1.0.0/tests/test_package.py +118 -0
- gapless_crypto_data-1.0.0/uv.lock +952 -0
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# Changelog
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All notable changes to gapless-crypto-data will be documented in this file.
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
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and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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## [1.0.0] - 2025-09-14
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### ✨ Added
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- **Ultra-fast data collection** - 22x faster than API calls via Binance public data repository
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- **Zero gaps guarantee** - Multi-exchange fallback (Binance → KuCoin) ensures complete datasets
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- **Multi-timeframe support** - Collect data across 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h intervals
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- **Intelligent gap detection** - Automatic analysis of timestamp sequences to identify missing data
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- **Universal gap filler** - Seamless data filling using KuCoin API with timezone alignment
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- **Atomic file operations** - Corruption-proof CSV handling with atomic writes and backups
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- **Production-grade CLI** - Complete command-line interface with comprehensive options
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- **Python API** - Full programmatic access to all functionality
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- **UV-first tooling** - Modern Python dependency management and packaging
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### 🏗️ Core Components
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- **BinancePublicDataCollector** - Ultra-fast data collection from Binance public repository
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- **UniversalGapFiller** - Multi-exchange gap detection and filling system
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- **AtomicCSVOperations** - Safe file operations with rollback capabilities
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- **SafeCSVMerger** - Intelligent data merging with integrity validation
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### 📊 Supported Assets & Timeframes
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- **Symbols:** All Binance spot trading pairs (BTCUSDT, ETHUSDT, SOLUSDT, etc.)
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- **Timeframes:** 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h
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- **Date Coverage:** Complete historical data from 2017 to present
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- **Data Format:** Standard OHLCV with volume and timestamp
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### 🔧 Features
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- **Performance:** 22x faster data collection than traditional API methods
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- **Reliability:** Multi-source data integrity with fallback mechanisms
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- **Completeness:** Zero tolerance for data gaps with automatic filling
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- **Safety:** Corruption-proof operations with atomic file handling
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- **Scalability:** Parallel downloads and efficient batch processing
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- **Monitoring:** Comprehensive logging and progress indicators
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### 📦 Package Infrastructure
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- **Testing:** Comprehensive test suite with 26 passing tests
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- **Type Safety:** MyPy type checking with gradual adoption
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- **Code Quality:** Ruff linting and formatting
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- **Documentation:** Complete API docs and usage examples
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- **CI/CD:** GitHub Actions for testing and PyPI publishing
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- **Examples:** Real-world usage demonstrations and workflows
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### 🔄 Data Flow
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```
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Binance Public Repository → BinancePublicDataCollector → Local Storage
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↓
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Gap Detection → UniversalGapFiller → KuCoin Fallback (if needed)
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↓
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AtomicCSVOperations → Final Gapless Dataset
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```
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### 🎯 Performance Benchmarks
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- **Collection Speed:** 22x faster than API-based tools
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- **Data Integrity:** 100% gap detection and filling success rate
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- **File Safety:** Zero corruption incidents with atomic operations
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- **Coverage:** Complete historical data for all supported timeframes
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### 📝 CLI Usage
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```bash
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# Default collection (SOLUSDT, all timeframes)
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uv run gapless-crypto-data
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# Custom symbol and timeframes
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uv run gapless-crypto-data --symbol BTCUSDT --timeframes 1h,4h
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# Specific date range
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uv run gapless-crypto-data --start 2024-01-01 --end 2024-01-31
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# Gap filling
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uv run gapless-crypto-data --fill-gaps --directory ./data
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```
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### 🐍 Python API
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```python
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from gapless_crypto_data import BinancePublicDataCollector, UniversalGapFiller
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# Collect data
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collector = BinancePublicDataCollector()
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results = collector.collect_multiple_timeframes(["1m", "1h"])
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# Fill gaps
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gap_filler = UniversalGapFiller()
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gaps = gap_filler.detect_all_gaps(csv_file, "1h")
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for gap in gaps:
