Free Python

Download Coinbase API Data via Python

Dec 21, 2020 · by CryptoDataDownload

This is a short tutorial article that explains and gives example for how to use Python to download historical OHLC (Open, High, Low, Close) data with the Coinbase API. (*Please note that the Coinbase API is intended to be used for personal usage - refer to their market data terms). In the below Python script, we will use Pandas, requests, and json libraries to create a simple function that will ultimately write a CSV file with the filename "Coinbase_PAIR_dailydata.csv".. So if we want BTC/USD, the resulting filename will be: Coinbase_BTCUSD_dailydata.csv - Go ahead and give it a try!

This script is extremely simple, and can be greatly enhanced or fitted to meet your personal needs. It can easily be modified to save the data into a database, or pull different time frames or pairs... If you have a custom data need and would like help setting up the proper code, feel free to reach out to us

If you find this useful, you may also like to view our much more extensive article for Download Coinbase OHLC for any Timeframe, Symbol or Interval

Live codebase Python

#CryptoDataDownload
# First import the libraries that we need to use
import pandas as pd
import requests
import json

def fetch_daily_data(symbol):
    pair_split = symbol.split('/')  # symbol must be in format XXX/XXX ie. BTC/EUR
    symbol = pair_split[0] + '-' + pair_split[1]
    url = f'https://api.pro.coinbase.com/products/{symbol}/candles?granularity=86400'
    response = requests.get(url)
    if response.status_code == 200:  # check to make sure the response from server is good
        data = pd.DataFrame(json.loads(response.text), columns=['unix', 'low', 'high', 'open', 'close', 'volume'])
        data['date'] = pd.to_datetime(data['unix'], unit='s')  # convert to a readable date
        data['vol_fiat'] = data['volume'] * data['close']      # multiply the BTC volume by closing price to approximate fiat volume

# if we failed to get any data, print an error...otherwise write the file
         if data is None:
             print("Did not return any data from Coinbase for this symbol")
         else:
             data.to_csv(f'Coinbase_{pair_split[0] + pair_split[1]}_dailydata.csv', index=False)
    else:
        print("Did not receieve OK response from Coinbase API")

if __name__ == "__main__":
# we set which pair we want to retrieve data for
    pair = "BTC/USD"
    fetch_daily_data(symbol=pair)

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THE PERFORMANCE OF TRADING SYSTEMS IS BASED ON THE USE OF COMPUTERIZED SYSTEM LOGIC. IT IS HYPOTHETICAL. PLEASE NOTE THE FOLLOWING DISCLAIMER. CFTC RULE 4.41: HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN. U.S. GOVERNMENT REQUIRED DISCLAIMER: COMMODITY FUTURES TRADING COMMISSION. FUTURES AND OPTIONS TRADING HAS LARGE POTENTIAL REWARDS, BUT ALSO LARGE POTENTIAL RISK. YOU MUST BE AWARE OF THE RISKS AND BE WILLING TO ACCEPT THEM IN ORDER TO INVEST IN THE FUTURES AND OPTIONS MARKETS. DON’T TRADE WITH MONEY YOU CAN’T AFFORD TO LOSE. THIS IS NEITHER A SOLICITATION NOR AN OFFER TO BUY/SELL FUTURES OR OPTIONS. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED ON THIS WEBSITE. THE PAST PERFORMANCE OF ANY TRADING SYSTEM OR METHODOLOGY IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.