How to Download Binance Ticker Pairs

I am planning to create custom data bundles for Zipline. Binance is the leading crypto exchange as of this writing and it provides massive trading data via its public API. A series of upcoming tutorials will dive deep into crypto data bundles for Zipline.

I suppose your OS has Python installed already. If not, take your time and check out this tutorial.

For the best practice, let us create a virtual environment first. (A quick note: my desktop is running on Debian 9 Stretch)

mkdir get_binance_tickers
cd get_binance_tickers
python3 -m venv venv

Activate the venv

source venv/bin/activate

Update pip

(venv) pip install --upgrade pip

Install requests and BeautifulSoup4

(venv) pip install requests BeautifulSoup4

We are going to scrape Binance page on CoinMarketCap, and save all trading pairs into a pickle file for later use.

Create get_binance_tickers.py and fire up your favorite editor.

(venv) touch get_binance_tickers.py

Here is the python code, which also can be found on my github repo.

#! /usr/bin/env python
import bs4 as bs
import requests
import pickle


def save_ticker_pairs():
    cmc_binance_url = 'https://coinmarketcap.com/exchanges/binance/'
    response = requests.get(cmc_binance_url)
    if response.ok:
        soup = bs.BeautifulSoup(response.text, 'html.parser')
        table = soup.find('table', {'id': 'exchange-markets'})
        ticker_pairs = []

        for row in table.findAll('tr')[1:]:
            ticker_pair = row.findAll('td')[2].text
            ticker_pairs.append(ticker_pair.strip().replace('/', ''))

    with open('binance_ticker_pairs.pickle', 'wb') as f:
        pickle.dump(ticker_pairs, f)


if __name__ == '__main__':
    save_ticker_pairs()

Make the file excutable and run the command

(venv) chmod +x get_binance_tickers.py
(venv) python get_binance_tickers.py

Before we are going to use ‘binance_ticker_pairs.pickle’ and retrieve trading data through Binance public API, I will discuss how to install Zipline in the next tutorial. Feel like stopping by and say hi? Let us talk more about crypto and quantitative trading over there. Here is the discord invite link.