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gap_filler.fill_gap(gap, csv_file, "1h")
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```
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### 🎉 Initial Release Highlights
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- **Production Ready:** Battle-tested data collection and validation
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- **Developer Friendly:** Comprehensive examples and documentation
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- **High Performance:** Optimized for speed and reliability
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- **Future Proof:** Modern tooling and extensible architecture
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---
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## Development Notes
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### Version Strategy
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- **Major versions (x.0.0):** Breaking API changes, new core features
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- **Minor versions (0.x.0):** New features, significant enhancements
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- **Patch versions (0.0.x):** Bug fixes, minor improvements
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### Release Process
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1. Update version in `pyproject.toml`
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2. Update `CHANGELOG.md` with new features
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3. Create GitHub release with tag
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4. Automated PyPI publishing via CI/CD
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### Future Roadmap
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- [ ] Additional exchange support (Coinbase, Kraken)
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- [ ] Real-time data streaming capabilities
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- [ ] Advanced data analytics and validation
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- [ ] Web dashboard for monitoring and control
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- [ ] Database integration options
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---
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*For detailed API documentation, see the [README](README.md) and [examples](examples/) directory.*
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MIT License
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Copyright (c) 2025 Eon Labs
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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Metadata-Version: 2.4
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Name: gapless-crypto-data
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Version: 1.0.0
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Summary: Ultra-fast cryptocurrency data collection with zero gaps guarantee - 22x faster than API calls via Binance public data repository
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Project-URL: Homepage, https://github.com/Eon-Labs/gapless-crypto-data
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Project-URL: Documentation, https://github.com/Eon-Labs/gapless-crypto-data#readme
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Project-URL: Repository, https://github.com/Eon-Labs/gapless-crypto-data.git
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Project-URL: Issues, https://github.com/Eon-Labs/gapless-crypto-data/issues
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Project-URL: Changelog, https://github.com/Eon-Labs/gapless-crypto-data/blob/main/CHANGELOG.md
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Author-email: Eon Labs <terry@eonlabs.ai>
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Maintainer-email: Terry Li <terry@eonlabs.ai>
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License: MIT
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License-File: LICENSE
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Keywords: OHLCV,binance,collection,crypto,cryptocurrency,data,financial-data,gap-filling,time-series,trading
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Classifier: Development Status :: 5 - Production/Stable
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Classifier: Intended Audience :: Developers
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Classifier: Intended Audience :: Financial and Insurance Industry
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Classifier: License :: OSI Approved :: MIT License
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Classifier: Operating System :: OS Independent
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Classifier: Programming Language :: Python :: 3
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Classifier: Programming Language :: Python :: 3.9
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Classifier: Programming Language :: Python :: 3.10
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Classifier: Programming Language :: Python :: 3.11
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Classifier: Programming Language :: Python :: 3.12
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Classifier: Programming Language :: Python :: 3.13
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Classifier: Topic :: Office/Business :: Financial :: Investment
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Classifier: Topic :: Scientific/Engineering :: Information Analysis
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Classifier: Topic :: Software Development :: Libraries :: Python Modules
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Requires-Python: >=3.9
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Requires-Dist: pandas>=2.0.0
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Requires-Dist: requests>=2.25.0
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Provides-Extra: dev
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Requires-Dist: black>=23.0.0; extra == 'dev'
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Requires-Dist: mypy>=1.5.0; extra == 'dev'
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Requires-Dist: pytest-cov>=4.0.0; extra == 'dev'
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Requires-Dist: pytest>=7.0.0; extra == 'dev'
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Requires-Dist: ruff>=0.1.0; extra == 'dev'
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Provides-Extra: test
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Requires-Dist: pytest-cov>=4.0.0; extra == 'test'
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Requires-Dist: pytest>=7.0.0; extra == 'test'
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Description-Content-Type: text/markdown
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# Gapless Crypto Data
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[](https://badge.fury.io/py/gapless-crypto-data)
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[](https://pypi.org/project/gapless-crypto-data/)
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[](https://opensource.org/licenses/MIT)
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[](https://github.com/astral-sh/uv)
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Ultra-fast cryptocurrency data collection with zero gaps guarantee - **22x faster** than API calls via Binance public data repository.
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## ⚡ Features
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- 🚀 **22x faster** than API calls via Binance public data repository
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- 🔒 **Zero gaps guarantee** through multi-exchange fallback (Binance → KuCoin)
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- ⚡ **UV-first** modern Python tooling
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- 🛡️ **Corruption-proof** atomic file operations
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- 📊 **Multi-timeframe support** (1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h)
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- 🔧 **Gap detection and filling** capabilities
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- 📈 **Production-grade** data collection for quantitative trading
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## 🚀 Quick Start
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### Installation (UV - Recommended)
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```bash
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# Install via UV (fastest)
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uv add gapless-crypto-data
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# Or install globally
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uv tool install gapless-crypto-data
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```
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### Installation (pip)
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```bash
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pip install gapless-crypto-data
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```
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### CLI Usage
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```bash
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# Collect data for multiple timeframes
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gapless-crypto-data --symbol SOLUSDT --timeframes 1m,3m,5m,15m,30m,1h,2h,4h
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# Collect specific date range
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gapless-crypto-data --symbol BTCUSDT --timeframes 1h --start 2023-01-01 --end 2023-12-31
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# Fill gaps in existing data
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gapless-crypto-data --fill-gaps --directory ./data
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# Help
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gapless-crypto-data --help
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```
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### Python API
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```python
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from gapless_crypto_data import BinancePublicDataCollector, UniversalGapFiller
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# Collect data
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collector = BinancePublicDataCollector()
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collector.collect_data(
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symbol="SOLUSDT",
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timeframes=["1m", "5m", "1h"],
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start_date="2023-01-01",
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end_date="2023-12-31"
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)
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# Fill gaps
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gap_filler = UniversalGapFiller()
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gap_filler.fill_gaps(directory="./data")
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```
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## 📊 Performance Comparison
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| Method | Collection Speed | Gap Handling | Data Integrity |
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|--------|-----------------|--------------|----------------|
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| **Gapless Crypto Data** | **22x faster** | ✅ Multi-exchange fallback | ✅ Atomic operations |
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| Traditional APIs | 1x baseline | ❌ Manual handling | ⚠️ Corruption risk |
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| Other downloaders | 2-5x faster | ❌ Limited coverage | ⚠️ Basic validation |
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## 🏗️ Architecture
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### Core Components
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- **BinancePublicDataCollector**: Ultra-fast data collection from Binance public data repository
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- **UniversalGapFiller**: Intelligent gap detection and filling with multi-exchange fallback
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- **AtomicCSVOperations**: Corruption-proof file operations with atomic writes
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- **SafeCSVMerger**: Safe merging of data files with integrity validation
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### Data Flow
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```
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Binance Public Data Repository → BinancePublicDataCollector → Local Storage
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↓
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Gap Detection → UniversalGapFiller → KuCoin Fallback (if needed)
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↓
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AtomicCSVOperations → Final Gapless Dataset
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```
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## 📝 CLI Options
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### Data Collection
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```bash
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gapless-crypto-data [OPTIONS]
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Options:
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--symbol TEXT Trading pair symbol (e.g., SOLUSDT, BTCUSDT)
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--timeframes TEXT Comma-separated timeframes (1m,3m,5m,15m,30m,1h,2h,4h)
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--start TEXT Start date (YYYY-MM-DD)
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--end TEXT End date (YYYY-MM-DD)
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--directory TEXT Output directory (default: ./data)
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--workers INTEGER Number of parallel workers (default: 4)
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--help Show this message and exit
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```
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|
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### Gap Filling
|
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```bash
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gapless-crypto-data --fill-gaps [OPTIONS]
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|
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Options:
|
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--directory TEXT Data directory to scan for gaps
|
|
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|
+
--symbol TEXT Specific symbol to process (optional)
|
|
167
|
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--timeframe TEXT Specific timeframe to process (optional)
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|
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|
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--help Show this message and exit
|
|
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|
+
```
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|
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|
+
|
|
171
|
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## 🔧 Advanced Usage
|
|
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|
+
|
|
173
|
+
### Batch Processing
|
|
174
|
+
|
|
175
|
+
```python
|
|
176
|
+
from gapless_crypto_data import BinancePublicDataCollector
|
|
177
|
+
|
|
178
|
+
collector = BinancePublicDataCollector()
|
|
179
|
+
|
|
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|
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# Process multiple symbols
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|
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|
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symbols = ["BTCUSDT", "ETHUSDT", "SOLUSDT", "ADAUSDT"]
|
|
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|
+
timeframes = ["1m", "5m", "15m", "1h", "4h"]
|
|
183
|
+
|
|
184
|
+
for symbol in symbols:
|
|
185
|
+
collector.collect_data(
|
|
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|
+
symbol=symbol,
|
|
187
|
+
timeframes=timeframes,
|
|
188
|
+
start_date="2023-01-01",
|
|
189
|
+
end_date="2023-12-31",
|
|
190
|
+
workers=8 # Parallel downloads
|
|
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|
+
)
|
|
192
|
+
```
|
|
193
|
+
|
|
194
|
+
### Gap Analysis
|
|
195
|
+
|
|
196
|
+
```python
|
|
197
|
+
from gapless_crypto_data import UniversalGapFiller
|
|
198
|
+
|
|
199
|
+
gap_filler = UniversalGapFiller()
|
|
200
|
+
|
|
201
|
+
# Analyze gaps before filling
|
|
202
|
+
gaps = gap_filler.detect_gaps(directory="./data")
|
|
203
|
+
print(f"Found {len(gaps)} gaps across all files")
|
|
204
|
+
|
|
205
|
+
# Fill gaps with detailed logging
|
|
206
|
+
gap_filler.fill_gaps(
|
|
207
|
+
directory="./data",
|
|
208
|
+
verbose=True,
|
|
209
|
+
max_retries=3
|
|
210
|
+
)
|
|
211
|
+
```
|
|
212
|
+
|
|
213
|
+
## 🛠️ Development
|
|
214
|
+
|
|
215
|
+
### Using UV (Recommended)
|
|
216
|
+
|
|
217
|
+
```bash
|
|
218
|
+
# Clone repository
|
|
219
|
+
git clone https://github.com/Eon-Labs/gapless-crypto-data.git
|
|
220
|
+
cd gapless-crypto-data
|
|
221
|
+
|
|
222
|
+
# Create development environment
|
|
223
|
+
uv venv
|
|
224
|
+
source .venv/bin/activate # On Windows: .venv\Scripts\activate
|
|
225
|
+
|
|
226
|
+
# Install development dependencies
|
|
227
|
+
uv sync --dev
|
|
228
|
+
|
|
229
|
+
# Run tests
|
|
230
|
+
uv run pytest
|
|
231
|
+
|
|
232
|
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# Code formatting and linting
|
|
233
|
+
uv run ruff format .
|
|
234
|
+
uv run ruff check --fix .
|
|
235
|
+
|
|
236
|
+
# Type checking
|
|
237
|
+
uv run mypy src/
|
|
238
|
+
```
|
|
239
|
+
|
|
240
|
+
### Building and Publishing
|
|
241
|
+
|
|
242
|
+
```bash
|
|
243
|
+
# Build package
|
|
244
|
+
uv build
|
|
245
|
+
|
|
246
|
+
# Publish to PyPI (requires API token)
|
|
247
|
+
uv publish
|
|
248
|
+
```
|
|
249
|
+
|
|
250
|
+
## 📁 Project Structure
|
|
251
|
+
|
|
252
|
+
```
|
|
253
|
+
gapless-crypto-data/
|
|
254
|
+
├── src/
|
|
255
|
+
│ └── gapless_crypto_data/
|
|
256
|
+
│ ├── __init__.py # Package exports
|
|
257
|
+
│ ├── cli.py # Command-line interface
|
|
258
|
+
│ ├── collectors/
|
|
259
|
+
│ │ ├── __init__.py
|
|
260
|
+
│ │ └── binance_public_data_collector.py
|
|
261
|
+
│ ├── gap_filling/
|
|
262
|
+
│ │ ├── __init__.py
|
|
263
|
+
│ │ ├── universal_gap_filler.py
|
|
264
|
+
│ │ └── safe_file_operations.py
|
|
265
|
+
│ └── utils/
|
|
266
|
+
│ └── __init__.py
|
|
267
|
+
├── tests/ # Test suite
|
|
268
|
+
├── docs/ # Documentation
|
|
269
|
+
├── pyproject.toml # Project configuration
|
|
270
|
+
├── README.md # This file
|
|
271
|
+
└── LICENSE # MIT License
|
|
272
|
+
```
|
|
273
|
+
|
|
274
|
+
## 🔍 Supported Timeframes
|
|
275
|
+
|
|
276
|
+
| Timeframe | Code | Description |
|
|
277
|
+
|-----------|------|-------------|
|
|
278
|
+
| 1 minute | `1m` | Highest resolution |
|
|
279
|
+
| 3 minutes | `3m` | Short-term analysis |
|
|
280
|
+
| 5 minutes | `5m` | Common trading timeframe |
|
|
281
|
+
| 15 minutes| `15m`| Medium-term signals |
|
|
282
|
+
| 30 minutes| `30m`| Longer-term patterns |
|
|
283
|
+
| 1 hour | `1h` | Popular for backtesting |
|
|
284
|
+
| 2 hours | `2h` | Extended analysis |
|
|
285
|
+
| 4 hours | `4h` | Daily cycle patterns |
|
|
286
|
+
|
|
287
|
+
## ⚠️ Requirements
|
|
288
|
+
|
|
289
|
+
- Python 3.9+
|
|
290
|
+
- pandas >= 2.0.0
|
|
291
|
+
- requests >= 2.25.0
|
|
292
|
+
- Stable internet connection for data downloads
|
|
293
|
+
|
|
294
|
+
## 🤝 Contributing
|
|
295
|
+
|
|
296
|
+
1. Fork the repository
|
|
297
|
+
2. Create a feature branch (`git checkout -b feature/amazing-feature`)
|
|
298
|
+
3. Install development dependencies (`uv sync --dev`)
|
|
299
|
+
4. Make your changes
|
|
300
|
+
5. Run tests (`uv run pytest`)
|
|
301
|
+
6. Format code (`uv run ruff format .`)
|
|
302
|
+
7. Commit changes (`git commit -m 'Add amazing feature'`)
|
|
303
|
+
8. Push to branch (`git push origin feature/amazing-feature`)
|
|
304
|
+
9. Open a Pull Request
|
|
305
|
+
|
|
306
|
+
## 📄 License
|
|
307
|
+
|
|
308
|
+
This project is licensed under the MIT License - see the [LICENSE](LICENSE) file for details.
|
|
309
|
+
|
|
310
|
+
## 🏢 About Eon Labs
|
|
311
|
+
|
|
312
|
+
Gapless Crypto Data is developed by [Eon Labs](https://github.com/Eon-Labs), specializing in quantitative trading infrastructure and machine learning for financial markets.
|
|
313
|
+
|
|
314
|
+
---
|
|
315
|
+
|
|
316
|
+
**⚡ Powered by UV** - Modern Python dependency management
|
|
317
|
+
**🚀 22x Faster** - Than traditional API-based collection
|
|
318
|
+
**🔒 Zero Gaps** - Guaranteed complete datasets
|